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 2022-09-30 N 637113095.81 14915044.86 622198050.95 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 12395510.35999999 BRL COP CZK EUR MXN PEN PLN USD ZAR N Ex-Derivatives Securities Portfolio AX-ECPB JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDK9 480000.00000000 PA USD 453346.90000000 0.072862153667 Long DBT CORP US N 2 2033-09-14 Variable 5.71700160 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAJ6 1010000.00000000 PA USD 982494.87000000 0.157907095417 Long DBT CORP DE N 2 2026-07-14 Variable 6.11899920 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 140000.00000000 PA USD 128100.00000000 0.020588299787 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 300142.05000000 0.048238989103 Long DBT CORP IT Y 2 2026-09-22 Variable 2.56899960 N N N N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 48238TAA7 190000.00000000 PA USD 182875.00000000 0.029391766772 Long DBT CORP US Y 2 2025-06-01 Fixed 5.12500000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAY6 570000.00000000 PA USD 528607.85000000 0.084958133377 Long DBT CORP US N 2 2029-10-15 Fixed 5.40000000 N N N N N N GoTo Group, Inc. 549300D12V5KRBV00592 541056AA5 286000.00000000 PA USD 175890.00000000 0.028269133876 Long DBT CORP US Y 2 2027-09-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 404613.20000000 0.065029647614 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77900000.00000000 PLN 16079427.00000000 USD 2022-10-20 404613.20000000 N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972EAB1 279000.00000000 PA USD 230576.76000000 0.037058418882 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 196903.54000000 0.031646441145 Long DBT CORP US Y 2 2028-05-01 Fixed 8.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AENW2 119459.75000000 PA USD 112263.91000000 0.018043115022 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CN2 665000.00000000 PA USD 648590.13000000 0.104241748910 Long DBT CORP JP N 2 2028-09-13 Variable 5.35399920 N N N N N N Cabot Corp. K05C0SER542GQ6VLRO68 127055AM3 360000.00000000 PA USD 323074.19000000 0.051924654779 Long DBT CORP US N 2 2032-06-30 Fixed 5.00000000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AG2 238000.00000000 PA USD 182070.00000000 0.029262386746 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 694849.70000000 0.111676611480 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 91600.35000000 0.014722056724 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 409000.00000000 PA USD 344582.50000000 0.055381481744 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 165495.00000000 0.026598443975 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 408622.36000000 0.065674001931 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 404595.00000000 0.065026722501 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 115844.57000000 0.018618600592 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 112411.96000000 0.018066909696 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 2592960.00000000 0.416741903328 Long ABS-MBS CORP US N 2 2059-01-15 Variable 5.14828080 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 16412EAA5 200000.00000000 PA USD 164000.00000000 0.026358166784 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 582955.63000000 0.093692937338 Long DBT CORP US Y 2 2024-07-05 Fixed 0.78100000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAG6 304000.00000000 PA USD 261440.00000000 0.042018775147 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 185523.22000000 0.029817390092 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 309037.50000000 0.049668670534 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 159500.00000000 0.025634924403 Long DBT CORP US Y 2 2030-03-01 Fixed 5.50000000 N N N N N N Ardagh Packaging Finance plc N/A 03969AAR1 200000.00000000 PA USD 127174.00000000 0.020439472577 Long DBT CORP US Y 2 2027-08-15 Fixed 5.25000000 N N N N N N Kronos Acquisition Holdings, Inc. N/A 50106GAF9 67000.00000000 PA USD 52343.75000000 0.008412715198 Long DBT CORP US Y 2 2027-12-31 Fixed 7.00000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BF9 120000.00000000 PA USD 115524.82000000 0.018567210203 Long DBT CORP US N 2 2051-01-15 Fixed 7.15000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAW0 400000.00000000 PA USD 318736.08000000 0.051227431444 Long DBT CORP NL Y 2 2029-12-13 Variable 2.46999960 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EWK1 710000.00000000 PA USD 691779.63000000 0.111183188205 Long DBT CORP US N 2 2027-09-15 Fixed 4.15000000 N N N N N N Interstate Power and Light Co. EF9UQIIO4KY2BWOK3P26 461070AT1 355000.00000000 PA USD 239293.15000000 0.038459321695 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 368783.33000000 0.059271051948 Long DBT CORP US N 2 2026-10-13 Fixed 2.55000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105JAC2 325000.00000000 PA USD 309756.33000000 0.049784201272 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 324459.87000000 0.052147362002 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 232402.50000000 0.037351852781 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 123825.00000000 0.019901219525 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 723475.58000000 0.116277378062 Long ABS-O CORP US N 2 2026-11-16 Fixed 0.56000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 96349.96000000 0.015485416557 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 7880000.00000000 CAD 5800579.32000000 USD 2022-10-25 96349.96000000 N N N Enova International, Inc. 549300O8XOCQSB49UO63 29357KAD5 366000.00000000 PA USD 348157.50000000 0.055956057636 Long DBT CORP US Y 2 2024-09-01 Fixed 8.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -82864.04000000 -0.01331795235 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2920000000.00000000 CLP 2898838.48000000 USD 2022-12-06 -82864.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -85576.25000000 -0.01375386018 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 9762880.12000000 USD 195900000.00000000 MXN 2022-10-31 -85576.25000000 N N N Foursight Capital Automobile Receivables Trust N/A 35105UAC7 895000.00000000 PA USD 867641.01000000 0.139447722260 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 148989.49000000 0.023945669674 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 45580.96000000 PA USD 42526.79000000 0.006834928192 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 141903.88000000 0.022806866685 Long DBT CORP US Y 2 2026-11-23 Fixed 3.30000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZS6 470000.00000000 PA USD 449849.27000000 0.072300012723 Long DBT CORP CA N 2 2027-08-03 Fixed 4.24000000 N N N N N N Piedmont Operating Partnership LP 549300WKGDPAS39FBD10 720198AE0 65000.00000000 PA USD 50418.65000000 0.008103312108 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 216362.82000000 0.034773946924 Long DBT CORP US Y 2 2025-06-15 Fixed 7.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCZ7 395000.00000000 PA USD 379404.61000000 0.060978109690 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 102750.00000000 0.016514034372 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 902417.10000000 0.145036953848 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 121395.00000000 0.019510668639 Long DBT CORP CA Y 2 2029-06-15 Fixed 3.62500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 197677AG2 180000.00000000 PA USD 186285.60000000 0.029939920209 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 238068.48000000 0.038262492085 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 140800.00000000 0.022629450507 Long DBT CORP US Y 2 2026-03-15 Fixed 7.87500000 N N N N N N Viterra Finance BV 213800HBZGEIZLKJBI17 92852LAA7 225000.00000000 PA USD 189953.19000000 0.030529377215 Long DBT CORP NL Y 2 2026-04-21 Fixed 2.00000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AU1 950000.00000000 PA USD 923680.92000000 0.148454486250 Long DBT CORP US N 2 2025-08-15 Fixed 4.70000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 506676.05000000 0.081433242876 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45190000000.00000000 COP 10263829.71000000 USD 2022-10-27 506676.05000000 N N N N/A N/A N/A 16050000.00000000 PA -429390.03000000 -0.06901179284 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 iTraxx Europe Crossover37-V1 iTraxx Europe Crossover37-V1 Y Payout of notional amount upon default event with regard to the reference instrument 2027-06-20 0.00000000 USD 124858.26000000 USD 16050000.00000000 EUR -429390.03000000 N N N US Acute Care Solutions LLC N/A 90367UAA9 309000.00000000 PA USD 258787.50000000 0.041592463943 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 446669.70000000 0.071788990550 Long DBT CORP US Y 2 2025-10-15 Fixed 5.62500000 N N N N N N Citizens Bank NA DRMSV1Q0EKMEXLAU1P80 75524KPG3 260000.00000000 PA USD 248218.26000000 0.039893770097 Long DBT CORP US N 2 2028-08-09 Variable 4.57499880 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AN6 76000.00000000 PA USD 60367.56000000 0.009702306188 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AV6 102000.00000000 PA USD 79560.00000000 0.012786925301 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBL3 770000.00000000 PA USD 759736.13000000 0.122105192846 Long DBT CORP US N 2 2024-09-01 Fixed 4.25500000 N N N N N N OWL Rock Core Income Corp. 5493003I42XBWPE05N35 69120VAN1 240000.00000000 PA USD 236524.15000000 0.038014286550 Long DBT CORP US Y 2 2027-09-16 Fixed 7.75000000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAC3 900000.00000000 PA USD 881069.67000000 0.141605983601 Long DBT CORP IE Y 2 2026-09-16 Variable 6.25299840 N N N N N N Varex Imaging Corp. 549300CWYWPVCT8E9W67 92214XAC0 324000.00000000 PA USD 319140.00000000 0.051292349680 Long DBT CORP US Y 2 2027-10-15 Fixed 7.87500000 N N N N N N Komatsu Finance America, Inc. 549300SRAAFEEQ8Z4D68 N/A 770000.00000000 PA USD 770564.91000000 0.123845600098 Long DBT CORP US Y 2 2027-10-06 Fixed 5.49900000 N N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AK3 545000.00000000 PA USD 421103.19000000 0.067679927533 Long DBT CORP US N 2 2028-10-12 Fixed 3.12500000 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RS23 605000.00000000 PA USD 607685.60000000 0.097667551203 Long DBT CORP US N 2 2025-10-03 Fixed 4.95000000 N N N N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAE1 457000.00000000 PA USD 340465.00000000 0.054719714965 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N Bread Financial Holdings, Inc. 549300G8S4PO686J7H97 018581AK4 360000.00000000 PA USD 314280.00000000 0.050511247908 Long DBT CORP US Y 2 2024-12-15 Fixed 4.75000000 N N N N N N Drive Auto Receivables Trust N/A 262081AD4 375000.00000000 PA USD 356532.56000000 0.057302101711 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 764854.71000000 0.122927853732 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 336697.92000000 0.054114267874 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 237634.48000000 0.038192739375 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 79098.18000000 0.012712701346 Long ABS-O CORP US Y 2 2026-03-16 Fixed 3.28000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214FA6 440000.00000000 PA USD 427132.86000000 0.068649019286 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 177453.75000000 0.028520460603 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 634009.88000000 0.101898403415 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 104148.89000000 0.016738864713 Long DBT CORP CA Y 2 2025-06-15 Fixed 3.85000000 N N N N N N Presidio Holdings, Inc. N/A 74101XAF7 74000.00000000 PA USD 63825.00000000 0.010257987774 Long DBT CORP US Y 2 2028-02-01 Fixed 8.25000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 428000.00000000 PA USD 339190.00000000 0.054514796290 Long DBT CORP CA Y 2 2025-11-01 Fixed 5.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AS7 955000.00000000 PA USD 907402.13000000 0.145838150507 Long DBT CORP CH Y 2 2027-08-05 Variable 4.70300040 N N N N N N Picard Midco, Inc. N/A 88632QAE3 169000.00000000 PA USD 143597.61000000 0.023079083867 Long DBT CORP US Y 2 2029-03-31 Fixed 6.50000000 N N N N N N Office Properties Income Trust N/A 67623CAF6 450000.00000000 PA USD 273039.39000000 0.043883035246 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 438300.00000000 0.070443807937 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 3940376.06000000 0.633299325509 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2C5 520000.00000000 PA USD 419125.30000000 0.067362040006 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 55727.51000000 0.008956554896 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 77281.11000000 0.012420660894 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 164021.06000000 0.026361551558 Long DBT CORP US N 2 2023-06-22 Fixed 4.20000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAJ7 275000.00000000 PA USD 178750.00000000 0.028728794589 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 90379.52000000 0.014525844280 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N Flagship Credit Auto Trust N/A 33844WAC4 145000.00000000 PA USD 139478.01000000 0.022416979575 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 62261.47000000 0.010006696405 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 35958.11000000 0.005779206467 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 39118.03000000 PA USD 39035.85000000 0.006273862468 Long ABS-O CORP US N 2 2024-06-17 Fixed 0.27000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBP9 225000.00000000 PA USD 209696.38000000 0.033702513159 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8E5 5959000.00000000 PA USD 4849308.47000000 0.779383423428 Long DBT CORP US Y 2 2052-08-15 Fixed 4.45000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAM9 940000.00000000 PA USD 907903.79000000 0.145918777568 Long DBT CORP DE N 2 2027-09-09 Fixed 5.37100000 N N N N N N Nielsen Finance LLC N/A 65409QBF8 262000.00000000 PA USD 260362.50000000 0.041845598777 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 300245.92000000 0.048255683144 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 284231.92000000 0.045681904590 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 186985.29000000 0.030052374756 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 127336.17000000 PA USD 126962.88000000 0.020405541259 Long ABS-O CORP US Y 2 2025-01-15 Fixed 0.61000000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAQ6 370000.00000000 PA USD 269292.14000000 0.043280775243 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 192500.00000000 0.030938701866 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286FAD5 450000.00000000 PA USD 438654.11000000 0.070500720683 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.42000000 N N N N N N Nufarm Australia Ltd. N/A 67052NAB1 228000.00000000 PA USD 189810.00000000 0.030506363642 Long DBT CORP AU Y 2 2030-01-27 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VBG4 604676.50000000 PA USD 555581.91000000 0.089293418574 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 285711.40000000 0.045919687399 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 187612.00000000 0.030153099919 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 145574.19000000 0.023396760850 Long ABS-O CORP US Y 2 2027-09-15 Fixed 1.50000000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 581557BR5 245000.00000000 PA USD 211951.12000000 0.034064896165 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 45171.88000000 0.007260048457 Long DBT CORP SG N 2 2029-06-15 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEP2 1100000.00000000 PA USD 1016812.50000000 0.163422643071 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DET5 2302319.25000000 PA USD 2097457.73000000 0.337104516286 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 690406.73000000 0.110962534991 Long DBT CORP US Y 2 2025-01-12 Fixed 1.75000000 N N N N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 136375DB5 340000.00000000 PA USD 293756.23000000 0.047212656733 Long DBT CORP CA N 2 2052-08-05 Fixed 4.40000000 N N N N N N NortonLifeLock, Inc. YF6ZV0M6AU4FY94MK914 871503AU2 52000.00000000 PA USD 49270.00000000 0.007918700472 Long DBT CORP US Y 2 2025-04-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -17002.10000000 -0.00273258650 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2760000000.00000000 CLP 2801319.46000000 USD 2022-12-06 -17002.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 50872.13000000 0.008176195653 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 20500000.00000000 PEN 5172848.85000000 USD 2022-11-07 50872.13000000 N N N Minerals Technologies, Inc. 549300D3I1QU67GP6403 603158AA4 313000.00000000 PA USD 273123.80000000 0.043896601666 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 141549.00000000 0.022749830184 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 134400.00000000 0.021600839121 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 1443714.45000000 0.232034550380 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 1456380.33000000 0.234070217316 Long DBT CORP CA N 2 2024-08-06 Fixed 0.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 174359.34000000 0.028023125391 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 9738751.81000000 USD 53680000.00000000 BRL 2022-10-19 174359.34000000 N N N Picasso Finance Sub, Inc. N/A 71953LAA9 16000.00000000 PA USD 15760.00000000 0.002532955539 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 415806.56000000 0.066828650357 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 656886.34000000 0.105575120172 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 641953.46000000 0.103175099796 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.99999960 N N N N N N Aetna, Inc. 549300QKBENKLBXQ8968 00817YAV0 325000.00000000 PA USD 321710.09000000 0.051705415905 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 717670.12000000 0.115344321459 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 243573.61000000 0.039147279492 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 546430.95000000 0.087822671441 Long DBT CORP US N 2 2024-12-06 Variable 1.34300160 N N N N N N N/A N/A N/A 1.00000000 NC N/A 54419.09000000 0.008746264941 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 11140000.00000000 BRL 2111648.19000000 USD 2022-10-19 54419.09000000 N N N Blue Racer Midstream LLC N/A 095796AH1 224000.00000000 PA USD 215320.00000000 0.034606344341 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 401732.94000000 0.064566730703 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 94643.77000000 0.015211196797 Long DBT CORP US N 2 2022-11-14 Floating 4.14895680 N N N N N N Hudson Pacific Properties LP 5493007NTUGLGZ8T3526 44409MAD8 755000.00000000 PA USD 722724.28000000 0.116156628728 Long DBT CORP US N 2 2028-02-15 Fixed 5.95000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKR9 160000.00000000 PA USD 151262.59000000 0.024311003509 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 77312.41000000 0.012425691446 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 225709.61000000 0.036276167958 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 319226.60000000 0.051306268078 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 206120.40000000 0.033127779761 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2G2 335000.00000000 PA USD 319618.04000000 0.051369180522 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 117551.07000000 0.018892870175 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 849994.38000000 0.136611546548 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 321849.25000000 0.051727781774 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 380279.70000000 0.061118754618 Long DBT CORP US Y 2 2026-03-01 Fixed 6.00000000 N N N N N N Condor Merger Sub, Inc. 254900SAGUYT3MBUU161 579063AB4 333000.00000000 PA USD 269313.75000000 0.043284248413 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 1154730.70000000 PA USD 969107.28000000 0.155755434868 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 135332.80000000 0.021750759230 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 163431.10000000 0.026266732875 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DSJ2 211569.89000000 PA USD 179096.79000000 0.028784530862 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 220977.50000000 0.035515620735 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 673730.00000000 0.108282242120 Long DBT CORP US Y 2 2026-05-01 Fixed 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1979260.09000000 0.318107729038 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51970000.00000000 AUD 35255148.75000000 USD 2022-12-07 1979260.09000000 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCJ2 140000.00000000 PA USD 104353.68000000 0.016771778670 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 125125.00000000 0.020110156212 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 377484.75000000 0.060669548775 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 497662.50000000 0.079984580350 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 326768.24000000 0.052518364450 Long DBT CORP US N 2 2052-03-09 Fixed 3.05000000 N N N N N N Navient Private Education Refi Loan Trust N/A 63941JAA6 90161.67000000 PA USD 82610.37000000 0.013277182381 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 491968.70000000 0.079069469801 Long ABS-O CORP US N 2 2024-11-15 Fixed 0.40000000 N N N N N N NESCO Holdings II, Inc. 254900FAHT0HW9T6L409 64083YAA9 314000.00000000 PA USD 260940.28000000 0.041938459884 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 423179.91000000 0.068013699071 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 553946.21000000 0.089030528005 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.38790000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168AAA8 447000.00000000 PA USD 382185.00000000 0.061424975442 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 644103.43000000 0.103520644112 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 309059.37000000 0.049672185492 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 687257.99000000 0.110456467832 Long ABS-O CORP US Y 2 2027-11-15 Fixed 0.98000000 N N N N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAB3 426000.00000000 PA USD 347190.00000000 0.055800560524 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 534524.40000000 0.085909044424 Long DBT CORP NZ Y 2 2027-01-27 Fixed 2.28500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBM3 400000.00000000 PA USD 382894.44000000 0.061538997014 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 12441.90000000 PA USD 12426.80000000 0.001997241871 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 616424.66000000 0.099072097551 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 54007.38000000 0.008680094692 Long ABS-O CORP US Y 2 2025-11-17 Fixed 1.14000000 N N N N N N Affirm Asset Securitization Trust N/A 00834WAA9 105000.00000000 PA USD 101585.52000000 0.016326878530 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 245543.78000000 0.039463926257 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 249832.15000000 0.040153155352 Long DBT CORP US N 2 2051-08-15 Fixed 3.18000000 N N N N N N CD&R Smokey Buyer, Inc. N/A 12510CAA9 518000.00000000 PA USD 473607.40000000 0.076118431948 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 2106382.50000000 0.338538910043 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 219510.00000000 0.035279763359 Long DBT CORP US Y 2 2029-01-15 Fixed 6.25000000 N N N N N N OWL Rock Core Income Corp. 5493003I42XBWPE05N35 69120VAL5 435000.00000000 PA USD 410790.03000000 0.066022391001 Long DBT CORP US N 2 2025-03-21 Fixed 5.50000000 N N N N N N Toyota Auto Loan Extended Note Trust 549300XP7ILZSI1BWP36 89237JAA4 110000.00000000 PA USD 100777.81000000 0.016197062952 Long ABS-O CORP US Y 2 2033-05-25 Fixed 1.35000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -172047.10000000 -0.02765150095 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9885808.82000000 USD 245000000.00000000 CZK 2022-11-21 -172047.10000000 N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VBE8 380000.00000000 PA USD 373379.72000000 0.060009786181 Long DBT CORP JP Y 2 2027-09-15 Fixed 4.95000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263DAB3 800000.00000000 PA USD 761803.20000000 0.122437413430 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 220313.45000000 0.035408894268 Long DBT CORP AU N 2 2028-11-20 Fixed 1.95300000 N N N N N N Jackson Financial, Inc. 213800WXW2KG1N4CO374 46817MAN7 230000.00000000 PA USD 147559.65000000 0.023715865032 Long DBT CORP US N 2 2051-11-23 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYU46 952526.71000000 PA USD 939684.08000000 0.151026522594 Long ABS-MBS USGSE US N 2 2028-03-25 Floating 2.53437120 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAZ4 395000.00000000 PA USD 350821.38000000 0.056384197839 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFK8 250000.00000000 PA USD 220889.90000000 0.035501541617 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 213952.50000000 0.034386559018 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 194150.00000000 0.031203890739 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAR3 340000.00000000 PA USD 297796.92000000 0.047862078568 Long DBT CORP US N 2 2052-08-15 Fixed 5.95000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 6325C0DZ1 720000.00000000 PA USD 665612.93000000 0.106977662334 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 200000.00000000 0.032144105834 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 165000.00000000 PA USD 151738.64000000 0.024387514517 Long DBT CORP US Y 2 2032-05-17 Fixed 4.85000000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168QAC9 164000.00000000 PA USD 132684.20000000 0.021325074837 Long DBT CORP US Y 2 2028-11-01 Fixed 5.87500000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAG7 480000.00000000 PA USD 365534.64000000 0.058748920772 Long DBT CORP US N 2 2028-09-30 Fixed 2.85000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBH7 240000.00000000 PA USD 230791.70000000 0.037092964153 Long DBT CORP GB N 2 2025-05-07 Variable 3.93199920 N N N N N N Ziggo Bond Co. BV 213800JYI4P7V5QDOG59 98954UAB9 348000.00000000 PA USD 291015.00000000 0.046772084797 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 129615.91000000 0.020831937644 Long DBT CORP US Y 2 2031-02-01 Fixed 4.37500000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAM7 200000.00000000 PA USD 154810.00000000 0.024881145121 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 108353.70000000 0.017414664002 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 621377.47000000 PA USD 597632.52000000 0.096051814866 Long ABS-O CORP US Y 2 2027-05-20 Fixed 0.48000000 N N N N N N Santander Consumer Auto Receivables Trust N/A 80281MAC7 50000.00000000 PA USD 49564.91000000 0.007966098563 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 297584.50000000 0.047827938314 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 343119.02000000 0.055146270464 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 341455.08000000 0.054878841146 Long DBT CORP US N 2 2027-02-01 Fixed 2.40000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 N/A 104690000.00000000 PA 21717084.71000000 3.490381346717 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 5715675.00000000 0.918626310589 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 147000.00000000 0.023625917788 Long DBT CORP US Y 2 2026-07-15 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 27600000.00000000 PA USD 18849938.88000000 3.029572151699 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 690000.00000000 PA USD 642964.84000000 0.103337649325 Long DBT CORP US N 2 2030-07-28 Variable 4.77200160 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAT0 795000.00000000 PA USD 764206.71000000 0.122823706829 Long DBT CORP GB N 2 2026-08-11 Variable 4.71600000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAT4 800000.00000000 PA USD 775909.20000000 0.124704537215 Long DBT CORP SE Y 2 2027-09-20 Fixed 5.33700000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AK3 186000.00000000 PA USD 71610.00000000 0.011509197094 Long DBT CORP CA Y 2 2029-02-15 Fixed 6.25000000 N N N N N N Scientific Games Holdings LP N/A 80874DAA4 232000.00000000 PA USD 185971.20000000 0.029889389675 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 405890.35000000 0.065234911838 Long ABS-MBS CORP US Y 2 2043-10-15 Floating 3.97000080 N N N N N N Morgan Stanley Capital I Trust N/A 61692BBP4 275000.00000000 PA USD 218305.18000000 0.035086124051 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 266000.00000000 PA USD 233415.00000000 0.037514582317 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 62009.63000000 PA USD 61920.19000000 0.009951845703 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 373582.83000000 0.060042430128 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 3.76800120 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAF9 450000.00000000 PA USD 413905.64000000 0.066523133489 Long DBT CORP US N 2 2024-11-15 Fixed 1.50000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BK7 371000.00000000 PA USD 272885.34000000 0.043858276248 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 162562.50000000 0.026127131023 Long DBT CORP US N 2 2025-12-15 Fixed 6.37500000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBB9 860000.00000000 PA USD 842631.10000000 0.135428116290 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 138320.00000000 0.022230863595 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 254134.40000000 0.040844615249 Long DBT CORP US Y 2 2025-10-02 Fixed 7.12500000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 292000.00000000 PA USD 267372.43000000 0.042972238436 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAE4 824000.00000000 PA USD 723060.00000000 0.116210585824 Long DBT CORP US Y 2 2025-04-15 Fixed 7.25000000 N N N N N N GS Mortgage Securities Corp. II 5493005BBCF84ICNQ550 36192RAA0 305000.00000000 PA USD 275842.55000000 0.044333560604 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 211210.02000000 0.033945786181 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 140155.66000000 0.022525891841 Long DBT CORP US Y 2 2029-11-15 Fixed 8.50000000 N N N N N N Marlette Funding Trust N/A 57109NAA7 150000.00000000 PA USD 149587.50000000 0.024041782157 Long ABS-O CORP US Y 2 2032-11-15 Fixed 5.18000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEB3 460000.00000000 PA USD 383767.37000000 0.061679294786 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 207571.32000000 0.033360972391 Long DBT CORP US Y 2 2031-07-15 Fixed 4.75000000 N N N N N N Hyundai Capital Services, Inc. 549300MALMDAGL2ZJJ27 44920UAS7 270000.00000000 PA USD 247001.40000000 0.039698195714 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 310522.50000000 0.049907340520 Long DBT CORP US Y 2 2028-05-01 Fixed 5.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJA8 7450000.00000000 PA USD 5587377.08000000 0.898006200994 Long DBT CORP US N 2 2051-03-20 Variable 4.08300120 N N N N N N GLS Auto Receivables Issuer Trust N/A 36261AAC9 67264.93000000 PA USD 67037.02000000 0.010774225328 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 106703.64000000 0.017149465485 Long DBT CORP US N 2 2029-06-07 Variable 1.88700120 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 37615000.00000000 PA USD 27323772.98000000 4.391491252388 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 130670.00000000 0.021001351547 Long DBT CORP US Y 2 2027-12-01 Fixed 5.12500000 N N N N N N Honda Auto Receivables Owner Trust N/A 43815NAD6 70000.00000000 PA USD 69739.25000000 0.011208529164 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.85000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B9Z56 2917015.76000000 PA USD 2541518.82000000 0.408474249657 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 181737.57000000 0.029208958421 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 9467294.80000000 USD 52250000.00000000 BRL 2022-10-19 181737.57000000 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LAQ9 1335000.00000000 PA USD 1290648.23000000 0.207433666503 Long DBT CORP CA N 2 2027-09-14 Fixed 4.70000000 N N N N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 00790RAB0 44000.00000000 PA USD 42528.20000000 0.006835154808 Long DBT CORP US Y 2 2030-06-15 Fixed 6.37500000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913R3A3 1170000.00000000 PA USD 1110372.94000000 0.178459726497 Long DBT CORP US N 2 2027-08-12 Fixed 3.60000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAB2 220000.00000000 PA USD 172037.80000000 0.027650006254 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 346528.48000000 0.055694240679 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.50674560 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BN1 300000.00000000 PA USD 237586.05000000 0.038184955680 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 25601B2A2 1220000.00000000 PA USD 1115610.58000000 0.179301522770 Long DBT CORP NO Y 2 2025-09-30 Variable 0.85600080 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEL1 21790000.00000000 PA USD 21755458.49000000 3.496548800945 Long DBT UST US N 2 2024-04-30 Floating 3.22225560 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A6GU9 400145.88000000 PA USD 338979.02000000 0.054480887473 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 278853.69000000 0.044817512619 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 55770000.00000000 BRL 10577926.14000000 USD 2022-10-19 278853.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -1080989.02000000 -0.17373712732 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 16383928.00000000 USD 23900000.00000000 AUD 2022-12-07 -1080989.02000000 N N N Morgan Stanley Direct Lending Fund 549300QEX22T2J8IB029 61774AAD5 455000.00000000 PA USD 404466.34000000 0.065006044198 Long DBT CORP US N 2 2027-02-11 Fixed 4.50000000 N N N N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAN6 135000.00000000 PA USD 115378.99000000 0.018543772328 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 210287.57000000 0.033797529529 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 167586.65000000 0.026934615070 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 504784.88000000 0.081129293032 Long DBT CORP US Y 2 2027-07-15 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ED80 15796855.01000000 PA USD 14667593.13000000 2.357383329569 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 261344.25000000 0.042003386156 Long DBT CORP US N 2 2025-05-16 Variable 4.00799880 N N N N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625AA5 226000.00000000 PA USD 201182.65000000 0.032334181968 Long DBT CORP US Y 2 2028-04-01 Fixed 4.87500000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WDK3 220000.00000000 PA USD 214241.81000000 0.034433057074 Long DBT CORP US Y 2 2025-08-26 Fixed 4.15000000 N N N N N N Coca-Cola Europacific Partners plc 549300LTH67W4GWMRF57 19123MAE3 505000.00000000 PA USD 471376.29000000 0.075759846769 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 76419.08000000 0.012282114976 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6600000.00000000 EUR 6558083.40000000 USD 2022-11-02 76419.08000000 N N N Czech Republic 3157007EFDLQABN47912 N/A 385000000.00000000 PA 8623617.10000000 1.385992303709 Long DBT NUSS CZ N 2 2040-04-24 Fixed 1.50000000 N N N N N N LSF11 A5 HoldCo LLC 254900FPK7P5WNA66Y10 50221DAA7 244000.00000000 PA USD 187880.00000000 0.030196173021 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 624133.12000000 0.100311005321 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 212695.00000000 0.034184452952 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 59672.24000000 0.009590553989 Long ABS-O CORP US Y 2 2026-04-15 Fixed 3.80000000 N N N N N N HSBC Bank Canada DMB80L5QKUQ124HSYW98 40427HTL7 350000.00000000 PA USD 342939.94000000 0.055117488631 Long DBT CORP CA Y 2 2023-05-14 Fixed 0.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -999458.38000000 -0.16063347972 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 9601331.60000000 USD 15370000.00000000 NZD 2022-10-05 -999458.38000000 N N N Western Union Co. (The) 28ID94QU1140NC23S047 959802AZ2 175000.00000000 PA USD 150742.29000000 0.024227380617 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 318780.00000000 0.051234490290 Long DBT CORP US Y 2 2031-09-15 Fixed 4.50000000 N N N N N N Coherent Corp. 549300O5C25A0MMHHU33 902104AC2 156000.00000000 PA USD 128835.72000000 0.020706545094 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 135847.50000000 0.021833482087 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 341829.80000000 0.054939066343 Long DBT CORP JP Y 2 2025-03-10 Fixed 2.55000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBQ8 1215000.00000000 PA USD 1133805.07000000 0.182225750831 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 811000.13000000 0.130344370054 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 315000.00000000 PA USD 298085.70000000 0.047908491443 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 329378.26000000 0.052937848245 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 338797.50000000 0.054451713482 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N SPGN Mortgage Trust N/A 78473HAA4 760000.00000000 PA USD 735896.52000000 0.118273678112 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 4.39538040 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 68990000000.00000000 PA 10578954.04000000 1.700255091421 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 153859.86000000 0.024728438117 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 266600.87000000 0.042848232904 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 50923.70000000 PA USD 50747.37000000 0.008156144160 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 101583.75000000 0.016326594055 Long DBT CORP US Y 2 2025-05-15 Fixed 6.25000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AU3 330000.00000000 PA USD 266942.54000000 0.042903146287 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 620811.89000000 0.099777215478 Long ABS-MBS CORP US N 2 2054-10-15 Fixed 2.57400000 N N N N N N N/A N/A N/A 94.00000000 NC USD -509402.07000000 -0.08187137025 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2022-12-20 10533875.00000000 USD -509402.07000000 N N N ARD Finance SA 6354006P6QPGGPVJW880 00191AAD8 200000.00000000 PA USD 136940.00000000 0.022009069265 Long DBT CORP LU Y 2 2027-06-30 Fixed 6.50000160 N N Y N N N Mercedes-Benz Auto Receivables Trust N/A 58772WAC7 675000.00000000 PA USD 638731.17000000 0.102657211642 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 260362.50000000 0.041845598777 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 206189.00000000 0.033138805189 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 346833.75000000 0.055743303835 Long DBT CORP US Y 2 2026-01-01 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECA6 2955099.15000000 PA USD 2576546.81000000 0.414103966745 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 159162.50000000 0.025580681224 Long DBT CORP CA Y 2 2026-01-15 Fixed 7.12500000 N N N N N N Rolls-Royce plc X57JK1U580XATGR67572 77578JAC2 200000.00000000 PA USD 173750.00000000 0.027925191944 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 1136799.63000000 0.182707038098 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 90883.00000000 0.014606763852 Long DBT CORP US Y 2 2027-10-15 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDJ9 6171974.78000000 PA USD 5191871.97000000 0.834440410424 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 204083.75000000 0.032800448295 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 511097.96000000 0.082143934591 Long DBT CORP US N 2 2027-01-20 Fixed 3.37500000 N N N N N N Carvana Auto Receivables Trust N/A 14686MAC7 105000.00000000 PA USD 103155.41000000 0.016579192082 Long ABS-O CORP US N 2 2027-11-10 Fixed 4.61000000 N N N N N N Photo Holdings Merger Sub, Inc. N/A 719245AD4 486000.00000000 PA USD 310894.20000000 0.049967080341 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 473916.33000000 PA USD 416915.10000000 0.067006815492 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 678517.91000000 0.109051757549 Long ABS-O CORP CA Y 2 2025-10-20 Fixed 0.50000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AX0 303000.00000000 PA USD 288698.40000000 0.046399759619 Long DBT CORP US Y 2 2030-06-30 Fixed 7.37500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788NAA8 660000.00000000 PA USD 598975.41000000 0.096267644857 Long DBT CORP US N 2 2033-07-28 Variable 4.91600160 N N N N N N BANK N/A 06539XAH7 250000.00000000 PA USD 201833.13000000 0.032438727458 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 332360.00000000 0.053417075076 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 144780.00000000 0.023269118213 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 568446.90000000 0.091361086575 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 576809.24000000 0.092705086285 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 -118957.94000000 -0.01911898306 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5520000.00000000 EUR 5302070.40000000 USD 2022-11-02 -118957.94000000 N N N Avient Corp. SM8L9RZYIB34LNTWO040 05368VAA4 243000.00000000 PA USD 224167.50000000 0.036028319223 Long DBT CORP US Y 2 2030-08-01 Fixed 7.12500000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAQ2 128000.00000000 PA USD 120000.00000000 0.019286463500 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 2676793.44000000 0.430215658167 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 34011.10000000 0.005466281989 Long ABS-O CORP US Y 2 2025-11-17 Fixed 1.24000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558RAD1 485000.00000000 PA USD 474106.42000000 0.076198634707 Long DBT CORP FI Y 2 2027-09-22 Fixed 5.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -848484.92000000 -0.13636894533 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 12979521.20000000 USD 11880000000.00000000 CLP 2022-12-06 -848484.92000000 N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508RAE6 188000.00000000 PA USD 163090.00000000 0.026211911103 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBW4 135000.00000000 PA USD 112838.81000000 0.018135513254 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 838620.44000000 0.134783520893 Long ABS-MBS CORP US N 2 2064-09-15 Fixed 2.47000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KHXH9 1796071.42000000 PA USD 1574972.51000000 0.253130415242 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 178290.42000000 PA USD 177716.40000000 0.028562673850 Long ABS-O CORP US Y 2 2024-04-22 Fixed 0.29000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBY0 1090000.00000000 PA USD 1023551.53000000 0.164505743538 Long DBT CORP GB N 2 2028-08-09 Variable 5.50100160 N N N N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 031921AB5 192000.00000000 PA USD 160320.00000000 0.025766715237 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 249504.41000000 0.040100480806 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 240489.38000000 0.038651580414 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 312000.00000000 0.050144805102 Long DBT CORP US N 2 2025-05-15 Fixed 6.75000000 N N N N N N New England Power Co. 549300DTVRGN9GYD5U85 644188BG8 130000.00000000 PA USD 80673.44000000 0.012965877967 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 25443.19000000 PA USD 25219.54000000 0.004053297814 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 652551.70000000 0.104878454537 Long DBT CORP US Y 2 2024-09-27 Fixed 0.70000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 24020000000.00000000 PA 2997611.99000000 0.481777785292 Long DBT NUSS CO N 2 2050-10-26 Fixed 7.25000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 423000.00000000 PA USD 347096.88000000 0.055785594228 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 808241.24000000 0.129900959793 Long DBT CORP US Y 2 2024-04-05 Fixed 0.70000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AN1 234000.00000000 PA USD 177840.00000000 0.028582538908 Long DBT CORP US Y 2 2032-02-15 Fixed 3.62500000 N N N N N N Ferguson Finance plc 2138003A7ZEU931DZL61 314890AD6 375000.00000000 PA USD 330319.76000000 0.053089166623 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 778574.40000000 0.125132889569 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 1299295.35000000 0.208823436205 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 254886.84000000 0.040965547804 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 169598.91000000 0.027258026562 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAD9 1105000.00000000 PA USD 908538.40000000 0.146020772423 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N N Change Healthcare Holdings LLC N/A 15911NAA3 793000.00000000 PA USD 788582.99000000 0.126741475450 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 473801.25000000 0.076149587623 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 214372.50000000 0.034454061640 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 436980.24000000 0.070231695411 Long DBT CORP NL Y 2 2027-12-15 Variable 1.98000000 N N N N N N Greystar Real Estate Partners LLC 254900HGC806SXAS4M46 39807UAB2 476000.00000000 PA USD 447916.00000000 0.071989296545 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 166000.00000000 0.026679607842 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 673266.76000000 0.108207789942 Long DBT CORP US Y 2 2027-01-06 Fixed 2.25000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BJ1 460000.00000000 PA USD 446032.47000000 0.071686574607 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAL6 940000.00000000 PA USD 911856.40000000 0.146554043139 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 153000.00000000 0.024590240963 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 276000.00000000 0.044358866052 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 342788.74000000 0.055093187687 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 5244.51000000 PA USD 5239.50000000 0.000842095212 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 240900.00000000 0.038717575478 Long DBT CORP US Y 2 2028-10-15 Fixed 6.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -16715.25000000 -0.00268648382 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 36000000.00000000 BRL 6631421.89000000 USD 2022-10-19 -16715.25000000 N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACA3 285000.00000000 PA USD 226527.03000000 0.036407544133 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 302209.03000000 0.048571195222 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 44233.80000000 0.007109279743 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 90944KAD7 255000.00000000 PA USD 252612.77000000 0.040600058070 Long ABS-O CORP US Y 2 2027-05-10 Fixed 5.81000000 N N N N N N United Auto Credit Securitization Trust N/A 90944DAC5 160000.00000000 PA USD 157678.53000000 0.025342176781 Long ABS-O CORP US Y 2 2025-03-10 Fixed 2.10000000 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAB1 250000.00000000 PA USD 232478.53000000 0.037364072363 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 542412.64000000 0.087176846531 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 221987.59000000 0.035677962934 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 999413.47000000 0.160626261762 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 340813.50000000 0.054775726069 Long DBT CORP US Y 2 2026-03-15 Fixed 4.75000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAJ9 762000.00000000 PA USD 583203.86000000 0.093732832995 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCB9 110000.00000000 PA USD 101399.47000000 0.016296976476 Long DBT CORP US Y 2 2025-07-15 Fixed 3.30000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBP8 940000.00000000 PA USD 914835.45000000 0.147032837631 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 454948.72000000 0.073119599025 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 179100.00000000 0.028785046775 Long DBT CORP US Y 2 2028-08-01 Fixed 6.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -260716.64000000 -0.04190251634 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 56710000.00000000 BRL 10211946.05000000 USD 2022-10-19 -260716.64000000 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BP3 255000.00000000 PA USD 230067.81000000 0.036976620169 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AD3T3 54176.17000000 PA USD 50828.14000000 0.008169125557 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 175668.00000000 0.028233453919 Long DBT CORP US Y 2 2028-06-01 Fixed 7.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCE4 3079000.00000000 PA USD 2029506.53000000 0.326183363464 Long DBT CORP US N 2 2052-04-22 Variable 3.32799840 N N N N N N Great-West Lifeco US Finance 2020 LP N/A 391399AA0 160000.00000000 PA USD 140680.35000000 0.022610220296 Long DBT CORP US Y 2 2025-08-12 Fixed 0.90400000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NX5 1315000.00000000 PA USD 1308240.37000000 0.210261084553 Long DBT CORP US N 2 2026-09-29 Variable 5.60999880 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJG6 305000.00000000 PA USD 283601.78000000 0.045580628156 Long DBT CORP US N 2 2033-07-22 Variable 4.96699920 N N N N N N Gray Escrow II, Inc. N/A 389286AA3 187000.00000000 PA USD 146041.39000000 0.023471849482 Long DBT CORP US Y 2 2031-11-15 Fixed 5.37500000 N N N N N N Carvana Auto Receivables Trust N/A 14687HAD5 245000.00000000 PA USD 236150.80000000 0.037954281540 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 100664.49000000 PA USD 100558.52000000 0.016161818547 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 649130.71000000 0.104328631214 Long ABS-O CORP US N 2 2027-08-16 Fixed 4.13000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DG1 955000.00000000 PA USD 894156.76000000 0.143709347632 Long DBT CORP GB N 2 2028-08-11 Variable 5.20999920 N N N N N N Bread Financial Holdings, Inc. 549300G8S4PO686J7H97 018581AL2 254000.00000000 PA USD 222250.00000000 0.035720137609 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 1062315.54000000 0.170735915739 Long DBT CORP US N 2 2023-08-03 Fixed 0.65000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2F1 255000.00000000 PA USD 242896.99000000 0.039038532767 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 95793.75000000 0.015396022191 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 414207.00000000 0.066571568227 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 151187.85000000 0.024298991256 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 272350.00000000 0.043772236120 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 100450.37000000 0.016144436622 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 694161.22000000 0.111565958610 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 1357195.31000000 0.218129148416 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 113891.70000000 0.018304734292 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BL5 100000.00000000 PA USD 90875.00000000 0.014605478088 Long DBT CORP LR Y 2 2027-08-15 Fixed 11.62500000 N N N N N N Towd Point Mortgage Trust N/A 89177JAB4 2120000.00000000 PA USD 1861888.09000000 0.299243639088 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 942345.44000000 0.151454257781 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 163706.45000000 0.026310987273 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 251771.50000000 0.040464848711 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 256443.75000000 0.041215775203 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 474215.00000000 0.076216085742 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 302347.31000000 0.048593419657 Long ABS-MBS CORP US Y 2 2037-04-15 Floating 4.74338160 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355LAM8 790000.00000000 PA USD 646834.23000000 0.103959539733 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 425376.86000000 0.068366794037 Long ABS-O CORP US Y 2 2030-10-15 Fixed 1.26000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 765000.00000000 PA USD 701964.00000000 0.112820025541 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A45H5 371391.41000000 PA USD 314620.00000000 0.050565892888 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612KAC6 330000.00000000 PA USD 300697.91000000 0.048328327216 Long DBT CORP US N 2 2052-07-01 Fixed 6.25000000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBM9 310000.00000000 PA USD 240250.00000000 0.038613107134 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 411495.85000000 0.066135830765 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 94077.50000000 0.015120185583 Long DBT CORP US Y 2 2028-02-15 Fixed 6.00000000 N N N N N N Affirm Asset Securitization Trust N/A 00834DAA1 340000.00000000 PA USD 321483.94000000 0.051669068957 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 33387.95000000 PA USD 33072.18000000 0.005315378270 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 253907.07000000 0.040808078651 Long DBT CORP US N 2 2026-08-15 Fixed 1.87500000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065WAD7 270000.00000000 PA USD 264372.28000000 0.042490052740 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 760764.77000000 0.122270516411 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 139650.00000000 0.022444621899 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 323131.25000000 0.051933825492 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 439060.00000000 0.070565955539 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 222780.00000000 0.035805319489 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 390000.00000000 PA USD 334354.72000000 0.053737667530 Long DBT CORP US N 2 2027-10-21 Variable 1.94799960 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525BR3 695000.00000000 PA USD 598434.62000000 0.096180728802 Long DBT CORP US N 2 2052-05-20 Fixed 4.50000000 N N N N N N Park Intermediate Holdings LLC N/A 70052LAB9 243000.00000000 PA USD 210195.00000000 0.033782651629 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 308212.54000000 PA USD 270919.25000000 0.043542285223 Long ABS-O CORP US Y 2 2053-03-17 Fixed 1.34000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAM5 145000.00000000 PA USD 127644.66000000 0.020515117301 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 154350.00000000 0.024807213678 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 281640.63000000 0.045265431090 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 176462.50000000 0.028361146379 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.12500000 N N N N N N Likewize Corp. TF9O1XIG83ZLXX7WN472 10947XAA0 214000.00000000 PA USD 196880.00000000 0.031642657783 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 319800.00000000 0.051398425229 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 175790.37000000 0.028253121290 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 240389.38000000 0.038635508361 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 239457.35000000 0.038485712006 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 91327.47000000 0.014678199306 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 188044.80000000 0.030222659764 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 133480.00000000 0.021452976234 Long DBT CORP US Y 2 2027-01-15 Fixed 6.62500000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAP9 105000.00000000 PA USD 96938.05000000 0.015579934693 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N Carvana Auto Receivables Trust N/A 14687KAC0 865000.00000000 PA USD 819598.66000000 0.131726330345 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 39375.00000000 0.006328370836 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 634323.19000000 0.101948758764 Long DBT CORP JP N 2 2028-09-17 Fixed 1.90200000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 233851DD3 245000.00000000 PA USD 243975.09000000 0.039211805570 Long DBT CORP US Y 2 2023-02-22 Fixed 3.35000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1271046.28000000 -0.20428323072 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 9872919.50000000 USD 15370000.00000000 NZD 2022-10-05 -1271046.28000000 N N N Toyota Auto Receivables Owner Trust N/A 89239BAC5 745000.00000000 PA USD 711978.25000000 0.114429521100 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 245544.67000000 0.039464069298 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 233204.44000000 0.037480741002 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 20999.78000000 PA USD 20884.26000000 0.003356529318 Long ABS-O CORP US N 2 2024-09-16 Fixed 1.84000000 N N N N N N HB Fuller Co. JSMX3Z5FOYM8V0Q52357 40410KAA3 130000.00000000 PA USD 109382.00000000 0.017579932922 Long DBT CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N 1011778 BC ULC N/A 68245XAK5 190000.00000000 PA USD 187921.88000000 0.030202903997 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 627884.42000000 0.100913916242 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 260000.00000000 PA USD 245456.15000000 0.039449842317 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 375055.63000000 0.060279139323 Long DBT CORP US Y 2 2026-11-01 Fixed 4.62500000 N N N N N N BPR Trust N/A 05592CAA4 420000.00000000 PA USD 403403.83000000 0.064835277028 Long ABS-MBS CORP US Y 2 2023-12-15 Floating 4.44700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDC1 2997486.60000000 PA USD 2520552.31000000 0.405104501075 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 457851.25000000 0.073586095183 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 178611.59000000 0.028706549261 Long ABS-O CORP US N 2 2027-01-19 Fixed 0.69000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AR6 300000.00000000 PA USD 293550.51000000 0.047179593306 Long DBT CORP US Y 2 2027-09-22 Fixed 4.95000000 N N N N N N Verscend Escrow Corp. N/A 92535WAA8 501000.00000000 PA USD 480960.00000000 0.077300145711 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 174300.00000000 0.028013588235 Long DBT CORP US Y 2 2028-08-15 Fixed 7.75000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HL0 335000.00000000 PA USD 334453.38000000 0.053753524217 Long DBT CORP US N 2 2022-12-02 Floating 3.45564000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEL9 550000.00000000 PA USD 516389.34000000 0.082994367984 Long DBT CORP US Y 2 2024-04-12 Fixed 0.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MNMH6 2827757.22000000 PA USD 2463750.21000000 0.395975237504 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 37847.99000000 0.006082948980 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 18700000.00000000 PEN 4710090.17000000 USD 2022-11-07 37847.99000000 N N N LCM Investments Holdings II LLC 549300P5V78NNQTG4428 50190EAA2 290000.00000000 PA USD 223662.50000000 0.035947155356 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 258428.90000000 0.041534829561 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 159089.79000000 0.025568995235 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 215835.61000000 0.034689213453 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDE8 10200000.00000000 PA USD 10207861.14000000 1.640612844160 Long DBT UST US N 2 2023-10-31 Floating 3.33225360 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 14879EAK4 255000.00000000 PA USD 199930.20000000 0.032132887541 Long DBT CORP US Y 2 2030-04-01 Fixed 3.50000000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAQ9 63000.00000000 PA USD 63000.00000000 0.010125393337 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 9934.15000000 PA USD 9873.40000000 0.001586858072 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 392905.00000000 0.063147899515 Long DBT CORP US Y 2 2029-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNEU2 17596919.10000000 PA USD 14264935.43000000 2.292667970949 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 124738.32000000 0.020048008798 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 204442.75000000 0.032858146965 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 840581.25000000 0.135098663314 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 3523493.35000000 0.566297715754 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 227762.50000000 0.036606109526 Long DBT CORP US N 2 2028-01-15 Fixed 6.87500000 N N N N N N CCO Holdings LLC N/A 1248EPCS0 354000.00000000 PA USD 323910.00000000 0.052058986604 Long DBT CORP US Y 2 2029-09-01 Fixed 6.37500000 N N N N N N Weekley Homes LLC N/A 948565AD8 171000.00000000 PA USD 138082.50000000 0.022192692469 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 162000.00000000 0.026036725726 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 306099.15000000 0.049196417367 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 165356.15000000 0.026576127930 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2E1 915000.00000000 PA USD 895794.33000000 0.143972538749 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 486407.65000000 0.078175694902 Long DBT CORP JP Y 2 2026-09-16 Fixed 1.23900000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214FG3 700000.00000000 PA USD 628228.23000000 0.100969173567 Long DBT CORP AU N 2 2033-08-10 Variable 5.40500040 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAQ0 685000.00000000 PA USD 654218.84000000 0.105146398160 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 333055.09000000 0.053528790309 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 367872.02000000 0.059124585722 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -184169.87000000 -0.02959987896 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 9503668.98000000 USD 37300000.00000000 PEN 2022-11-07 -184169.87000000 N N N Benchmark Mortgage Trust N/A 08163GAU4 780000.00000000 PA USD 612868.85000000 0.098500605886 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 231975.70000000 0.037283257259 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 87905.68000000 PA USD 82597.10000000 0.013275049620 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 533860.67000000 0.085802369387 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 78626.58000000 0.012636905544 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.09200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 46740000.00000000 PA USD 39210480.46000000 6.301929168715 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 00101JAH9 116000.00000000 PA USD 114260.00000000 0.018363927663 Long DBT CORP US N 2 2023-06-15 Fixed 4.12500000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKJ3 1260000.00000000 PA USD 1231802.84000000 0.197976004283 Long DBT CORP US N 2 2027-09-20 Fixed 4.55000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -113398.91000000 -0.01822553282 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 312800000.00000000 MXN 15338671.79000000 USD 2022-10-31 -113398.91000000 N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AU5 395000.00000000 PA USD 310075.00000000 0.049835418083 Long DBT CORP US N 2 2062-02-15 Variable 3.87500040 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3E2 365000.00000000 PA USD 353627.84000000 0.056835253575 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAN4 60000.00000000 PA USD 59925.00000000 0.009631177710 Long DBT CORP US Y 2 2025-06-15 Fixed 7.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1045637.79000000 0.168055458933 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20980000.00000000 CAD 16232786.51000000 USD 2022-10-25 1045637.79000000 N N N JPMDB Commercial Mortgage Securities Trust N/A 46591ABG9 1190000.00000000 PA USD 1038816.09000000 0.166959071699 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.99243320 N N N N N N Drive Auto Receivables Trust N/A 262108AD5 92156.48000000 PA USD 91809.82000000 0.014755722853 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 588292.20000000 0.094550633693 Long ABS-O CORP US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EM5 4346000.00000000 PA USD 4064350.08000000 0.653224495607 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N N Park Intermediate Holdings LLC N/A 70052LAC7 345000.00000000 PA USD 280743.75000000 0.045121284062 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 132472.24000000 0.021291008513 Long DBT CORP US N 2 2025-02-25 Fixed 3.50000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCS2 285000.00000000 PA USD 270636.48000000 0.043496838279 Long DBT CORP US N 2 2028-05-10 Variable 4.92699960 N N N N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 00182EBP3 455000.00000000 PA USD 424979.69000000 0.068302960665 Long DBT CORP NZ Y 2 2025-02-18 Fixed 2.16600000 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 45262BAF0 395000.00000000 PA USD 390404.29000000 0.062745984080 Long DBT CORP GB Y 2 2027-07-27 Fixed 6.12500000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MBZ8 340000.00000000 PA USD 304685.22000000 0.048969169790 Long DBT CORP US N 2 2052-07-15 Fixed 5.62500000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAW3 170000.00000000 PA USD 163653.02000000 0.026302399975 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 183803.21000000 0.029540949175 Long DBT CORP US Y 2 2030-10-15 Fixed 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -333391.55000000 -0.05358286633 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6566020.12000000 USD 33750000.00000000 BRL 2022-10-19 -333391.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -13743.10000000 -0.00220879830 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 397857.69000000 USD 2080000.00000000 BRL 2022-10-19 -13743.10000000 N N N American Credit Acceptance Receivables Trust N/A 02530QAC1 93247.26000000 PA USD 91941.31000000 0.014776855996 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 1113511.93000000 0.178964226631 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 264911.38000000 0.042576697177 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 1115871.12000000 0.179343396896 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 233490.00000000 0.037526636356 Long DBT CORP US Y 2 2026-07-15 Fixed 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 33570.99000000 0.005395547277 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 640000.00000000 CAD 496858.65000000 USD 2022-10-25 33570.99000000 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0KK4 255000.00000000 PA USD 229336.85000000 0.036859139891 Long DBT CORP AU Y 2 2027-03-14 Fixed 2.55200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 65278.87000000 0.010491654530 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14670000000.00000000 COP 3232737.25000000 USD 2022-10-27 65278.87000000 N N N Hill City Funding Trust N/A 43137PAA8 490000.00000000 PA USD 331447.03000000 0.053270342054 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 177870.00000000 0.028587360524 Long DBT CORP US Y 2 2032-02-15 Fixed 5.00000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AY1 655000.00000000 PA USD 646301.53000000 0.103873923907 Long DBT CORP US N 2 2052-10-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -374240.34000000 -0.06014810548 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16513473.99000000 USD 15810000.00000000 CHF 2022-12-13 -374240.34000000 N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBB1 495000.00000000 PA USD 463385.98000000 0.074475639917 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N JBS USA LUX SA N/A 46590XAJ5 665000.00000000 PA USD 589702.52000000 0.094777301069 Long DBT CORP US Y 2 2052-12-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -106586.76000000 -0.01713068047 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6311000.10000000 USD 9690000.00000000 AUD 2022-12-07 -106586.76000000 N N N GM Financial Automobile Leasing Trust N/A 36262XAC8 1510000.00000000 PA USD 1459980.95000000 0.234648910868 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 595580.25000000 0.095721972945 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 241436.16000000 PA USD 239536.44000000 0.038498423393 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 292423.63000000 PA USD 288821.47000000 0.046419539495 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 11207634.83000000 1.801297000671 Long DBT NUSS BR N 2 2031-01-01 Fixed 9.99999990 N N N N N N Jabil, Inc. 5493000CGCQY2OQU7669 466313AM5 180000.00000000 PA USD 167400.49000000 0.026904695336 Long DBT CORP US N 2 2027-05-15 Fixed 4.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWAF0 281334.54000000 PA USD 229470.41000000 0.036880605725 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392FZ6 470000.00000000 PA USD 424828.72000000 0.068278696686 Long DBT CORP US N 2 2032-09-01 Fixed 3.94000000 N N N N N N Olin Corp. 549300GKK294V7W57P06 680665AL0 190000.00000000 PA USD 168625.00000000 0.027101499232 Long DBT CORP US N 2 2029-08-01 Fixed 5.62500000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BE1 315000.00000000 PA USD 299383.31000000 0.048117044009 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 405000.00000000 PA USD 387372.74000000 0.062258751760 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 147839.57000000 0.023760853923 Long DBT CORP US Y 2 2023-09-19 Fixed 3.85000000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BB9 470000.00000000 PA USD 440785.04000000 0.070843204880 Long DBT CORP US N 2 2028-08-04 Variable 4.44300120 N N N N N N Westlake Automobile Receivables Trust N/A 96043JAJ4 855000.00000000 PA USD 804301.41000000 0.129267748230 Long ABS-O CORP US Y 2 2027-01-15 Fixed 1.58000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNCA8 3379604.43000000 PA USD 2739674.98000000 0.440322012551 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Nestle Holdings, Inc. 549300EAEU8YV8MQXP30 641062BE3 670000.00000000 PA USD 629121.89000000 0.101112803076 Long DBT CORP US Y 2 2053-01-15 Fixed 4.70000000 N N N N N N Blue Racer Midstream LLC N/A 095796AE8 220000.00000000 PA USD 205700.00000000 0.033060212851 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JCJ1 195000.00000000 PA USD 188279.89000000 0.030260443553 Long DBT CORP US Y 2 2032-09-15 Fixed 4.55000000 N N N N N N AEP Transmission Co. LLC 549300X123Z1I0LA3Y84 00115AAN9 150000.00000000 PA USD 92970.00000000 0.014942187597 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 497264.98000000 0.079920690725 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 240681.00000000 0.038682377682 Long DBT CORP US Y 2 2027-03-01 Fixed 4.00000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 87520000.00000000 PA 11201620.69000000 1.800330404908 Long DBT NUSS PL N 2 2032-04-25 Fixed 1.75000000 N N N N N N Expedia Group, Inc. N/A 30212PAS4 290000.00000000 PA USD 291047.63000000 0.046777329108 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 N/A 206400000.00000000 PA 8613156.38000000 1.384311051255 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N HealthEquity, Inc. 529900LRJU1RAFQHM467 42226AAA5 522000.00000000 PA USD 445005.00000000 0.071521439085 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 395395.70000000 0.063548206137 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 327973.50000000 0.052712074475 Long ABS-O CORP US Y 2 2026-02-13 Fixed 0.66000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDD9 2684277.83000000 PA USD 2338740.41000000 0.375883596296 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066JAE3 425000.00000000 PA USD 387327.96000000 0.062251554695 Long ABS-O CORP US N 2 2027-08-18 Fixed 1.41000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBE5 315000.00000000 PA USD 307680.12000000 0.049450511702 Long DBT CORP US N 2 2026-09-09 Variable 5.80700160 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 6510000.00000000 PA USD 1887900.00000000 0.303424287028 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 128205.00000000 0.020605175442 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N SRS Distribution, Inc. 549300ZQ3XP75BCYM468 78471RAD8 267000.00000000 PA USD 212937.84000000 0.034223482326 Long DBT CORP US Y 2 2029-12-01 Fixed 6.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287HAD0 240000.00000000 PA USD 235190.62000000 0.037799960903 Long ABS-O CORP US N 2 2027-03-15 Fixed 4.43000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3C5 895000.00000000 PA USD 866636.64000000 0.139286299382 Long DBT CORP US N 2 2026-08-15 Variable 4.53999960 N N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102AP0 1900000.00000000 PA USD 1799287.92000000 0.289182506639 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 198990.00000000 0.031981778100 Long DBT CORP US Y 2 2025-05-01 Fixed 6.87500000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 34660DAC5 275000.00000000 PA USD 269020.46000000 0.043237110689 Long ABS-O CORP US Y 2 2027-06-15 Fixed 4.59000000 N N N N N N Kaiser Aluminum Corp. N/A 483007AL4 268000.00000000 PA USD 195479.20000000 0.031417520466 Long DBT CORP US Y 2 2031-06-01 Fixed 4.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AV0 990000.00000000 PA USD 923038.97000000 0.148351311707 Long DBT CORP CH Y 2 2028-08-11 Variable 6.44199840 N N N N N N Specialty Building Products Holdings LLC N/A 84749AAA5 621000.00000000 PA USD 512325.00000000 0.082341145109 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 153902.79000000 0.024735337850 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 592996.25000000 0.095306671098 Long DBT CORP US Y 2 2028-07-01 Fixed 9.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1207923.29000000 0.194138070370 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41260000.00000000 CHF 43327137.74000000 USD 2022-12-13 1207923.29000000 N N N G-III Apparel Group Ltd. 529900O5KABM3R3SFM87 36237HAA9 322000.00000000 PA USD 291410.00000000 0.046835569406 Long DBT CORP US Y 2 2025-08-15 Fixed 7.87500000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 91911XAV6 327000.00000000 PA USD 191295.00000000 0.030745033628 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 283596.96000000 0.045579853483 Long ABS-O CORP US N 2 2027-08-16 Fixed 0.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 29063.02000000 0.004671023953 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5400000.00000000 ZAR 326210.82000000 USD 2022-11-17 29063.02000000 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBR1 375000.00000000 PA USD 330645.41000000 0.053141505264 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Americredit Automobile Receivables Trust N/A 03066TAD3 680000.00000000 PA USD 651905.19000000 0.104774547108 Long ABS-O CORP US N 2 2027-04-19 Fixed 2.77000000 N N N N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073EAS4 191000.00000000 PA USD 188021.55000000 0.030218923012 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 910973.71000000 0.146412176735 Long DBT CORP IE Y 2 2027-09-30 Variable 2.02899960 N N N N N N Hilton Grand Vacations Trust N/A 43283GAC6 96670.79000000 PA USD 92813.95000000 0.014917107158 Long ABS-O CORP US Y 2 2037-01-25 Fixed 5.57000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 978723.45000000 0.157300950799 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 167000000.00000000 ZAR 10168294.41000000 USD 2022-11-17 978723.45000000 N N N Sunoco LP N/A 86765LAZ0 452000.00000000 PA USD 367950.60000000 0.059137215142 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N Solaris Midstream Holdings LLC 5493007AWQW8ZKCHVV46 83419MAA0 345000.00000000 PA USD 331200.00000000 0.053230639262 Long DBT CORP US Y 2 2026-04-01 Fixed 7.62500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CG3 260000.00000000 PA USD 220432.32000000 0.035427999117 Long DBT CORP GB Y 2 2028-01-12 Variable 2.60799840 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607H6M9 1360000.00000000 PA USD 1312268.08000000 0.210908420236 Long DBT CORP CA N 2 2025-08-04 Fixed 3.94500000 N N N N N N Watco Cos. LLC N/A 941130AB2 721000.00000000 PA USD 659715.00000000 0.106029743904 Long DBT CORP US Y 2 2027-06-15 Fixed 6.50000000 N N N N N N Pacific LifeCorp VFN8KLUEIK7XMVX1JM30 694476AF9 470000.00000000 PA USD 436620.18000000 0.070173826377 Long DBT CORP US Y 2 2052-09-15 Fixed 5.40000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AN9 174000.00000000 PA USD 176175.00000000 0.028314939227 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N N/A N/A N/A -38.00000000 NC 506034.48000000 0.081330129406 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Buxl 2022-12-08 -5572320.00000000 EUR 506034.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -194027.17000000 -0.03118414943 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 19268365.71000000 USD 2735000000.00000000 JPY 2022-12-22 -194027.17000000 N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAV8 705000.00000000 PA USD 698460.98000000 0.112257018313 Long DBT CORP US N 2 2028-01-15 Fixed 5.55000000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBL1 322000.00000000 PA USD 281991.50000000 0.045321823102 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 615460.98000000 0.098917214391 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 469688.75000000 0.075488624447 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCB4 315000.00000000 PA USD 252764.98000000 0.040624521342 Long DBT CORP US N 2 2082-03-15 Variable 3.80000160 N N N N N N N/A N/A N/A 100.00000000 NC USD -379876.50000000 -0.06105395210 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2022-12-30 10750781.30000000 USD -379876.50000000 N N N Reliance Standard Life Global Funding II N/A 75951AAQ1 305000.00000000 PA USD 262059.05000000 0.042118269190 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 139924.04000000 PA USD 138735.53000000 0.022297647796 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 427227.81000000 0.068664279701 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 25140.16000000 0.004040539818 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 305104.80000000 0.049036604909 Long ABS-O CORP US Y 2 2029-07-20 Fixed 2.92000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCM9 770000.00000000 PA USD 744418.98000000 0.119643412393 Long DBT CORP JP N 2 2033-09-13 Variable 5.66899920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1228324.35000000 0.197416939529 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 31740000.00000000 NZD 18991724.22000000 USD 2022-10-05 1228324.35000000 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDP2 190000.00000000 PA USD 174505.50000000 0.028046616303 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 304880.00000000 0.049000474934 Long DBT CORP US Y 2 2029-02-15 Fixed 6.50000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BK7 350000.00000000 PA USD 324092.97000000 0.052088393640 Long DBT CORP CA Y 2 2032-08-16 Fixed 5.62500000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AU2 770000.00000000 PA USD 737848.34000000 0.118587375655 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 50693.96000000 0.008147560077 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 155180.00000000 0.024940611717 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 106602.44000000 0.017133200568 Long DBT CORP US N 2 2025-05-01 Variable 0.98100000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBU8 340000.00000000 PA USD 289024.99000000 0.046452249337 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 122909.38000000 0.019754060594 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7780000000.00000000 COP 1802720.30000000 USD 2022-10-27 122909.38000000 N N N Mattel, Inc. 549300VELLG24KHTJ564 577081BF8 143000.00000000 PA USD 119997.02000000 0.019285984553 Long DBT CORP US Y 2 2029-04-01 Fixed 3.75000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50076QAR7 158000.00000000 PA USD 163609.00000000 0.026295325057 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAU9 80000.00000000 PA USD 75400.00000000 0.012118327899 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 179700000.00000000 PA 7482852.73000000 1.202648050500 Long DBT NUSS MX N 2 2053-07-31 Fixed 7.99999920 N N N N N N N/A N/A N/A 1.00000000 NC N/A -73534.67000000 -0.01181853107 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 633188.10000000 USD 1000000.00000000 NZD 2022-10-05 -73534.67000000 N N N Central Parent, Inc. N/A 15477CAA3 188000.00000000 PA USD 178421.40000000 0.028675981824 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 199047.50000000 0.031991019530 Long DBT CORP US N 2 2028-10-01 Fixed 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 231426.09000000 0.037194923649 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 245000000.00000000 CZK 9945187.81000000 USD 2022-11-21 231426.09000000 N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254AJ9 325000.00000000 PA USD 323784.86000000 0.052038874037 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 73930.54000000 0.011882155510 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N BHG Securitization Trust N/A 08860DAA1 120000.00000000 PA USD 120018.84000000 0.019289491475 Long ABS-O CORP US Y 2 2035-10-17 Fixed 5.32000000 N N N N N N Aqua Finance Trust N/A 03842VAA5 322524.57260000 PA USD 292963.03000000 0.047085173210 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 87435.60000000 0.014052695900 Long DBT CORP US Y 2 2029-07-01 Fixed 5.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BFXB1 15747421.27000000 PA USD 14620463.37000000 2.349808609602 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAL3 350000.00000000 PA USD 255500.00000000 0.041064095204 Long DBT CORP CA Y 2 2029-06-01 Fixed 6.00000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AT6 217000.00000000 PA USD 181737.50000000 0.029208947170 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 186850.00000000 0.030030630876 Long DBT CORP US Y 2 2026-07-31 Fixed 7.12500000 N N N N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393AG7 365000.00000000 PA USD 224270.53000000 0.036044878259 Long DBT CORP US N 2 2052-01-15 Fixed 4.10000000 N N N N N N Stellantis Finance US, Inc. 549300QZ0AI8Q7LNON33 85855CAE0 940000.00000000 PA USD 869911.25000000 0.139812596434 Long DBT CORP US Y 2 2032-09-12 Fixed 6.37500000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 449934AD0 200000.00000000 PA USD 190073.50000000 0.030548713502 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 332841.58000000 PA USD 330879.25000000 0.053179088152 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 319919.29000000 0.051417597581 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 274680.00000000 0.044146714953 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 293220.00000000 0.047126473564 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 337574.20000000 0.054255104059 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 940507.43000000 0.151158851842 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 99581.25000000 0.016004751195 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 306753.10000000 0.049301520557 Long DBT CORP US Y 2 2026-08-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 85744.89000000 0.013780964094 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 20200000.00000000 PEN 5132765.85000000 USD 2022-11-07 85744.89000000 N N N Stagwell Global LLC N/A 59565JAA9 386000.00000000 PA USD 317512.02000000 0.051030699873 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 39580.41000000 0.006361384440 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 53327.58000000 PA USD 53201.66000000 0.008550598948 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 183384.13000000 0.029473594415 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 219896.10000000 0.035341817555 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 376231.93000000 0.060468194881 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675DCE0 680000.00000000 PA USD 650384.44000000 0.104530131363 Long DBT CORP FR Y 2 2027-07-13 Fixed 4.75300000 N N N N N N SRS Distribution, Inc. 549300ZQ3XP75BCYM468 78471RAB2 202000.00000000 PA USD 172990.78000000 0.027803169703 Long DBT CORP US Y 2 2028-07-01 Fixed 4.62500000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DA4 665000.00000000 PA USD 602679.72000000 0.096863003521 Long DBT CORP US N 2 2033-08-03 Variable 4.42000080 N N N N N N Cushman & Wakefield US Borrower LLC N/A 23166MAA1 153000.00000000 PA USD 141681.06000000 0.022771054937 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N Norinchukin Bank (The) 5493007VSMFZCPV1NB83 656029AJ4 940000.00000000 PA USD 921349.55000000 0.148079787230 Long DBT CORP JP Y 2 2027-09-14 Fixed 4.86700000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 710000.00000000 PA USD 440643.75000000 0.070820496677 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 929100.00000000 0.149325443655 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 885363.16000000 0.142296035586 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 232000.00000000 PA USD 171823.84000000 0.027615618489 Long DBT CORP US Y 2 2028-12-01 Fixed 7.00000000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BD7 242000.00000000 PA USD 236610.66000000 0.038028190483 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003DBJ6 1540000.00000000 PA USD 1215382.63000000 0.195336939443 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 254560.00000000 0.040913017906 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 145002.56000000 0.023304888174 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 294387.30000000 0.047314082638 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 3085500.00000000 0.495903192767 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 170593.00000000 0.027417797233 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 86562.50000000 0.013912370806 Long DBT CORP US Y 2 2029-06-30 Fixed 5.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329KYG3 8490.02000000 PA USD 8148.41000000 0.001309616767 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 146047.90000000 0.023472895772 Long DBT CORP JE N 2 2051-12-01 Fixed 3.10000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDD2 3937662.26000000 PA USD 3314211.80000000 0.532661874292 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 505944.86000000 PA USD 500385.49000000 0.080422220744 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 729515.50000000 0.117248117200 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.29517800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DRT1 865826.69000000 PA USD 758701.07000000 0.121938837455 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 491605.27000000 0.079011059139 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.66900000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CB4 340000.00000000 PA USD 300666.83000000 0.048323332022 Long DBT CORP US N 2 2052-08-05 Fixed 4.90000000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AK1 235000.00000000 PA USD 228832.28000000 0.036778045133 Long DBT CORP US N 2 2027-11-01 Fixed 4.62500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 220000.00000000 PA USD 174068.84000000 0.027976436077 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DV3L7 257888.19000000 PA USD 241628.60000000 0.038834676455 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 495136.32000000 0.079578571363 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 534332.74000000 0.085878240728 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 67546.80000000 0.010856157440 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131Y7TD9 6924.32000000 PA USD 6498.57000000 0.001044453609 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 222665.76000000 0.035786958776 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 373957.50000000 0.060102647288 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 758153.13000000 0.121850772248 Long DBT CORP BM Y 2 2023-08-01 Fixed 0.80000000 N N N N N N Camelot Return Merger Sub, Inc. N/A 13323NAA0 156000.00000000 PA USD 129090.00000000 0.020747413111 Long DBT CORP US Y 2 2028-08-01 Fixed 8.75000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 203372AX5 376000.00000000 PA USD 306688.16000000 0.049291083366 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 171300.33000000 0.027531479685 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 353166.25000000 0.056761066586 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 205765.60000000 0.033070756117 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 282512.45000000 0.045405550462 Long DBT CORP US Y 2 2052-02-01 Fixed 3.65000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BD8 830000.00000000 PA USD 814734.31000000 0.130944529439 Long DBT CORP US N 2 2024-11-01 Variable 4.21999920 N N N N N N CEC Entertainment LLC N/A 125137AC3 160000.00000000 PA USD 143400.00000000 0.023047323883 Long DBT CORP US Y 2 2026-05-01 Fixed 6.75000000 N N N N N N McGraw-Hill Education, Inc. N/A 57767XAB6 408000.00000000 PA USD 333968.40000000 0.053675577975 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 10554.69000000 PA USD 10526.76000000 0.001691866437 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 137475.69000000 0.022095165645 Long DBT CORP US N 2 2025-05-12 Fixed 1.45000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CS9 350000.00000000 PA USD 335340.32000000 0.053896073683 Long DBT CORP US N 2 2032-09-15 Fixed 4.50000000 N N N N N N Appalachian Power Co. 3SCHO1ABYYIG382BEI70 037735DA2 210000.00000000 PA USD 188704.53000000 0.030328691919 Long DBT CORP US N 2 2032-08-01 Fixed 4.50000000 N N N N N N Gray Oak Pipeline LLC N/A 38937LAA9 335000.00000000 PA USD 323728.56000000 0.052029825472 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 176805.25000000 0.028416233340 Long DBT CORP US Y 2 2030-03-01 Fixed 5.12500000 N N N N N N N/A N/A N/A 289.00000000 NC USD -3196858.99000000 -0.51380086856 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2022-12-20 39593000.00000000 USD -3196858.99000000 N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAX3 244000.00000000 PA USD 166063.96000000 0.026689887528 Long DBT CORP US Y 2 2031-03-15 Fixed 3.87500000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545GBE1 202000.00000000 PA USD 153015.00000000 0.024592651771 Long DBT CORP US Y 2 2031-11-15 Fixed 4.87500000 N N N N N N ORIX Corp. 35380016EMHNBOVYE123 686330AR2 470000.00000000 PA USD 452609.39000000 0.072743620670 Long DBT CORP JP N 2 2032-09-13 Fixed 5.20000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAG2 590000.00000000 PA USD 527172.67000000 0.084727470488 Long DBT CORP FR Y 2 2026-06-16 Variable 1.90699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XBNR7 2950273.44000000 PA USD 2685912.71000000 0.431681312067 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.50000000 N N N N N N GATX Corp. 549300IHYHCQP2PIR591 361448BK8 210000.00000000 PA USD 188422.92000000 0.030283431410 Long DBT CORP US N 2 2033-03-15 Fixed 4.90000000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AW6 1525000.00000000 PA USD 1467497.89000000 0.235857037443 Long DBT CORP US N 2 2023-08-16 Fixed 0.67000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAH0 1290000.00000000 PA USD 1224752.57000000 0.196842881158 Long DBT CORP GB Y 2 2027-07-27 Fixed 4.85000000 N N N N N N N/A N/A N/A -21.00000000 NC 23809.99000000 0.003826754192 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short N/A Japan 10 Year Bond 2022-12-13 -3114300000.00000000 JPY 23809.99000000 N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBL1 390000.00000000 PA USD 343220.44000000 0.055162570740 Long DBT CORP US N 2 2052-09-15 Fixed 4.75000000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAN4 206000.00000000 PA USD 174070.00000000 0.027976622513 Long DBT CORP CA Y 2 2029-06-15 Fixed 4.75000000 N N N N N N N/A N/A N/A -40.00000000 NC 247133.00000000 0.039719346536 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bund 2022-12-08 -5539600.00000000 EUR 247133.00000000 N N N Unisys Corp. 549300T21W22FIJJOW08 909214BV9 355000.00000000 PA USD 276900.00000000 0.044503514528 Long DBT CORP US Y 2 2027-11-01 Fixed 6.87500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 215000.00000000 PA USD 211747.05000000 0.034032097927 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 334000.00000000 PA USD 251335.00000000 0.040394694200 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 217455.43000000 0.034949551781 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 336035.99000000 0.054007882134 Long DBT CORP US N 2 2032-04-01 Fixed 5.37500000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36257BAA7 615000.00000000 PA USD 531975.00000000 0.085499303507 Long DBT CORP CA Y 2 2027-11-01 Fixed 9.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACW3 2285000.00000000 PA USD 2174422.00000000 0.349474254488 Long DBT CORP US N 2 2053-01-15 Fixed 5.65000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 170000.00000000 PA USD 127849.47000000 0.020548034473 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -714834.84000000 -0.11488863375 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16389648.64000000 USD 77900000.00000000 PLN 2022-10-20 -714834.84000000 N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKD6 190000.00000000 PA USD 182569.40000000 0.029342650579 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 193137.28000000 0.031041125844 Long ABS-O CORP US Y 2 2025-07-15 Fixed 2.01000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 1800000.00000000 PA USD 1597781.34000000 0.256796262469 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Flagship Credit Auto Trust N/A 33843WAC5 100000.00000000 PA USD 97515.38000000 0.015672723476 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 299818.44000000 0.048186978333 Long DBT CORP US Y 2 2025-09-01 Fixed 7.87500000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2H4 1335000.00000000 PA USD 1291599.15000000 0.207586498869 Long DBT CORP CA N 2 2027-09-15 Fixed 4.69300000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550L2K6 1350000.00000000 PA USD 1254933.27000000 0.201693539233 Long DBT CORP CH N 2 2027-07-09 Fixed 5.00000000 N N N N N N MajorDrive Holdings IV LLC N/A 56085RAA8 253000.00000000 PA USD 173305.00000000 0.027853671308 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 913766.63000000 0.146861056315 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 273768.26000000 0.044000179618 Long DBT CORP GB Y 2 2032-06-29 Variable 2.67800040 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAB0 198000.00000000 PA USD 155730.96000000 0.025029162300 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621XAH1 128000.00000000 PA USD 127070.12000000 0.020422776928 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 319564.15000000 0.051360519293 Long DBT CORP US Y 2 2023-05-01 Fixed 3.87500000 N N N N N N AthenaHealth Group, Inc. N/A 60337JAA4 438000.00000000 PA USD 345450.60000000 0.055521003235 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DJ6 250000.00000000 PA USD 226845.63000000 0.036458749694 Long DBT CORP US N 2 2033-03-01 Fixed 4.20000000 N N N N N N Getty Images, Inc. 5493005NV20IG4VEKZ40 374276AJ2 780000.00000000 PA USD 768300.00000000 0.123481582564 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 243536.00000000 0.039141234793 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 165135.00000000 0.026540584585 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 11263936.76000000 1.810345876654 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 226532.62000000 0.036408442561 Long DBT CORP NL Y 2 2024-09-19 Fixed 2.25000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CA6 325000.00000000 PA USD 284880.83000000 0.045786197749 Long DBT CORP US N 2 2052-08-15 Fixed 5.30000000 N N N N N N Alliant Holdings Intermediate LLC N/A 01883LAA1 497000.00000000 PA USD 429408.00000000 0.069014680991 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAR9 290000.00000000 PA USD 280172.36000000 0.045029449959 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 334800.00000000 0.053809233167 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 239264.28000000 0.038454681694 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 585265.51000000 0.094064182474 Long DBT CORP US Y 2 2032-02-15 Fixed 4.37500000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833EQ9 675000.00000000 PA USD 568086.01000000 0.091303084143 Long DBT CORP US N 2 2052-08-08 Fixed 3.95000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BM0 505000.00000000 PA USD 398950.00000000 0.064119455114 Long DBT CORP US N 2 2052-04-01 Variable 4.12499880 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 23291KAG0 240000.00000000 PA USD 226836.62000000 0.036457301602 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 1041975.00000000 0.167466773386 Long DBT UST US N 2 2026-02-15 Fixed 6.00000000 N N N N N N Marlette Funding Trust N/A 57108QAA1 187198.39000000 PA USD 185533.88000000 0.029819103373 Long ABS-O CORP US Y 2 2031-12-15 Fixed 0.65000000 N N N N N N Amcor Flexibles North America, Inc. PTVU09TE3QPJPL7K4E13 02343JAA8 280000.00000000 PA USD 268862.10000000 0.043211658986 Long DBT CORP US N 2 2025-05-17 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 80078.37000000 0.012870238001 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 35450000.00000000 PEN 8937350.31000000 USD 2022-11-07 80078.37000000 N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JBG2 950000.00000000 PA USD 865250.88000000 0.139063579302 Long DBT CORP AU Y 2 2033-11-09 Variable 5.49100080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DV4R3 7077.77000000 PA USD 6627.65000000 0.001065199415 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Hyundai Auto Receivables Trust N/A 44934KAB0 407594.08000000 PA USD 404983.56000000 0.065089172070 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 247213.60000000 0.039732300611 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 125823.00000000 0.020222339142 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 3379770.60000000 0.543198519320 Long DBT CORP US Y 2 2025-09-15 Fixed 6.75000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65479JAD5 24390.00000000 PA USD 24320.12000000 0.003908742555 Long ABS-O CORP US N 2 2024-07-15 Fixed 1.93000000 N N N N N N Equifax, Inc. 5493004MCF8JDC86VS77 294429AV7 425000.00000000 PA USD 411169.35000000 0.066083355512 Long DBT CORP US N 2 2027-12-15 Fixed 5.10000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286WAF3 37103.25000000 PA USD 36766.95000000 0.005909203660 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 52287.35000000 0.008403650561 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 945668.90000000 0.151988406031 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 256823.00000000 0.041276728464 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 482316.41000000 0.077518148644 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 14648.37000000 0.002354293777 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 192398.80000000 0.030922436948 Long DBT CORP GB Y 2 2025-10-30 Fixed 8.50000000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AG3 211000.00000000 PA USD 196761.72000000 0.031623647759 Long DBT CORP US Y 2 2027-04-01 Fixed 5.50000000 N N N N N N Organon & Co. N/A 68622TAB7 200000.00000000 PA USD 164000.00000000 0.026358166784 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N 1011778 BC ULC N/A 68245XAH2 116000.00000000 PA USD 100944.36000000 0.016223830956 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N CDI Escrow Issuer, Inc. N/A 12511VAA6 307000.00000000 PA USD 267636.46000000 0.043014673477 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 120905.40000000 0.019431979868 Long DBT CORP US Y 2 2028-10-15 Fixed 6.75000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 41900000.00000000 PA 6884456.73000000 1.106473528724 Long DBT NUSS BR N 2 2033-01-01 Fixed 9.99999990 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EE30 2920923.80000000 PA USD 2544011.01000000 0.408874795752 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535GAA0 250000.00000000 PA USD 236603.28000000 0.038027004366 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 221073.86000000 0.035531107765 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25000000 N N N N N N Garden Spinco Corp. N/A 365417AA2 189000.00000000 PA USD 195142.50000000 0.031363405864 Long DBT CORP US Y 2 2030-07-20 Fixed 8.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 130093.28000000 0.020908660803 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 34930000.00000000 BRL 6580633.01000000 USD 2022-10-19 130093.28000000 N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AR9 264000.00000000 PA USD 258720.00000000 0.041581615308 Long DBT CORP US Y 2 2025-05-01 Fixed 6.37500000 N N N N N N CNH Equipment Trust N/A 12597PAC2 31430.47000000 PA USD 30892.09000000 0.004964993052 Long ABS-O CORP US N 2 2025-06-16 Fixed 1.16000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374FAB9 150000.00000000 PA USD 148312.41000000 0.023836849018 Long ABS-O CORP US Y 2 2029-07-20 Fixed 4.38000000 N N N N N N NortonLifeLock, Inc. YF6ZV0M6AU4FY94MK914 668771AL2 232000.00000000 PA USD 223300.00000000 0.035888894164 Long DBT CORP US Y 2 2030-09-30 Fixed 7.12500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 159100000.00000000 PA 6668007.83000000 1.071685746977 Long DBT NUSS MX N 2 2047-11-07 Fixed 7.99999920 N N N N N N Allied Universal Holdco LLC N/A 019576AC1 48000.00000000 PA USD 30960.00000000 0.004975907583 Long DBT CORP US Y 2 2029-06-01 Fixed 6.00000000 N N N N N N Donlen Fleet Lease Funding LLC 549300ZWUQETU54FDP26 257812AD9 244870.14000000 PA USD 236900.50000000 0.038074773721 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 137000.00000000 0.022018712496 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 97155.00000000 0.015614803011 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 660510.32000000 0.106157568155 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 233349.12000000 0.037503994048 Long DBT CORP US Y 2 2026-01-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JJEW5 295038.82000000 PA USD 276990.12000000 0.044517998662 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 373897.25000000 0.060092963876 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 516947.66000000 0.083084101470 Long DBT CORP US N 2 2026-07-14 Fixed 3.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CS6 160000.00000000 PA USD 142998.66000000 0.022982820306 Long DBT CORP US N 2 2027-03-04 Fixed 2.55000000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BR2 213000.00000000 PA USD 143775.00000000 0.023107594082 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 628650.85000000 0.101037097277 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 369000.00000000 PA USD 346398.75000000 0.055673390405 Long DBT CORP US Y 2 2026-10-15 Fixed 8.50000000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 87166FAD5 465000.00000000 PA USD 452862.57000000 0.072784311893 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAA1 268000.00000000 PA USD 242205.00000000 0.038927315768 Long DBT CORP US Y 2 2026-05-01 Fixed 7.25000000 N N N N N N 2022-10-31 EQ Premier VIP Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer XXXX