NPORT-P/A false 0001752724-21-118623 0001160168 XXXXXXXX S000008451 C000104142 C000023171 C000023172 EQ Premier VIP Trust 811-10509 0001160168 5493006L88LGGN14CB39 1290 Avenue of the Americas New York 10104 212-554-1234 EQ/Core Plus Bond Portfolio S000008451 TTWP6GWV8NQTVWK03G86 2021-12-31 2021-03-31 N 470335457.29 19560168.68 450775288.61 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 20385697.00000000 BRL COP IDR MXN PLN USD ZAR N N/A N/A N/A 1.00000000 NC N/A 37613.67000000 0.008344217385 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1878701.25000000 USD 1380000000.00000000 CLP 2021-06-11 37613.67000000 N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FZ1 60000.00000000 PA USD 52084.18000000 0.011554355643 Long DBT CORP US N 2 2060-12-01 Fixed 3.00000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 80000.00000000 PA USD 86120.00000000 0.019104862705 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AU3 350000.00000000 PA USD 350545.93000000 0.077765116868 Long DBT CORP IT Y 2 2026-09-22 Variable 2.56899960 N N N N N N Everi Payments, Inc. 5493006Q4MDLHOY1JV70 30034VAB4 60000.00000000 PA USD 62424.00000000 0.013848141541 Long DBT CORP US Y 2 2025-12-15 Fixed 7.50000000 N N N N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 48238TAA7 296000.00000000 PA USD 298664.00000000 0.066255628368 Long DBT CORP US Y 2 2025-06-01 Fixed 5.12500000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAQ4 80000.00000000 PA USD 86279.20000000 0.019140179637 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N LogMeIn, Inc. 549300D12V5KRBV00592 541056AA5 94000.00000000 PA USD 98230.00000000 0.021791345373 Long DBT CORP US Y 2 2027-09-01 Fixed 5.50000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCE3 350000.00000000 PA USD 381513.37000000 0.084634934442 Long DBT CORP US N 2 2027-05-11 Fixed 3.65000000 N N N N N N FHLMC Pool N/A 3132AENW2 282110.76000000 PA USD 303113.12000000 0.067242621248 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Powdr Corp. 549300XIF5ZPMVRIGO50 73900LAA9 51000.00000000 PA USD 53550.00000000 0.011879533184 Long DBT CORP US Y 2 2025-08-01 Fixed 6.00000000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AG2 81000.00000000 PA USD 81425.25000000 0.018063379261 Long DBT CORP US Y 2 2030-07-15 Fixed 4.37500000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EF8 53000.00000000 PA USD 58443.10000000 0.012965018597 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 073685AD1 334000.00000000 PA USD 341515.00000000 0.075761695157 Long DBT CORP US Y 2 2025-11-01 Fixed 4.87500000 N N N N N N Global Atlantic Fin Co. N/A 37959GAA5 100000.00000000 PA USD 105616.69000000 0.023430008846 Long DBT CORP US Y 2 2029-10-15 Fixed 4.40000000 N N N N N N Allied Universal Holdco LLC N/A 019576AB3 198000.00000000 PA USD 217245.60000000 0.048193768711 Long DBT CORP US Y 2 2027-07-15 Fixed 9.75000000 N N N N N N JELD-WEN, Inc. 549300XWE6NM0N1HFW16 475795AE0 142000.00000000 PA USD 150697.50000000 0.033430736734 Long DBT CORP US Y 2 2025-05-15 Fixed 6.25000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 65343HAA9 222000.00000000 PA USD 232889.10000000 0.051664123097 Long DBT CORP US Y 2 2027-07-15 Fixed 5.62500000 N N N N N N Trivium Packaging Finance BV 724500GMZWW3PVYET548 89686QAA4 200000.00000000 PA USD 209500.00000000 0.046475484635 Long DBT CORP NL Y 2 2026-08-15 Fixed 5.50000000 N N N N N N CCO Holdings LLC N/A 1248EPBM4 70000.00000000 PA USD 72016.00000000 0.015976031033 Long DBT CORP US Y 2 2026-02-15 Fixed 5.75000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2Q3 140000.00000000 PA USD 141285.97000000 0.031342882711 Long DBT CORP US Y 2 2023-10-13 Fixed 1.20000000 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 16412EAA5 200000.00000000 PA USD 207754.00000000 0.046088151957 Long DBT CORP DE Y 2 2028-01-15 Fixed 5.50000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAG6 146000.00000000 PA USD 149268.94000000 0.033113824952 Long DBT CORP US Y 2 2028-07-15 Fixed 5.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043FAD5 190000.00000000 PA USD 189769.76000000 0.042098527757 Long ABS-O CORP US Y 2 2026-03-16 Fixed 0.64000000 N N N N N N BY Crown Parent LLC N/A 05608QAA5 12000.00000000 PA USD 12375.00000000 0.002745270273 Long DBT CORP US Y 2 2026-01-31 Fixed 4.25000000 N N N N N N Nielsen Finance LLC N/A 65409QBB7 17000.00000000 PA USD 16956.74000000 0.003761683576 Long DBT CORP US Y 2 2022-04-15 Fixed 5.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABD8 240000.00000000 PA USD 257062.51000000 0.057026752906 Long DBT CORP US Y 2 2026-11-02 Fixed 3.50000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259AY6 140000.00000000 PA USD 135975.00000000 0.030164697008 Long DBT CORP US Y 2 2030-03-01 Fixed 5.50000000 N N N N N N Carmax Auto Owner Trust N/A 14315XAB4 29676.58000000 PA USD 29836.85000000 0.006619007464 Long ABS-O CORP US N 2 2023-04-17 Fixed 1.87000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBK1 240000.00000000 PA USD 252730.75000000 0.056065795172 Long DBT CORP US N 2 2023-05-09 Fixed 3.70000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BF9 120000.00000000 PA USD 158757.47000000 0.035218760657 Long DBT CORP US N 2 2051-01-15 Fixed 7.15000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 86745.18000000 0.019243552650 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 6870000.00000000 AUD 5306113.20000000 USD 2021-05-25 86745.18000000 N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAY4 184000.00000000 PA USD 185380.00000000 0.041124703302 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813DAB4 80378.20000000 PA USD 80521.24000000 0.017862833663 Long ABS-O CORP US N 2 2022-11-15 Fixed 0.74000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 24589.77000000 0.005454995120 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57100000000.00000000 IDR 3949643.77000000 USD 2021-04-26 24589.77000000 N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDC7 3230000.00000000 PA USD 3270181.20000000 0.725457069770 Long DBT CORP US N 2 2023-11-17 Floating 1.25956080 N N N N N N Enova International, Inc. 549300O8XOCQSB49UO63 29357KAD5 190000.00000000 PA USD 195225.00000000 0.043308718319 Long DBT CORP US Y 2 2024-09-01 Fixed 8.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796B24 1725000.00000000 PA USD 1724922.38000000 0.382656818948 Long STIV UST US N 2 2021-06-10 None 0.00000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAQ8 155000.00000000 PA USD 161201.78000000 0.035761006442 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAL5 610000.00000000 PA USD 663884.47000000 0.147276145515 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N Vizient, Inc. 5493007V6T3HZ7777P70 92856JAB6 86000.00000000 PA USD 90945.00000000 0.020175240812 Long DBT CORP US Y 2 2027-05-15 Fixed 6.25000000 N N N N N N Olin Corp. 549300GKK294V7W57P06 680665AM8 104000.00000000 PA USD 128310.00000000 0.028464293239 Long DBT CORP US Y 2 2025-06-01 Fixed 9.50000000 N N N N N N CNH Equipment Trust N/A 12597PAB4 63297.95000000 PA USD 63463.23000000 0.014078684347 Long ABS-O CORP US N 2 2023-07-17 Fixed 1.08000000 N N N N N N Piedmont Operating Partnership LP 549300WKGDPAS39FBD10 720198AE0 65000.00000000 PA USD 63346.63000000 0.014052817800 Long DBT CORP US N 2 2030-08-15 Fixed 3.15000000 N N N N N N IRB Holding Corp. 549300HVW4WNWYBXN830 44988MAC9 130000.00000000 PA USD 139750.00000000 0.031002143092 Long DBT CORP US Y 2 2025-06-15 Fixed 7.00000000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361ZX9 905000.00000000 PA USD 1039618.75000000 0.230629046504 Long DBT CORP US Y 2 2025-05-01 Fixed 7.00000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112BR3 330000.00000000 PA USD 341813.11000000 0.075827827886 Long DBT CORP US N 2 2023-04-24 Fixed 2.49700000 N N N N N N Cimpress plc 549300X1IFD75XISOR81 17186HAC6 150000.00000000 PA USD 157875.00000000 0.035022993493 Long DBT CORP IE Y 2 2026-06-15 Fixed 7.00000000 N N N N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 72147KAC2 60000.00000000 PA USD 61275.00000000 0.013593247355 Long DBT CORP US Y 2 2025-03-15 Fixed 5.75000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 197677AG2 80000.00000000 PA USD 95992.00000000 0.021294867404 Long DBT CORP US N 2 2025-06-15 Fixed 7.69000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AQ1 585000.00000000 PA USD 592698.72000000 0.131484297160 Long DBT CORP CH Y 2 2026-06-05 Variable 2.19300120 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBH0 85000.00000000 PA USD 83696.88000000 0.018567317711 Long DBT CORP US N 2 2032-06-15 Fixed 2.35000000 N N N N N N PHH Mortgage Corp. PAOOWF3GUFM46FBSP561 69356NAA2 130000.00000000 PA USD 132600.00000000 0.029415986934 Long DBT CORP US Y 2 2026-03-15 Fixed 7.87500000 N N N N N N Enova International, Inc. 549300O8XOCQSB49UO63 29357KAF0 60000.00000000 PA USD 62268.00000000 0.013813534497 Long DBT CORP US Y 2 2025-09-15 Fixed 8.50000000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LAR4 170000.00000000 PA USD 173525.89000000 0.038494987277 Long DBT CORP US N 2 2022-01-19 Fixed 3.62500000 N N N N N N Real Hero Merger Sub 2, Inc. N/A 75602BAA7 67000.00000000 PA USD 69010.00000000 0.015309179927 Long DBT CORP US Y 2 2029-02-01 Fixed 6.25000000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730AH2 160000.00000000 PA USD 163959.04000000 0.036372677061 Long DBT CORP US N 2 2051-04-01 Fixed 3.75000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604BY8 2110000.00000000 PA USD 2326463.21000000 0.516102649986 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAF0 170000.00000000 PA USD 174915.92000000 0.038803351563 Long DBT CORP NO Y 2 2030-01-15 Fixed 3.75000000 N N N N N N US Acute Care Solutions LLC N/A 90367UAA9 118000.00000000 PA USD 122130.00000000 0.027093321902 Long DBT CORP US Y 2 2026-03-01 Fixed 6.37500000 N N N N N N CrownRock LP N/A 228701AF5 90000.00000000 PA USD 91685.70000000 0.020339557716 Long DBT CORP US Y 2 2025-10-15 Fixed 5.62500000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AN6 76000.00000000 PA USD 76665.00000000 0.017007365296 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N Hill-Rom Holdings, Inc. JLZ01A0E2071OH26RE45 431475AB8 60000.00000000 PA USD 61606.20000000 0.013666720771 Long DBT CORP US Y 2 2025-02-15 Fixed 5.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CF0 3085000.00000000 PA USD 2690305.10000000 0.596817342915 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAA0 162000.00000000 PA USD 184375.44000000 0.040901851689 Long DBT CORP US N 2 2025-09-15 Fixed 7.50000000 N N N N N N Goldman Sachs BDC, Inc. 6D01AGSGBNZIJSN77043 38147UAD9 55000.00000000 PA USD 55594.50000000 0.012333085110 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AV6 59000.00000000 PA USD 60253.75000000 0.013366693233 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 63896.33000000 0.014174763261 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 2430582.42000000 USD 51200000.00000000 MXN 2021-05-13 63896.33000000 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CN3 1395000.00000000 PA USD 1129950.00000000 0.250668133003 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Varex Imaging Corp. 549300CWYWPVCT8E9W67 92214XAC0 137000.00000000 PA USD 152412.50000000 0.033811192372 Long DBT CORP US Y 2 2027-10-15 Fixed 7.87500000 N N N N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAE1 237000.00000000 PA USD 236111.25000000 0.052378924924 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N Alliance Data Systems Corp. 549300G8S4PO686J7H97 018581AK4 230000.00000000 PA USD 235750.00000000 0.052298785216 Long DBT CORP US Y 2 2024-12-15 Fixed 4.75000000 N N N N N N Flex Acquisition Co., Inc. 549300HHED2KGPBEDW39 33936YAC9 280000.00000000 PA USD 293300.00000000 0.065065678490 Long DBT CORP US Y 2 2026-07-15 Fixed 7.87500000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CL6 405000.00000000 PA USD 441332.87000000 0.097905293646 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N Summit Materials LLC N/A 86614RAN7 114000.00000000 PA USD 118702.50000000 0.026332965226 Long DBT CORP US Y 2 2029-01-15 Fixed 5.25000000 N N N N N N DT Auto Owner Trust N/A 23343RAE8 80000.00000000 PA USD 83867.07000000 0.018605072664 Long ABS-O CORP US Y 2 2026-03-16 Fixed 3.28000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477BP7 190000.00000000 PA USD 184911.25000000 0.041020715791 Long DBT CORP US N 2 2031-03-03 Fixed 2.20000000 N N N N N N P&L Development LLC N/A 69306RAA4 149000.00000000 PA USD 159430.00000000 0.035367954727 Long DBT CORP US Y 2 2025-11-15 Fixed 7.75000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 364725BC4 12000.00000000 PA USD 12180.00000000 0.002702011469 Long DBT CORP US Y 2 2024-09-15 Fixed 5.50000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AD4 110000.00000000 PA USD 115614.50000000 0.025647923238 Long DBT CORP CA Y 2 2025-06-15 Fixed 3.85000000 N N N N N N Jamestown CLO IX Ltd. 254900NFTK4YH0WYT485 47048KAE0 415000.00000000 PA USD 401517.07000000 0.089072555693 Long ABS-CBDO CORP KY Y 2 2028-10-20 Floating 7.16400000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXJ8 225000.00000000 PA USD 243457.16000000 0.054008541761 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Presidio Holdings, Inc. N/A 74101XAF7 20000.00000000 PA USD 21775.00000000 0.004830566481 Long DBT CORP US Y 2 2028-02-01 Fixed 8.25000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAT8 90000.00000000 PA USD 83003.06000000 0.018413400667 Long DBT CORP US N 2 2051-02-15 Fixed 3.60000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 266000.00000000 PA USD 272551.58000000 0.060462848538 Long DBT CORP CA Y 2 2025-11-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBM2 26525000.00000000 PA USD 26374181.50000000 5.850849007568 Long DBT UST US N 2 2024-02-15 Fixed 0.12500000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GV9 35000.00000000 PA USD 34501.20000000 0.007653746971 Long DBT CORP US N 2 2026-02-01 Fixed 1.20000000 N N N N N N Indigo Natural Resources LLC 549300F7DOI6H6TA3C86 45569LAC5 73000.00000000 PA USD 71722.50000000 0.015910920987 Long DBT CORP US