NPORT-P false 0001027263 XXXXXXXX S000062645 C000203170 EQ Advisors Trust 811-07953 0001027263 549300Q691FLN6WHB832 1290 Avenue of the Americas New York 10104 212-554-1234 EQ/Franklin Strategic Income Portfolio S000062645 549300I2BSJYQQLCGL89 2021-12-31 2021-06-30 N 119210142.85 3371085.06 115839057.79 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 2778690.45000000 COP DOP EUR USD UYU N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0GW3 370895.95000000 PA USD 383806.65000000 0.331327496375 Long ABS-MBS CORP US N 2 2028-04-25 Floating 4.79149920 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAD1 300000.00000000 PA USD 299625.00000000 0.258656282014 Long DBT CORP US Y 2 2029-03-31 Fixed 4.37500000 N N N N N N OCP CLO Ltd. 254900NXH68CRC058O44 67102SAQ7 250000.00000000 PA USD 248230.50000000 0.214289122111 Long ABS-CBDO CORP KY Y 2 2031-04-26 Floating 1.97574840 N N N N N N Varsity Brands Holding Co., Inc. 549300YOKDS0ZSYJRX81 42703UAG0 210237.64000000 PA USD 205069.37000000 0.177029556276 Long LON CORP US N 2 2024-12-16 Variable 4.50000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAJ1 200000.00000000 PA USD 209000.00000000 0.180422738226 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Champ Acquisition Corp. N/A 15807EAC6 28219.85000000 PA USD 28330.73000000 0.024456975514 Long LON CORP US N 2 2025-12-19 Variable 5.70288000 N N N N N N Crown Americas LLC N/A 228187AB6 334000.00000000 PA USD 346107.50000000 0.298783075935 Long DBT CORP US N 2 2026-02-01 Fixed 4.75000000 N N N N N N CVR Partners LP N/A 12663QAC9 100000.00000000 PA USD 102500.00000000 0.088484835732 Long DBT CORP US Y 2 2028-06-15 Fixed 6.12500000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XDA9 385511.81000000 PA USD 402390.71000000 0.347370496339 Long ABS-MBS CORP US N 2 2029-01-25 Floating 4.34149920 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0QQ5 870000.00000000 PA USD 889368.98000000 0.767762615621 Long ABS-MBS CORP US N 2 2030-03-25 Floating 2.59149960 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AG2 100000.00000000 PA USD 103125.00000000 0.089024377414 Long DBT CORP US Y 2 2030-07-15 Fixed 4.37500000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EF8 100000.00000000 PA USD 117375.00000000 0.101325927747 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N Kestrel Bidco, Inc. N/A C4927UAB8 49375.00000000 PA USD 48350.47000000 0.041739350200 Long LON CORP CA N 2 2026-12-11 Variable 4.00000000 N N N N N N Nabors Industries Ltd. N/A 629571AA8 200000.00000000 PA USD 195500.00000000 0.168768637910 Long DBT CORP BM Y 2 2026-01-15 Fixed 7.25000000 N N N N N N Mill City Mortgage Loan Trust N/A 59980YAB1 268038.61000000 PA USD 281659.23000000 0.243147031211 Long ABS-O CORP US Y 2 2066-04-25 Variable 3.49999920 N N N N N N Organon & Co. N/A 68621XAE3 50000.00000000 PA USD 50017.85000000 0.043178743814 Long LON CORP US N 2 2028-06-02 Variable 3.50000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AF1 575000.00000000 PA USD 601593.75000000 0.519335845333 Long DBT NUSS FR Y 2 2023-01-29 Variable 5.24999880 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAR4 134000.00000000 PA USD 144050.00000000 0.124353566705 Long DBT CORP US Y 2 2023-08-15 Fixed 5.87500000 N N N N N N CVR Energy, Inc. 529900SOYZIXZBTXB558 12662PAB4 200000.00000000 PA USD 200102.00000000 0.172741391217 Long DBT CORP US Y 2 2025-02-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 25.00000000 NC USD -9706.71000000 -0.00837947941 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2021-09-30 3085742.19000000 USD -9706.71000000 N N N CSN Inova Ventures 222100R8R68DM7VM3661 12642KAB0 200000.00000000 PA USD 220200.00000000 0.190091325154 Long DBT CORP KY Y 2 2028-01-28 Fixed 6.75000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259AY6 100000.00000000 PA USD 101959.00000000 0.088017808453 Long DBT CORP US Y 2 2030-03-01 Fixed 5.50000000 N N N N N Cablevision Lightpath LLC 5493002ZVBLRLGES1R71 12687GAA7 300000.00000000 PA USD 297750.00000000 0.257037656970 Long DBT CORP US Y 2 2027-09-15 Fixed 3.87500000 N N N N N N Mitchell International, Inc. N/A 60662WAP7 99250.00000000 PA USD 99663.57000000 0.086036240195 Long LON CORP US N 2 2024-11-29 Variable 4.75000000 N N N N N N Anagram International, Inc. N/A 03254TAC7 13895.00000000 PA USD 13773.42000000 0.011890134694 Long DBT CORP US Y 2 2026-08-15 Fixed 10.00000000 N N Y N N N Kenan Advantage Group, Inc. (The) N/A 48853UBE9 89802.87000000 PA USD 89825.32000000 0.077543206681 Long LON CORP US N 2 2026-03-24 Variable 4.50000000 N N N N N N Virgin Media Bristol LLC N/A G9368PBE3 6084.36000000 PA USD 6070.10000000 0.005240115135 Long LON CORP US N 2 2029-01-31 Variable 3.35290000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HX1 20596.00000000 PA USD 7795.59000000 0.006729673176 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XJX3 606123.12000000 PA USD 624963.31000000 0.539510008043 Long ABS-MBS CORP US N 2 2029-10-25 Floating 3.09150000 N N N N N N Flex Ltd. 549300EAQH74YHD07T53 33938XAB1 200000.00000000 PA USD 232204.00000000 0.200453978502 Long DBT CORP SG N 2 2030-05-12 Fixed 4.87500000 N N N N N N Kazakhstan Temir Zholy Finance BV N/A 48667DAD6 200000.00000000 PA USD 274787.50000000 0.237214895599 Long DBT CORP NL Y 2 2042-07-10 Fixed 6.95000000 N N N N N N Macy's Retail Holdings LLC N/A 55616XAL1 60000.00000000 PA USD 61350.00000000 0.052961411436 Long DBT CORP US N 2 2024-06-01 Fixed 3.62500000 N N N N N N MGIC Investment Corp. 254900S8483WM4M98R28 552848AG8 200000.00000000 PA USD 211000.00000000 0.182149271606 Long DBT CORP US N 2 2028-08-15 Fixed 5.25000000 N N N N N N EnQuest plc 2138008LJU6WFQWOXJ73 N/A 157437.00000000 PA USD 146056.67000000 0.126085858074 Long DBT CORP GB Y 2 2023-10-15 Variable 7.00000000 N N Y N N N Ukraine 6354001WLTJXOMEXPY07 903724BM3 500000.00000000 PA USD 525093.75000000 0.453295943542 Long DBT NUSS UA Y 2 2032-09-25 Fixed 7.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1693.92000000 0.001462304711 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 255000.00000000 EUR 304170.38000000 USD 2021-07-19 1693.92000000 N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KAX8 76000.00000000 PA USD 84550.00000000 0.072989198646 Long DBT CORP US Y 2 2025-09-15 Fixed 5.50000000 N N N N N N TIBCO Software, Inc. N/A 88632NAP5 99000.00000000 PA USD 98484.41000000 0.085018310644 Long LON CORP US N 2 2026-06-30 Variable 3.86000000 N N N N N N CIFC Funding Ltd. N/A 12551PAE2 250000.00000000 PA USD 249628.00000000 0.215495537310 Long ABS-CBDO CORP KY Y 2 2028-01-20 Floating 1.73824920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2304.28000000 0.001989208168 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 100000.00000000 EUR 120922.50000000 USD 2021-07-19 2304.28000000 N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AF4 200000.00000000 PA USD 218750.00000000 0.188839588454 Long DBT CORP US Y 2 2029-06-01 Fixed 5.87500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 150000.00000000 PA USD 158456.45000000 0.136790175112 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N Real Hero Merger Sub 2, Inc. N/A 75602BAA7 300000.00000000 PA USD 312000.00000000 0.269339207303 Long DBT CORP US Y 2 2029-02-01 Fixed 6.25000000 N N N N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190AL8 400000.00000000 PA USD 437818.56000000 0.377954179145 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N U.S. Renal Care, Inc. 54930058SS5MF69JGN89 90290PAN4 41999.99000000 PA USD 42157.49000000 0.036393156854 Long LON CORP US N 2 2026-06-26 Variable 5.12500000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AG2 200000.00000000 PA USD 195700.00000000 0.168941291248 Long DBT CORP US Y 2 2031-01-30 Fixed 3.75000000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAQ7 400000.00000000 PA USD 414826.52000000 0.358105916876 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 1255000000.00000000 PA 394590.99000000 0.340637257871 Long DBT NUSS CO N 2 2027-06-28 Fixed 9.85000000 N N N N N N Global Tel*Link Corp. N/A 37959JAB7 362978.60000000 PA USD 334545.40000000 0.288801900138 Long LON CORP US N 2 2025-11-29 Variable 4.35425000 N N N N N N MH Sub I LLC N/A 45567YAL9 8762.80000000 PA USD 8775.94000000 0.007575976676 Long LON CORP US N 2 2024-09-13 Variable 4.75000000 N N N N N N Jane Street Group LLC 5493002N1IVX6KHGYO08 47077DAG5 28655.42000000 PA USD 28512.14000000 0.024613580724 Long LON CORP US N 2 2028-01-26 Variable 2.85425000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XLT9 33937.57000000 PA USD 34775.92000000 0.030020893352 Long ABS-MBS CORP US N 2 2029-11-25 Floating 2.94149880 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 24736CBS2 27591.22000000 PA USD 29125.98000000 0.025143488349 Long LON CORP KY N 2 2027-10-20 Variable 4.75000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AG6 100000.00000000 PA USD 116103.48000000 0.100228266886 Long DBT CORP US N 2 2047-07-15 Fixed 4.30000000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HT0 313747.00000000 PA USD 99300.93000000 0.085723185162 Long DBT NUSS AR N 2 2035-07-09 Variable 0.12499920 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919XAB7 116092.86000000 PA USD 114754.54000000 0.099063771917 Long LON CORP US N 2 2027-03-09 Variable 3.10425000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 49345.80000000 PA USD 49461.47000000 0.042698439493 Long LON CORP US N 2 2028-02-01 Variable 4.50000000 N N N N N N Hughes Satellite Systems Corp. N/A 444454AF9 200000.00000000 PA USD 223750.00000000 0.193155921904 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 15134NAE6 196477.92000000 PA USD 196267.49000000 0.169431186462 Long LON CORP US N 2 2023-06-07 Variable 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DYD8 251026.13000000 PA USD 262956.98000000 0.227002001757 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HS2 171252.00000000 PA USD 61393.84000000 0.052999257047 Long DBT NUSS AR N 2 2030-07-09 Variable 0.12499920 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 760942AV4 22120850.16000000 PA 569124.25000000 0.491306007539 Long DBT NUSS UY N 2 2037-06-26 Fixed 3.70000000 N N N N N N Great Lakes Dredge & Dock Corp. 549300H65E3MZ1CX0P05 390607AF6 100000.00000000 PA USD 102915.00000000 0.088843091409 Long DBT CORP US Y 2 2029-06-01 Fixed 5.25000000 N N N N N N CIM Trust N/A 12555DAA3 77148.85490000 PA USD 78257.87000000 0.067557412407 Long ABS-MBS CORP US Y 2 2049-02-25 Variable 3.99999960 N N N N N N Provident Funding Mortgage Trust N/A 74387LAC5 68455.57000000 PA USD 69223.37000000 0.059758229495 Long ABS-MBS CORP US Y 2 2049-12-25 Variable 2.99999880 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAK8 200000.00000000 PA USD 198080.00000000 0.170995865970 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N Atlas Purchaser, Inc. N/A 04939JAC0 53304.06000000 PA USD 52282.38000000 0.045133637131 Long LON CORP US N 2 2028-05-08 Variable 6.00000000 N N N N N N Playtika Holding Corp. N/A 72814CAF5 8516.17000000 PA USD 8474.56000000 0.007315805361 Long LON CORP US N 2 2028-03-13 Variable 2.85425000 N N N N N N Avis Budget Car Rental LLC N/A 05377JAR3 153705.73000000 PA USD 150055.22000000 0.129537673098 Long LON CORP US N 2 2027-08-06 Variable 2.36000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAR5 100000.00000000 PA USD 