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 2023-12-31 2023-09-30 N 726009812.91 11588895.77 714420917.14 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 33346395.34000000 BRL EUR MXN SEK USD ZAR N Ex-Derivatives Securities Portfolio AX-ECPB GE HealthCare Technologies, Inc. 549300OI9J7XOWZMUN85 36267VAB9 620000.00000000 PA USD 617020.16000000 0.086366474608 Long DBT CORP US N 2 2024-11-15 Fixed 5.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 2350000.00000000 PA USD 1710353.50000000 0.239404174621 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XVS2 7863383.92000000 PA USD 7462207.44000000 1.044511332321 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 5.00000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 165000.00000000 PA USD 159225.00000000 0.022287281374 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 320327.00000000 0.044837293018 Long DBT CORP IT Y 2 2026-09-22 Variable 2.56900000 N N N N N N OPENLANE, Inc. 5493004HKD20LBSG7D03 48238TAA7 118000.00000000 PA USD 114312.50000000 0.016000721319 Long DBT CORP US Y 2 2025-06-01 Fixed 5.12500000 N N N N N N Carvana Auto Receivables Trust N/A 14688EAC3 850000.00000000 PA USD 845211.53000000 0.118307220536 Long ABS-O CORP US Y 2 2027-12-10 Fixed 5.98000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 470000.00000000 PA USD 450065.09000000 0.062997188240 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972EAB1 382000.00000000 PA USD 326911.78000000 0.045758987755 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 249000.00000000 PA USD 238641.60000000 0.033403501251 Long DBT CORP US Y 2 2028-05-01 Fixed 8.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AENW2 106533.71000000 PA USD 96295.90000000 0.013478874664 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DH9 755000.00000000 PA USD 731617.05000000 0.102407002993 Long DBT CORP US N 2 2029-07-27 Variable 5.28200000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AG2 278000.00000000 PA USD 230045.00000000 0.032200205016 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 699010.04000000 0.097842885507 Long DBT CORP US N 2 2026-04-02 Variable 3.38400000 N N N N N N Five Corners Funding Trust III N/A 33830GAA9 290000.00000000 PA USD 284482.08000000 0.039819953920 Long DBT CORP US Y 2 2033-02-15 Fixed 5.79100000 N N N N N N Allied Universal Holdco LLC N/A 019576AB3 474000.00000000 PA USD 421860.00000000 0.059049222927 Long DBT CORP US Y 2 2027-07-15 Fixed 9.75000000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65343HAA9 515000.00000000 PA USD 458350.00000000 0.064156856133 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 419625.00000000 0.058736382142 Long DBT CORP NL Y 2 2026-08-15 Fixed 5.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACM7 440000.00000000 PA USD 438756.34000000 0.061414262862 Long DBT CORP US Y 2 2026-09-21 Fixed 5.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 1575000.00000000 PA USD 1368213.37000000 0.191513621336 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 16412EAA5 405000.00000000 PA USD 365737.48000000 0.051193557078 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 605360.01000000 0.084734362541 Long DBT CORP US Y 2 2024-07-05 Fixed 0.78100000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537EAC9 435000.00000000 PA USD 427118.63000000 0.059785291801 Long ABS-O CORP US Y 2 2033-07-15 Fixed 6.61000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAG6 354000.00000000 PA USD 322458.60000000 0.045135660541 Long DBT CORP US Y 2 2028-07-15 Fixed 5.00000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAR5 480000.00000000 PA USD 471392.40000000 0.065982446578 Long DBT CORP US N 2 2029-01-12 Fixed 5.50000000 N N N N N N Olympus Water US Holding Corp. 549300YU2GGVCBN3MY89 681639AA8 402000.00000000 PA USD 326633.04000000 0.045719971541 Long DBT CORP US Y 2 2028-10-01 Fixed 4.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XTD8 4255437.96000000 PA USD 4133965.21000000 0.578645601048 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259AY6 255000.00000000 PA USD 134193.75000000 0.018783569570 Long DBT CORP US Y 2 2030-03-01 Fixed 5.50000000 N N N N N N Kronos Acquisition Holdings, Inc. N/A 50106GAF9 273000.00000000 PA USD 235462.50000000 0.032958511481 Long DBT CORP US Y 2 2027-12-31 Fixed 7.00000000 N N N N N N Clarios Global LP N/A 18060TAC9 339000.00000000 PA USD 330948.75000000 0.046324056597 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375NAB1 400000.00000000 PA USD 397353.08000000 0.055618903431 Long ABS-O CORP US Y 2 2030-04-22 Fixed 5.56000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EMT4 17167516.99000000 PA USD 16619165.90000000 2.326242905447 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345AQ5 238000.00000000 PA USD 225647.80000000 0.031584713519 Long DBT CORP US Y 2 2031-02-15 Fixed 9.00000000 N N N N N N Interstate Power & Light Co. EF9UQIIO4KY2BWOK3P26 461070AT1 355000.00000000 PA USD 208709.93000000 0.029213860483 Long DBT CORP US N 2 2051-11-30 Fixed 3.10000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781CA0 285000.00000000 PA USD 278284.83000000 0.038952503114 Long DBT CORP US Y 2 2026-06-24 Fixed 4.50000000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 023551AJ3 360000.00000000 PA USD 381589.45000000 0.053412412885 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N Bain Capital Specialty Finance, Inc. 549300V2JL72R0EYBK64 05684BAC1 450000.00000000 PA USD 387914.54000000 0.054297757903 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 317517.46000000 0.044444031856 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 328476.44000000 0.045977998700 Long ABS-O CORP US Y 2 2028-02-15 Fixed 1.53000000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAY4 342000.00000000 PA USD 306568.80000000 0.042911509538 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBP3 610000.00000000 PA USD 595094.77000000 0.083297500916 Long DBT CORP US N 2 2028-07-01 Fixed 5.25000000 N N N N N N Harley-Davidson Motorcycle Trust N/A 41285AAC1 390092.62000000 PA USD 378453.50000000 0.052973462971 Long ABS-O CORP US N 2 2026-11-16 Fixed 