Y 2 2029-02-01 Fixed 5.37500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 7350000.00000000 PA USD 6853875.00000000 1.520463781662 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Matthews International Corp. 549300ZVC5O0ATML6U61 577128AA9 308000.00000000 PA USD 317625.00000000 0.070461937028 Long DBT CORP US Y 2 2025-12-01 Fixed 5.25000000 N N N N N N Meredith Corp. 549300YC8BC386CCTS24 589433AB7 90000.00000000 PA USD 92250.00000000 0.020464742041 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 17425.35000000 0.003865640029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5168390.93000000 USD 5870000000.00000000 KRW 2021-05-10 17425.35000000 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833EF3 465000.00000000 PA USD 423557.48000000 0.093962000735 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 29275.07000000 0.006494382176 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 13330000.00000000 BRL 2396189.11000000 USD 2021-04-14 29275.07000000 N N N CCO Holdings LLC N/A 1248EPCD3 80000.00000000 PA USD 82700.00000000 0.018346169829 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N Vista Outdoor, Inc. 549300QI2D33ESTJLN81 928377AC4 188000.00000000 PA USD 185665.04000000 0.041187936581 Long DBT CORP US Y 2 2029-03-15 Fixed 4.50000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAL5 120000.00000000 PA USD 125337.29000000 0.027804827187 Long DBT CORP KY Y 2 2026-04-15 Fixed 4.25000000 N N N N N N Flagship Credit Auto Trust N/A 33845XAC1 65000.00000000 PA USD 65307.50000000 0.014487817245 Long ABS-O CORP US Y 2 2027-02-16 Fixed 1.28000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 96000.00000000 PA USD 108806.72000000 0.024137685172 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Dell International LLC N/A 25272KAW3 220000.00000000 PA USD 226462.50000000 0.050238446011 Long DBT CORP US Y 2 2024-06-15 Fixed 7.12500000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AW3 330000.00000000 PA USD 329546.88000000 0.073106687151 Long DBT CORP NL N 2 2032-04-01 Variable 1.00000080 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAV3 595000.00000000 PA USD 549811.36000000 0.121970164268 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N Nielsen Finance LLC N/A 65409QBF8 162000.00000000 PA USD 175608.00000000 0.038956882605 Long DBT CORP US Y 2 2030-10-01 Fixed 5.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -106880.79000000 -0.02371043681 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4986020.00000000 USD 4160000.00000000 EUR 2021-04-12 -106880.79000000 N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VAU3 320000.00000000 PA USD 319904.29000000 0.070967574772 Long DBT CORP JP Y 2 2024-03-25 Fixed 0.85000000 N N N N N N Wolverine World Wide, Inc. 549300OVC7PK14LQ8D87 978097AF0 107000.00000000 PA USD 113955.00000000 0.025279779721 Long DBT CORP US Y 2 2025-05-15 Fixed 6.37500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002XBD6 355000.00000000 PA USD 346439.71000000 0.076854192932 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 2.11800000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAF2 60000.00000000 PA USD 68550.00000000 0.015207133516 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AV1 128000.00000000 PA USD 142080.00000000 0.031519030343 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAP1 105000.00000000 PA USD 104323.49000000 0.023143125330 Long DBT CORP US N 2 2049-12-15 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 662267.20000000 0.146917370302 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1052000000.00000000 JPY 10167787.83000000 USD 2021-05-24 662267.20000000 N N N GNMA 549300M8ZYFG0OCMTT87 36179VBG4 1587764.92000000 PA USD 1676543.37000000 0.371924418299 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475AD3 193000.00000000 PA USD 193000.00000000 0.042815124270 Long DBT CORP US Y 2 2029-04-15 Fixed 4.50000000 N N N N N N CDK Global, Inc. 5493000L10CYRTHIJ385 12508EAG6 70000.00000000 PA USD 72534.49000000 0.016091052866 Long DBT CORP US N 2 2026-06-15 Fixed 5.87500000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAR9 75000.00000000 PA USD 73602.49000000 0.016327978010 Long DBT CORP AU Y 2 2027-01-12 Variable 1.33999920 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAP0 245000.00000000 PA USD 243419.73000000 0.054000238289 Long DBT CORP GB N 2 2032-03-15 Variable 2.89599840 N N N N N N Flex Ltd. 549300EAQH74YHD07T53 33938XAA3 95000.00000000 PA USD 106558.65000000 0.023638973273 Long DBT CORP SG N 2 2029-06-15 Fixed 4.87500000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AR9 1865000.00000000 PA USD 1987089.99000000 0.440816087351 Long DBT CORP US N 2 2046-06-01 Fixed 4.65000000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 26483EAJ9 144000.00000000 PA USD 153936.00000000 0.034149165646 Long DBT CORP US Y 2 2026-08-15 Fixed 6.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DET5 5429368.56000000 PA USD 5727965.91000000 1.270692084222 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N NortonLifeLock, Inc. YF6ZV0M6AU4FY94MK914 871503AU2 52000.00000000 PA USD 52691.60000000 0.011689105709 Long DBT CORP US Y 2 2025-04-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -96924.38000000 -0.02150170660 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 3148922.90000000 USD 12060000.00000000 PLN 2021-04-27 -96924.38000000 N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAZ6 345000.00000000 PA USD 340978.68000000 0.075642717916 Long DBT CORP NL Y 2 2026-03-11 Fixed 1.20000000 N N N N N N Minerals Technologies, Inc. 549300D3I1QU67GP6403 603158AA4 109000.00000000 PA USD 112406.25000000 0.024936204987 Long DBT CORP US Y 2 2028-07-01 Fixed 5.00000000 N N N N N N Summit Midstream Holdings LLC N/A 86614WAC0 160000.00000000 PA USD 154400.00000000 0.034252099416 Long DBT CORP US N 2 2022-08-15 Fixed 5.50000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAU4 645000.00000000 PA USD 799369.85000000 0.177332225212 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BH4 35000.00000000 PA USD 34842.20000000 0.007729394418 Long DBT CORP CA Y 2 2031-03-03 Fixed 3.37500000 N N N N N N Picasso Finance Sub, Inc. N/A 71953LAA9 18000.00000000 PA USD 19125.00000000 0.004242690423 Long DBT CORP US Y 2 2025-06-15 Fixed 6.12500000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LAV5 485000.00000000 PA USD 519550.58000000 0.115257112163 Long DBT CORP US N 2 2025-03-01 Fixed 4.25000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AX7 180000.00000000 PA USD 162963.09000000 0.036151735491 Long DBT CORP US N 2 2051-05-18 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -9258.73000000 -0.00205395686 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46700000000.00000000 IDR 3200899.27000000 USD 2021-04-26 -9258.73000000 N N N Aetna, Inc. 549300QKBENKLBXQ8968 00817YAV0 325000.00000000 PA USD 338794.56000000 0.075158192687 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAS8 245000.00000000 PA USD 255085.43000000 0.056588157435 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N Blue Racer Midstream LLC N/A 095796AH1 64000.00000000 PA USD 68974.08000000 0.015301211433 Long DBT CORP US Y 2 2025-12-15 Fixed 7.62500000 N N N N N N Triton Water Holdings, Inc. N/A 89680EAA7 54000.00000000 PA USD 54877.50000000 0.012174025814 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKR9 160000.00000000 PA USD 172701.97000000 0.038312208846 Long DBT CORP US N 2 2025-09-01 Fixed 3.35000000 N N N N N N Infor, Inc. 549300Q3IIYBYI4RHD64 45674CAB9 80000.00000000 PA USD 81134.29000000 0.017998832688 Long DBT CORP US Y 2 2023-07-15 Fixed 1.45000000 N N N N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAD9 58000.00000000 PA USD 60755.00000000 0.013477890544 Long DBT CORP US Y 2 2028-08-01 Fixed 5.37500000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAT4 240000.00000000 PA USD 251606.78000000 0.055816453642 Long DBT CORP FR Y 2 2024-11-21 Fixed 2.37500000 N N N N N N Chevron Corp. N/A 166764BV1 325000.00000000 PA USD 330262.11000000 0.073265353790 Long DBT CORP US N 2 2023-05-11 Fixed 1.14100000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 128000.00000000 PA USD 130272.00000000 0.028899543362 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N CCO Holdings LLC N/A 1248EPBR3 198000.00000000 PA USD 204138.00000000 0.045285978437 Long DBT CORP US Y 2 2026-05-01 Fixed 5.50000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EJ8 350000.00000000 PA USD 359996.74000000 0.079861684767 Long DBT CORP AU N 2 2023-01-13 Fixed 2.00000000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EBA5 268000.00000000 PA USD 271036.44000000 0.060126729847 Long DBT CORP US Y 2 2029-04-15 Fixed 5.12500000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAD5 190000.00000000 PA USD 200260.00000000 0.044425682831 Long DBT CORP US Y 2 2026-03-01 Fixed 6.00000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAK9 15000.00000000 PA USD 14707.30000000 0.003262667757 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 135000.00000000 PA USD 146380.30000000 0.032473008991 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BF9 4200000.00000000 PA USD 4302573.66000000 0.954483035941 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -12227.45000000 -0.00271253777 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6793487.44000000 USD 100600000.00000000 ZAR 2021-05-12 -12227.45000000 N N N Stericycle, Inc. B8PTJH2P0AXSWSMP2136 858912AG3 38000.00000000 PA USD 37430.00000000 0.008303472028 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 264457.59000000 0.058667277617 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4840000.00000000 EUR 5941148.40000000 USD 2021-04-12 264457.59000000 N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576PAB7 115000.00000000 PA USD 112934.60000000 0.025053414163 Long DBT CORP US Y 2 2026-01-15 Fixed 1.57000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599ED3 95000.00000000 PA USD 106547.25000000 0.023636444297 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N SRS Distribution, Inc. 549300ZQ3XP75BCYM468 78471RAA4 75000.00000000 PA USD 78984.00000000 0.017521812307 Long DBT CORP US Y 2 2026-07-01 Fixed 8.25000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAF4 165000.00000000 PA USD 164579.56000000 0.036510333232 Long DBT CORP DE N 2 2026-03-19 Fixed 1.68600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DSJ2 320430.21000000 PA USD 328569.71000000 0.072889911736 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919VAB1 140000.00000000 PA USD 143500.00000000 0.031834043175 Long DBT CORP US Y 2 2028-03-01 Fixed 6.12500000 N N N N N N Delta Air Lines, Inc. N/A 830867AB3 2130000.00000000 PA USD 2316375.00000000 0.513864681256 Long DBT CORP US Y 2 2028-10-20 Fixed 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 102168.26000000 0.022665009059 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 2580000.00000000 EUR 3128172.86000000 USD 2021-04-12 102168.26000000 N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AT5 2095000.00000000 PA USD 2112760.57000000 0.468694851599 Long DBT CORP US N 2 2050-04-15 Fixed 4.10000000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332PAD3 323000.00000000 PA USD 335406.43000000 0.074406569853 Long DBT CORP US Y 2 2026-05-01 Fixed 7.00000000 N N N N N N Avient Corp. SM8L9RZYIB34LNTWO040 73179PAM8 60000.00000000 PA USD 63525.00000000 0.014092387405 Long DBT CORP US Y 2 2025-05-15 Fixed 5.75000000 N N N N N N Genesis Energy LP N/A 37185LAL6 240000.00000000 PA USD 239472.00000000 0.053124473779 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N Calumet Specialty Products Partners LP N/A 131477AT8 150000.00000000 PA USD 156000.00000000 0.034607043451 Long DBT CORP US Y 2 2025-04-15 Fixed 11.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -100192.20000000 -0.02222663986 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5214379.16000000 USD 566000000.00000000 JPY 2021-05-24 -100192.20000000 N N N Navient Private Education Refi Loan Trust N/A 63941JAA6 192941.53000000 PA USD 196598.41000000 0.043613395624 Long ABS-O CORP US Y 2 2068-10-15 Fixed 2.40000000 N N N N N N NESCO Holdings II, Inc. 254900FAHT0HW9T6L409 64083YAA9 132000.00000000 PA USD 135366.00000000 0.030029596435 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N Dell International LLC N/A 25272KAK9 3160000.00000000 PA USD 3738539.12000000 0.829357601107 Long DBT CORP US Y 2 2026-06-15 Fixed 6.02000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 59656.92000000 0.013234292452 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4411744.56000000 USD 3220000000.00000000 CLP 2021-06-11 59656.92000000 N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DL8 95000.00000000 PA USD 91736.71000000 0.020350873776 Long DBT CORP US N 2 2028-02-01 Fixed 1.75000000 N N N N N N LABL Escrow Issuer LLC N/A 50168AAA8 200000.00000000 PA USD 222720.00000000 0.049408209728 Long DBT CORP US Y 2 2027-07-15 Fixed 10.50000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040QAM6 230000.00000000 PA USD 228549.44000000 0.050701412826 Long DBT CORP US N 2 2031-06-01 Fixed 2.80000000 N N N N N N INEOS Group Holdings SA 213800WOJR3Q33H3EB73 44986UAD1 250000.00000000 PA USD 253125.00000000 0.056153255601 Long DBT CORP LU Y 2 2024-08-01 Fixed 5.62500000 N N N N N N Reynolds American, Inc. 02S2RPPVO9RP4NEU2740 761713AY2 310000.00000000 PA USD 340080.76000000 0.075443523323 Long DBT CORP US N 2 2023-09-15 Fixed 4.85000000 N N N N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAB3 290000.00000000 PA USD 301962.50000000 0.066987367681 Long DBT CORP US Y 2 2025-04-15 Fixed 8.25000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067DAD7 450000.00000000 PA USD 453367.98000000 0.100575162715 Long ABS-O CORP US N 2 2024-08-19 Fixed 1.11000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36261EAC1 55000.00000000 PA USD 55241.26000000 0.012254722340 Long ABS-O CORP US Y 2 2025-11-17 Fixed 1.14000000 N N N N N N McGraw Hill LLC N/A 58065PAA2 174000.00000000 PA USD 174817.80000000 0.038781584620 Long DBT CORP US Y 2 2024-11-30 Fixed 8.00000000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KAV2 50000.00000000 PA USD 52000.00000000 0.011535681150 Long DBT CORP US Y 2 2022-12-01 Fixed 4.87500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAD4 170000.00000000 PA USD 177209.70000000 0.039312203769 Long DBT CORP US Y 2 2024-07-15 Fixed 3.55000000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 156700BC9 56000.00000000 PA USD 57066.80000000 0.012659700174 Long DBT CORP US Y 2 2027-02-15 Fixed 4.00000000 N N N N N N CD&R Smokey Buyer, Inc. N/A 12510CAA9 194000.00000000 PA USD 207822.50000000 0.046103347998 Long DBT CORP US Y 2 2025-07-15 Fixed 6.75000000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 05552BAA4 169000.00000000 PA USD 174070.00000000 0.038615692651 Long DBT CORP US Y 2 2029-01-15 Fixed 6.25000000 N N N N N N Ascend Learning LLC 549300T466HKRLVCD610 043502AA1 150000.00000000 PA USD 153187.50000000 0.033983118389 Long DBT CORP US Y 2 2025-08-01 Fixed 6.87500000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAB6 40000.00000000 PA USD 40050.00000000 0.008884692886 Long DBT CORP US Y 2 2024-06-01 Fixed 5.50000000 N N N N N N Toyota Auto Loan Extended Note Trust 549300XP7ILZSI1BWP36 89237JAA4 110000.00000000 PA USD 111601.09000000 0.024757588275 Long ABS-O CORP US Y 2 2033-05-25 Fixed 1.35000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 204987.64000000 0.045474462593 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 9230000.00000000 CHF 9989718.06000000 USD 2021-06-14 204987.64000000 N N N CCO Holdings LLC N/A 1248EPCJ0 180000.00000000 PA USD 182250.00000000 0.040430344032 Long DBT CORP US Y 2 2032-05-01 Fixed 4.50000000 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCD5 475000.00000000 PA USD 461443.50000000 0.102366636250 Long DBT CORP US Y 2 2026-01-15 Fixed 1.37500000 N N N N N N Cardtronics, Inc. N/A 14161TAA0 70000.00000000 PA USD 71925.00000000 0.015955843591 Long DBT CORP US Y 2 2025-05-01 Fixed 5.50000000 N N N N N N NXP BV N/A 62947QAW8 200000.00000000 PA USD 208861.64000000 0.046333870839 Long DBT CORP NL Y 2 2022-09-01 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -306111.36000000 -0.06790775087 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5197913.31000000 USD 19330000.00000000 PLN 2021-04-27 -306111.36000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFK8 250000.00000000 PA USD 253033.28000000 0.056132908434 Long ABS-MBS USGSE US N 2 2027-01-25 Fixed 1.54500000 N N N N N N Holly Energy Partners LP N/A 435765AH5 124000.00000000 PA USD 125587.20000000 0.027860267226 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N Kenan Advantage Group, Inc. (The) 549300GVUXCXDWYPIY65 67109EAA6 352000.00000000 PA USD 352440.00000000 0.078185297398 Long DBT CORP US Y 2 2023-07-31 Fixed 7.87500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBH7 240000.00000000 PA USD 258983.18000000 0.057452834381 Long DBT CORP GB N 2 2025-05-07 Variable 3.93199920 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBP3 85000.00000000 PA USD 78466.24000000 0.017406952417 Long DBT CORP US N 2 2031-03-15 Fixed 1.50000000 N N N N N N Ziggo Bond Co. BV 213800JYI4P7V5QDOG59 98954UAB9 170000.00000000 PA USD 177437.50000000 0.039362738926 Long DBT CORP NL Y 2 2027-01-15 Fixed 6.00000000 N N N N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAF4 119000.00000000 PA USD 116545.63000000 0.025854485138 Long DBT CORP US Y 2 2031-02-01 Fixed 4.37500000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAM7 134000.00000000 PA USD 127787.76000000 0.028348439506 Long DBT CORP US Y 2 2031-04-01 Fixed 3.75000000 N N N N N N Crestwood Midstream Partners LP N/A 226373AQ1 120000.00000000 PA USD 117900.00000000 0.026154938608 Long DBT CORP US Y 2 2027-05-01 Fixed 5.62500000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017BT5 130000.00000000 PA USD 153117.28000000 0.033967540783 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Santander Consumer Auto Receivables Trust N/A 80281MAC7 50000.00000000 PA USD 53093.66000000 0.011778298709 Long ABS-O CORP US Y 2 2026-02-17 Fixed 3.71000000 N N N N N N ZoomInfo Technologies LLC N/A 98981BAA0 11000.00000000 PA USD 10756.35000000 0.002386188922 Long DBT CORP US Y 2 2029-02-01 Fixed 3.87500000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599BS4 65000.00000000 PA USD 62331.25000000 0.013827565879 Long DBT CORP US N 2 2028-02-15 Fixed 1.50000000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAU5 110000.00000000 PA USD 104561.93000000 0.023196020864 Long DBT CORP BM Y 2 2028-01-26 Fixed 2.85000000 N N N N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 00507VAQ2 115000.00000000 PA USD 95835.41000000 0.021260129475 Long DBT CORP US N 2 2050-09-15 Fixed 2.50000000 N N N N N N Kronos Acquisition Holdings, Inc. N/A 50106GAE2 70000.00000000 PA USD 69825.00000000 0.015489979545 Long DBT CORP US Y 2 2026-12-31 Fixed 5.00000000 N N N N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 00182EBL2 350000.00000000 PA USD 358963.12000000 0.079632386483 Long DBT CORP NZ Y 2 2023-02-13 Fixed 1.90000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBZ8 350000.00000000 PA USD 351140.37000000 0.077896987450 Long DBT CORP US N 2 2024-03-16 Variable 0.69699960 N N N N N N Dollar Tree, Inc. 549300PMSTQITB1WHR43 256746AF5 320000.00000000 PA USD 339512.77000000 0.075317520409 Long DBT CORP US N 2 2023-05-15 Fixed 3.70000000 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508WAB1 40000.00000000 PA USD 41500.00000000 0.009206360918 Long DBT CORP US N 2 2027-09-15 Fixed 5.25000000 N N N N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAC5 20000.00000000 PA USD 20300.00000000 0.004503352449 Long DBT CORP US Y 2 2024-02-01 Fixed 6.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -91192.77000000 -0.02023020611 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4482526.45000000 USD 486000000.00000000 JPY 2021-05-24 -91192.77000000 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AK3 119000.00000000 PA USD 126288.75000000 0.028015899094 Long DBT CORP CA Y 2 2029-02-15 Fixed 6.25000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MBR6 140000.00000000 PA USD 138059.28000000 0.030627073730 Long DBT CORP US N 2 2026-03-01 Fixed 1.15000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692BBP4 275000.00000000 PA USD 267498.61000000 0.059341897561 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.04100000 N N N N N N Genesis Energy LP N/A 37185LAM4 72000.00000000 PA USD 72901.44000000 0.016172457062 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10040.54000000 -0.00222739361 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3325140.70000000 USD 18670000.00000000 BRL 2021-04-14 -10040.54000000 N N N Exeter Automobile Receivables Trust N/A 30167YAE1 110000.00000000 PA USD 114459.95000000 0.025391797840 Long ABS-O CORP US Y 2 2025-05-15 Fixed 3.28000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752AS2 420000.00000000 PA USD 434184.07000000 0.096319403696 Long DBT CORP US N 2 2051-03-15 Fixed 3.60000000 N N N N N N N/A N/A N/A -246.00000000 NC USD 417103.79000000 0.092530314003 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2021-06-21 -32210625.00000000 USD 417103.79000000 N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JR9 250000.00000000 PA USD 250471.30000000 0.055564558734 Long DBT CORP US N 2 2021-11-15 Floating 1.57263120 N N N N N N NOVA Chemicals Corp. 5493007M1XGU5E55ZJ25 66977WAN9 190000.00000000 PA USD 191425.00000000 0.042465726235 Long DBT CORP CA Y 2 2023-08-01 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 46729.43000000 0.010366457785 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1100000.00000000 EUR 1336886.43000000 USD 2021-04-12 46729.43000000 N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 103186AB8 130000.00000000 PA USD 139587.50000000 0.030966094088 Long DBT CORP US Y 2 2025-10-02 Fixed 7.12500000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78388JAV8 90000.00000000 PA USD 92000.14000000 0.020409313093 Long DBT CORP US N 2 2024-09-01 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAM3 2180000.00000000 PA USD 2125594.18000000 0.471541859926 Long DBT UST US N 2 2025-09-30 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Z94 650000.00000000 PA USD 641616.56000000 0.142336231868 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 3340000.00000000 PA USD 2718607.70000000 0.603095992325 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAE4 480000.00000000 PA USD 478800.00000000 0.106217002594 Long DBT CORP US Y 2 2025-04-15 Fixed 7.25000000 N N N N N N Pernod Ricard International Finance LLC 5493009254WI1A8WXT48 71427QAC2 175000.00000000 PA USD 153919.96000000 0.034145607332 Long DBT CORP US Y 2 2050-10-01 Fixed 2.75000000 N N N N N N CCO Holdings LLC N/A 1248EPBK8 126000.00000000 PA USD 130095.00000000 0.028860277678 Long DBT CORP US Y 2 2027-05-01 Fixed 5.87500000 N N N N N N Icahn Enterprises LP N/A 451102BM8 100000.00000000 PA USD 102000.00000000 0.022627682257 Long DBT CORP US N 2 2024-02-01 Fixed 6.75000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AQ7 115000.00000000 PA USD 119823.08000000 0.026581554718 Long DBT CORP US Y 2 2023-09-01 Fixed 2.67000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AH4 134000.00000000 PA USD 144052.68000000 0.031956649718 Long DBT CORP US Y 2 2028-05-01 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 33741.90000000 0.007485303842 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5098314.99000000 USD 377000000.00000000 INR 2021-05-10 33741.90000000 N N N GLS Auto Receivables Issuer Trust N/A 36261AAC9 145000.00000000 PA USD 144785.86000000 0.032119298386 Long ABS-O CORP US Y 2 2025-04-15 Fixed 0.82000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AE6 140000.00000000 PA USD 144215.40000000 0.031992747527 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBL3 245000.00000000 PA USD 248241.60000000 0.055069922037 Long DBT CORP US N 2 2023-10-02 Fixed 1.45000000 N N N N N N Univar Solutions USA, Inc. 5493008FTB9VZW6CVA82 91337CAA4 52000.00000000 PA USD 54028.00000000 0.011985572715 Long DBT CORP US Y 2 2027-12-01 Fixed 5.12500000 N N N N N N Affinity Gaming N/A 00842XAA7 7000.00000000 PA USD 7367.50000000 0.001634406363 Long DBT CORP US Y 2 2027-12-15 Fixed 6.87500000 N N N N N N Penske Truck Leasing Co. LP N/A 709599AH7 230000.00000000 PA USD 242439.60000000 0.053782806228 Long DBT CORP US Y 2 2022-07-11 Fixed 4.87500000 N N N N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 00846UAN1 215000.00000000 PA USD 209398.41000000 0.046452947907 Long DBT CORP US N 2 2031-03-12 Fixed 2.30000000 N N N N N N 1011778 BC ULC N/A 68245XAC3 60000.00000000 PA USD 60600.00000000 0.013443505340 Long DBT CORP CA Y 2 2024-05-15 Fixed 4.25000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43815NAD6 70000.00000000 PA USD 71818.58000000 0.015932235376 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.85000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BG7 65000.00000000 PA USD 63809.78000000 0.014155563007 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Precision Drilling Corp. 549300WF2OE8T5BP4B84 740212AK1 80000.00000000 PA USD 80200.00000000 0.017791569774 Long DBT CORP CA N 2 2023-12-15 Fixed 7.75000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159YN0 4535000.00000000 PA USD 4557382.95000000 1.011009934473 Long DBT CORP CA N 2 2023-09-15 Floating 0.56000160 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAB2 206000.00000000 PA USD 215603.72000000 0.047829534015 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BN1 300000.00000000 PA USD 293635.65000000 0.065140139093 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 87800000.00000000 PA 4577503.12000000 1.015473393431 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000080 N N N N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 637417AQ9 160000.00000000 PA USD 157415.33000000 0.034921020290 Long DBT CORP US N 2 2051-04-15 Fixed 3.50000000 N N N N N N Bell Canada 549300O5ZKB2MUUSKB97 0778FPAF6 390000.00000000 PA USD 394490.54000000 0.087513790122 Long DBT CORP CA N 2 2051-03-17 Fixed 3.65000000 N N N N N N FHLMC Pool N/A 3133A6GU9 562813.28000000 PA USD 577197.72000000 0.128045554977 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CW8 190000.00000000 PA USD 229643.50000000 0.050944119121 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -90264.85000000 -0.02002435632 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 377000000.00000000 INR 5041792.04000000 USD 2021-05-10 -90264.85000000 N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625AA5 70000.00000000 PA USD 72100.00000000 0.015994665595 Long DBT CORP US Y 2 2028-04-01 Fixed 4.87500000 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAT0 168000.00000000 PA USD 182322.00000000 0.040446316514 Long DBT CORP US Y 2 2027-05-13 Fixed 6.62500000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CR4 665000.00000000 PA USD 635286.54000000 0.140931980091 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Flagship Credit Auto Trust N/A 33844QAE3 60000.00000000 PA USD 63432.86000000 0.014071947066 Long ABS-O CORP US Y 2 2026-04-15 Fixed 3.80000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAK8 154000.00000000 PA USD 157080.00000000 0.034846630675 Long DBT CORP CA Y 2 2024-03-15 Fixed 7.00000000 N N N N N N HSBC Bank Canada DMB80L5QKUQ124HSYW98 40427HTL7 350000.00000000 PA USD 353663.16000000 0.078456643240 Long DBT CORP CA Y 2 2023-05-14 Fixed 0.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -97680.90000000 -0.02166953301 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 149300000.00000000 ZAR 9966356.04000000 USD 2021-05-12 -97680.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -53069.76000000 -0.01177299673 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 24000000.00000000 ZAR 1564725.86000000 USD 2021-05-12 -53069.76000000 N N N Western Union Co. (The) 28ID94QU1140NC23S047 959802AZ2 200000.00000000 PA USD 194767.12000000 0.043207142210 Long DBT CORP US N 2 2026-03-15 Fixed 1.35000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AR5 257000.00000000 PA USD 254108.75000000 0.056371490722 Long DBT CORP US Y 2 2031-09-15 Fixed 4.50000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236THX6 90000.00000000 PA USD 84865.61000000 0.018826588800 Long DBT CORP US N 2 2031-01-10 Fixed 1.65000000 N N N N N N Cincinnati Bell, Inc. 549300JYVZOCUJOHL272 14987RAA6 80000.00000000 PA USD 84800.00000000 0.018812033876 Long DBT CORP US Y 2 2025-10-15 Fixed 8.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABT3 95000.00000000 PA USD 90540.70000000 0.020085550891 Long DBT CORP US Y 2 2028-01-10 Fixed 1.80000000 N N N N N N LSEGA Financing plc 2138009YFYTGEHZNNZ09 50220PAA1 865000.00000000 PA USD 862924.00000000 0.191431079254 Long DBT CORP GB Y 2 2024-04-06 Fixed 0.65000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 59180000000.00000000 PA 4441046.47000000 0.985201847176 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.37500000 N N N N N N Marvell Technology Group Ltd. 8DF36O58U3QIHUCGZB18 57385LAA6 165000.00000000 PA USD 176765.87000000 0.039213744512 Long DBT CORP BM N 2 2023-06-22 Fixed 4.20000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813DAC2 115000.00000000 PA USD 115862.94000000 0.025703037173 Long ABS-O CORP US N 2 2024-07-15 Fixed 0.82000000 N N N N N N Valmont Industries, Inc. 5493009ZGZJJ8F77JN08 920253AF8 703000.00000000 PA USD 763628.20000000 0.169403296785 Long DBT CORP US N 2 2044-10-01 Fixed 5.00000000 N N N N N N Nufarm Australia Ltd. N/A 67052NAA3 266000.00000000 PA USD 272650.00000000 0.060484682033 Long DBT CORP AU Y 2 2026-04-30 Fixed 5.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174824M3 220000.00000000 PA USD 234522.88000000 0.052026560888 Long DBT CORP US N 2 2022-11-01 Fixed 4.87500000 N N N N N N ARD Finance SA 6354006P6QPGGPVJW880 00191AAD8 200000.00000000 PA USD 209250.00000000 0.046420024630 Long DBT CORP LU Y 2 2027-06-30 Fixed 6.50000000 N N Y N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AG2 360000.00000000 PA USD 355618.76000000 0.078890473587 Long DBT CORP US N 2 2026-01-15 Fixed 3.40000000 N N N N N N Mueller Water Products, Inc. 549300F7ZU4P1F8V8L60 624758AE8 126000.00000000 PA USD 130214.70000000 0.028886831929 Long DBT CORP US Y 2 2026-06-15 Fixed 5.50000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAC5 150000.00000000 PA USD 160800.00000000 0.035671875558 Long DBT CORP US Y 2 2025-04-15 Fixed 6.25000000 N N N N N N Aethon United BR LP N/A 00810GAC8 88000.00000000 PA USD 90640.00000000 0.020107579605 Long DBT CORP US Y 2 2026-02-15 Fixed 8.25000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCY4 178000.00000000 PA USD 184559.30000000 0.040942639195 Long DBT CORP US Y 2 2026-01-01 Fixed 4.87500000 N N N N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922NAF0 72000.00000000 PA USD 73074.56000000 0.016210862007 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Owl Rock Capital Corp. 2549000BD79OOCPF2L94 69121KAE4 435000.00000000 PA USD 439599.39000000 0.097520738405 Long DBT CORP US N 2 2026-07-15 Fixed 3.40000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AY4 85000.00000000 PA USD 81081.43000000 0.017987106225 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N IRB Holding Corp. 549300HVW4WNWYBXN830 44988MAA3 118000.00000000 PA USD 122298.74000000 0.027130755187 Long DBT CORP US Y 2 2026-02-15 Fixed 6.75000000 N N N N N N Precision Drilling Corp. 549300WF2OE8T5BP4B84 740212AL9 70000.00000000 PA USD 67641.00000000 0.015005480936 Long DBT CORP CA Y 2 2026-01-15 Fixed 7.12500000 N N N N N N Rolls-Royce plc X57JK1U580XATGR67572 77578JAC2 200000.00000000 PA USD 212310.00000000 0.047098855097 Long DBT CORP GB Y 2 2027-10-15 Fixed 5.75000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAA1 153000.00000000 PA USD 163710.00000000 0.036317430022 Long DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N Ardagh Packaging Finance plc N/A 03969AAL4 200000.00000000 PA USD 206000.00000000 0.045699044558 Long DBT CORP US Y 2 2025-02-15 Fixed 6.00000000 N N N N N N Photo Holdings Merger Sub, Inc. N/A 719245AD4 294000.00000000 PA USD 322265.16000000 0.071491310225 Long DBT CORP US Y 2 2026-10-01 Fixed 8.50000000 N N N N N N BANK N/A 06539XAH7 250000.00000000 PA USD 246534.05000000 0.054691119107 Long ABS-MBS CORP US N 2 2063-04-15 Fixed 2.14400000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AP3 94000.00000000 PA USD 96115.00000000 0.021322153726 Long DBT CORP US Y 2 2025-04-01 Fixed 5.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAE8 20000.00000000 PA USD 20122.18000000 0.004463904856 Long ABS-O CORP US N 2 2024-11-15 Fixed 0.96000000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506BU0 40000.00000000 PA USD 39296.87000000 0.008717618510 Long DBT CORP US N 2 2026-03-15 Fixed 1.20000000 N N N N N N Capitol Investment Merger Sub 2 LLC N/A 14065HAA3 82000.00000000 PA USD 88642.00000000 0.019664343241 Long DBT CORP US Y 2 2024-08-01 Fixed 10.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAA9 6455000.00000000 PA USD 6458068.71000000 1.432658105530 Long DBT UST US N 2 2022-07-31 Floating 0.07500240 N N N N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849AE6 4020000.00000000 PA USD 4988781.41000000 1.106711378386 Long DBT CORP US N 2 2037-10-01 Fixed 6.60000000 N N N N N N NOVA Chemicals Corp. 5493007M1XGU5E55ZJ25 66977WAQ2 60000.00000000 PA USD 62625.00000000 0.013892731385 Long DBT CORP CA Y 2 2024-06-01 Fixed 4.87500000 N N N N N N Golub Capital BDC, Inc. 2549005WE0QLGK9APF78 38173MAB8 1780000.00000000 PA USD 1740577.63000000 0.386129779954 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -28755.65000000 -0.00637915403 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 2081278.15000000 USD 1750000.00000000 EUR 2021-04-12 -28755.65000000 N N N Westlake Automobile Receivables Trust N/A 96042QAJ9 35000.00000000 PA USD 35310.52000000 0.007833286538 Long ABS-O CORP US Y 2 2025-11-17 Fixed 1.24000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -92922.19000000 -0.02061386068 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 193400000.00000000 ZAR 12943814.21000000 USD 2021-05-12 -92922.19000000 N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508RAE6 50000.00000000 PA USD 51187.50000000 0.011355436132 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N Williams Scotsman International, Inc. 549300V3TCHCBOBTGH07 96950GAE2 52000.00000000 PA USD 52845.00000000 0.011723135969 Long DBT CORP US Y 2 2028-08-15 Fixed 4.62500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AE8 250000.00000000 PA USD 236595.00000000 0.052486240035 Long DBT CORP CH Y 2 2032-02-11 Variable 2.09499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KHXH9 3115703.50000000 PA USD 3243901.92000000 0.719627273713 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAA3 180000.00000000 PA USD 189900.00000000 0.042127420202 Long DBT CORP US Y 2 2025-08-15 Fixed 6.37500000 N N N N N N New England Power Co. 549300DTVRGN9GYD5U85 644188BG8 130000.00000000 PA USD 113469.58000000 0.025172094138 Long DBT CORP US Y 2 2050-10-06 Fixed 2.80700000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89239RAC0 60000.00000000 PA USD 60841.48000000 0.013497075269 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.36000000 N N N N N N Juniper Networks, Inc. AUHIXNGG7U2U7JEHM527 48203RAN4 50000.00000000 PA USD 49015.24000000 0.010873541926 Long DBT CORP US N 2 2025-12-10 Fixed 1.20000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 308000.00000000 PA USD 305690.00000000 0.067814276364 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Met Tower Global Funding 635400OFJCY9IOGBGY57 58989V2C7 860000.00000000 PA USD 859647.40000000 0.190704198238 Long DBT CORP US Y 2 2024-04-05 Fixed 0.70000000 N N N N N N Office Properties Income Trust N/A 81618TAC4 130000.00000000 PA USD 137325.11000000 0.030464205441 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N Tampa Electric Co. WS423EPRKJIIJUITXD73 875127BJ0 35000.00000000 PA USD 35772.83000000 0.007935845398 Long DBT CORP US N 2 2051-03-15 Fixed 3.45000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167YAA9 17998.85000000 PA USD 18037.08000000 0.004001346226 Long ABS-O CORP US Y 2 2023-08-15 Fixed 1.13000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAM7 50000.00000000 PA USD 50234.00000000 0.011143911671 Long DBT CORP US N 2 2023-03-01 Fixed 6.00000000 N N N N N N Intelligent Packaging Ltd. Finco, Inc. N/A 45827MAA5 136000.00000000 PA USD 140590.00000000 0.031188488710 Long DBT CORP CA Y 2 2028-09-15 Fixed 6.00000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAG0 88000.00000000 PA USD 93948.80000000 0.020841603870 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N Change Healthcare Holdings LLC N/A 15911NAA3 450000.00000000 PA USD 456660.00000000 0.101305464504 Long DBT CORP US Y 2 2025-03-01 Fixed 5.75000000 N N N N N N Appalachian Power Co. 3SCHO1ABYYIG382BEI70 037735CZ8 115000.00000000 PA USD 114666.82000000 0.025437689886 Long DBT CORP US N 2 2031-04-01 Fixed 2.70000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAP8 100000.00000000 PA USD 96629.24000000 0.021436232739 Long DBT CORP US N 2 2031-06-15 Fixed 2.40000000 N N N N N N Greystar Real Estate Partners LLC 254900HGC806SXAS4M46 39807UAB2 304000.00000000 PA USD 312360.00000000 0.069293949311 Long DBT CORP US Y 2 2025-12-01 Fixed 5.75000000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BS0 150000.00000000 PA USD 150385.13000000 0.033361440566 Long DBT CORP US N 2 2026-03-15 Fixed 1.65000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDF1 250000.00000000 PA USD 263236.10000000 0.058396302248 Long DBT CORP NL N 2 2022-11-09 Fixed 3.95000000 N N N N N N Interface, Inc. 549300VXZWQOIDFPU355 458665AS5 14000.00000000 PA USD 14472.50000000 0.003210579720 Long DBT CORP US Y 2 2028-12-01 Fixed 5.50000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576PAA9 60000.00000000 PA USD 61275.00000000 0.013593247355 Long DBT CORP US Y 2 2026-02-15 Fixed 4.50000000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 156700BB1 160000.00000000 PA USD 168017.60000000 0.037273028101 Long DBT CORP US Y 2 2026-12-15 Fixed 5.12500000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JS7 65000.00000000 PA USD 65018.85000000 0.014423783122 Long DBT CORP US N 2 2023-03-10 Fixed 1.36700000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2V2 230000.00000000 PA USD 228320.89000000 0.050650711289 Long DBT CORP US Y 2 2028-03-24 Fixed 2.50000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAA6 350000.00000000 PA USD 362639.41000000 0.080447934738 Long DBT CORP GB Y 2 2023-05-21 Fixed 2.37500000 N N N N N N Exeter Automobile Receivables Trust N/A 30166RAD9 60000.00000000 PA USD 59882.77000000 0.013284395021 Long ABS-O CORP US N 2 2025-02-18 Fixed 0.50000000 N N N N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 26907YAA2 110000.00000000 PA USD 111727.00000000 0.024785520152 Long DBT CORP US Y 2 2025-05-01 Fixed 5.25000000 N N N N N N White Cap Buyer LLC N/A 96350RAA2 160000.00000000 PA USD 169400.00000000 0.037579699748 Long DBT CORP US Y 2 2028-10-15 Fixed 6.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -88726.72000000 -0.01968313752 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11654426.49000000 USD 10910000.00000000 CHF 2021-06-14 -88726.72000000 N N N Rent-A-Center, Inc. 529900QUHE15UQNCCJ63 76009NAL4 37000.00000000 PA USD 39220.00000000 0.008700565667 Long DBT CORP US Y 2 2029-02-15 Fixed 6.37500000 N N N N N N Cornerstone Building Brands, Inc. 549300IW41QEWQ6T0H29 21925DAA7 80000.00000000 PA USD 85200.00000000 0.018900769885 Long DBT CORP US Y 2 2029-01-15 Fixed 6.12500000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809HAD9 2870000.00000000 PA USD 3312180.90000000 0.734774284147 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAF7 1110000.00000000 PA USD 1412055.31000000 0.313250381216 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 084659BC4 90000.00000000 PA USD 80842.55000000 0.017934113080 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 037411BA2 2505000.00000000 PA USD 2323387.50000000 0.515420334411 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAB1 250000.00000000 PA USD 256601.80000000 0.056924548990 Long DBT CORP NZ Y 2 2025-02-21 Fixed 2.00000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BS4 225000.00000000 PA USD 243647.80000000 0.054050833343 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N Baker Hughes a GE Co. LLC N/A 05723KAD2 235000.00000000 PA USD 243684.66000000 0.054059010366 Long DBT CORP US N 2 2022-12-15 Fixed 2.77300000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAF2 100000.00000000 PA USD 105875.00000000 0.023487312342 Long DBT CORP US Y 2 2026-03-15 Fixed 4.75000000 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCB9 110000.00000000 PA USD 116187.50000000 0.025775037570 Long DBT CORP US Y 2 2025-07-15 Fixed 3.30000000 N N N N N N AdaptHealth LLC N/A 00653VAA9 126000.00000000 PA USD 133182.00000000 0.029545097827 Long DBT CORP US Y 2 2028-08-01 Fixed 6.12500000 N N N N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 654744AC5 315000.00000000 PA USD 342013.64000000 0.075872313465 Long DBT CORP JP Y 2 2027-09-17 Fixed 4.34500000 N N N N N N FHLMC Pool N/A 3132AD3T3 125285.73000000 PA USD 134377.99000000 0.029810416275 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N STERIS Irish FinCo. UnLtd Co. N/A 85917PAB3 280000.00000000 PA USD 280061.49000000 0.062128847138 Long DBT CORP IE N 2 2051-03-15 Fixed 3.75000000 N N N N N N FNMA or FHLMC N/A 01F022667 1700000.00000000 PA USD 1735792.99000000 0.385068355311 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 2.50000000 N N N N N N Great-West Lifeco US Finance 2020 LP N/A 391399AA0 160000.00000000 PA USD 156874.30000000 0.034800998183 Long DBT CORP US Y 2 2025-08-12 Fixed 0.90400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 73953.61000000 0.016405870478 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11210000000.00000000 COP 3134664.75000000 USD 2021-04-22 73953.61000000 N N N Credit Acceptance Auto Loan Trust N/A 22534GAA1 625000.00000000 PA USD 635261.81000000 0.140926493987 Long ABS-O CORP US Y 2 2029-02-15 Fixed 2.01000000 N N N N N N Alliance Data Systems Corp. 549300G8S4PO686J7H97 018581AL2 152000.00000000 PA USD 161956.00000000 0.035928322623 Long DBT CORP US Y 2 2026-01-15 Fixed 7.00000000 N N N N N N ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081TAJ7 70000.00000000 PA USD 71837.50000000 0.015936432589 Long DBT CORP US Y 2 2024-12-15 Fixed 5.25000000 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L2L8 375000.00000000 PA USD 339843.75000000 0.075390945020 Long DBT NUSS SA Y 2 2050-11-24 Fixed 3.25000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 80000.00000000 PA USD 80152.00000000 0.017780921453 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N NTT Finance Corp. 3538007PR116187GD960 62954WAC9 200000.00000000 PA USD 197389.12000000 0.043788806748 Long DBT CORP JP Y 2 2026-04-03 Fixed 1.16200000 N N N N N N Sigma Holdco BV 254900RAPCKVT00GAO59 82660CAA0 200000.00000000 PA USD 199500.00000000 0.044257084414 Long DBT CORP NL Y 2 2026-05-15 Fixed 7.87500000 N N N N N N Teledyne Technologies, Inc. 549300VSMO9KYQWDND94 879360AE5 245000.00000000 PA USD 244147.67000000 0.054161724515 Long DBT CORP US N 2 2031-04-01 Fixed 2.75000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2L7 535000.00000000 PA USD 548098.08000000 0.121590090195 Long DBT CORP FR Y 2 2026-06-09 Variable 2.21900040 N N N N N N Rackspace Technology Global, Inc. 549300QTYCKLMFSE8I97 750098AA3 94000.00000000 PA USD 95405.30000000 0.021164713863 Long DBT CORP US Y 2 2028-12-01 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SL3 1975000.00000000 PA USD 1800644.63000000 0.399455044563 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AH3 146000.00000000 PA USD 156409.80000000 0.034697953493 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 N N N N N N Towd Point Mortgage Trust N/A 89177JAB4 2120000.00000000 PA USD 2255970.44000000 0.500464532329 Long ABS-O CORP US Y 2 2058-12-25 Variable 3.75000120 N N N N N N Realogy Group LLC N/A 75606DAG6 228000.00000000 PA USD 252078.78000000 0.055921162133 Long DBT CORP US Y 2 2027-04-01 Fixed 9.37500000 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 867224AE7 445000.00000000 PA USD 430501.77000000 0.095502522182 Long DBT CORP CA N 2 2051-03-04 Fixed 3.75000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBQ7 430000.00000000 PA USD 430174.98000000 0.095430027082 Long DBT CORP US Y 2 2024-04-01 Fixed 0.80000000 N N N N N N Ally Auto Receivables Trust N/A 02007FAD7 87353.27000000 PA USD 87407.13000000 0.019390399653 Long ABS-O CORP US N 2 2022-07-15 Fixed 1.96000000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LAY9 330000.00000000 PA USD 339986.33000000 0.075422574970 Long DBT CORP US N 2 2025-07-15 Fixed 3.25000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAF0 240000.00000000 PA USD 244179.72000000 0.054168834488 Long DBT CORP US N 2 2023-06-01 Fixed 1.35000000 N N N N N N AutoNation, Inc. N/A 05329WAN2 170000.00000000 PA USD 182803.14000000 0.040553052622 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AT6 330000.00000000 PA USD 339235.74000000 0.075256064068 Long DBT CORP US N 2 2022-10-01 Fixed 2.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -18813.96000000 -0.00417368930 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2316395.07000000 USD 8415000000.00000000 COP 2021-04-22 -18813.96000000 N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89114QCK2 160000.00000000 PA USD 156663.76000000 0.034754291985 Long DBT CORP CA N 2 2025-09-11 Fixed 0.75000000 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 23371DAD6 50000.00000000 PA USD 51031.25000000 0.011320773629 Long DBT CORP US Y 2 2021-11-15 Fixed 5.25000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DF9 132000.00000000 PA USD 145530.00000000 0.032284378420 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -34076.66000000 -0.00755956700 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46460000.00000000 PLN 11723456.63000000 USD 2021-04-27 -34076.66000000 N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 280000.00000000 PA USD 297920.00000000 0.066090579392 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N FHLMC Pool N/A 3133A45H5 539315.22000000 PA USD 553099.09000000 0.122699514364 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Hillenbrand, Inc. U246OE781574J2BUD366 431571AD0 119000.00000000 PA USD 126883.75000000 0.028147893907 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NBD0 3070000.00000000 PA USD 3334787.50000000 0.739789332792 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N AdaptHealth LLC N/A 00653VAC5 109000.00000000 PA USD 108182.50000000 0.023999208193 Long DBT CORP US Y 2 2029-08-01 Fixed 4.62500000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BP9 200000.00000000 PA USD 200618.32000000 0.044505172548 Long DBT CORP US N 2 2028-03-20 Fixed 2.00000000 N N N N N N Hudbay Minerals, Inc. 549300WI524AL577IX21 443628AJ1 121000.00000000 PA USD 124557.40000000 0.027631816372 Long DBT CORP CA Y 2 2026-04-01 Fixed 4.50000000 N N N N N N Northwest Fiber LLC N/A 667449AC6 7000.00000000 PA USD 6978.13000000 0.001548028513 Long DBT CORP US Y 2 2028-02-15 Fixed 6.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBU3 280000.00000000 PA USD 280880.32000000 0.062310496404 Long DBT CORP US N 2 2023-03-01 Fixed 0.65000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAQ8 70000.00000000 PA USD 70210.00000000 0.015575387953 Long DBT CORP US N 2 2024-04-15 Fixed 6.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34528GAK2 100000.00000000 PA USD 100907.61000000 0.022385346435 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.04000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAH8 75000.00000000 PA USD 77621.25000000 0.017219499817 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N Hyundai Capital Services, Inc. 549300MALMDAGL2ZJJ27 44920UAM0 325000.00000000 PA USD 342265.63000000 0.075928214932 Long DBT CORP KR Y 2 2023-03-05 Fixed 3.75000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAD6 270000.00000000 PA USD 273118.50000000 0.060588614083 Long DBT CORP US Y 2 2024-04-15 Fixed 5.50000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CQ6 4830000.00000000 PA USD 4659211.20000000 1.033599515707 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 118000.00000000 PA USD 121687.50000000 0.026995157692 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAW1 70000.00000000 PA USD 69708.80000000 0.015464201734 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Park Intermediate Holdings LLC N/A 70052LAB9 128000.00000000 PA USD 135552.00000000 0.030070858679 Long DBT CORP US Y 2 2028-10-01 Fixed 5.87500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CG2 830000.00000000 PA USD 830099.60000000 0.184149313632 Long DBT CORP DE N 2 2025-04-01 Variable 1.00000080 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CN0 170000.00000000 PA USD 169119.28000000 0.037517424817 Long DBT CORP US Y 2 2025-12-02 Fixed 2.00000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAM5 145000.00000000 PA USD 141346.29000000 0.031356264101 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N Ardagh Metal Packaging Finance USA LLC N/A 03969YAB4 210000.00000000 PA USD 209538.00000000 0.046483914556 Long DBT CORP US Y 2 2029-09-01 Fixed 4.00000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 74166NAA2 120000.00000000 PA USD 121650.00000000 0.026986838691 Long DBT CORP US Y 2 2032-07-15 Fixed 4.87500000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAF1 110000.00000000 PA USD 115659.50000000 0.025657906039 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.12500000 N N N N N N Brightstar Escrow Corp. N/A 10947XAA0 175000.00000000 PA USD 189875.00000000 0.042121874201 Long DBT CORP US Y 2 2025-10-15 Fixed 9.75000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B36 210000.00000000 PA USD 207923.10000000 0.046125665104 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AN4 165000.00000000 PA USD 165953.35000000 0.036815094836 Long DBT CORP US N 2 2021-06-01 Fixed 3.92200000 N N N N N N Forterra Finance LLC N/A 34962WAA2 58000.00000000 PA USD 62277.50000000 0.013815641978 Long DBT CORP US Y 2 2025-07-15 Fixed 6.50000000 N N N N N N Comerica Bank 70WY0ID1N53Q4254VH70 20034DJA8 250000.00000000 PA USD 264168.83000000 0.058603219092 Long DBT CORP US N 2 2024-07-23 Fixed 2.50000000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAW5 10000.00000000 PA USD 10700.00000000 0.002373688236 Long DBT CORP US Y 2 2030-07-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBK6 58620000.00000000 PA USD 58643108.00000000 13.00938837637 Long DBT UST US N 2 2023-01-31 Floating 0.06900120 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DD3 245000.00000000 PA USD 256677.02000000 0.056941235796 Long DBT CORP US Y 2 2023-02-22 Fixed 3.35000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAM3 180000.00000000 PA USD 189657.00000000 0.042073513076 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 7069.48000000 0.001568293599 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2710000.00000000 AUD 2065946.82000000 USD 2021-05-25 7069.48000000 N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BY5 235000.00000000 PA USD 229194.30000000 0.050844468583 Long DBT CORP US N 2 2031-03-15 Fixed 2.60000000 N N N N N N Kaiser Aluminum Corp. N/A 483007AK6 191000.00000000 PA USD 201982.50000000 0.044807802269 Long DBT CORP US Y 2 2025-05-01 Fixed 6.50000000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056AY3 170000.00000000 PA USD 183499.43000000 0.040707517611 Long DBT CORP US N 2 2026-11-19 Fixed 3.55000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 36258NAC6 85000.00000000 PA USD 86289.96000000 0.019142566635 Long ABS-O CORP US N 2 2024-09-16 Fixed 1.84000000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201AA6 160000.00000000 PA USD 185400.00000000 0.041129140102 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N Itron, Inc. 24F6LSZD18II6ICG6S41 465740AA6 110000.00000000 PA USD 112640.00000000 0.024988060092 Long DBT CORP US Y 2 2026-01-15 Fixed 5.00000000 N N N N N N 1011778 BC ULC N/A 68245XAK5 142000.00000000 PA USD 150342.50000000 0.033351983526 Long DBT CORP CA Y 2 2025-04-15 Fixed 5.75000000 N N N N N N Shift4 Payments LLC N/A 82453AAA5 168000.00000000 PA USD 174720.00000000 0.038759888666 Long DBT CORP US Y 2 2026-11-01 Fixed 4.62500000 N N N N N N N/A N/A N/A -217.00000000 NC 373293.30000000 0.082811393932 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short United Kingdom of Great Britain and Northern Ireland Long Gilt 2021-06-28 -27687030.00000000 GBP 373293.30000000 N N N Park Intermediate Holdings LLC N/A 70052LAA1 107000.00000000 PA USD 116793.71000000 0.025909519210 Long DBT CORP US Y 2 2025-06-01 Fixed 7.50000000 N N N N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073EAT2 605000.00000000 PA USD 602812.38000000 0.133727911718 Long DBT CORP US N 2 2031-03-15 Fixed 2.70000000 N N N N N N Targa Resources Partners LP N/A 87612BBJ0 160000.00000000 PA USD 167300.00000000 0.037113835702 Long DBT CORP US N 2 2026-04-15 Fixed 5.87500000 N N N N N N Verscend Escrow Corp. N/A 92535WAA8 350000.00000000 PA USD 373964.50000000 0.082960292955 Long DBT CORP US Y 2 2026-08-15 Fixed 9.75000000 N N N N N N Windstream Escrow LLC N/A 97382WAA1 136000.00000000 PA USD 138040.00000000 0.030622796654 Long DBT CORP US Y 2 2028-08-15 Fixed 7.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXS8 90000.00000000 PA USD 88330.20000000 0.019595173522 Long DBT CORP US N 2 2026-02-12 Variable 0.85500000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAB9 294000.00000000 PA USD 302305.50000000 0.067063458809 Long DBT CORP US Y 2 2024-03-01 Fixed 5.50000000 N N N N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 925524AX8 170000.00000000 PA USD 233977.29000000 0.051905527191 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 N/A 106390000.00000000 PA 6229363.71000000 1.381922183269 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N Diamond Sports Group LLC N/A 25277LAC0 308000.00000000 PA USD 161700.00000000 0.035871531578 Long DBT CORP US Y 2 2027-08-15 Fixed 6.62500000 N N N N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAD2 24000.00000000 PA USD 24870.00000000 0.005517161350 Long DBT CORP US Y 2 2026-08-01 Fixed 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 43121.41000000 0.009566054548 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7117158.37000000 USD 544000000.00000000 RUB 2021-05-12 43121.41000000 N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBQ2 175000.00000000 PA USD 161794.33000000 0.035892457747 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEK5 160000.00000000 PA USD 163613.44000000 0.036296009150 Long DBT CORP US N 2 2027-04-06 Fixed 2.25000000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAQ9 50000.00000000 PA USD 53060.11000000 0.011770855976 Long DBT CORP US Y 2 2029-02-01 Fixed 7.62500000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 31610000.00000000 PA 8186973.20000000 1.816198315849 Long DBT NUSS PL N 2 2022-04-25 Fixed 2.25000000 N N N N N N World Omni Auto Receivables Trust N/A 98162RAD0 35000.00000000 PA USD 35583.13000000 0.007893762346 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.96000000 N N N N N N FHLMC Pool N/A 3131Y8ZR9 16493.59000000 PA USD 17690.57000000 0.003924476440 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Crestwood Midstream Partners LP N/A 226373AR9 157000.00000000 PA USD 154645.00000000 0.034306450221 Long DBT CORP US Y 2 2029-02-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 545000.00000000 PA USD 423894.84000000 0.094036840685 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 42250PAA1 240000.00000000 PA USD 247723.51000000 0.054954988940 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30293HAE5 3000000.00000000 PA USD 3214625.70000000 0.713132636421 Long ABS-MBS USGSE US Y 2 2048-08-25 Variable 3.64001760 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HB2 655000.00000000 PA USD 657613.45000000 0.145884982299 Long DBT CORP US N 2 2024-04-01 Fixed 1.10000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 37500000000.00000000 PA 2640254.82000000 0.585714187692 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.50000000 N N N N N N Black Knight InfoServ LLC 549300H5PS5C68DAUX66 092174AA9 41000.00000000 PA USD 40287.01000000 0.008937271189 Long DBT CORP US Y 2 2028-09-01 Fixed 3.62500000 N N N N N N Sprint Capital Corp. 549300L17W0GQBR1PO80 852060AT9 110000.00000000 PA USD 162250.00000000 0.035993543590 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 8485000.00000000 PA USD 7500858.79000000 1.663990679952 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CBC7 555000.00000000 PA USD 565033.28000000 0.125346995338 Long DBT CORP US N 2 2051-04-15 Fixed 3.45000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913R2B2 340000.00000000 PA USD 342369.43000000 0.075951241927 Long DBT CORP US N 2 2022-05-13 Fixed 0.95000000 N N N N N N Nouryon Holding BV 549300K7VB5G6LULFT41 85529VAA2 300000.00000000 PA USD 318375.00000000 0.070628317045 Long DBT CORP NL Y 2 2026-10-01 Fixed 8.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796D63 720000.00000000 PA USD 719919.29000000 0.159706911223 Long STIV UST US N 2 2021-09-02 None 0.00000000 N N N N N N Puget Energy, Inc. SYBSJ96YIDMIUY7WDR33 745310AD4 170000.00000000 PA USD 173759.06000000 0.038546713715 Long DBT CORP US N 2 2021-09-01 Fixed 6.00000000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAP4 90000.00000000 PA USD 100639.80000000 0.022325935458 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 156686AM9 120000.00000000 PA USD 133663.20000000 0.029651847245 Long DBT CORP US N 2 2028-01-15 Fixed 6.87500000 N N N N N N AIG Global Funding 54930057MDZ7KOVOTV71 00138CAK4 350000.00000000 PA USD 358444.42000000 0.079517318064 Long DBT CORP US Y 2 2022-07-01 Fixed 2.30000000 N N N N N N Weekley Homes LLC N/A 948565AD8 108000.00000000 PA USD 110970.00000000 0.024617587255 Long DBT CORP US Y 2 2028-09-15 Fixed 4.87500000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23329PAF7 350000.00000000 PA USD 343992.64000000 0.076311334869 Long DBT CORP NO Y 2 2026-09-16 Variable 1.12700160 N N N N N N Clark Equipment Co. 549300X1FKNY520VPF71 181396AE2 77000.00000000 PA USD 81475.63000000 0.018074555562 Long DBT CORP US Y 2 2025-06-01 Fixed 5.87500000 N N N N N N Covanta Holding Corp. 40XIFLS8XDQGGHGPGC04 22282EAJ1 55000.00000000 PA USD 55481.25000000 0.012307961727 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAB8 122000.00000000 PA USD 128405.00000000 0.028485368041 Long DBT CORP US N 2 2027-12-15 Fixed 5.50000000 N N N N N N Plains All American Pipeline LP N/A 72650RBB7 335000.00000000 PA USD 343565.62000000 0.076216604743 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZL7 1695000.00000000 PA USD 1673192.81000000 0.371181129994 Long DBT UST US N 2 2025-04-30 Fixed 0.37500000 N N N N N N SoFi Professional Loan Program Trust N/A 83406TAB8 120000.00000000 PA USD 123291.24000000 0.027350931409 Long ABS-O CORP US Y 2 2046-05-15 Fixed 2.54000000 N N N N N N Owl Rock Technology Finance Corp. 254900G5EZJSOD3UKL16 691205AE8 85000.00000000 PA USD 86841.14000000 0.019264840419 Long DBT CORP US Y 2 2026-06-17 Fixed 3.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002UAJ0 100000.00000000 PA USD 97230.20000000 0.021569549719 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.09200000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 00101JAH9 50000.00000000 PA USD 51812.50000000 0.011494086146 Long DBT CORP US N 2 2023-06-15 Fixed 4.12500000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464GS3 137000.00000000 PA USD 139051.68000000 0.030847227768 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.46000000 N N N N N N First Investors Auto Owner Trust N/A 32058RAA2 154643.33000000 PA USD 155836.34000000 0.034570737113 Long ABS-O CORP US Y 2 2024-09-16 Fixed 2.21000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066PAE9 35000.00000000 PA USD 35065.71000000 0.007778977882 Long ABS-O CORP US N 2 2026-08-18 Fixed 1.06000000 N N N N N N Granite Merger Sub 2, Inc. N/A 81112FAA9 116000.00000000 PA USD 133255.00000000 0.029561292148 Long DBT CORP US Y 2 2027-07-15 Fixed 11.00000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAN4 60000.00000000 PA USD 65422.20000000 0.014513262295 Long DBT CORP US Y 2 2025-06-15 Fixed 7.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 67991.11000000 0.015083149346 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6355201.04000000 USD 488000000.00000000 RUB 2021-05-12 67991.11000000 N N N Oaktree Specialty Lending Corp. 549300J6MGCEU5928620 67401PAB4 185000.00000000 PA USD 189808.67000000 0.042107159552 Long DBT CORP US N 2 2025-02-25 Fixed 3.50000000 N N N N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 72147KAE8 74000.00000000 PA USD 79305.80000000 0.017593200426 Long DBT CORP US Y 2 2027-09-30 Fixed 5.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5266.80000000 -0.00116838702 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 15650000.00000000 BRL 2773593.27000000 USD 2021-04-14 -5266.80000000 N N N United States of America 254900HROIFWPRGM1V77 91282CBQ3 36390000.00000000 PA USD 35661574.09000000 7.911164385245 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAW8 175000.00000000 PA USD 174061.55000000 0.038613818103 Long DBT CORP US N 2 2051-04-01 Fixed 3.35000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAW3 170000.00000000 PA USD 182275.56000000 0.040436014263 Long DBT CORP US Y 2 2024-07-15 Fixed 3.37500000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 389375AL0 149000.00000000 PA USD 146951.25000000 0.032599668551 Long DBT CORP US Y 2 2030-10-15 Fixed 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 137199.31000000 0.030436297966 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 8380000.00000000 PLN 2257908.07000000 USD 2021-04-27 137199.31000000 N N N American Credit Acceptance Receivables Trust N/A 02530QAC1 115000.00000000 PA USD 115914.39000000 0.025714450842 Long ABS-O CORP US Y 2 2026-12-14 Fixed 1.31000000 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 23371DAB0 92000.00000000 PA USD 94472.50000000 0.020957781490 Long DBT CORP US Y 2 2024-08-01 Fixed 5.00000000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98311AAB1 109000.00000000 PA USD 110117.25000000 0.024428413176 Long DBT CORP US Y 2 2028-08-15 Fixed 4.37500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 23310000000.00000000 PA 6185740.78000000 1.372244871513 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N LABL Escrow Issuer LLC N/A 50168AAB6 170000.00000000 PA USD 182112.50000000 0.040399841029 Long DBT CORP US Y 2 2026-07-15 Fixed 6.75000000 N N N N N N Levi Strauss & Co. MB0UERO0RDFKU8258G77 52736RBG6 10000.00000000 PA USD 10151.00000000 0.002251898064 Long DBT CORP US N 2 2025-05-01 Fixed 5.00000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331AW7 170000.00000000 PA USD 178527.51000000 0.039604546768 Long DBT CORP US N 2 2024-10-01 Fixed 2.52900000 N N N N N N Genesis Energy LP N/A 37185LAF9 90000.00000000 PA USD 87750.00000000 0.019466461941 Long DBT CORP US N 2 2024-06-15 Fixed 5.62500000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AW0 1800000.00000000 PA USD 2150901.00000000 0.477155925435 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.62500000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBB1 495000.00000000 PA USD 528586.25000000 0.117261585396 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N Onemain Financial Issuance Trust 549300I1P51W2UFIED29 68267BAA8 289509.62000000 PA USD 290635.73000000 0.064474636774 Long ABS-O CORP US Y 2 2029-03-14 Fixed 3.30000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJD2 160000.00000000 PA USD 159208.93000000 0.035318912554 Long DBT CORP US N 2 2026-06-19 Variable 1.31900040 N N N N N N FHLMC Pool N/A 3132DWAF0 345922.08000000 PA USD 345222.35000000 0.076584133763 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529WAB3 100000.00000000 PA USD 101989.73000000 0.022625403960 Long ABS-O CORP US Y 2 2024-09-13 Fixed 2.48000000 N N N N N N NXP BV N/A 62954HAD0 950000.00000000 PA USD 997765.81000000 0.221344389368 Long DBT CORP US Y 2 2030-05-01 Fixed 3.40000000 N N N N N N AssuredPartners, Inc. 549300HNDSDQWQ3L2P80 04624VAB5 36000.00000000 PA USD 36594.00000000 0.008118013769 Long DBT CORP US Y 2 2029-01-15 Fixed 5.62500000 N N N N N N Targa Resources Partners LP N/A 87612BBR2 108000.00000000 PA USD 109215.00000000 0.024228258016 Long DBT CORP US Y 2 2031-02-01 Fixed 4.87500000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BE1 315000.00000000 PA USD 338332.46000000 0.075055680413 Long DBT CORP US Y 2 2025-05-13 Fixed 3.35000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042PAB8 154941.93000000 PA USD 155368.33000000 0.034466913765 Long ABS-O CORP US Y 2 2024-02-15 Fixed 0.93000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -117162.90000000 -0.02599142032 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3178353.60000000 USD 2610000.00000000 EUR 2021-04-12 -117162.90000000 N N N Reliance Standard Life Global Funding II N/A 75951AAJ7 330000.00000000 PA USD 354875.63000000 0.078725617611 Long DBT CORP US Y 2 2023-09-19 Fixed 3.85000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DB0 345000.00000000 PA USD 352093.75000000 0.078108485291 Long DBT CORP US N 2 2022-06-15 Fixed 2.62500000 N N N N N N Blue Racer Midstream LLC N/A 095796AE8 150000.00000000 PA USD 155250.00000000 0.034440663435 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919VAA3 180000.00000000 PA USD 176157.00000000 0.039078672778 Long DBT CORP US Y 2 2027-03-01 Fixed 4.00000000 N N N N N N Crestwood Midstream Partners LP N/A 226373AL2 240000.00000000 PA USD 240048.00000000 0.053252253631 Long DBT CORP US N 2 2023-04-01 Fixed 6.24999960 N N N N N N Expedia Group, Inc. N/A 30212PAS4 75000.00000000 PA USD 86770.66000000 0.019249205134 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 N/A 115960000.00000000 PA 6145877.64000000 1.363401631653 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N Camelot Finance SA N/A 13323AAB6 450000.00000000 PA USD 464701.50000000 0.103089391042 Long DBT CORP LU Y 2 2026-11-01 Fixed 4.50000000 N N N N N N SoFi Professional Loan Program LLC 549300MIP15HTYPHSM46 78469PAB0 97885.58000000 PA USD 98960.88000000 0.021953483809 Long ABS-O CORP US Y 2 2036-12-26 Fixed 2.76000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBL4 11815000.00000000 PA USD 11152138.33000000 2.473990613901 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RAM9 350000.00000000 PA USD 358992.45000000 0.079638893051 Long DBT CORP US N 2 2023-01-27 Fixed 1.85000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216DL1 440000.00000000 PA USD 427386.70000000 0.094811474985 Long DBT CORP US N 2 2051-03-05 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -78778.71000000 -0.01747627076 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3315751.18000000 USD 18230000.00000000 BRL 2021-04-14 -78778.71000000 N N N New Enterprise Stone & Lime Co., Inc. 549300O5DQ5Y61B8VF38 644274AF9 190000.00000000 PA USD 195462.50000000 0.043361405325 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 N/A 95345000.00000000 PA 5273334.93000000 1.169836737559 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 156700AX4 60000.00000000 PA USD 66231.60000000 0.014692819609 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAS0 7265000.00000000 PA USD 7267969.21000000 1.612326450372 Long DBT UST US N 2 2022-10-31 Floating 0.07500240 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DG7 245000.00000000 PA USD 243945.03000000 0.054116770853 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 12445000.00000000 PA 2300722.00000000 0.510392219390 Long DBT NUSS BR N 2 2031-01-01 Fixed 9.99999990 N N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102AP0 2094000.00000000 PA USD 2138753.76000000 0.474461181444 Long DBT CORP US N 2 2024-02-01 Fixed 1.50000120 N N N N Y Western Digital Corp. USD XXXX N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAD2 90000.00000000 PA USD 95512.50000000 0.021188495113 Long DBT CORP US Y 2 2025-05-01 Fixed 6.87500000 N N N N N N Specialty Building Products Holdings LLC N/A 84749AAA5 247000.00000000 PA USD 255645.00000000 0.056712292456 Long DBT CORP US Y 2 2026-09-30 Fixed 6.37500000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CAX3 170000.00000000 PA USD 181340.62000000 0.040228607153 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N Illuminate Buyer LLC N/A 45232TAA9 214000.00000000 PA USD 239145.00000000 0.053051932091 Long DBT CORP US Y 2 2028-07-01 Fixed 9.00000000 N N N N N N G-III Apparel Group Ltd. 529900O5KABM3R3SFM87 36237HAA9 160000.00000000 PA USD 174637.60000000 0.038741609048 Long DBT CORP US Y 2 2025-08-15 Fixed 7.87500000 N N N N N N Ken Garff Automotive LLC N/A 48850PAA2 93000.00000000 PA USD 92790.75000000 0.020584702033 Long DBT CORP US Y 2 2028-09-15 Fixed 4.87500000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 91911XAV6 220000.00000000 PA USD 243221.00000000 0.053956152021 Long DBT CORP US Y 2 2026-04-01 Fixed 9.25000000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAX6 140000.00000000 PA USD 153475.00000000 0.034046897396 Long DBT CORP US Y 2 2025-04-15 Fixed 8.12500000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAJ2 245000.00000000 PA USD 253102.15000000 0.056148186556 Long DBT CORP US N 2 2022-10-01 Fixed 3.37500000 N N N N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073EAS4 435000.00000000 PA USD 435174.00000000 0.096539009789 Long DBT CORP US N 2 2023-03-15 Fixed 0.73700000 N N N N N N Realogy Group LLC N/A 75606DAL5 24000.00000000 PA USD 23591.52000000 0.005233543318 Long DBT CORP US Y 2 2029-01-15 Fixed 5.75000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96949LAA3 165000.00000000 PA USD 168989.29000000 0.037488587832 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N Solaris Midstream Holdings LLC 5493007AWQW8ZKCHVV46 83419MAA0 71000.00000000 PA USD 72597.50000000 0.016105031006 Long DBT CORP US Y 2 2026-04-01 Fixed 7.62500000 N N N N N N Watco Cos. LLC N/A 941130AB2 406000.00000000 PA USD 427416.50000000 0.094818085817 Long DBT CORP US Y 2 2027-06-15 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 33902.43000000 0.007520915821 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 224000000.00000000 RUB 2982252.93000000 USD 2021-05-12 33902.43000000 N N N Hilcorp Energy I LP N/A 431318AS3 150000.00000000 PA USD 154500.00000000 0.034274283418 Long DBT CORP US Y 2 2028-11-01 Fixed 6.25000000 N N N N N N Embraer Netherlands Finance BV 724500PBR8LR26XBSP67 29082HAC6 2110000.00000000 PA USD 2311083.00000000 0.512690703859 Long DBT CORP NL Y 2 2028-01-17 Fixed 6.95000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AN9 110000.00000000 PA USD 117425.00000000 0.026049564598 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAF4 72000.00000000 PA USD 75373.20000000 0.016720792355 Long DBT CORP US Y 2 2026-05-01 Fixed 7.62500000 N N N N N N Allied Universal Holdco LLC N/A 019576AA5 238000.00000000 PA USD 252394.24000000 0.055991143786 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N PQ Corp. 2H1FRGMQKKSWC9PFJY28 693522AH7 246000.00000000 PA USD 252458.73000000 0.056005450249 Long DBT CORP US Y 2 2025-12-15 Fixed 5.75000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDK7 250000.00000000 PA USD 244069.38000000 0.054144356659 Long DBT CORP NL Y 2 2027-02-24 Variable 1.10599920 N N N N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QCD6 40000.00000000 PA USD 36766.61000000 0.008156305575 Long DBT CORP US N 2 2050-05-01 Fixed 2.70000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -42375.87000000 -0.00940066393 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3222774.27000000 USD 3600000000.00000000 KRW 2021-05-10 -42375.87000000 N N N Burlington Northern Santa Fe LLC N/A 12189LBG5 600000.00000000 PA USD 600646.44000000 0.133247419540 Long DBT CORP US N 2 2051-09-15 Fixed 3.30000000 N N N N N N Cincinnati Bell, Inc. 549300JYVZOCUJOHL272 171871AP1 270000.00000000 PA USD 278100.00000000 0.061693710153 Long DBT CORP US Y 2 2024-07-15 Fixed 7.00000000 N N N N N N Rocket Software, Inc. 549300PVG26ISP5X1556 77314EAA6 250000.00000000 PA USD 252250.00000000 0.055959145581 Long DBT CORP US Y 2 2029-02-15 Fixed 6.50000000 N N N N N N Southwestern Public Service Co. OL6FE7QD5EQ3DOYEO258 845743BU6 75000.00000000 PA USD 71934.64000000 0.015957982129 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBN2 475000.00000000 PA USD 431881.07000000 0.095808506125 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N Endeavor Energy Resources LP N/A 29260FAF7 23000.00000000 PA USD 24530.65000000 0.005441879938 Long DBT CORP US Y 2 2025-07-15 Fixed 6.62500000 N N N N N N Icahn Enterprises LP N/A 451102CA3 50000.00000000 PA USD 48673.00000000 0.010797619397 Long DBT CORP US Y 2 2029-02-01 Fixed 4.37500000 N N N N N N Realogy Group LLC N/A 75606DAJ0 185000.00000000 PA USD 201378.05000000 0.044673711068 Long DBT CORP US Y 2 2025-06-15 Fixed 7.62500000 N N N N N N Mattel, Inc. 549300VELLG24KHTJ564 577081BF8 39000.00000000 PA USD 39460.20000000 0.008753851641 Long DBT CORP US Y 2 2029-04-01 Fixed 3.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 121712.93000000 0.027000799084 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11230000.00000000 CHF 12026644.96000000 USD 2021-06-14 121712.93000000 N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50076QAR7 90000.00000000 PA USD 124182.00000000 0.027548537627 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N eBay, Inc. OML71K8X303XQONU6T67 278642AV5 90000.00000000 PA USD 92315.42000000 0.020479254815 Long DBT CORP US N 2 2025-03-11 Fixed 1.90000000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAU9 80000.00000000 PA USD 82300.00000000 0.018257433821 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370BY5 80000.00000000 PA USD 91911.20000000 0.020389582641 Long DBT CORP US N 2 2028-10-01 Fixed 6.62500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254AJ9 325000.00000000 PA USD 340125.34000000 0.075453412951 Long DBT CORP GB Y 2 2023-01-11 Fixed 3.95000000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AK8 90000.00000000 PA USD 86948.99000000 0.019288765865 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 45638.11000000 0.010124359332 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 16750000.00000000 AUD 12771171.50000000 USD 2021-05-25 45638.11000000 N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBF5 130000.00000000 PA USD 145528.08000000 0.032283952487 Long DBT CORP US N 2 2024-10-01 Fixed 4.65000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAX9 190000.00000000 PA USD 180500.00000000 0.040042123994 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Nielsen Finance LLC N/A 65409QBD3 76000.00000000 PA USD 79752.50000000 0.017692296364 Long DBT CORP US Y 2 2028-10-01 Fixed 5.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBH3 1295000.00000000 PA USD 1262302.29000000 0.280029167945 Long DBT UST US N 2 2026-01-31 Fixed 0.37500000 N N N N N N GEMS MENASA Cayman Ltd. N/A 36166LAA5 200000.00000000 PA USD 206187.50000000 0.045740639562 Long DBT CORP US Y 2 2026-07-31 Fixed 7.12500000 N N N N N N Golden Entertainment, Inc. 549300P8YYCKQVJ0Y638 381013AA9 150000.00000000 PA USD 159562.50000000 0.035397348530 Long DBT CORP US Y 2 2026-04-15 Fixed 7.62500000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 449934AD0 200000.00000000 PA USD 207000.00000000 0.045920884580 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N Simmons Foods, Inc. N/A 82873MAA1 138000.00000000 PA USD 138865.26000000 0.030805872351 Long DBT CORP US Y 2 2029-03-01 Fixed 4.62500000 N N N N N N Pike Corp. 549300P4EKEP6HK0NC58 721283AA7 59000.00000000 PA USD 60032.50000000 0.013317611128 Long DBT CORP US Y 2 2028-09-01 Fixed 5.50000000 N N N N N N Owl Rock Capital Corp. 2549000BD79OOCPF2L94 69121KAD6 1105000.00000000 PA USD 1159844.13000000 0.257299847464 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N Ascend Learning LLC 549300T466HKRLVCD610 043502AB9 160000.00000000 PA USD 163400.00000000 0.036248659615 Long DBT CORP US Y 2 2025-08-01 Fixed 6.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -38812.42000000 -0.00861014811 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1052307.90000000 USD 77000000.00000000 RUB 2021-05-12 -38812.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 2144.79000000 0.000475800261 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10272308.93000000 USD 11630000000.00000000 KRW 2021-05-10 2144.79000000 N N N Outfront Media Capital LLC N/A 69007TAB0 137000.00000000 PA USD 138541.25000000 0.030733993965 Long DBT CORP US Y 2 2027-08-15 Fixed 5.00000000 N N N N N N ACI Worldwide, Inc. 5493003BPVMZUJ6F5C02 004498AB7 222000.00000000 PA USD 234210.00000000 0.051957151582 Long DBT CORP US Y 2 2026-08-15 Fixed 5.75000000 N N N N N N DT Auto Owner Trust N/A 23344GAC5 40000.00000000 PA USD 39929.02000000 0.008857854680 Long ABS-O CORP US Y 2 2025-09-15 Fixed 0.62000000 N N N N N N Graham Packaging Co., Inc. N/A 384701AA6 127000.00000000 PA USD 134937.50000000 0.029934537985 Long DBT CORP US Y 2 2028-08-15 Fixed 7.12500000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 28470RAH5 161000.00000000 PA USD 171271.80000000 0.037994939901 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568AY6 170000.00000000 PA USD 175356.99000000 0.038901198541 Long DBT CORP US N 2 2022-09-25 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -251551.80000000 -0.05580425687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6154546.88000000 USD 21620000000.00000000 COP 2021-04-22 -251551.80000000 N N N CDW LLC N/A 12513GBE8 30000.00000000 PA USD 31200.00000000 0.006921408690 Long DBT CORP US N 2 2025-05-01 Fixed 4.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 51528.88000000 0.011431167879 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2983745.06000000 USD 62300000.00000000 MXN 2021-05-13 51528.88000000 N N N Cushman & Wakefield US Borrower LLC N/A 23166MAA1 83000.00000000 PA USD 89349.50000000 0.019821295057 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281ABH1 34000.00000000 PA USD 36380.00000000 0.008070540005 Long DBT CORP US Y 2 2029-01-15 Fixed 8.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYA6 190000.00000000 PA USD 187848.92000000 0.041672408569 Long DBT CORP US N 2 2027-03-09 Variable 1.43100000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGH1 95000.00000000 PA USD 95117.77000000 0.021100928201 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N DT Auto Owner Trust N/A 23343RAA6 23136.29000000 PA USD 23221.83000000 0.005151531281 Long ABS-O CORP US Y 2 2024-01-16 Fixed 1.14000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 710000.00000000 PA USD 589576.90000000 0.130791752542 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2R1 105000.00000000 PA USD 100941.31000000 0.022392822444 Long DBT CORP US Y 2 2030-11-19 Fixed 2.55000000 N N N N N N CP Atlas Buyer, Inc. 2549006ZZ07G0NDDCR36 12597YAA7 21000.00000000 PA USD 21997.50000000 0.004879925886 Long DBT CORP US Y 2 2028-12-01 Fixed 7.00000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBG0 170000.00000000 PA USD 194627.68000000 0.043176208837 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAK1 80000.00000000 PA USD 97816.00000000 0.021699503604 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 41283LAU9 170000.00000000 PA USD 175002.25000000 0.038822503012 Long DBT CORP US Y 2 2022-02-04 Fixed 4.05000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 70135000.00000000 PA 12965941.12000000 2.876364664971 Long DBT NUSS BR N 2 2031-01-01 Fixed 9.99999990 N N N N N N Global Net Lease, Inc. N/A 37892AAA8 92000.00000000 PA USD 89491.16000000 0.019852720914 Long DBT CORP US Y 2 2027-12-15 Fixed 3.75000000 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VAG8 132000.00000000 PA USD 131752.50000000 0.029227977515 Long DBT CORP US Y 2 2026-11-01 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAZ4 435000.00000000 PA USD 425296.50000000 0.094347784970 Long DBT UST US N 2 2025-11-30 Fixed 0.37500000 N N N N N N FHLMC Pool N/A 31329KYG3 16575.73000000 PA USD 17856.37000000 0.003961257515 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DRT1 1650107.53000000 PA USD 1718002.69000000 0.381121754765 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CE7 150000.00000000 PA USD 149964.30000000 0.033268083630 Long DBT CORP DE N 2 2026-11-24 Variable 2.12900040 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BS8 175000.00000000 PA USD 171311.00000000 0.038003636030 Long DBT CORP US N 2 2041-03-01 Fixed 3.37500000 N N N N N N United Auto Credit Securitization Trust N/A 90945BAC8 165000.00000000 PA USD 165678.32000000 0.036754082174 Long ABS-O CORP US Y 2 2022-11-10 Fixed 1.47000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 14987KAA1 168000.00000000 PA USD 171795.12000000 0.038111033222 Long DBT CORP US Y 2 2025-08-15 Fixed 6.12500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286GAF8 514000.00000000 PA USD 524433.94000000 0.116340436854 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.90000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -289072.63000000 -0.06412787863 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5072055.39000000 USD 18900000.00000000 PLN 2021-04-27 -289072.63000000 N N N FNMA or FHLMC N/A 01F022642 687000.00000000 PA USD 704443.34000000 0.156273726133 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 2.50000000 N N N N N N FHLMC Pool N/A 3132DV3L7 608449.05000000 PA USD 651654.83000000 0.144563121907 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAF0 90000.00000000 PA USD 86054.69000000 0.019090374333 Long DBT CORP GB Y 2 2050-09-02 Fixed 3.55000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15137TAA8 294000.00000000 PA USD 307435.80000000 0.068201564674 Long DBT CORP US Y 2 2026-06-01 Fixed 5.37500000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 67054KAA7 200000.00000000 PA USD 208000.00000000 0.046142724602 Long DBT CORP FR Y 2 2026-05-01 Fixed 7.37500000 N N N N N N NFP Corp. VO2L9FZNXDJNQNEYH039 65342RAD2 135000.00000000 PA USD 139387.50000000 0.030921726084 Long DBT CORP US Y 2 2028-08-15 Fixed 6.87500000 N N N N N N GE Capital Funding LLC 549300XAGH9TOLX5XM67 36166NAD5 210000.00000000 PA USD 232841.18000000 0.051653492523 Long DBT CORP US Y 2 2027-05-15 Fixed 4.05000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKA9 410000.00000000 PA USD 397759.25000000 0.088238920821 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 117881.84000000 0.026150909994 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 32510000.00000000 BRL 5890453.15000000 USD 2021-04-14 117881.84000000 N N N ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081TAK4 20000.00000000 PA USD 19456.00000000 0.004316119470 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25000000 N N N N N N FHLMC Pool N/A 3131Y7TD9 14403.97000000 PA USD 15462.80000000 0.003430267894 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAV4 240000.00000000 PA USD 248264.76000000 0.055075059852 Long DBT CORP FR Y 2 2025-01-22 Fixed 2.62500000 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 14879EAE8 104000.00000000 PA USD 108639.44000000 0.024100575773 Long DBT CORP US Y 2 2027-07-15 Fixed 5.00000000 N N N N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035QAA0 144000.00000000 PA USD 151704.00000000 0.033654018716 Long DBT CORP US Y 2 2028-06-01 Fixed 5.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAJ8 170000.00000000 PA USD 221044.66000000 0.049036552265 Long DBT CORP US N 2 2038-07-01 Fixed 7.50000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WCQ2 325000.00000000 PA USD 349069.70000000 0.077437629972 Long DBT CORP US N 2 2023-10-10 Fixed 3.62500000 N N N N N N Dave & Buster's, Inc. 549300JAVWTAY1FT5Z45 23833NAH7 98000.00000000 PA USD 104492.50000000 0.023180618512 Long DBT CORP US Y 2 2025-11-01 Fixed 7.62500000 N N N N N N ATS Automation Tooling Systems, Inc. 5493005KP4RP3IU7HQ41 001940AC9 60000.00000000 PA USD 59550.00000000 0.013210573317 Long DBT CORP CA Y 2 2028-12-15 Fixed 4.12500000 N N N N N N MGM Growth Properties Operating Partnership LP N/A 55303XAK1 152000.00000000 PA USD 159600.00000000 0.035405667531 Long DBT CORP US Y 2 2025-06-15 Fixed 4.62500000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525BJ1 150000.00000000 PA USD 151114.40000000 0.033523221839 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AS8 350000.00000000 PA USD 377618.92000000 0.083770989568 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 36258MAD6 70000.00000000 PA USD 70847.08000000 0.015716717794 Long ABS-O CORP US N 2 2024-07-16 Fixed 1.75000000 N N N N N N PowerTeam Services LLC 549300J2G34D0WX8Z443 73939VAA2 283333.00000000 PA USD 312374.63000000 0.069297194831 Long DBT CORP US Y 2 2025-12-04 Fixed 9.03300000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHZ6 410000.00000000 PA USD 414989.33000000 0.092061242150 Long DBT CORP US N 2 2025-05-12 Fixed 1.45000000 N N N N N N Gray Oak Pipeline LLC N/A 38937LAA9 335000.00000000 PA USD 340892.18000000 0.075623528754 Long DBT CORP US Y 2 2023-09-15 Fixed 2.00000000 N N N N N N Owl Rock Capital Corp. 2549000BD79OOCPF2L94 69121KAB0 825000.00000000 PA USD 863987.69000000 0.191667048267 Long DBT CORP US N 2 2025-03-30 Fixed 4.00000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833CJ7 30000.00000000 PA USD 32970.56000000 0.007314189759 Long DBT CORP US N 2 2027-02-09 Fixed 3.35000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 085790AY9 34000.00000000 PA USD 34255.00000000 0.007599129957 Long DBT CORP US N 2 2023-07-15 Fixed 5.12500000 N N N N N N Dell International LLC N/A 25272KAU7 32000.00000000 PA USD 31960.00000000 0.007090007107 Long DBT CORP US Y 2 2021-06-15 Fixed 5.87500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAG2 590000.00000000 PA USD 597665.69000000 0.132586169894 Long DBT CORP FR Y 2 2026-06-16 Variable 1.90699920 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZQ6 1745000.00000000 PA USD 1586921.67000000 0.352042738388 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N TICP CLO XI Ltd. N/A 87249RAA6 595000.00000000 PA USD 577221.40000000 0.128050808148 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 6.22400040 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7D0 70000.00000000 PA USD 71859.17000000 0.015941239862 Long DBT CORP CA N 2 2023-01-17 Fixed 1.95000000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QCP1 350000.00000000 PA USD 380606.42000000 0.084433736634 Long DBT CORP GB N 2 2024-02-10 Fixed 3.81400000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7H1 670000.00000000 PA USD 669731.46000000 0.148573241906 Long DBT CORP CA N 2 2025-06-10 Fixed 1.15000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBS3 150000.00000000 PA USD 151951.10000000 0.033708835386 Long DBT CORP US Y 2 2031-04-01 Fixed 2.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBC4 735000.00000000 PA USD 717533.68000000 0.159177687448 Long DBT UST US N 2 2025-12-31 Fixed 0.37500000 N N N N N N Unisys Corp. 549300T21W22FIJJOW08 909214BV9 99000.00000000 PA USD 108405.00000000 0.024048567598 Long DBT CORP US Y 2 2027-11-01 Fixed 6.87500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 165000.00000000 PA USD 183818.25000000 0.040778244647 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851EC4 180000.00000000 PA USD 178332.55000000 0.039561296838 Long DBT CORP US Y 2 2026-03-02 Fixed 1.45000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBC8 335000.00000000 PA USD 338747.38000000 0.075147726275 Long DBT CORP US Y 2 2021-08-13 Fixed 3.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -42736.09000000 -0.00948057515 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6175079.73000000 USD 22460000000.00000000 COP 2021-04-22 -42736.09000000 N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAP6 50000.00000000 PA USD 46773.98000000 0.010376340758 Long DBT CORP KY Y 2 2028-02-21 Fixed 2.75000000 N N N N N N Garda World Security Corp. N/A 36257BAA7 240000.00000000 PA USD 265260.00000000 0.058845284269 Long DBT CORP CA Y 2 2027-11-01 Fixed 9.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 170000.00000000 PA USD 180032.99000000 0.039938522485 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Icahn Enterprises LP N/A 451102BW6 90000.00000000 PA USD 93262.50000000 0.020689355063 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EVP1 250000.00000000 PA USD 243324.70000000 0.053979156832 Long DBT CORP US N 2 2028-03-06 Fixed 1.50000000 N N N N N N Credit Suisse Mortgage Capital Certificates N/A 12653VAA4 2500000.00000000 PA USD 2501565.75000000 0.554947401334 Long ABS-MBS CORP US Y 2 2036-05-15 Floating 1.08600120 N N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AD9 870000.00000000 PA USD 924230.23000000 0.205031254674 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N Westlake Automobile Receivables Trust N/A 96042PAE2 100000.00000000 PA USD 102274.07000000 0.022688481951 Long ABS-O CORP US Y 2 2025-07-15 Fixed 2.01000000 N N N N N N Flagship Credit Auto Trust N/A 33843WAC5 100000.00000000 PA USD 99488.34000000 0.022070495547 Long ABS-O CORP US Y 2 2027-02-16 Fixed 0.68000000 N N N N N N Herbalife Nutrition Ltd. N/A 42704MAA0 228000.00000000 PA USD 247380.00000000 0.054878784674 Long DBT CORP US Y 2 2025-09-01 Fixed 7.87500000 N N N N N N N/A N/A N/A 17.00000000 NC USD -86317.40000000 -0.01914865392 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2021-06-21 3080718.75000000 USD -86317.40000000 N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAS8 40000.00000000 PA USD 39855.20000000 0.008841478449 Long DBT CORP US N 2 2023-03-24 Fixed 0.90000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -56150.14000000 -0.01245634830 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2166507.50000000 USD 1520000000.00000000 CLP 2021-05-12 -56150.14000000 N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621XAH1 170000.00000000 PA USD 184024.95000000 0.040824098980 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAC5 325000.00000000 PA USD 339415.86000000 0.075296021892 Long DBT CORP US Y 2 2023-05-01 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 86770.79000000 0.019249233973 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 10383529.57000000 USD 7540000000.00000000 CLP 2021-06-11 86770.79000000 N N N Getty Images, Inc. 5493005NV20IG4VEKZ40 374276AJ2 318000.00000000 PA USD 338670.00000000 0.075130560294 Long DBT CORP US Y 2 2027-03-01 Fixed 9.75000000 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAF1 240000.00000000 PA USD 250662.12000000 0.055606890247 Long DBT CORP NL Y 2 2024-09-19 Fixed 2.25000000 N N N N N N Welbilt, Inc. 549300UR3W71YLZWI068 563568AB0 360000.00000000 PA USD 370800.00000000 0.082258280205 Long DBT CORP US N 2 2024-02-15 Fixed 9.50000000 N N N N N N Alliant Holdings Intermediate LLC N/A 01883LAA1 215000.00000000 PA USD 228491.25000000 0.050688503956 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75000000 N N N N N N DISH DBS Corp. N/A 25470XAJ4 110000.00000000 PA USD 114895.00000000 0.025488309342 Long DBT CORP US N 2 2022-07-15 Fixed 5.87500000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBE7 120000.00000000 PA USD 123450.00000000 0.027386150731 Long DBT CORP US Y 2 2024-07-15 Fixed 4.62500000 N N N N N N PBF Logistics LP N/A 69318UAB1 220000.00000000 PA USD 220048.40000000 0.048815541925 Long DBT CORP US N 2 2023-05-15 Fixed 6.87500000 N N N N N N DH Europe Finance II SARL 222100KDGL314CKTZ511 23291KAG0 240000.00000000 PA USD 250032.43000000 0.055467199803 Long DBT CORP LU N 2 2024-11-15 Fixed 2.20000000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AB0 150000.00000000 PA USD 155062.50000000 0.034399068431 Long DBT CORP US Y 2 2026-11-01 Fixed 4.87500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXM1 105000.00000000 PA USD 102691.45000000 0.022781073540 Long DBT CORP US N 2 2026-12-09 Variable 1.09299960 N N N N N N Atlantic City Electric Co. 549300S5TW3VP5V06B73 048303CJ8 80000.00000000 PA USD 79081.35000000 0.017543408433 Long DBT CORP US N 2 2031-03-15 Fixed 2.30000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BK3 1995000.00000000 PA USD 2296484.40000000 0.509452150112 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CW3 905000.00000000 PA USD 1142714.09000000 0.253499719011 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N FHLMC Pool N/A 3132DV4R3 15608.21000000 PA USD 16716.54000000 0.003708397603 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAD4 145000.00000000 PA USD 143313.36000000 0.031792638953 Long DBT CORP US N 2 2027-03-02 Variable 1.26699840 N N N N N N Nissan Auto Receivables Owner Trust N/A 65479JAD5 110000.00000000 PA USD 111905.92000000 0.024825211769 Long ABS-O CORP US N 2 2024-07-15 Fixed 1.93000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286WAF3 40000.00000000 PA USD 40136.32000000 0.008903842116 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N MasTec, Inc. 549300TMDIT8WREDOF45 576323AP4 98000.00000000 PA USD 101675.00000000 0.022555584249 Long DBT CORP US Y 2 2028-08-15 Fixed 4.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NX9 105000.00000000 PA USD 97176.91000000 0.021557727864 Long DBT CORP US N 2 2031-06-15 Fixed 1.65000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHU6 170000.00000000 PA USD 187007.50000000 0.041485747938 Long DBT CORP US N 2 2040-04-23 Variable 4.07800080 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBQ8 340000.00000000 PA USD 346941.61000000 0.076965534439 Long DBT CORP US N 2 2024-06-01 Variable 1.51400160 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AK5 138000.00000000 PA USD 140442.60000000 0.031155789491 Long DBT CORP US Y 2 2024-11-01 Fixed 4.87500000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066EAE4 15000.00000000 PA USD 15125.96000000 0.003355543301 Long ABS-O CORP US N 2 2026-02-18 Fixed 0.97000000 N N N N N N eG Global Finance plc 549300TL8Q5207VYET27 28228PAB7 220000.00000000 PA USD 233816.00000000 0.051869746613 Long DBT CORP GB Y 2 2025-10-30 Fixed 8.50000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AR8 155000.00000000 PA USD 172627.92000000 0.038295781592 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AG3 136000.00000000 PA USD 141882.00000000 0.031475106019 Long DBT CORP US Y 2 2027-04-01 Fixed 5.50000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CX6 41000.00000000 PA USD 57143.75000000 0.012676770764 Long DBT CORP US N 2 2030-04-22 Fixed 9.62500000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAC6 170000.00000000 PA USD 164443.86000000 0.036480229541 Long DBT NUSS NO N 2 2049-11-18 Fixed 3.25000000 N N N N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAM8 35000.00000000 PA USD 33818.02000000 0.007502190305 Long DBT CORP US N 2 2031-04-15 Fixed 2.75000000 N N N N N N Glencore Finance Canada Ltd. 5493005TTO0UJ33KCK70 98417EAK6 235000.00000000 PA USD 241390.99000000 0.053550182563 Long DBT CORP CA Y 2 2021-11-15 Fixed 4.95000000 N N N N N N United Natural Foods, Inc. 549300GKGW6WPZ282D40 911163AA1 88000.00000000 PA USD 93720.00000000 0.020790846873 Long DBT CORP US Y 2 2028-10-15 Fixed 6.75000000 N N N N N N ORIX Corp. 35380016EMHNBOVYE123 686330AK7 230000.00000000 PA USD 248317.02000000 0.055086653211 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25000000 N N N N N N Ford Credit Auto Owner Trust N/A 34528GAJ5 90139.86000000 PA USD 90321.58000000 0.020036941305 Long ABS-O CORP US N 2 2022-10-15 Fixed 1.03000000 N N N N N N Hilcorp Energy I LP N/A 431318AU8 68000.00000000 PA USD 68510.00000000 0.015198259915 Long DBT CORP US Y 2 2029-02-01 Fixed 5.75000000 N N N N N N Blue Cube Spinco LLC N/A 095370AD4 82000.00000000 PA USD 86612.50000000 0.019214118916 Long DBT CORP US N 2 2025-10-15 Fixed 10.00000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AR9 60000.00000000 PA USD 63375.00000000 0.014059111402 Long DBT CORP US Y 2 2025-05-01 Fixed 6.37500000 N N N N N N Curo Group Holdings Corp. 54930007KH8KCGJ4YE72 23131LAA5 239000.00000000 PA USD 238820.75000000 0.052980000464 Long DBT CORP US Y 2 2025-09-01 Fixed 8.25000000 N N N N N N CNH Equipment Trust N/A 12597PAC2 65000.00000000 PA USD 65546.61000000 0.014540861412 Long ABS-O CORP US N 2 2025-06-16 Fixed 1.16000000 N N N N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922NAC7 96000.00000000 PA USD 101333.01000000 0.022479717180 Long DBT CORP US N 2 2027-06-22 Fixed 3.70000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 160400000.00000000 PA 8043738.84000000 1.784423202257 Long DBT NUSS MX N 2 2047-11-07 Fixed 7.99999920 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 85172FAS8 67000.00000000 PA USD 74135.50000000 0.016446220960 Long DBT CORP US N 2 2025-06-01 Fixed 8.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 48936.39000000 0.010856049840 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4110000.00000000 AUD 3171440.40000000 USD 2021-05-25 48936.39000000 N N N Solera LLC N/A 83422AAA1 462000.00000000 PA USD 475190.10000000 0.105416182299 Long DBT CORP US Y 2 2024-03-01 Fixed 10.50000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AM6 170000.00000000 PA USD 178338.50000000 0.039562616786 Long DBT CORP US Y 2 2027-03-01 Fixed 5.75000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MR9 675000.00000000 PA USD 688612.39000000 0.152761787835 Long DBT CORP US N 2 2024-05-15 Variable 1.67799960 N N N N N N Life Time, Inc. 549300PALKE96VYH4X17 53190FAA3 158000.00000000 PA USD 162550.40000000 0.036060184332 Long DBT CORP US Y 2 2026-01-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -147758.20000000 -0.03277868235 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13312348.85000000 USD 52020000.00000000 PLN 2021-04-27 -147758.20000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JJEW5 601690.43000000 PA USD 646108.54000000 0.143332732810 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 26483EAK6 298000.00000000 PA USD 332642.50000000 0.073793419560 Long DBT CORP US Y 2 2027-02-15 Fixed 10.25000000 N N N N N N Viatris, Inc. 254900ZZTSW7NL773X71 91533BAA8 340000.00000000 PA USD 341798.94000000 0.075824684412 Long DBT CORP US Y 2 2022-06-22 Fixed 1.12500000 N N N N N N Spirit AeroSystems, Inc. ZD2NBKV6GCC3UMGBM518 85205TAL4 138000.00000000 PA USD 148350.00000000 0.032909967282 Long DBT CORP US Y 2 2025-04-15 Fixed 7.50000000 N N N N N N 2021-04-30 EQ Premier VIP Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer XXXX