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 2022-06-30 N 681063071.18 16484202.44 664578868.74 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 11145229.23000000 BRL COP PEN PLN USD N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 140000.00000000 PA USD 128800.00000000 0.019380694460 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 314706.98000000 0.047354346459 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 814320.00000000 0.122531732244 Long DBT CORP US Y 2 2025-06-01 Fixed 5.12500000 N N N N N N LogMeIn, Inc. 549300D12V5KRBV00592 541056AA5 286000.00000000 PA USD 195910.00000000 0.029478818724 Long DBT CORP US Y 2 2027-09-01 Fixed 5.50000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3L3 695000.00000000 PA USD 631781.27000000 0.095064904967 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 239270.40000000 0.036003311458 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 203820.56000000 0.030669130420 Long DBT CORP US Y 2 2028-05-01 Fixed 8.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AENW2 126539.89000000 PA USD 126504.19000000 0.019035241105 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Cabot Corp. K05C0SER542GQ6VLRO68 127055AM3 360000.00000000 PA USD 350111.59000000 0.052681721683 Long DBT CORP US N 2 2032-06-30 Fixed 5.00000000 N N N N N N Powdr Corp. 549300XIF5ZPMVRIGO50 73900LAA9 81000.00000000 PA USD 80493.75000000 0.012111993592 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 186830.00000000 0.028112539953 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 708009.26000000 0.106535024404 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 94103.91000000 0.014159931112 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 278416.25000000 0.041893635668 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 170362.50000000 0.025634654969 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 409867.25000000 0.061673229360 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 422797.50000000 0.063618859985 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 126935.02000000 0.019100068625 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 113115.99000000 0.017020702180 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 2664674.10000000 0.400956790132 Long ABS-MBS CORP US N 2 2059-01-15 Variable 5.14933200 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 16412EAA5 200000.00000000 PA USD 167000.00000000 0.025128695457 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 592243.47000000 0.089115603558 Long DBT CORP US Y 2 2024-07-05 Fixed 0.78100000 N N N N N N N/A N/A N/A 100.00000000 NC USD -111107.20000000 -0.01671843707 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2022-09-30 11225000.00000000 USD -111107.20000000 N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAG6 304000.00000000 PA USD 270560.00000000 0.040711496065 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 185598.27000000 0.027927200025 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 314171.04000000 0.047273702908 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 162525.00000000 0.024455336701 Long DBT CORP US Y 2 2030-03-01 Fixed 5.50000000 N N N N N N Kronos Acquisition Holdings, Inc. N/A 50106GAF9 67000.00000000 PA USD 49880.16000000 0.007505529041 Long DBT CORP US Y 2 2027-12-31 Fixed 7.00000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBK1 240000.00000000 PA USD 239925.77000000 0.036101925788 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 128199.49000000 0.019290334982 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 43272.68000000 0.006511293397 Long DBT CORP US Y 2 2052-02-02 Fixed 4.37500000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAW0 400000.00000000 PA USD 341835.04000000 0.051436339022 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 355000.00000000 PA USD 261736.92000000 0.039383876363 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 387439.97000000 0.058298568947 Long DBT CORP US N 2 2026-10-13 Fixed 2.55000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Z5 710000.00000000 PA USD 659028.18000000 0.099164781036 Long DBT CORP US N 2 2053-04-25 Variable 4.61099880 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105JAC2 325000.00000000 PA USD 312451.49000000 0.047014960104 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 330353.77000000 0.049708738200 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 253192.50000000 0.038098186973 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N Holly Energy Partners LP N/A 435765AJ1 130000.00000000 PA USD 122200.00000000 0.018387584340 Long DBT CORP US Y 2 2027-04-15 Fixed 6.37500000 N N N N N N Harley-Davidson Motorcycle Trust N/A 41285AAC1 750000.00000000 PA USD 722181.90000000 0.108667598981 Long ABS-O CORP US N 2 2026-11-16 Fixed 0.56000000 N N N N N N Enova International, Inc. 549300O8XOCQSB49UO63 29357KAD5 366000.00000000 PA USD 338550.00000000 0.050942035012 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 859727.69000000 0.129364283223 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 150086.04000000 0.022583631087 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N Carvana Auto Receivables Trust N/A 14686KAC1 52865.74000000 PA USD 50871.13000000 0.007654641517 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 147165.94000000 0.022144240047 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 54081.63000000 0.008137729401 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 212005.00000000 0.031900653176 Long DBT CORP US Y 2 2025-06-15 Fixed 7.00000000 N N N N N N Globe Life, Inc. 5493001JFHKQOPP6XA71 37959EAB8 90000.00000000 PA USD 89060.55000000 0.013401050528 Long DBT CORP US N 2 2032-06-15 Fixed 4.80000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCZ7 795000.00000000 PA USD 787241.67000000 0.118457222615 Long DBT CORP US N 2 2026-04-26 Variable 4.07999880 N N N N N N Cimpress plc 549300X1IFD75XISOR81 17186HAC6 150000.00000000 PA USD 118125.00000000 0.017774414077 Long DBT CORP IE Y 2 2026-06-15 Fixed 7.00000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBQ2 975000.00000000 PA USD 937237.76000000 0.141027318815 Long DBT CORP US N 2 2027-06-09 Fixed 4.75000000 N N N N N N Videotron Ltd. 549300LW4GNJRBECSD81 92660FAN4 150000.00000000 PA USD 124125.00000000 0.018677241458 Long DBT CORP CA Y 2 2029-06-15 Fixed 3.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 298341.44000000 0.044891803521 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 61930000.00000000 PLN 14073080.94000000 USD 2022-07-27 298341.44000000 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 197677AG2 180000.00000000 PA USD 191124.00000000 0.028758663416 Long DBT CORP US N 2 2025-06-15 Fixed 7.69000000 N N N N N N Owl Rock Capital Corp. 2549000BD79OOCPF2L94 69121KAC8 260000.00000000 PA USD 240999.67000000 0.036263516842 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 143400.00000000 0.021577574422 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 691515.43000000 0.104053177512 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 198762.05000000 0.029907970197 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 234398.75000000 0.035270268289 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 439425.00000000 0.066120820367 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 63019.20000000 0.009482576555 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N Sunoco LP N/A 86765LAU1 452000.00000000 PA USD 364425.00000000 0.054835478096 Long DBT CORP US Y 2 2030-04-30 Fixed 4.50000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AV6 102000.00000000 PA USD 83869.50000000 0.012619946848 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Oglethorpe Power Corp. 3EERXCUSWMS9GV5D9M98 677050AR7 170000.00000000 PA USD 148380.25000000 0.022326958767 Long DBT CORP US Y 2 2047-04-01 Fixed 4.50000000 N N N N N N Fells Point Funding Trust N/A 314382AA0 440000.00000000 PA USD 406082.60000000 0.061103748418 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 307395.00000000 0.046254103833 Long DBT CORP US Y 2 2027-10-15 Fixed 7.87500000 N N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AK3 545000.00000000 PA USD 439209.56000000 0.066088402845 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 357602.50000000 0.053808888127 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N Bread Financial Holdings, Inc. 549300G8S4PO686J7H97 018581AK4 610000.00000000 PA USD 558150.00000000 0.083985517182 Long DBT CORP US Y 2 2024-12-15 Fixed 4.75000000 N N N N N N Jackson Financial, Inc. 213800WXW2KG1N4CO374 46817MAR8 390000.00000000 PA USD 387111.47000000 0.058249139147 Long DBT CORP US N 2 2027-06-08 Fixed 5.17000000 N N N N N N Drive Auto Receivables Trust N/A 262081AD4 375000.00000000 PA USD 357881.03000000 0.053850798879 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.11000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAN4 795000.00000000 PA USD 785846.13000000 0.118247233994 Long DBT CORP US N 2 2025-05-23 Fixed 3.95000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CL6 405000.00000000 PA USD 363582.72000000 0.054708739188 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 236810.23000000 0.035633126651 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 79622.79000000 0.011980939169 Long ABS-O CORP US Y 2 2026-03-16 Fixed 3.28000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214FA6 855000.00000000 PA USD 852380.88000000 0.128258799684 Long DBT CORP AU N 2 2025-08-26 Fixed 3.73500000 N N N N N N P&L Development LLC N/A 69306RAA4 237000.00000000 PA USD 167381.25000000 0.025186062613 Long DBT CORP US Y 2 2025-11-15 Fixed 7.75000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610BE4 690000.00000000 PA USD 685781.69000000 0.103190414600 Long DBT CORP US N 2 2037-05-21 Variable 5.64099840 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AD4 110000.00000000 PA USD 107844.67000000 0.016227520174 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 249310.77000000 0.037514098284 Long DBT CORP US Y 2 2052-03-15 Fixed 4.10000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AF5 235000.00000000 PA USD 237187.99000000 0.035689968663 Long DBT CORP GB N 2 2028-09-30 Variable 5.51599920 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 428000.00000000 PA USD 375035.00000000 0.056431977849 Long DBT CORP CA Y 2 2025-11-01 Fixed 5.50000000 N N N N N N Office Properties Income Trust N/A 67623CAF6 450000.00000000 PA USD 336626.24000000 0.050652564478 Long DBT CORP US N 2 2031-10-15 Fixed 3.45000000 N N N N N N Matthews International Corp. 549300ZVC5O0ATML6U61 577128AA9 487000.00000000 PA USD 450202.28000000 0.067742490948 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 4397979.18000000 0.661769337977 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 353511.35000000 0.053193287753 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6250000000.00000000 CLP 7073336.35000000 USD 2022-09-06 353511.35000000 N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2C5 520000.00000000 PA USD 438047.84000000 0.065913597408 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 63176.30000000 0.009506215585 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 79134.51000000 0.011907467077 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 164614.92000000 0.024769809535 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 346750.00000000 0.052175899100 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 96720.96000000 0.014553721845 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N Vista Outdoor, Inc. 549300QI2D33ESTJLN81 928377AC4 440000.00000000 PA USD 341000.00000000 0.051310689526 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 138368.54000000 0.020820484446 Long ABS-O CORP US Y 2 2027-06-15 Fixed 0.93000000 N N N N N N Flagship Credit Auto Trust N/A 33845XAC1 65000.00000000 PA USD 62686.49000000 0.009432513272 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 37494.87000000 0.005641899218 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 103292.44000000 PA USD 102919.67000000 0.015486449365 Long ABS-O CORP US N 2 2024-06-17 Fixed 0.27000000 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480AM2 665000.00000000 PA USD 670027.67000000 0.100819887829 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBP9 395000.00000000 PA USD 385645.33000000 0.058028527258 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N Nielsen Finance LLC N/A 65409QBF8 262000.00000000 PA USD 239892.44000000 0.036096910582 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 303814.69000000 0.045715370182 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 302758.48000000 0.045556440964 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 189750.00000000 0.028551915946 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 229673.06000000 PA USD 226261.61000000 0.034045862822 Long ABS-O CORP US Y 2 2025-01-15 Fixed 0.61000000 N N N N N N Magallanes, Inc. 549300DXR29GD4N0A520 55903VAQ6 370000.00000000 PA USD 312522.09000000 0.047025583373 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 195500.00000000 0.029417125520 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 191520.00000000 0.028818250023 Long DBT CORP AU Y 2 2030-01-27 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VBG4 640668.50000000 PA USD 627370.40000000 0.094401195931 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 295006.40000000 0.044389975949 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 190376.00000000 0.028646110936 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 147416.45000000 0.022181934595 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 437159.09000000 0.065779866102 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 48359.38000000 0.007276695404 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 490708.13000000 0.073837456031 Long ABS-O CORP US N 2 2027-09-15 Fixed 0.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEP2 5505000.00000000 PA USD 5458554.32000000 0.821355384101 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DET5 2426561.90000000 PA USD 2364986.44000000 0.355862419231 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 709011.23000000 0.106685792063 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 50830.00000000 0.007648452635 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 271527.50000000 0.040857076980 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 140649.41000000 0.021163689761 Long ABS-O CORP US Y 2 2027-01-15 Fixed 0.81000000 N N N N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00867FAA6 160000.00000000 PA USD 132500.80000000 0.019937558389 Long DBT CORP US Y 2 2028-05-01 Fixed 6.62500000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AG0 1500000.00000000 PA USD 1449152.55000000 0.218055767067 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 1479367.90000000 0.222602307955 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 234540.59000000 0.035291611128 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CQ0 150000.00000000 PA USD 149239.08000000 0.022456187974 Long DBT CORP DE N 2 2025-05-13 Fixed 4.16200000 N N N N N N Picasso Finance Sub, Inc. N/A 71953LAA9 16000.00000000 PA USD 15643.68000000 0.002353923775 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 413833.63000000 0.062270055438 Long ABS-O CORP US Y 2 2025-11-17 Fixed 0.78000000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LAV5 695000.00000000 PA USD 663898.12000000 0.099897566899 Long DBT CORP US N 2 2025-03-01 Fixed 4.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003MBS6 715000.00000000 PA USD 689238.48000000 0.103710562044 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.99999960 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1496274.47000000 -0.22514626034 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 18340323.16000000 USD 172300000.00000000 SEK 2022-07-07 -1496274.47000000 N N N Aetna, Inc. 549300QKBENKLBXQ8968 00817YAV0 325000.00000000 PA USD 321766.87000000 0.048416656793 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 722380.07000000 0.108697417865 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 244014.37000000 0.036717142460 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 553209.05000000 0.083242046357 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 98800.00000000 0.014866557552 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 448220.29000000 0.067444258474 Long DBT CORP US N 2 2052-03-25 Fixed 4.50000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JX6 95000.00000000 PA USD 94836.85000000 0.014270217495 Long DBT CORP US N 2 2022-11-14 Floating 2.66000040 N N N N N N Triton Water Holdings, Inc. 5493005IYCEL7QJFZZ63 89680EAA7 182000.00000000 PA USD 129220.00000000 0.019443892377 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285VAD1 595000.00000000 PA USD 577661.05000000 0.086921368880 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 154499.06000000 0.023247663635 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 77742.86000000 0.011698063789 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 230410.37000000 0.034670131844 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 319656.19000000 0.048099060177 Long DBT CORP US N 2 2023-05-11 Fixed 1.14100000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 232000.00000000 PA USD 200680.00000000 0.030196566493 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 693191.74000000 0.104305413940 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 120716.48000000 0.018164357261 Long DBT CORP US Y 2 2026-05-01 Fixed 5.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAS2 880000.00000000 PA USD 870661.88000000 0.131009564244 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EBA5 431000.00000000 PA USD 364195.00000000 0.054800869713 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 383177.70000000 0.057657219936 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 206669.38000000 0.031097795870 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 1202187.54000000 PA USD 1086568.36000000 0.163497277916 Long ABS-O CORP US Y 2 2069-12-16 Fixed 0.97000000 N N N N N N Rocket Mortgage LLC N/A 77313LAA1 164000.00000000 PA USD 135480.40000000 0.020385902467 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 165830.00000000 0.024952644117 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DSJ2 217841.81000000 PA USD 197456.43000000 0.029711511949 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 314000.00000000 PA USD 226865.00000000 0.034136655658 Long DBT CORP US Y 2 2028-03-01 Fixed 6.12500000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332PAD3 712000.00000000 PA USD 670383.60000000 0.100873445054 Long DBT CORP US Y 2 2026-05-01 Fixed 7.00000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCJ2 140000.00000000 PA USD 113823.64000000 0.017127183146 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 124800.00000000 0.018778809539 Long DBT CORP US Y 2 2025-05-15 Fixed 5.75000000 N N N N N N Avnet, Inc. XJI53DCPL7QABOWK4Z75 053807AV5 415000.00000000 PA USD 406231.59000000 0.061126167127 Long DBT CORP US N 2 2032-06-01 Fixed 5.50000000 N N N N N N Genesis Energy LP N/A 37185LAL6 577000.00000000 PA USD 498931.90000000 0.075074896820 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 366148.70000000 0.055094845355 Long DBT CORP US N 2 2052-03-09 Fixed 3.05000000 N N N N N N National Australia Bank Ltd. 549300E2IPL06NDXMZ63 63254ABE7 890000.00000000 PA USD 880595.46000000 0.132504282248 Long DBT CORP AU N 2 2027-06-09 Fixed 3.90500000 N N N N N N Navient Private Education Refi Loan Trust N/A 63941JAA6 95711.92000000 PA USD 92899.98000000 0.013978774283 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 494349.32000000 0.074385350370 Long ABS-O CORP US N 2 2024-11-15 Fixed 0.40000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JBC1 685000.00000000 PA USD 655175.99000000 0.098585137267 Long DBT CORP AU Y 2 2028-06-21 Variable 4.09799880 N N N N N N NESCO Holdings II, Inc. 254900FAHT0HW9T6L409 64083YAA9 314000.00000000 PA USD 263760.00000000 0.039688291699 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 452120.99000000 0.068031201602 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 596777.11000000 0.089797785946 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 81095.98000000 0.012202611881 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 377066.85000000 0.056737712818 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 676601.04000000 0.101808990900 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 313080.35000000 0.047109585442 Long DBT CORP US N 2 2023-09-15 Fixed 4.85000000 N N N N N N American Credit Acceptance Receivables Trust N/A 025286AC9 710000.00000000 PA USD 681290.16000000 0.102514568555 Long ABS-O CORP US Y 2 2027-11-15 Fixed 0.98000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKU2 340000.00000000 PA USD 332534.52000000 0.050036878336 Long DBT CORP US N 2 2027-06-15 Fixed 4.30000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 39952.46000000 0.006011695809 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 66340000.00000000 CNY 9949905.51000000 USD 2022-08-18 39952.46000000 N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAB3 226000.00000000 PA USD 193795.00000000 0.029160572072 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 558852.05000000 0.084091155510 Long DBT CORP NZ Y 2 2027-01-27 Fixed 2.28500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBM3 1395000.00000000 PA USD 1387312.29000000 0.208750587064 Long DBT CORP FR Y 2 2027-06-15 Fixed 4.67700000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067DAD7 87251.41000000 PA USD 87114.71000000 0.013108257589 Long ABS-O CORP US N 2 2024-08-19 Fixed 1.11000000 N N N N N N BBCMS Mortgage Trust N/A 05552XBG2 755000.00000000 PA USD 660811.33000000 0.099433093810 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 53300.05000000 0.008020124097 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 107885000.00000000 PA USD 98006779.69000000 14.74720071611 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N Affirm Asset Securitization Trust N/A 00834WAA9 105000.00000000 PA USD 103827.01000000 0.015622977931 Long ABS-O CORP US Y 2 2027-05-17 Fixed 4.30000000 N N N N N N CSMC OA LLC 549300818AKCJ4Q9TD76 12649AAA7 272398.91000000 PA USD 252335.94000000 0.037969299336 Long ABS-MBS CORP US Y 2 2037-09-15 Fixed 3.30390000 N N N N N N Southwest Gas Corp. OQQR1IQTGBKH0UR88X59 845011AD7 405000.00000000 PA USD 284798.96000000 0.042854049894 Long DBT CORP US N 2 2051-08-15 Fixed 3.18000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 121406.47000000 0.018268180905 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22150000.00000000 CAD 17329192.06000000 USD 2022-07-25 121406.47000000 N N N CD&R Smokey Buyer, Inc. N/A 12510CAA9 621000.00000000 PA USD 549585.00000000 0.082696731095 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 2291066.88000000 0.344739652096 Long DBT CORP HK Y 2 2027-11-09 Fixed 3.97500000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 05552BAA4 324000.00000000 PA USD 206047.80000000 0.031004265963 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 102002.91000000 0.015348503360 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 768872.40000000 0.115693175959 Long ABS-O CORP US Y 2 2026-04-15 Fixed 1.53000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EW9 265000.00000000 PA USD 230788.82000000 0.034727077681 Long DBT CORP AU N 2 2028-11-20 Fixed 1.95300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYU46 965083.35000000 PA USD 956376.75000000 0.143907186187 Long ABS-MBS USGSE US N 2 2028-03-25 Floating 0.96919920 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAZ4 590000.00000000 PA USD 546355.81000000 0.082210830903 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49306SAA4 250000.00000000 PA USD 250000.00000000 0.037617807570 Long DBT CORP US N 2 2027-12-14 Fixed 4.39000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFK8 250000.00000000 PA USD 230734.25000000 0.034718866466 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 218128.75000000 0.032822101372 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 188100.00000000 0.028303638416 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 6325C0DZ1 720000.00000000 PA USD 681073.13000000 0.102481911784 Long DBT CORP AU Y 2 2025-01-12 Fixed 1.38800000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAA0 250000.00000000 PA USD 213175.00000000 0.032076704515 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N KKR Group Finance Co. XII LLC N/A 48255GAA3 330000.00000000 PA USD 326561.17000000 0.049138061012 Long DBT CORP US Y 2 2032-05-17 Fixed 4.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 672493.56000000 0.101190933331 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25900000000.00000000 KRW 20626734.16000000 USD 2022-07-28 672493.56000000 N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168QAC9 164000.00000000 PA USD 132020.00000000 0.019865211822 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 236397.10000000 0.035570962472 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 215084.47000000 0.032364024815 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 313635.00000000 0.047193044310 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 134392.50000000 0.020222204815 Long DBT CORP US Y 2 2031-02-01 Fixed 4.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -456656.77000000 -0.06871370599 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20410897.37000000 USD 25900000000.00000000 KRW 2022-07-28 -456656.77000000 N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAM7 200000.00000000 PA USD 165840.00000000 0.024954148830 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 106200.00000000 0.015980044656 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 708411.59000000 PA USD 681068.04000000 0.102481145885 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 227493.16000000 0.034231175666 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 417507.17000000 0.062822817522 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 49849.80000000 0.007500960735 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 306983.25000000 0.046192147304 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 372081.56000000 0.055987570099 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 381202.95000000 0.057360076874 Long DBT CORP US N 2 2027-02-01 Fixed 2.40000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 N/A 41290000.00000000 PA 9513416.60000000 1.431495500005 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 6503550.00000000 0.978597169712 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 149200.00000000 0.022450307558 Long DBT CORP US Y 2 2026-07-15 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 47190000.00000000 PA USD 36793453.13000000 5.536356158864 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N N/A N/A N/A -690.00000000 NC USD -789636.69000000 -0.11881760422 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2022-09-30 -77452500.00000000 USD -789636.69000000 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AK3 186000.00000000 PA USD 99632.76000000 0.014991863973 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 242545.88000000 0.036496176963 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 196620.00000000 0.029585653298 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 405205.79000000 0.060971813739 Long ABS-MBS CORP US Y 2 2043-10-15 Floating 2.47399920 N N N N N N Morgan Stanley Capital I Trust N/A 61692BBP4 275000.00000000 PA USD 233159.11000000 0.035083738133 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 102370.00000000 0.015403739844 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167YAE1 90091.82000000 PA USD 90107.75000000 0.013558624000 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 368117.37000000 0.055391073552 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 2.27499840 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAF9 450000.00000000 PA USD 422324.87000000 0.063547742768 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 229515.00000000 0.034535404418 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 160480.00000000 0.024147623035 Long DBT CORP US N 2 2025-12-15 Fixed 6.37500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAH0 770000.00000000 PA USD 666292.78000000 0.100257894335 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 841540.62000000 0.126627652425 Long DBT CORP US Y 2 2023-04-12 Fixed 0.50200000 N N N N N N Crocs, Inc. 549300B0J6YCXD63OG72 227046AB5 182000.00000000 PA USD 127855.00000000 0.019238499147 Long DBT CORP US Y 2 2031-08-15 Fixed 4.12500000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 103186AB8 260000.00000000 PA USD 245804.00000000 0.036986430288 Long DBT CORP US Y 2 2025-10-02 Fixed 7.12500000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 210000.00000000 PA USD 199500.00000000 0.030019010441 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 3340000.00000000 PA USD 2338070.81000000 0.351812391271 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 716880.00000000 0.107869815565 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 618189.08000000 0.093019671415 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 302589.16000000 0.045530963175 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 226216.59000000 0.034039088607 Long DBT CORP US N 2 2032-03-15 Fixed 4.22400000 N N N N N N Armor Holdco, Inc. 254900X6HLK0YPTHHF09 04625PAA9 176000.00000000 PA USD 146080.00000000 0.021980837319 Long DBT CORP US Y 2 2029-11-15 Fixed 8.50000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 6325C0EA5 1550000.00000000 PA USD 1519427.65000000 0.228630147822 Long DBT CORP AU Y 2 2025-01-12 Floating 1.89000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJB7 255000.00000000 PA USD 208208.29000000 0.031329357551 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 815171.98000000 0.122659930723 Long DBT CORP US N 2 2029-01-12 Fixed 2.25000000 N N N N N N Nielsen Finance LLC N/A 65409QBK7 212000.00000000 PA USD 190800.00000000 0.028709910738 Long DBT CORP US Y 2 2031-07-15 Fixed 4.75000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBJ9 340000.00000000 PA USD 330745.91000000 0.049767743989 Long DBT CORP US N 2 2053-01-15 Fixed 4.45000000 N N N N N N Hyundai Capital Services, Inc. 549300MALMDAGL2ZJJ27 44920UAS7 270000.00000000 PA USD 254853.00000000 0.038348044451 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 316829.52000000 0.047673727664 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 129358.15000000 PA USD 128480.47000000 0.019332614388 Long ABS-O CORP US Y 2 2025-04-15 Fixed 0.82000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAE2 130000.00000000 PA USD 111760.13000000 0.016816684257 Long DBT CORP US N 2 2029-06-07 Variable 1.88700120 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 30445000.00000000 PA USD 25274108.55000000 3.803026207847 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Univar Solutions USA, Inc. 5493008FTB9VZW6CVA82 91337CAA4 146000.00000000 PA USD 135880.74000000 0.020446142119 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 230119.26000000 0.034626328164 Long DBT CORP US Y 2 2022-07-11 Fixed 4.87500000 N N N N N N AutoNation, Inc. N/A 05329RAA1 425000.00000000 PA USD 366290.12000000 0.055116124997 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 638233.23000000 0.096035739326 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 69651.34000000 0.010480522820 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.85000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BY0 265000.00000000 PA USD 247446.98000000 0.037233651510 Long DBT CORP US N 2 2027-03-03 Fixed 2.45000000 N N N N N N NXP BV N/A 62954HBE7 90000.00000000 PA USD 88638.75000000 0.013337581763 Long DBT CORP US N 2 2027-06-01 Fixed 4.40000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159YN0 6050000.00000000 PA USD 6019441.45000000 0.905752760603 Long DBT CORP CA N 2 2023-09-15 Floating 2.05999920 N N N N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 00790RAB0 44000.00000000 PA USD 43023.20000000 0.006473753834 Long DBT CORP US Y 2 2030-06-15 Fixed 6.37500000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAB2 360000.00000000 PA USD 301514.40000000 0.045369242716 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 374800.20000000 0.056396647204 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.50676360 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BN1 300000.00000000 PA USD 254098.80000000 0.038234559049 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAM5 550000.00000000 PA USD 549797.38000000 0.082728688175 Long DBT CORP US N 2 2052-06-01 Fixed 5.05000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 25601B2A2 1220000.00000000 PA USD 1135870.14000000 0.170915777408 Long DBT CORP NO Y 2 2025-09-30 Variable 0.85600080 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEL1 35060000.00000000 PA USD 35021679.42000000 5.269755188936 Long DBT UST US N 2 2024-04-30 Floating 1.68277680 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A6GU9 409984.17000000 PA USD 371618.34000000 0.055917868815 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 -35512.76000000 -0.00534364868 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14060000.00000000 AUD 9674882.84000000 USD 2022-09-07 -35512.76000000 N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAN6 275000.00000000 PA USD 252065.85000000 0.037928658562 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 226721.81000000 0.034115109682 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 165445.00000000 0.024894712694 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 535554.06000000 0.080585478291 Long DBT CORP US Y 2 2027-07-15 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ED80 32645199.13000000 PA USD 32266181.84000000 4.855132078029 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Huntington National Bank (The) 2WHM8VNJH63UN14OL754 44644MAD3 265000.00000000 PA USD 265004.24000000 0.039875514023 Long DBT CORP US N 2 2025-05-16 Variable 4.00799880 N N N N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625AA5 170000.00000000 PA USD 157992.90000000 0.023773386039 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 477446.14000000 0.071841908080 Long DBT CORP GB Y 2 2024-05-03 Fixed 0.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 87986.71000000 0.013239468502 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 17600000.00000000 BRL 3437365.73000000 USD 2022-07-18 87986.71000000 N N N LSF11 A5 HoldCo LLC 254900FPK7P5WNA66Y10 50221DAA7 244000.00000000 PA USD 204960.00000000 0.030840583358 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 624140.87000000 0.093915244579 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 219520.12000000 0.033031462528 Long DBT CORP US Y 2 2027-05-13 Fixed 6.62500000 N N N N N N Flagship Credit Auto Trust N/A 33844QAE3 60000.00000000 PA USD 59938.33000000 0.009018994256 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 1408059.15000000 0.211872392613 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 343135.87000000 0.051632076513 Long DBT CORP CA Y 2 2023-05-14 Fixed 0.95000000 N N N N N N Western Union Co. (The) 28ID94QU1140NC23S047 959802AZ2 175000.00000000 PA USD 156524.90000000 0.023552494273 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 324225.00000000 0.048786534638 Long DBT CORP US Y 2 2031-09-15 Fixed 4.50000000 N N N N N N II-VI, Inc. 549300O5C25A0MMHHU33 902104AC2 156000.00000000 PA USD 136624.80000000 0.020558101743 Long DBT CORP US Y 2 2029-12-15 Fixed 5.00000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAA8 177000.00000000 PA USD 137617.50000000 0.020707474533 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 350566.88000000 0.052750229730 Long DBT CORP JP Y 2 2025-03-10 Fixed 2.55000000 N N N N N N Baltimore Gas and Electric Co. 88V8C2WYSOD1SPSSLH72 059165EP1 265000.00000000 PA USD 256993.79000000 0.038670171756 Long DBT CORP US N 2 2052-06-01 Fixed 4.55000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBQ8 1215000.00000000 PA USD 1151497.42000000 0.173267233456 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 817877.48000000 0.123067030637 Long DBT CORP GB Y 2 2024-04-06 Fixed 0.65000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDW3 630000.00000000 PA USD 619901.10000000 0.093277281171 Long DBT CORP US N 2 2027-04-09 Fixed 5.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36261XAC9 335000.00000000 PA USD 327627.02000000 0.049298440773 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 334257.50000000 0.050296137256 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 257981.90000000 0.038818853883 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 740746.31000000 0.111461008593 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 2.82864960 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 22600000000.00000000 PA 4115490.07000000 0.619262854054 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N CCO Holdings LLC N/A 1248EPCQ4 198000.00000000 PA USD 162112.50000000 0.024393267319 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 274775.85000000 0.041345860201 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 68004.53000000 PA USD 67249.86000000 0.010119169170 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 102713.66000000 0.015455450787 Long DBT CORP US Y 2 2025-05-15 Fixed 6.25000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AU3 670000.00000000 PA USD 585732.56000000 0.088135898920 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 666775.90000000 0.100330589996 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 148500.00000000 0.022344977697 Long DBT CORP LU Y 2 2027-06-30 Fixed 6.50000000 N N Y N N N Mercedes-Benz Auto Receivables Trust N/A 58772WAC7 675000.00000000 PA USD 644151.42000000 0.096926256656 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 264337.50000000 0.039775188835 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 214000.00000000 PA USD 208115.00000000 0.031315320090 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 345000.00000000 0.051912574447 Long DBT CORP US Y 2 2026-01-01 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECA6 3013711.80000000 PA USD 2816186.20000000 0.423755002222 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Precision Drilling Corp. 549300WF2OE8T5BP4B84 740212AL9 170000.00000000 PA USD 159375.00000000 0.023981352326 Long DBT CORP CA Y 2 2026-01-15 Fixed 7.12500000 N N N N N N FREED ABS Trust N/A 30322MAA7 48469.34000000 PA USD 48352.76000000 0.007275699284 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 180260.00000000 0.027123943970 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 1157000.01000000 0.174095214943 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 92375.00000000 0.013899779897 Long DBT CORP US Y 2 2027-10-15 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDJ9 6258138.21000000 PA USD 5644151.64000000 0.849282441179 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAA1 247000.00000000 PA USD 198217.50000000 0.029826031088 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 540190.50000000 0.081283129122 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 367075.80000000 0.055234347233 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 493043.92000000 PA USD 446860.20000000 0.067239604058 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 670857.32000000 0.100944726285 Long ABS-O CORP CA Y 2 2025-10-20 Fixed 0.50000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AX0 117000.00000000 PA USD 114638.94000000 0.017249862340 Long DBT CORP US Y 2 2030-06-30 Fixed 7.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -21269.68000000 -0.00320047491 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 12650000.00000000 CAD 9806201.55000000 USD 2022-07-25 -21269.68000000 N N N BANK N/A 06539XAH7 250000.00000000 PA USD 215633.78000000 0.032446680167 Long ABS-MBS CORP US N 2 2063-04-15 Fixed 2.14400000 N N N N N N Ardagh Packaging Finance plc N/A 03969AAN0 400000.00000000 PA USD 338020.00000000 0.050862285260 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 146300.00000000 0.022013940990 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 566151.24000000 0.085189473609 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 575263.38000000 0.086560588525 Long ABS-O CORP US N 2 2025-12-15 Fixed 0.58000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 365799.17000000 0.055042251146 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37190000000.00000000 COP 9284965.30000000 USD 2022-07-28 365799.17000000 N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAQ2 128000.00000000 PA USD 121600.00000000 0.018297301602 Long DBT CORP CA Y 2 2024-06-01 Fixed 4.87500000 N N N N N N Golub Capital BDC, Inc. 2549005WE0QLGK9APF78 38173MAB8 3190000.00000000 PA USD 2668752.73000000 0.401570506606 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042QAJ9 35000.00000000 PA USD 34086.17000000 0.005128987935 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 172268.16000000 0.025921401973 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBW4 275000.00000000 PA USD 243047.28000000 0.036571623238 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 903147.42000000 0.135897703415 Long ABS-MBS CORP US N 2 2064-09-15 Fixed 2.47000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KHXH9 1806374.86000000 PA USD 1699976.31000000 0.255797526819 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 319084.48000000 PA USD 316462.28000000 0.047618468610 Long ABS-O CORP US Y 2 2024-04-22 Fixed 0.29000000 N N N N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 031921AB5 192000.00000000 PA USD 158017.92000000 0.023777150829 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 252589.48000000 0.038007449812 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 237195.00000000 0.035691023467 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 303062.50000000 0.045602187227 Long DBT CORP US N 2 2025-05-15 Fixed 6.75000000 N N N N N N Morgan Stanley Direct Lending Fund 549300QEX22T2J8IB029 61774AAA1 455000.00000000 PA USD 414188.32000000 0.062323426079 Long DBT CORP US Y 2 2027-02-11 Fixed 4.50000000 N N N N N N New England Power Co. 549300DTVRGN9GYD5U85 644188BG8 130000.00000000 PA USD 88138.25000000 0.013262270912 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 34514.15000000 PA USD 34259.87000000 0.005155124788 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.36000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEP0 710000.00000000 PA USD 663383.32000000 0.099820104310 Long DBT CORP US Y 2 2024-09-27 Fixed 0.70000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAW4 400000.00000000 PA USD 398620.88000000 0.059980974230 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 473000.00000000 PA USD 398407.90000000 0.059948926867 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 816388.54000000 0.122842988003 Long DBT CORP US Y 2 2024-04-05 Fixed 0.70000000 N N N N N N Ferguson Finance plc 2138003A7ZEU931DZL61 314890AD6 375000.00000000 PA USD 354017.44000000 0.053269439738 Long DBT CORP GB Y 2 2032-04-20 Fixed 4.65000000 N N N N N N Owl Rock Technology Finance Corp. 254900G5EZJSOD3UKL16 691205AC2 870000.00000000 PA USD 825496.11000000 0.124213415266 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 1330110.40000000 0.200143348301 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 265322.55000000 0.039923410520 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 171105.00000000 0.025746379857 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 827000.00000000 PA USD 806325.00000000 0.121328714758 Long DBT CORP US Y 2 2025-03-01 Fixed 5.75000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BS0 505000.00000000 PA USD 495464.74000000 0.074553188990 Long DBT CORP US Y 2 2027-06-08 Fixed 4.35000000 N N N N N N Open Text Holdings, Inc. N/A 683720AC0 283000.00000000 PA USD 233831.58000000 0.035184925521 Long DBT CORP US Y 2 2031-12-01 Fixed 4.12500000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDL5 510000.00000000 PA USD 454517.10000000 0.068391747222 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 -39385.31000000 -0.00592635605 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4682436.03000000 USD 19360000000.00000000 COP 2022-07-28 -39385.31000000 N N N Greystar Real Estate Partners LLC 254900HGC806SXAS4M46 39807UAB2 476000.00000000 PA USD 449820.00000000 0.067684968806 Long DBT CORP US Y 2 2025-12-01 Fixed 5.75000000 N N N N N N INEOS Quattro Finance 2 plc 213800V48W4Y5MT5Q131 45674GAA2 200000.00000000 PA USD 167298.00000000 0.025173535884 Long DBT CORP GB Y 2 2026-01-15 Fixed 3.37500000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2G9 775000.00000000 PA USD 704874.51000000 0.106063334715 Long DBT CORP US Y 2 2027-01-06 Fixed 2.25000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAL6 1210000.00000000 PA USD 1195552.60000000 0.179896270591 Long DBT CORP US Y 2 2025-05-13 Fixed 5.12500000 N N N N N N Grifols Escrow Issuer SA 959800HLB3PGTGSLVV62 39843UAA0 200000.00000000 PA USD 173500.00000000 0.026106758454 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 268816.00000000 0.040449074240 Long DBT CORP US Y 2 2026-12-15 Fixed 5.12500000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAA6 350000.00000000 PA USD 345515.87000000 0.051990198041 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 27935.38000000 PA USD 27825.56000000 0.004186946246 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 233600.00000000 0.035150079394 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 240036.78000000 0.036118629599 Long DBT CORP US Y 2 2028-09-15 Fixed 2.10000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HR7 340000.00000000 PA USD 333378.53000000 0.050163877559 Long DBT CORP US N 2 2052-06-01 Fixed 5.45000000 N N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102AR6 65000.00000000 PA USD 50128.19000000 0.007542850421 Long DBT CORP US N 2 2032-02-01 Fixed 3.10000000 N N N N N N United Auto Credit Securitization Trust N/A 90944DAC5 160000.00000000 PA USD 156939.10000000 0.023614819456 Long ABS-O CORP US Y 2 2025-03-10 Fixed 2.10000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 144877.10000000 0.021799835476 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 8420000.00000000 BRL 1747250.47000000 USD 2022-07-18 144877.10000000 N N N Jackson Financial, Inc. 213800WXW2KG1N4CO374 46817MAM9 230000.00000000 PA USD 162638.13000000 0.024472359512 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 238363.90000000 0.035866909288 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 542779.61000000 0.081672715689 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 225249.12000000 0.033893512206 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 1002193.54000000 0.150801294946 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 341610.00000000 0.051402476977 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 104130.37000000 0.015668624883 Long DBT CORP US Y 2 2025-07-15 Fixed 3.30000000 N N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AL1 15000.00000000 PA USD 12785.69000000 0.001923878504 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBP8 940000.00000000 PA USD 946318.59000000 0.142393722477 Long DBT CORP US Y 2 2027-07-06 Fixed 4.71400000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KE6 470000.00000000 PA USD 461580.47000000 0.069454581195 Long DBT CORP US N 2 2025-06-08 Fixed 4.95000000 N N N N N N AdaptHealth LLC N/A 00653VAA9 199000.00000000 PA USD 176075.20000000 0.026494251966 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 240795.84000000 0.036232846292 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AD3T3 57051.75000000 PA USD 56946.51000000 0.008568811420 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N Delek Logistics Partners LP N/A 24665FAC6 200000.00000000 PA USD 179000.00000000 0.026934350220 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 145206.58000000 0.021849412737 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 379223.71000000 0.057062258196 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 149833.75000000 0.022545668700 Long DBT CORP US Y 2 2031-11-15 Fixed 5.37500000 N N N N N N N/A N/A N/A 342.00000000 NC USD -535604.53000000 -0.08059307257 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2022-09-21 52785562.50000000 USD -535604.53000000 N N N Carvana Auto Receivables Trust N/A 14687HAD5 245000.00000000 PA USD 236010.29000000 0.035512758695 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 299319.77000000 PA USD 297955.86000000 0.044833784824 Long ABS-O CORP US Y 2 2029-02-15 Fixed 2.01000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285UAE1 665000.00000000 PA USD 658418.76000000 0.099073080859 Long ABS-O CORP US N 2 2027-08-16 Fixed 4.13000000 N N N N N N Bread Financial Holdings, Inc. 549300G8S4PO686J7H97 018581AL2 254000.00000000 PA USD 240030.00000000 0.036117609405 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 1065104.37000000 0.160267564934 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 727672.40000000 0.109493761271 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 98280.00000000 0.014788312512 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 432649.26000000 0.065101266433 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 154129.80000000 0.023192100629 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 242626.14000000 0.036508253784 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 142015.88000000 0.021369304183 Long DBT CORP US Y 2 2028-12-01 Fixed 5.37500000 N N N N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434LAM7 740000.00000000 PA USD 732425.51000000 0.110208967581 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SL3 1975000.00000000 PA USD 1543585.94000000 0.232265275440 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AH3 114000.00000000 PA USD 113287.50000000 0.017046509500 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 1996883.12000000 0.300473459799 Long ABS-MBS CORP US Y 2 2058-12-25 Variable 3.75000120 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAE1 1105000.00000000 PA USD 980925.74000000 0.147601102914 Long DBT CORP FI Y 2 2026-09-30 Fixed 1.50000000 N N N N N N AutoNation, Inc. N/A 05329WAN2 170000.00000000 PA USD 164985.83000000 0.024825620819 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Trustage Financial Group, Inc. 549300X7YNHNZXTI6F10 89787EAA9 290000.00000000 PA USD 268239.76000000 0.040362366698 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 278899.25000000 0.041966313272 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 494502.12000000 0.074408342374 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N BPR Trust N/A 05592DAA2 310000.00000000 PA USD 304125.87000000 0.045762193820 Long ABS-MBS CORP US Y 2 2037-04-15 Floating 3.17665080 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355LAM8 790000.00000000 PA USD 679824.31000000 0.102294000302 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 428526.37000000 0.064480890102 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 1433225.81000000 0.215659250905 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 713362.50000000 0.107340533013 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A45H5 379074.08000000 PA USD 343600.78000000 0.051702032093 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612KAC6 665000.00000000 PA USD 666814.85000000 0.100336450851 Long DBT CORP US N 2 2052-07-01 Fixed 6.25000000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBM9 226000.00000000 PA USD 181365.00000000 0.027290214680 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 416558.72000000 0.062680103083 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 88935.00000000 0.013382158865 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 275194.92000000 0.041408918180 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 322877.40000000 0.048583759608 Long ABS-O CORP US Y 2 2026-08-17 Fixed 1.03000000 N N N N N N Ford Credit Auto Owner Trust N/A 34528GAK2 46824.42000000 PA USD 46330.67000000 0.006971432914 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 260843.49000000 0.039249440851 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 438924.04000000 0.066045440299 Long DBT CORP US N 2 2025-02-07 Fixed 1.87500000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065WAD7 270000.00000000 PA USD 271160.60000000 0.040801869086 Long ABS-O CORP US N 2 2028-04-18 Fixed 4.38000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287EAD7 770000.00000000 PA USD 754649.05000000 0.113552970986 Long ABS-O CORP US N 2 2025-12-15 Fixed 0.60000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAH8 152000.00000000 PA USD 143740.32000000 0.021628782791 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 325214.50000000 0.048935425921 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 441960.00000000 0.066502264936 Long DBT CORP US Y 2 2024-04-15 Fixed 5.50000000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 282000.00000000 PA USD 223203.00000000 0.033585630013 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 711768.03000000 0.107100611150 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 58012.50000000 0.008729212246 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525BR3 695000.00000000 PA USD 685837.82000000 0.103198860550 Long DBT CORP US N 2 2052-05-20 Fixed 4.50000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3F6 105000.00000000 PA USD 97891.22000000 0.014729812307 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 221239.35000000 0.033290157181 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 329876.15000000 PA USD 310601.78000000 0.046736631964 Long ABS-O CORP US Y 2 2053-03-17 Fixed 1.34000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDU7 525000.00000000 PA USD 511975.38000000 0.077037565303 Long DBT CORP US N 2 2025-04-07 Fixed 3.80000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CG2 300000.00000000 PA USD 280473.33000000 0.042203167026 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 130800.15000000 0.019681659491 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 168000.00000000 0.025279166687 Long DBT CORP US Y 2 2029-09-01 Fixed 4.00000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 74166NAA2 350000.00000000 PA USD 279125.00000000 0.042000282152 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 180500.00000000 0.027160057066 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.12500000 N N N N N N Likewize Corp. TF9O1XIG83ZLXX7WN472 10947XAA0 268000.00000000 PA USD 254653.60000000 0.038318040488 Long DBT CORP US Y 2 2025-10-15 Fixed 9.75000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B36 410000.00000000 PA USD 331493.20000000 0.049880189634 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 187015.85000000 0.028140505032 Long DBT CORP US N 2 2032-07-29 Variable 2.35900080 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477BQ5 275000.00000000 PA USD 247206.14000000 0.037197412019 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 242836.25000000 0.036539869295 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 94350.00000000 0.014196960577 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 240960.00000000 0.036257547649 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 142880.00000000 0.021499329382 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 827819.53000000 0.124563023132 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 45250.00000000 0.006808823170 Long DBT CORP US Y 2 2030-07-15 Fixed 5.50000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCG3 795000.00000000 PA USD 676232.57000000 0.101753546765 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 244909.99000000 0.036851907504 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 360888.55000000 0.054303344113 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 712452.51000000 0.107203605698 Long ABS-O CORP US N 2 2026-01-15 Fixed 0.43000000 N N N N N N Ford Credit Auto Owner Trust N/A 345340AA1 275000.00000000 PA USD 254801.33000000 0.038340269603 Long ABS-O CORP US Y 2 2033-10-17 Fixed 1.37000000 N N N N N N VICI Properties LP N/A 92564RAG0 248000.00000000 PA USD 235910.00000000 0.035497667936 Long DBT CORP US Y 2 2025-06-15 Fixed 4.62500000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 36258NAC6 30938.12000000 PA USD 30838.70000000 0.004640337129 Long ABS-O CORP US N 2 2024-09-16 Fixed 1.84000000 N N N N N N Daimler Trucks Finance North America LLC 5493003HSDTSCZRXBA58 233853AM2 615000.00000000 PA USD 588693.87000000 0.088581490879 Long DBT CORP US Y 2 2027-04-07 Fixed 3.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CET4 2760000.00000000 PA USD 2711961.10000000 0.408072123199 Long DBT UST US N 2 2027-05-31 Fixed 2.62500000 N N N N N N 1011778 BC ULC N/A 68245XAK5 190000.00000000 PA USD 190712.50000000 0.028696744505 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 635799.65000000 0.095669555549 Long ABS-O CORP US N 2 2026-11-10 Fixed 0.70000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2C5 765000.00000000 PA USD 756254.44000000 0.113794535994 Long DBT CORP CA N 2 2027-06-08 Fixed 4.10800000 N N N N N N Shift4 Payments LLC N/A 82453AAA5 413000.00000000 PA USD 365505.00000000 0.054997987024 Long DBT CORP US Y 2 2026-11-01 Fixed 4.62500000 N N N N N N Haemonetics Corp. 549300ZEL6TXZS6F5F95 405024AB6 1440000.00000000 PA USD 1126833.42000000 0.169556011032 Long DBT CORP US N 2 2026-03-01 None 0.00000000 N N N N Y Haemonetics Corp. USD XXXX N N N BPR Trust N/A 05592CAA4 420000.00000000 PA USD 402026.86000000 0.060493476231 Long ABS-MBS CORP US Y 2 2023-12-15 Floating 2.85900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDC1 3031142.50000000 PA USD 2733756.81000000 0.411351750497 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N ASB Bank Ltd. 549300IBZWZL1KTPF918 04342JAA5 485000.00000000 PA USD 479423.66000000 0.072139467947 Long DBT CORP NZ Y 2 2032-06-17 Variable 5.28400080 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066RAD7 190000.00000000 PA USD 180762.81000000 0.027199602410 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 487222.50000000 0.073312968997 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 168787.50000000 0.025397662781 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 242844.32000000 0.036541083597 Long DBT CORP US N 2 2026-03-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 165034.33000000 0.024832918674 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23260000.00000000 AUD 16229316.10000000 USD 2022-09-07 165034.33000000 N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HL0 335000.00000000 PA USD 334263.07000000 0.050296975381 Long DBT CORP US N 2 2022-12-02 Floating 1.98000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEL9 550000.00000000 PA USD 521518.14000000 0.078473476141 Long DBT CORP US Y 2 2024-04-12 Fixed 0.75000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCL7 4695000.00000000 PA USD 4569119.82000000 0.687521080630 Long DBT CORP US N 2 2024-12-06 Floating 2.19999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MNMH6 2853719.64000000 PA USD 2664896.72000000 0.400990288037 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N LCM Investments Holdings II LLC 549300P5V78NNQTG4428 50190EAA2 315000.00000000 PA USD 239715.00000000 0.036070210967 Long DBT CORP US Y 2 2029-05-01 Fixed 4.87500000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AU1 265000.00000000 PA USD 258566.09000000 0.038906757672 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 178077.69000000 0.026795569100 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 230950.64000000 0.034751426935 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 935000.00000000 PA USD 797525.83000000 0.120004692823 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDE8 17940000.00000000 PA USD 17966569.14000000 2.703451762476 Long DBT UST US N 2 2023-10-31 Floating 1.79277480 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 14879EAK4 255000.00000000 PA USD 209737.50000000 0.031559459661 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 181030.25000000 0.027239844436 Long DBT CORP US N 2 2032-03-15 Fixed 2.12500000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094AR5 420000.00000000 PA USD 418318.32000000 0.062944872260 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAQ9 63000.00000000 PA USD 64103.76000000 0.009645771633 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 13794.97000000 PA USD 13749.54000000 0.002068910199 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.96000000 N N N N N N Crestwood Midstream Partners LP N/A 226373AR9 439000.00000000 PA USD 383062.62000000 0.057639903707 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 2925297.60000000 0.440173128818 Long ABS-MBS USGSE US Y 2 2048-08-25 Variable 3.76947720 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HB2 655000.00000000 PA USD 625132.52000000 0.094064459374 Long DBT CORP US N 2 2024-04-01 Fixed 1.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNEU2 17871401.89000000 PA USD 15571356.04000000 2.343041100527 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 127716.54000000 0.019217664901 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 213285.00000000 0.032093256351 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 961231.25000000 0.144637648774 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001WAC2 4810000.00000000 PA USD 3685397.95000000 0.554546363622 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 233082.50000000 0.035072210532 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 349999.06000000 0.052664789156 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 134235.00000000 0.020198505597 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 157000.00000000 0.023623983154 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 315110.46000000 0.047415058591 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 173446.81000000 0.026098754889 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3194060.79000000 -0.48061425667 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 22364377.55000000 USD 17830000000.00000000 CLP 2022-09-06 -3194060.79000000 N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2E1 935000.00000000 PA USD 939171.97000000 0.141318361774 Long DBT CORP US Y 2 2025-07-07 Fixed 5.15000000 N N N N N N Denso Corp. 549300RYPA10CQM3QK38 24872BAA8 565000.00000000 PA USD 502593.83000000 0.075625911933 Long DBT CORP JP Y 2 2026-09-16 Fixed 1.23900000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAQ0 1045000.00000000 PA USD 1027990.33000000 0.154682969675 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 333342.15000000 0.050158403415 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 379038.19000000 0.057034342773 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 661082.92000000 0.099473960292 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 231182.28000000 0.034786282091 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 93839.28000000 PA USD 90108.91000000 0.013558798547 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 571200.63000000 0.085949261535 Long ABS-MBS CORP US N 2 2063-06-15 Fixed 2.43800000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002UAJ0 100000.00000000 PA USD 84001.85000000 0.012639861715 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 113680.00000000 0.017105569458 Long DBT CORP US N 2 2023-06-15 Fixed 4.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 154352.68000000 0.023225637657 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43600000.00000000 AUD 30266248.00000000 USD 2022-09-07 154352.68000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZD2 1435000.00000000 PA USD 1395369.32000000 0.209962938280 Long DBT CORP CA N 2 2027-05-04 Fixed 3.62500000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AU5 395000.00000000 PA USD 304150.00000000 0.045765824690 Long DBT CORP US N 2 2062-02-15 Variable 3.87500040 N N N N N N N/A N/A N/A 1.00000000 NC N/A -130721.31000000 -0.01966979634 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 10205243.52000000 USD 9600000.00000000 EUR 2022-07-26 -130721.31000000 N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAN4 60000.00000000 PA USD 59550.00000000 0.008960561763 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 1089621.00000000 0.163956612413 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.87452600 N N N N N N Drive Auto Receivables Trust N/A 262108AD5 195000.00000000 PA USD 193906.17000000 0.029177299959 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 606937.18000000 0.091326584179 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 479627.10000000 0.072170079814 Long DBT CORP US Y 2 2052-03-15 Fixed 4.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 370873.02000000 0.055805719598 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 34020000.00000000 BRL 6845070.42000000 USD 2022-07-18 370873.02000000 N N N Park Intermediate Holdings LLC N/A 70052LAC7 345000.00000000 PA USD 295830.60000000 0.044513994337 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 133969.09000000 0.020158493792 Long DBT CORP US N 2 2025-02-25 Fixed 3.50000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCS2 725000.00000000 PA USD 717486.97000000 0.107961147088 Long DBT CORP US N 2 2028-05-10 Variable 4.92699960 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAR3 490000.00000000 PA USD 379426.31000000 0.057092743667 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 435537.01000000 0.065535789728 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 167153.61000000 0.025151809343 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 193417.50000000 0.029103769183 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 113085.71000000 0.017016145911 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 1125537.78000000 0.169361054487 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 302000.00000000 PA USD 263495.00000000 0.039648416823 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 1182152.37000000 0.177879921496 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 231168.00000000 0.034784133362 Long DBT CORP US Y 2 2026-07-15 Fixed 6.75000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0KK4 510000.00000000 PA USD 476836.89000000 0.071750233483 Long DBT CORP AU Y 2 2027-03-14 Fixed 2.55200000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331AW7 170000.00000000 PA USD 163896.41000000 0.024661694451 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 690000.00000000 PA USD 508864.37000000 0.076569447801 Long DBT CORP US Y 2 2041-08-15 Fixed 4.04600000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AX2 231000.00000000 PA USD 188842.50000000 0.028415363304 Long DBT CORP US Y 2 2032-02-15 Fixed 5.00000000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BW8 170000.00000000 PA USD 171307.59000000 0.025776863824 Long DBT CORP US N 2 2032-06-01 Fixed 5.60000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBB1 495000.00000000 PA USD 476724.55000000 0.071733329545 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36262XAC8 1510000.00000000 PA USD 1460786.08000000 0.219806278639 Long ABS-O CORP US N 2 2024-10-21 Fixed 0.39000000 N N N N N N CDW LLC N/A 12513GBH1 725000.00000000 PA USD 623123.00000000 0.093762084428 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N Prestige Auto Receivables Trust N/A 74114BAG8 260000.00000000 PA USD 257600.54000000 0.038761470175 Long ABS-O CORP US Y 2 2026-11-16 Fixed 1.31000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 362554AB3 408227.19000000 PA USD 402944.00000000 0.060631479415 Long ABS-O CORP US N 2 2024-11-18 Fixed 0.28000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 67020000.00000000 PA 10927736.08000000 1.644309892175 Long DBT NUSS BR N 2 2031-01-01 Fixed 9.99999990 N N N N N N Jabil, Inc. 5493000CGCQY2OQU7669 466313AM5 470000.00000000 PA USD 457248.24000000 0.068802705217 Long DBT CORP US N 2 2027-05-15 Fixed 4.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWAF0 287550.99000000 PA USD 251711.41000000 0.037875325539 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BE1 315000.00000000 PA USD 305290.47000000 0.045937432614 Long DBT CORP US Y 2 2025-05-13 Fixed 3.35000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CF9 1005000.00000000 PA USD 993174.06000000 0.149444122694 Long DBT CORP JP N 2 2026-04-17 Variable 3.83699880 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAJ7 150000.00000000 PA USD 150115.04000000 0.022587994752 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 811372.86000000 0.122088272463 Long ABS-O CORP US Y 2 2027-01-15 Fixed 1.58000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNCA8 3419968.68000000 PA USD 2980888.14000000 0.448537905764 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 220000.00000000 PA USD 200750.00000000 0.030207099479 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 105702.84000000 0.015905236379 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 523693.44000000 0.078800796208 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 247500.00000000 0.037241629495 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 299792.11000000 0.045110087621 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 455445.00000000 0.068531369476 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 397110.00000000 0.059753630258 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 324598.56000000 0.048842744671 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 398250.08000000 0.059925179498 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 2766750.00000000 0.416316276388 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 124740.00000000 0.018769781265 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -67381.81000000 -0.01013902384 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9625472.78000000 USD 1289000000.00000000 JPY 2022-09-26 -67381.81000000 N N N SRS Distribution, Inc. 549300ZQ3XP75BCYM468 78471RAD8 167000.00000000 PA USD 131133.41000000 0.019731805534 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 924448.19000000 0.139102856483 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 1805000.00000000 0.271600570662 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 199995.00000000 0.030093493700 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 205100.40000000 0.030861709519 Long DBT CORP US Y 2 2031-06-01 Fixed 4.50000000 N N N N N N Specialty Building Products Holdings LLC N/A 84749AAA5 521000.00000000 PA USD 432273.70000000 0.065044755458 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 161019.92000000 0.024228865462 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N Illuminate Buyer LLC N/A 45232TAA9 707000.00000000 PA USD 558530.00000000 0.084042696250 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 377315.00000000 0.056775052254 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 122883.80000000 0.018490476567 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 233805.00000000 0.035180925996 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 281471.49000000 0.042353361390 Long ABS-O CORP US N 2 2027-08-16 Fixed 0.85000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBR1 375000.00000000 PA USD 347881.88000000 0.052346214477 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAJ2 245000.00000000 PA USD 245068.97000000 0.036875829420 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 660612.52000000 0.099403178625 Long ABS-O CORP US N 2 2027-04-19 Fixed 2.77000000 N N N N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073EAS4 291000.00000000 PA USD 285947.98000000 0.043026944347 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 962453.56000000 0.144821571264 Long DBT CORP IE Y 2 2027-09-30 Variable 2.02899960 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAY4 605000.00000000 PA USD 577369.65000000 0.086877521564 Long DBT CORP NL Y 2 2052-06-15 Fixed 5.50000000 N N N N N N Solaris Midstream Holdings LLC 5493007AWQW8ZKCHVV46 83419MAA0 345000.00000000 PA USD 322575.00000000 0.048538257108 Long DBT CORP US Y 2 2026-04-01 Fixed 7.62500000 N N N N N N Church & Dwight Co., Inc. POOXSI30AWAQGYJZC921 17136MAB8 410000.00000000 PA USD 423421.23000000 0.063712713406 Long DBT CORP US N 2 2052-06-15 Fixed 5.00000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CG3 260000.00000000 PA USD 233143.85000000 0.035081441942 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 650702.50000000 0.097912005723 Long DBT CORP US Y 2 2027-06-15 Fixed 6.50000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AN9 174000.00000000 PA USD 179420.10000000 0.026997563184 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBL1 322000.00000000 PA USD 284293.80000000 0.042778037848 Long DBT CORP US Y 2 2026-09-01 Fixed 3.12500000 N N N N N N BANK N/A 06540LBF3 755000.00000000 PA USD 657685.11000000 0.098962687641 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 485772.79000000 0.073094829349 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DF3 685000.00000000 PA USD 667236.24000000 0.100399857922 Long DBT CORP GB N 2 2028-06-09 Variable 4.75499880 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCB4 315000.00000000 PA USD 253802.40000000 0.038189959377 Long DBT CORP US N 2 2082-03-15 Variable 3.80000160 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAQ1 305000.00000000 PA USD 271622.33000000 0.040871346167 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 167366.11000000 0.025183784479 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 433266.18000000 0.065194095145 Long DBT CORP US Y 2 2024-06-17 Fixed 0.65000000 N N N N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QCD6 40000.00000000 PA USD 29040.12000000 0.004369702583 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 314191.12000000 0.047276724370 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 343979.82000000 0.051759066708 Long DBT CORP US N 2 2027-03-01 Fixed 2.85000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDP2 190000.00000000 PA USD 179078.80000000 0.026946207353 Long DBT CORP US Y 2 2030-06-15 Fixed 6.12500000 N N N N N N Rocket Software, Inc. 549300PVG26ISP5X1556 77314EAA6 412000.00000000 PA USD 299730.00000000 0.045100741852 Long DBT CORP US Y 2 2029-02-15 Fixed 6.50000000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AU2 770000.00000000 PA USD 743763.25000000 0.111914971267 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 57820.05000000 0.008700254058 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 161374.00000000 0.024282144315 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 107732.78000000 0.016210683948 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 46136.16000000 0.006942164755 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 128206.65000000 0.019291412356 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 231348.60000000 0.034811308466 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AM0 465000.00000000 PA USD 463499.77000000 0.069743380628 Long DBT CORP CH Y 2 2026-05-12 Variable 4.48800120 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAU9 80000.00000000 PA USD 78808.00000000 0.011858336716 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N Central Parent, Inc. N/A 15477CAA3 188000.00000000 PA USD 180950.00000000 0.027227769119 Long DBT CORP US Y 2 2029-06-15 Fixed 7.25000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370BY5 206000.00000000 PA USD 203425.00000000 0.030609610020 Long DBT CORP US N 2 2028-10-01 Fixed 6.62500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254AJ9 325000.00000000 PA USD 324131.63000000 0.048772485140 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 77677.90000000 0.011688289178 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N Aqua Finance Trust N/A 03842VAA5 354276.17260000 PA USD 326973.81000000 0.049200151461 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 85872.50000000 0.012921340722 Long DBT CORP US Y 2 2029-07-01 Fixed 5.87500000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DD6 245000.00000000 PA USD 247847.24000000 0.037293879125 Long DBT CORP US N 2 2027-08-01 Fixed 5.11300080 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAL3 220000.00000000 PA USD 169125.00000000 0.025448446821 Long DBT CORP CA Y 2 2029-06-01 Fixed 6.00000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HBC2 900000.00000000 PA USD 901945.62000000 0.135716867090 Long DBT CORP JP N 2 2029-07-06 Fixed 5.60500000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AT6 217000.00000000 PA USD 185535.00000000 0.027917679710 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 187412.50000000 0.028200189445 Long DBT CORP US Y 2 2026-07-31 Fixed 7.12500000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BN3 640000.00000000 PA USD 628662.53000000 0.094595624322 Long DBT CORP US Y 2 2027-07-01 Fixed 4.40000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAR6 305000.00000000 PA USD 271022.63000000 0.040781108570 Long DBT CORP GB N 2 2028-01-11 Variable 2.46899880 N N N N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393AG7 365000.00000000 PA USD 242312.73000000 0.036461094596 Long DBT CORP US N 2 2052-01-15 Fixed 4.10000000 N N N N N N Golden Entertainment, Inc. 549300P8YYCKQVJ0Y638 381013AA9 170000.00000000 PA USD 169150.00000000 0.025452208602 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 190250.00000000 0.028627151561 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 537870.90000000 PA USD 533088.15000000 0.080214429780 Long ABS-O CORP US N 2 2024-09-16 Fixed 0.22000000 N N N N N N Nucor Corp. 549300GGJCRSI2TIEJ46 670346AX3 330000.00000000 PA USD 329205.26000000 0.049535920488 Long DBT CORP US N 2 2025-05-23 Fixed 3.95000000 N N N N N N Simmons Foods, Inc. N/A 82873MAA1 336000.00000000 PA USD 282240.00000000 0.042469000035 Long DBT CORP US Y 2 2029-03-01 Fixed 4.62500000 N N N N N N Pike Corp. 549300P4EKEP6HK0NC58 721283AA7 362000.00000000 PA USD 288695.00000000 0.043440291826 Long DBT CORP US Y 2 2028-09-01 Fixed 5.50000000 N N N N N N Outfront Media Capital LLC N/A 69007TAB0 389000.00000000 PA USD 338430.00000000 0.050923978464 Long DBT CORP US Y 2 2027-08-15 Fixed 5.00000000 N N N N N N OneMain Financial Issuance Trust N/A 68267HAA5 990000.00000000 PA USD 980531.34000000 0.147541757061 Long ABS-O CORP US Y 2 2035-05-14 Fixed 4.13000000 N N N N N N Rockcliff Energy II LLC 5493007AZNVKZ5HEMT23 77289KAA3 113000.00000000 PA USD 102830.00000000 0.015472956610 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 311695.00000000 0.046901130123 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 226490.00000000 0.034080228947 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 39228.30000000 0.005902730562 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 142358.37000000 PA USD 141477.64000000 0.021288314548 Long ABS-O CORP US N 2 2024-12-16 Fixed 0.24000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AH2 241000.00000000 PA USD 187377.50000000 0.028194922952 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 233212.50000000 0.035091771792 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 375848.75000000 0.056554423813 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 282037.40000000 0.042438514564 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 203000.00000000 0.030545659747 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 170085.46000000 0.025592968419 Long DBT CORP US N 2 2022-09-25 Fixed 3.00000000 N N N N N N Cushman & Wakefield US Borrower LLC N/A 23166MAA1 153000.00000000 PA USD 142098.75000000 0.021381773734 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 710000.00000000 PA USD 503878.13000000 0.075819162134 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 1352900.00000000 0.203572527451 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 947313.84000000 0.142543478969 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 169920.00000000 0.025568071449 Long DBT CORP US Y 2 2028-12-01 Fixed 7.00000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBG0 170000.00000000 PA USD 170535.11000000 0.025660627808 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 1305029.11000000 0.196369335738 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 271949.20000000 0.040920530698 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 147289.31000000 0.022162803683 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VAG8 306000.00000000 PA USD 283340.70000000 0.042634623718 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 3048100.00000000 0.458651357028 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 175115.48000000 0.026349841717 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 95312.50000000 0.014341789136 Long DBT CORP US Y 2 2029-06-30 Fixed 5.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329KYG3 8918.43000000 PA USD 9002.31000000 0.001354588661 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.00000000 N N N N N N Aptiv plc N/A 03835VAJ5 260000.00000000 PA USD 168200.47000000 0.025309331655 Long DBT CORP JE N 2 2051-12-01 Fixed 3.10000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDD2 4005425.71000000 PA USD 3614017.51000000 0.543805660997 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 735489.88000000 PA USD 725705.00000000 0.109197724173 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 730107.77000000 0.109860214391 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.29543720 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DRT1 902776.50000000 PA USD 849601.43000000 0.127840572423 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 530176.02000000 0.079776237996 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.66900000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 445000.00000000 PA USD 389365.43000000 0.058588295282 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N CSL Finance plc 2549007CCNBNAF4HBC02 12661PAC3 150000.00000000 PA USD 146926.71000000 0.022108242815 Long DBT CORP GB Y 2 2032-04-27 Fixed 4.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DV3L7 273882.32000000 PA USD 273205.94000000 0.041109633912 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 557444.67000000 0.083879385310 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 535038.00000000 0.080507826108 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 73575.00000000 0.011070920768 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131Y7TD9 7259.77000000 PA USD 7248.65000000 0.001090713283 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAV4 240000.00000000 PA USD 228097.68000000 0.034322138534 Long DBT CORP FR Y 2 2025-01-22 Fixed 2.62500000 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 14879EAE8 419000.00000000 PA USD 392812.50000000 0.059106980145 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 748588.20000000 0.112640987430 Long DBT CORP BM Y 2 2023-08-01 Fixed 0.80000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 203372AX5 376000.00000000 PA USD 302962.00000000 0.045587064869 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 183463.27000000 0.027605943948 Long DBT CORP US N 2 2038-07-01 Fixed 7.50000000 N N N N N N Dave & Buster's, Inc. 549300JAVWTAY1FT5Z45 23833NAH7 359000.00000000 PA USD 352717.50000000 0.053073836167 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 209493.04000000 0.031522675464 Long DBT CORP CA Y 2 2028-12-15 Fixed 4.12500000 N N N N N N Ares Finance Co. IV LLC N/A 039936AA7 460000.00000000 PA USD 322352.45000000 0.048504769736 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 140800.00000000 0.021186349223 Long DBT CORP US Y 2 2026-05-01 Fixed 6.75000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AS8 350000.00000000 PA USD 351108.31000000 0.052831699368 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 536000.00000000 PA USD 432820.00000000 0.065126957891 Long DBT CORP US Y 2 2029-08-01 Fixed 8.00000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 36258MAD6 18139.44000000 PA USD 18096.99000000 0.002723076349 Long ABS-O CORP US N 2 2024-07-16 Fixed 1.75000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHZ6 150000.00000000 PA USD 140780.30000000 0.021183384940 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 326511.40000000 0.049130572059 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 180600.00000000 0.027175104189 Long DBT CORP US Y 2 2030-03-01 Fixed 5.12500000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAX3 244000.00000000 PA USD 196090.60000000 0.029505993829 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 1004997.15000000 0.151223157592 Long DBT CORP CA N 2 2025-01-10 Fixed 1.50000000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545GBE1 202000.00000000 PA USD 152005.00000000 0.022872379359 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 542935.70000000 0.081696202744 Long DBT CORP FR Y 2 2026-06-16 Variable 1.90699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XBNR7 3103011.18000000 PA USD 3023300.72000000 0.454919778856 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.50000000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AW6 1525000.00000000 PA USD 1464641.11000000 0.220386349746 Long DBT CORP US N 2 2023-08-16 Fixed 0.67000000 N N N N N N TICP CLO XI Ltd. N/A 87249RAA6 595000.00000000 PA USD 520770.78000000 0.078361019962 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 7.06271040 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QCP1 350000.00000000 PA USD 352950.50000000 0.053108895964 Long DBT CORP GB N 2 2024-02-10 Fixed 3.81400000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAN4 206000.00000000 PA USD 172525.00000000 0.025960049004 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 674125.27000000 0.101436458742 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 172300000.00000000 SEK 17518173.96000000 USD 2022-07-07 674125.27000000 N N N Unisys Corp. 549300T21W22FIJJOW08 909214BV9 355000.00000000 PA USD 308850.00000000 0.046473039473 Long DBT CORP US Y 2 2027-11-01 Fixed 6.87500000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859AW4 470000.00000000 PA USD 472858.02000000 0.071151528019 Long DBT CORP US N 2 2027-05-10 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -554423.52000000 -0.08342478915 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17503158.38000000 USD 76200000.00000000 PLN 2022-07-27 -554423.52000000 N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 215000.00000000 PA USD 211895.40000000 0.031884161529 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N Helios Software Holdings, Inc. N/A 42329HAA6 534000.00000000 PA USD 427867.50000000 0.064381749123 Long DBT CORP US Y 2 2028-05-01 Fixed 4.62500000 N N N N N N CSMC OA LLC 549300818AKCJ4Q9TD76 12649AAC3 240000.00000000 PA USD 225789.43000000 0.033974813317 Long ABS-MBS CORP US Y 2 2037-09-15 Fixed 3.95300000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498AR2 379000.00000000 PA USD 347861.36000000 0.052343126807 Long DBT CORP US N 2 2032-04-01 Fixed 5.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -454198.18000000 -0.06834375893 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 135710000.00000000 CNY 19818333.16000000 USD 2022-08-18 -454198.18000000 N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36257BAA7 615000.00000000 PA USD 563032.50000000 0.084720192964 Long DBT CORP CA Y 2 2027-11-01 Fixed 9.50000000 N N N N N N N/A N/A N/A 94.00000000 NC USD -144639.30000000 -0.02176405341 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2022-09-21 11141937.50000000 USD -144639.30000000 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 170000.00000000 PA USD 137875.68000000 0.020746323195 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKD6 680000.00000000 PA USD 689626.06000000 0.103768881684 Long DBT CORP US N 2 2029-06-29 Fixed 4.45000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042PAE2 195000.00000000 PA USD 192763.31000000 0.029005332409 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 96403.80000000 0.014505998390 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 299932.00000000 0.045131137041 Long DBT CORP US Y 2 2025-09-01 Fixed 7.87500000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 14975000.00000000 PA 3204250.35000000 0.482147492302 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 172672.50000000 0.025982243511 Long DBT CORP US Y 2 2029-06-01 Fixed 6.37500000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06417XAH4 955000.00000000 PA USD 944130.00000000 0.142064402647 Long DBT CORP CA N 2 2025-04-11 Fixed 3.45000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CC2 375000.00000000 PA USD 301425.71000000 0.045355897422 Long DBT CORP GB Y 2 2032-06-29 Variable 2.67800040 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550L2H3 910000.00000000 PA USD 890307.51000000 0.133965666360 Long DBT CORP CH N 2 2025-02-21 Fixed 3.70000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAL1 365000.00000000 PA USD 363539.56000000 0.054702244850 Long DBT CORP US N 2 2032-06-15 Fixed 4.70000000 N N N N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621XAH1 170000.00000000 PA USD 170943.79000000 0.025722122390 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAC5 325000.00000000 PA USD 322188.13000000 0.048480044303 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 405040.00000000 0.060946867114 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 744875.43000000 0.112082322360 Long DBT CORP US Y 2 2027-03-01 Fixed 9.75000000 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 91845AAA3 320000.00000000 PA USD 265600.00000000 0.039965158763 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 167912.50000000 0.025266000455 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 12604696.88000000 1.896644246889 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 233197.20000000 0.035089469582 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 486194.40000000 0.073158269525 Long DBT CORP US N 2 2024-02-15 Fixed 9.50000000 N N N N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236AF8 370000.00000000 PA USD 327523.63000000 0.049282883553 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 441027.86000000 0.066362004683 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 81024.30000000 0.012191826103 Long DBT CORP US N 2 2022-07-15 Fixed 5.87500000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAR9 575000.00000000 PA USD 580192.08000000 0.087302216078 Long DBT CORP US N 2 2027-07-01 Fixed 4.60000000 N N N N N N Crown Americas LLC RPPGGRL1J75WGF2DFO04 228180AA3 372000.00000000 PA USD 344100.00000000 0.051777150340 Long DBT CORP US Y 2 2030-04-01 Fixed 5.25000000 N N N N N N CCO Holdings LLC N/A 1248EPCL5 324000.00000000 PA USD 255960.00000000 0.038514616103 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 635736.50000000 0.095660053291 Long DBT CORP US Y 2 2032-02-15 Fixed 4.37500000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BM0 505000.00000000 PA USD 409050.00000000 0.061550256747 Long DBT CORP US N 2 2052-04-01 Variable 4.12499880 N N N N N N PBF Logistics LP N/A 69318UAB1 229000.00000000 PA USD 225565.00000000 0.033941043058 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 230693.14000000 0.034712680593 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 1090164.54000000 0.164038399545 Long DBT UST US N 2 2026-02-15 Fixed 6.00000000 N N N N N N Marlette Funding Trust N/A 57108QAA1 271687.76000000 PA USD 267223.03000000 0.040209378084 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 5725000.00000000 PA USD 5616570.22000000 0.845132230979 Long DBT CORP AU Y 2 2025-07-07 Floating 1.91000160 N N N N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 970648AL5 280000.00000000 PA USD 275947.64000000 0.041522180884 Long DBT CORP US N 2 2027-06-15 Fixed 4.65000000 N N N N N N Amcor Flexibles North America, Inc. PTVU09TE3QPJPL7K4E13 02343JAA8 280000.00000000 PA USD 277462.84000000 0.041750174892 Long DBT CORP US N 2 2025-05-17 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DV4R3 7329.22000000 PA USD 7304.25000000 0.001099079483 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -45164.24000000 -0.00679591875 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 35450000.00000000 PEN 9177993.53000000 USD 2022-08-09 -45164.24000000 N N N Hyundai Auto Receivables Trust N/A 44934KAB0 677529.70000000 PA USD 672236.57000000 0.101152263729 Long ABS-O CORP US N 2 2024-05-15 Fixed 0.24000000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAB8 328000.00000000 PA USD 271321.60000000 0.040826094954 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 130110.40000000 0.019577871960 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 3383100.00000000 0.509059219173 Long DBT CORP US Y 2 2025-09-15 Fixed 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -273806.21000000 -0.04119995727 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10210068.35000000 USD 1340000000.00000000 JPY 2022-09-26 -273806.21000000 N N N Nissan Auto Receivables Owner Trust N/A 65479JAD5 37763.98000000 PA USD 37650.76000000 0.005665356178 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 39432.30000000 0.005933426693 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 55702.31000000 0.008381595115 Long DBT CORP US N 2 2031-06-15 Fixed 1.65000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAZ2 1100000.00000000 PA USD 976964.12000000 0.147004993079 Long DBT CORP JP N 2 2027-01-22 Fixed 2.32900000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AK5 266000.00000000 PA USD 252700.00000000 0.038024079892 Long DBT CORP US Y 2 2024-11-01 Fixed 4.87500000 N N N N N N Exeter Automobile Receivables Trust N/A 30166YAD4 490000.00000000 PA USD 491864.60000000 0.074011471495 Long ABS-O CORP US N 2 2026-12-15 Fixed 4.86000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066EAE4 15000.00000000 PA USD 14699.67000000 0.002211877429 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 212300.00000000 0.031945042189 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 155465.12000000 0.023393027872 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 198867.50000000 0.029923837388 Long DBT CORP US Y 2 2027-04-01 Fixed 5.50000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348BP0 350000.00000000 PA USD 239308.69000000 0.036009073001 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 173856.00000000 0.026160326212 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NS6 285000.00000000 PA USD 283454.79000000 0.042651790981 Long DBT CORP US N 2 2028-05-24 Variable 4.65800040 N N N N N N CDI Escrow Issuer, Inc. N/A 12511VAA6 307000.00000000 PA USD 282025.55000000 0.042436731479 Long DBT CORP US Y 2 2030-04-01 Fixed 5.75000000 N N N N N N United Natural Foods, Inc. 549300GKGW6WPZ282D40 911163AA1 132000.00000000 PA USD 124080.00000000 0.018670470253 Long DBT CORP US Y 2 2028-10-15 Fixed 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -179764.45000000 -0.02704937795 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17387550.04000000 USD 22150000.00000000 CAD 2022-07-25 -179764.45000000 N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAQ7 1300000.00000000 PA USD 1210974.44000000 0.182216813829 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 237632.78000000 0.035756896762 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 226244.42000000 0.034043276222 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 258060.00000000 0.038830605687 Long DBT CORP US Y 2 2025-05-01 Fixed 6.37500000 N N N N N N CNH Equipment Trust N/A 12597PAC2 35244.46000000 PA USD 34768.08000000 0.005231595772 Long ABS-O CORP US N 2 2025-06-16 Fixed 1.16000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BB8 570000.00000000 PA USD 542579.01000000 0.081642531160 Long DBT CORP NL N 2 2028-03-28 Variable 4.01699880 N N N N N N Allied Universal Holdco LLC N/A 019576AC1 48000.00000000 PA USD 35640.00000000 0.005362794647 Long DBT CORP US Y 2 2029-06-01 Fixed 6.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CW7 370000.00000000 PA USD 363953.65000000 0.054764553481 Long DBT CORP US N 2 2029-05-03 Fixed 4.05000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAF9 480000.00000000 PA USD 386765.86000000 0.058197134786 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 283281.82000000 PA USD 275301.49000000 0.041424953899 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 138582.00000000 0.020852604035 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 98812.50000000 0.014868438442 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 661266.72000000 0.099501616904 Long DBT CORP US N 2 2024-05-15 Variable 1.67799960 N N N N N N Life Time, Inc. 549300PALKE96VYH4X17 53190FAA3 256000.00000000 PA USD 229760.00000000 0.034572269870 Long DBT CORP US Y 2 2026-01-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JJEW5 297506.74000000 PA USD 297143.90000000 0.044711608204 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBB8 475000.00000000 PA USD 374529.81000000 0.056355961288 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 539784.27000000 0.081222003194 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 684361.59000000 0.102976730406 Long DBT CORP US N 2 2027-03-04 Fixed 2.55000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -592896.93000000 -0.08921393048 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 16124452.00000000 USD 14800000.00000000 EUR 2022-07-26 -592896.93000000 N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BR2 213000.00000000 PA USD 148833.75000000 0.022395197470 Long DBT CORP PA Y 2 2029-05-01 Fixed 6.00000000 N N N N N N JBS USA LUX SA N/A 46590XAH9 695000.00000000 PA USD 661238.36000000 0.099497349540 Long DBT CORP US Y 2 2033-04-01 Fixed 5.75000000 N N N N N N Summit Midstream Holdings LLC N/A 86614WAE6 311000.00000000 PA USD 278345.00000000 0.041882914593 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 243880.00000000 0.036696923641 Long DBT CORP US Y 2 2026-05-01 Fixed 7.25000000 N N N N N N 2022-08-01 EQ Premier VIP Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer