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 2022-12-31 2022-09-30 N 96253210.54 5163057.49 91090153.05 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 3822371.76000000 COP EUR USD UST Ex-Derivatives Securities Portfolio AX-P45413 FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0GW3 177266.14000000 PA USD 181785.47000000 0.199566543597 Long ABS-MBS CORP US N 2 2028-04-25 Floating 7.78399920 N N N N N N OCP CLO Ltd. 254900NXH68CRC058O44 67102SAQ7 250000.00000000 PA USD 225235.25000000 0.247266298780 Long ABS-CBDO CORP KY Y 2 2031-04-26 Floating 4.56629040 N N N N N N Varsity Brands Holding Co., Inc. 549300YOKDS0ZSYJRX81 42703UAG0 50643.02000000 PA USD 47123.33000000 0.051732627975 Long LON CORP US N 2 2024-12-16 Variable 6.61529000 N N N N N N McAfee Corp. N/A 57906HAD9 20778.64000000 PA USD 18917.23000000 0.020767590531 Long LON CORP US N 2 2029-03-01 Variable 6.36208000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAJ1 200000.00000000 PA USD 156000.00000000 0.171258906453 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N CVR Partners LP N/A 12663QAC9 100000.00000000 PA USD 87241.00000000 0.095774347806 Long DBT CORP US Y 2 2028-06-15 Fixed 6.12500000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AG2 100000.00000000 PA USD 76500.00000000 0.083982732972 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 98495.00000000 0.108129140968 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N Mill City Mortgage Loan Trust N/A 59980YAB1 170158.55000000 PA USD 161920.05000000 0.177758017281 Long ABS-MBS CORP US Y 2 2066-04-25 Variable 3.48505920 N N N N N N Organon & Co. 549300AMCKY57OK2CO56 68621XAE3 56195.94000000 PA USD 54720.80000000 0.060073233129 Long LON CORP US N 2 2028-06-02 Variable 6.18750000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AF1 575000.00000000 PA USD 538343.75000000 0.591001037954 Long DBT NUSS FR Y 2 2023-01-29 Variable 5.24999880 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2S3 250000.00000000 PA USD 242648.70000000 0.266383019322 Long DBT CORP CA N 2 2025-06-09 Variable 3.75000120 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAR4 39000.00000000 PA USD 38610.00000000 0.042386579347 Long DBT CORP US Y 2 2023-08-15 Fixed 5.87500000 N N N N N N QUIKRETE Holdings, Inc. N/A 74839XAG4 19950.00000000 PA USD 19161.98000000 0.021036280386 Long LON CORP US N 2 2028-06-11 Variable 6.11529000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DC6 300000.00000000 PA USD 248055.36000000 0.272318523676 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Cablevision Lightpath LLC 5493002ZVBLRLGES1R71 12687GAA7 300000.00000000 PA USD 251250.00000000 0.275825642604 Long DBT CORP US Y 2 2027-09-15 Fixed 3.87500000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAY1 150000.00000000 PA USD 108448.59000000 0.119056326473 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N Anagram International, Inc. N/A 03254TAC7 15701.00000000 PA USD 15386.98000000 0.016892034412 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 88674.67000000 PA USD 83708.89000000 0.091896749755 Long LON CORP US N 2 2026-03-24 Variable 6.86529000 N N N N N N Flex Ltd. 549300EAQH74YHD07T53 33938XAB1 200000.00000000 PA USD 180100.00000000 0.197716211873 Long DBT CORP SG N 2 2030-05-12 Fixed 4.87500000 N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAL7 100000.00000000 PA USD 67109.07000000 0.073673243213 Long DBT CORP GB N 2 2040-09-02 Fixed 3.30000000 N N N N N N Hilcorp Energy I LP N/A 431318AZ7 100000.00000000 PA USD 88655.00000000 0.097326656100 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RLV2 150000.00000000 PA USD 96914.64000000 0.106394200421 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N PSMC Trust N/A 69376DAC6 475689.05000000 PA USD 409724.30000000 0.449800869008 Long ABS-MBS CORP US Y 2 2051-08-25 Variable 2.49999840 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KAX8 76000.00000000 PA USD 73150.00000000 0.080305057737 Long DBT CORP US Y 2 2025-09-15 Fixed 5.50000000 N N N N N N CIFC Funding Ltd. N/A 12551PAE2 250000.00000000 PA USD 238151.00000000 0.261445383530 Long ABS-CBDO CORP KY Y 2 2028-01-20 Floating 4.25985840 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AF4 200000.00000000 PA USD 181624.00000000 0.199389279651 Long DBT CORP US Y 2 2029-06-01 Fixed 5.87500000 N N N N N Necessity Retail REIT, Inc. N/A 02608AAA7 200000.00000000 PA USD 149250.00000000 0.163848665308 Long DBT CORP US Y 2 2028-09-30 Fixed 4.50000000 N N N N N N Icon Public Limited Company N/A L5000DAD9 3238.54000000 PA USD 3157.58000000 0.003466433960 Long LON CORP US N 2 2028-07-03 Variable 5.93750000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 150000.00000000 PA USD 121525.68000000 0.133412532453 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 216000.00000000 0.237127716627 Long DBT CORP US Y 2 2029-02-01 Fixed 6.25000000 N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAZ4 100000.00000000 PA USD 75750.00000000 0.083159372845 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190AL8 150000.00000000 PA USD 124715.78000000 0.136914667309 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N United States of America 254900HROIFWPRGM1V77 912828V80 2100000.00000000 PA USD 2043972.63000000 2.243900752782 Long DBT UST US N 2 2024-01-31 Fixed 2.25000000 N N N N N N U.S. Renal Care, Inc. 54930058SS5MF69JGN89 90290PAN4 0.71000000 PA USD 0.50000000 0.000000548906 Long LON CORP US N 2 2026-06-26 Variable 7.56250000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 55037AAB4 300000.00000000 PA USD 235261.86000000 0.258273646626 Long DBT CORP NO Y 2 2031-07-15 Fixed 3.10000000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 278062AH7 100000.00000000 PA USD 90169.26000000 0.098989031174 Long DBT CORP US N 2 2033-03-15 Fixed 4.15000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AG2 100000.00000000 PA USD 76479.00000000 0.083959678888 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 329966.44000000 0.362241613337 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 239140.54000000 0.262531713904 Long DBT NUSS CO N 2 2027-06-28 Fixed 9.85000000 N N N N N N Aveanna Healthcare LLC N/A 05549DAK4 4642.41000000 PA USD 3690.72000000 0.004051722251 Long LON CORP US N 2 2028-07-17 Variable 6.79698000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 40383.08000000 0.044333090512 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 900000.00000000 EUR 923229.00000000 USD 2022-10-17 40383.08000000 N N N Global Tel*Link Corp. N/A 37959JAB7 199527.69000000 PA USD 178078.46000000 0.195496937964 Long LON CORP US N 2 2025-11-29 Variable 7.05586000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XLT9 27238.54000000 PA USD 27408.17000000 0.030089059115 Long ABS-MBS CORP US N 2 2029-11-25 Floating 5.93399880 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RD2 125000.00000000 PA USD 118730.48000000 0.130343924150 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 47842.57000000 PA USD 45259.07000000 0.049686018174 Long LON CORP US N 2 2028-02-01 Variable 6.86529000 N N N N N N Great Lakes Dredge & Dock Corp. 549300H65E3MZ1CX0P05 390607AF6 100000.00000000 PA USD 77125.00000000 0.084668866411 Long DBT CORP US Y 2 2029-06-01 Fixed 5.25000000 N N N N N CIM Trust N/A 12555DAA3 24466.78490000 PA USD 23709.73000000 0.026028861744 Long ABS-MBS CORP US Y 2 2049-02-25 Variable 3.99999960 N N N N N N Cornerstone OnDemand, Inc. 549300Z402F16H5EGH48 86803YAB9 32568.34000000 PA USD 27194.56000000 0.029854555173 Long LON CORP US N 2 2028-10-16 Variable 6.86529000 N N N N N N Provident Funding Mortgage Trust N/A 74387LAC5 41789.61000000 PA USD 35371.31000000 0.038831101733 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 143125.00000000 0.157124557603 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N Atlas Purchaser, Inc. N/A 04939JAC0 0.01000000 PA USD 0.01000000 0.000000010978 Long LON CORP US N 2 2028-05-08 Variable 8.11671000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DE6 300000.00000000 PA USD 286597.26000000 0.314630341923 Long DBT CORP GB N 2 2025-12-09 Variable 4.17999960 N N N N N N Home Partners of America Trust N/A 43730XAB0 131885.40000000 PA USD 112513.78000000 0.123519146946 Long ABS-O CORP US Y 2 2041-01-17 Fixed 2.64900000 N N N N N N Avis Budget Car Rental LLC N/A 05377JAR3 0.25000000 PA USD 0.24000000 0.000000263475 Long LON CORP US N 2 2027-08-06 Variable 4.87000000 N N N N N N Mitchell International, Inc. N/A 60662WAS1 98752.50000000 PA USD 89556.17000000 0.098315972694 Long LON CORP US N 2 2028-10-15 Variable 6.73400000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAZ3 1417.64000000 PA USD 1072.68000000 0.001177602588 Long LON CORP US N 2 2028-01-31 Variable 8.36529000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TG41 134519.88000000 PA USD 123860.74000000 0.135975992851 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46653PAF4 314383.23000000 PA USD 270001.12000000 0.296410875335 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 300000.00000000 PA USD 273339.00000000 0.300075245070 Long DBT NUSS IN Y 2 2028-02-01 Fixed 3.87500000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486QAE1 100000.00000000 PA USD 81171.51000000 0.089111179729 Long DBT CORP US N 2 2030-06-05 Fixed 3.12500000 N N N N N N Phoenix Newco, Inc. 254900PHGVI5379Z9791 71911KAC8 9395.79000000 PA USD 8949.49000000 0.009824870966 Long LON CORP US N 2 2028-11-15 Variable 5.77386000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAM9 250000.00000000 PA USD 241463.78000000 0.265082198146 Long DBT CORP DE N 2 2027-09-09 Fixed 5.37100000 N N N N N N Sunoco LP N/A 86765LAQ0 100000.00000000 PA USD 95027.00000000 0.104321923740 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18453HAA4 100000.00000000 PA USD 85655.00000000 0.094033215591 Long DBT CORP US Y 2 2027-08-15 Fixed 5.12500000 N N N N N Arches Buyer, Inc. 2549009ADY4208OH2Y47 03952HAD6 0.41000000 PA USD 0.37000000 0.000000406190 Long LON CORP US N 2 2027-12-06 Variable 6.36529000 N N N N N N TK Elevator Midco GmbH N/A D9000BAD4 0.10000000 PA USD 0.10000000 0.000000109781 Long LON CORP US N 2 2027-07-30 Variable 6.87071000 N N N N N N Cloudera, Inc. N/A 74339VAB4 0.48000000 PA USD 0.42000000 0.000000461081 Long LON CORP US N 2 2028-10-08 Variable 6.86529000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CXM1 45151.61000000 PA USD 41271.57000000 0.045308486832 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 293706.00000000 0.322434412684 Long DBT CORP US Y 2 2027-08-31 Fixed 3.37500000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AG8 200000.00000000 PA USD 160500.00000000 0.176199067216 Long DBT CORP US Y 2 2029-06-01 Fixed 3.87500000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XBM5 36307.59000000 PA USD 38333.13000000 0.042082627722 Long ABS-MBS CORP US N 2 2028-08-25 Floating 9.83400120 N N N N N N AI Convoy (Luxembourg) SARL N/A 00135BAC7 16.84000000 PA USD 16.24000000 0.000017828491 Long LON CORP US N 2 2027-01-18 Variable 5.05157000 N N N N N N Polaris Newco LLC N/A 73108RAB4 0.11000000 PA USD 0.10000000 0.000000109781 Long LON CORP US N 2 2028-06-02 Variable 7.67414000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZB9 1000000.00000000 PA USD 880937.50000000 0.967105082715 Long DBT UST US N 2 2027-02-28 Fixed 1.12500000 N N N N N N Osmosis Buyer Ltd. N/A 00132UAM6 0.04000000 PA USD 0.04000000 0.000000043912 Long LON CORP US N 2 2028-07-31 Variable 0.00000000 N N N N N N Kobe US Midco 2, Inc. N/A 499894AA1 100000.00000000 PA USD 77750.00000000 0.085354999850 Long DBT CORP US Y 2 2026-11-01 Variable 9.24999840 N N Y N N N United States of America 254900HROIFWPRGM1V77 912810SC3 600000.00000000 PA USD 519468.78000000 0.570279841021 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Dornoch Debt Merger Sub, Inc. N/A 25830JAA9 200000.00000000 PA USD 153000.00000000 0.167965465944 Long DBT CORP US Y 2 2029-10-15 Fixed 6.62500000 N N N N N N Match Group Holdings II LLC 5493003RFFE030RC9167 57667JAA0 200000.00000000 PA USD 151000.00000000 0.165769838938 Long DBT CORP US Y 2 2031-10-01 Fixed 3.62500000 N N N N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAQ3 300000.00000000 PA USD 231669.00000000 0.254329356404 Long DBT CORP US Y 2 2033-08-15 Fixed 3.25000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAK7 0.01000000 PA USD 0.01000000 0.000000010978 Long LON CORP US N 2 2028-09-01 Variable 7.31957000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAX9 400000.00000000 PA USD 363605.48000000 0.399171005674 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAR2 200000.00000000 PA USD 182240.00000000 0.200065532769 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284S6 1000000.00000000 PA USD 991328.10000000 1.088293373989 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N Aveanna Healthcare LLC N/A 05549DAJ7 19762.71000000 PA USD 15711.35000000 0.017248132178 Long LON CORP US N 2 2028-07-17 Variable 6.80186000 N N N N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAD9 300000.00000000 PA USD 249000.00000000 0.273355562223 Long DBT CORP US Y 2 2028-08-01 Fixed 5.37500000 N N N N N United States of America 254900HROIFWPRGM1V77 912828P38 1200000.00000000 PA USD 1191937.56000000 1.308525147987 Long DBT UST US N 2 2023-01-31 Fixed 1.75000000 N N N N N N Medical Solutions Holdings, Inc. N/A 58462QAH4 12075.39000000 PA USD 11448.98000000 0.012568844838 Long LON CORP US N 2 2028-11-01 Variable 6.37686000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0AD1 179940.63000000 PA USD 182007.48000000 0.199810269173 Long ABS-MBS USGSE US N 2 2023-11-25 Floating 7.33399920 N N N N N N Condor Merger Sub, Inc. 254900SAGUYT3MBUU161 579063AB4 200000.00000000 PA USD 161750.00000000 0.177571334094 Long DBT CORP US Y 2 2030-02-15 Fixed 7.37500000 N N N N N N M/I Homes, Inc. 5299005M71FH9CCSFB69 55305BAV3 100000.00000000 PA USD 72875.00000000 0.080003159024 Long DBT CORP US N 2 2030-02-15 Fixed 3.95000000 N N N N N Tiger Acquisition LLC N/A 88675UAB8 90337.52000000 PA USD 83336.36000000 0.091487781290 Long LON CORP US N 2 2028-06-01 Variable 6.36529000 N N N N N N Stericycle, Inc. B8PTJH2P0AXSWSMP2136 858912AG3 300000.00000000 PA USD 248437.50000000 0.272738042128 Long DBT CORP US Y 2 2029-01-15 Fixed 3.87500000 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 200000.00000000 PA USD 71000.00000000 0.077944758706 Long DBT CORP KY Y 2 2026-04-08 Fixed 7.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286X3 1300000.00000000 PA USD 1209101.53000000 1.327367986017 Long DBT UST US N 2 2026-05-31 Fixed 2.12500000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAA1 100000.00000000 PA USD 85652.00000000 0.094029922150 Long DBT CORP US Y 2 2029-08-15 Fixed 3.87500000 N N N N N N ASP Unifrax Holdings, Inc. 549300RRU6BWJLD0YT71 00216UAC7 78.91000000 PA USD 72.20000000 0.000079262134 Long LON CORP US N 2 2025-12-12 Variable 7.42414000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBG4 200000.00000000 PA USD 153940.00000000 0.168997410637 Long DBT CORP US Y 2 2027-03-15 Fixed 5.62500000 N N N N N Allied Universal Holdco LLC / USAGM Holdco LLC 98450038B4549046D794 01957TAH0 38832.82000000 PA USD 34063.68000000 0.037395567862 Long LON CORP US N 2 2028-05-12 Variable 6.78409000 N N N N N N NESCO Holdings II, Inc. 254900FAHT0HW9T6L409 64083YAA9 100000.00000000 PA USD 83102.00000000 0.091230497718 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 195000.00000000 PA USD 185749.24000000 0.203918023826 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N Russell Investments US Institutional Holdco, Inc. N/A 78249LAD2 122978.65000000 PA USD 113396.52000000 0.124488230838 Long LON CORP US N 2 2025-05-30 Variable 6.61529000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18453H106 4912.00000000 NS USD 6729.44000000 0.007387670098 Long EC CORP US N 1 N N N San Bernardino Community College District 549300Y4FPTEP3EQZ007 796720MT4 65000.00000000 PA USD 51555.15000000 0.056597939814 Long DBT MUN US N 2 2039-08-01 Fixed 3.27100000 N N N N N N Vertiv Group Corp. 549300ZT8RQ5VK10E643 92535UAB0 300000.00000000 PA USD 240869.25000000 0.264429515084 Long DBT CORP US Y 2 2028-11-15 Fixed 4.12500000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KAW0 191000.00000000 PA USD 184315.00000000 0.202343495787 Long DBT CORP US Y 2 2024-12-01 Fixed 5.12500000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587CX3 300000.00000000 PA USD 235271.91000000 0.258284679652 Long DBT CORP US N 2 2046-07-01 Fixed 4.40000000 N N N N N N Vision Solutions, Inc. / Precisely Software, Inc. N/A 70477BAE2 0.45000000 PA USD 0.39000000 0.000000428147 Long LON CORP US N 2 2028-04-24 Variable 6.78300000 N N N N N N N/A N/A N/A 965000.00000000 PA USD -1986.92000000 -0.00218126760 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 39-V1 Markit CDX North American Investment Grade Index Series 39-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2027-12-20 5159.25000000 USD 0.00000000 USD 965000.00000000 USD -1986.92000000 N N N Sunoco LP N/A 86765LAT4 400000.00000000 PA USD 331252.00000000 0.363652918464 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N Great Outdoors Group LLC 549300IYLDI2E8I2AU46 07014QAN1 77309.37000000 PA USD 71076.30000000 0.078028521876 Long LON CORP US N 2 2028-03-06 Variable 6.86529000 N N N N N N Motion Bondco DAC 635400KFD3IETNQLA755 61978XAA5 200000.00000000 PA USD 169250.00000000 0.185804935366 Long DBT CORP IE Y 2 2027-11-15 Fixed 6.62500000 N N N N N N Indonesia Asahan Aluminium Persero PT 2549008P48EB9SN2OI80 74445PAF9 200000.00000000 PA USD 177412.50000000 0.194765838084 Long DBT NUSS ID Y 2 2030-05-15 Fixed 5.45000000 N N N N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 241946.11550000 PA USD 120.97000000 0.000132802499 Long DBT CORP ZA Y 2 2022-12-31 Fixed 3.00000000 N N Y N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 12769LAB5 0.76000000 PA USD 0.74000000 0.000000812381 Long LON CORP US N 2 2024-12-23 Variable 5.86529000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XCB8 285487.13000000 PA USD 295621.81000000 0.324537614771 Long ABS-MBS CORP US N 2 2028-09-25 Floating 9.08399880 N N N N N N Iliad Holding SASU 9695009PXA7OI9NXN582 449691AC8 300000.00000000 PA USD 258000.00000000 0.283235883749 Long DBT CORP FR Y 2 2028-10-15 Fixed 7.00000000 N N N N N Michaels Cos., Inc. (The) 549300H9LWMBP7HYLR98 55916AAB0 100000.00000000 PA USD 57738.00000000 0.063385556030 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 232215.00000000 0.254928762577 Long DBT CORP US Y 2 2031-04-01 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828B66 2300000.00000000 PA USD 2250675.81000000 2.470822294880 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N INEOS Quattro Finance 1 plc 213800QO23X11QXPVT49 N/A 200000.00000000 PA 150156.40000000 0.164843723467 Long DBT CORP GB Y 2 2026-07-15 Fixed 3.75000000 N N N N N N AMMC CLO 15 Ltd. 549300D0GYBG49KJD582 00175MBQ2 250000.00000000 PA USD 234108.50000000 0.257007472444 Long ABS-CBDO CORP KY Y 2 2032-01-15 Floating 4.16199960 N N N N N N Altice France Holding SA 5299000JVHXKJPOE6H40 02156TAA2 400000.00000000 PA USD 256000.00000000 0.281040256743 Long DBT CORP LU Y 2 2028-02-15 Fixed 6.00000000 N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BE6 300000.00000000 PA USD 291000.00000000 0.319463729345 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBQ8 150000.00000000 PA USD 110990.28000000 0.121846628075 Long DBT CORP US N 2 2048-02-15 Fixed 4.05000000 N N N N N N Oriflame Investment Holding plc 549300LGP4VBCHWQTD80 68621CAA7 200000.00000000 PA USD 116210.00000000 0.127576907172 Long DBT CORP JE Y 2 2026-05-04 Fixed 5.12500000 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 Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZT4 100000.00000000 PA USD 95481.94000000 0.104821363015 Long DBT CORP US N 2 2027-06-15 Variable 4.38699960 N N N N N Michaels Companies, Inc. (The) 549300H9LWMBP7HYLR98 59408UAB3 0.68000000 PA USD 0.55000000 0.000000603797 Long LON CORP US N 2 2028-04-15 Variable 7.92414000 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651AG2 100000.00000000 PA USD 83823.00000000 0.092022021254 Long DBT CORP US Y 2 2029-06-15 Fixed 3.62500000 N N N N N N Cedar Funding IX CLO Ltd. N/A 15033EAE8 250000.00000000 PA USD 234369.50000000 0.257294001769 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 4.10986080 N N N N N N Madison IAQ LLC N/A 55759VAB4 0.60000000 PA USD 0.55000000 0.000000603797 Long LON CORP US N 2 2028-06-21 Variable 6.81529000 N N N N N N Romania 315700IASY927EDWBK92 77586RAC4 150000.00000000 PA USD 119418.75000000 0.131099516250 Long DBT NUSS RO Y 2 2044-01-22 Fixed 6.12500000 N N N N N N SCIH Salt Holdings, Inc. N/A 78397GAF8 75929.44000000 PA USD 70234.73000000 0.077104634966 Long LON CORP US N 2 2027-03-16 Variable 6.80586000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBJ8 100000.00000000 PA USD 48000.00000000 0.052695048139 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 240750.00000000 0.264298600824 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N Astoria Energy LLC N/A 04626LAE9 3620.68000000 PA USD 3499.39000000 0.003841677593 Long LON CORP US N 2 2027-12-10 Variable 6.61529000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWD34 1022032.88000000 PA USD 948971.33000000 1.041793539943 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GFD6 150000.00000000 PA USD 137823.41000000 0.151304400514 Long DBT CORP US Y 2 2029-08-25 Fixed 4.30000000 N N N N N N First Brands Group LLC N/A 31935HAD9 62271.74000000 PA USD 59625.19000000 0.065457338695 Long LON CORP US N 2 2027-03-30 Variable 8.36849000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDU2 2000000.00000000 PA USD 1999405.80000000 2.194974685027 Long DBT UST US N 2 2024-01-31 Floating 3.28225320 N N N N N N CIFC Funding Ltd. 54930034H2IEPBE5Q044 12549JBC4 250000.00000000 PA USD 236156.50000000 0.259255794498 Long ABS-CBDO CORP KY Y 2 2031-01-18 Floating 4.14029160 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 100000.00000000 PA USD 91565.90000000 0.100522281425 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAF5 300000.00000000 PA USD 307500.00000000 0.337577652143 Long DBT CORP US Y 2 2027-05-15 Fixed 7.25000000 Y N N N N N OBX Trust N/A 67448XAD8 83873.87000000 PA USD 71823.54000000 0.078848852038 Long ABS-MBS CORP US Y 2 2051-10-25 Variable 2.49999840 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBL9 300000.00000000 PA USD 237047.01000000 0.260233408401 Long DBT CORP US N 2 2031-04-22 Variable 2.52200160 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 200000.00000000 PA USD 169725.00000000 0.186326396780 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N Northwoods Capital XI-B Ltd. 5493005SOJ8F7B634862 66860JAA6 147776.91000000 PA USD 143174.84000000 0.157179272628 Long ABS-CBDO CORP KY Y 2 2031-04-19 Floating 3.83757120 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 500000.00000000 PA USD 392095.55000000 0.430447789219 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAC4 100000.00000000 PA USD 93750.00000000 0.102920015897 Long DBT CORP US Y 2 2028-01-15 Fixed 5.62500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 200000.00000000 PA USD 168847.16000000 0.185362692175 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 23371DAJ3 200000.00000000 PA USD 182850.00000000 0.200735199006 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 20197.00000000 0.022172539318 Long EC CORP US N 2 N N N Bimbo Bakeries USA, Inc. 549300HOXXHHT7926W92 09031WAA1 200000.00000000 PA USD 149875.00000000 0.164534798747 Long DBT CORP US Y 2 2051-05-17 Fixed 4.00000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46592XAF1 400835.50000000 PA USD 344248.75000000 0.377920926108 Long ABS-MBS CORP US Y 2 2052-04-25 Variable 2.49999840 N N N N N N APX Group, Inc. N/A 00213NAM4 0.89000000 PA USD 0.84000000 0.000000922163 Long LON CORP US N 2 2028-07-10 Variable 6.24995600 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0JU4 152917.13000000 PA USD 157355.21000000 0.172746674290 Long ABS-MBS CORP US N 2 2028-10-25 Floating 7.73399880 N N N N N N Primo Water Holdings, Inc. 9845008F9A5F2E1D4832 74168LAA4 300000.00000000 PA USD 247665.00000000 0.271889981197 Long DBT CORP US Y 2 2029-04-30 Fixed 4.37500000 N N N N N N Aventiv Technologies LLC N/A 78410QAB8 456342.48000000 PA USD 396637.82000000 0.435434354558 Long LON CORP US N 2 2024-11-01 Variable 8.17414000 N N N N N N iHeartMedia, Inc. N/A 45174J608 33.00000000 NS USD 231.00000000 0.000253594919 Long EC CORP US N 1 N N N DT Midstream, Inc. N/A 23345MAB3 200000.00000000 PA USD 165374.00000000 0.181549810229 Long DBT CORP US Y 2 2031-06-15 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAD6 200332.20000000 PA USD 203073.57000000 0.222936907229 Long ABS-MBS CORP US N 2 2024-01-25 Floating 7.48400040 N N N N N N FHLMC STACR REMIC Trust N/A 35565MAH7 5228.21000000 PA USD 5227.03000000 0.005738304114 Long ABS-MBS CORP US Y 2 2050-07-25 Floating 6.68400120 N N N N N N American Airlines, Inc. N/A 02376CBJ3 24868.34000000 PA USD 24049.75000000 0.026402140291 Long LON CORP KY N 2 2028-04-20 Variable 7.45986000 N N N N N N ASP Unifrax Holdings, Inc. 549300RRU6BWJLD0YT71 90473LAC6 100000.00000000 PA USD 66750.00000000 0.073279051318 Long DBT CORP US Y 2 2029-09-30 Fixed 7.50000000 N N N N N DexKo Global, Inc. N/A 25213YAU9 8671.47000000 PA USD 7919.94000000 0.008694617074 Long LON CORP US N 2 2028-10-04 Variable 7.06179100 N N N N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 92769XAR6 200000.00000000 PA USD 154000.00000000 0.169063279447 Long DBT CORP GB Y 2 2030-08-15 Fixed 4.50000000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAB9 100000.00000000 PA USD 82947.00000000 0.091060336625 Long DBT CORP US Y 2 2031-08-15 Fixed 4.12500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CH0 300000.00000000 PA USD 229572.96000000 0.252028295389 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 169788.00000000 0.186395559031 Long DBT CORP US Y 2 2028-07-15 Fixed 4.00000000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 12769LAD1 0.27380000 PA USD 0.27000000 0.000000296409 Long LON CORP US N 2 2025-07-21 Variable 6.61529000 N N N N N N African Export-Import Bank (The) 21380068LJCDYA42GJ76 00831TAA9 400000.00000000 PA USD 341500.00000000 0.374903311242 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 220563.93000000 0.242138060607 Long ABS-CBDO CORP IE Y 2 2033-01-15 Floating 1.55000160 N N N N N N CNT Holdings I Corp. N/A 12656AAC3 5311.23000000 PA USD 5045.67000000 0.005539204657 Long LON CORP US N 2 2027-11-08 Variable 6.24750000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAK8 250000.00000000 PA USD 210977.78000000 0.231614255696 Long DBT CORP FR Y 2 2027-10-19 Variable 2.04500160 N N N N N N N/A N/A N/A 11.00000000 NC USD -43155.70000000 -0.04737691018 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2022-12-20 1232687.50000000 USD -43155.70000000 N N N IGT Holding IV AB N/A W5000CAB3 0.59000000 PA USD 0.57000000 0.000000625753 Long LON CORP US N 2 2028-03-31 Variable 7.07414000 N N N N N N Endeavor Energy Resources LP N/A 29260FAE0 300000.00000000 PA USD 286125.00000000 0.314111888518 Long DBT CORP US Y 2 2028-01-30 Fixed 5.75000000 N N N N N N Barracuda Parent, LLC N/A 06832FAB3 43366.51000000 PA USD 40634.42000000 0.044609014958 Long LON CORP US N 2 2029-08-15 Variable 7.53409000 N N N N N N Idera, Inc. N/A 45168RAQ6 0.55000000 PA USD 0.51000000 0.000000559884 Long LON CORP US N 2 2028-03-02 Variable 6.32000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAF1 120227.09000000 PA USD 119978.29000000 0.131713786817 Long ABS-MBS CORP US N 2 2024-05-25 Floating 5.68400040 N N N N N N JBS USA LUX SA N/A 46590XAR7 200000.00000000 PA USD 170548.52000000 0.187230468156 Long DBT CORP US Y 2 2027-01-15 Fixed 2.50000000 N N N N N Charter Next Generation, Inc. N/A 16125TAJ1 7035.04000000 PA USD 6648.11000000 0.007298384926 Long LON CORP US N 2 2027-12-01 Variable 6.55586000 N N N N N N Phoenix Guarantor, Inc. N/A 71913BAH5 88652.80000000 PA USD 83961.56000000 0.092174134292 Long LON CORP US N 2 2026-03-05 Variable 5.94371000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBD3 200000.00000000 PA USD 146603.88000000 0.160943719042 Long DBT CORP FR Y 2 2032-06-09 Variable 2.88900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XCL6 191310.51000000 PA USD 196635.26000000 0.215868843575 Long ABS-MBS CORP US N 2 2028-10-25 Floating 8.38400040 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AP1 200000.00000000 PA USD 157250.00000000 0.172631173331 Long DBT CORP US Y 2 2031-04-30 Fixed 4.12500000 N N N N N N CPC Acquisition Corp. N/A N/A 0.79000000 PA USD 0.61000000 0.000000669666 Long LON CORP US N 2 2027-12-29 Variable 0.00000000 N N N N N N BX Commercial Mortgage Trust N/A 05610HAA1 280147.51000000 PA USD 272017.35000000 0.298624319854 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 3.93490080 N N N N N N iHeartMedia, Inc. N/A 45174J509 1980.00000000 NS USD 14513.40000000 0.015933006493 Long EC CORP US N 1 N N N INEOS Styrolution Group GmbH N/A G4770MAH7 0.02000000 PA USD 0.02000000 0.000000021956 Long LON CORP US N 2 2026-01-29 Variable 5.27386000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAR3 200000.00000000 PA USD 152812.00000000 0.167759077005 Long DBT CORP US Y 2 2032-03-15 Fixed 6.12500000 N N N N N N GoTo Group, Inc. 549300D12V5KRBV00592 54142KAD3 80140.62000000 PA USD 55297.03000000 0.060705826204 Long LON CORP US N 2 2027-08-31 Variable 7.80186000 N N N N N N Epicor Software Corp. JGNXVGGGXR4O1L5I7S73 29426NAN4 19848.11000000 PA USD 18513.88000000 0.020324787455 Long LON CORP US N 2 2027-07-30 Variable 6.36529000 N N N N N N Cyanco Intermediate 2 Corp. 5493006OSO3M1UC12172 23243FAB1 0.52000000 PA USD 0.49000000 0.000000537928 Long LON CORP US N 2 2025-03-16 Variable 6.02386000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 200000.00000000 PA USD 164112.00000000 0.180164369588 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDP1 350000.00000000 PA USD 315883.93000000 0.346781643704 Long DBT CORP US N 2 2032-08-15 Fixed 4.35000000 N N N N N N Park River Holdings, Inc. N/A 70082LAB3 300000.00000000 PA USD 200250.00000000 0.219837153956 Long DBT CORP US Y 2 2029-08-01 Fixed 6.75000000 N N N N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825AG1 200000.00000000 PA USD 164500.00000000 0.180590321227 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N Jaguar Land Rover Automotive plc 529900L73GEWN1O5NH84 47010BAM6 300000.00000000 PA USD 207918.00000000 0.228255187897 Long DBT CORP GB Y 2 2029-07-15 Fixed 5.50000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAU6 200000.00000000 PA USD 151912.00000000 0.166771044853 Long DBT CORP KY N 2 2037-12-06 Fixed 4.00000000 N N N N N N Madison Park Euro Funding VIII DAC 635400Y8CTGVSWYFMB36 N/A 250000.00000000 PA 222520.11000000 0.244285581425 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 624.60000000 0.000685694313 Long EC CORP US N 2 N N N Directv Financing LLC N/A 25461LAA0 100000.00000000 PA USD 86125.00000000 0.094549187937 Long DBT CORP US Y 2 2027-08-15 Fixed 5.87500000 N N N N N N PRA Group, Inc. 549300Q5HW3JSSB86K27 69354NAD8 100000.00000000 PA USD 80875.00000000 0.088785667047 Long DBT CORP US Y 2 2029-10-01 Fixed 5.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAL7 211000.00000000 PA USD 193471.13000000 0.212395218936 Long DBT CORP US Y 2 2028-12-15 Fixed 4.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -9128.01000000 -0.01002085263 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 166078.40000000 USD 160000.00000000 EUR 2022-10-17 -9128.01000000 N N N Motion Acquisition Ltd. N/A L6526BAE4 0.01300000 PA USD 0.01000000 0.000000010978 Long LON CORP US N 2 2026-11-12 Variable 6.92414000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2R3 250000.00000000 PA USD 244194.35000000 0.268079854763 Long DBT CORP US N 2 2024-06-02 Variable 1.65399840 N N N N N N Grand Canyon University N/A 38528UAE6 200000.00000000 PA USD 180946.00000000 0.198644962096 Long DBT CORP US N 2 2028-10-01 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D3Z3 196873.73000000 PA USD 171853.89000000 0.188663520968 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NX5 500000.00000000 PA USD 497429.80000000 0.546085151187 Long DBT CORP US N 2 2026-09-29 Variable 5.60999880 N N N N N N BRAVO Residential Funding Trust N/A 10568GAD9 35419.65000000 PA USD 34730.99000000 0.038128149791 Long ABS-MBS CORP US Y 2 2058-03-25 Fixed 3.50000000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0AY5 136526.60000000 PA USD 136834.82000000 0.150219113063 Long ABS-MBS CORP US N 2 2024-04-25 Floating 6.68400120 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DG1 200000.00000000 PA USD 187257.96000000 0.205574317014 Long DBT CORP GB N 2 2028-08-11 Variable 5.20999920 N N N N N N Macy's Retail Holdings LLC N/A 55617LAQ5 100000.00000000 PA USD 78250.00000000 0.085903906602 Long DBT CORP US Y 2 2030-03-15 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XBB9 161512.43000000 PA USD 164723.94000000 0.180836165583 Long ABS-MBS CORP US N 2 2025-07-25 Floating 8.08400160 N N N N N N Papa John's International, Inc. HZYLD3DK5XOX0WBVNB56 698813AA0 100000.00000000 PA USD 80000.00000000 0.087825080232 Long DBT CORP US Y 2 2029-09-15 Fixed 3.87500000 N N N N N N Voya CLO Ltd. 5493007ASGBOUR3XJY69 92916WAC3 300000.00000000 PA USD 281844.30000000 0.309412478256 Long ABS-CBDO CORP KY Y 2 2031-04-25 Floating 4.20252840 N N N N N N Global Medical Response, Inc. N/A 00169QAD1 15188.31000000 PA USD 13106.25000000 0.014388218222 Long LON CORP US N 2 2025-03-14 Variable 7.36529000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWEK5 1910908.79500000 PA USD 1821031.11000000 1.999152541768 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AF4 250000.00000000 PA USD 207510.78000000 0.227808136282 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AP2 100000.00000000 PA USD 69105.00000000 0.075864402118 Long DBT CORP CA Y 2 2027-02-01 Fixed 6.12500000 N N N N N N Pactiv Evergreen Group Issuer, Inc. N/A 76174LAA1 100000.00000000 PA USD 83664.75000000 0.091848292267 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 181816.00000000 0.199600059844 Long DBT CORP US Y 2 2027-07-15 Fixed 5.50000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAA3 100000.00000000 PA USD 95470.86000000 0.104809199241 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 3.51771120 N N N N N N International Consolidated Airlines Group SA 959800TZHQRUSH1ESL13 N/A 100000.00000000 PA 65498.36000000 0.071904984026 Long DBT CORP ES Y 2 2029-03-25 Fixed 3.75000000 N N N N N N Northwest Fiber LLC N/A 667449AC6 300000.00000000 PA USD 233250.00000000 0.256064999552 Long DBT CORP US Y 2 2028-02-15 Fixed 6.00000000 N N N N N N Acrisure LLC 549300R0Z1Q47XRTGO22 00488PAN5 0.33000000 PA USD 0.30000000 0.000000329344 Long LON CORP US N 2 2027-02-15 Variable 6.86529000 N N N N N N Highline Aftermarket Acquisition LLC N/A 43110HAC3 0.42440000 PA USD 0.38000000 0.000000417169 Long LON CORP US N 2 2027-11-09 Variable 7.61529000 N N N N N N Atlantica Sustainable Infrastructure plc 549300ITBBGKJ651R879 04916WAA2 200000.00000000 PA USD 169000.00000000 0.185530481990 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 198528.92000000 PA USD 49632.23000000 0.054486932273 Long LON CORP US N 2 2025-12-29 Variable 8.64186000 N N Y N N N Jefferson Capital Holdings LLC N/A 472481AA8 200000.00000000 PA USD 170886.54000000 0.187601551076 Long DBT CORP US Y 2 2026-08-15 Fixed 6.00000000 N N N N N N Hyland Software, Inc. N/A 44908XAT5 0.69000000 PA USD 0.67000000 0.000000735535 Long LON CORP US N 2 2024-07-01 Variable 6.61529000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYM0 250000.00000000 PA USD 214329.95000000 0.235294313187 Long DBT CORP US N 2 2027-10-21 Variable 1.94799960 N N N N N N Birch Permian Holdings, Inc. 5493008GXCEAUIZGCH60 09075C203 8286.00000000 NS USD 157434.00000000 0.172833171016 Long EC CORP US N 2 N N N Ladder Capital Finance Holdings LLLP N/A 505742AP1 300000.00000000 PA USD 223965.00000000 0.245871801178 Long DBT CORP US Y 2 2029-06-15 Fixed 4.75000000 N N N N N N MPT Operating Partnership LP N/A 55342UAG9 53000.00000000 PA USD 48627.50000000 0.053383926112 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N JPMorgan Prime Money Market Fund, IM Shares N/A N/A 471822.73100000 NS USD 472011.46000000 0.518180554314 Long STIV RF US N 1 N N N SunCoke Energy, Inc. 1KF1J2NXQE2PI0QOB943 86722AAD5 200000.00000000 PA USD 154202.00000000 0.169285037775 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 291564.00000000 0.320082896161 Long DBT CORP US Y 2 2025-10-20 Fixed 4.50000000 N N N N N N Jazz Pharmaceuticals Public Limited Company 635400WUEO2NSG5OIU34 G5080AAF9 0.48000000 PA USD 0.46000000 0.000000504994 Long LON CORP LU N 2 2028-05-05 Variable 6.61529000 N N N N N N Burnham Park CLO Ltd. 549300BOEG5O4MSO7220 12232KAJ9 250000.00000000 PA USD 238179.00000000 0.261476122308 Long ABS-CBDO CORP KY Y 2 2029-10-20 Floating 4.20986160 N N N N N N Atrium XV N/A 04965FAC5 300000.00000000 PA USD 293093.10000000 0.321761562788 Long ABS-CBDO CORP KY Y 2 2031-01-23 Floating 3.95300160 N N N N N N Presidio Holdings, Inc. N/A 74101XAE0 300000.00000000 PA USD 264342.00000000 0.290198216984 Long DBT CORP US Y 2 2027-02-01 Fixed 4.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 13823.48000000 0.015175603001 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1250000000.00000000 COP 281969.73000000 USD 2022-11-30 13823.48000000 N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 100000.00000000 PA USD 82277.00000000 0.090324801578 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 274206.00000000 0.301027049377 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 03939AAA5 300000.00000000 PA USD 204365.58000000 0.224355293253 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 200000.00000000 PA USD 158310.00000000 0.173794855644 Long DBT CORP US Y 2 2028-12-15 Fixed 3.87500000 N N N N N Cushman & Wakefield U.S. Borrower LLC N/A 23340DAP7 68397.34000000 PA USD 65248.19000000 0.071630344022 Long LON CORP US N 2 2025-08-21 Variable 5.86529000 N N N N N N LaserShip, Inc. N/A 51809EAB1 16831.74000000 PA USD 14130.25000000 0.015512379249 Long LON CORP US N 2 2028-05-07 Variable 7.37686000 N N N N N N Hunter Holdco 3 Ltd. N/A 12509YAE6 0.50000000 PA USD 0.47000000 0.000000515972 Long LON CORP US N 2 2028-08-19 Variable 7.92414000 N N N N N N AssuredPartners, Inc. N/A 04621HAN3 0.96000000 PA USD 0.91000000 0.000000999010 Long LON CORP US N 2 2027-02-12 Variable 6.61529000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AC6 300000.00000000 PA USD 226860.00000000 0.249049971269 Long DBT CORP US Y 2 2028-11-01 Fixed 5.75000000 N N N N N Pacific Dental Services LLC N/A 69417WAB7 14708.13000000 PA USD 14132.06000000 0.015514366291 Long LON CORP US N 2 2028-05-05 Variable 6.49343000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AR9 275000.00000000 PA USD 268878.83000000 0.295178810219 Long DBT CORP CH Y 2 2025-08-05 Variable 4.48999920 N N N N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 947075AP2 10000.00000000 PA USD 10150.00000000 0.011142807054 Long DBT CORP BM Y 2 2024-12-01 Fixed 11.00000000 N N N N N N Radiate Holdco LLC N/A 75025KAH1 43787.11000000 PA USD 40407.27000000 0.044359646621 Long LON CORP US N 2 2026-09-25 Variable 6.36529000 N N N N N N Charter Communications Operating LLC N/A 161175BU7 500000.00000000 PA USD 378465.00000000 0.415483987377 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N RealTruck Group, Inc. 54930007KT5CX7XNSD31 89778PAG2 12890.23000000 PA USD 11176.90000000 0.012270151740 Long LON CORP US N 2 2028-01-31 Variable 6.61529000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABN4 200000.00000000 PA USD 130815.06000000 0.143610539251 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N Medical Solutions Holdings, Inc. N/A 58462QAJ0 1942.76000000 PA USD 1847.65000000 0.002028375118 Long LON CORP US N 2 2028-11-01 Variable 5.84073200 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AV2 200000.00000000 PA USD 179323.26000000 0.196863496212 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Eco Material Technologies, Inc. N/A 27900QAA4 100000.00000000 PA USD 88625.00000000 0.097293721694 Long DBT CORP US Y 2 2027-01-31 Fixed 7.87500000 N N N N N N eResearchTechnology, Inc. 2549003SUFVGC903CK03 29481PAH4 0.06000000 PA USD 0.06000000 0.000000065868 Long LON CORP US N 2 2027-02-04 Variable 7.02386000 N N N N N N Sovos Compliance LLC N/A 84611YAB6 9145.65000000 PA USD 8715.80000000 0.009568322928 Long LON CORP US N 2 2028-08-11 Variable 7.61529000 N N N N N N CCO Holdings LLC N/A 1248EPCN1 300000.00000000 PA USD 228801.00000000 0.251180827278 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 750000.00000000 PA USD 47422.83000000 0.052061423119 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 38-V2 Markit CDX North American High Yield Index Series 38-V2 Y Receipt of notional amount upon default event with regard to the reference instrument 2027-06-20 0.00000000 USD 31578.56000000 USD 750000.00000000 USD 47422.83000000 N N N BX Commercial Mortgage Trust N/A 05609VAG0 110000.00000000 PA USD 103127.99000000 0.113215299949 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 3.76770960 N N N N N N Arcosa, Inc. 549300WFHLTCZV7D6V29 039653AA8 100000.00000000 PA USD 85000.00000000 0.093314147746 Long DBT CORP US Y 2 2029-04-15 Fixed 4.37500000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094AR5 100000.00000000 PA USD 95170.99000000 0.104479997906 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAQ9 50000.00000000 PA USD 50000.00000000 0.054890675145 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 165537.50000000 0.181729302737 Long DBT CORP MX Y 2 2029-09-18 Fixed 4.25000000 N N N N N N Crestwood Midstream Partners LP N/A 226373AR9 200000.00000000 PA USD 179000.00000000 0.196508617020 Long DBT CORP US Y 2 2029-02-01 Fixed 6.00000000 N N N N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 98313RAH9 400000.00000000 PA USD 267750.00000000 0.293939565402 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 158000.00000000 0.173454533459 Long DBT CORP CL Y 2 2030-03-06 Fixed 3.15000000 N N N N N N First Student Bidco, Inc. 2549006DRO2F06AA1391 33718FAD2 9968.63000000 PA USD 9162.84000000 0.010059089476 Long LON CORP US N 2 2028-07-21 Variable 5.23157000 N N N N N N Amplify Energy Corp. J0TW5YQRAZXYN7VEU787 03212B103 97.00000000 NS USD 637.29000000 0.000699625567 Long EC CORP US N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AN7 200000.00000000 PA USD 128940.00000000 0.141552073064 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N Colbun SA 5493003VQJLE2QB8IF36 192714AC7 200000.00000000 PA USD 179412.50000000 0.196961465089 Long DBT CORP CL Y 2 2027-10-11 Fixed 3.95000000 N N N N N DISH DBS Corp. N/A 25470XBF1 300000.00000000 PA USD 226068.00000000 0.248180502974 Long DBT CORP US Y 2 2028-12-01 Fixed 5.75000000 N N N N N N Syngenta Finance NV 54930042S3BYCEGOCN86 87164KAG9 200000.00000000 PA USD 194429.60000000 0.213447440244 Long DBT CORP NL Y 2 2025-04-24 Fixed 4.89200000 N N N N N N CIM Trust N/A 12554TAC5 54491.92000000 PA USD 51467.61000000 0.056501837220 Long ABS-MBS CORP US Y 2 2049-05-25 Variable 3.99999960 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CY9 170000.00000000 PA USD 156983.76000000 0.172338891464 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAG4 200000.00000000 PA USD 143424.26000000 0.157453089272 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JAF37 305110.17000000 PA USD 269624.48000000 0.295997394857 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAT1 28044.57000000 PA USD 28618.81000000 0.031418116055 Long ABS-MBS CORP US N 2 2025-02-25 Floating 7.38399960 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932LAG2 100000.00000000 PA USD 89250.00000000 0.097979855134 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 139037.50000000 0.152637244910 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAQ1 250000.00000000 PA USD 247487.58000000 0.271695207125 Long DBT CORP US N 2 2024-04-24 Variable 3.73700160 N N N N N N Raptor Acquisition Corp. N/A C4111RAE5 25077.84000000 PA USD 23782.14000000 0.026108354419 Long LON CORP US N 2 2026-11-01 Variable 7.60171000 N N N N N N KUEHG Corp. 549300YNT566T1NYJX62 48244EAJ3 186589.74000000 PA USD 175977.45000000 0.193190420816 Long LON CORP US N 2 2025-02-21 Variable 6.86529000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3E2 250000.00000000 PA USD 242210.85000000 0.265902341680 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N Mercury Borrower, Inc. N/A 03836BAB5 0.50000000 PA USD 0.45000000 0.000000494016 Long LON CORP US N 2 2028-08-02 Variable 7.18750000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAE2 200000.00000000 PA USD 171270.00000000 0.188022518642 Long DBT CORP US Y 2 2029-07-15 Fixed 4.30000000 N N N N N N Anchorage Capital CLO 3-R Ltd. 549300V7DN3VJ8H1GE96 03330AAC6 500000.00000000 PA USD 476320.00000000 0.522910527703 Long ABS-CBDO CORP KY Y 2 2031-01-28 Floating 4.29285960 N N N N N N CCI Buyer, Inc. 254900TMV7DAFRQALU04 12510EAC1 0.07000000 PA USD 0.07000000 0.000000076846 Long LON CORP US N 2 2027-12-17 Variable 7.55320000 N N N N N N Riviera Resources, Inc. N/A 76964R104 1571.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Dermatology Intermediate Holdings III, Inc. N/A 24982LAD7 1844.56000000 PA USD 1752.33000000 0.001923731535 Long LON CORP US N 2 2029-04-02 Variable 7.11670600 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BA7 200000.00000000 PA USD 150898.00000000 0.165657861961 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 40329.65000000 0.044274434337 Long DBT CORP US N 2 2031-06-30 Fixed 2.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RJ9 567000.00000000 PA USD 473799.38000000 0.520143357032 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAH7 151330.92000000 PA USD 150919.18000000 0.165681113651 Long ABS-MBS CORP US N 2 2024-05-25 Floating 5.68400040 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 200000.00000000 PA USD 165014.00000000 0.181154597368 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 21039CAB0 300000.00000000 PA USD 219000.00000000 0.240421157136 Long DBT CORP FR Y 2 2029-04-15 Fixed 3.75000000 N N N N N Hexion Holdings Corp. N/A 00217XAB2 0.32250000 PA USD 0.27000000 0.000000296409 Long LON CORP US N 2 2029-03-15 Variable 7.41253000 N N N N N N Buttermilk Park CLO Ltd. N/A 124166AJ8 334000.00000000 PA USD 308484.07000000 0.338657977477 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 4.61199960 N N N N N N Perrigo Co. plc N/A 71429TAC4 0.66000000 PA USD 0.65000000 0.000000713578 Long LON CORP US N 2 2029-04-20 Variable 5.63409000 N N N N N N NATWEST MARKETS SECURITIES INC ZE2ZWJ5BTIQJ8M0C6K34 N/A 2048735.00000000 PA USD 2048735.00000000 2.249128946874 Long RA CORP US N 2 Repurchase Y 2.97000000 2022-10-03 2345793.38006000 USD 2090227.04574200 USD UST N N Atrium XV N/A 04965FAG6 300000.00000000 PA USD 286167.00000000 0.314157996685 Long ABS-CBDO CORP KY Y 2 2031-01-23 Floating 4.53300120 N N N N N N Evergreen Acqco 1 LP N/A 30015FAG1 58525.65000000 PA USD 55965.15000000 0.061439297362 Long LON CORP US N 2 2028-04-26 Variable 9.17414000 N N N N N N FNMA or FHLMC N/A 01F0206A2 1066000.00000000 PA USD 863126.88000000 0.947552343584 Long ABS-MBS USGSE US N 2 2052-10-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X9JG1 237682.87000000 PA USD 224554.10000000 0.246518523112 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N First Student Bidco, Inc. N/A 337120AA7 100000.00000000 PA USD 81375.00000000 0.089334573798 Long DBT CORP US Y 2 2029-07-31 Fixed 4.00000000 N N N N N N Hilcorp Energy I LP N/A 431318AV6 200000.00000000 PA USD 174126.00000000 0.191157874006 Long DBT CORP US Y 2 2031-02-01 Fixed 6.00000000 N N N N N N Flynn Restaurant Group LP 5493008VE8TQONGO3817 34410JAF8 18332.70000000 PA USD 17021.91000000 0.018686882643 Long LON CORP US N 2 2028-11-22 Variable 7.36529000 N N N N N N Melco Resorts Finance Ltd. N/A 58547DAE9 200000.00000000 PA USD 126500.00000000 0.138873408117 Long DBT CORP KY Y 2 2028-07-21 Fixed 5.75000000 N N N N N N USIC Holdings, Inc. N/A 90290HAP7 0.61000000 PA USD 0.57000000 0.000000625753 Long LON CORP US N 2 2028-05-12 Variable 6.61529000 N N N N N N PetSmart LLC N/A 71677HAL9 14034.69000000 PA USD 13234.71000000 0.014529243345 Long LON CORP US N 2 2028-02-11 Variable 6.87000000 N N N N N N Commercial Mortgage Trust N/A 20173MAH3 48197.23000000 PA USD 30123.27000000 0.033069732557 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 285.00000000 0.000312876848 Long DBT CORP US N 2 2023-01-15 Fixed 6.12500000 Y N N N N N United States of America 254900HROIFWPRGM1V77 9128284M9 2000000.00000000 PA USD 1932187.60000000 2.121181637426 Long DBT UST US N 2 2025-04-30 Fixed 2.87500000 N N N N N N Scientific Games Holdings LP N/A 80875CAB3 41007.47000000 PA USD 37718.34000000 0.041407702959 Long LON CORP US N 2 2029-04-04 Variable 5.61654000 N N N N N N DREYFUS TREASURY & AGENCY LEX 54930067A504FBYASH16 261908107 1000000.00000000 PA USD 1000000.00000000 1.097813502905 Long STIV RF US N 2 N N ADMI Corp. N/A 00709LAJ6 21811.01000000 PA USD 19211.86000000 0.021091039323 Long LON CORP US N 2 2027-12-23 Variable 6.86529000 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 036752AK9 50000.00000000 PA USD 36422.36000000 0.039984958615 Long DBT CORP US N 2 2049-09-15 Fixed 3.70000000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 389376AZ7 39700.00000000 PA USD 38509.00000000 0.042275700183 Long LON CORP US N 2 2028-12-01 Variable 5.56400000 N N N N N N Teledyne FLIR LLC 5493000HDPX16EHNN346 302445AE1 100000.00000000 PA USD 78060.20000000 0.085695541599 Long DBT CORP US N 2 2030-08-01 Fixed 2.50000000 N N N N N N AZZ, Inc. N/A 00247NAG7 3114.01000000 PA USD 3020.59000000 0.003316044488 Long LON CORP US N 2 2029-05-13 Variable 7.08497300 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAV3 200000.00000000 PA USD 163500.00000000 0.179492507725 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N First Student Bidco, Inc. 2549006DRO2F06AA1391 33718FAB6 3707.50000000 PA USD 3407.81000000 0.003741139833 Long LON CORP US N 2 2028-07-21 Variable 5.23157000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 400000.00000000 PA USD 355132.04000000 0.389868748826 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Gates Global LLC N/A 36740LAA0 100000.00000000 PA USD 92665.00000000 0.101728888246 Long DBT CORP US Y 2 2026-01-15 Fixed 6.25000000 N N N N N N Knot Worldwide, Inc. (The) N/A 94847DAG6 0.80000000 PA USD 0.77000000 0.000000845316 Long LON CORP US N 2 2025-12-19 Variable 7.63409000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3C5 200000.00000000 PA USD 193661.82000000 0.212604560993 Long DBT CORP US N 2 2026-08-15 Variable 4.53999960 N N N N N N State of Ohio 5493005LEB5E170OMX59 677561LN0 60000.00000000 PA USD 46414.83000000 0.050954827109 Long DBT MUN US N 2 2042-01-01 Fixed 3.27600000 N N N N N N Astro One Acquisition Corp. N/A 04638LAG0 97594.43000000 PA USD 78319.53000000 0.085980237575 Long LON CORP US N 2 2028-09-15 Variable 9.17414000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BG5 200000.00000000 PA USD 176000.00000000 0.193215176511 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAX2 114578.59000000 PA USD 116319.90000000 0.127697556876 Long ABS-MBS CORP US N 2 2025-05-25 Floating 7.08400080 N N N N N N McGraw-Hill Education, Inc. N/A 58063DAC7 168.38000000 PA USD 154.80000000 0.000169941530 Long LON CORP US N 2 2028-07-28 Variable 8.31517500 N N N N N N Octagon Investment Partners 28 Ltd. 254900BI638DCRT6IN48 67591EAU7 250000.00000000 PA USD 238514.75000000 0.261844713192 Long ABS-CBDO CORP KY Y 2 2030-10-24 Floating 4.58300160 N N N N N N Dryden 42 Senior Loan Fund 549300GTVIVSKVBYOB52 26244YAQ9 500000.00000000 PA USD 463064.50000000 0.508358460816 Long ABS-CBDO CORP KY Y 2 2030-07-15 Floating 4.56199920 N N N N N N Acrisure LLC N/A 00488PAP0 0.19000000 PA USD 0.18000000 0.000000197606 Long LON CORP US N 2 2027-02-15 Variable 7.36529000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AH0 100000.00000000 PA USD 70375.00000000 0.077258625266 Long DBT CORP US Y 2 2031-01-15 Fixed 3.37500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CQ5 300000.00000000 PA USD 297303.51000000 0.326383807739 Long DBT CORP JP N 2 2025-09-12 Variable 5.06300040 N N N N N N Provident Funding Mortgage Trust N/A 74387MAC3 256827.12000000 PA USD 219818.08000000 0.241319256406 Long ABS-MBS CORP US Y 2 2051-10-25 Variable 2.49999840 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WAU0 400000.00000000 PA USD 314950.00000000 0.345756362740 Long DBT CORP KY Y 2 2030-06-03 Fixed 2.39000000 N N N N N N Dryden 75 CLO Ltd. 254900JFO9XUH2EREJ70 26252JAS7 550000.00000000 PA USD 521951.10000000 0.573004965436 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 3.55200120 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558RAC3 200000.00000000 PA USD 196887.52000000 0.216145778009 Long DBT CORP FI Y 2 2025-09-22 Fixed 4.75000000 N N N N N N Kimberly-Clark de Mexico SAB de CV 549300JGHL56QT00KT54 494386AD7 200000.00000000 PA USD 158000.00000000 0.173454533459 Long DBT CORP MX Y 2 2031-07-01 Fixed 2.43100000 N N N N N N N/A N/A N/A 80000.00000000 PA USD -3953.82000000 -0.00434055698 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Emerging Markets Index Series 37-V1 Markit CDX North American Emerging Markets Index Series 37-V1 Y Payout of notional amount upon default event with regard to the reference instrument 2027-06-20 0.00000000 USD 4370.45000000 USD 80000.00000000 USD -3953.82000000 N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAD7 200000.00000000 PA USD 158345.50000000 0.173833828024 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N/A N/A N/A 965000.00000000 PA 1244.16000000 0.001365855647 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 iTraxx Europe Main38-V1 iTraxx Europe Main38-V1 Y Payout of notional amount upon default event with regard to the reference instrument 2027-12-20 0.00000000 USD 15866.68000000 USD 965000.00000000 EUR 1244.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBC5 200000.00000000 PA USD 166685.04000000 0.182989087644 Long DBT CORP FR Y 2 2027-06-09 Variable 1.79200080 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18453HAD8 100000.00000000 PA USD 72500.00000000 0.079591478960 Long DBT CORP US Y 2 2029-06-01 Fixed 7.50000000 N N N N N Glatfelter Corp. 549300LDQLQBT38QDY28 377320AA4 100000.00000000 PA USD 57500.00000000 0.063124276417 Long DBT CORP US Y 2 2029-11-15 Fixed 4.75000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDP2 200000.00000000 PA USD 183690.00000000 0.201657362348 Long DBT CORP US Y 2 2030-06-15 Fixed 6.12500000 N N N N N N Rocket Software, Inc. 549300PVG26ISP5X1556 77314EAA6 300000.00000000 PA USD 222000.00000000 0.243714597644 Long DBT CORP US Y 2 2029-02-15 Fixed 6.50000000 N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBX6 300000.00000000 PA USD 264059.88000000 0.289888501839 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N City Brewing Company LLC N/A 17776EAB1 97779.62000000 PA USD 75290.31000000 0.082654718955 Long LON CORP US N 2 2028-04-05 Variable 6.18486000 N N N N N N Leeward Renewable Energy Operations LLC 254900EVJU1A57NUX379 524590AA4 300000.00000000 PA USD 240750.00000000 0.264298600824 Long DBT CORP US Y 2 2029-07-01 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAK0 188940.71000000 PA USD 189730.60000000 0.208288814594 Long ABS-MBS CORP US N 2 2024-07-25 Floating 6.08400000 N N N N N N CHG Healthcare Services, Inc. N/A 12541HAT0 8509.55000000 PA USD 8149.42000000 0.008946543316 Long LON CORP US N 2 2028-09-29 Variable 4.74971000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 300000.00000000 PA USD 273375.00000000 0.300114766356 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEX5 1900000.00000000 PA USD 1858882.86000000 2.040706704027 Long DBT UST US N 2 2024-06-30 Fixed 3.00000000 N N N N N N VICI Properties LP N/A 92564RAD7 500000.00000000 PA USD 437500.00000000 0.480293407521 Long DBT CORP US Y 2 2027-02-15 Fixed 3.75000000 N N N N N N Tory Burch LLC N/A 89148GAF7 0.84000000 PA USD 0.76000000 0.000000834338 Long LON CORP US N 2 2028-04-16 Variable 6.11529000 N N N N N N ZipRecruiter, Inc. 549300HLOVNNFCY2IV80 98980BAA1 100000.00000000 PA USD 80750.00000000 0.088648440359 Long DBT CORP US Y 2 2030-01-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RV2 500000.00000000 PA USD 418437.50000000 0.459366337621 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Pactiv Evergreen Group Issuer LLC N/A 69527AAA4 200000.00000000 PA USD 165104.00000000 0.181253400583 Long DBT CORP US Y 2 2028-10-15 Fixed 4.37500000 N N N N N N Magenta Buyer LLC N/A 55910RAB9 67621.43000000 PA USD 60774.76000000 0.066719352163 Long LON CORP US N 2 2028-07-27 Variable 7.87000000 N N N N N N Restoration Hardware, Inc. N/A 76133MAB7 67.59000000 PA USD 59.82000000 0.000065671203 Long LON CORP US N 2 2028-10-20 Variable 5.61529000 N N N N N N Harbor Park CLO Ltd. N/A 41154XAG0 250000.00000000 PA USD 237600.75000000 0.260841311650 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 4.40985960 N N N N N N TD PRIME SVCS 549300ZBQI1JB1844X09 N/A 100000.00000000 PA USD 100000.00000000 0.109781350290 Long RA CORP US N 2 Repurchase Y 3.15000000 2022-10-03 1200.64400000 USD 110028.93165000 USD EQT N N Asurion LLC 549300KNQVXGIOXWK278 04649VAY6 84.42000000 PA USD 70.91000000 0.000077845955 Long LON CORP US N 2 2027-07-31 Variable 6.36529000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJE0 200000.00000000 PA USD 128003.20000000 0.140523641375 Long DBT CORP US N 2 2041-06-19 Variable 2.67599880 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651AC1 200000.00000000 PA USD 178840.00000000 0.196332966859 Long DBT CORP US Y 2 2028-07-01 Fixed 4.50000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AH3 300000.00000000 PA USD 217087.50000000 0.238321588811 Long DBT NUSS MX Y 2 2031-02-09 Fixed 3.34800000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AY6 400000.00000000 PA USD 275004.00000000 0.301903104552 Long DBT CORP US N 2 2031-08-01 Fixed 4.25000000 N N N N N Yara International ASA 213800WKOUWXWFJ5Z514 984851AG0 100000.00000000 PA USD 80625.00000000 0.088511213671 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 39800.00000000 PA USD 37014.00000000 0.040634468996 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N Ingenovis Health, Inc. N/A 12510MAB5 7210.25000000 PA USD 7066.05000000 0.007757205102 Long LON CORP US N 2 2028-03-06 Variable 6.87000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 4337.32000000 PA USD 3665.04000000 0.004023530400 Long LON CORP US N 2 2026-12-23 Variable 6.36529000 N N N N N N Global Net Lease, Inc. N/A 37892AAA8 200000.00000000 PA USD 156500.00000000 0.171807813204 Long DBT CORP US Y 2 2027-12-15 Fixed 3.75000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 100000.00000000 PA USD 91237.50000000 0.100161759471 Long DBT NUSS CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 400000.00000000 PA USD 363686.40000000 0.399259840743 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N FHLMC STACR REMIC Trust 5493007ZK0X40BI7UF30 35565KAH1 238532.52000000 PA USD 234842.14000000 0.257812872343 Long ABS-MBS CORP US Y 2 2050-02-25 Floating 4.93400160 N N N N N N WRKCo., Inc. 549300JEB576INN13W07 92940PAG9 120000.00000000 PA USD 93601.02000000 0.102756463641 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SA7 500000.00000000 PA USD 421328.15000000 0.462539732224 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N JBS USA LUX SA N/A 46590XAT3 200000.00000000 PA USD 162672.02000000 0.178583540100 Long DBT CORP US Y 2 2032-01-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828N71 850000.00000000 PA USD 1011583.32000000 1.110529828009 Long DBT UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N APX Group, Inc. 549300OMQVKPRU98OE64 00213MAW4 200000.00000000 PA USD 157500.00000000 0.172905626707 Long DBT CORP US Y 2 2029-07-15 Fixed 5.75000000 N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 300000.00000000 PA USD 230610.00000000 0.253166771904 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N Braskem Idesa SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 200000.00000000 PA USD 131730.00000000 0.144614972737 Long DBT CORP MX Y 2 2032-02-20 Fixed 6.99000000 N N N N N N BRAVO Residential Funding Trust N/A 10568LAL0 106596.32000000 PA USD 99966.10000000 0.109744134412 Long ABS-MBS CORP US Y 2 2044-10-25 Variable 3.49999920 N N N N N N Verscend Holding Corp. N/A 92531HAD9 39145.90000000 PA USD 38004.13000000 0.041721447080 Long LON CORP US N 2 2025-08-27 Variable 7.11529000 N N N N N N Quest Software US Holdings, Inc. N/A 74834YAN2 66231.76000000 PA USD 48625.17000000 0.053381368207 Long LON CORP US N 2 2029-02-01 Variable 6.97674000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 05604XAP1 0.16000000 PA USD 0.15000000 0.000000164672 Long LON CORP US N 2 2024-04-03 Variable 5.81400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q83Q6 212726.56000000 PA USD 206177.99000000 0.226344981423 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Home Partners of America Trust N/A 43732VAA4 350263.81000000 PA USD 303958.93000000 0.333690217682 Long ABS-O CORP US Y 2 2026-12-17 Fixed 2.30200000 N N N N N N Camelot Return Merger Sub, Inc. N/A 13323NAA0 100000.00000000 PA USD 82750.00000000 0.090844067365 Long DBT CORP US Y 2 2028-08-01 Fixed 8.75000000 N N N N N N Consolidated Energy Finance SA 549300PUNIS0USNSL750 20914UAF3 200000.00000000 PA USD 160500.00000000 0.176199067216 Long DBT CORP LU Y 2 2028-10-15 Fixed 5.62500000 N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 453140AF2 200000.00000000 PA USD 191772.78000000 0.210530747373 Long DBT CORP GB Y 2 2025-07-21 Fixed 4.25000000 N N N N N N ICTSI Treasury BV 724500OT4U4QE3XWJH54 N/A 400000.00000000 PA USD 398000.00000000 0.436929774156 Long DBT CORP NL Y 2 2023-01-16 Fixed 4.62500000 N N N N N N EQM Midstream Partners LP 549300NELT611CL6XM83 26885BAM2 100000.00000000 PA USD 95142.00000000 0.104448172293 Long DBT CORP US Y 2 2027-06-01 Fixed 7.50000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LBC9 100000.00000000 PA USD 93356.51000000 0.102488037262 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 300000.00000000 PA USD 248910.00000000 0.273256759008 Long DBT CORP CA Y 2 2028-12-15 Fixed 4.12500000 N N N N N PMHC II, Inc. N/A 69346EAG2 27218.53000000 PA USD 21831.52000000 0.023966937444 Long LON CORP US N 2 2029-04-23 Variable 6.97674000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DN7 200000.00000000 PA USD 152531.34000000 0.167450964668 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AS1 200000.00000000 PA USD 189874.00000000 0.208446241050 Long DBT CORP US Y 2 2025-02-15 Fixed 5.12500000 N N N N N N LSF11 A5 Holdco LLC N/A 50216YAB6 3926.30000000 PA USD 3666.18000000 0.004024781908 Long LON CORP US N 2 2028-10-15 Variable 6.64857000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18453HAC0 100000.00000000 PA USD 74700.00000000 0.082006668667 Long DBT CORP US Y 2 2028-04-15 Fixed 7.75000000 N N N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 62886HBA8 100000.00000000 PA USD 76500.00000000 0.083982732972 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 324549.23000000 0.356294527051 Long DBT CORP US Y 2 2025-02-28 Fixed 11.50000000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0HW2 139262.80000000 PA USD 146490.22000000 0.160818941559 Long ABS-MBS CORP US N 2 2028-07-25 Floating 8.63399880 N N N N N N Icon Public Limited Company 635400PUWMHSPI2DDA35 L5000DAC1 12998.33000000 PA USD 12673.37000000 0.013912996713 Long LON CORP LU N 2 2028-07-03 Variable 5.93750000 N N N N N N InterGen NV 549300E3XRGX2JMPEC79 45867XAG9 200000.00000000 PA USD 194000.00000000 0.212975819563 Long DBT CORP NL Y 2 2023-06-30 Fixed 7.00000000 N N N N N N N/A N/A N/A 5.00000000 NC USD -61765.16000000 -0.06780662665 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2022-12-20 685000.00000000 USD -61765.16000000 N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AD4 100000.00000000 PA USD 82970.00000000 0.091085586336 Long DBT CORP US Y 2 2028-09-01 Fixed 5.50000000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAX3 100000.00000000 PA USD 68059.00000000 0.074716089194 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 190000.00000000 0.208584565552 Long DBT CORP VG Y 2 2029-01-15 Fixed 5.00000000 N N N N N N Alliant Holdings Intermediate LLC 5493006Q26653NF8SI73 01881UAE5 0.05000000 PA USD 0.05000000 0.000000054890 Long LON CORP US N 2 2025-05-09 Variable 6.36529000 N N N N N N Octagon 53 Ltd. N/A 67592RAE3 150000.00000000 PA USD 134375.10000000 0.147518799234 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 4.36200120 N N N N N N J.P. Morgan Mortgage Trust N/A 46654TAF5 124995.66000000 PA USD 107349.77000000 0.117850027039 Long ABS-MBS CORP US Y 2 2052-06-25 Variable 2.49999840 N N N N N N Banque Ouest Africaine de Developpement 529900LIZJABE4JJS826 06675QAB9 200000.00000000 PA USD 181374.88000000 0.199115792351 Long DBT NUSS US Y 2 2027-07-27 Fixed 5.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2J2 200000.00000000 PA USD 186713.14000000 0.204976206261 Long DBT CORP FR Y 2 2025-11-19 Variable 2.81900160 N N N N N N United States of America 254900HROIFWPRGM1V77 912828X88 2200000.00000000 PA USD 2040500.00000000 2.240088452678 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N Carlyle GMS Finance MM CLO LLC N/A 14310QAG3 287000.00000000 PA USD 262594.67000000 0.288279974516 Long ABS-CBDO CORP US Y 2 2031-10-15 Floating 4.71200040 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 100000.00000000 PA USD 98487.00000000 0.108120358460 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 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 Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAH5 300000.00000000 PA USD 250698.00000000 0.275219649551 Long DBT CORP US Y 2 2029-05-01 Fixed 4.37500000 N N N N N N Dermatology Intermediate Holdings III, Inc. N/A 24982LAB1 9843.71000000 PA USD 9351.52000000 0.010266224928 Long LON CORP US N 2 2029-04-02 Variable 6.84548000 N N N N N N AutoNation, Inc. N/A 05329WAQ5 50000.00000000 PA USD 44058.49000000 0.048368005239 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 105200.82000000 0.115490880712 Long EC CORP IE N 1 N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 10554TAD7 200000.00000000 PA USD 160760.00000000 0.176484498727 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.50000000 N N N N N N FNMA or FHLMC N/A 01F0526A5 860000.00000000 PA USD 854893.75000000 0.938513902299 Long ABS-MBS USGSE US N 2 2052-10-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAM6 76098.57000000 PA USD 76323.30000000 0.083788749326 Long ABS-MBS CORP US N 2 2024-07-25 Floating 5.98399920 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411RAK5 100000.00000000 PA USD 91406.00000000 0.100346741046 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N University of Pittsburgh-of the Commonwealth System of Higher Education 5493002C83QSGL8ETT42 91335VKU9 160000.00000000 PA USD 116569.52000000 0.127971593083 Long DBT MUN US N 2 2041-09-15 Fixed 3.00500000 N N N N N N COLT Mortgage Loan Trust N/A 19685GAA4 113720.32000000 PA USD 108911.76000000 0.119564800753 Long ABS-MBS CORP US Y 2 2067-03-25 Variable 4.30099920 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 United States of America 254900HROIFWPRGM1V77 912810TH1 150000.00000000 PA USD 133148.45000000 0.146172166300 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N CrownRock LP N/A 228701AG3 100000.00000000 PA USD 87875.00000000 0.096470361567 Long DBT CORP US Y 2 2029-05-01 Fixed 5.00000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2H4 300000.00000000 PA USD 290247.00000000 0.318637075777 Long DBT CORP CA N 2 2027-09-15 Fixed 4.69300000 N N N N N N UKG, Inc. N/A 90385KAK7 103.90000000 PA USD 98.06000000 0.000107651592 Long LON CORP US N 2 2026-05-04 Variable 5.53514000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855031AQ3 53183.18000000 PA USD 46435.56000000 0.050977584782 Long LON CORP US N 2 2026-04-16 Variable 7.78229000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CZ8 100000.00000000 PA USD 77926.51000000 0.085548774912 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N Banijay Entertainment SAS N/A F6456UAB9 0.37560000 PA USD 0.36000000 0.000000395212 Long LON CORP US N 2 2025-03-01 Variable 6.30343000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EA9 200000.00000000 PA USD 221720.00000000 0.243407209864 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 84488.00000000 0.092752067233 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Pitney Bowes, Inc. N/A 72448FAS4 0.19000000 PA USD 0.17000000 0.000000186628 Long LON CORP US N 2 2028-03-17 Variable 7.12000000 N N N N N N Vibrantz Technologies, Inc. 549300GYZ1T3S8OPH343 69357VAA3 200000.00000000 PA USD 129500.00000000 0.142166848626 Long DBT CORP US Y 2 2030-02-15 Fixed 9.00000000 N N N N N Thor Industries, Inc. N/A 88516DAD5 0.58000000 PA USD 0.57000000 0.000000625753 Long LON CORP US N 2 2026-02-01 Variable 6.12500000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAQ4 300000.00000000 PA USD 245181.00000000 0.269163012455 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DJ6 150000.00000000 PA USD 136107.38000000 0.149420519609 Long DBT CORP US N 2 2033-03-01 Fixed 4.20000000 N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638AU6 200000.00000000 PA USD 204912.50000000 0.224955709414 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.55000000 N N N N N N Texas State University System N/A 88278PZM9 55000.00000000 PA USD 43591.31000000 0.047855128727 Long DBT MUN US N 2 2040-03-15 Fixed 3.28900000 N N N N N N THL Credit Wind River CLO Ltd. N/A 87249LAE1 350000.00000000 PA USD 331075.85000000 0.363459538615 Long ABS-CBDO CORP KY Y 2 2030-11-20 Floating 4.43400120 N N N N N N VICI Properties LP N/A 92564RAL9 100000.00000000 PA USD 83762.37000000 0.091955460821 Long DBT CORP US Y 2 2029-02-15 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LY2D8 14387.57000000 PA USD 13273.46000000 0.014571783618 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 191000.00000000 PA USD 172374.56000000 0.189235119525 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N DCert Buyer, Inc. 549300EF826JEEUCHZ67 24022KAB5 39195.98000000 PA USD 37278.16000000 0.040924467411 Long LON CORP US N 2 2026-10-16 Variable 6.90271000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAJ2 100000.00000000 PA USD 86833.66000000 0.095327164454 Long DBT CORP US Y 2 2029-03-15 Fixed 4.05400000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AY5 200000.00000000 PA USD 141899.26000000 0.155778923680 Long DBT CORP IT Y 2 2032-06-03 Variable 3.12699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAB0 147335.56000000 PA USD 150524.06000000 0.165247345580 Long ABS-MBS CORP US N 2 2023-10-25 Floating 8.33400000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXZ2 250000.00000000 PA USD 244922.98000000 0.268879754615 Long DBT CORP US N 2 2024-03-08 Variable 0.67299840 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAB8 200000.00000000 PA USD 150740.00000000 0.165484407427 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N Genesys Cloud Services Holdings I LLC 549300CVRD4OUCPHWQ42 39479UAQ6 0.96000000 PA USD 0.91000000 0.000000999010 Long LON CORP US N 2 2027-12-01 Variable 7.11529000 N N N N N N Orlando Health Obligated Group N/A 686514AE0 75000.00000000 PA USD 67418.95000000 0.074013433661 Long DBT CORP US N 2 2028-10-01 Fixed 3.77700000 N N N N N N Westlake Corp. GOXNEVUM0LL78B1OS344 960413AW2 100000.00000000 PA USD 84541.22000000 0.092810492868 Long DBT CORP US N 2 2030-06-15 Fixed 3.37500000 N N N N N N Everi Holdings, Inc. 5299006DK5S7BG10K532 30034TAA1 200000.00000000 PA USD 164460.00000000 0.180546408687 Long DBT CORP US Y 2 2029-07-15 Fixed 5.00000000 N N N N N N American Airlines, Inc. N/A 00253XAB7 300000.00000000 PA USD 261750.00000000 0.287352684385 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 238968.00000000 0.262342297162 Long DBT CORP US Y 2 2031-02-01 Fixed 5.00000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 C8000CAG8 0.32000000 PA USD 0.30000000 0.000000329344 Long LON CORP CA N 2 2026-04-30 Variable 6.36529000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAT3 300000.00000000 PA USD 291867.00000000 0.320415533652 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JADM7 126435.85000000 PA USD 111967.86000000 0.122919828599 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N Alliant Holdings Intermediate LLC N/A 01881UAJ4 0.02000000 PA USD 0.02000000 0.000000021956 Long LON CORP US N 2 2027-11-05 Variable 5.87700000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828V98 618700.00000000 PA USD 572249.18000000 0.628222876830 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N U.S. Anesthesia Partners, Inc. N/A 90350HAL3 0.02000000 PA USD 0.02000000 0.000000021956 Long LON CORP US N 2 2028-10-01 Variable 6.81400000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AF0 100000.00000000 PA USD 81593.00000000 0.089573897142 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 163000.00000000 0.178943600973 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284F4 2000000.00000000 PA USD 1923125.00000000 2.111232592774 Long DBT UST US N 2 2025-03-31 Fixed 2.62500000 N N N N N N Garden Spinco Corp. N/A 365417AA2 100000.00000000 PA USD 103250.00000000 0.113349244174 Long DBT CORP US Y 2 2030-07-20 Fixed 8.62500000 N N N N N N Premier Entertainment Sub LLC N/A 74052HAB0 100000.00000000 PA USD 66550.00000000 0.073059488618 Long DBT CORP US Y 2 2031-09-01 Fixed 5.87500000 N N N N N N N/A N/A N/A 3.00000000 NC USD -2128.80000000 -0.00233702538 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2022-12-20 355453.13000000 USD -2128.80000000 N N N PetVet Care Centers LLC / Pearl Intermediate Parent LLC 549300V0HK8MSXZNOM91 70476XAK1 0.20000000 PA USD 0.19000000 0.000000208584 Long LON CORP US N 2 2025-02-14 Variable 6.02386000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 05875CAB0 72041.10000000 PA USD 64870.78000000 0.071216018227 Long LON CORP US N 2 2028-10-02 Variable 5.93486000 N N N N N N Antares CLO Ltd. N/A 03665MAC5 345000.00000000 PA USD 318701.69000000 0.349875018680 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 4.35985920 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 58503UAC7 19167.28000000 PA USD 17596.64000000 0.019317828997 Long LON CORP US N 2 2028-10-23 Variable 6.36529000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDE3 200000.00000000 PA USD 193879.06000000 0.212843049998 Long DBT CORP US N 2 2025-06-14 Variable 3.84500160 N N N N N N 24 Hour Fitness United States, Inc. N/A N/A 9850.00000000 NS USD 4925.00000000 0.005406731501 Long EP CORP US N 2 N N N IRB Holding Corp. N/A 44988LAH0 13045.13000000 PA USD 12164.58000000 0.013354440181 Long LON CORP US N 2 2027-12-15 Variable 5.69548000 N N N N N N Premier Entertainment Sub LLC N/A 74052HAA2 100000.00000000 PA USD 68375.00000000 0.075062998261 Long DBT CORP US Y 2 2029-09-01 Fixed 5.62500000 N N N N N N 2022-10-31 EQ Advisors Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer XXXX