94750.00000000 0.081794518884 Long DBT CORP US Y 2 2031-02-15 Fixed 3.00000000 N N N N N N Asurion LLC N/A 04649VAZ3 1417.64000000 PA USD 1427.92000000 0.001232675772 Long LON CORP US N 2 2028-01-31 Variable 5.35425000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 57000.00000000 PA USD 65541.59000000 0.056579871461 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TG41 1019204.33000000 PA USD 1079552.95000000 0.931942101909 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N JBS Finance Luxembourg Sarl N/A 46592QAA7 200000.00000000 PA USD 199000.00000000 0.171790071325 Long DBT CORP LU Y 2 2032-01-15 Fixed 3.62500000 N N N N N N J.P. Morgan Mortgage Trust N/A 46653PAF4 389956.17000000 PA USD 399304.59000000 0.344706351741 Long ABS-MBS CORP US Y 2 2051-10-25 Variable 2.49999840 N N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 30216JAC9 545000.00000000 PA USD 589390.25000000 0.508800970281 Long DBT NUSS IN Y 2 2028-02-01 Fixed 3.87500000 N N N N N N Cencosud SA 549300NLTGCFV7482429 15132HAH4 200000.00000000 PA USD 218537.50000000 0.188656144282 Long DBT CORP CL Y 2 2027-07-17 Fixed 4.37500000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486QAE1 100000.00000000 PA USD 106099.32000000 0.091592008795 Long DBT CORP US N 2 2030-06-05 Fixed 3.12500000 N N N N N N Sunoco LP N/A 86765LAQ0 100000.00000000 PA USD 104500.00000000 0.090211369113 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAF2 95000.00000000 PA USD 107689.72000000 0.092964948139 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Clear Channel Worldwide Holdings, Inc. N/A 18453HAA4 100000.00000000 PA USD 102000.00000000 0.088053202387 Long DBT CORP US Y 2 2027-08-15 Fixed 5.12500000 N N N N N N Arches Buyer, Inc. N/A 03952HAD6 19362.31000000 PA USD 19308.52000000 0.016668402150 Long LON CORP US N 2 2027-12-06 Variable 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CXM1 75056.04000000 PA USD 79016.34000000 0.068212174293 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N Prime Security Services Borrower LLC N/A 74166MAF3 350000.00000000 PA USD 339500.00000000 0.293079041281 Long DBT CORP US Y 2 2027-08-31 Fixed 3.37500000 N N N N N N Heartland Dental LLC N/A 42236WAQ0 11404.36000000 PA USD 11373.00000000 0.009817932066 Long LON CORP US N 2 2025-04-30 Variable 4.07288000 N N N N N N TK Elevator U.S. Newco, Inc. 549300C2AFWPAYWS5574 92537RAA7 400000.00000000 PA USD 421000.00000000 0.363435276522 Long DBT CORP US Y 2 2027-07-15 Fixed 5.25000000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AG8 200000.00000000 PA USD 206750.00000000 0.178480388173 Long DBT CORP US Y 2 2029-06-01 Fixed 3.87500000 N N N N N N AI Convoy (Luxembourg) SARL N/A 00135BAC7 39899.24000000 PA USD 39836.92000000 0.034389886071 Long LON CORP US N 2 2027-01-18 Variable 4.50000000 N N N N N N Polaris Newco LLC N/A 73108RAB4 53981.00000000 PA USD 54103.70000000 0.046705922019 Long LON CORP US N 2 2028-06-02 Variable 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZB9 2500000.00000000 PA USD 2519542.00000000 2.175036682849 Long DBT UST US N 2 2027-02-28 Fixed 1.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H020675 39000.00000000 PA USD 39752.58000000 0.034317078158 Long ABS-MBS USGA US N 2 2051-07-15 Fixed 2.00000000 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345AL6 300000.00000000 PA USD 323625.00000000 0.279374682576 Long DBT CORP US Y 2 2026-05-15 Fixed 4.87500000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAX9 400000.00000000 PA USD 454599.56000000 0.392440657471 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N State of New Jersey N/A 646039YR2 195000.00000000 PA USD 221473.06000000 0.191190315447 Long DBT MUN US N 2 2032-06-01 Fixed 3.00000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAR2 200000.00000000 PA USD 210250.00000000 0.181501821588 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAD9 300000.00000000 PA USD 318489.00000000 0.274940944855 Long DBT CORP US Y 2 2028-08-01 Fixed 5.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XNX8 407412.25000000 PA USD 413906.73000000 0.357311892807 Long ABS-MBS CORP US N 2 2030-01-25 Floating 2.29150080 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0AD1 247366.28000000 PA USD 254118.02000000 0.219371622014 Long ABS-MBS USGSE US N 2 2023-11-25 Floating 4.34149920 N N N N N N JetBlue Airways Corp. 54930070J9H97ZO93T57 47714FAL8 253.91000000 PA USD 258.87000000 0.000223473848 Long LON CORP US N 2 2024-06-17 Variable 6.25000000 N N N N N N Tiger Acquisition LLC N/A 88675UAB8 91250.00000000 PA USD 90945.86000000 0.078510531538 Long LON CORP US N 2 2028-06-01 Variable 3.75000000 N N N N N N Stericycle, Inc. B8PTJH2P0AXSWSMP2136 858912AG3 300000.00000000 PA USD 300000.00000000 0.258980007023 Long DBT CORP US Y 2 2029-01-15 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2928.51000000 -0.00252808513 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 517848.51000000 USD 7500000000.00000000 IDR 2021-08-25 -2928.51000000 N N N Forestar Group, Inc. 549300BC2UB0GHV60V70 346232AF8 200000.00000000 PA USD 201310.00000000 0.173784217379 Long DBT CORP US Y 2 2026-05-15 Fixed 3.85000000 N N N N N N Methanex Corp. 549300TSJHRXT9QXRD13 59151KAM0 200000.00000000 PA USD 215000.00000000 0.185602338366 Long DBT CORP CA N 2 2027-10-15 Fixed 5.12500000 N N N N N N Prime Security Services Borrower LLC 549300O6QPZVWXV2DC15 03765VAK6 55706.44000000 PA USD 55636.81000000 0.048029404815 Long LON CORP US N 2 2026-09-23 Variable 3.50000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBG4 200000.00000000 PA USD 213000.00000000 0.183875804986 Long DBT CORP US Y 2 2027-03-15 Fixed 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XDK7 270210.21000000 PA USD 282925.84000000 0.244240453434 Long ABS-MBS CORP US N 2 2029-01-25 Floating 4.54150080 N N N N N N FNMA or FHLMC N/A 01F020679 98000.00000000 PA USD 99071.88000000 0.085525453927 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 2.00000000 N N N N N N NESCO Holdings II, Inc. 254900FAHT0HW9T6L409 64083YAA9 100000.00000000 PA USD 104125.00000000 0.089887644104 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CN4 100000.00000000 PA USD 101250.00000000 0.087405752370 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAL7 200000.00000000 PA USD 216667.14000000 0.187041524796 Long DBT CORP GB N 2 2025-07-09 Variable 3.87000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 195000.00000000 PA USD 229289.27000000 0.197937789183 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N Golden Nugget, Inc. 91D14OD6M4H1RVBN7R43 38113YAE9 268000.00000000 PA USD 269508.84000000 0.232658004253 Long DBT CORP US Y 2 2024-10-15 Fixed 6.75000000 N N N N N Blackboard, Inc. 549300ONVS6PJZ5LRX23 091935AE6 100000.00000000 PA USD 105625.00000000 0.091182544139 Long DBT CORP US Y 2 2024-11-15 Fixed 10.37500000 N N N N N N Russell Investments US Institutional Holdco, Inc. N/A 78249LAD2 123980.98000000 PA USD 123206.10000000 0.106359722144 Long LON CORP US N 2 2025-05-30 Variable 4.50000000 N N N N N N JD.com, Inc. 549300HVTWB0GJZ16V92 47215PAE6 300000.00000000 PA USD 320091.00000000 0.276323898093 Long DBT CORP KY N 2 2030-01-14 Fixed 3.37500000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18453H106 4912.00000000 NS USD 12967.68000000 0.011194566191 Long EC CORP US N 1 N N N San Bernardino Community College District 549300Y4FPTEP3EQZ007 796720MT4 65000.00000000 PA USD 68983.48000000 0.059551140449 Long DBT MUN US N 2 2039-08-01 Fixed 3.27100000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KAW0 191000.00000000 PA USD 207712.50000000 0.179311282362 Long DBT CORP US Y 2 2024-12-01 Fixed 5.12500000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KAV2 115000.00000000 PA USD 119600.00000000 0.103246696133 Long DBT CORP US Y 2 2022-12-01 Fixed 4.87500000 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 23371DAA2 76000.00000000 PA USD 76109.25000000 0.065702580331 Long DBT CORP US Y 2 2022-08-01 Fixed 4.50000000 N N N N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AW4 100000.00000000 PA USD 115250.00000000 0.099491486031 Long DBT CORP US Y 2 2030-10-01 Fixed 6.62500000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0GJ2 310995.89000000 PA USD 320858.63000000 0.276986567502 Long ABS-MBS CORP US N 2 2028-03-25 Floating 4.79149920 N N N N N N State Grid Overseas Investment 2016 Ltd. 3003006V8BHG5158QO96 857006AG5 449000.00000000 PA USD 494545.44000000 0.426924605081 Long DBT CORP VG Y 2 2027-05-04 Fixed 3.50000000 N N N N N N Alliant Holdings Intermediate LLC 5493006Q26653NF8SI73 01881UAH8 5619.56000000 PA USD 5623.95000000 0.004854968701 Long LON CORP US N 2 2027-11-05 Variable 4.25000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDL1 300000.00000000 PA USD 303000.00000000 0.261569807093 Long DBT CORP US Y 2 2029-06-01 Fixed 4.25000000 N N N N N N Hilton Grand Vacations Borrower LLC N/A N/A 73000.00000000 PA USD 73022.78000000 0.063038133590 Long LON CORP US N 2 2028-05-19 Variable 0.00000000 N N N N N N Motion Bondco DAC 635400KFD3IETNQLA755 61978XAA5 200000.00000000 PA USD 203000.00000000 0.175243138085 Long DBT CORP IE Y 2 2027-11-15 Fixed 6.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XEC4 305675.75000000 PA USD 320414.27000000 0.276602966316 Long ABS-MBS CORP US N 2 2029-05-25 Floating 4.44150000 N N N N N N Indonesia Asahan Aluminium Persero PT 2549008P48EB9SN2OI80 74445PAF9 600000.00000000 PA USD 698737.50000000 0.603196808857 Long DBT NUSS ID Y 2 2030-05-15 Fixed 5.45000000 N N N N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 159864AG2 100000.00000000 PA USD 101375.00000000 0.087513660706 Long DBT CORP US Y 2 2029-03-15 Fixed 3.75000000 N N N N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 234847.88730000 PA USD 234.85000000 0.000202738182 Long DBT CORP ZA Y 2 2022-12-31 Fixed 3.00000000 N N Y N N N William Morris Endeavor Entertainment LLC 5493008R7J9HEQ30DZ33 96925HAF9 208664.28000000 PA USD 204664.81000000 0.176680313103 Long LON CORP US N 2 2025-05-18 Variable 2.86000000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 12769LAB5 98217.56000000 PA USD 97327.51000000 0.084019597411 Long LON CORP US N 2 2024-12-23 Variable 2.85425000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XCB8 163172.81000000 PA USD 172205.08000000 0.148658909426 Long ABS-MBS CORP US N 2 2028-09-25 Floating 6.09149880 N N N N N N SABIC Capital II BV 2138005PCUTH59D4RJ83 78520LAB6 200000.00000000 PA USD 229912.50000000 0.198475802882 Long DBT CORP NL Y 2 2028-10-10 Fixed 4.50000000 N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78410GAD6 200000.00000000 PA USD 205250.00000000 0.177185488138 Long DBT CORP US N 2 2027-02-15 Fixed 3.87500000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 26483NAN0 1925.95000000 PA USD 1915.42000000 0.001653518283 Long LON CORP US N 2 2026-02-06 Variable 3.34500000 N N N N N N Magic Mergeco, Inc. N/A 55916AAB0 100000.00000000 PA USD 102750.00000000 0.088700652405 Long DBT CORP US Y 2 2029-05-01 Fixed 7.87500000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAM7 300000.00000000 PA USD 288937.50000000 0.249430119264 Long DBT CORP US Y 2 2031-04-01 Fixed 3.75000000 N N N N N N INEOS Quattro Finance 1 plc 213800QO23X11QXPVT49 N/A 200000.00000000 PA 243721.02000000 0.210396238237 Long DBT CORP GB Y 2 2026-07-15 Fixed 3.75000000 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411RAJ8 100000.00000000 PA USD 105375.00000000 0.090966727466 Long DBT CORP US Y 2 2028-10-15 Fixed 4.62500000 N N N N N N Citadel Securities LP N/A 17288YAD4 59850.00000000 PA USD 59191.65000000 0.051098179775 Long LON CORP US N 2 2028-02-02 Variable 2.60425000 N N N N N N Altice France Holding SA 5299000JVHXKJPOE6H40 02156TAA2 400000.00000000 PA USD 395943.20000000 0.341804575722 Long DBT CORP LU Y 2 2028-02-15 Fixed 6.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BE6 300000.00000000 PA USD 316500.00000000 0.273223907409 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1488.30000000 0.001284799814 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 211561.86000000 USD 240000000.00000000 KRW 2021-09-27 1488.30000000 N N N FedEx Corp. 549300E707U7WNPZN687 31428XBQ8 150000.00000000 PA USD 172278.08000000 0.148721927894 Long DBT CORP US N 2 2048-02-15 Fixed 4.05000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAE0 200000.00000000 PA USD 218162.50000000 0.188332419273 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N Apollo Commercial Real Estate Finance, Inc. 549300E0AN7M2AQHSY29 03762UAD7 200000.00000000 PA USD 197220.00000000 0.170253456616 Long DBT CORP US Y 2 2029-06-15 Fixed 4.62500000 N N N N N N Oriflame Investment Holding plc 549300LGP4VBCHWQTD80 68621CAA7 200000.00000000 PA USD 205750.00000000 0.177617121483 Long DBT CORP JE Y 2 2026-05-04 Fixed 5.12500000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EGF6 353000.00000000 PA USD 354108.77000000 0.305690305805 Long ABS-O CORP US N 2 2024-08-08 Floating 0.45124920 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508WAB1 400000.00000000 PA USD 416000.00000000 0.359118943071 Long DBT CORP US N 2 2027-09-15 Fixed 5.25000000 N N N N N N N/A N/A 07134L131 334.00000000 NS USD 0.00000000 0.000000 N/A DO US N 2 Battalion Oil Corp. 3XHTN2NNIMMPORDAMJ28 Call Purchased Battalion Oil Corp. Battalion Oil Corp. 1.00000000 1.00000000 USD 2022-10-08 XXXX 0.00000000 N N N Michaels Companies, Inc. (The) N/A 59408UAB3 30000.00000000 PA USD 30106.26000000 0.025989731420 Long LON CORP US N 2 2028-04-15 Variable 5.00000000 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651AG2 100000.00000000 PA USD 101250.00000000 0.087405752370 Long DBT CORP US Y 2 2029-06-15 Fixed 3.62500000 N N N N N N Edelman Financial Center LLC (The) N/A 27943UAK2 80000.00000000 PA USD 80022.24000000 0.069080534257 Long LON CORP US N 2 2028-04-07 Variable 4.50000000 N N N N N N Cedar Funding IX CLO Ltd. N/A 15033EAE8 250000.00000000 PA USD 247718.25000000 0.213846913749 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 1.58825160 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 389376AY0 77375.00000000 PA USD 76955.86000000 0.066433430544 Long LON CORP US N 2 2026-01-02 Variable 2.59213000 N N N N N N Madison IAQ LLC N/A N/A 17867.28000000 PA USD 17871.75000000 0.015428086468 Long LON CORP US N 2 2028-06-21 Variable 3.75000000 N N N N N N SCIH Salt Holdings, Inc. N/A 78397GAF8 44305.97000000 PA USD 44361.35000000 0.038295675781 Long LON CORP US N 2 2027-03-16 Variable 4.75000000 N N N N N N Dynasty Acquisition Co., Inc. 549300WM2IKMXZ5LGL49 26812CAF3 74353.46000000 PA USD 72308.74000000 0.062421726643 Long LON CORP CA N 2 2026-04-06 Variable 3.64725000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 78307ADE0 200000.00000000 PA USD 256475.00000000 0.221406324337 Long DBT NUSS RU Y 2 2042-04-04 Fixed 5.62500000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBJ8 100000.00000000 PA USD 104730.00000000 0.090409920451 Long DBT CORP US Y 2 2029-04-15 Fixed 6.87500000 N N N N N N Element Solutions, Inc. 549300FLGN6P5CU20J91 28618MAA4 300000.00000000 PA USD 306090.00000000 0.264237301165 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N Conair Holdings LLC N/A 20600RAB8 10000.00000000 PA USD 10020.00000000 0.008649932234 Long LON CORP US N 2 2028-05-17 Variable 4.25000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153AW2 250000.00000000 PA USD 238570.00000000 0.205949534251 Long DBT CORP LR N 2 2028-03-15 Fixed 3.70000000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 326000.00000000 PA USD 333742.50000000 0.288108783312 Long DBT CORP US Y 2 2027-03-15 Fixed 5.00000000 N N N N N N Astoria Energy LLC N/A 04626LAE9 3748.31000000 PA USD 3742.58000000 0.003230844648 Long LON CORP US N 2 2027-12-10 Variable 4.50000000 N N N N N N First Brands Group LLC N/A 31935HAD9 52832.99000000 PA USD 53361.32000000 0.046065050094 Long LON CORP US N 2 2027-03-30 Variable 6.00000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAE4 372000.00000000 PA USD 364560.00000000 0.314712504534 Long DBT CORP US Y 2 2025-04-15 Fixed 7.25000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAF5 300000.00000000 PA USD 279187.50000000 0.241013269035 Long DBT CORP US Y 2 2027-05-15 Fixed 7.25000000 N N N N N N Radiate HoldCo. LLC 5493000GQJ5RDX9DNJ71 75025KAF5 10082.17000000 PA USD 10078.39000000 0.008700338376 Long LON CORP US N 2 2026-09-25 Variable 4.25000000 N N N N N N MHP Lux SA 222100RHC7R1WZ1J3M44 59318YAA6 200000.00000000 PA USD 211537.50000000 0.182613277452 Long DBT CORP LU Y 2 2026-04-03 Fixed 6.95000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBL9 300000.00000000 PA USD 308556.03000000 0.266366142721 Long DBT CORP US N 2 2031-04-22 Variable 2.52200160 N N N N N N Nielsen Finance LLC N/A 65409QBK7 300000.00000000 PA USD 300000.00000000 0.258980007023 Long DBT CORP US Y 2 2031-07-15 Fixed 4.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 200000.00000000 PA USD 212537.50000000 0.183476544142 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 037411BH7 200000.00000000 PA USD 215000.00000000 0.185602338366 Long DBT CORP US N 2 2025-11-15 Fixed 4.62500000 N N N N N N AssuredPartners, Inc. N/A 04621HAP8 10320.48000000 PA USD 10329.08000000 0.008916750703 Long LON CORP US N 2 2027-02-12 Variable 5.50000000 N N N N N N FirstCash, Inc. 549300V2X3UU7K0DG350 33767DAB1 300000.00000000 PA USD 313605.00000000 0.270724750341 Long DBT CORP US Y 2 2028-09-01 Fixed 4.62500000 N N N N N N Jazz Securities DAC 6354009DV8VV7K6KOO02 47216FAA5 300000.00000000 PA USD 310290.00000000 0.267863021263 Long DBT CORP IE Y 2 2029-01-15 Fixed 4.37500000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAH4 300000.00000000 PA USD 313125.00000000 0.270310382330 Long DBT CORP US Y 2 2031-03-01 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 500000.00000000 PA USD 504510.85000000 0.435527411587 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N NZCG Funding Ltd. 549300VKPCTKDCMB5721 62951CAP7 518000.00000000 PA USD 518063.20000000 0.447226703914 Long ABS-CBDO CORP KY Y 2 2031-02-26 Floating 1.69088040 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAC4 100000.00000000 PA USD 105750.00000000 0.091290452475 Long DBT CORP US Y 2 2028-01-15 Fixed 5.62500000 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 23371DAJ3 200000.00000000 PA USD 199594.00000000 0.172302851739 Long DBT CORP US Y 2 2024-08-01 Fixed 1.55000000 N N N N N N Birch Permian Holdings, Inc. 5493008GXCEAUIZGCH60 09075C104 1063.00000000 NS USD 13819.00000000 0.011929482390 Long EC CORP US N 2 N N N Gabonese Republic N/A 362420AD3 600000.00000000 PA USD 602362.50000000 0.519999481601 Long DBT NUSS GA Y 2 2031-02-06 Fixed 6.62500000 N N N N N N Bimbo Bakeries USA, Inc. 549300HOXXHHT7926W92 09031WAA1 200000.00000000 PA USD 214250.00000000 0.184954888348 Long DBT CORP US Y 2 2051-05-17 Fixed 4.00000000 N N N N N N American Trailer World Corp. N/A 03028BAB3 21993.88000000 PA USD 21948.07000000 0.018947037742 Long LON CORP US N 2 2028-03-03 Variable 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAV6 12075.96000000 PA USD 12148.18000000 0.010487119139 Long ABS-MBS CORP US N 2 2025-02-25 Floating 4.64150160 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3309.52000000 0.002856998376 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 258637.74000000 USD 1700000.00000000 CNY 2021-08-17 3309.52000000 N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 037411BJ3 200000.00000000 PA USD 216160.00000000 0.186603727727 Long DBT CORP US N 2 2027-11-15 Fixed 4.87500000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0JU4 271084.32000000 PA USD 283144.75000000 0.244429431145 Long ABS-MBS CORP US N 2 2028-10-25 Floating 4.74149880 N N N N N N Primo Water Holdings, Inc. 9845008F9A5F2E1D4832 74168LAA4 300000.00000000 PA USD 299250.00000000 0.258332557005 Long DBT CORP US Y 2 2029-04-30 Fixed 4.37500000 N N N N N N Aventiv Technologies LLC N/A 78410QAB8 462331.18000000 PA USD 433050.36000000 0.373837950913 Long LON CORP US N 2 2024-11-01 Variable 5.50000000 N N N N N N Akbank TAS 789000TUMN63Z28TJ497 00971YAF7 400000.00000000 PA USD 402325.00000000 0.347313771085 Long DBT CORP TR Y 2 2025-03-31 Fixed 5.12500000 N N N N N N FNMA or FHLMC N/A 01F022675 192000.00000000 PA USD 198690.01000000 0.171522467284 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 2.50000000 N N N N N N iHeartMedia, Inc. N/A 45174J608 33.00000000 NS USD 511.50000000 0.000441560911 Long EC CORP US N 1 N N N DT Midstream, Inc. N/A 23345MAB3 200000.00000000 PA USD 203250.00000000 0.175458954758 Long DBT CORP US Y 2 2031-06-15 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAD6 309747.21000000 PA USD 320269.29000000 0.276477809911 Long ABS-MBS CORP US N 2 2024-01-25 Floating 4.49150040 N N N N N N FHLMC STACR REMIC Trust N/A 35565MAH7 182831.90000000 PA USD 185104.83000000 0.159794833911 Long ABS-MBS CORP US Y 2 2050-07-25 Floating 3.69150120 N N N N N N American Airlines, Inc. N/A 02376CBJ3 24868.34000000 PA USD 25913.58000000 0.022370330434 Long LON CORP KY N 2 2028-04-20 Variable 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1412.80000000 -0.00121962317 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 162283.16000000 USD 1450000.00000000 TRY 2021-09-07 -1412.80000000 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBF1 50000.00000000 PA USD 52279.99000000 0.045131573924 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 92769XAR6 400000.00000000 PA USD 403000.00000000 0.347896476100 Long DBT CORP GB Y 2 2030-08-15 Fixed 4.50000000 N N N N N N Sunoco LP N/A 86765LAR8 400000.00000000 PA USD 406000.00000000 0.350486276171 Long DBT CORP US Y 2 2029-05-15 Fixed 4.50000000 N N N N N N FNMA or FHLMC N/A 01F020471 87000.00000000 PA USD 89766.33000000 0.077492282579 Long ABS-MBS USGSE US N 2 2036-07-25 Fixed 2.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CH0 300000.00000000 PA USD 310811.61000000 0.268313309802 Long DBT CORP GB N 2 2031-06-04 Variable 2.84799960 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBJ6 200000.00000000 PA USD 205712.00000000 0.177584317349 Long DBT CORP US Y 2 2028-07-15 Fixed 4.00000000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 12769LAD1 5182.79000000 PA USD 5195.75000000 0.004485317904 Long LON CORP US N 2 2025-07-21 Variable 4.60425000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AR5 200000.00000000 PA USD 199560.00000000 0.172273500671 Long DBT CORP US Y 2 2031-09-15 Fixed 4.50000000 N N N N N N Ivanti Software, Inc. N/A 46583DAB5 29925.00000000 PA USD 29932.48000000 0.025839712935 Long LON CORP US N 2 2027-12-01 Variable 5.75000000 N N N N N N African Export-Import Bank (The) 21380068LJCDYA42GJ76 00831TAA9 600000.00000000 PA USD 631500.00000000 0.545152914783 Long DBT NUSS US Y 2 2029-09-21 Fixed 3.99400000 N N N N N N BlueMountain Fuji Eur CLO V DAC 635400IYPG2G6NM3OV52 N/A 250000.00000000 PA 296822.87000000 0.256237296524 Long ABS-CBDO CORP IE Y 2 2033-01-15 Floating 1.55000160 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0CU1 76104.49000000 PA USD 77444.97000000 0.066855662915 Long ABS-MBS CORP US N 2 2024-10-25 Floating 4.64150160 N N N N N N CNT Holdings I Corp. N/A 12656AAC3 5392.11000000 PA USD 5392.11000000 0.004654828952 Long LON CORP US N 2 2027-11-08 Variable 4.50000000 N N N N N N UKG, Inc. N/A 90385KAG6 20856.47000000 PA USD 20859.72000000 0.018007501440 Long LON CORP US N 2 2026-05-04 Variable 4.00000000 N N N N N N Amentum Government Services Holdings LLC N/A 57776DAD5 19950.00000000 PA USD 20099.63000000 0.017351341061 Long LON CORP US N 2 2027-01-29 Variable 5.50000000 N N N N N N IGT Holding IV AB N/A W5000CAB3 43846.15000000 PA USD 43900.96000000 0.037898236430 Long LON CORP US N 2 2028-03-31 Variable 4.25000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RME9 150000.00000000 PA USD 152299.19000000 0.131474817652 Long DBT CORP US Y 2 2059-09-15 Fixed 3.65000000 N N N N N N Idera, Inc. N/A 45168RAQ6 40835.41000000 PA USD 40784.37000000 0.035207788096 Long LON CORP US N 2 2028-03-02 Variable 4.50000000 N N N N N N Republic of Belarus 635400CVCOWYLHF4ZB08 07737JAC7 300000.00000000 PA USD 259556.25000000 0.224066264826 Long DBT NUSS BY Y 2 2030-02-28 Fixed 6.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAF1 180289.77000000 PA USD 181335.54000000 0.156540931409 Long ABS-MBS CORP US N 2 2024-05-25 Floating 2.69150040 N N N N N N MGM Growth Properties Operating Partnership LP N/A 55303XAL9 100000.00000000 PA USD 101580.00000000 0.087690630378 Long DBT CORP US Y 2 2029-02-15 Fixed 3.87500000 N N N N N N Charter Next Generation, Inc. N/A 16125TAJ1 7142.44000000 PA USD 7151.37000000 0.006173539509 Long LON CORP US N 2 2027-12-01 Variable 4.50000000 N N N N N N SCIH Salt Holdings, Inc. N/A 78433BAB4 100000.00000000 PA USD 100250.00000000 0.086542485680 Long DBT CORP US Y 2 2029-05-01 Fixed 6.62500000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0MD8 273126.50000000 PA USD 282950.61000000 0.244261836549 Long ABS-MBS CORP US N 2 2029-07-25 Floating 3.34149840 N N N N N N Phoenix Guarantor, Inc. N/A 71913BAH5 89775.00000000 PA USD 89037.59000000 0.076863185611 Long LON CORP US N 2 2026-03-05 Variable 3.57263000 N N N N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 339128.00000000 PA USD 339128.00000000 0.292757906072 Long RA CORP US N 2 Repurchase Y 0.07000000 2021-07-01 248117.39541416 USD 345910.61629524 USD UST N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBD3 200000.00000000 PA USD 202427.86000000 0.174749228681 Long DBT CORP FR Y 2 2032-06-09 Variable 2.88900000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AP1 300000.00000000 PA USD 301125.00000000 0.259951182049 Long DBT CORP US Y 2 2031-04-30 Fixed 4.12500000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 486661AF8 500000.00000000 PA USD 626031.25000000 0.540431925072 Long DBT NUSS KZ Y 2 2044-10-14 Fixed 4.87500000 N N N N N N CPC Acquisition Corp. N/A N/A 21866.89000000 PA USD 21825.89000000 0.018841563818 Long LON CORP US N 2 2027-12-29 Variable 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XDS0 160378.00000000 PA USD 166714.20000000 0.143918815622 Long ABS-MBS CORP US N 2 2029-04-25 Floating 4.34149920 N N N N N N iHeartMedia, Inc. N/A 45174J509 1980.00000000 NS USD 53321.40000000 0.046030588488 Long EC CORP US N 1 N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 30251GBC0 100000.00000000 PA USD 106750.00000000 0.092153719165 Long DBT CORP AU Y 2 2031-04-01 Fixed 4.37500000 N N N N N N Williams Scotsman International, Inc. 549300V3TCHCBOBTGH07 96950GAE2 300000.00000000 PA USD 309810.00000000 0.267448653252 Long DBT CORP US Y 2 2028-08-15 Fixed 4.62500000 N N N N N N PennyMac Financial Services, Inc. 549300W1D516HBDEU871 70932MAA5 300000.00000000 PA USD 315000.00000000 0.271929007374 Long DBT CORP US Y 2 2025-10-15 Fixed 5.37500000 N N N N N N INEOS Styrolution Group GmbH N/A G4770MAH7 18825.33000000 PA USD 18766.50000000 0.016200494339 Long LON CORP US N 2 2026-01-29 Variable 3.25000000 N N N N N N Three Gorges Finance I Cayman Islands Ltd. 549300FD0MPTWEITI779 88556LAC0 249000.00000000 PA USD 265776.38000000 0.229435895863 Long DBT CORP KY Y 2 2026-06-02 Fixed 3.15000000 N N N N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723AP8 300000.00000000 PA USD 301500.00000000 0.260274907058 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N Ventia Midco Pty. Ltd. N/A Q5642FAE1 85542.32000000 PA USD 85684.92000000 0.073968937277 Long LON CORP US N 2 2026-05-21 Variable 5.00000000 N N N N N N LogMeIn, Inc. 549300D12V5KRBV00592 54142KAD3 73865.71000000 PA USD 73696.41000000 0.063619655931 Long LON CORP US N 2 2027-08-31 Variable 4.82700000 N N N N N N athenahealth, Inc. 5493004JZ4RQIZBHP241 04685YAM1 92463.14000000 PA USD 92867.67000000 0.080169566096 Long LON CORP US N 2 2026-02-11 Variable 4.40988000 N N N N N N Cyanco Intermediate 2 Corp. 5493006OSO3M1UC12172 23243FAB1 50382.00000000 PA USD 49840.39000000 0.043025548507 Long LON CORP US N 2 2025-03-16 Variable 3.60425000 N N N N N N Park River Holdings, Inc. N/A 70082LAB3 300000.00000000 PA USD 303000.00000000 0.261569807093 Long DBT CORP US Y 2 2029-08-01 Fixed 6.75000000 N N N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825AG1 300000.00000000 PA USD 324660.00000000 0.280268163600 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N China Overseas Finance Cayman VI Ltd. 3003000GRJQBQQJ25K03 N/A 200000.00000000 PA USD 224412.50000000 0.193727836086 Long DBT CORP KY Y 2 2024-05-08 Fixed 5.95000000 N N N N N N U.S. Silica Co. 549300LB0THBBEFBXE82 90343KAR3 39896.34000000 PA USD 38072.52000000 0.032866738323 Long LON CORP US N 2 2025-05-01 Variable 5.00000000 N N N N N N Nexstar Broadcasting, Inc. N/A 65336RAU2 181036.59000000 PA USD 180228.44000000 0.155585208856 Long LON CORP US N 2 2024-01-17 Variable 2.34500000 N N N N N N United Wholesale Mortgage LLC 549300HW662MN1WU8550 91153LAA5 300000.00000000 PA USD 310659.00000000 0.268181566672 Long DBT CORP US Y 2 2025-11-15 Fixed 5.50000000 N N N N N N Navistar, Inc. 4EW4JDYTYMZ6D6T42H76 63937YAE1 366477.27000000 PA USD 366324.45000000 0.316235695445 Long LON CORP US N 2 2024-11-06 Variable 3.60000000 N N N N N N Atlas LuxCo 4 SARL N/A 049362AA4 200000.00000000 PA USD 200000.00000000 0.172653338015 Long DBT CORP US Y 2 2028-06-01 Fixed 4.62500000 N N N N N N Surf Holdings SARL N/A 86875TAB3 95129.20000000 PA USD 94415.73000000 0.081505954728 Long LON CORP US N 2 2027-03-05 Variable 3.62825000 N N N N N N Madison Park Euro Funding VIII DAC 635400Y8CTGVSWYFMB36 N/A 250000.00000000 PA 296778.70000000 0.256199166034 Long ABS-CBDO CORP IE Y 2 2032-04-15 Floating 1.69999920 N N N N N N 24 Hour Fitness Worldwide, Inc. N/A N/A 4164.00000000 NS USD 8328.00000000 0.007189284994 Long EC CORP US N 2 N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAL7 211000.00000000 PA USD 241779.86000000 0.208720499469 Long DBT CORP US Y 2 2028-12-15 Fixed 4.37500000 N N N N N N Waystar Technologies, Inc. N/A 63939WAG8 49375.00000000 PA USD 49416.13000000 0.042659298981 Long LON CORP US N 2 2026-10-22 Variable 4.10425000 N N N N N N Adient US LLC 213800SOTRCDGZUHL712 00687MAC5 120000.00000000 PA USD 120075.00000000 0.103656747810 Long LON CORP US N 2 2028-04-10 Variable 3.60425000 N N N N N N Phoenix Guarantor, Inc. N/A 71913BAE2 49250.00000000 PA USD 48886.78000000 0.042202328759 Long LON CORP US N 2 2026-03-05 Variable 3.34075000 N N N N N N Rocket Software, Inc. N/A 77313DAN1 37550.00000000 PA USD 36799.00000000 0.031767350928 Long LON CORP US N 2 2025-11-28 Variable 4.35425000 N N N N N N BRAVO Residential Funding Trust N/A 10568GAD9 102461.76000000 PA USD 104987.64000000 0.090632332481 Long ABS-MBS CORP US Y 2 2058-03-25 Fixed 3.50000000 N N N N N N Boyd Gaming Corp. 254900787YGRYS2A1Z35 103304BV2 200000.00000000 PA USD 207056.00000000 0.178744547780 Long DBT CORP US Y 2 2031-06-15 Fixed 4.75000000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0AY5 197664.16000000 PA USD 200641.89000000 0.173207460271 Long ABS-MBS CORP US N 2 2024-04-25 Floating 3.69150120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XBB9 302847.67000000 PA USD 311428.31000000 0.268845686369 Long ABS-MBS CORP US N 2 2025-07-25 Floating 5.09150160 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461366S5 105000.00000000 PA USD 119544.54000000 0.103198819362 Long DBT MUN US N 2 2042-06-15 Fixed 4.13100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGA1 153000.00000000 PA USD 166294.05000000 0.143556114122 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N Voya CLO Ltd. 5493007ASGBOUR3XJY69 92916WAC3 300000.00000000 PA USD 297345.60000000 0.256688551920 Long ABS-CBDO CORP KY Y 2 2031-04-25 Floating 1.57574880 N N N N N N Kleopatra Finco SARL N/A 49865NAT7 27532.72000000 PA USD 27670.38000000 0.023886917355 Long LON CORP US N 2 2026-02-12 Variable 5.25000000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AT8 200000.00000000 PA USD 239060.00000000 0.206372534929 Long DBT CORP US Y 2 2031-01-15 Fixed 5.75000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AF4 250000.00000000 PA USD 265877.05000000 0.229522800920 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DF9 100000.00000000 PA USD 119560.00000000 0.103212165465 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 91911XAW4 100000.00000000 PA USD 108690.00000000 0.093828456544 Long DBT CORP US Y 2 2027-01-31 Fixed 8.50000000 N N N N N N News Corp. 549300ITS31QK8VRBQ14 65249BAA7 100000.00000000 PA USD 101000.00000000 0.087189935697 Long DBT CORP US Y 2 2029-05-15 Fixed 3.87500000 N N N N N N Reynolds Group Issuer, Inc. N/A 76174LAA1 100000.00000000 PA USD 99088.42000000 0.085539732358 Long DBT CORP US Y 2 2027-10-15 Fixed 4.00000000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAA2 200000.00000000 PA USD 210344.00000000 0.181582968657 Long DBT CORP US Y 2 2027-07-15 Fixed 5.50000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AY0 200000.00000000 PA USD 228412.50000000 0.197180902847 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.87500000 N N N N N N/A N/A N/A 1.00000000 NC N/A 33060.75000000 0.028540244223 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1030000.00000000 EUR 1254828.40000000 USD 2021-07-19 33060.75000000 N N N Northwest Fiber LLC N/A 667449AC6 300000.00000000 PA USD 299247.00000000 0.258329967205 Long DBT CORP US Y 2 2028-02-15 Fixed 6.00000000 N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AB6 600000.00000000 PA USD 624487.50000000 0.539099257119 Long DBT NUSS AO Y 2 2028-05-09 Fixed 8.25000000 N N N N N N Highline Aftermarket Acquisition LLC N/A 43110HAC3 13809.74000000 PA USD 13844.26000000 0.011951288506 Long LON CORP US N 2 2027-11-09 Variable 5.25000000 N N N N N N Atlantica Sustainable Infrastructure plc 549300ITBBGKJ651R879 04916WAA2 200000.00000000 PA USD 202500.00000000 0.174811504740 Long DBT CORP GB Y 2 2028-06-15 Fixed 4.12500000 N N N N N N 24 Hour Fitness Worldwide, Inc. N/A 938HUZII2 188748.06000000 PA USD 166452.20000000 0.143692639750 Long LON CORP US N 2 2025-12-29 Variable 5.14600000 N N N N N N Hyland Software, Inc. N/A 44908XAT5 14809.65000000 PA USD 14830.81000000 0.012802944259 Long LON CORP US N 2 2024-07-01 Variable 4.25000000 N N N N N N Bell Canada (The) 549300JYAVAQRV5MNZ86 0778FPAA7 50000.00000000 PA USD 61712.85000000 0.053274647754 Long DBT CORP CA N 2 2048-04-01 Fixed 4.46400000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AS9 95000.00000000 PA USD 100581.25000000 0.086828442771 Long DBT CORP US N 2 2022-11-15 Fixed 6.00000000 N N N N N N Birch Permian Holdings, Inc. 5493008GXCEAUIZGCH60 09075C203 8286.00000000 NS USD 107718.00000000 0.092989361321 Long EC CORP US N 2 N N N Russian Federation 5493004EHVGF71PDBU58 N/A 400000.00000000 PA USD 450600.00000000 0.388987970548 Long DBT NUSS RU Y 2 2029-03-21 Fixed 4.37500000 N N N N N N Five Point Operating Co. LP N/A 33834YAA6 200000.00000000 PA USD 211240.00000000 0.182356455611 Long DBT CORP US Y 2 2025-11-15 Fixed 7.87500000 N N N N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AN4 100000.00000000 PA USD 111500.00000000 0.096254235943 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N Park Intermediate Holdings LLC N/A 70052LAB9 400000.00000000 PA USD 425952.00000000 0.367710173171 Long DBT CORP US Y 2 2028-10-01 Fixed 5.87500000 N N N N N N MPT Operating Partnership LP N/A 55342UAG9 53000.00000000 PA USD 54523.75000000 0.047068537193 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N Blackboard, Inc. N/A 09227CAT8 99269.41000000 PA USD 99414.14000000 0.085820915584 Long LON CORP US N 2 2024-06-30 Variable 7.00000000 N N N N N N Ardagh Metal Packaging Finance USA LLC N/A 03969YAB4 300000.00000000 PA USD 297660.00000000 0.256959962968 Long DBT CORP US Y 2 2029-09-01 Fixed 4.00000000 N N N N N N JPMorgan Prime Money Market Fund, IM Shares N/A N/A 0.17100000 NS USD 0.17000000 0.000000146755 Long STIV RF US N 1 N N N SunCoke Energy, Inc. 1KF1J2NXQE2PI0QOB943 86722AAD5 200000.00000000 PA USD 199250.00000000 0.172005887997 Long DBT CORP US Y 2 2029-06-30 Fixed 4.87500000 N N N N N N Delta Air Lines, Inc. N/A 830867AA5 300000.00000000 PA USD 322944.00000000 0.278786797960 Long DBT CORP US Y 2 2025-10-20 Fixed 4.50000000 N N N N N N Jazz Pharmaceuticals, Inc. 635400WUEO2NSG5OIU34 G5080AAF9 15518.70000000 PA USD 15574.12000000 0.013444619023 Long LON CORP LU N 2 2028-05-05 Variable 4.00000000 N N N N N N Burnham Park CLO Ltd. 549300BOEG5O4MSO7220 12232KAJ9 250000.00000000 PA USD 250010.25000000 0.215825521002 Long ABS-CBDO CORP KY Y 2 2029-10-20 Floating 1.68824880 N N N N N N Atrium XV N/A 04965FAC5 300000.00000000 PA USD 300006.90000000 0.258985963563 Long ABS-CBDO CORP KY Y 2 2031-01-23 Floating 1.34287920 N N N N N N Presidio Holdings, Inc. N/A 74101XAE0 300000.00000000 PA USD 309000.00000000 0.266749407233 Long DBT CORP US Y 2 2027-02-01 Fixed 4.87500000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 100000.00000000 PA USD 103250.00000000 0.089132285750 Long DBT CORP US Y 2 2029-06-01 Fixed 4.87500000 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAA8 300000.00000000 PA USD 312375.00000000 0.269662932312 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAW5 100000.00000000 PA USD 107875.00000000 0.093124894192 Long DBT CORP US Y 2 2030-07-15 Fixed 5.50000000 N N N N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 03939AAA5 300000.00000000 PA USD 325100.73000000 0.280648631128 Long DBT CORP BM N 2 2050-06-30 Fixed 3.63500000 N N N N N N H&E Equipment Services, Inc. 254900KVLRCDMQRYY541 404030AJ7 300000.00000000 PA USD 295200.00000000 0.254836326910 Long DBT CORP US Y 2 2028-12-15 Fixed 3.87500000 N N N N N N Cushman & Wakefield U.S. Borrower LLC N/A 23340DAP7 69449.62000000 PA USD 68755.12000000 0.059354004868 Long LON CORP US N 2 2025-08-21 Variable 2.84250000 N N N N N N AssuredPartners, Inc. N/A 04621HAN3 98747.48000000 PA USD 98147.98000000 0.084727881832 Long LON CORP US N 2 2027-02-12 Variable 3.60425000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AC6 400000.00000000 PA USD 401964.00000000 0.347002131810 Long DBT CORP US Y 2 2028-11-01 Fixed 5.75000000 N N N N N HB Fuller Co. JSMX3Z5FOYM8V0Q52357 40410KAA3 200000.00000000 PA USD 206000.00000000 0.177832938155 Long DBT CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N Banque Centrale de Tunisie International Bond 254900B5LFB16S9T2T11 N/A 700000.00000000 PA 774672.71000000 0.668749146254 Long DBT NUSS TN Y 2 2024-02-17 Fixed 5.62500000 N N N N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 947075AP2 97000.00000000 PA USD 100880.00000000 0.087086343694 Long DBT CORP BM Y 2 2024-12-01 Fixed 11.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 500000.00000000 PA USD 530250.00000000 0.457747162413 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Charter Communications Operating LLC N/A 161175BU7 500000.00000000 PA USD 511630.00000000 0.441673136644 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Truck Hero, Inc. 54930007KT5CX7XNSD31 89778PAG2 13053.83000000 PA USD 13046.57000000 0.011262669300 Long LON CORP US N 2 2028-01-31 Variable 4.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABN4 200000.00000000 PA USD 199170.00000000 0.171936826662 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AV2 500000.00000000 PA USD 556263.50000000 0.480203750455 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N eResearchTechnology, Inc. 2549003SUFVGC903CK03 29481PAH4 26673.82000000 PA USD 26782.17000000 0.023120155248 Long LON CORP US N 2 2027-02-04 Variable 5.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAC4 800000.00000000 PA USD 904550.00000000 0.780867884509 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N CCO Holdings LLC N/A 1248EPCN1 300000.00000000 PA USD 310875.00000000 0.268368032277 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N Diamond Sports Group LLC N/A 25277LAC0 100000.00000000 PA USD 49000.00000000 0.042300067813 Long DBT CORP US Y 2 2027-08-15 Fixed 6.62500000 N N N N N Arcosa, Inc. 549300WFHLTCZV7D6V29 039653AA8 100000.00000000 PA USD 101750.00000000 0.087837385715 Long DBT CORP US Y 2 2029-04-15 Fixed 4.37500000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAQ9 100000.00000000 PA USD 110750.00000000 0.095606785926 Long DBT CORP US Y 2 2029-02-01 Fixed 7.62500000 N N N N N N Alpek SAB de CV 549300PWKJTP62D4IQ66 020564AD2 200000.00000000 PA USD 216912.50000000 0.187253335911 Long DBT CORP MX Y 2 2029-09-18 Fixed 4.25000000 N N N N N N Triton Water Holdings, Inc. N/A 89678QAB2 38712.60000000 PA USD 38671.14000000 0.033383507029 Long LON CORP US N 2 2028-03-31 Variable 4.00000000 N N N N N N Crestwood Midstream Partners LP N/A 226373AR9 400000.00000000 PA USD 419000.00000000 0.361708743142 Long DBT CORP US Y 2 2029-02-01 Fixed 6.00000000 N N N N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 98313RAH9 200000.00000000 PA USD 208475.00000000 0.179969523213 Long DBT CORP KY Y 2 2028-08-26 Fixed 5.62500000 N N N N N N Colbun SA 5493003VQJLE2QB8IF36 192714AD5 200000.00000000 PA USD 203975.00000000 0.176084823108 Long DBT CORP CL Y 2 2030-03-06 Fixed 3.15000000 N N N N N N Endo Dac N/A 29273DAB6 148000.00000000 PA USD 150960.00000000 0.130318739534 Long DBT CORP US Y 2 2027-07-31 Fixed 9.50000000 N N N N N N Amplify Energy Corp. J0TW5YQRAZXYN7VEU787 03212B103 97.00000000 NS USD 392.85000000 0.000339134319 Long EC CORP US N 1 N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AN7 200000.00000000 PA USD 203750.00000000 0.175890588103 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3329.33000000 0.002874099689 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 100000.00000000 EUR 122087.00000000 USD 2021-09-13 3329.33000000 N N N Colbun SA 5493003VQJLE2QB8IF36 192714AC7 200000.00000000 PA USD 218537.50000000 0.188656144282 Long DBT CORP CL Y 2 2027-10-11 Fixed 3.95000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 54308.00000000 PA USD 54308.00000000 0.046882287404 Long RA CORP GB N 2 Repurchase Y 0.10000000 2021-07-01 51678.96178800 USD 55416.48195500 USD UST N N Russian Railways 635400VKMH1VQDFMW392 N/A 200000.00000000 PA USD 207100.00000000 0.178782531514 Long DBT CORP IE Y 2 2022-04-05 Fixed 5.70000000 N N N N N N Organon & Co. N/A 68622TAA9 200000.00000000 PA USD 203460.00000000 0.175640240763 Long DBT CORP US Y 2 2028-04-30 Fixed 4.12500000 N N N N N N Syngenta Finance NV 54930042S3BYCEGOCN86 87164KAG9 200000.00000000 PA USD 221583.40000000 0.191285568293 Long DBT CORP NL Y 2 2025-04-24 Fixed 4.89200000 N N N N N N CIM Trust N/A 12554TAC5 137440.78000000 PA USD 139593.65000000 0.120506548191 Long ABS-MBS CORP US Y 2 2049-05-25 Variable 3.99999960 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAG4 200000.00000000 PA USD 198110.30000000 0.171022022951 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N Caesars Resort Collection LLC N/A 12770RAA1 200000.00000000 PA USD 210500.00000000 0.181717638261 Long DBT CORP US Y 2 2025-07-01 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JAF37 445531.25000000 PA USD 468203.31000000 0.404184321706 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAT1 59804.08000000 PA USD 61212.37000000 0.052842600041 Long ABS-MBS CORP US N 2 2025-02-25 Floating 4.39149960 N N N N N N Magic Mergeco, Inc. N/A 55916AAA2 100000.00000000 PA USD 102375.00000000 0.088376927396 Long DBT CORP US Y 2 2028-05-01 Fixed 5.25000000 N N N N N N First Eagle Holdings, Inc. N/A 05554JAH0 77125.22000000 PA USD 76707.43000000 0.066218969200 Long LON CORP US N 2 2027-02-01 Variable 2.64725000 N N N N N N Coty, Inc. 549300BO9IWPF3S48F93 22207EBG8 232234.95000000 PA USD 222752.10000000 0.192294468074 Long LON CORP US N 2 2025-04-07 Variable 2.33125000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AX7 100000.00000000 PA USD 100230.00000000 0.086525220346 Long DBT CORP US Y 2 2028-01-15 Fixed 3.75000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932LAG2 100000.00000000 PA USD 103500.00000000 0.089348102422 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DS1 200000.00000000 PA USD 195412.50000000 0.168693102074 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Raptor Acquisition Corp. N/A N/A 15077.84000000 PA USD 15091.98000000 0.013028403621 Long LON CORP US N 2 2026-11-01 Variable 0.00000000 N N N N N N CCO Holdings LLC N/A 1248EPCE1 100000.00000000 PA USD 104000.00000000 0.089779735767 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N Par Pharmaceutical, Inc. 549300KK5WR4MGN4YT97 69888XAA7 55000.00000000 PA USD 56237.50000000 0.048547960483 Long DBT CORP US Y 2 2027-04-01 Fixed 7.50000000 N N N N N N KUEHG Corp. 549300YNT566T1NYJX62 48244EAJ3 189387.02000000 PA USD 186388.46000000 0.160902948932 Long LON CORP US N 2 2025-02-21 Variable 4.75000000 N N N N N N AqGen Ascensus, Inc. N/A N/A 36821.37000000 PA USD 36729.32000000 0.031707198505 Long LON CORP US N 2 2028-05-19 Variable 0.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990GWW8 95000.00000000 PA USD 98220.90000000 0.084790831239 Long DBT MUN US N 2 2043-07-01 Fixed 3.14200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H022671 38000.00000000 PA USD 39344.84000000 0.033965089798 Long ABS-MBS USGA US N 2 2051-07-15 Fixed 2.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RAQ2 191000.00000000 PA USD 193961.24000000 0.167440277658 Long DBT CORP US N 2 2022-02-01 Fixed 5.20000000 N N N N N N AI Aqua Merger Sub, Inc. N/A N/A 3847.99000000 PA USD 3855.20000000 0.003328065743 Long LON CORP US N 2 2028-06-16 Variable 0.00000000 N N N N N N Allegiant Travel Co. N/A 01748LAE8 139240.55000000 PA USD 138265.87000000 0.119360319945 Long LON CORP US N 2 2024-02-05 Variable 3.15588000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 389375AL0 300000.00000000 PA USD 297750.00000000 0.257037656970 Long DBT CORP US Y 2 2030-10-15 Fixed 4.75000000 N N N N N N Riviera Resources, Inc. N/A 76964R104 1571.00000000 NS USD 405.71000000 0.000350235928 Long EC CORP US N 3 N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BA7 200000.00000000 PA USD 196000.00000000 0.169200271255 Long DBT CORP US Y 2 2030-12-01 Fixed 4.12500000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBC3 50000.00000000 PA USD 52173.38000000 0.045039541062 Long DBT CORP US N 2 2031-06-30 Fixed 2.80000000 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 23371DAB0 306000.00000000 PA USD 313707.38000000 0.270813131585 Long DBT CORP US Y 2 2024-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAH7 297731.08000000 PA USD 300712.26000000 0.259594877355 Long ABS-MBS CORP US N 2 2024-05-25 Floating 2.69150040 N N N N N N SCIH Salt Holdings, Inc. N/A 78433BAA6 100000.00000000 PA USD 100000.00000000 0.086326669007 Long DBT CORP US Y 2 2028-05-01 Fixed 4.87500000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAK9 300000.00000000 PA USD 303962.49000000 0.262400692649 Long DBT CORP NL Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 21039CAB0 300000.00000000 PA USD 297000.00000000 0.256390206952 Long DBT CORP FR Y 2 2029-04-15 Fixed 3.75000000 N N N N N N Buttermilk Park CLO Ltd. N/A 124166AJ8 334000.00000000 PA USD 334027.72000000 0.288355004238 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 2.28375000 N N N N N N CNAC HK Finbridge Co. Ltd. 549300US1UQ7R7WABI28 N/A 200000.00000000 PA USD 219225.00000000 0.189249640132 Long DBT CORP HK Y 2 2025-03-14 Fixed 4.87500000 N N N N N N IRB Holding Corp. 549300HVW4WNWYBXN830 44988LAG2 13210.68000000 PA USD 13194.17000000 0.011390087464 Long LON CORP US N 2 2027-12-15 Variable 4.25000000 N N N N N N Atrium XV N/A 04965FAG6 300000.00000000 PA USD 300019.50000000 0.258996840723 Long ABS-CBDO CORP KY Y 2 2031-01-23 Floating 1.92287880 N N N N N N Savers, Inc. N/A 30015FAG1 24832.57000000 PA USD 25029.17000000 0.021606848741 Long LON CORP US N 2 2028-04-21 Variable 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 7569.63000000 0.006534609435 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 370000.00000000 CAD 306046.91000000 USD 2021-08-09 7569.63000000 N N N Hilcorp Energy I LP N/A 431318AV6 200000.00000000 PA USD 211320.00000000 0.182425516947 Long DBT CORP US Y 2 2031-02-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3087.21000000 0.002665085558 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 339430.79000000 USD 6900000.00000000 MXN 2021-09-21 3087.21000000 N N N USIC Holdings, Inc. N/A 90290HAP7 17621.08000000 PA USD 17588.04000000 0.015183169075 Long LON CORP US N 2 2028-05-12 Variable 4.25000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2N2 200000.00000000 PA USD 207642.54000000 0.179250888224 Long DBT CORP US N 2 2026-04-30 Variable 2.18800080 N N N N N N PetSmart LLC N/A 71677HAL9 14176.45000000 PA USD 14180.87000000 0.012241872707 Long LON CORP US N 2 2028-02-11 Variable 4.50000000 N N N N N N TUI Cruises GmbH 529900SVD83QUUIZYY18 N/A 100000.00000000 PA 122725.13000000 0.105944516764 Long DBT CORP DE Y 2 2026-05-15 Fixed 6.50000000 N N N N N N Commercial Mortgage Trust N/A 20173MAH3 48197.23000000 PA USD 42895.53000000 0.037030282202 Long ABS-MBS CORP US N 2 2038-07-10 Variable 6.21351000 N N N N N N Sanchez Energy Corp. N/A 799ESCAJ7 57000.00000000 PA USD 1140.00000000 0.000984124026 Long DBT CORP US N 2 2023-01-15 Fixed 6.12500000 Y N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BN1 300000.00000000 PA USD 313500.00000000 0.270634107339 Long DBT CORP PA Y 2 2027-03-01 Fixed 5.75000000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAE3 100000.00000000 PA USD 100391.48000000 0.086664620651 Long DBT CORP GB Y 2 2040-09-02 Fixed 3.30000000 N N N N N N CF Hippolyta LLC N/A 12530MAA3 95437.88000000 PA USD 97019.69000000 0.083753866658 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N ADMI Corp. N/A N/A 15601.55000000 PA USD 15572.30000000 0.013443047877 Long LON CORP US N 2 2027-12-23 Variable 0.00000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752AK9 50000.00000000 PA USD 55390.19000000 0.047816505984 Long DBT CORP US N 2 2049-09-15 Fixed 3.70000000 N N N N N N Outfront Media Capital LLC N/A 69007TAE4 300000.00000000 PA USD 301500.00000000 0.260274907058 Long DBT CORP US Y 2 2029-01-15 Fixed 4.25000000 N N N N N N FLIR Systems, Inc. VOBD35NEPH6WISIRTJ85 302445AE1 100000.00000000 PA USD 100363.69000000 0.086640630470 Long DBT CORP US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAV3 200000.00000000 PA USD 208500.00000000 0.179991104881 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724AW2 174000.00000000 PA USD 206168.25000000 0.177978182776 Long DBT NUSS UA Y 2 2040-05-31 Variable 1.25799840 N N N N N N Vision Solutions, Inc. N/A 70477BAB8 85018.42000000 PA USD 84699.60000000 0.073118343342 Long LON CORP US N 2 2028-04-24 Variable 5.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 400000.00000000 PA USD 445616.00000000 0.384685449365 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Gates Global LLC N/A 36740LAA0 300000.00000000 PA USD 314250.00000000 0.271281557356 Long DBT CORP US Y 2 2026-01-15 Fixed 6.25000000 N N N N N N Hawaiian Brand Intellectual Property Ltd. N/A 41984LAA5 300000.00000000 PA USD 322500.00000000 0.278403507549 Long DBT CORP KY Y 2 2026-01-20 Fixed 5.75000000 N N N N N N LegalZoom.com, Inc. N/A 52471BAJ5 49368.70000000 PA USD 49224.69000000 0.042494035206 Long LON CORP US N 2 2024-11-21 Variable 4.59250000 N N N N N N CF Industries, Inc. 5FVKT86LAD2F40NPC183 12527GAF0 100000.00000000 PA USD 121280.00000000 0.104696984172 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DG7 200000.00000000 PA USD 201940.00000000 0.174328075394 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Univision Communications, Inc. N/A 914908AY4 78359.04000000 PA USD 78408.01000000 0.067687023268 Long LON CORP US N 2 2026-03-15 Variable 4.75000000 N N N N N N State of Ohio 5493005LEB5E170OMX59 677561LN0 60000.00000000 PA USD 65083.37000000 0.056184305398 Long DBT MUN US N 2 2042-01-01 Fixed 3.27600000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BG5 300000.00000000 PA USD 318000.00000000 0.274518807444 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAX2 213601.30000000 PA USD 218029.66000000 0.188217742926 Long ABS-MBS CORP US N 2 2025-05-25 Floating 4.09150080 N N N N N N Octagon Investment Partners 28 Ltd. 254900BI638DCRT6IN48 67591EAU7 250000.00000000 PA USD 250011.25000000 0.215826384269 Long ABS-CBDO CORP KY Y 2 2030-10-24 Floating 1.97574840 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AJ99 150000.00000000 PA USD 175098.24000000 0.151156478083 Long DBT MUN US N 2 2045-11-15 Fixed 4.00000000 N N N N N N AI Aqua Merger Sub, Inc. N/A N/A 30783.88000000 PA USD 30841.60000000 0.026624525948 Long LON CORP US N 2 2028-06-16 Variable 0.00000000 N N N N N N Dryden 42 Senior Loan Fund 549300GTVIVSKVBYOB52 26244YAQ9 500000.00000000 PA USD 500045.50000000 0.431672623672 Long ABS-CBDO CORP KY Y 2 2030-07-15 Floating 2.23374960 N N N N N N Altice France SA 5493001ZMCICV4N02J21 F6628DAM6 9843.24000000 PA USD 9808.38000000 0.008467247737 Long LON CORP FR N 2 2026-08-14 Variable 4.15484000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AH0 100000.00000000 PA USD 95721.00000000 0.082632750840 Long DBT CORP US Y 2 2031-01-15 Fixed 3.37500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 200000.00000000 PA USD 192425.00000000 0.166114092838 Long DBT NUSS MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N Republic of Belarus 635400CVCOWYLHF4ZB08 07737JAA1 400000.00000000 PA USD 387825.00000000 0.334796404079 Long DBT NUSS BY Y 2 2027-06-29 Fixed 7.62500000 N N N N N N Industrial & Commercial Bank of China Ltd. 5493002ERZU2K9PZDL40 45580KAK4 250000.00000000 PA USD 275828.13000000 0.238113236815 Long DBT CORP CN N 2 2027-11-08 Fixed 3.53800000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WAU0 400000.00000000 PA USD 398344.00000000 0.343877106391 Long DBT CORP KY Y 2 2030-06-03 Fixed 2.39000000 N N N N N N Harbor Freight Tools USA, Inc. N/A 41151PAN5 68474.01000000 PA USD 68427.31000000 0.059071017414 Long LON CORP US N 2 2027-10-19 Variable 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XEP5 302737.37000000 PA USD 314291.31000000 0.271317218903 Long ABS-MBS CORP US N 2 2029-07-25 Floating 3.64150080 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 65336YAN3 300000.00000000 PA USD 308250.00000000 0.266101957216 Long DBT CORP US Y 2 2028-11-01 Fixed 4.75000000 N N N N N N N/A N/A N/A 23.00000000 NC USD -8653.05000000 -0.00746988983 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2021-09-30 5067367.19000000 USD -8653.05000000 N N N Kimberly-Clark de Mexico SAB de CV 549300JGHL56QT00KT54 494386AD7 200000.00000000 PA USD 197875.00000000 0.170818896298 Long DBT CORP MX Y 2 2031-07-01 Fixed 2.43100000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAN6 100000.00000000 PA USD 113250.00000000 0.097764952651 Long DBT CORP US Y 2 2026-07-15 Fixed 8.37500000 N N N N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAD7 200000.00000000 PA USD 198000.00000000 0.170926804635 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N NASCAR Holdings LLC N/A 63108EAB4 54047.58000000 PA USD 53777.34000000 0.046424186302 Long LON CORP US N 2 2026-10-19 Variable 2.85425000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18453HAD8 100000.00000000 PA USD 103283.65000000 0.089161334674 Long DBT CORP US Y 2 2029-06-01 Fixed 7.50000000 N N N N N N Rocket Software, Inc. 549300PVG26ISP5X1556 77314EAA6 300000.00000000 PA USD 296934.00000000 0.256333231351 Long DBT CORP US Y 2 2029-02-15 Fixed 6.50000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBX6 300000.00000000 PA USD 325085.13000000 0.280635164168 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CH2 300000.00000000 PA USD 318375.00000000 0.274842532453 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N City Brewing Company LLC N/A 17776EAB1 18518.52000000 PA USD 18564.82000000 0.016026390713 Long LON CORP US N 2 2028-04-05 Variable 4.25000000 N N N N N N Leeward Renewable Energy Operations LLC N/A 524590AA4 300000.00000000 PA USD 304500.00000000 0.262864707128 Long DBT CORP US Y 2 2029-07-01 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAK0 278714.61000000 PA USD 280823.23000000 0.242425340258 Long ABS-MBS CORP US N 2 2024-07-25 Floating 3.09150000 N N N N N N TFDXX LEX BLACKROCK FED FUND 549300T8K043VZEOVK74 09248U700 1000000.00000000 PA USD 1000000.00000000 0.863266690076 Long STIV RF US N 2 N N International Game Technology plc 549300UQ6KHRCZDRGZ76 460599AE3 400000.00000000 PA USD 428000.00000000 0.369478143352 Long DBT CORP GB Y 2 2029-01-15 Fixed 5.25000000 N N N N N N VICI Properties LP N/A 92564RAD7 500000.00000000 PA USD 509375.00000000 0.439726470257 Long DBT CORP US Y 2 2027-02-15 Fixed 3.75000000 N N N N N N State of Oregon 549300R5SUGZRD8KP359 68609TWM6 400000.00000000 PA USD 403463.60000000 0.348296686538 Long DBT MUN US N 2 2033-05-01 Fixed 1.97200000 N N N N N N Tory Burch LLC N/A 89148GAF7 19736.84000000 PA USD 19662.83000000 0.016974266171 Long LON CORP US N 2 2028-04-16 Variable 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAZ7 44112.18000000 PA USD 44658.95000000 0.038552583948 Long ABS-MBS CORP US N 2 2025-05-25 Floating 4.09150080 N N N N N N Tempo Acquisition LLC N/A 88023JAA4 200000.00000000 PA USD 202300.00000000 0.174638851402 Long DBT CORP US Y 2 2025-06-01 Fixed 6.75000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CK4 400000.00000000 PA USD 391450.00000000 0.337925745830 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.87500000 N N N N N N Magenta Buyer LLC N/A 55910RAB9 25981.89000000 PA USD 25967.96000000 0.022417274877 Long LON CORP US N 2 2028-05-03 Variable 0.00000000 N N N N N N China Construction Bank Corp. 5493001KQW6DM7KEDR62 N/A 200000.00000000 PA USD 214350.00000000 0.185041215017 Long DBT CORP CN Y 2 2029-02-27 Variable 4.25000160 N N N N N N Provident Funding Mortgage Trust N/A 743874AE9 25888.29000000 PA USD 25940.35000000 0.022393440083 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 2.99999880 N N N N N N Veritas US Inc. N/A G9341JAN0 59984.23000000 PA USD 60389.12000000 0.052131915739 Long LON CORP US N 2 2025-09-01 Variable 6.00000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 02154CAE3 300000.00000000 PA USD 312390.00000000 0.269675881313 Long DBT CORP LU Y 2 2026-05-15 Fixed 7.50000000 N N N N N N Harbor Park CLO Ltd. N/A 41154XAG0 250000.00000000 PA USD 250025.25000000 0.215838470003 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 1.88825040 N N N N N N N/A N/A N/A 1050000.00000000 PA USD 26445.55000000 0.022829562415 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Emerging Markets Index Series 33-V2 Markit CDX North American Emerging Markets Index Series 33-V2 Y Payout of notional amount upon default event with regard to the reference instrument 2025-06-20 0.00000000 USD 32155.01000000 USD 1050000.00000000 USD 26445.55000000 N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AA8 200000.00000000 PA USD 197560.00000000 0.170546967291 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0NX3 290000.00000000 PA USD 302968.83000000 0.261542899070 Long ABS-MBS CORP US N 2 2029-10-25 Floating 3.54150000 N N N N N N United AirLines, Inc. N/A 90932RAJ3 40000.00000000 PA USD 40485.72000000 0.034949973499 Long LON CORP US N 2 2028-04-21 Variable 4.50000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 28470RAH5 200000.00000000 PA USD 212092.00000000 0.183091958831 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAY6 33768.54000000 PA USD 33374.56000000 0.028811145943 Long LON CORP US N 2 2027-07-31 Variable 3.35425000 N N N N N N Rent-A-Center, Inc. N/A 76009WAV2 11873.29000000 PA USD 11902.97000000 0.010275437513 Long LON CORP US N 2 2028-02-17 Variable 4.75000000 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651AC1 200000.00000000 PA USD 210750.00000000 0.181933454933 Long DBT CORP US Y 2 2028-07-01 Fixed 4.50000000 N N N N N N Diamond Sports Group LLC 5493002K6DHWNZH8YA34 25277BAB4 83840.49000000 PA USD 51112.77000000 0.044123951778 Long LON CORP US N 2 2026-08-24 Variable 3.36000000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0NE5 209113.65000000 PA USD 216334.53000000 0.186754393662 Long ABS-MBS CORP US N 2 2029-08-25 Floating 3.64150080 N N N N N N Yara International ASA 213800WKOUWXWFJ5Z514 984851AG0 100000.00000000 PA USD 107270.00000000 0.092602617844 Long DBT CORP NO Y 2 2030-06-04 Fixed 3.14800000 N N N N N N United Airlines Pass-Through Trust N/A 90932VAA3 48525.00000000 PA USD 51460.28000000 0.044423945586 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N Asurion LLC N/A 04649VAX8 4392.52000000 PA USD 4339.67000000 0.003746292556 Long LON CORP US N 2 2026-12-23 Variable 3.35425000 N N N N N N Barracuda Networks, Inc. N/A 06832EAB6 19397.65000000 PA USD 19438.06000000 0.016780229717 Long LON CORP US N 2 2025-02-12 Variable 3.89600000 N N N N N N Global Net Lease, Inc. N/A 37892AAA8 200000.00000000 PA USD 197000.00000000 0.170063537945 Long DBT CORP US Y 2 2027-12-15 Fixed 3.75000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 200000.00000000 PA USD 210500.00000000 0.181717638261 Long DBT NUSS CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AW0 400000.00000000 PA USD 417904.00000000 0.360762602849 Long DBT CORP US Y 2 2031-08-01 Fixed 4.25000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 400000.00000000 PA USD 460633.08000000 0.397649194311 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N FHLMC STACR Remic Trust 5493007ZK0X40BI7UF30 35565KAH1 518588.00000000 PA USD 522809.62000000 0.451324130197 Long ABS-MBS CORP US Y 2 2050-02-25 Floating 1.94150160 N N N N N N WRKCo., Inc. 549300JEB576INN13W07 92940PAG9 120000.00000000 PA USD 125397.79000000 0.108251735116 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N Genting New York LLC N/A 37255JAA0 200000.00000000 PA USD 201993.12000000 0.174373932120 Long DBT CORP US Y 2 2026-02-15 Fixed 3.30000000 N N N N N N Perforce Software, Inc. N/A 71376GAF8 32593.28000000 PA USD 32321.68000000 0.027902229711 Long LON CORP US N 2 2026-07-01 Variable 3.85425000 N N N N N N Gainwell Acquisition Corp. N/A 59909TAC8 57372.08000000 PA USD 57479.65000000 0.049620267202 Long LON CORP US N 2 2027-10-01 Variable 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282L3 650000.00000000 PA USD 791605.84000000 0.683366953342 Long DBT UST US N 2 2027-07-15 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828WU0 284200.00000000 PA USD 343698.62000000 0.296703570071 Long DBT UST US N 2 2024-07-15 Fixed 0.12500000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587CV7 390000.00000000 PA USD 423512.27000000 0.365604035529 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 400000.00000000 PA USD 410584.00000000 0.354443490678 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15137TAA8 76000.00000000 PA USD 79326.52000000 0.068479942355 Long DBT CORP US Y 2 2026-06-01 Fixed 5.37500000 N N N N N N BRAVO Residential Funding Trust N/A 10568LAL0 166584.48000000 PA USD 173557.42000000 0.149826339501 Long ABS-MBS CORP US Y 2 2044-10-25 Variable 3.49999920 N N N N N N Vertical Midco GmbH N/A D9000BAB8 94252.37000000 PA USD 94330.88000000 0.081432706549 Long LON CORP US N 2 2027-06-30 Variable 4.47763000 N N N N N N Verscend Holding Corp. N/A 92531HAD9 39644.81000000 PA USD 39719.14000000 0.034288210520 Long LON CORP US N 2 2025-08-27 Variable 4.10425000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 05604XAP1 108662.42000000 PA USD 105984.65000000 0.091493018004 Long LON CORP US N 2 2024-04-03 Variable 3.35425000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q83Q6 370719.00000000 PA USD 405138.48000000 0.349742554652 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N ICTSI Treasury BV 724500OT4U4QE3XWJH54 N/A 400000.00000000 PA USD 423012.00000000 0.365172169102 Long DBT CORP NL Y 2 2023-01-16 Fixed 4.62500000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LBC9 400000.00000000 PA USD 438500.00000000 0.378542443598 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N ATS Automation Tooling Systems, Inc. 5493005KP4RP3IU7HQ41 001940AC9 400000.00000000 PA USD 409500.00000000 0.353507709586 Long DBT CORP CA Y 2 2028-12-15 Fixed 4.12500000 N N N N N N Lummus Technology Holdings V LLC N/A 45232UAE8 46858.83000000 PA USD 46546.42000000 0.040181973928 Long LON CORP US N 2 2027-06-30 Variable 3.59250000 N N N N N N Chobani LLC N/A 17027NAB8 400000.00000000 PA USD 413000.00000000 0.356529143001 Long DBT CORP US Y 2 2028-11-15 Fixed 4.62500000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AS1 379000.00000000 PA USD 386655.80000000 0.333787072665 Long DBT CORP US Y 2 2025-02-15 Fixed 5.12500000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18453HAC0 100000.00000000 PA USD 104752.00000000 0.090428912318 Long DBT CORP US Y 2 2028-04-15 Fixed 7.75000000 N N N N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 62886HBA8 500000.00000000 PA USD 525000.00000000 0.453215012290 Long DBT CORP BM Y 2 2026-03-15 Fixed 5.87500000 N N N N N N Martin Midstream Partners LP N/A 573334AH2 330330.00000000 PA USD 341891.55000000 0.295143586733 Long DBT CORP US Y 2 2025-02-28 Fixed 11.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XBD5 66986.31000000 PA USD 67869.18000000 0.058589202376 Long ABS-MBS CORP US N 2 2025-07-25 Floating 5.09150160 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0HW2 280159.70000000 PA USD 293509.09000000 0.253376620631 Long ABS-MBS CORP US N 2 2028-07-25 Floating 5.64149880 N N N N N N ICON Luxembourg SARL N/A L5000DAC1 20345.85000000 PA USD 20384.00000000 0.017596828210 Long LON CORP US N 2 2028-06-16 Variable 0.00000000 N N N N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 88000.00000000 NS USD 1949200.00000000 1.682679432297 Long RF US N 1 N N N InterGen NV 549300E3XRGX2JMPEC79 45867XAG9 200000.00000000 PA USD 198500.00000000 0.171358437980 Long DBT CORP NL Y 2 2023-06-30 Fixed 7.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DP7 200000.00000000 PA USD 218287.50000000 0.188440327610 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAX3 100000.00000000 PA USD 98263.00000000 0.084827174767 Long DBT CORP US Y 2 2031-03-15 Fixed 3.87500000 N N N N N N Studio City Finance Ltd. 254900D6R731QAUIG324 86389QAG7 400000.00000000 PA USD 403592.00000000 0.348407529981 Long DBT CORP VG Y 2 2029-01-15 Fixed 5.00000000 N N N N N N Jefferies Finance LLC 549300SKVB18YSSIDT75 47232UAB0 15908.89000000 PA USD 15819.40000000 0.013656361077 Long LON CORP US N 2 2026-06-03 Variable 3.12500000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BX3 700000.00000000 PA USD 792881.25000000 0.684467972311 Long DBT NUSS ID Y 2 2027-01-08 Fixed 4.35000000 N N N N N N Alliant Holdings Intermediate LLC 5493006Q26653NF8SI73 01881UAE5 115237.72000000 PA USD 113980.59000000 0.098395646662 Long LON CORP US N 2 2025-05-09 Variable 3.35425000 N N N N N N Octagon 53 Ltd. N/A 67592RAE3 150000.00000000 PA USD 149956.05000000 0.129452062940 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 2.01758040 N N N N N N Banque Ouest Africaine de Developpement 529900LIZJABE4JJS826 06675QAB9 200000.00000000 PA USD 221982.24000000 0.191629873580 Long DBT NUSS US Y 2 2027-07-27 Fixed 5.00000000 N N N N N N Ingevity Corp. 5493009UTFC4B5IMGF87 45688CAB3 200000.00000000 PA USD 199000.00000000 0.171790071325 Long DBT CORP US Y 2 2028-11-01 Fixed 3.87500000 N N N N N N Carlyle GMS Finance MM CLO LLC N/A 14310QAG3 287000.00000000 PA USD 287021.24000000 0.247775875836 Long ABS-CBDO CORP US Y 2 2031-10-15 Floating 2.38375080 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 100000.00000000 PA USD 111385.00000000 0.096154960274 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAK6 200000.00000000 PA USD 228537.50000000 0.197288811183 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75000000 N N N N N N N/A N/A 07134L115 260.00000000 NS USD 0.00000000 0.000000 N/A DO US N 2 Battalion Oil Corp. 3XHTN2NNIMMPORDAMJ28 Call Purchased Battalion Oil Corp. Battalion Oil Corp. 1.00000000 1.00000000 USD 2022-10-08 XXXX 0.00000000 N N N Great Outdoors Group LLC N/A 07014QAM3 78483.69000000 PA USD 78876.11000000 0.068091118405 Long LON CORP US N 2 2028-03-06 Variable 5.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAH5 300000.00000000 PA USD 301500.00000000 0.260274907058 Long DBT CORP US Y 2 2029-05-01 Fixed 4.37500000 N N N N N N AutoNation, Inc. N/A 05329WAQ5 50000.00000000 PA USD 59168.34000000 0.051078057029 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Weatherford International plc 529900LPBDSCQDJKHQ39 N/A 3258.00000000 NS USD 59295.60000000 0.051187916348 Long EC CORP IE N 1 N N N Braskem Netherlands Finance BV N/A 10554TAD7 500000.00000000 PA USD 520625.00000000 0.449438220521 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAM6 167240.48000000 PA USD 168930.38000000 0.145831969996 Long ABS-MBS CORP US N 2 2024-07-25 Floating 2.99149920 N N N N N N University of Pittsburgh-of the Commonwealth System of Higher Education 5493002C83QSGL8ETT42 91335VKU9 160000.00000000 PA USD 167669.76000000 0.144743718741 Long DBT MUN US N 2 2041-09-15 Fixed 3.00500000 N N N N N N N/A N/A 07134L123 208.00000000 NS USD 0.00000000 0.000000 N/A DO US N 2 Battalion Oil Corp. 3XHTN2NNIMMPORDAMJ28 Call Purchased Battalion Oil Corp. Battalion Oil Corp. 1.00000000 1.00000000 USD 2022-10-08 XXXX 0.00000000 N N N Clear Channel Outdoor Holdings, Inc. N/A 18452RAD7 59395.44000000 PA USD 57947.68000000 0.050024301911 Long LON CORP US N 2 2026-08-21 Variable 3.68550000 N N N N N N CrownRock LP N/A 228701AG3 100000.00000000 PA USD 104380.00000000 0.090107777110 Long DBT CORP US Y 2 2029-05-01 Fixed 5.00000000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855031AQ3 53870.28000000 PA USD 52523.52000000 0.045341805261 Long LON CORP US N 2 2026-04-16 Variable 5.17563000 N N N N N N N/A N/A N/A -11.00000000 NC USD -20920.94000000 -0.01806035062 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2021-09-21 -1619234.38000000 USD -20920.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -1973.50000000 -0.00170365681 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 189531.25000000 USD 250000.00000000 AUD 2021-09-27 -1973.50000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 48926.00000000 PA USD 48926.00000000 0.042236186078 Long RA CORP GB N 2 Repurchase Y 0.10000000 2021-07-01 46557.50321200 USD 49924.62981400 USD UST N N AMMC CLO 15 Ltd. 549300D0GYBG49KJD582 00175MBH2 250000.00000000 PA USD 250001.00000000 0.215817535785 Long ABS-CBDO CORP KY Y 2 2032-01-15 Floating 1.98375120 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CZ8 100000.00000000 PA USD 115194.12000000 0.099443246688 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N Banijay Entertainment SAS N/A F6456UAB9 101646.54000000 PA USD 101265.37000000 0.087419020779 Long LON CORP US N 2 2025-03-01 Variable 3.83588000 N N N N N N Comerica, Inc. I9Q57JVPWHHZ3ZGBW498 200340AU1 100000.00000000 PA USD 111000.00000000 0.095822602598 Long DBT CORP US N 2 2025-07-01 Variable 5.62500000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EA9 200000.00000000 PA USD 267000.00000000 0.230492206250 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AD9 100000.00000000 PA USD 104375.00000000 0.090103460776 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Pitney Bowes, Inc. N/A 72448FAS4 104954.35000000 PA USD 104866.92000000 0.090528118926 Long LON CORP US N 2 2028-03-17 Variable 4.11000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AC0 341000.00000000 PA USD 353874.32000000 0.305487912929 Long DBT CORP US Y 2 2026-09-30 Fixed 5.87500000 N N N N N N Rattler Midstream LP 549300I45NRVEEN9M219 75419TAA1 400000.00000000 PA USD 420000.00000000 0.362572009832 Long DBT CORP US Y 2 2025-07-15 Fixed 5.62500000 N N N N N N Quest Software US Holdings, Inc. N/A 74834YAH5 99236.65000000 PA USD 99059.41000000 0.085514688991 Long LON CORP US N 2 2025-05-16 Variable 4.43550000 N N N N N N Diamond Sports Group LLC N/A 25277LAA4 200000.00000000 PA USD 128500.00000000 0.110929769674 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N Thor Industries, Inc. N/A 88516DAD5 196037.68000000 PA USD 195853.80000000 0.169074061664 Long LON CORP US N 2 2026-02-01 Variable 3.12500000 N N N N N N Rutas 2 and 7 Finance Ltd. N/A 78319MAA1 200000.00000000 PA USD 144000.00000000 0.124310403371 Long DBT CORP KY Y 2 2036-09-30 None 0.00000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638AU6 200000.00000000 PA USD 274912.50000000 0.237322803935 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.55000000 N N N N N N N/A N/A N/A -23.00000000 NC USD -86272.04000000 -0.07447577841 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2021-09-21 -3697250.00000000 USD -86272.04000000 N N N Dominican Republic N/A 25714PDX3 15100000.00000000 PA 277282.42000000 0.239368676929 Long DBT NUSS DO Y 2 2023-02-15 Fixed 8.90000000 N N N N N N Texas State University System N/A 88278PZM9 55000.00000000 PA USD 57206.07000000 0.049384094701 Long DBT MUN US N 2 2040-03-15 Fixed 3.28900000 N N N N N N Israel Electric Corp. Ltd. 254900JW7GE35YNJGJ55 465077AL9 300000.00000000 PA USD 336337.50000000 0.290348960373 Long DBT NUSS IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LY2D8 23577.26000000 PA USD 24608.03000000 0.021243292607 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.50000000 N N N N N N Endo Dac N/A 29273DAC4 226000.00000000 PA USD 152404.23000000 0.131565495185 Long DBT CORP US Y 2 2028-06-30 Fixed 6.00000000 N N N N N N N/A N/A 92531L116 140.00000000 NS USD 382.20000000 0.000329940528 N/A DO US N 1 Verso Corp. 549300FODXCTQ8DGT594 Call Purchased Verso Corp. Verso Corp. 1.00000000 27.86000000 USD 2023-07-25 XXXX -632.80000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 191000.00000000 PA USD 211420.21000000 0.182512024902 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N Axalta Coating Systems LLC 549300G80QONCHILSF69 05453GAC9 350000.00000000 PA USD 342125.00000000 0.295345116342 Long DBT CORP US Y 2 2029-02-15 Fixed 3.37500000 N N N N N N DCert Buyer, Inc. N/A 24022KAB5 39698.48000000 PA USD 39723.29000000 0.034291793077 Long LON CORP US N 2 2026-10-16 Variable 4.10425000 N N N N N N Party City Holdings, Inc. 5493005PYM1JS6EZN307 702150AE3 25029.00000000 PA USD 23902.70000000 0.020634404712 Long DBT CORP US Y 2 2025-07-15 Floating 5.74999920 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AY5 200000.00000000 PA USD 201090.62000000 0.173594833932 Long DBT CORP IT Y 2 2032-06-03 Variable 3.12699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAB0 245082.35000000 PA USD 256376.19000000 0.221321024955 Long ABS-MBS CORP US N 2 2023-10-25 Floating 5.34150000 N N N N N N Commscope, Inc. 724500R0MD16646Q8383 20337EAQ4 98496.22000000 PA USD 97933.41000000 0.084542650698 Long LON CORP NL N 2 2026-04-06 Variable 3.35425000 N N N N N N Greeneden U.S. Holdings I LLC N/A 39479UAQ6 19307.91000000 PA USD 19342.39000000 0.016697640993 Long LON CORP US N 2 2027-12-01 Variable 4.75000000 N N N N N N Orlando Health Obligated Group N/A 686514AE0 75000.00000000 PA USD 81999.80000000 0.070787695932 Long DBT CORP US N 2 2028-10-01 Fixed 3.77700000 N N N N N N Westlake Chemical Corp. GOXNEVUM0LL78B1OS344 960413AW2 100000.00000000 PA USD 107023.82000000 0.092390098850 Long DBT CORP US N 2 2030-06-15 Fixed 3.37500000 N N N N N N American Airlines, Inc. N/A 00253XAB7 300000.00000000 PA USD 322875.00000000 0.278727232558 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CQ7 300000.00000000 PA USD 296229.00000000 0.255724628334 Long DBT CORP US Y 2 2031-02-01 Fixed 5.00000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BM7 200000.00000000 PA USD 231100.00000000 0.199500932076 Long DBT NUSS ID Y 2 2043-04-15 Fixed 4.62500000 N N N N N N Pathway Vet Alliance LLC N/A 70323KAE8 99582.62000000 PA USD 99312.95000000 0.085733561628 Long LON CORP US N 2 2027-03-31 Variable 3.85425000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828XL9 1000000.00000000 PA USD 1236858.98000000 1.067739157756 Long DBT UST US N 2 2025-07-15 Fixed 0.37500000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 C8000CAG8 45546.59000000 PA USD 45091.12000000 0.038925661914 Long LON CORP CA N 2 2026-04-30 Variable 3.35425000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAT3 300000.00000000 PA USD 367500.00000000 0.317250508603 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JADM7 179709.54000000 PA USD 189079.18000000 0.163225757881 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N Cengage Learning, Inc. N/A N/A 196994.97000000 PA USD 196933.51000000 0.170006139342 Long LON CORP US N 2 2028-06-01 Variable 0.00000000 N N N N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189AQ8 100000.00000000 PA USD 102803.00000000 0.088746405539 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N Organon & Co. N/A 68622TAB7 200000.00000000 PA USD 206040.00000000 0.177867468823 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AM9 100000.00000000 PA USD 93250.00000000 0.080499618849 Long DBT CORP CA Y 2 2029-02-15 Fixed 5.00000000 N N N N N N Party City Holdco, Inc. 549300BUAG9YASF5Q703 702149105 1947.00000000 NS USD 18165.51000000 0.015681679691 Long EC CORP US N 1 N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AF0 100000.00000000 PA USD 106888.00000000 0.092272849968 Long DBT CORP US Y 2 2031-01-15 Fixed 4.37500000 N N N N N N CDW LLC N/A 12513GBF5 200000.00000000 PA USD 202000.00000000 0.174379871395 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N Dynasty Acquisition Co., Inc. N/A 26812CAE6 138297.34000000 PA USD 134494.16000000 0.116104328337 Long LON CORP US N 2 2026-04-06 Variable 3.64725000 N N N N N N Penn National Gaming, Inc. N/A 707569AV1 100000.00000000 PA USD 99500.00000000 0.085895035662 Long DBT CORP US Y 2 2029-07-01 Fixed 4.12500000 N N N N N N Martin Midstream Partners LP N/A 573334AF6 72740.00000000 PA USD 74558.50000000 0.064363869512 Long DBT CORP US Y 2 2024-02-29 Fixed 10.00000000 N N N N N N Allied Universal Holdco LLC N/A 019576AC1 400000.00000000 PA USD 404544.00000000 0.349229359870 Long DBT CORP US Y 2 2029-06-01 Fixed 6.00000000 N N N N N N Antares CLO Ltd. N/A 03665MAC5 345000.00000000 PA USD 334074.54000000 0.288395422384 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 1.83825000 N N N N N N MPT Operating Partnership LP N/A 55342UAH7 211000.00000000 PA USD 223238.00000000 0.192713929359 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N 24 Hour Fitness United States, Inc. N/A N/A 9850.00000000 NS USD 24625.00000000 0.021257942243 Long EP CORP US N 2 N N N Pluto Acquisition I, Inc. N/A 72941DAF9 18098.74000000 PA USD 18098.74000000 0.015624039374 Long LON CORP US N 2 2026-06-20 Variable 0.00000000 N N N N N N Clear Channel International BV N/A 18452MAB2 100000.00000000 PA USD 105083.00000000 0.090714653593 Long DBT CORP NL Y 2 2025-08-01 Fixed 6.62500000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CA2 200000.00000000 PA USD 222912.50000000 0.192432936051 Long DBT NUSS ID Y 2 2027-07-18 Fixed 3.85000000 N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 305000.00000000 PA USD 340455.64000000 0.293904013460 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N N Sparta U.S. HoldCo LLC N/A N/A 19059.15000000 PA USD 19077.03000000 0.016468564544 Long LON CORP US N 2 2028-04-28 Variable 0.00000000 N N N N N N Republic of Iraq N/A 462652AA6 612500.00000000 PA USD 591751.56000000 0.510839410549 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N 2021-07-30 EQ Advisors Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer