NPORT-P false 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 2022-12-31 2022-03-31 N 782230872.29 58485758.65 723745113.64 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 22192951.39999999 BRL COP EUR MXN PEN PLN USD N N/A N/A N/A 1.00000000 NC N/A 81084.68000000 0.011203485657 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 24660000.00000000 CHF 26852507.21000000 USD 2022-06-15 81084.68000000 N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 140000.00000000 PA USD 141750.00000000 0.019585624459 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 324210.15000000 0.044796178086 Long DBT CORP IT Y 2 2026-09-22 Variable 2.56899960 N N N N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 48238TAA7 864000.00000000 PA USD 871344.00000000 0.120393766200 Long DBT CORP US Y 2 2025-06-01 Fixed 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -194548.73000000 -0.02688083502 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6443702.96000000 USD 207600000.00000000 THB 2022-06-10 -194548.73000000 N N N LogMeIn, Inc. 549300D12V5KRBV00592 541056AA5 286000.00000000 PA USD 266695.00000000 0.036849298872 Long DBT CORP US Y 2 2027-09-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCQ2 31990000.00000000 PA USD 32031714.96000000 4.425828148103 Long DBT UST US N 2 2023-07-31 Floating 0.63492840 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3L3 695000.00000000 PA USD 670495.20000000 0.092642449304 Long DBT CORP US Y 2 2027-03-08 Fixed 3.20500000 N N N N N N Clydesdale Acquisition Holdings, Inc. N/A 18972EAB1 279000.00000000 PA USD 261213.75000000 0.036091953517 Long DBT CORP US Y 2 2030-04-15 Fixed 8.75000000 N N N N N N Encino Acquisition Partners Holdings LLC 549300BUKUEKT2UE4T49 29254BAA5 214000.00000000 PA USD 219885.00000000 0.030381552269 Long DBT CORP US Y 2 2028-05-01 Fixed 8.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AENW2 140973.72000000 PA USD 144491.00000000 0.019964348950 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Powdr Corp. 549300XIF5ZPMVRIGO50 73900LAA9 81000.00000000 PA USD 82721.25000000 0.011429610845 Long DBT CORP US Y 2 2025-08-01 Fixed 6.00000000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AG2 238000.00000000 PA USD 218555.40000000 0.030197841184 Long DBT CORP US Y 2 2030-07-15 Fixed 4.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKM0 730000.00000000 PA USD 729912.98000000 0.100852215268 Long DBT CORP US N 2 2026-04-02 Variable 3.38400000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EF8 93000.00000000 PA USD 104508.75000000 0.014439993863 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N Allied Universal Holdco LLC N/A 019576AB3 329000.00000000 PA USD 338968.70000000 0.046835369747 Long DBT CORP US Y 2 2027-07-15 Fixed 9.75000000 N N N N N N JELD-WEN, Inc. 549300XWE6NM0N1HFW16 475795AE0 177000.00000000 PA USD 181867.50000000 0.025128667064 Long DBT CORP US Y 2 2025-05-15 Fixed 6.25000000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65343HAA9 445000.00000000 PA USD 450006.25000000 0.062177449148 Long DBT CORP US Y 2 2027-07-15 Fixed 5.62500000 N N N N N N Trivium Packaging Finance BV 724500GMZWW3PVYET548 89686QAA4 450000.00000000 PA USD 450000.00000000 0.062176585585 Long DBT CORP NL Y 2 2026-08-15 Fixed 5.50000000 N N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030AA5 155000.00000000 PA USD 140944.96000000 0.019474391929 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AZ7 115000.00000000 PA USD 114695.77000000 0.015847536354 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300SGFUCMB43V8P22 95000CBJ1 3000000.00000000 PA USD 2895474.30000000 0.400068234718 Long ABS-MBS CORP US N 2 2059-01-15 Variable 4.98388320 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 16412EAA5 200000.00000000 PA USD 192000.00000000 0.026528676516 Long DBT CORP DE Y 2 2028-01-15 Fixed 5.50000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBF0 630000.00000000 PA USD 598586.44000000 0.082706802259 Long DBT CORP US Y 2 2024-07-05 Fixed 0.78100000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAG6 304000.00000000 PA USD 294880.00000000 0.040743625682 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 186270.17000000 0.025736984815 Long ABS-O CORP US Y 2 2026-03-16 Fixed 0.64000000 N N N N N N Olympus Water US Holding Corp. 549300YU2GGVCBN3MY89 681639AA8 402000.00000000 PA USD 365349.66000000 0.050480432007 Long DBT CORP US Y 2 2028-10-01 Fixed 4.25000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259AY6 220000.00000000 PA USD 190300.00000000 0.026293787192 Long DBT CORP US Y 2 2030-03-01 Fixed 5.50000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HH9 190000.00000000 PA USD 185201.36000000 0.025589307134 Long DBT CORP US N 2 2023-08-01 Fixed 0.70000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBK1 240000.00000000 PA USD 242287.99000000 0.033476977658 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 152899.28000000 0.021126122597 Long DBT CORP US N 2 2051-01-15 Fixed 7.15000000 N N N N N N JBS USA LUX SA N/A 46590XAE6 60000.00000000 PA USD 52022.36000000 0.007187939375 Long DBT CORP US Y 2 2052-02-02 Fixed 4.37500000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAW0 700000.00000000 PA USD 641368.07000000 0.088617948213 Long DBT CORP NL Y 2 2029-12-13 Variable 2.46999960 N N N N N N Interstate Power and Light Co. EF9UQIIO4KY2BWOK3P26 461070AT1 530000.00000000 PA USD 462352.39000000 0.063883317660 Long DBT CORP US N 2 2051-11-30 Fixed 3.10000000 N N N N N N Bain Capital Specialty Finance, Inc. 549300V2JL72R0EYBK64 05684BAC1 450000.00000000 PA USD 405500.18000000 0.056028036992 Long DBT CORP US N 2 2026-10-13 Fixed 2.55000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105JAC2 325000.00000000 PA USD 315991.81000000 0.043660648485 Long ABS-O CORP US Y 2 2026-12-15 Fixed 1.83000000 N N N N N N Prestige Auto Receivables Trust N/A 74113XAE6 350000.00000000 PA USD 332831.91000000 0.045987448305 Long ABS-O CORP US Y 2 2028-02-15 Fixed 1.53000000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAY4 297000.00000000 PA USD 282536.10000000 0.039038066672 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N Harley-Davidson Motorcycle Trust N/A 41285AAC1 750000.00000000 PA USD 726159.90000000 0.100333651490 Long ABS-O CORP US N 2 2026-11-16 Fixed 0.56000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -20831.55000000 -0.00287829922 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1810000000.00000000 COP 457301.67000000 USD 2022-04-29 -20831.55000000 N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDC7 3230000.00000000 PA USD 3228385.00000000 0.446066569453 Long DBT CORP US N 2 2023-11-17 Floating 1.32117120 N N N N N N Enova International, Inc. 549300O8XOCQSB49UO63 29357KAD5 366000.00000000 PA USD 364170.00000000 0.050317438161 Long DBT CORP US Y 2 2024-09-01 Fixed 8.50000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105UAC7 895000.00000000 PA USD 867602.62000000 0.119876819013 Long ABS-O CORP US Y 2 2026-05-15 Fixed 0.81000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAQ8 155000.00000000 PA USD 152291.30000000 0.021042117885 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAL5 473000.00000000 PA USD 478691.51000000 0.066140896978 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N Vizient, Inc. 5493007V6T3HZ7777P70 92856JAB6 132000.00000000 PA USD 135795.00000000 0.018762820976 Long DBT CORP US Y 2 2027-05-15 Fixed 6.25000000 N N N N N N Carvana Auto Receivables Trust N/A 14686KAC1 98301.32000000 PA USD 96446.35000000 0.013326010522 Long ABS-O CORP US N 2 2028-03-10 Fixed 0.75000000 N N N N N N Barings BDC, Inc. 549300GSF4KFZP6ONG49 06759LAA1 170000.00000000 PA USD 156705.10000000 0.021651973470 Long DBT CORP US Y 2 2026-11-23 Fixed 3.30000000 N N N N N N Piedmont Operating Partnership LP 549300WKGDPAS39FBD10 720198AE0 65000.00000000 PA USD 60825.34000000 0.008404248796 Long DBT CORP US N 2 2030-08-15 Fixed 3.15000000 N N N N N N IRB Holding Corp. 549300HVW4WNWYBXN830 44988MAC9 218000.00000000 PA USD 227679.20000000 0.031458478366 Long DBT CORP US Y 2 2025-06-15 Fixed 7.00000000 N N N N N N Cimpress plc 549300X1IFD75XISOR81 17186HAC6 150000.00000000 PA USD 142312.50000000 0.019663345191 Long DBT CORP IE Y 2 2026-06-15 Fixed 7.00000000 N N N N N N Videotron Ltd. 549300LW4GNJRBECSD81 92660FAN4 150000.00000000 PA USD 138000.00000000 0.019067486246 Long DBT CORP CA Y 2 2029-06-15 Fixed 3.62500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 197677AG2 180000.00000000 PA USD 198000.00000000 0.027357697657 Long DBT CORP US N 2 2025-06-15 Fixed 7.69000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6298.02000000 0.000870198621 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 53900000.00000000 THB 1627464.60000000 USD 2022-04-25 6298.02000000 N N N Owl Rock Capital Corp. 2549000BD79OOCPF2L94 69121KAC8 260000.00000000 PA USD 252161.52000000 0.034841205176 Long DBT CORP US N 2 2025-07-22 Fixed 3.75000000 N N N N N N PHH Mortgage Corp. PAOOWF3GUFM46FBSP561 69356NAA2 160000.00000000 PA USD 150168.00000000 0.020748741120 Long DBT CORP US Y 2 2026-03-15 Fixed 7.87500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAR4 710000.00000000 PA USD 707344.60000000 0.097733937911 Long DBT CORP GB N 2 2026-03-18 Variable 3.51100080 N N N N N N Viterra Finance BV 213800HBZGEIZLKJBI17 92852LAA7 225000.00000000 PA USD 207779.49000000 0.028708931650 Long DBT CORP NL Y 2 2026-04-21 Fixed 2.00000000 N N N N N N US Acute Care Solutions LLC N/A 90367UAA9 263000.00000000 PA USD 259383.75000000 0.035839102069 Long DBT CORP US Y 2 2026-03-01 Fixed 6.37500000 N N N N N N CrownRock LP N/A 228701AF5 465000.00000000 PA USD 472695.75000000 0.065312461679 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 68970.00000000 0.009529598017 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N Sunoco LP N/A 86765LAU1 276000.00000000 PA USD 254085.60000000 0.035107055676 Long DBT CORP US Y 2 2030-04-30 Fixed 4.50000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KB2 325000.00000000 PA USD 321753.25000000 0.044456707746 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AV6 102000.00000000 PA USD 96262.50000000 0.013300607933 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Fells Point Funding Trust N/A 314382AA0 745000.00000000 PA USD 712494.46000000 0.098445495046 Long DBT CORP US Y 2 2027-01-31 Fixed 3.04600000 N N N N N N Varex Imaging Corp. 549300CWYWPVCT8E9W67 92214XAC0 324000.00000000 PA USD 346680.00000000 0.047900841534 Long DBT CORP US Y 2 2027-10-15 Fixed 7.87500000 N N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AK3 590000.00000000 PA USD 525421.20000000 0.072597547133 Long DBT CORP US N 2 2028-10-12 Fixed 3.12500000 N N N N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAE1 457000.00000000 PA USD 441005.00000000 0.060933744724 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N Alliance Data Systems Corp. 549300G8S4PO686J7H97 018581AK4 610000.00000000 PA USD 598776.00000000 0.082732993800 Long DBT CORP US Y 2 2024-12-15 Fixed 4.75000000 N N N N N N Flex Acquisition Co., Inc. 549300HHED2KGPBEDW39 33936YAC9 531000.00000000 PA USD 546930.00000000 0.075569422120 Long DBT CORP US Y 2 2026-07-15 Fixed 7.87500000 N N N N N N Drive Auto Receivables Trust N/A 262081AD4 375000.00000000 PA USD 362615.18000000 0.050102608386 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.11000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CL6 405000.00000000 PA USD 407798.91000000 0.056345652953 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N Summit Materials LLC N/A 86614RAN7 271000.00000000 PA USD 266935.00000000 0.036882459718 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 80145.82000000 0.011073763192 Long ABS-O CORP US Y 2 2026-03-16 Fixed 3.28000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 503028.17000000 0.069503497919 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11362243.35000000 USD 17130000.00000000 NZD 2022-05-09 503028.17000000 N N N P&L Development LLC N/A 69306RAA4 237000.00000000 PA USD 218040.00000000 0.030126628268 Long DBT CORP US Y 2 2025-11-15 Fixed 7.75000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AD4 110000.00000000 PA USD 111364.45000000 0.015387247236 Long DBT CORP CA Y 2 2025-06-15 Fixed 3.85000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBF7 290000.00000000 PA USD 294448.43000000 0.040683995573 Long DBT CORP US Y 2 2052-03-15 Fixed 4.10000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 428000.00000000 PA USD 425667.40000000 0.058814545615 Long DBT CORP CA Y 2 2025-11-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -449277.80000000 -0.06207679907 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 169900000.00000000 SEK 17623695.21000000 USD 2022-04-14 -449277.80000000 N N N Office Properties Income Trust N/A 67623CAF6 450000.00000000 PA USD 388056.11000000 0.053617786522 Long DBT CORP US N 2 2031-10-15 Fixed 3.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 433655.16000000 0.059918215933 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 31110000.00000000 PLN 7822479.26000000 USD 2022-04-26 433655.16000000 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AU0 1525000.00000000 PA USD 1480301.79000000 0.204533579861 Long DBT CORP US Y 2 2023-08-16 Fixed 0.67000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 3955000.00000000 PA USD 3440850.00000000 0.475422898911 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -33694.75000000 -0.00465561001 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 34890000.00000000 BRL 7263151.32000000 USD 2022-04-19 -33694.75000000 N N N Matthews International Corp. 549300ZVC5O0ATML6U61 577128AA9 487000.00000000 PA USD 489435.00000000 0.067625327035 Long DBT CORP US Y 2 2025-12-01 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 5505000.00000000 PA USD 4988844.04000000 0.689309529830 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2C5 520000.00000000 PA USD 464875.42000000 0.064231925195 Long DBT CORP US Y 2 2028-09-20 Fixed 2.00000000 N N N N N N Diamond BC BV 549300SWLHWJF3D4N658 25257DAA6 79000.00000000 PA USD 70507.50000000 0.009742034684 Long DBT CORP NL Y 2 2029-10-01 Fixed 4.62500000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2H0 85000.00000000 PA USD 80932.54000000 0.011182464444 Long DBT CORP US Y 2 2025-01-13 Fixed 1.75000000 N N N N N N Marvell Technology, Inc. N/A 573874AL8 165000.00000000 PA USD 167626.97000000 0.023161050325 Long DBT CORP US N 2 2023-06-22 Fixed 4.20000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAJ7 475000.00000000 PA USD 403750.00000000 0.055786214288 Long DBT CORP NL Y 2 2052-01-19 Fixed 4.98700000 N N N N N N CCO Holdings LLC N/A 1248EPCD3 112000.00000000 PA USD 107256.80000000 0.014819692455 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N Vista Outdoor, Inc. 549300QI2D33ESTJLN81 928377AC4 447000.00000000 PA USD 407887.50000000 0.056357893450 Long DBT CORP US Y 2 2029-03-15 Fixed 4.50000000 N N N N N N Flagship Credit Auto Trust N/A 33844WAC4 145000.00000000 PA USD 139321.81000000 0.019250120985 Long ABS-O CORP US Y 2 2027-06-15 Fixed 0.93000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392FW3 240000.00000000 PA USD 205336.01000000 0.028371315554 Long DBT CORP US N 2 2052-03-15 Fixed 3.00000000 N N N N N N Flagship Credit Auto Trust N/A 33845XAC1 65000.00000000 PA USD 63364.20000000 0.008755043565 Long ABS-O CORP US Y 2 2027-02-16 Fixed 1.28000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 38000.00000000 PA USD 39893.71000000 0.005512121498 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 380149AB0 177638.07000000 PA USD 177018.73000000 0.024458711591 Long ABS-O CORP US N 2 2024-06-17 Fixed 0.27000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBP9 395000.00000000 PA USD 404889.58000000 0.055943670274 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N Nielsen Finance LLC N/A 65409QBF8 346000.00000000 PA USD 346000.00000000 0.047806885805 Long DBT CORP US Y 2 2030-10-01 Fixed 5.87500000 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VAU3 320000.00000000 PA USD 306652.32000000 0.042370209376 Long DBT CORP JP Y 2 2024-03-25 Fixed 0.85000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002XBD6 355000.00000000 PA USD 323216.85000000 0.044658933636 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 2.11800000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAF2 184000.00000000 PA USD 195270.00000000 0.026980493038 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Avid Automobile Receivables Trust N/A 05369LAA5 338581.93000000 PA USD 335740.79000000 0.046389368808 Long ABS-O CORP US Y 2 2025-01-15 Fixed 0.61000000 N N N N N N Magallanes, Inc. 549300DXR29GD4N0A520 55903VAQ6 4270000.00000000 PA USD 4376152.20000000 0.604653781770 Long DBT CORP US Y 2 2052-03-15 Fixed 5.14100000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AV1 200000.00000000 PA USD 212424.00000000 0.029350664480 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N Nufarm Australia Ltd. N/A 67052NAB1 228000.00000000 PA USD 224580.00000000 0.031030261312 Long DBT CORP AU Y 2 2030-01-27 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VBG4 709945.75000000 PA USD 716911.67000000 0.099055821792 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475AD3 338000.00000000 PA USD 318565.00000000 0.044016186637 Long DBT CORP US Y 2 2029-04-15 Fixed 4.50000000 N N N N N N Kia Corp. 988400V8MJK9N7OI5X76 49374JAB9 200000.00000000 PA USD 191846.00000000 0.026507398306 Long DBT CORP KR Y 2 2024-04-16 Fixed 1.00000000 N N N N N N DT Auto Owner Trust N/A 26253WAE8 155000.00000000 PA USD 148608.85000000 0.020533313068 Long ABS-O CORP US Y 2 2027-09-15 Fixed 1.50000000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 581557BR5 490000.00000000 PA USD 450536.82000000 0.062250758106 Long DBT CORP US N 2 2026-08-15 Fixed 1.30000000 N N N N N N Flex Ltd. 549300EAQH74YHD07T53 33938XAA3 50000.00000000 PA USD 52025.00000000 0.007188304144 Long DBT CORP SG N 2 2029-06-15 Fixed 4.87500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287EAE5 510000.00000000 PA USD 495714.80000000 0.068493008195 Long ABS-O CORP US N 2 2027-09-15 Fixed 0.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDQ1 1510000.00000000 PA USD 1428491.26000000 0.197374909077 Long DBT UST US N 2 2026-12-31 Fixed 1.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DET5 2653776.64000000 PA USD 2668307.92000000 0.368680612789 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LUV1 750000.00000000 PA USD 718353.68000000 0.099255064588 Long DBT CORP US Y 2 2025-01-12 Fixed 1.75000000 N N N N N N NortonLifeLock, Inc. YF6ZV0M6AU4FY94MK914 871503AU2 52000.00000000 PA USD 51935.00000000 0.007175868827 Long DBT CORP US Y 2 2025-04-15 Fixed 5.00000000 N N N N N N Minerals Technologies, Inc. 549300D3I1QU67GP6403 603158AA4 313000.00000000 PA USD 298132.50000000 0.041193024226 Long DBT CORP US Y 2 2028-07-01 Fixed 5.00000000 N N N N N N DT Auto Owner Trust N/A 23345EAC9 145000.00000000 PA USD 141929.20000000 0.019610384557 Long ABS-O CORP US Y 2 2027-01-15 Fixed 0.81000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAU4 895000.00000000 PA USD 1010059.68000000 0.139560138087 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -16518.05000000 -0.00228230211 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6612062.05000000 USD 8000000000.00000000 KRW 2022-06-14 -16518.05000000 N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00867FAA6 160000.00000000 PA USD 141800.00000000 0.019592532968 Long DBT CORP US Y 2 2028-05-01 Fixed 6.62500000 N N N N N N Public Service Electric and Gas Co. 549300RUHPVD434XUK18 74456QCJ3 175000.00000000 PA USD 172566.21000000 0.023843506055 Long DBT CORP US N 2 2032-03-15 Fixed 3.10000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAK0 265000.00000000 PA USD 242264.25000000 0.033473697498 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AG0 1500000.00000000 PA USD 1457754.75000000 0.201418251056 Long DBT CORP US N 2 2023-08-15 Fixed 0.60000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2P9 1580000.00000000 PA USD 1498454.15000000 0.207041694895 Long DBT CORP CA N 2 2024-08-06 Fixed 0.75000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AH1 255000.00000000 PA USD 233013.01000000 0.032195451908 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Picasso Finance Sub, Inc. N/A 71953LAA9 16000.00000000 PA USD 16268.80000000 0.002247863190 Long DBT CORP US Y 2 2025-06-15 Fixed 6.12500000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263LAC3 430000.00000000 PA USD 417372.10000000 0.057668382436 Long ABS-O CORP US Y 2 2025-11-17 Fixed 0.78000000 N N N N N N Blue Owl Finance LLC 254900OF2NO2GYFV5T41 09581JAA4 2470000.00000000 PA USD 2093577.68000000 0.289270026221 Long DBT CORP US Y 2 2031-06-10 Fixed 3.12500000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LAV5 695000.00000000 PA USD 695613.13000000 0.096112998470 Long DBT CORP US N 2 2025-03-01 Fixed 4.25000000 N N N N N N Aetna, Inc. 549300QKBENKLBXQ8968 00817YAV0 325000.00000000 PA USD 326278.78000000 0.045082001087 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AS8 780000.00000000 PA USD 734995.48000000 0.101554465259 Long DBT CORP US N 2 2024-08-18 Fixed 0.85000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RAS8 245000.00000000 PA USD 246433.25000000 0.034049729021 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCK9 575000.00000000 PA USD 557836.42000000 0.077076364245 Long DBT CORP US N 2 2024-12-06 Variable 1.34300160 N N N N N N Blue Racer Midstream LLC N/A 095796AH1 104000.00000000 PA USD 108680.00000000 0.015016336269 Long DBT CORP US Y 2 2025-12-15 Fixed 7.62500000 N N N N N N Fortune Brands Home & Security, Inc. 54930032LHW54PQUJD44 34964CAG1 580000.00000000 PA USD 562491.19000000 0.077719514701 Long DBT CORP US N 2 2052-03-25 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -244470.54000000 -0.03377854100 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 101600000.00000000 NOK 11290394.27000000 USD 2022-06-13 -244470.54000000 N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JX6 95000.00000000 PA USD 94882.98000000 0.013109999392 Long DBT CORP US N 2 2022-11-14 Floating 1.26376200 N N N N N N Triton Water Holdings, Inc. 5493005IYCEL7QJFZZ63 89680EAA7 182000.00000000 PA USD 156520.00000000 0.021626398168 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAG3 345000.00000000 PA USD 344096.20000000 0.047543837397 Long DBT CORP GB Y 2 2025-03-22 Fixed 3.47900000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285VAD1 595000.00000000 PA USD 575017.58000000 0.079450288390 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.88000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKR9 160000.00000000 PA USD 159750.11000000 0.022072703081 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 78399.08000000 0.010832415794 Long DBT CORP US Y 2 2023-07-15 Fixed 1.45000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAT4 240000.00000000 PA USD 234592.97000000 0.032413755281 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 321681.33000000 0.044446770546 Long DBT CORP US N 2 2023-05-11 Fixed 1.14100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -549789.16000000 -0.07596447280 N/A DFE N/A N 2 National Australia Bank F8SB4JFBSYQFRQEH3Z21 16390399.25000000 USD 14310000.00000000 EUR 2022-04-26 -549789.16000000 N N N TELUS Corp. L2TEUTQ8OSHMJWVLCE40 87971MBW2 515000.00000000 PA USD 505434.54000000 0.069835986519 Long DBT CORP CA N 2 2032-05-13 Fixed 3.40000000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 232000.00000000 PA USD 221560.00000000 0.030612987338 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2G2 720000.00000000 PA USD 699375.38000000 0.096632829268 Long DBT CORP US Y 2 2023-12-15 Fixed 1.20000000 N N N N N N CCO Holdings LLC N/A 1248EPBR3 124000.00000000 PA USD 125705.00000000 0.017368683757 Long DBT CORP US Y 2 2026-05-01 Fixed 5.50000000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EBA5 431000.00000000 PA USD 413652.25000000 0.057154410054 Long DBT CORP US Y 2 2029-04-15 Fixed 5.12500000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAD5 414000.00000000 PA USD 417746.70000000 0.057720140989 Long DBT CORP US Y 2 2026-03-01 Fixed 6.00000000 N N N N N N Condor Merger Sub, Inc. 254900SAGUYT3MBUU161 579063AB4 253000.00000000 PA USD 242247.50000000 0.033471383147 Long DBT CORP US Y 2 2030-02-15 Fixed 7.37500000 N N N N N N Navient Private Education Refi Loan Trust N/A 63942EAA6 1266163.07000000 PA USD 1184035.05000000 0.163598348048 Long ABS-O CORP US Y 2 2069-12-16 Fixed 0.97000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -205258.79000000 -0.02836064605 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 7190181.90000000 USD 6310000.00000000 EUR 2022-04-26 -205258.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 21801.82000000 0.003012361615 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 207600000.00000000 THB 6270956.05000000 USD 2022-06-10 21801.82000000 N N N Rocket Mortgage LLC N/A 77313LAA1 116000.00000000 PA USD 106285.00000000 0.014685418664 Long DBT CORP US Y 2 2026-10-15 Fixed 2.87500000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599ED3 161000.00000000 PA USD 184747.50000000 0.025526597211 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DSJ2 226258.01000000 PA USD 216808.86000000 0.029956521420 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 282000.00000000 PA USD 252390.00000000 0.034872774301 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 2149340.40000000 0.296974771848 Long DBT CORP US Y 2 2028-10-20 Fixed 4.75000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCD0 435000.00000000 PA USD 434905.17000000 0.060090930053 Long DBT CORP US N 2 2024-03-21 Fixed 2.94000000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332PAD3 712000.00000000 PA USD 718230.00000000 0.099237975699 Long DBT CORP US Y 2 2026-05-01 Fixed 7.00000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCJ2 200000.00000000 PA USD 178910.02000000 0.024720031490 Long DBT CORP US N 2 2032-11-02 Variable 2.61799920 N N N N N N Avient Corp. SM8L9RZYIB34LNTWO040 73179PAM8 130000.00000000 PA USD 133032.90000000 0.018381181094 Long DBT CORP US Y 2 2025-05-15 Fixed 5.75000000 N N N N N N Genesis Energy LP N/A 37185LAL6 577000.00000000 PA USD 578038.60000000 0.079867703298 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 04316JAB5 525000.00000000 PA USD 425523.47000000 0.058794658779 Long DBT CORP US N 2 2052-03-09 Fixed 3.05000000 N N N N N N Navient Private Education Refi Loan Trust N/A 63941JAA6 106305.87000000 PA USD 105554.69000000 0.014584511592 Long ABS-O CORP US Y 2 2068-10-15 Fixed 2.40000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58769KAD6 510000.00000000 PA USD 496291.46000000 0.068572685417 Long ABS-O CORP US N 2 2024-11-15 Fixed 0.40000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JBC1 1025000.00000000 PA USD 1024749.18000000 0.141589789096 Long DBT CORP AU Y 2 2028-06-21 Variable 4.09799880 N N N N N N N/A N/A N/A 1.00000000 NC N/A 176580.12000000 0.024398108763 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7129116.74000000 USD 30760000.00000000 PLN 2022-04-26 176580.12000000 N N N NESCO Holdings II, Inc. 254900FAHT0HW9T6L409 64083YAA9 314000.00000000 PA USD 308112.50000000 0.042571962724 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2R4 540000.00000000 PA USD 480853.53000000 0.066439623693 Long DBT CORP FR Y 2 2029-09-15 Variable 2.15899920 N N N N N N Benchmark Mortgage Trust N/A 08163JAE4 695000.00000000 PA USD 642863.46000000 0.088824566533 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.38790000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DL8 95000.00000000 PA USD 86658.71000000 0.011973650442 Long DBT CORP US N 2 2028-02-01 Fixed 1.75000000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168AAA8 447000.00000000 PA USD 446843.55000000 0.061740458288 Long DBT CORP US Y 2 2027-07-15 Fixed 10.50000000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2C3 775000.00000000 PA USD 715353.83000000 0.098840574743 Long DBT CORP US Y 2 2029-01-06 Fixed 2.65000000 N N N N N N Reynolds American, Inc. 02S2RPPVO9RP4NEU2740 761713AY2 310000.00000000 PA USD 317694.29000000 0.043895880471 Long DBT CORP US N 2 2023-09-15 Fixed 4.85000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBA4 810000.00000000 PA USD 781418.26000000 0.107968709601 Long DBT CORP US N 2 2027-01-26 Fixed 2.05000000 N N N N N N American Credit Acceptance Receivables Trust N/A 025286AC9 710000.00000000 PA USD 685680.65000000 0.094740625819 Long ABS-O CORP US Y 2 2027-11-15 Fixed 0.98000000 N N N N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAB3 226000.00000000 PA USD 224870.00000000 0.031070330667 Long DBT CORP US Y 2 2025-04-15 Fixed 8.25000000 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAE5 605000.00000000 PA USD 577780.69000000 0.079832067824 Long DBT CORP NZ Y 2 2027-01-27 Fixed 2.28500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 685021.47000000 0.094649546793 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24100000.00000000 EUR 27362778.50000000 USD 2022-04-26 685021.47000000 N N N AmeriCredit Automobile Receivables Trust N/A 03067DAD7 182425.40000000 PA USD 182320.89000000 0.025191312046 Long ABS-O CORP US N 2 2024-08-19 Fixed 1.11000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810EY0 75000.00000000 PA USD 88128.91000000 0.012176788255 Long DBT UST US N 2 2026-11-15 Fixed 6.50000000 N N N N N N BBCMS Mortgage Trust N/A 05552XBG2 755000.00000000 PA USD 712905.65000000 0.098502309247 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.68900000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36261EAC1 55000.00000000 PA USD 54296.55000000 0.007502164640 Long ABS-O CORP US Y 2 2025-11-17 Fixed 1.14000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDY4 9900000.00000000 PA USD 9505544.40000000 1.313382877598 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N CSMC OA LLC 549300818AKCJ4Q9TD76 12649AAA7 272398.91000000 PA USD 268103.83000000 0.037043957181 Long ABS-MBS CORP US Y 2 2037-09-15 Fixed 3.30390000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAD4 170000.00000000 PA USD 167955.07000000 0.023206383965 Long DBT CORP US Y 2 2024-07-15 Fixed 3.55000000 N N N N N N Southwest Gas Corp. OQQR1IQTGBKH0UR88X59 845011AD7 405000.00000000 PA USD 334280.80000000 0.046187641712 Long DBT CORP US N 2 2051-08-15 Fixed 3.18000000 N N N N N N Tucson Electric Power Co. YLF139GXSRKPBBTNZL03 898813AU4 410000.00000000 PA USD 399525.69000000 0.055202540572 Long DBT CORP US N 2 2032-05-15 Fixed 3.25000000 N N N N N N CD&R Smokey Buyer, Inc. N/A 12510CAA9 621000.00000000 PA USD 638077.50000000 0.088163289530 Long DBT CORP US Y 2 2025-07-15 Fixed 6.75000000 N N N N N N Vanke Real Estate Hong Kong Co. Ltd. 25490078APAXS5NZGF08 N/A 2615000.00000000 PA USD 2458590.31000000 0.339703890729 Long DBT CORP HK Y 2 2027-11-09 Fixed 3.97500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 401659.18000000 0.055497325291 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8820000.00000000 GBP 11984977.62000000 USD 2022-05-25 401659.18000000 N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 05552BAA4 324000.00000000 PA USD 303477.84000000 0.041931590870 Long DBT CORP US Y 2 2029-01-15 Fixed 6.25000000 N N N N N N Toyota Auto Loan Extended Note Trust 549300XP7ILZSI1BWP36 89237JAA4 110000.00000000 PA USD 104220.70000000 0.014400193940 Long ABS-O CORP US Y 2 2033-05-25 Fixed 1.35000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263DAB3 800000.00000000 PA USD 776061.60000000 0.107228578870 Long ABS-O CORP US Y 2 2026-04-15 Fixed 1.53000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EW9 785000.00000000 PA USD 723263.68000000 0.099933480222 Long DBT CORP AU N 2 2028-11-20 Fixed 1.95300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYU46 1181796.84000000 PA USD 1181796.84000000 0.163289094147 Long ABS-MBS USGSE US N 2 2028-03-25 Floating 0.29967120 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCB5 1915000.00000000 PA USD 1804173.40000000 0.249282981811 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAZ4 590000.00000000 PA USD 571272.69000000 0.078932856227 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2555457.55000000 0.353088055703 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 37924222.95000000 USD 31870000000.00000000 CLP 2022-04-08 2555457.55000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFK8 250000.00000000 PA USD 235953.13000000 0.032601688847 Long ABS-MBS USGSE US N 2 2027-01-25 Fixed 1.54500000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAE1 257000.00000000 PA USD 237082.50000000 0.032757734115 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N Holly Energy Partners LP N/A 435765AH5 220000.00000000 PA USD 207900.00000000 0.028725582540 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 6325C0DZ1 1570000.00000000 PA USD 1504530.22000000 0.207881226642 Long DBT CORP AU Y 2 2025-01-12 Fixed 1.38800000 N N N N N N Mozart Debt Merger Sub, Inc. N/A 62482BAA0 250000.00000000 PA USD 230475.00000000 0.031844774583 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168QAC9 164000.00000000 PA USD 154980.00000000 0.021413616075 Long DBT CORP US Y 2 2028-11-01 Fixed 5.87500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBH7 240000.00000000 PA USD 241581.19000000 0.033379318968 Long DBT CORP GB N 2 2025-05-07 Variable 3.93199920 N N N N N N GATX Corp. 549300IHYHCQP2PIR591 361448BJ1 245000.00000000 PA USD 236288.54000000 0.032648032511 Long DBT CORP US N 2 2032-06-01 Fixed 3.50000000 N N N N N N Ziggo Bond Co. BV 213800JYI4P7V5QDOG59 98954UAB9 348000.00000000 PA USD 349914.00000000 0.048347683929 Long DBT CORP NL Y 2 2027-01-15 Fixed 6.00000000 N N N N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAF4 181000.00000000 PA USD 169828.68000000 0.023465261015 Long DBT CORP US Y 2 2031-02-01 Fixed 4.37500000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAM7 200000.00000000 PA USD 178036.00000000 0.024599267980 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 118800.00000000 0.016414618594 Long DBT CORP US Y 2 2027-05-01 Fixed 5.62500000 N N N N N N Enterprise Fleet Financing LLC N/A 29374YAB8 780000.00000000 PA USD 755175.02000000 0.104342676139 Long ABS-O CORP US Y 2 2027-05-20 Fixed 0.48000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286XAE4 235000.00000000 PA USD 228877.71000000 0.031624076720 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.90000000 N N N N N N OWL Rock Core Income Corp. 5493003I42XBWPE05N35 69120VAJ0 435000.00000000 PA USD 434246.23000000 0.059999884187 Long DBT CORP US Y 2 2025-03-21 Fixed 5.50000000 N N N N N N Santander Consumer Auto Receivables Trust N/A 80281MAC7 50000.00000000 PA USD 50494.59000000 0.006976847103 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 365000.00000000 PA USD 333975.00000000 0.046145389268 Long DBT CORP US Y 2 2029-02-01 Fixed 3.87500000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAU5 450000.00000000 PA USD 402177.51000000 0.055568943046 Long DBT CORP BM Y 2 2028-01-26 Fixed 2.85000000 N N N N N N Office Properties Income Trust N/A 67623CAE9 465000.00000000 PA USD 415010.64000000 0.057342099059 Long DBT CORP US N 2 2027-02-01 Fixed 2.40000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 N/A 75010000.00000000 PA 19647011.59000000 2.714631328035 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 7640000.00000000 PA USD 7494822.43000000 1.035561040585 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 389375AJ5 160000.00000000 PA USD 163872.00000000 0.022642225406 Long DBT CORP US Y 2 2026-07-15 Fixed 5.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEK7 675000.00000000 PA USD 644824.13000000 0.089095472680 Long DBT CORP US N 2 2028-01-21 Variable 2.47500000 N N N N N N DISH Network Corp. 529900U350CWHH15G169 25470MAB5 3745000.00000000 PA USD 3368627.50000000 0.465443902350 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp. USD XXXX N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 27050000.00000000 PA USD 24401258.59000000 3.371526540231 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FB9 250000.00000000 PA USD 297865.65000000 0.041156153511 Long DBT UST US N 2 2027-11-15 Fixed 6.12500000 N N N N N N N/A N/A N/A 446.00000000 NC USD -2185791.70000000 -0.30201125490 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2022-06-21 54802250.00000000 USD -2185791.70000000 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AK3 186000.00000000 PA USD 153576.48000000 0.021219691450 Long DBT CORP CA Y 2 2029-02-15 Fixed 6.25000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040QAP9 290000.00000000 PA USD 267248.49000000 0.036925774691 Long DBT CORP US N 2 2032-01-15 Fixed 2.75000000 N N N N N N Scientific Games Holdings LP N/A 80874DAA4 232000.00000000 PA USD 227824.00000000 0.031478485409 Long DBT CORP US Y 2 2030-03-01 Fixed 6.62500000 N N N N N N DROP Mortgage Trust N/A 26210YAA4 420000.00000000 PA USD 412650.50000000 0.057015998066 Long ABS-MBS CORP US Y 2 2026-04-15 Floating 1.54657080 N N N N N N Morgan Stanley Capital I Trust N/A 61692BBP4 275000.00000000 PA USD 248365.51000000 0.034316709753 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 116000.00000000 PA USD 118350.16000000 0.016352464116 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 -352988.72000000 -0.04877251857 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 9040000000.00000000 CLP 11129167.28000000 USD 2022-04-08 -352988.72000000 N N N Exeter Automobile Receivables Trust N/A 30167YAE1 110000.00000000 PA USD 110445.37000000 0.015260257778 Long ABS-O CORP US Y 2 2025-05-15 Fixed 3.28000000 N N N N N N Med Trust N/A 58403YAD8 385000.00000000 PA USD 378380.62000000 0.052280922229 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 1.34656920 N N N N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664DB4 485000.00000000 PA USD 493099.40000000 0.068131637880 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAF9 450000.00000000 PA USD 430401.92000000 0.059468715144 Long DBT CORP US N 2 2024-11-15 Fixed 1.50000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BK7 321000.00000000 PA USD 307100.70000000 0.042432162126 Long DBT CORP LR Y 2 2027-07-15 Fixed 5.37500000 N N N N N N Icahn Enterprises LP N/A 451102BQ9 170000.00000000 PA USD 172550.00000000 0.023841266317 Long DBT CORP US N 2 2025-12-15 Fixed 6.37500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAH0 1075000.00000000 PA USD 992766.48000000 0.137170733354 Long DBT CORP DE N 2 2028-01-07 Variable 2.55200040 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBB9 860000.00000000 PA USD 846162.86000000 0.116914483297 Long DBT CORP US Y 2 2023-04-12 Fixed 0.50200000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 103186AB8 260000.00000000 PA USD 269750.00000000 0.037271408803 Long DBT CORP US Y 2 2025-10-02 Fixed 7.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 3340000.00000000 PA USD 2634710.24000000 0.364038414953 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 824000.00000000 PA USD 814565.20000000 0.112548628605 Long DBT CORP US Y 2 2025-04-15 Fixed 7.25000000 N N N N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434LAL9 690000.00000000 PA USD 689030.69000000 0.095203501483 Long DBT CORP US N 2 2032-04-15 Fixed 4.20000000 N N N N N N GS Mortgage Securities Corp. II 5493005BBCF84ICNQ550 36192RAA0 305000.00000000 PA USD 303050.07000000 0.041872485808 Long ABS-MBS CORP US Y 2 2034-11-05 Fixed 2.95400000 N N N N N N Puget Energy, Inc. SYBSJ96YIDMIUY7WDR33 745310AN2 245000.00000000 PA USD 244664.84000000 0.033805387475 Long DBT CORP US N 2 2032-03-15 Fixed 4.22400000 N N N N N N Asteroid Private Merger Sub, Inc. 549300IWRY8V2R98AJ89 04625PAA9 176000.00000000 PA USD 170285.28000000 0.023528349523 Long DBT CORP US Y 2 2029-11-15 Fixed 8.50000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 6325C0EA5 5610000.00000000 PA USD 5578708.54000000 0.770811219980 Long DBT CORP AU Y 2 2025-01-12 Floating 0.46312560 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJB7 255000.00000000 PA USD 228532.10000000 0.031576323721 Long DBT CORP US N 2 2036-11-03 Variable 2.49099840 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEB3 925000.00000000 PA USD 860644.33000000 0.118915390761 Long DBT CORP US N 2 2029-01-12 Fixed 2.25000000 N N N N N N Nielsen Finance LLC N/A 65409QBK7 264000.00000000 PA USD 262515.00000000 0.036271747477 Long DBT CORP US Y 2 2031-07-15 Fixed 4.75000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DA4 1175000.00000000 PA USD 1153554.02000000 0.159386778336 Long DBT CORP GB N 2 2026-03-10 Variable 2.99900160 N N N N N N Hyundai Capital Services, Inc. 549300MALMDAGL2ZJJ27 44920UAS7 270000.00000000 PA USD 258292.80000000 0.035688365300 Long DBT CORP KR Y 2 2025-04-24 Fixed 2.12500000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AH4 333000.00000000 PA USD 343755.90000000 0.047496818081 Long DBT CORP US Y 2 2028-05-01 Fixed 5.75000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36261AAC9 145000.00000000 PA USD 143699.18000000 0.019854943030 Long ABS-O CORP US Y 2 2025-04-15 Fixed 0.82000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAE2 260000.00000000 PA USD 236072.25000000 0.032618147680 Long DBT CORP US N 2 2029-06-07 Variable 1.88700120 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBL3 245000.00000000 PA USD 239370.02000000 0.033073801188 Long DBT CORP US N 2 2023-10-02 Fixed 1.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 1225000.00000000 PA USD 1174086.55000000 0.162223761911 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Univar Solutions USA, Inc. 5493008FTB9VZW6CVA82 91337CAA4 327000.00000000 PA USD 325365.00000000 0.044955743930 Long DBT CORP US Y 2 2027-12-01 Fixed 5.12500000 N N N N N N Penske Truck Leasing Co. LP N/A 709599AH7 230000.00000000 PA USD 231668.05000000 0.032009618529 Long DBT CORP US Y 2 2022-07-11 Fixed 4.87500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NG2 765000.00000000 PA USD 746154.76000000 0.103096345099 Long DBT CORP US N 2 2028-02-24 Variable 3.07000080 N N N N N N AutoNation, Inc. N/A 05329RAA1 580000.00000000 PA USD 561461.17000000 0.077577196642 Long DBT CORP US N 2 2032-03-01 Fixed 3.85000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550L2G5 730000.00000000 PA USD 666301.51000000 0.092063006359 Long DBT CORP CH N 2 2026-08-07 Fixed 1.25000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43815NAD6 70000.00000000 PA USD 69981.50000000 0.009669357164 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 99415.91000000 0.013736315192 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1210774.87000000 USD 26300000.00000000 MXN 2022-05-24 99415.91000000 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BY0 535000.00000000 PA USD 520149.47000000 0.071869151196 Long DBT CORP US N 2 2027-03-03 Fixed 2.45000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TJF3 590000.00000000 PA USD 548393.55000000 0.075771641101 Long DBT CORP US N 2 2028-04-06 Fixed 1.90000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159YN0 6235000.00000000 PA USD 6221376.53000000 0.859608778387 Long DBT CORP CA N 2 2023-09-15 Floating 0.76106880 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAB2 360000.00000000 PA USD 357051.60000000 0.049333887479 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N BANK N/A 06541LBG0 400000.00000000 PA USD 402371.76000000 0.055595782605 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.50669880 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BN1 300000.00000000 PA USD 273413.25000000 0.037777560752 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 25601B2A2 1220000.00000000 PA USD 1154290.68000000 0.159488562788 Long DBT CORP NO Y 2 2025-09-30 Variable 0.85600080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A6GU9 423380.24000000 PA USD 406261.03000000 0.056133163781 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 275744.38000000 0.038099653428 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 6524295.23000000 USD 136500000.00000000 MXN 2022-05-24 275744.38000000 N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAN6 730000.00000000 PA USD 737256.20000000 0.101866829372 Long DBT CORP CA N 2 2032-03-16 Fixed 3.70300000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AJ7 265000.00000000 PA USD 252056.61000000 0.034826709742 Long DBT CORP US N 2 2032-09-01 Fixed 3.60000000 N N N N N N Primo Water Holdings, Inc. 9845008F9A5F2E1D4832 74168LAA4 203000.00000000 PA USD 183227.80000000 0.025316619973 Long DBT CORP US Y 2 2029-04-30 Fixed 4.37500000 N N N N N N Antares Holdings LP 5493008EAIGV4283RM42 03666HAE1 625000.00000000 PA USD 582769.81000000 0.080521415484 Long DBT CORP US Y 2 2027-07-15 Fixed 3.75000000 N N N N N N N/A N/A N/A 52400000.00000000 PA USD 3604061.80000000 0.497973904358 N/A DIR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 Y 2031-05-24 0.00000000 USD 0.00000000 USD 52400000.00000000 USD 3604061.80000000 N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625AA5 170000.00000000 PA USD 167237.50000000 0.023107237181 Long DBT CORP US Y 2 2028-04-01 Fixed 4.87500000 N N N N N N Coca-Cola Europacific Partners plc 549300LTH67W4GWMRF57 19123MAE3 505000.00000000 PA USD 481945.44000000 0.066590493105 Long DBT CORP GB Y 2 2024-05-03 Fixed 0.80000000 N N N N N N LSF11 A5 HoldCo LLC 254900FPK7P5WNA66Y10 50221DAA7 244000.00000000 PA USD 227281.12000000 0.031403475576 Long DBT CORP US Y 2 2029-10-15 Fixed 6.62500000 N N N N N N Exeter Automobile Receivables Trust N/A 30166AAD6 635000.00000000 PA USD 619542.13000000 0.085602253932 Long ABS-O CORP US N 2 2026-01-15 Fixed 0.69000000 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAT0 236000.00000000 PA USD 233935.00000000 0.032322843441 Long DBT CORP US Y 2 2027-05-13 Fixed 6.62500000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CR4 885000.00000000 PA USD 762038.19000000 0.105290961643 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 60571.27000000 0.008369143895 Long ABS-O CORP US Y 2 2026-04-15 Fixed 3.80000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674YK0 1500000.00000000 PA USD 1420901.40000000 0.196326216677 Long DBT CORP CH Y 2 2024-08-09 Fixed 0.70000000 N N N N N N HSBC Bank Canada DMB80L5QKUQ124HSYW98 40427HTL7 350000.00000000 PA USD 345214.66000000 0.047698375228 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 56081.94000000 0.007748852315 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1259090.56000000 USD 26400000.00000000 MXN 2022-05-24 56081.94000000 N N N Western Union Co. (The) 28ID94QU1140NC23S047 959802AZ2 175000.00000000 PA USD 161056.79000000 0.022253247305 Long DBT CORP US N 2 2026-03-15 Fixed 1.35000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AR5 396000.00000000 PA USD 349470.00000000 0.048286336365 Long DBT CORP US Y 2 2031-09-15 Fixed 4.50000000 N N N N N N II-VI, Inc. 549300O5C25A0MMHHU33 902104AC2 92000.00000000 PA USD 90390.00000000 0.012489203491 Long DBT CORP US Y 2 2029-12-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -330564.38000000 -0.04567414325 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23360000.00000000 EUR 25528041.60000000 USD 2022-04-26 -330564.38000000 N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAA8 103000.00000000 PA USD 96421.39000000 0.013322561794 Long DBT CORP US Y 2 2029-10-15 Fixed 4.62500000 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VAZ2 365000.00000000 PA USD 356729.10000000 0.049289327592 Long DBT CORP JP Y 2 2025-03-10 Fixed 2.55000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBQ8 1215000.00000000 PA USD 1159745.32000000 0.160242231435 Long ABS-O CORP US Y 2 2026-07-15 Fixed 0.85000000 N N N N N N LSEGA Financing plc 2138009YFYTGEHZNNZ09 50220PAA1 865000.00000000 PA USD 826661.56000000 0.114219984967 Long DBT CORP GB Y 2 2024-04-06 Fixed 0.65000000 N N N N N N GLS Auto Receivables Trust N/A 36261XAC9 335000.00000000 PA USD 328364.89000000 0.045370239302 Long ABS-O CORP US Y 2 2025-09-15 Fixed 0.77000000 N N N N N N WR Grace Holdings LLC N/A 92943GAA9 454000.00000000 PA USD 424535.40000000 0.058658136959 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BQ1 295000.00000000 PA USD 283738.43000000 0.039204192837 Long DBT CORP US N 2 2032-03-01 Fixed 3.40000000 N N N N N N SPGN Mortgage Trust N/A 78473HAA4 760000.00000000 PA USD 754772.42000000 0.104287048820 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 1.85115960 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 45200000000.00000000 PA 10077202.65000000 1.392369006723 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CD4 460000.00000000 PA USD 428919.64000000 0.059263908234 Long DBT CORP JP N 2 2033-01-19 Variable 2.85199920 N N N N N N CCO Holdings LLC N/A 1248EPCQ4 198000.00000000 PA USD 184140.00000000 0.025442658821 Long DBT CORP US Y 2 2032-02-01 Fixed 4.75000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RAV9 310000.00000000 PA USD 285836.37000000 0.039494065605 Long DBT CORP US N 2 2026-10-15 Fixed 1.05000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813DAC2 87813.92000000 PA USD 87155.02000000 0.012042225689 Long ABS-O CORP US N 2 2024-07-15 Fixed 0.82000000 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879QAL3 103000.00000000 PA USD 106218.75000000 0.014676264889 Long DBT CORP US Y 2 2025-05-15 Fixed 6.25000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AU3 725000.00000000 PA USD 739911.73000000 0.102233744457 Long DBT CORP US N 2 2032-09-15 Fixed 4.40000000 N N N N N N Morgan Stanley Capital I Trust N/A 61772TBH6 775000.00000000 PA USD 719278.20000000 0.099382805692 Long ABS-MBS CORP US N 2 2054-10-15 Fixed 2.57400000 N N N N N N ARD Finance SA 6354006P6QPGGPVJW880 00191AAD8 200000.00000000 PA USD 182250.00000000 0.025181517161 Long DBT CORP LU Y 2 2027-06-30 Fixed 6.50000000 N N Y N N N N/A N/A N/A 1.00000000 NC N/A -46990.31000000 -0.00649266006 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2370000.00000000 BRL 448668.19000000 USD 2022-04-19 -46990.31000000 N N N United States of America 254900HROIFWPRGM1V77 912828ZE3 500000.00000000 PA USD 457700.95000000 0.063240627311 Long DBT UST US N 2 2027-03-31 Fixed 0.62500000 N N N N N N Mercedes-Benz Auto Receivables Trust N/A 58772WAC7 675000.00000000 PA USD 650677.46000000 0.089904228399 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.46000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAC5 265000.00000000 PA USD 272287.50000000 0.037622015661 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 158000.00000000 PA USD 164320.00000000 0.022704125651 Long DBT CORP US Y 2 2026-02-15 Fixed 8.25000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCY4 375000.00000000 PA USD 378000.00000000 0.052228331891 Long DBT CORP US Y 2 2026-01-01 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECA6 3067420.23000000 PA USD 3006469.98000000 0.415404528934 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WBC9 345000.00000000 PA USD 300139.65000000 0.041470352523 Long DBT CORP KY Y 2 2051-04-22 Fixed 3.84000000 N N N N N N IRB Holding Corp. 549300HVW4WNWYBXN830 44988MAA3 186000.00000000 PA USD 189255.00000000 0.026149399344 Long DBT CORP US Y 2 2026-02-15 Fixed 6.75000000 N N N N N N Precision Drilling Corp. 549300WF2OE8T5BP4B84 740212AL9 170000.00000000 PA USD 173400.00000000 0.023958710978 Long DBT CORP CA Y 2 2026-01-15 Fixed 7.12500000 N N N N N N FREED ABS Trust N/A 30322MAA7 120424.06000000 PA USD 119889.59000000 0.016565167451 Long ABS-O CORP US Y 2 2028-11-20 Fixed 0.62000000 N N N N N N Rolls-Royce plc X57JK1U580XATGR67572 77578JAC2 200000.00000000 PA USD 204530.00000000 0.028259948999 Long DBT CORP GB Y 2 2027-10-15 Fixed 5.75000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBU8 1225000.00000000 PA USD 1164582.63000000 0.160910603477 Long DBT CORP US Y 2 2024-08-12 Fixed 0.75000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 69346VAA7 100000.00000000 PA USD 99750.00000000 0.013782476471 Long DBT CORP US Y 2 2027-10-15 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDJ9 6342000.00000000 PA USD 6062276.58000000 0.837625908036 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 215.00000000 NC USD -104605.89000000 -0.01445341571 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2022-06-21 38081875.00000000 USD -104605.89000000 N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAA1 247000.00000000 PA USD 240578.00000000 0.033240708015 Long DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N Hercules Capital, Inc. 549300UJ5OC256GR2B73 427096AJ1 610000.00000000 PA USD 572635.98000000 0.079121222265 Long DBT CORP US N 2 2027-01-20 Fixed 3.37500000 N N N N N N Photo Holdings Merger Sub, Inc. N/A 719245AD4 486000.00000000 PA USD 461092.50000000 0.063709238419 Long DBT CORP US Y 2 2026-10-01 Fixed 8.50000000 N N N N N N Commonbond Student Loan Trust N/A 20268AAA0 528414.33000000 PA USD 492950.91000000 0.068111120988 Long ABS-O CORP US Y 2 2051-09-25 Fixed 1.17000000 N N N N N N Canadian Pacer Auto Receivables Trust N/A 13646CAD8 700000.00000000 PA USD 677289.20000000 0.093581177576 Long ABS-O CORP CA Y 2 2025-10-20 Fixed 0.50000000 N N N N N N BANK N/A 06539XAH7 250000.00000000 PA USD 229114.58000000 0.031656805093 Long ABS-MBS CORP US N 2 2063-04-15 Fixed 2.14400000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2T0 375000.00000000 PA USD 353482.88000000 0.048840796758 Long DBT CORP FR Y 2 2028-01-20 Variable 2.59099920 N N N N N N Ardagh Packaging Finance plc N/A 03969AAN0 400000.00000000 PA USD 384348.00000000 0.053105436258 Long DBT CORP US Y 2 2026-08-15 Fixed 4.12500000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AP3 152000.00000000 PA USD 151240.00000000 0.020896859564 Long DBT CORP US Y 2 2025-04-01 Fixed 5.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165JAD8 585000.00000000 PA USD 571052.84000000 0.078902479510 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.05000000 N N N N N N Drive Auto Receivables Trust N/A 262104AD4 585000.00000000 PA USD 570353.12000000 0.078805799065 Long ABS-O CORP US N 2 2025-12-15 Fixed 0.58000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAE8 6486.11000000 PA USD 6483.11000000 0.000895772541 Long ABS-O CORP US N 2 2024-11-15 Fixed 0.96000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAQ2 128000.00000000 PA USD 129920.00000000 0.017951071109 Long DBT CORP CA Y 2 2024-06-01 Fixed 4.87500000 N N N N N N Golub Capital BDC, Inc. 2549005WE0QLGK9APF78 38173MAB8 3335000.00000000 PA USD 3065679.41000000 0.423585507138 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 -15332.74000000 -0.00211852760 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4920000.00000000 GBP 6446110.20000000 USD 2022-05-25 -15332.74000000 N N N Westlake Automobile Receivables Trust N/A 96042QAJ9 35000.00000000 PA USD 34468.55000000 0.004762526109 Long ABS-O CORP US Y 2 2025-11-17 Fixed 1.24000000 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508RAE6 188000.00000000 PA USD 184240.00000000 0.025456475840 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBW4 730000.00000000 PA USD 735037.00000000 0.101560202085 Long DBT CORP US N 2 2032-03-16 Fixed 4.74200000 N N N N N N BANK N/A 06540DBH7 1045000.00000000 PA USD 970695.59000000 0.134121194285 Long ABS-MBS CORP US N 2 2064-09-15 Fixed 2.47000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KHXH9 1861898.57000000 PA USD 1831447.96000000 0.253051512954 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Santander Retail Auto Lease Trust N/A 80286CAB6 453863.32000000 PA USD 450013.33000000 0.062178427393 Long ABS-O CORP US Y 2 2024-01-22 Fixed 0.29000000 N N N N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 031921AB5 192000.00000000 PA USD 183360.00000000 0.025334886073 Long DBT CORP US Y 2 2029-06-30 Fixed 4.87500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABV8 270000.00000000 PA USD 255304.28000000 0.035275440923 Long DBT CORP US Y 2 2024-06-14 Fixed 0.87500000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAA3 251000.00000000 PA USD 258530.00000000 0.035721139269 Long DBT CORP US Y 2 2025-08-15 Fixed 6.37500000 N N N N N N Delek Logistics Partners LP N/A 24665FAB8 325000.00000000 PA USD 324187.50000000 0.044793048531 Long DBT CORP US N 2 2025-05-15 Fixed 6.75000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EYM3 240000.00000000 PA USD 230135.18000000 0.031797821589 Long DBT CORP CA N 2 2025-01-21 Fixed 1.60000000 N N N N N N Morgan Stanley Direct Lending Fund 549300QEX22T2J8IB029 61774AAA1 455000.00000000 PA USD 430812.20000000 0.059525403609 Long DBT CORP US Y 2 2027-02-11 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10746.60000000 -0.00148485976 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 450000.00000000 NZD 300950.55000000 USD 2022-05-09 -10746.60000000 N N N New England Power Co. 549300DTVRGN9GYD5U85 644188BG8 130000.00000000 PA USD 103708.27000000 0.014329391390 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 45150.04000000 PA USD 45002.10000000 0.006217948715 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.36000000 N N N N N N GSK Consumer Healthcare Capital US LLC 549300N8C3A3L0UVQB07 36264FAE1 725000.00000000 PA USD 726993.75000000 0.100448864703 Long DBT CORP US Y 2 2052-03-24 Fixed 4.00000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEP0 710000.00000000 PA USD 670545.23000000 0.092649361959 Long DBT CORP US Y 2 2024-09-27 Fixed 0.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FE3 300000.00000000 PA USD 353852.04000000 0.048891803665 Long DBT UST US N 2 2028-08-15 Fixed 5.50000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 473000.00000000 PA USD 448167.50000000 0.061923388711 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 823031.52000000 0.113718421649 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 10000.00000000 PA USD 10000.48000000 0.001381768223 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N Owl Rock Technology Finance Corp. 254900G5EZJSOD3UKL16 691205AC2 870000.00000000 PA USD 861062.58000000 0.118973180443 Long DBT CORP US Y 2 2025-12-15 Fixed 4.75000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABA8 1435000.00000000 PA USD 1346189.72000000 0.186003289642 Long DBT CORP DK Y 2 2025-09-10 Variable 0.97599960 N N N N N N Intelligent Packaging Ltd. Finco, Inc. N/A 45827MAA5 321000.00000000 PA USD 317308.50000000 0.043842575793 Long DBT CORP CA Y 2 2028-09-15 Fixed 6.00000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAG0 183000.00000000 PA USD 186660.00000000 0.025790847700 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 895000.00000000 PA USD 891643.75000000 0.123198586518 Long DBT CORP US Y 2 2025-03-01 Fixed 5.75000000 N N N N N N Open Text Holdings, Inc. N/A 683720AC0 283000.00000000 PA USD 265550.22000000 0.036691124402 Long DBT CORP US Y 2 2031-12-01 Fixed 4.12500000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDL5 1120000.00000000 PA USD 1041342.85000000 0.143882539636 Long DBT CORP NL Y 2 2027-12-15 Variable 1.98000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 12778.36000000 0.001765588431 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 795557.36000000 USD 3060000000.00000000 COP 2022-04-29 12778.36000000 N N N Greystar Real Estate Partners LLC 254900HGC806SXAS4M46 39807UAB2 476000.00000000 PA USD 474810.00000000 0.065604588003 Long DBT CORP US Y 2 2025-12-01 Fixed 5.75000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2G9 775000.00000000 PA USD 724452.18000000 0.100097695493 Long DBT CORP US Y 2 2027-01-06 Fixed 2.25000000 N N N N N N Grifols Escrow Issuer SA 959800HLB3PGTGSLVV62 39843UAA0 200000.00000000 PA USD 189878.00000000 0.026235479372 Long DBT CORP ES Y 2 2028-10-15 Fixed 4.75000000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 156700BB1 320000.00000000 PA USD 304600.00000000 0.042086639931 Long DBT CORP US Y 2 2026-12-15 Fixed 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 620515.80000000 0.085736786101 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 17707755.24000000 USD 172300000.00000000 SEK 2022-04-14 620515.80000000 N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAA6 350000.00000000 PA USD 348206.15000000 0.048111709970 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 54977.53000000 PA USD 54806.07000000 0.007572565115 Long ABS-O CORP US N 2 2025-02-18 Fixed 0.50000000 N N N N N N White Cap Buyer LLC N/A 96350RAA2 292000.00000000 PA USD 275940.00000000 0.038126682280 Long DBT CORP US Y 2 2028-10-15 Fixed 6.87500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACA3 285000.00000000 PA USD 253139.19000000 0.034976290026 Long DBT CORP US Y 2 2028-09-15 Fixed 2.10000000 N N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102AR6 65000.00000000 PA USD 57964.47000000 0.008008961844 Long DBT CORP US N 2 2032-02-01 Fixed 3.10000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAF7 790000.00000000 PA USD 897003.84000000 0.123939191173 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N United Auto Credit Securitization Trust N/A 90944DAC5 160000.00000000 PA USD 158302.42000000 0.021872675478 Long ABS-O CORP US Y 2 2025-03-10 Fixed 2.10000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAD0 810000.00000000 PA USD 741571.85000000 0.102463123553 Long DBT CORP GB Y 2 2026-09-29 Fixed 1.60000000 N N N N N N Jackson Financial, Inc. 213800WXW2KG1N4CO374 46817MAM9 230000.00000000 PA USD 193291.40000000 0.026707109499 Long DBT CORP US Y 2 2051-11-23 Fixed 4.00000000 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAB1 250000.00000000 PA USD 241946.78000000 0.033429832608 Long DBT CORP NZ Y 2 2025-02-21 Fixed 2.00000000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2D9 560000.00000000 PA USD 546276.64000000 0.075479147244 Long DBT CORP US Y 2 2023-06-28 Fixed 0.60000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BS4 225000.00000000 PA USD 229084.31000000 0.031652622682 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N Flagship Credit Auto Trust N/A 33846QAC5 1065000.00000000 PA USD 1007963.82000000 0.139270552713 Long ABS-O CORP US Y 2 2027-07-15 Fixed 0.95000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAF2 354000.00000000 PA USD 352672.50000000 0.048728826399 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 107580.00000000 0.014864349060 Long DBT CORP US Y 2 2025-07-15 Fixed 3.30000000 N N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AL1 35000.00000000 PA USD 32186.42000000 0.004447203772 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N AdaptHealth LLC N/A 00653VAA9 199000.00000000 PA USD 195020.00000000 0.026945950490 Long DBT CORP US Y 2 2028-08-01 Fixed 6.12500000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BP3 255000.00000000 PA USD 256488.23000000 0.035439027520 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AD3T3 63356.36000000 PA USD 64838.10000000 0.008958692608 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N Owl Rock Capital Corp. 2549000BD79OOCPF2L94 69121KAF1 1710000.00000000 PA USD 1532373.07000000 0.211728278522 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N Delek Logistics Partners LP N/A 24665FAC6 200000.00000000 PA USD 196000.00000000 0.027081357277 Long DBT CORP US Y 2 2028-06-01 Fixed 7.12500000 N N N N N N Great-West Lifeco US Finance 2020 LP N/A 391399AA0 160000.00000000 PA USD 149096.51000000 0.020600693143 Long DBT CORP US Y 2 2025-08-12 Fixed 0.90400000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAD6 475000.00000000 PA USD 418892.10000000 0.057878401125 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N Gray Escrow II, Inc. N/A 389286AA3 187000.00000000 PA USD 178351.25000000 0.024642826132 Long DBT CORP US Y 2 2031-11-15 Fixed 5.37500000 N N N N N N N/A N/A N/A 22300000.00000000 PA USD -2310107.66000000 -0.31918801473 N/A DIR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 Y 2031-05-24 0.00000000 USD 0.00000000 USD 22300000.00000000 USD -2310107.66000000 N N N Carvana Auto Receivables Trust N/A 14687HAD5 245000.00000000 PA USD 238139.93000000 0.032903839419 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.72000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534GAA1 542219.47000000 PA USD 542198.27000000 0.074915638086 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 254000.00000000 PA USD 257810.00000000 0.035621656732 Long DBT CORP US Y 2 2026-01-15 Fixed 7.00000000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 444859BP6 1100000.00000000 PA USD 1066736.66000000 0.147391207193 Long DBT CORP US N 2 2023-08-03 Fixed 0.65000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2F1 755000.00000000 PA USD 730145.32000000 0.100884317730 Long DBT CORP US Y 2 2023-12-08 Fixed 1.25000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 117000.00000000 PA USD 105153.75000000 0.014529113636 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N Clarivate Science Holdings Corp. N/A 18064PAD1 529000.00000000 PA USD 497260.00000000 0.068706508773 Long DBT CORP US Y 2 2029-07-01 Fixed 4.87500000 N N N N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 74739DAA2 165000.00000000 PA USD 157388.55000000 0.021746405887 Long DBT CORP US Y 2 2024-12-15 Fixed 1.75000000 N N N N N N Sigma Holdco BV 254900RAPCKVT00GAO59 82660CAA0 419000.00000000 PA USD 346722.50000000 0.047906713767 Long DBT CORP NL Y 2 2026-05-15 Fixed 7.87500000 N N N N N N Rackspace Technology Global, Inc. 549300QTYCKLMFSE8I97 750098AA3 218000.00000000 PA USD 189049.60000000 0.026121019187 Long DBT CORP US Y 2 2028-12-01 Fixed 5.37500000 N N N N N N Roche Holdings, Inc. PVJRP0EQNV6OGDPZGY95 771196BV3 1050000.00000000 PA USD 1018279.29000000 0.140695843164 Long DBT CORP US Y 2 2027-03-10 Fixed 2.31400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SL3 1975000.00000000 PA USD 1780614.18000000 0.246027799903 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AH3 254000.00000000 PA USD 261886.70000000 0.036184935146 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 2105108.27000000 0.290863210034 Long ABS-MBS CORP US Y 2 2058-12-25 Variable 3.75000120 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418BAE8 555000.00000000 PA USD 545649.19000000 0.075392452358 Long DBT CORP CA N 2 2027-03-11 Fixed 2.95100000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAE1 1105000.00000000 PA USD 1012238.90000000 0.139861241329 Long DBT CORP FI Y 2 2026-09-30 Fixed 1.50000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAF0 240000.00000000 PA USD 238161.00000000 0.032906750665 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 170150.98000000 0.023509793267 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Trustage Financial Group, Inc. 549300X7YNHNZXTI6F10 89787EAA9 420000.00000000 PA USD 422369.89000000 0.058358928031 Long DBT CORP US Y 2 2032-04-15 Fixed 4.62500000 N N N N N N MDC Holdings, Inc. 5299005FV4VNV75R8R35 552676AV0 485000.00000000 PA USD 374056.25000000 0.051683423203 Long DBT CORP US N 2 2061-08-06 Fixed 3.96600000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DF9 476000.00000000 PA USD 560037.80000000 0.077380529339 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355LAM8 790000.00000000 PA USD 715984.51000000 0.098927715919 Long DBT CORP US N 2 2028-09-15 Fixed 2.37500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535BAA1 455000.00000000 PA USD 434842.95000000 0.060082333103 Long ABS-O CORP US Y 2 2030-10-15 Fixed 1.26000000 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RR40 1525000.00000000 PA USD 1450453.58000000 0.200409447008 Long DBT CORP US N 2 2024-08-09 Fixed 0.50000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 765000.00000000 PA USD 772099.20000000 0.106681093308 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N Victors Merger Corp. N/A 92641PAA4 194000.00000000 PA USD 158595.00000000 0.021913101313 Long DBT CORP US Y 2 2029-05-15 Fixed 6.37500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A45H5 402479.17000000 PA USD 386205.09000000 0.053362030737 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Viatris, Inc. 254900ZZTSW7NL773X71 92556VAA4 340000.00000000 PA USD 339146.77000000 0.046859973712 Long DBT CORP US N 2 2022-06-22 Fixed 1.12500000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBM9 226000.00000000 PA USD 207316.58000000 0.028644971287 Long DBT CORP US Y 2 2031-09-01 Fixed 3.87500000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AK7 430000.00000000 PA USD 422476.33000000 0.058373634866 Long DBT CORP US N 2 2024-03-15 Fixed 2.03100000 N N N N N N Northwest Fiber LLC N/A 667449AC6 121000.00000000 PA USD 105270.00000000 0.014545175921 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 276128.10000000 0.038152672093 Long DBT CORP US N 2 2023-03-01 Fixed 0.65000000 N N N N N N Affirm Asset Securitization Trust N/A 00834DAA1 340000.00000000 PA USD 315083.78000000 0.043535185808 Long ABS-O CORP US Y 2 2026-08-17 Fixed 1.03000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367TQW3 1500000.00000000 PA USD 1425429.75000000 0.196951899658 Long DBT CORP CA N 2 2024-07-09 Fixed 0.62500000 N N N N N N Ford Credit Auto Owner Trust N/A 34528GAK2 61640.82000000 PA USD 61337.70000000 0.008475041674 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.04000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAM4 300000.00000000 PA USD 271103.67000000 0.037458445644 Long DBT CORP US N 2 2026-08-15 Fixed 1.87500000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFC1 460000.00000000 PA USD 446099.40000000 0.061637638941 Long DBT CORP US N 2 2025-02-07 Fixed 1.87500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287EAD7 770000.00000000 PA USD 756792.04000000 0.104566100100 Long ABS-O CORP US N 2 2025-12-15 Fixed 0.60000000 N N N N N N Ritchie Bros Holdings, Inc. N/A 76774LAA5 230000.00000000 PA USD 224825.00000000 0.031064113009 Long DBT CORP US Y 2 2031-12-15 Fixed 4.75000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAH8 152000.00000000 PA USD 152414.96000000 0.021059204010 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 327834.00000000 0.045296886130 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 464000.00000000 PA USD 461047.80000000 0.063703062212 Long DBT CORP US Y 2 2024-04-15 Fixed 5.50000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CQ6 7520000.00000000 PA USD 6714145.52000000 0.927694763455 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 282000.00000000 PA USD 256380.30000000 0.035424114811 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYM0 795000.00000000 PA USD 740094.99000000 0.102259065526 Long DBT CORP US N 2 2027-10-21 Variable 1.94799960 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAW1 70000.00000000 PA USD 64402.63000000 0.008898523635 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3F6 470000.00000000 PA USD 449247.62000000 0.062072629097 Long DBT CORP US Y 2 2025-01-07 Fixed 1.71600000 N N N N N N Park Intermediate Holdings LLC N/A 70052LAB9 243000.00000000 PA USD 242392.50000000 0.033491417825 Long DBT CORP US Y 2 2028-10-01 Fixed 5.87500000 N N N N N N SMB Private Education Loan Trust N/A 78449MAA4 356336.59000000 PA USD 339655.37000000 0.046930247071 Long ABS-O CORP US Y 2 2053-03-17 Fixed 1.34000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CG2 300000.00000000 PA USD 286695.93000000 0.039612831174 Long DBT CORP DE N 2 2025-04-01 Variable 1.44699840 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAM5 145000.00000000 PA USD 133408.27000000 0.018433046038 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 189000.00000000 0.026114165945 Long DBT CORP US Y 2 2029-09-01 Fixed 4.00000000 N N N N N N Motel Trust N/A 61977KAA4 634956.35000000 PA USD 625826.76000000 0.086470602454 Long ABS-MBS CORP US Y 2 2038-09-15 Floating 1.29656880 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 74166NAA2 350000.00000000 PA USD 322437.50000000 0.044551250699 Long DBT CORP US Y 2 2032-07-15 Fixed 4.87500000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAF1 190000.00000000 PA USD 191157.10000000 0.026412212862 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.12500000 N N N N N N Likewize Corp. TF9O1XIG83ZLXX7WN472 10947XAA0 434000.00000000 PA USD 437797.50000000 0.060490563839 Long DBT CORP US Y 2 2025-10-15 Fixed 9.75000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAP3 375000.00000000 PA USD 367754.14000000 0.050812659466 Long DBT CORP US N 2 2032-03-01 Fixed 3.37500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B36 410000.00000000 PA USD 384887.50000000 0.053179979076 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCG8 245000.00000000 PA USD 209253.94000000 0.028912656687 Long DBT CORP US N 2 2032-07-29 Variable 2.35900080 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1080939.70000000 -0.14935364393 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 798800000.00000000 MXN 38712991.73000000 USD 2022-05-24 -1080939.70000000 N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477BQ5 275000.00000000 PA USD 257328.56000000 0.035555136076 Long DBT CORP US N 2 2027-11-18 Variable 1.68400080 N N N N N N Comerica Bank 70WY0ID1N53Q4254VH70 20034DJA8 250000.00000000 PA USD 247520.35000000 0.034199933835 Long DBT CORP US N 2 2024-07-23 Fixed 2.50000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 111000.00000000 PA USD 107914.20000000 0.014910525538 Long DBT CORP US Y 2 2029-06-01 Fixed 4.87500000 N N N N N N Curo Group Holdings Corp. 54930007KH8KCGJ4YE72 23131LAC1 384000.00000000 PA USD 328800.00000000 0.045430358534 Long DBT CORP US Y 2 2028-08-01 Fixed 7.50000000 N N N N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAG2 188000.00000000 PA USD 173900.00000000 0.024027796073 Long DBT CORP US Y 2 2027-01-15 Fixed 6.62500000 N N N N N N Carvana Auto Receivables Trust N/A 14687KAC0 865000.00000000 PA USD 842300.84000000 0.116380867259 Long ABS-O CORP US N 2 2027-01-11 Fixed 1.31000000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAW5 50000.00000000 PA USD 47820.00000000 0.006607298494 Long DBT CORP US Y 2 2030-07-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBK6 8120000.00000000 PA USD 8128810.20000000 1.123159251344 Long DBT UST US N 2 2023-01-31 Floating 0.65492640 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCG3 795000.00000000 PA USD 714690.53000000 0.098748926456 Long DBT CORP JP N 2 2028-09-17 Fixed 1.90200000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DD3 245000.00000000 PA USD 247289.50000000 0.034168037246 Long DBT CORP US Y 2 2023-02-22 Fixed 3.35000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3E9 445000.00000000 PA USD 392797.94000000 0.054272966075 Long DBT CORP US Y 2 2031-10-04 Fixed 2.64600000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89239BAC5 745000.00000000 PA USD 721190.17000000 0.099646982951 Long ABS-O CORP US N 2 2026-01-15 Fixed 0.43000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAV4 3680000.00000000 PA USD 3405766.40000000 0.470575391227 Long DBT CORP KY N 2 2047-12-06 Fixed 4.20000000 N N N N N N Ford Credit Auto Owner Trust N/A 345340AA1 275000.00000000 PA USD 255520.73000000 0.035305347861 Long ABS-O CORP US Y 2 2033-10-17 Fixed 1.37000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 36258NAC6 42264.56000000 PA USD 42266.11000000 0.005839916457 Long ABS-O CORP US N 2 2024-09-16 Fixed 1.84000000 N N N N N N 1011778 BC ULC N/A 68245XAK5 190000.00000000 PA USD 195343.75000000 0.026990683089 Long DBT CORP CA Y 2 2025-04-15 Fixed 5.75000000 N N N N N N Carvana Auto Receivables Trust N/A 14687JAE9 665000.00000000 PA USD 641821.82000000 0.088680642936 Long ABS-O CORP US N 2 2026-11-10 Fixed 0.70000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477BT9 250000.00000000 PA USD 235734.58000000 0.032571491752 Long DBT CORP US N 2 2033-02-07 Variable 2.62299960 N N N N N N Shift4 Payments LLC N/A 82453AAA5 413000.00000000 PA USD 395963.75000000 0.054710386645 Long DBT CORP US Y 2 2026-11-01 Fixed 4.62500000 N N N N N N Haemonetics Corp. 549300ZEL6TXZS6F5F95 405024AB6 2305000.00000000 PA USD 1930988.53000000 0.266805052442 Long DBT CORP US N 2 2026-03-01 None 0.00000000 N N N N Y Haemonetics Corp. USD XXXX N N N Park Intermediate Holdings LLC N/A 70052LAA1 147000.00000000 PA USD 152880.00000000 0.021123458676 Long DBT CORP US Y 2 2025-06-01 Fixed 7.50000000 N N N N N N BPR Trust N/A 05592CAA4 420000.00000000 PA USD 409508.53000000 0.056581871474 Long ABS-MBS CORP US Y 2 2023-12-15 Floating 1.82927160 N N N N N N N/A N/A N/A 1.00000000 NC N/A -734551.68000000 -0.10149314532 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 49200000.00000000 BRL 9555067.88000000 USD 2022-04-19 -734551.68000000 N N N Targa Resources Partners LP N/A 87612BBJ0 361000.00000000 PA USD 371793.72000000 0.051370809003 Long DBT CORP US N 2 2026-04-15 Fixed 5.87500000 N N N N N N Jefferies Group LLC N/A 47233JGT9 315000.00000000 PA USD 281077.87000000 0.038836582755 Long DBT CORP US N 2 2031-10-15 Fixed 2.62500000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066RAD7 190000.00000000 PA USD 181988.88000000 0.025145438161 Long ABS-O CORP US N 2 2027-01-19 Fixed 0.69000000 N N N N N N Verscend Escrow Corp. N/A 92535WAA8 501000.00000000 PA USD 520413.75000000 0.071905666814 Long DBT CORP US Y 2 2026-08-15 Fixed 9.75000000 N N N N N N Windstream Escrow LLC N/A 97382WAA1 210000.00000000 PA USD 211797.60000000 0.029264114673 Long DBT CORP US Y 2 2028-08-15 Fixed 7.75000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298BM4 254000.00000000 PA USD 253719.66000000 0.035056493676 Long DBT CORP US N 2 2026-03-15 Fixed 5.25000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HL0 335000.00000000 PA USD 335045.54000000 0.046293305983 Long DBT CORP US N 2 2022-12-02 Floating 0.62200800 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEL9 550000.00000000 PA USD 526425.19000000 0.072736268622 Long DBT CORP US Y 2 2024-04-12 Fixed 0.75000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCL7 6780000.00000000 PA USD 6742619.01000000 0.931628950983 Long DBT CORP US N 2 2024-12-06 Floating 0.88080840 N N N N N N LCM Investments Holdings II LLC 549300P5V78NNQTG4428 50190EAA2 315000.00000000 PA USD 295605.45000000 0.040843861247 Long DBT CORP US Y 2 2029-05-01 Fixed 4.87500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2V4 535000.00000000 PA USD 533930.75000000 0.073773313275 Long DBT CORP US N 2 2028-03-24 Variable 3.52599840 N N N N N N Dell International LLC N/A 24703TAD8 4800000.00000000 PA USD 5211265.92000000 0.720041603291 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AU1 265000.00000000 PA USD 259214.97000000 0.035815781704 Long DBT CORP US N 2 2023-05-15 Fixed 0.55000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 925524AX8 170000.00000000 PA USD 207565.26000000 0.028679331450 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N CCO Holdings LLC N/A 1248EPCN1 283000.00000000 PA USD 258265.80000000 0.035684634705 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 1465000.00000000 PA USD 1413953.54000000 0.195366229540 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDE8 67290000.00000000 PA USD 67390531.26000000 9.311362521132 Long DBT UST US N 2 2023-10-31 Floating 0.64092600 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 14879EAK4 83000.00000000 PA USD 75945.00000000 0.010493335093 Long DBT CORP US Y 2 2030-04-01 Fixed 3.50000000 N N N N N N J M Smucker Co. (The) 5493000WDH6A0LHDJD55 832696AU2 225000.00000000 PA USD 196297.99000000 0.027122530612 Long DBT CORP US N 2 2032-03-15 Fixed 2.12500000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAQ9 63000.00000000 PA USD 68027.40000000 0.009399358796 Long DBT CORP US Y 2 2029-02-01 Fixed 7.62500000 N N N N N N World Omni Auto Receivables Trust N/A 98162RAD0 18573.02000000 PA USD 18581.62000000 0.002567425969 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.96000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131Y8ZR9 3801.33000000 PA USD 3894.98000000 0.000538170127 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 439000.00000000 PA USD 436805.00000000 0.060353429925 Long DBT CORP US Y 2 2029-02-01 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 30293HAE5 3000000.00000000 PA USD 2977239.60000000 0.411365761770 Long ABS-MBS USGSE US Y 2 2048-08-25 Variable 3.64311360 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HB2 655000.00000000 PA USD 629983.78000000 0.087044978698 Long DBT CORP US N 2 2024-04-01 Fixed 1.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNEU2 18164835.49000000 PA USD 16889180.85000000 2.333581330180 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Black Knight InfoServ LLC 549300H5PS5C68DAUX66 092174AA9 147000.00000000 PA USD 139386.87000000 0.019259110337 Long DBT CORP US Y 2 2028-09-01 Fixed 3.62500000 N N N N N N Sprint Capital Corp. 549300L17W0GQBR1PO80 852060AT9 177000.00000000 PA USD 237899.24000000 0.032870583236 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 1270000.00000000 PA USD 1110629.22000000 0.153455850556 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913R2B2 340000.00000000 PA USD 339997.38000000 0.046977502658 Long DBT CORP US N 2 2022-05-13 Fixed 0.95000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AN7 143000.00000000 PA USD 136922.50000000 0.018918607866 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001WAC2 4810000.00000000 PA USD 4044454.35000000 0.558823026750 Long ABS-MBS CORP US Y 2 2052-03-15 Fixed 3.00000000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 156686AM9 266000.00000000 PA USD 264670.00000000 0.036569504237 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 350746.24000000 0.048462674688 Long DBT CORP US Y 2 2022-07-01 Fixed 2.30000000 N N N N N N Weekley Homes LLC N/A 948565AD8 171000.00000000 PA USD 157320.00000000 0.021736934320 Long DBT CORP US Y 2 2028-09-15 Fixed 4.87500000 N N N N N N ION Trading Technologies Sarl 5493009ZVXOKZLQ6QJ12 46205YAA9 200000.00000000 PA USD 193000.00000000 0.026666846706 Long DBT CORP LU Y 2 2028-05-15 Fixed 5.75000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23329PAF7 350000.00000000 PA USD 321778.00000000 0.044460127458 Long DBT CORP NO Y 2 2026-09-16 Variable 1.12700160 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAH0 185000.00000000 PA USD 185467.01000000 0.025626012045 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N Clark Equipment Co. 549300X1FKNY520VPF71 181396AE2 199000.00000000 PA USD 200803.44000000 0.027745049495 Long DBT CORP US Y 2 2025-06-01 Fixed 5.87500000 N N N N N N Covanta Holding Corp. 40XIFLS8XDQGGHGPGC04 22282EAJ1 89000.00000000 PA USD 84327.50000000 0.011651546713 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N JBS USA LUX SA N/A 46590XAD8 385000.00000000 PA USD 340925.20000000 0.047105699724 Long DBT CORP US Y 2 2032-05-15 Fixed 3.00000000 N N N N N N Denso Corp. 549300RYPA10CQM3QK38 24872BAA8 565000.00000000 PA USD 520491.28000000 0.071916379149 Long DBT CORP JP Y 2 2026-09-16 Fixed 1.23900000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -236785.71000000 -0.03271672658 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5000000000.00000000 CLP 6113964.29000000 USD 2022-04-08 -236785.71000000 N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAQ0 1250000.00000000 PA USD 1253861.13000000 0.173246230802 Long DBT CORP SE Y 2 2025-04-04 Fixed 3.35600000 N N N N N N Plains All American Pipeline LP N/A 72650RBB7 335000.00000000 PA USD 336251.66000000 0.046459955813 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAK7 390000.00000000 PA USD 401713.88000000 0.055504883201 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163GAU4 780000.00000000 PA USD 712324.08000000 0.098421953609 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 2.22370000 N N N N N N Westlake Automobile Receivables Trust N/A 96042RAD0 240000.00000000 PA USD 232893.02000000 0.032178872867 Long ABS-O CORP US Y 2 2026-07-15 Fixed 0.62000000 N N N N N N SoFi Professional Loan Program Trust N/A 83406TAB8 104208.26000000 PA USD 103418.38000000 0.014289337233 Long ABS-O CORP US Y 2 2046-05-15 Fixed 2.54000000 N N N N N N BANK N/A 06541JAL5 660000.00000000 PA USD 612496.37000000 0.084628739932 Long ABS-MBS CORP US N 2 2063-06-15 Fixed 2.43800000 N N N N N N Aon Corp. N/A 03740LAE2 260000.00000000 PA USD 256709.47000000 0.035469596293 Long DBT CORP US N 2 2052-02-28 Fixed 3.90000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002UAJ0 100000.00000000 PA USD 90388.70000000 0.012489023869 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 116000.00000000 PA USD 117015.00000000 0.016167984804 Long DBT CORP US N 2 2023-06-15 Fixed 4.12500000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AZ2 380000.00000000 PA USD 352600.75000000 0.048718912688 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCJ3 540000.00000000 PA USD 495536.18000000 0.068468328236 Long DBT CORP US N 2 2029-06-01 Variable 2.06899920 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AU5 395000.00000000 PA USD 365679.66000000 0.050526028170 Long DBT CORP US N 2 2062-02-15 Variable 3.87500040 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAN4 60000.00000000 PA USD 62550.00000000 0.008642545396 Long DBT CORP US Y 2 2025-06-15 Fixed 7.12500000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46591ABG9 1190000.00000000 PA USD 1166962.08000000 0.161239372536 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.71790800 N N N N N N Drive Auto Receivables Trust N/A 262108AD5 195000.00000000 PA USD 193261.67000000 0.026703001700 Long ABS-O CORP US N 2 2025-07-15 Fixed 0.65000000 N N N N N N New Economy Assets Phase 1 Sponsor LLC N/A 643821AA9 695000.00000000 PA USD 648904.19000000 0.089659215346 Long ABS-O CORP US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CG2 600000.00000000 PA USD 606683.76000000 0.083825610503 Long DBT CORP US Y 2 2052-03-15 Fixed 4.62500000 N N N N N N Park Intermediate Holdings LLC N/A 70052LAC7 169000.00000000 PA USD 158031.90000000 0.021835297678 Long DBT CORP US Y 2 2029-05-15 Fixed 4.87500000 N N N N N N Oaktree Specialty Lending Corp. 549300J6MGCEU5928620 67401PAB4 140000.00000000 PA USD 136586.84000000 0.018872229660 Long DBT CORP US N 2 2025-02-25 Fixed 3.50000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAR3 660000.00000000 PA USD 572387.11000000 0.079086835850 Long DBT CORP US N 2 2033-11-15 Fixed 2.65000000 N N N N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 00182EBP3 455000.00000000 PA USD 443623.27000000 0.061295511588 Long DBT CORP NZ Y 2 2025-02-18 Fixed 2.16600000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAW3 170000.00000000 PA USD 169301.61000000 0.023392435653 Long DBT CORP US Y 2 2024-07-15 Fixed 3.37500000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 389375AL0 246000.00000000 PA USD 227193.30000000 0.031391341470 Long DBT CORP US Y 2 2030-10-15 Fixed 4.75000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530QAC1 115000.00000000 PA USD 113821.70000000 0.015726765936 Long ABS-O CORP US Y 2 2026-12-14 Fixed 1.31000000 N N N N N N CarMax Auto Owner Trust N/A 14317DAC4 1170000.00000000 PA USD 1133371.63000000 0.156598173671 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.55000000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98311AAB1 264000.00000000 PA USD 253704.00000000 0.035054329931 Long DBT CORP US Y 2 2028-08-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FF0 1050000.00000000 PA USD 1231468.35000000 0.170152216131 Long DBT UST US N 2 2028-11-15 Fixed 5.25000000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168AAB6 258000.00000000 PA USD 255097.50000000 0.035246870091 Long DBT CORP US Y 2 2026-07-15 Fixed 6.75000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0KK4 765000.00000000 PA USD 741721.13000000 0.102483749599 Long DBT CORP AU Y 2 2027-03-14 Fixed 2.55200000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCW4 940000.00000000 PA USD 918962.80000000 0.126973264852 Long DBT CORP US N 2 2028-02-24 Variable 2.94699960 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331AW7 170000.00000000 PA USD 167200.64000000 0.023102144228 Long DBT CORP US N 2 2024-10-01 Fixed 2.52900000 N N N N N N Hill City Funding Trust N/A 43137PAA8 790000.00000000 PA USD 658039.11000000 0.090921388980 Long DBT CORP US Y 2 2041-08-15 Fixed 4.04600000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315AZ6 260000.00000000 PA USD 251563.94000000 0.034758637434 Long DBT CORP US N 2 2032-03-15 Fixed 3.00000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AX2 231000.00000000 PA USD 214206.30000000 0.029596925210 Long DBT CORP US Y 2 2032-02-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -79432.12000000 -0.01097515112 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 11033351.56000000 USD 10090000.00000000 CHF 2022-06-15 -79432.12000000 N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBB1 495000.00000000 PA USD 492158.35000000 0.068001612822 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N N/A N/A N/A 25750000.00000000 PA USD 1289852.67000000 0.178219188729 N/A DIR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 Y 2031-05-24 0.00000000 USD 0.00000000 USD 25750000.00000000 USD 1289852.67000000 N N N GM Financial Automobile Leasing Trust N/A 36262XAC8 1510000.00000000 PA USD 1468159.56000000 0.202855885633 Long ABS-O CORP US N 2 2024-10-21 Fixed 0.39000000 N N N N N N N/A N/A N/A 15125000.00000000 PA -82943.15000000 -0.01146027081 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 iTraxx Europe Crossover Index Series 36-V1 iTraxx Europe Crossover Index Series 36-V1 Y Payout of notional amount upon default event with regard to the reference instrument 2026-12-20 1438282.29000000 USD 0.00000000 USD 15125000.00000000 EUR -82943.15000000 N N N CDW LLC N/A 12513GBH1 725000.00000000 PA USD 680557.50000000 0.094032759209 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N Onemain Financial Issuance Trust 549300I1P51W2UFIED29 68267BAA8 37544.70000000 PA USD 37552.31000000 0.005188609814 Long ABS-O CORP US Y 2 2029-03-14 Fixed 3.30000000 N N N N N N Prestige Auto Receivables Trust N/A 74114BAG8 260000.00000000 PA USD 257158.59000000 0.035531651289 Long ABS-O CORP US Y 2 2026-11-16 Fixed 1.31000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -50651.42000000 -0.00699851633 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 7179479.44000000 USD 6440000.00000000 EUR 2022-04-26 -50651.42000000 N N N GM Financial Consumer Automobile Receivables Trust N/A 362554AB3 535000.00000000 PA USD 530520.61000000 0.073302133582 Long ABS-O CORP US N 2 2024-11-18 Fixed 0.28000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWAF0 295348.86000000 PA USD 275530.48000000 0.038070098824 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 27684.82000000 PA USD 27695.01000000 0.003826624798 Long ABS-O CORP US Y 2 2024-09-13 Fixed 2.48000000 N N N N N N NXP BV N/A 62954HAD0 1220000.00000000 PA USD 1182485.00000000 0.163384177345 Long DBT CORP US Y 2 2030-05-01 Fixed 3.40000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BE1 315000.00000000 PA USD 313916.90000000 0.043373957776 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 16990.77000000 PA USD 16987.09000000 0.002347109456 Long ABS-O CORP US Y 2 2024-02-15 Fixed 0.93000000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAJ7 150000.00000000 PA USD 151870.02000000 0.020983909547 Long DBT CORP US Y 2 2023-09-19 Fixed 3.85000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043JAJ4 855000.00000000 PA USD 821052.14000000 0.113444930338 Long ABS-O CORP US Y 2 2027-01-15 Fixed 1.58000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNCA8 3452570.33000000 PA USD 3210108.05000000 0.443541239795 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Blue Racer Midstream LLC N/A 095796AE8 268000.00000000 PA USD 272207.60000000 0.037610975862 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N AEP Transmission Co. LLC 549300X123Z1I0LA3Y84 00115AAN9 150000.00000000 PA USD 122896.49000000 0.016980631396 Long DBT CORP US N 2 2051-08-15 Fixed 2.75000000 N N N N N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAB9 590000.00000000 PA USD 559312.33000000 0.077280291011 Long DBT CORP US Y 2 2029-01-18 Fixed 2.70000000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919VAA3 300000.00000000 PA USD 276069.00000000 0.038144506235 Long DBT CORP US Y 2 2027-03-01 Fixed 4.00000000 N N N N N N Expedia Group, Inc. N/A 30212PAS4 290000.00000000 PA USD 310266.80000000 0.042869622765 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 N N N N N N HealthEquity, Inc. 529900LRJU1RAFQHM467 42226AAA5 522000.00000000 PA USD 494595.00000000 0.068338285216 Long DBT CORP US Y 2 2029-10-01 Fixed 4.50000000 N N N N N N Camelot Finance SA N/A 13323AAB6 434000.00000000 PA USD 419352.50000000 0.057942014681 Long DBT CORP LU Y 2 2026-11-01 Fixed 4.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 025286AB1 330000.00000000 PA USD 324064.88000000 0.044776106103 Long ABS-O CORP US Y 2 2026-02-13 Fixed 0.66000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066JAE3 425000.00000000 PA USD 401499.16000000 0.055475215297 Long ABS-O CORP US N 2 2027-08-18 Fixed 1.41000000 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 6510000.00000000 PA USD 4394250.00000000 0.607154358238 Long DBT CORP KY Y 2 2030-08-06 Fixed 4.80000000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 156700AX4 126000.00000000 PA USD 130649.40000000 0.018051852446 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N SRS Distribution, Inc. 549300ZQ3XP75BCYM468 78471RAD8 167000.00000000 PA USD 154683.75000000 0.021372683156 Long DBT CORP US Y 2 2029-12-01 Fixed 6.00000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAC1 1105000.00000000 PA USD 991061.90000000 0.136935211212 Long DBT CORP US Y 2 2026-12-15 Fixed 2.62500000 N N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102AP0 1900000.00000000 PA USD 1833500.00000000 0.253335043711 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 201000.00000000 PA USD 206527.50000000 0.028535943954 Long DBT CORP US Y 2 2025-05-01 Fixed 6.87500000 N N N N N N Kaiser Aluminum Corp. N/A 483007AL4 268000.00000000 PA USD 239860.00000000 0.033141501818 Long DBT CORP US Y 2 2031-06-01 Fixed 4.50000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TJZ9 770000.00000000 PA USD 766466.70000000 0.105902849712 Long DBT CORP US N 2 2027-03-22 Fixed 3.05000000 N N N N N N Specialty Building Products Holdings LLC N/A 84749AAA5 521000.00000000 PA USD 527361.41000000 0.072865626318 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 167353.70000000 0.023123292557 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N Illuminate Buyer LLC N/A 45232TAA9 503000.00000000 PA USD 508030.00000000 0.070194601721 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 391000.00000000 PA USD 410061.25000000 0.056658240901 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 151000.00000000 PA USD 142317.50000000 0.019664036042 Long DBT CORP US Y 2 2028-09-15 Fixed 4.87500000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 91911XAV6 327000.00000000 PA USD 334561.88000000 0.046226478589 Long DBT CORP US Y 2 2026-04-01 Fixed 9.25000000 N N N N N N World Omni Select Auto Trust N/A 98163HAD1 300000.00000000 PA USD 283622.13000000 0.039188123643 Long ABS-O CORP US N 2 2027-08-16 Fixed 0.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 123435.28000000 0.017055076113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10346990.82000000 USD 12700000000.00000000 KRW 2022-06-14 123435.28000000 N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAJ2 245000.00000000 PA USD 246022.80000000 0.033993017066 Long DBT CORP US N 2 2022-10-01 Fixed 3.37500000 N N N N N N Americredit Automobile Receivables Trust N/A 03066TAD3 680000.00000000 PA USD 667391.30000000 0.092213582851 Long ABS-O CORP US N 2 2027-04-19 Fixed 2.77000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -242755.75000000 -0.03354160814 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 10836371.30000000 USD 9570000.00000000 EUR 2022-04-26 -242755.75000000 N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073EAS4 435000.00000000 PA USD 428624.07000000 0.059223069271 Long DBT CORP US N 2 2023-03-15 Fixed 0.73700000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAB5 1105000.00000000 PA USD 999323.99000000 0.138076785758 Long DBT CORP IE Y 2 2027-09-30 Variable 2.02899960 N N N N N N Solaris Midstream Holdings LLC 5493007AWQW8ZKCHVV46 83419MAA0 345000.00000000 PA USD 355532.85000000 0.049124041502 Long DBT CORP US Y 2 2026-04-01 Fixed 7.62500000 N N N N N N Southwest Gas Corp. OQQR1IQTGBKH0UR88X59 845011AE5 200000.00000000 PA USD 199626.00000000 0.027582362386 Long DBT CORP US N 2 2032-03-15 Fixed 4.05000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CG3 260000.00000000 PA USD 242959.24000000 0.033569724398 Long DBT CORP GB Y 2 2028-01-12 Variable 2.60799840 N N N N N N Watco Cos. LLC N/A 941130AB2 721000.00000000 PA USD 711086.25000000 0.098250922403 Long DBT CORP US Y 2 2027-06-15 Fixed 6.50000000 N N N N N N Embraer Netherlands Finance BV 724500PBR8LR26XBSP67 29082HAC6 3240000.00000000 PA USD 3424882.50000000 0.473216666399 Long DBT CORP NL Y 2 2028-01-17 Fixed 6.95000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AN9 174000.00000000 PA USD 183622.20000000 0.025371114296 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAF4 54000.00000000 PA USD 51570.00000000 0.007125436708 Long DBT CORP US Y 2 2026-05-01 Fixed 7.62500000 N N N N N N BANK N/A 06540LBF3 755000.00000000 PA USD 709294.72000000 0.098003386362 Long ABS-MBS CORP US N 2 2064-11-15 Variable 2.61799920 N N N N N N Allied Universal Holdco LLC N/A 019576AA5 527000.00000000 PA USD 531980.15000000 0.073503798502 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 465375.51000000 0.064301022726 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 7405586.59000000 USD 33140000.00000000 PLN 2022-04-26 465375.51000000 N N N United States of America 254900HROIFWPRGM1V77 912810ES3 500000.00000000 PA USD 564518.20000000 0.077999587059 Long DBT UST US N 2 2024-11-15 Fixed 7.50000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCB4 315000.00000000 PA USD 290997.54000000 0.040207185446 Long DBT CORP US N 2 2082-03-15 Variable 3.80000160 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZR8 1045000.00000000 PA USD 1044507.28000000 0.144319769531 Long DBT CORP US N 2 2028-03-15 Variable 3.61500120 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAQ1 305000.00000000 PA USD 280173.31000000 0.038711599528 Long DBT CORP US Y 2 2026-09-28 Fixed 1.51200000 N N N N N N Exeter Automobile Receivables Trust N/A 30165XAD7 170000.00000000 PA USD 167372.62000000 0.023125906737 Long ABS-O CORP US N 2 2025-09-15 Fixed 0.57000000 N N N N N N AIG Global Funding 54930057MDZ7KOVOTV71 00138CAS7 460000.00000000 PA USD 436740.61000000 0.060344533146 Long DBT CORP US Y 2 2024-06-17 Fixed 0.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -384094.96000000 -0.05307047367 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 29400000.00000000 PEN 7583879.25000000 USD 2022-05-09 -384094.96000000 N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QCD6 40000.00000000 PA USD 33715.92000000 0.004658535078 Long DBT CORP US N 2 2050-05-01 Fixed 2.70000000 N N N N N N SCF Equipment Leasing LLC N/A 784033AS1 325000.00000000 PA USD 318090.14000000 0.043950575141 Long ABS-O CORP US Y 2 2029-07-20 Fixed 2.92000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKT5 370000.00000000 PA USD 359067.35000000 0.049612404040 Long DBT CORP US N 2 2027-03-01 Fixed 2.85000000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 253657AA8 74000.00000000 PA USD 75110.00000000 0.010377962985 Long DBT CORP US Y 2 2025-07-15 Fixed 9.37500000 N N N N N N Rocket Software, Inc. 549300PVG26ISP5X1556 77314EAA6 412000.00000000 PA USD 373375.00000000 0.051589294761 Long DBT CORP US Y 2 2029-02-15 Fixed 6.50000000 N N N N N N N/A N/A N/A 45250000.00000000 PA USD -5106573.82000000 -0.70557627592 N/A DIR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 Y 2031-05-24 0.00000000 USD 0.00000000 USD 45250000.00000000 USD -5106573.82000000 N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AU2 770000.00000000 PA USD 748271.91000000 0.103388872117 Long DBT CORP US N 2 2023-11-17 Fixed 0.95000000 N N N N N N Southwestern Public Service Co. OL6FE7QD5EQ3DOYEO258 845743BU6 75000.00000000 PA USD 67311.49000000 0.009300441375 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N Vmed O2 UK Financing I plc 213800MRR46ECNGZ7L69 92858RAB6 200000.00000000 PA USD 187500.00000000 0.025906910660 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.75000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MX6 115000.00000000 PA USD 109674.11000000 0.015153692637 Long DBT CORP US N 2 2025-05-01 Variable 0.98100000 N N N N N N Endeavor Energy Resources LP N/A 29260FAF7 46000.00000000 PA USD 47667.50000000 0.006586227540 Long DBT CORP US Y 2 2025-07-15 Fixed 6.62500000 N N N N N N Mattel, Inc. 549300VELLG24KHTJ564 577081BF8 143000.00000000 PA USD 136743.75000000 0.018893909944 Long DBT CORP US Y 2 2029-04-01 Fixed 3.75000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50076QAR7 210000.00000000 PA USD 258287.40000000 0.035687619181 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAU9 80000.00000000 PA USD 81400.00000000 0.011247053481 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254AJ9 325000.00000000 PA USD 327095.96000000 0.045194911003 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 82259.30000000 0.011365783125 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N Aqua Finance Trust N/A 03842VAA5 395535.95260000 PA USD 377519.76000000 0.052161977039 Long ABS-O CORP US Y 2 2046-07-17 Fixed 1.54000000 N N N N N N Colgate Energy Partners III LLC 549300QRLZK0B17DH791 19416MAB5 98000.00000000 PA USD 101313.38000000 0.013998488983 Long DBT CORP US Y 2 2029-07-01 Fixed 5.87500000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAL3 220000.00000000 PA USD 198215.60000000 0.027387487150 Long DBT CORP CA Y 2 2029-06-01 Fixed 6.00000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AT6 217000.00000000 PA USD 216457.50000000 0.029907973942 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N GEMS MENASA Cayman Ltd. N/A 36166LAA5 200000.00000000 PA USD 200037.50000000 0.027639219419 Long DBT CORP US Y 2 2026-07-31 Fixed 7.12500000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAR6 305000.00000000 PA USD 282876.06000000 0.039085039010 Long DBT CORP GB N 2 2028-01-11 Variable 2.46899880 N N N N N N N/A N/A N/A 1.00000000 NC N/A 453556.30000000 0.062667960232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44800000.00000000 PLN 11093843.02000000 USD 2022-04-26 453556.30000000 N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393AG7 365000.00000000 PA USD 309726.19000000 0.042794926578 Long DBT CORP US N 2 2052-01-15 Fixed 4.10000000 N N N N N N Golden Entertainment, Inc. 549300P8YYCKQVJ0Y638 381013AA9 296000.00000000 PA USD 308210.00000000 0.042585434318 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 203510.00000000 0.028119015405 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N World Omni Auto Receivables Trust N/A 98164CAB5 774824.65000000 PA USD 770064.90000000 0.106400013690 Long ABS-O CORP US N 2 2024-09-16 Fixed 0.22000000 N N N N N N Simmons Foods, Inc. N/A 82873MAA1 336000.00000000 PA USD 315000.00000000 0.043523609909 Long DBT CORP US Y 2 2029-03-01 Fixed 4.62500000 N N N N N N Pike Corp. 549300P4EKEP6HK0NC58 721283AA7 244000.00000000 PA USD 228445.00000000 0.031564289097 Long DBT CORP US Y 2 2028-09-01 Fixed 5.50000000 N N N N N N Owl Rock Capital Corp. 2549000BD79OOCPF2L94 69121KAD6 1030000.00000000 PA USD 1004658.50000000 0.138813856019 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N Outfront Media Capital LLC N/A 69007TAB0 389000.00000000 PA USD 379683.45000000 0.052460934498 Long DBT CORP US Y 2 2027-08-15 Fixed 5.00000000 N N N N N N Rockcliff Energy II LLC 5493007AZNVKZ5HEMT23 77289KAA3 113000.00000000 PA USD 113000.00000000 0.015613231491 Long DBT CORP US Y 2 2029-10-15 Fixed 5.50000000 N N N N N N ACI Worldwide, Inc. 5493003BPVMZUJ6F5C02 004498AB7 323000.00000000 PA USD 331075.00000000 0.045744695716 Long DBT CORP US Y 2 2026-08-15 Fixed 5.75000000 N N N N N N Stagwell Global LLC N/A 59565JAA9 284000.00000000 PA USD 269155.32000000 0.037189241754 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N DT Auto Owner Trust N/A 23344GAC5 40000.00000000 PA USD 39419.77000000 0.005446637118 Long ABS-O CORP US Y 2 2025-09-15 Fixed 0.62000000 N N N N N N Harley-Davidson Motorcycle Trust N/A 41285AAB3 246952.59000000 PA USD 245496.85000000 0.033920346455 Long ABS-O CORP US N 2 2024-12-16 Fixed 0.24000000 N N N N N N Graham Packaging Co., Inc. N/A 384701AA6 227000.00000000 PA USD 206445.15000000 0.028524565639 Long DBT CORP US Y 2 2028-08-15 Fixed 7.12500000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AH2 241000.00000000 PA USD 219310.00000000 0.030302104410 Long DBT CORP US Y 2 2031-12-01 Fixed 4.62500000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 26483EAL4 270000.00000000 PA USD 254137.50000000 0.035114226709 Long DBT CORP US Y 2 2029-12-15 Fixed 5.00000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 28470RAH5 391000.00000000 PA USD 402651.80000000 0.055634475785 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CV9 335000.00000000 PA USD 302167.25000000 0.041750506401 Long DBT CORP GB N 2 2029-08-17 Variable 2.20600080 N N N N N N SRS Distribution, Inc. 549300ZQ3XP75BCYM468 78471RAB2 232000.00000000 PA USD 220690.00000000 0.030492779272 Long DBT CORP US Y 2 2028-07-01 Fixed 4.62500000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568AY6 170000.00000000 PA USD 170889.78000000 0.023611873403 Long DBT CORP US N 2 2022-09-25 Fixed 3.00000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBE4 195000.00000000 PA USD 172868.57000000 0.023885283194 Long DBT CORP CA N 2 2051-08-01 Fixed 3.40000000 N N N N N N Cushman & Wakefield US Borrower LLC N/A 23166MAA1 153000.00000000 PA USD 159885.00000000 0.022091340858 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYA6 190000.00000000 PA USD 175627.13000000 0.024266433954 Long DBT CORP US N 2 2027-03-09 Variable 1.43100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 710000.00000000 PA USD 583311.93000000 0.080596320307 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 3260000.00000000 PA USD 2200500.00000000 0.304043503510 Long DBT CORP KY Y 2 2030-10-22 Fixed 3.87500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003QAS8 1100000.00000000 PA USD 1026507.13000000 0.141832685382 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.65800000 N N N N N N CP Atlas Buyer, Inc. 2549006ZZ07G0NDDCR36 12597YAA7 236000.00000000 PA USD 200798.24000000 0.027744331010 Long DBT CORP US Y 2 2028-12-01 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEC1 3815000.00000000 PA USD 3718444.64000000 0.513778203116 Long DBT UST US N 2 2027-02-28 Fixed 1.87500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBG0 170000.00000000 PA USD 177957.96000000 0.024588485178 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003DBJ6 1540000.00000000 PA USD 1408216.04000000 0.194573478074 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 2.34200000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 550241AA1 344000.00000000 PA USD 304870.00000000 0.042123945882 Long DBT CORP US Y 2 2029-06-15 Fixed 5.37500000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAK1 140000.00000000 PA USD 157711.40000000 0.021791014132 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 67020000.00000000 PA 12834082.32000000 1.773287595055 Long DBT NUSS BR N 2 2031-01-01 Fixed 9.99999990 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VAG8 306000.00000000 PA USD 312885.00000000 0.043231379957 Long DBT CORP US Y 2 2026-11-01 Fixed 7.00000000 N N N N N N Energean Israel Finance Ltd. 98450044QACBL3F8EB03 N/A 3740000.00000000 PA USD 3597880.00000000 0.497119763877 Long DBT CORP IL Y 2 2031-03-30 Fixed 5.87500000 N N N N N N GM Financial Revolving Receivables Trust N/A 36263HAA6 195000.00000000 PA USD 178729.69000000 0.024695115259 Long ABS-O CORP US Y 2 2034-06-12 Fixed 1.17000000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 125000.00000000 PA USD 112187.50000000 0.015500968211 Long DBT CORP US Y 2 2029-06-30 Fixed 5.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -590481.96000000 -0.08158700471 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40990000000.00000000 COP 10237518.42000000 USD 2022-04-29 -590481.96000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329KYG3 9728.67000000 PA USD 10040.56000000 0.001387306084 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.00000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBP5 137000.00000000 PA USD 120666.68000000 0.016672538125 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N Aptiv plc N/A 03835VAJ5 525000.00000000 PA USD 415944.80000000 0.057471172124 Long DBT CORP JE N 2 2051-12-01 Fixed 3.10000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDD2 4072646.76000000 PA USD 3893016.57000000 0.537898839885 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N DT Auto Owner Trust N/A 23344QAA7 972422.39000000 PA USD 961306.82000000 0.132823946149 Long ABS-O CORP US Y 2 2025-04-15 Fixed 0.33000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61762TAE6 735000.00000000 PA USD 738293.39000000 0.102010138111 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.15091880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DRT1 958501.42000000 PA USD 942525.98000000 0.130228993914 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Benchmark Mortgage Trust N/A 08163MAE7 605000.00000000 PA USD 572917.70000000 0.079160147571 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.66900000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 110675.62000000 0.015292071464 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3137246.98000000 USD 15530000.00000000 BRL 2022-04-19 110675.62000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 445000.00000000 PA USD 464988.38000000 0.064247532900 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286GAF8 113361.19000000 PA USD 113489.51000000 0.015680867181 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.90000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89114TZV7 725000.00000000 PA USD 713265.88000000 0.098552082294 Long DBT CORP CA N 2 2032-03-10 Fixed 3.20000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DV3L7 311088.74000000 PA USD 318267.08000000 0.043975022974 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Everest Reinsurance Holdings, Inc. N/A 299808AJ4 785000.00000000 PA USD 652025.71000000 0.090090516358 Long DBT CORP US N 2 2052-10-15 Fixed 3.12500000 N N N N N N CarMax Auto Owner Trust N/A 14317JAD9 560000.00000000 PA USD 536419.52000000 0.074117187099 Long ABS-O CORP US N 2 2026-09-15 Fixed 0.56000000 N N N N N N ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081TAK4 90000.00000000 PA USD 83286.00000000 0.011507642460 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131Y7TD9 7889.27000000 PA USD 8076.24000000 0.001115895616 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAG1 90000.00000000 PA USD 86383.65000000 0.011935645349 Long DBT CORP US N 2 2032-03-15 Fixed 3.50000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAV4 240000.00000000 PA USD 231974.64000000 0.032051980127 Long DBT CORP FR Y 2 2025-01-22 Fixed 2.62500000 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 14879EAE8 319000.00000000 PA USD 321392.50000000 0.044406862850 Long DBT CORP US Y 2 2027-07-15 Fixed 5.00000000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 89680YAD7 790000.00000000 PA USD 766793.75000000 0.105948038273 Long DBT CORP BM Y 2 2023-08-01 Fixed 0.80000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CN0 275000.00000000 PA USD 274472.00000000 0.037923848441 Long DBT CORP US N 2 2027-04-15 Fixed 2.87500000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040QAR5 315000.00000000 PA USD 317689.33000000 0.043895195147 Long DBT CORP US N 2 2032-06-15 Fixed 3.85000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 203372AX5 376000.00000000 PA USD 346860.00000000 0.047925712168 Long DBT CORP US Y 2 2029-09-01 Fixed 4.75000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RAJ8 170000.00000000 PA USD 208411.84000000 0.028796303570 Long DBT CORP US N 2 2038-07-01 Fixed 7.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 28872.35000000 0.003989298090 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 10586882.42000000 USD 9590000.00000000 EUR 2022-04-26 28872.35000000 N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WCQ2 325000.00000000 PA USD 329524.07000000 0.045530403423 Long DBT CORP US N 2 2023-10-10 Fixed 3.62500000 N N N N N N Dave & Buster's, Inc. 549300JAVWTAY1FT5Z45 23833NAH7 359000.00000000 PA USD 376871.02000000 0.052072340510 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 248000.00000000 PA USD 231880.00000000 0.032038903701 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 248000.00000000 PA USD 251100.00000000 0.034694534756 Long DBT CORP US Y 2 2025-06-15 Fixed 4.62500000 N N N N N N Ares Finance Co. IV LLC N/A 039936AA7 460000.00000000 PA USD 391231.20000000 0.054056489311 Long DBT CORP US Y 2 2052-02-01 Fixed 3.65000000 N N N N N N CEC Entertainment LLC N/A 125137AC3 160000.00000000 PA USD 152200.00000000 0.021029502946 Long DBT CORP US Y 2 2026-05-01 Fixed 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 9989.87000000 0.001380302237 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 860000.00000000 EUR 961976.22000000 USD 2022-04-26 9989.87000000 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AS8 350000.00000000 PA USD 356543.60000000 0.049263697022 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N McGraw-Hill Education, Inc. N/A 57767XAB6 396000.00000000 PA USD 375210.00000000 0.051842837060 Long DBT CORP US Y 2 2029-08-01 Fixed 8.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBJ0 410000.00000000 PA USD 378000.07000000 0.052228341563 Long DBT CORP FR Y 2 2033-01-21 Variable 3.33699840 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FA1 300000.00000000 PA USD 358875.90000000 0.049585951357 Long DBT UST US N 2 2027-08-15 Fixed 6.37500000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 36258MAD6 26890.86000000 PA USD 26902.75000000 0.003717158084 Long ABS-O CORP US N 2 2024-07-16 Fixed 1.75000000 N N N N N N Artera Services LLC 549300J2G34D0WX8Z443 73939VAA2 583333.00000000 PA USD 581769.67000000 0.080383225950 Long DBT CORP US Y 2 2025-12-04 Fixed 9.03300000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHZ6 150000.00000000 PA USD 143480.94000000 0.019824788768 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 329858.89000000 0.045576665566 Long DBT CORP US Y 2 2023-09-15 Fixed 2.00000000 N N N N N N AdaptHealth LLC N/A 00653VAE1 215000.00000000 PA USD 199143.75000000 0.027515729812 Long DBT CORP US Y 2 2030-03-01 Fixed 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 141728.73000000 0.019582685579 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 11393136.08000000 USD 101600000.00000000 NOK 2022-06-13 141728.73000000 N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAX3 244000.00000000 PA USD 214183.20000000 0.029593733479 Long DBT CORP US Y 2 2031-03-15 Fixed 3.87500000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368FAE9 1065000.00000000 PA USD 1021345.65000000 0.141119522709 Long DBT CORP CA N 2 2025-01-10 Fixed 1.50000000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JCB8 305000.00000000 PA USD 260951.90000000 0.036055773653 Long DBT CORP US Y 2 2051-11-15 Fixed 2.70000000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545GBE1 202000.00000000 PA USD 178770.00000000 0.024700684900 Long DBT CORP US Y 2 2031-11-15 Fixed 4.87500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAG2 590000.00000000 PA USD 556700.40000000 0.076919400146 Long DBT CORP FR Y 2 2026-06-16 Variable 1.90699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XBNR7 3408005.52000000 PA USD 3424536.73000000 0.473168891293 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.50000000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WBB1 1940000.00000000 PA USD 1723476.60000000 0.238133089608 Long DBT CORP KY Y 2 2041-04-22 Fixed 3.68000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1994439.07000000 0.275572025622 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 11078815.38000000 USD 62510000.00000000 BRL 2022-04-19 1994439.07000000 N N N TICP CLO XI Ltd. N/A 87249RAA6 595000.00000000 PA USD 573602.61000000 0.079254781716 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 6.25399920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 207294.56000000 0.028641928780 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17782051.70000000 USD 21820000000.00000000 KRW 2022-06-14 207294.56000000 N N N United States of America 254900HROIFWPRGM1V77 912828X88 800000.00000000 PA USD 797413.36000000 0.110178755610 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QCP1 350000.00000000 PA USD 356713.70000000 0.049287199772 Long DBT CORP GB N 2 2024-02-10 Fixed 3.81400000 N N N N N N Kia Corp. 988400V8MJK9N7OI5X76 49374JAD5 450000.00000000 PA USD 434088.00000000 0.059978021518 Long DBT CORP KR Y 2 2027-02-14 Fixed 2.75000000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAN4 206000.00000000 PA USD 196359.20000000 0.027130988009 Long DBT CORP CA Y 2 2029-06-15 Fixed 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 106918.87000000 0.014773000602 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 236100000.00000000 THB 7208169.87000000 USD 2022-04-25 106918.87000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7H1 670000.00000000 PA USD 631020.94000000 0.087188283293 Long DBT CORP CA N 2 2025-06-10 Fixed 1.15000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DX3 375000.00000000 PA USD 379348.88000000 0.052414706897 Long DBT CORP US N 2 2062-03-15 Fixed 3.90000000 N N N N N N Unisys Corp. 549300T21W22FIJJOW08 909214BV9 355000.00000000 PA USD 371418.75000000 0.051318999327 Long DBT CORP US Y 2 2027-11-01 Fixed 6.87500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 215000.00000000 PA USD 227534.50000000 0.031438485139 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -166215.29000000 -0.02296599823 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7537945.89000000 USD 69300000.00000000 SEK 2022-04-14 -166215.29000000 N N N Helios Software Holdings, Inc. N/A 42329HAA6 534000.00000000 PA USD 492615.00000000 0.068064708239 Long DBT CORP US Y 2 2028-05-01 Fixed 4.62500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJD3 360000.00000000 PA USD 341732.95000000 0.047217306695 Long DBT CORP US N 2 2033-01-27 Variable 2.67699960 N N N N N N CSMC OA LLC 549300818AKCJ4Q9TD76 12649AAC3 240000.00000000 PA USD 237386.93000000 0.032799797266 Long ABS-MBS CORP US Y 2 2037-09-15 Fixed 3.95300000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EWD7 380000.00000000 PA USD 370211.20000000 0.051152151914 Long DBT CORP US N 2 2027-03-08 Fixed 2.35000000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498AR2 379000.00000000 PA USD 379485.12000000 0.052433531204 Long DBT CORP US N 2 2032-04-01 Fixed 5.37500000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607HR61 365000.00000000 PA USD 364674.04000000 0.050387081463 Long DBT CORP CA N 2 2027-04-07 Fixed 3.45000000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36257BAA7 513000.00000000 PA USD 523260.00000000 0.072298933718 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 156365.22000000 0.021605012186 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBJ2 915000.00000000 PA USD 877526.63000000 0.121248021363 Long DBT CORP US Y 2 2025-01-13 Fixed 1.64600000 N N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AD9 1220000.00000000 PA USD 1237085.73000000 0.170928370594 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 195000.00000000 PA USD 194940.31000000 0.026934939708 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 97174.94000000 0.013426679941 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 334000.00000000 PA USD 339845.00000000 0.046956448284 Long DBT CORP US Y 2 2025-09-01 Fixed 7.87500000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 58435000.00000000 PA 13611075.03000000 1.880644825571 Long DBT NUSS PL N 2 2023-10-25 Fixed 4.00000000 N N N N N N MajorDrive Holdings IV LLC N/A 56085RAA8 253000.00000000 PA USD 225170.00000000 0.031111781724 Long DBT CORP US Y 2 2029-06-01 Fixed 6.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -199084.54000000 -0.02750754875 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4156204.00000000 USD 37200000.00000000 SEK 2022-04-14 -199084.54000000 N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CC2 375000.00000000 PA USD 328962.56000000 0.045452819480 Long DBT CORP GB Y 2 2032-06-29 Variable 2.67800040 N N N N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621XAH1 170000.00000000 PA USD 173087.76000000 0.023915568718 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06417XAE1 740000.00000000 PA USD 676591.84000000 0.093484823213 Long DBT CORP CA N 2 2032-02-02 Fixed 2.45000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAC5 325000.00000000 PA USD 326203.22000000 0.045071560947 Long DBT CORP US Y 2 2023-05-01 Fixed 3.87500000 N N N N N N Minerva Merger Sub, Inc. N/A 60337JAA4 488000.00000000 PA USD 474018.80000000 0.065495267749 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N Getty Images, Inc. 5493005NV20IG4VEKZ40 374276AJ2 780000.00000000 PA USD 808275.00000000 0.111679510475 Long DBT CORP US Y 2 2027-03-01 Fixed 9.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8475.27000000 0.001171029667 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8713942.31000000 USD 290000000.00000000 THB 2022-04-25 8475.27000000 N N N VZ Secured Financing BV 549300MG611MYCOWY949 91845AAA3 320000.00000000 PA USD 294800.00000000 0.040732572067 Long DBT CORP NL Y 2 2032-01-15 Fixed 5.00000000 N N N N N N New Enterprise Stone & Lime Co., Inc. 549300O5DQ5Y61B8VF38 644274AH5 202000.00000000 PA USD 193586.70000000 0.026747911157 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 16470000.00000000 PA USD 14294701.69000000 1.975101651202 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAF1 240000.00000000 PA USD 235230.36000000 0.032501823579 Long DBT CORP NL Y 2 2024-09-19 Fixed 2.25000000 N N N N N N Welbilt, Inc. 549300UR3W71YLZWI068 563568AB0 488000.00000000 PA USD 496052.00000000 0.068539599183 Long DBT CORP US N 2 2024-02-15 Fixed 9.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810EP9 788000.00000000 PA USD 825937.00000000 0.114119872374 Long DBT UST US N 2 2023-02-15 Fixed 7.12500000 N N N N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236AF8 735000.00000000 PA USD 785229.61000000 0.108495324555 Long DBT CORP US N 2 2052-03-17 Fixed 4.95000000 N N N N N N Alliant Holdings Intermediate LLC N/A 01883LAA1 497000.00000000 PA USD 492030.00000000 0.067983878678 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75000000 N N N N N N DISH DBS Corp. N/A 25470XAJ4 81000.00000000 PA USD 81202.50000000 0.011219764868 Long DBT CORP US N 2 2022-07-15 Fixed 5.87500000 N N N N N N Crown Americas LLC RPPGGRL1J75WGF2DFO04 228180AA3 372000.00000000 PA USD 381311.16000000 0.052685835498 Long DBT CORP US Y 2 2030-04-01 Fixed 5.25000000 N N N N N N CCO Holdings LLC N/A 1248EPCL5 4144000.00000000 PA USD 3708880.00000000 0.512456654988 Long DBT CORP US Y 2 2033-06-01 Fixed 4.50000000 N N N N N N Blue Owl Finance LLC 254900OF2NO2GYFV5T41 09581JAG1 755000.00000000 PA USD 711653.26000000 0.098329266282 Long DBT CORP US Y 2 2032-02-15 Fixed 4.37500000 N N N N N N Daimler Trucks Finance North America LLC 5493003HSDTSCZRXBA58 233853AG5 310000.00000000 PA USD 282230.60000000 0.038995855679 Long DBT CORP US Y 2 2028-12-14 Fixed 2.37500000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BM0 505000.00000000 PA USD 471165.00000000 0.065100957660 Long DBT CORP US N 2 2052-04-01 Variable 4.12499880 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FG8 800000.00000000 PA USD 942922.16000000 0.130283734180 Long DBT UST US N 2 2029-02-15 Fixed 5.25000000 N N N N N N PBF Logistics LP N/A 69318UAB1 229000.00000000 PA USD 227683.25000000 0.031459037955 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 235310.54000000 0.032512902065 Long DBT CORP LU N 2 2024-11-15 Fixed 2.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810EW4 990000.00000000 PA USD 1118805.24000000 0.154585532795 Long DBT UST US N 2 2026-02-15 Fixed 6.00000000 N N N N N N Marlette Funding Trust N/A 57108QAA1 369817.88000000 PA USD 365176.37000000 0.050456488495 Long ABS-O CORP US Y 2 2031-12-15 Fixed 0.65000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0KG3 7740000.00000000 PA USD 7659202.14000000 1.058273416379 Long DBT CORP AU Y 2 2025-07-07 Floating 0.48584160 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CW3 1405000.00000000 PA USD 1613309.52000000 0.222911283212 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DV4R3 8391.01000000 PA USD 8574.14000000 0.001184690554 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Hyundai Auto Receivables Trust N/A 44934KAB0 975308.13000000 PA USD 969707.52000000 0.133984672466 Long ABS-O CORP US N 2 2024-05-15 Fixed 0.24000000 N N N N N N Mozart Debt Merger Sub, Inc. N/A 62482BAB8 162000.00000000 PA USD 151065.00000000 0.020872679780 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAD4 145000.00000000 PA USD 134771.53000000 0.018621407932 Long DBT CORP US N 2 2027-03-02 Variable 1.26699840 N N N N N N New Fortress Energy, Inc. N/A 644393AA8 3580000.00000000 PA USD 3584475.00000000 0.495267592477 Long DBT CORP US Y 2 2025-09-15 Fixed 6.75000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65479JAD5 53908.50000000 PA USD 53965.34000000 0.007456401291 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 39530.36000000 0.005461917359 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NX9 70000.00000000 PA USD 59925.05000000 0.008279855555 Long DBT CORP US N 2 2031-06-15 Fixed 1.65000000 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RR65 10000.00000000 PA USD 9592.30000000 0.001325369915 Long DBT CORP US N 2 2027-02-04 Fixed 2.00000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAZ2 1100000.00000000 PA USD 1029884.24000000 0.142299301313 Long DBT CORP JP N 2 2027-01-22 Fixed 2.32900000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAA9 195000.00000000 PA USD 197109.90000000 0.027234712371 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AK5 266000.00000000 PA USD 267449.70000000 0.036953575914 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 14754.05000000 0.002038569894 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 224468.20000000 0.031014813885 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 159249.09000000 0.022003477052 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AG3 211000.00000000 PA USD 212846.25000000 0.029409006843 Long DBT CORP US Y 2 2027-04-01 Fixed 5.50000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348BP0 600000.00000000 PA USD 490261.98000000 0.067739591019 Long DBT CORP US N 2 2052-03-15 Fixed 2.90000000 N N N N N N Organon & Co. N/A 68622TAB7 200000.00000000 PA USD 193170.00000000 0.026690335638 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -370343.66000000 -0.05117045393 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 7114466.61000000 USD 63400000.00000000 SEK 2022-04-14 -370343.66000000 N N N CDI Escrow Issuer, Inc. N/A 12511VAA6 307000.00000000 PA USD 310070.00000000 0.042842430871 Long DBT CORP US Y 2 2030-04-01 Fixed 5.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828V98 500000.00000000 PA USD 495368.50000000 0.068445159858 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -290969.45000000 -0.04020330424 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18998608.20000000 USD 16900000.00000000 EUR 2022-04-26 -290969.45000000 N N N United Natural Foods, Inc. 549300GKGW6WPZ282D40 911163AA1 132000.00000000 PA USD 135300.00000000 0.018694426732 Long DBT CORP US Y 2 2028-10-15 Fixed 6.75000000 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAQ7 1300000.00000000 PA USD 1231038.51000000 0.170092825056 Long DBT CORP NL Y 2 2024-09-24 Fixed 0.75000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535GAA0 250000.00000000 PA USD 241577.23000000 0.033378771814 Long ABS-O CORP US Y 2 2030-05-15 Fixed 1.00000000 N N N N N N ORIX Corp. 35380016EMHNBOVYE123 686330AK7 230000.00000000 PA USD 230682.80000000 0.031873486349 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AR9 264000.00000000 PA USD 269782.26000000 0.037275866173 Long DBT CORP US Y 2 2025-05-01 Fixed 6.37500000 N N N N N N CNH Equipment Trust N/A 12597PAC2 42369.51000000 PA USD 42067.74000000 0.005812507636 Long ABS-O CORP US N 2 2025-06-16 Fixed 1.16000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BB8 810000.00000000 PA USD 816978.88000000 0.112882127229 Long DBT CORP NL N 2 2028-03-28 Variable 4.01699880 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WAV8 1860000.00000000 PA USD 1451730.00000000 0.200585810203 Long DBT CORP KY Y 2 2050-06-03 Fixed 3.24000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 798000000.00000000 PA 38428073.15000000 5.309614175732 Long DBT NUSS MX N 2 2047-11-07 Fixed 7.99999920 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 85172FAS8 127000.00000000 PA USD 133470.65000000 0.018441665095 Long DBT CORP US N 2 2025-06-01 Fixed 8.87500000 N N N N N N Allied Universal Holdco LLC N/A 019576AC1 48000.00000000 PA USD 42120.00000000 0.005819728410 Long DBT CORP US Y 2 2029-06-01 Fixed 6.00000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAF9 480000.00000000 PA USD 416373.26000000 0.057530372523 Long DBT CORP US Y 2 2028-09-30 Fixed 2.85000000 N N N N N N Donlen Fleet Lease Funding LLC 549300ZWUQETU54FDP26 257812AD9 330760.09000000 PA USD 324587.28000000 0.044848286210 Long ABS-O CORP US Y 2 2034-12-11 Fixed 0.56000000 N N N N N N Olympus Water US Holding Corp. 549300YU2GGVCBN3MY89 681639AB6 200000.00000000 PA USD 177000.00000000 0.024456123663 Long DBT CORP US Y 2 2029-10-01 Fixed 6.25000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AM6 102000.00000000 PA USD 102255.00000000 0.014128592797 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 669206.81000000 0.092464432213 Long DBT CORP US N 2 2024-05-15 Variable 1.67799960 N N N N N N N/A N/A N/A 1.00000000 NC N/A -743512.82000000 -0.10273130774 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22135714.27000000 USD 90070000.00000000 PLN 2022-04-26 -743512.82000000 N N N Life Time, Inc. 549300PALKE96VYH4X17 53190FAA3 256000.00000000 PA USD 255040.00000000 0.035238925305 Long DBT CORP US Y 2 2026-01-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JJEW5 313374.21000000 PA USD 320899.08000000 0.044338686915 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBB8 550000.00000000 PA USD 487992.45000000 0.067426009627 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N Main Street Capital Corp. 5493001FS9QJLJNF3E20 56035LAE4 615000.00000000 PA USD 572619.30000000 0.079118917586 Long DBT CORP US N 2 2026-07-14 Fixed 3.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CS6 735000.00000000 PA USD 716950.61000000 0.099061202139 Long DBT CORP US N 2 2027-03-04 Fixed 2.55000000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BR2 213000.00000000 PA USD 200220.00000000 0.027664435479 Long DBT CORP PA Y 2 2029-05-01 Fixed 6.00000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AH0 1990000.00000000 PA USD 1630606.00000000 0.225301141143 Long DBT CORP CA Y 2 2028-01-30 Fixed 5.00000000 N N N N N N Summit Midstream Holdings LLC N/A 86614WAE6 311000.00000000 PA USD 297782.50000000 0.041144664659 Long DBT CORP US Y 2 2026-10-15 Fixed 8.50000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAA1 268000.00000000 PA USD 265990.00000000 0.036751888888 Long DBT CORP US Y 2 2026-05-01 Fixed 7.25000000 N N N N N N 2022-05-02 EQ Premier VIP Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer XXXX