0.56000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XTC0 7260954.04000000 PA USD 6888243.46000000 0.964171582150 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.00000000 N N N N N N N/A N/A N/A 28.00000000 NC USD -59422.36000000 -0.00831755601 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2023-12-19 3025750.00000000 USD -59422.36000000 N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BH5 240000.00000000 PA USD 238418.23000000 0.033372235369 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105UAC7 248114.10000000 PA USD 246116.43000000 0.034449779408 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 153191.93000000 0.021442811418 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N Piedmont Operating Partnership LP 549300WKGDPAS39FBD10 720198AE0 65000.00000000 PA USD 45486.68000000 0.006366930042 Long DBT CORP US N 2 2030-08-15 Fixed 3.15000000 N N N N N N Videotron Ltd. 549300LW4GNJRBECSD81 92660FAN4 175000.00000000 PA USD 146781.25000000 0.020545486068 Long DBT CORP CA Y 2 2029-06-15 Fixed 3.62500000 N N N N N N Blue Owl Capital Corp. 2549000BD79OOCPF2L94 69121KAC8 260000.00000000 PA USD 243298.95000000 0.034055406856 Long DBT CORP US N 2 2025-07-22 Fixed 3.75000000 N N N N N N PHH Mortgage Corp. PAOOWF3GUFM46FBSP561 69356NAA2 185000.00000000 PA USD 165101.40000000 0.023109821680 Long DBT CORP US Y 2 2026-03-15 Fixed 7.87500000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AU1 760000.00000000 PA USD 742405.47000000 0.103917095956 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 -1227827.55000000 -0.17186332602 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77838046.20000000 USD 11308000000.00000000 JPY 2023-12-15 -1227827.55000000 N N N JBS USA LUX SA N/A 47214BAB4 760000.00000000 PA USD 732843.91000000 0.102578730887 Long DBT CORP US Y 2 2053-11-15 Fixed 7.25000000 N N N N N N US Acute Care Solutions LLC N/A 90367UAA9 359000.00000000 PA USD 307842.50000000 0.043089793791 Long DBT CORP US Y 2 2026-03-01 Fixed 6.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 404102.15000000 0.056563594416 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8520000.00000000 EUR 9425377.80000000 USD 2023-11-07 404102.15000000 N N N CrownRock LP N/A 228701AF5 390000.00000000 PA USD 383740.50000000 0.053713502893 Long DBT CORP US Y 2 2025-10-15 Fixed 5.62500000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AN6 76000.00000000 PA USD 63422.00000000 0.008877399650 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -102966.73000000 -0.01441261412 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4790000000.00000000 CLP 5272601.19000000 USD 2023-11-08 -102966.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -116521.29000000 -0.01630989339 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25550000000.00000000 COP 6094070.51000000 USD 2023-10-30 -116521.29000000 N N N DT Auto Owner Trust N/A 23346CAC2 360000.00000000 PA USD 354385.94000000 0.049604642235 Long ABS-O CORP US Y 2 2029-02-15 Fixed 5.41000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -281525.21000000 -0.03940607046 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17673048.60000000 USD 402000000.00000000 CZK 2023-11-16 -281525.21000000 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCE6 480000.00000000 PA USD 461455.30000000 0.064591515859 Long DBT CORP US N 2 2033-07-15 Fixed 5.37500000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAC3 365000.00000000 PA USD 363051.92000000 0.050817649832 Long DBT CORP IE Y 2 2026-09-16 Variable 6.25300000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BR5 715000.00000000 PA USD 693892.13000000 0.097126513705 Long DBT CORP US N 2 2029-06-12 Variable 5.58200000 N N N N N N Varex Imaging Corp. 549300CWYWPVCT8E9W67 92214XAC0 198000.00000000 PA USD 198495.00000000 0.027784040925 Long DBT CORP US Y 2 2027-10-15 Fixed 7.87500000 N N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AK3 365000.00000000 PA USD 296509.72000000 0.041503504850 Long DBT CORP US N 2 2028-10-12 Fixed 3.12500000 N N N N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAE1 62000.00000000 PA USD 40920.00000000 0.005727715835 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N Bread Financial Holdings, Inc. 549300G8S4PO686J7H97 018581AK4 234000.00000000 PA USD 225810.00000000 0.031607417221 Long DBT CORP US Y 2 2024-12-15 Fixed 4.75000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607LWW9 1030000.00000000 PA USD 1023461.87000000 0.143257545439 Long DBT CORP CA N 2 2033-10-03 Fixed 6.09200000 N N N N N N Drive Auto Receivables Trust N/A 262081AD4 154821.54000000 PA USD 153933.51000000 0.021546612970 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 400000.00000000 PA USD 387802.32000000 0.054282050076 Long DBT CORP US N 2 2025-05-23 Fixed 3.95000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383TZS5 1963153.44000000 PA USD 321668.38000000 0.045025050678 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 5.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CL6 405000.00000000 PA USD 325436.66000000 0.045552510038 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N Summit Materials LLC N/A 86614RAN7 178000.00000000 PA USD 161090.00000000 0.022548331961 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 17225.53000000 PA USD 17156.03000000 0.002401389655 Long ABS-O CORP US Y 2 2026-03-16 Fixed 3.28000000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BBA7 505000.00000000 PA USD 481712.33000000 0.067426963354 Long DBT CORP US N 2 2033-08-15 Fixed 5.45000000 N N N N N N Northern Star Resources Ltd. 254900XFXCRYYZAX6M78 66573RAA6 300000.00000000 PA USD 279427.23000000 0.039112408846 Long DBT CORP AU Y 2 2033-04-11 Fixed 6.12500000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610BE4 615000.00000000 PA USD 514833.17000000 0.072063003426 Long DBT CORP US N 2 2037-05-21 Variable 5.64100000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AD4 110000.00000000 PA USD 104718.90000000 0.014657871499 Long DBT CORP CA Y 2 2025-06-15 Fixed 3.85000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCZ1 335000.00000000 PA USD 321181.25000000 0.044956865384 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N Presidio Holdings, Inc. N/A 74101XAF7 254000.00000000 PA USD 242382.04000000 0.033927063749 Long DBT CORP US Y 2 2028-02-01 Fixed 8.25000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DE6 530000.00000000 PA USD 509971.09000000 0.071382441046 Long DBT CORP US N 2 2033-09-07 Fixed 5.62500000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAB4 750000.00000000 PA USD 728256.53000000 0.101936619229 Long DBT CORP US Y 2 2028-05-15 Fixed 5.70000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 493000.00000000 PA USD 436305.00000000 0.061071140210 Long DBT CORP CA Y 2 2025-11-01 Fixed 5.50000000 N N N N N N World Omni Automobile Lease Securitization Trust N/A 981944AD3 345000.00000000 PA USD 341876.37000000 0.047853633872 Long ABS-O CORP US N 2 2026-09-15 Fixed 5.07000000 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 88632QAE3 194000.00000000 PA USD 171690.00000000 0.024032051117 Long DBT CORP US Y 2 2029-03-31 Fixed 6.50000000 N N N N N N M&T Equipment 2023-LEAF1 Notes N/A 551925AB6 290000.00000000 PA USD 287565.89000000 0.040251605615 Long ABS-O CORP US Y 2 2030-07-15 Fixed 5.74000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAJ6 785000.00000000 PA USD 784206.76000000 0.109768169042 Long DBT CORP FR Y 2 2029-10-03 Variable 6.31600000 N N N N N N Matthews International Corp. 549300ZVC5O0ATML6U61 577128AA9 789000.00000000 PA USD 758426.25000000 0.106159580690 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 3567428.82000000 0.499345516685 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2C5 125000.00000000 PA USD 101344.73000000 0.014185577097 Long DBT CORP US Y 2 2028-09-20 Fixed 2.00000000 N N N N N N Blue Owl Credit Income Corp. 5493003I42XBWPE05N35 69120VAP6 105000.00000000 PA USD 104174.21000000 0.014581629330 Long DBT CORP US N 2 2027-09-16 Fixed 7.75000000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2H0 85000.00000000 PA USD 80175.24000000 0.011222409377 Long DBT CORP US Y 2 2025-01-13 Fixed 1.75000000 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 41284VAC6 905000.00000000 PA USD 892881.96000000 0.124979817720 Long DBT CORP US Y 2 2028-03-10 Fixed 6.50000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAJ7 275000.00000000 PA USD 180155.25000000 0.025216961832 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 93940.00000000 0.013149111083 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AQ0 206000.00000000 PA USD 138730.70000000 0.019418622365 Long DBT CORP CA Y 2 2028-09-30 Fixed 11.00000000 N N N N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 073685AK5 210000.00000000 PA USD 202912.50000000 0.028402373885 Long DBT CORP US Y 2 2030-08-01 Fixed 6.50000000 N N N N N N Flagship Credit Auto Trust N/A 33844WAC4 145000.00000000 PA USD 141754.32000000 0.019841849055 Long ABS-O CORP US Y 2 2027-06-15 Fixed 0.93000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 15913.01000000 0.002227399788 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 600000.00000000 CHF 676622.41000000 USD 2023-12-12 15913.01000000 N N N Flagship Credit Auto Trust N/A 33845XAC1 61702.15000000 PA USD 59944.39000000 0.008390626388 Long ABS-O CORP US Y 2 2027-02-16 Fixed 1.28000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TQ1 1490000.00000000 PA USD 1295719.94000000 0.181366461831 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 430000.00000000 PA USD 424548.33000000 0.059425517900 Long DBT CORP US N 2 2029-07-27 Variable 6.33900000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AT7 315000.00000000 PA USD 308643.14000000 0.043201862178 Long DBT CORP US Y 2 2028-09-20 Fixed 5.40000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002XBD6 355000.00000000 PA USD 278947.11000000 0.039045204767 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 2.11800000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CS5 385000.00000000 PA USD 351102.17000000 0.049145001437 Long DBT CORP US N 2 2054-08-01 Fixed 5.35000000 N N N N N N Central Parent LLC N/A 154915AA0 185000.00000000 PA USD 184537.50000000 0.025830360726 Long DBT CORP US Y 2 2029-06-15 Fixed 8.00000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AV1 230000.00000000 PA USD 226027.90000000 0.031637917448 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 440673.98000000 0.061682681655 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 334000.00000000 PA USD 294755.00000000 0.041257890541 Long DBT CORP AU Y 2 2030-01-27 Fixed 5.00000000 N N N N N N Hyatt Hotels Corp. T27JQIMTYSH41TCD5186 448579AQ5 375000.00000000 PA USD 372207.90000000 0.052099244446 Long DBT CORP US N 2 2027-01-30 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VBG4 529969.65000000 PA USD 470528.04000000 0.065861459079 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475AD3 270000.00000000 PA USD 234225.00000000 0.032785294268 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 194638.00000000 0.027244163115 Long DBT CORP KR Y 2 2024-04-16 Fixed 1.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABE0 370000.00000000 PA USD 370017.95000000 0.051792709468 Long DBT CORP DK Y 2 2026-09-22 Variable 6.25900000 N N N N N N DT Auto Owner Trust N/A 26253WAE8 155000.00000000 PA USD 147010.57000000 0.020577584792 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 217633.67000000 0.030462947651 Long DBT CORP US N 2 2026-08-15 Fixed 1.30000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZS2 850000.00000000 PA USD 825861.45000000 0.115598722011 Long DBT CORP CA N 2 2028-08-01 Fixed 5.20000000 N N N N N N Greystar Real Estate Partners LLC 254900HGC806SXAS4M46 39807UAD8 380000.00000000 PA USD 376200.00000000 0.052658032677 Long DBT CORP US Y 2 2030-09-01 Fixed 7.75000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02156LAA9 200000.00000000 PA USD 175837.50000000 0.024612591230 Long DBT CORP FR Y 2 2027-02-01 Fixed 8.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DET5 2063513.68000000 PA USD 1801090.87000000 0.252105002357 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 600000.00000000 PA USD 563827.38000000 0.078920894737 Long DBT CORP US Y 2 2025-01-12 Fixed 1.75000000 N N N N N N Gen Digital, Inc. YF6ZV0M6AU4FY94MK914 871503AU2 462000.00000000 PA USD 451027.50000000 0.063131900141 Long DBT CORP US Y 2 2025-04-15 Fixed 5.00000000 N N N N N N Minerals Technologies, Inc. 549300D3I1QU67GP6403 603158AA4 359000.00000000 PA USD 329274.80000000 0.046089747948 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 8016.94000000 PA USD 8004.57000000 0.001120427720 Long ABS-O CORP US Y 2 2027-01-15 Fixed 0.81000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397C68 200000.00000000 PA USD 202500.00000000 0.028344634814 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00867FAA6 293000.00000000 PA USD 247171.87000000 0.034597513044 Long DBT CORP US Y 2 2028-05-01 Fixed 6.62500000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2P9 1580000.00000000 PA USD 1512337.29000000 0.211687151610 Long DBT CORP CA N 2 2024-08-06 Fixed 0.75000000 N N N N N N Ford Credit Auto Owner Trust N/A 34535CAA4 915000.00000000 PA USD 896947.42000000 0.125548874407 Long ABS-O CORP US Y 2 2036-02-15 Fixed 5.28000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFV8 2190000.00000000 PA USD 2112520.21000000 0.295696858716 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263LAC3 142899.75000000 PA USD 142053.61000000 0.019883741725 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 668304.49000000 0.093544922043 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 619345.44000000 0.086691952200 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.99999960 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HX4 305000.00000000 PA USD 287636.50000000 0.040261489144 Long DBT CORP US N 2 2053-12-01 Fixed 5.87500000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AS8 780000.00000000 PA USD 741477.75000000 0.103787239736 Long DBT CORP US N 2 2024-08-18 Fixed 0.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -97976.97000000 -0.01371417992 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 10567501.00000000 USD 242000000.00000000 CZK 2023-11-16 -97976.97000000 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCK9 575000.00000000 PA USD 568056.65000000 0.079512880484 Long DBT CORP US N 2 2024-12-06 Variable 1.34300000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDZ6 1075000.00000000 PA USD 1069438.38000000 0.149693038703 Long DBT CORP US N 2 2025-10-10 Fixed 6.05000000 N N N N N N Blue Racer Midstream LLC N/A 095796AH1 259000.00000000 PA USD 259971.25000000 0.036389087128 Long DBT CORP US Y 2 2025-12-15 Fixed 7.62500000 N N N N N N Fortune Brands Innovations, Inc. 54930032LHW54PQUJD44 34964CAG1 345000.00000000 PA USD 253964.16000000 0.035548253684 Long DBT CORP US N 2 2052-03-25 Fixed 4.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAF2 175000.00000000 PA USD 171918.20000000 0.024063993071 Long ABS-O CORP US Y 2 2028-08-15 Fixed 5.74000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -72013.46000000 -0.01007997642 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 9590000.00000000 CHF 10488325.04000000 USD 2023-12-12 -72013.46000000 N N N Hudson Pacific Properties LP 5493007NTUGLGZ8T3526 44409MAD8 425000.00000000 PA USD 353558.22000000 0.049488783365 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 152511.07000000 0.021347509058 Long DBT CORP US N 2 2025-09-01 Fixed 3.35000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -16795.12000000 -0.00235087181 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1222721.80000000 USD 178000000.00000000 JPY 2023-12-15 -16795.12000000 N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AH5 650000.00000000 PA USD 648026.02000000 0.090706473516 Long DBT CORP CA Y 2 2026-06-26 Fixed 6.27100000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 267000.00000000 PA USD 250312.50000000 0.035037118034 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 331738.11000000 0.046434546083 Long DBT CORP US Y 2 2023-12-15 Fixed 1.20000000 N N N N N N CCO Holdings LLC N/A 1248EPBR3 144000.00000000 PA USD 139055.04000000 0.019464021372 Long DBT CORP US Y 2 2026-05-01 Fixed 5.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAS2 320000.00000000 PA USD 307026.62000000 0.042975592208 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -62321.30000000 -0.00872333081 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4710000000.00000000 CLP 5223466.78000000 USD 2023-11-08 -62321.30000000 N N N Flagship Credit Auto Trust N/A 33843XAC3 420000.00000000 PA USD 423875.38000000 0.059331322730 Long ABS-O CORP US Y 2 2027-06-15 Fixed 6.32000000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EBA5 501000.00000000 PA USD 441997.23000000 0.061867901596 Long DBT CORP US Y 2 2029-04-15 Fixed 5.12500000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAD5 406000.00000000 PA USD 378688.38000000 0.053006339948 Long DBT CORP US Y 2 2026-03-01 Fixed 6.00000000 N N N N N N McAfee Corp. 2549009UKR8UEZYVCR93 579063AB4 528000.00000000 PA USD 440880.00000000 0.061711518997 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 983850.84000000 PA USD 822121.50000000 0.115075228100 Long ABS-O CORP US Y 2 2069-12-16 Fixed 0.97000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAB3 302000.00000000 PA USD 291430.00000000 0.040792478636 Long DBT CORP US Y 2 2026-08-15 Fixed 7.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EJ76 1047408.25000000 PA USD 990995.99000000 0.138713182414 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Rocket Mortgage LLC N/A 77313LAA1 189000.00000000 PA USD 165386.34000000 0.023149705731 Long DBT CORP US Y 2 2026-10-15 Fixed 2.87500000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAN8 190000.00000000 PA USD 188035.08000000 0.026319929258 Long ABS-O CORP US Y 2 2028-07-17 Fixed 7.23000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DSJ2 196414.74000000 PA USD 157060.08000000 0.021984249933 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 348000.00000000 PA USD 223513.44000000 0.031285959668 Long DBT CORP US Y 2 2028-03-01 Fixed 6.12500000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332PAD3 416000.00000000 PA USD 413907.52000000 0.057936086426 Long DBT CORP US Y 2 2026-05-01 Fixed 7.00000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BQ0 525000.00000000 PA USD 522838.05000000 0.073183474539 Long DBT CORP US Y 2 2033-10-06 Fixed 6.50000000 N N N N N N Avnet, Inc. XJI53DCPL7QABOWK4Z75 053807AV5 275000.00000000 PA USD 252044.68000000 0.035279577340 Long DBT CORP US N 2 2032-06-01 Fixed 5.50000000 N N N N N N Genesis Energy LP N/A 37185LAL6 572000.00000000 PA USD 540540.00000000 0.075661278530 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 302328.76000000 0.042318016276 Long DBT CORP US N 2 2052-03-09 Fixed 3.05000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAC8 495000.00000000 PA USD 503782.04000000 0.070516138023 Long DBT CORP IE Y 2 2026-10-14 Variable 7.58300000 N N N N N N Navient Private Education Refi Loan Trust N/A 63941JAA6 70236.24000000 PA USD 65345.07000000 0.009146578499 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 199818.33000000 PA USD 198161.36000000 0.027737340165 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 453000.00000000 PA USD 399206.25000000 0.055878298132 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163JAE4 695000.00000000 PA USD 539493.54000000 0.075514801856 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.38790000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168AAA8 522000.00000000 PA USD 489375.00000000 0.068499534134 Long DBT CORP US Y 2 2027-07-15 Fixed 10.50000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VBP8 140000.00000000 PA USD 136646.15000000 0.019126840595 Long DBT CORP US Y 2 2033-09-15 Fixed 5.25000000 N N N N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320BA3 120000.00000000 PA USD 114820.21000000 0.016071787267 Long DBT CORP US N 2 2033-03-01 Fixed 5.50000000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2C3 775000.00000000 PA USD 646326.60000000 0.090468599741 Long DBT CORP US Y 2 2029-01-06 Fixed 2.65000000 N N N N N N United Wholesale Mortgage LLC 549300HW662MN1WU8550 913229AA8 729000.00000000 PA USD 614089.55000000 0.085956266854 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 025286AC9 309095.64000000 PA USD 305324.43000000 0.042737330707 Long ABS-O CORP US Y 2 2027-11-15 Fixed 0.98000000 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAE5 605000.00000000 PA USD 540854.15000000 0.075705251207 Long DBT CORP NZ Y 2 2027-01-27 Fixed 2.28500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530EAE4 370000.00000000 PA USD 368784.22000000 0.051620019956 Long ABS-O CORP US Y 2 2029-10-12 Fixed 6.44000000 N N N N N N Mex Bonos Desarr Fix Rt 254900EGTWEU67VP6075 N/A 210000000.00000000 PA 10275690.72000000 1.438324449000 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.49999880 N N N N N N BBCMS Mortgage Trust N/A 05552XBG2 755000.00000000 PA USD 597836.18000000 0.083681225683 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 12022.50000000 PA USD 11937.21000000 0.001670893126 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 102829.49000000 0.014393404158 Long ABS-O CORP US Y 2 2027-05-17 Fixed 4.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XH25 12370565.23000000 PA USD 12013577.93000000 1.681582613523 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.50000000 N N N N N N CSMC LLC 549300818AKCJ4Q9TD76 12649AAA7 272398.91000000 PA USD 237252.26000000 0.033209030462 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 232984.76000000 0.032611693528 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 403000.00000000 PA USD 388330.80000000 0.054356023274 Long DBT CORP US Y 2 2025-07-15 Fixed 6.75000000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 05552BAA4 274000.00000000 PA USD 224680.00000000 0.031449247160 Long DBT CORP US Y 2 2029-01-15 Fixed 6.25000000 N N N N N N Toyota Auto Loan Extended Note Trust 549300XP7ILZSI1BWP36 89237JAA4 110000.00000000 PA USD 102306.31000000 0.014320172820 Long ABS-O CORP US Y 2 2033-05-25 Fixed 1.35000000 N N N N N N Affirm Asset Securitization Trust N/A 00834JAA8 105000.00000000 PA USD 105340.90000000 0.014744935019 Long ABS-O CORP US Y 2 2028-01-18 Fixed 6.61000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179X5G7 5843895.57000000 PA USD 5541640.53000000 0.775682849850 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1310757.40000000 0.183471307817 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35650000.00000000 GBP 44825418.75000000 USD 2023-12-08 1310757.40000000 N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEM9 490000.00000000 PA USD 482837.67000000 0.067584481139 Long DBT CORP US N 2 2028-07-07 Fixed 5.12500000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TLB9 875000.00000000 PA USD 870524.03000000 0.121850299888 Long DBT CORP US N 2 2028-09-11 Fixed 5.25000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263DAB3 768250.02000000 PA USD 757482.38000000 0.106027463897 Long ABS-O CORP US Y 2 2026-04-15 Fixed 1.53000000 N N N N N N Jackson Financial, Inc. 213800WXW2KG1N4CO374 46817MAN7 230000.00000000 PA USD 144173.06000000 0.020180408571 Long DBT CORP US N 2 2051-11-23 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYU46 791694.49000000 PA USD 785202.99000000 0.109907614847 Long ABS-MBS USGSE US N 2 2028-03-25 Floating 5.56134840 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAL1 475000.00000000 PA USD 464881.27000000 0.065071060889 Long DBT CORP US Y 2 2028-08-03 Fixed 5.10000000 N N N N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 245575.30550000 PA USD 0.00000000 0.000000 Long DBT CORP ZA Y 3 2022-12-31 Fixed 3.00000000 Y N Y N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFK8 250000.00000000 PA USD 222999.93000000 0.031214081873 Long ABS-MBS USGSE US N 2 2027-01-25 Fixed 1.54500000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAE1 297000.00000000 PA USD 257276.25000000 0.036011858531 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 255000.00000000 PA USD 234916.20000000 0.032882043955 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAA0 290000.00000000 PA USD 243971.20000000 0.034149504045 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168QAC9 189000.00000000 PA USD 169627.50000000 0.023743355762 Long DBT CORP US Y 2 2028-11-01 Fixed 5.87500000 N N N N N N Dell International LLC N/A 24703DBE0 2750000.00000000 PA USD 1831736.50000000 0.256394578609 Long DBT CORP US Y 2 2041-12-15 Fixed 3.37500000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAG7 385000.00000000 PA USD 314411.17000000 0.044009233556 Long DBT CORP US N 2 2028-09-30 Fixed 2.85000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674ZW3 1240000.00000000 PA USD 1222052.61000000 0.171054987428 Long DBT CORP CH N 2 2028-09-11 Fixed 5.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 274031.08000000 0.038357090816 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2486000000.00000000 JPY 17116355.41000000 USD 2023-12-15 274031.08000000 N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 62886HBL4 240000.00000000 PA USD 242548.80000000 0.033950405731 Long DBT CORP BM Y 2 2028-02-01 Fixed 8.37500000 N N N N N N Ziggo Bond Co. BV 213800JYI4P7V5QDOG59 98954UAB9 348000.00000000 PA USD 317584.80000000 0.044453457671 Long DBT CORP NL Y 2 2027-01-15 Fixed 6.00000000 N N N N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAF4 355000.00000000 PA USD 272462.50000000 0.038137531175 Long DBT CORP US Y 2 2031-02-01 Fixed 4.37500000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAM7 410000.00000000 PA USD 329020.90000000 0.046054208675 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 140000.00000000 PA USD 133700.00000000 0.018714457652 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 311160.62000000 PA USD 301927.68000000 0.042261875703 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 11449.29000000 PA USD 11424.56000000 0.001599135709 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 783000.00000000 PA USD 652959.36000000 0.091397010408 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 381565.22000000 0.053409021327 Long DBT CORP BM Y 2 2028-01-26 Fixed 2.85000000 N N N N N N CarMax Auto Owner Trust N/A 142921AD7 550000.00000000 PA USD 543256.62000000 0.076041533354 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 7640000.00000000 PA USD 4839265.39000000 0.677368939500 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGT2 1530000.00000000 PA USD 1467245.37000000 0.205375477508 Long DBT UST US N 2 2028-03-31 Fixed 3.62500000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233WBM0 495000.00000000 PA USD 484498.08000000 0.067816894547 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TK4 3370000.00000000 PA USD 2728968.04000000 0.381983222289 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMT6 505000.00000000 PA USD 471314.43000000 0.065971532844 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHC8 3955000.00000000 PA USD 3588111.66000000 0.502240566298 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N Scientific Games Holdings LP N/A 80874DAA4 267000.00000000 PA USD 230955.00000000 0.032327580906 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 391627.57000000 0.054817483727 Long ABS-MBS CORP US Y 2 2043-10-15 Floating 6.59648160 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2U5 525000.00000000 PA USD 517363.51000000 0.072417183986 Long DBT CORP CA N 2 2028-07-17 Fixed 5.52300000 N N N N N N Morgan Stanley Capital I Trust N/A 61692BBP4 275000.00000000 PA USD 214203.63000000 0.029982832929 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.04100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 26365.06000000 0.003690409864 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 36330000.00000000 BRL 7236619.33000000 USD 2023-10-19 26365.06000000 N N N Genesis Energy LP N/A 37185LAM4 133000.00000000 PA USD 128178.75000000 0.017941628936 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN3E0 3340413.74000000 PA USD 2774093.36000000 0.388299571505 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Med Trust N/A 58403YAD8 716561.07000000 PA USD 697521.33000000 0.097634505550 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 6.39648000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAN7 385000.00000000 PA USD 387327.06000000 0.054215526268 Long DBT CORP DE N 2 2027-07-13 Variable 7.14600000 N N N N N N Blue Owl Credit Income Corp. 5493003I42XBWPE05N35 69120VAR2 615000.00000000 PA USD 610305.27000000 0.085426567917 Long DBT CORP US Y 2 2028-06-13 Fixed 7.95000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAF9 450000.00000000 PA USD 427110.75000000 0.059784188809 Long DBT CORP US N 2 2024-11-15 Fixed 1.50000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BK7 431000.00000000 PA USD 397597.50000000 0.055653115755 Long DBT CORP LR Y 2 2027-07-15 Fixed 5.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -316506.14000000 -0.04430247385 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 7212283.42000000 USD 2560000000.00000000 HUF 2023-11-14 -316506.14000000 N N N Crocs, Inc. 549300B0J6YCXD63OG72 227046AB5 296000.00000000 PA USD 228426.16000000 0.031973610307 Long DBT CORP US Y 2 2031-08-15 Fixed 4.12500000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 103186AB8 300000.00000000 PA USD 298128.00000000 0.041730021174 Long DBT CORP US Y 2 2025-10-02 Fixed 7.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -27958.53000000 -0.00391345344 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10064857.60000000 USD 232000000.00000000 CZK 2023-11-16 -27958.53000000 N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 323000.00000000 PA USD 302812.50000000 0.042385727060 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N BANK5 N/A 06211EAF8 385000.00000000 PA USD 394393.00000000 0.055204570658 Long ABS-MBS CORP US N 2 2056-09-15 Variable 6.72400080 N N N N N N GS Mortgage Securities Corp. Trust N/A 36192RAA0 305000.00000000 PA USD 208431.63000000 0.029174905857 Long ABS-MBS CORP US Y 2 2034-11-05 Fixed 2.95400000 N N N N N N Equifax, Inc. 5493004MCF8JDC86VS77 294429AW5 610000.00000000 PA USD 589003.62000000 0.082444901299 Long DBT CORP US N 2 2028-06-01 Fixed 5.10000000 N N N N N N Armor Holdco, Inc. 254900X6HLK0YPTHHF09 04625PAA9 206000.00000000 PA USD 178426.90000000 0.024975038624 Long DBT CORP US Y 2 2029-11-15 Fixed 8.50000000 N N N N N N Marlette Funding Trust N/A 57109NAA7 55272.30000000 PA USD 55094.14000000 0.007711719894 Long ABS-O CORP US Y 2 2032-11-15 Fixed 5.18000000 N N N N N N BBCMS Mortgage Trust N/A 05493BAA6 215000.00000000 PA USD 204786.92000000 0.028664743022 Long ABS-MBS CORP US Y 2 2037-10-15 Floating 7.58747880 N N N N N N Hyundai Capital Services, Inc. 549300MALMDAGL2ZJJ27 44920UAS7 270000.00000000 PA USD 253670.40000000 0.035507135067 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 233000.00000000 PA USD 223680.00000000 0.031309273655 Long DBT CORP US Y 2 2028-05-01 Fixed 5.75000000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 023551AF1 200000.00000000 PA USD 214942.50000000 0.030086255153 Long DBT CORP US N 2 2029-10-01 Fixed 7.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B9Z56 2775711.42000000 PA USD 2300791.36000000 0.322049831520 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190AM6 385000.00000000 PA USD 382742.94000000 0.053573870923 Long DBT CORP US N 2 2028-09-18 Fixed 5.85000000 N N N N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 00790RAB0 80000.00000000 PA USD 76617.60000000 0.010724434036 Long DBT CORP US Y 2 2030-06-15 Fixed 6.37500000 N N N N N N BANK N/A 06541LBG0 400000.00000000 PA USD 333725.92000000 0.046712786817 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.50661960 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BN1 300000.00000000 PA USD 240020.40000000 0.033596496720 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BM8 200000.00000000 PA USD 199000.00000000 0.027854727545 Long DBT CORP US Y 2 2028-05-15 Fixed 11.25000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAC1 624000.00000000 PA USD 544377.60000000 0.076198440854 Long DBT CORP US Y 2 2027-04-15 Fixed 9.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7K8 3210705.60000000 PA USD 2723207.79000000 0.381176939905 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A6GU9 366557.73000000 PA USD 293226.90000000 0.041043997028 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AK5 380000.00000000 PA USD 366853.37000000 0.051349752113 Long DBT CORP US N 2 2028-03-28 Fixed 4.95000000 N N N N N N Morgan Stanley Direct Lending Fund 549300QEX22T2J8IB029 61774AAD5 315000.00000000 PA USD 291658.19000000 0.040824419190 Long DBT CORP US N 2 2027-02-11 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 71153.66000000 0.009959627201 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 52220000.00000000 BRL 10435025.88000000 USD 2023-10-19 71153.66000000 N N N Primo Water Holdings, Inc. 9845008F9A5F2E1D4832 74168LAA4 273000.00000000 PA USD 232732.50000000 0.032576383811 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 536860.00000000 0.075146176031 Long DBT CORP US Y 2 2027-07-15 Fixed 3.75000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BW3 405000.00000000 PA USD 399330.85000000 0.055895738831 Long DBT CORP US Y 2 2028-08-01 Fixed 6.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ED80 15901759.10000000 PA USD 14193474.46000000 1.986710371921 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625AA5 261000.00000000 PA USD 236045.79000000 0.033040156627 Long DBT CORP US Y 2 2028-04-01 Fixed 4.87500000 N N N N N N Coca-Cola Europacific Partners plc 549300LTH67W4GWMRF57 19123MAE3 505000.00000000 PA USD 490559.88000000 0.068665385941 Long DBT CORP GB Y 2 2024-05-03 Fixed 0.80000000 N N N N N N LSF11 A5 HoldCo LLC 254900FPK7P5WNA66Y10 50221DAA7 244000.00000000 PA USD 201629.40000000 0.028222773880 Long DBT CORP US Y 2 2029-10-15 Fixed 6.62500000 N N N N N N Crown Americas LLC RPPGGRL1J75WGF2DFO04 228180AB1 256000.00000000 PA USD 237107.20000000 0.033188725905 Long DBT CORP US N 2 2030-04-01 Fixed 5.25000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3F9 370000.00000000 PA USD 351256.54000000 0.049166609147 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAQ2 465000.00000000 PA USD 452172.98000000 0.063292236992 Long DBT CORP US Y 2 2033-09-15 Fixed 6.05000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166AAD6 19193.08000000 PA USD 19157.25000000 0.002681507433 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 276000.00000000 PA USD 268768.80000000 0.037620511039 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 5850.84000000 PA USD 5842.18000000 0.000817750412 Long ABS-O CORP US Y 2 2026-04-15 Fixed 3.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 128864.92000000 0.018037674556 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 411500000.00000000 ZAR 21778248.21000000 USD 2023-11-15 128864.92000000 N N N Western Union Co. (The) 28ID94QU1140NC23S047 959802AZ2 175000.00000000 PA USD 155762.43000000 0.021802613314 Long DBT CORP US N 2 2026-03-15 Fixed 1.35000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AR5 361000.00000000 PA USD 299630.00000000 0.041940261379 Long DBT CORP US Y 2 2031-09-15 Fixed 4.50000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAA8 207000.00000000 PA USD 174915.00000000 0.024483465671 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 347455.47000000 0.048634560056 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 1166984.29000000 0.163346881649 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 840854.56000000 0.117697360173 Long DBT CORP GB Y 2 2024-04-06 Fixed 0.65000000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAA9 529000.00000000 PA USD 427828.75000000 0.059884689786 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 721814.18000000 0.101034860917 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 6.88219920 N N N N N N CCO Holdings LLC N/A 1248EPCQ4 228000.00000000 PA USD 182970.00000000 0.025610952256 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 271429.80000000 0.037992980536 Long DBT CORP US N 2 2026-10-15 Fixed 1.05000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DJ6 275000.00000000 PA USD 272545.32000000 0.038149123781 Long DBT CORP US N 2 2028-10-27 Variable 6.36100000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 448980AD4 340000.00000000 PA USD 337368.57000000 0.047222661305 Long ABS-O CORP US Y 2 2026-06-15 Fixed 5.15000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AU3 20000.00000000 PA USD 16260.42000000 0.002276027984 Long DBT CORP US N 2 2032-09-15 Fixed 4.40000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802927AE3 325000.00000000 PA USD 323836.14000000 0.045328479644 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.77000000 N N N N N N Morgan Stanley Capital I Trust N/A 61772TBH6 775000.00000000 PA USD 602555.60000000 0.084341819443 Long ABS-MBS CORP US N 2 2054-10-15 Fixed 2.57400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGC9 3595000.00000000 PA USD 3485416.85000000 0.487866013771 Long DBT UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N ARD Finance SA 6354006P6QPGGPVJW880 00191AAD8 410000.00000000 PA USD 309550.00000000 0.043328798551 Long DBT CORP LU Y 2 2027-06-30 Fixed 6.50000160 N N Y N N N XPO Escrow Sub LLC N/A 98379JAA3 234000.00000000 PA USD 237596.35000000 0.033257193945 Long DBT CORP US Y 2 2027-11-15 Fixed 7.50000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAK9 295000.00000000 PA USD 291759.04000000 0.040838535518 Long DBT CORP CA Y 2 2028-03-14 Fixed 5.70000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86959LAP8 770000.00000000 PA USD 747654.60000000 0.104651835082 Long DBT CORP SE Y 2 2028-06-15 Fixed 5.50000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534QAA9 735000.00000000 PA USD 737276.07000000 0.103199115858 Long ABS-O CORP US Y 2 2032-10-15 Fixed 6.57000000 N N N N N N Mercedes-Benz Auto Receivables Trust N/A 58772WAC7 469375.60000000 PA USD 453945.77000000 0.063540380622 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.46000000 N N N N N N Aethon United BR LP N/A 00810GAC8 357000.00000000 PA USD 354183.27000000 0.049576273804 Long DBT CORP US Y 2 2026-02-15 Fixed 8.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECA6 2755272.14000000 PA USD 2283849.21000000 0.319678379398 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BT0 345000.00000000 PA USD 334361.30000000 0.046801723182 Long DBT CORP US Y 2 2028-05-01 Fixed 5.55000000 N N N N N N Nevada Power Co. MJZFGXRJ52U8U4MKJ519 641423CG1 420000.00000000 PA USD 405308.32000000 0.056732426259 Long DBT CORP US N 2 2054-03-15 Fixed 6.00000000 N N N N N N Rolls-Royce plc X57JK1U580XATGR67572 77578JAC2 400000.00000000 PA USD 385800.00000000 0.054001778327 Long DBT CORP GB Y 2 2027-10-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJ3F8 3182338.66000000 PA USD 2744316.79000000 0.384131640628 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDJ9 5846138.48000000 PA USD 4648285.75000000 0.650636849857 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAA1 287000.00000000 PA USD 187769.75000000 0.026282790088 Long DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N Hercules Capital, Inc. 549300UJ5OC256GR2B73 427096AJ1 525000.00000000 PA USD 458352.41000000 0.064157193470 Long DBT CORP US N 2 2027-01-20 Fixed 3.37500000 N N N N N N Commonbond Student Loan Trust N/A 20268AAA0 404047.30000000 PA USD 327481.67000000 0.045838757256 Long ABS-O CORP US Y 2 2051-09-25 Fixed 1.17000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285XAE5 155000.00000000 PA USD 153226.63000000 0.021447668499 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.77000000 N N N N N N FMC Corp. CKDHZ2X64EEBQCSP7013 302491AY1 385000.00000000 PA USD 339571.42000000 0.047531001942 Long DBT CORP US N 2 2053-05-18 Fixed 6.37500000 N N N N N N Canadian Pacer Auto Receivables Trust N/A 13646CAD8 350311.60000000 PA USD 341126.92000000 0.047748730729 Long ABS-O CORP CA Y 2 2025-10-20 Fixed 0.50000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AX0 253000.00000000 PA USD 230862.50000000 0.032314633357 Long DBT CORP US Y 2 2030-06-30 Fixed 7.37500000 N N N N N N BANK N/A 06539XAH7 250000.00000000 PA USD 193691.58000000 0.027111689391 Long ABS-MBS CORP US N 2 2063-04-15 Fixed 2.14400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHZ2 4095463.01000000 PA USD 3887799.28000000 0.544188892951 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.00000000 N N N N N N Ardagh Packaging Finance plc N/A 03969AAN0 200000.00000000 PA USD 182356.00000000 0.025525008524 Long DBT CORP US Y 2 2026-08-15 Fixed 4.12500000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AP3 360000.00000000 PA USD 352965.60000000 0.049405832266 Long DBT CORP US Y 2 2025-04-01 Fixed 5.00000000 N N N N N N Sealed Air Corp. N/A 812127AA6 150000.00000000 PA USD 145680.00000000 0.020391340245 Long DBT CORP US Y 2 2028-02-01 Fixed 6.12500000 N N N N N N Exeter Automobile Receivables Trust N/A 30165JAD8 179298.28000000 PA USD 178254.85000000 0.024950956183 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.05000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AY5 815000.00000000 PA USD 807515.86000000 0.113030825473 Long DBT CORP GB N 2 2027-08-07 Variable 5.98500000 N N N N N N Avient Corp. SM8L9RZYIB34LNTWO040 05368VAA4 283000.00000000 PA USD 278047.50000000 0.038919283202 Long DBT CORP US Y 2 2030-08-01 Fixed 7.12500000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAQ2 166000.00000000 PA USD 162605.30000000 0.022760433814 Long DBT CORP CA Y 2 2024-06-01 Fixed 4.87500000 N N N N N N Golub Capital BDC, Inc. 2549005WE0QLGK9APF78 38173MAB8 3605000.00000000 PA USD 3155116.55000000 0.441632722993 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAD0 350000.00000000 PA USD 345992.19000000 0.048429739625 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.61000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042QAJ9 11082.95000000 PA USD 11017.86000000 0.001542208484 Long ABS-O CORP US Y 2 2025-11-17 Fixed 1.24000000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AC4 400000.00000000 PA USD 386500.00000000 0.054099759781 Long DBT CORP DE Y 2 2053-09-06 Variable 6.35000000 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508RAE6 140000.00000000 PA USD 137375.00000000 0.019228860284 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N BANK N/A 06540DBH7 1045000.00000000 PA USD 816067.15000000 0.114227779509 Long ABS-MBS CORP US N 2 2064-09-15 Fixed 2.47000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KHXH9 1753154.54000000 PA USD 1463601.78000000 0.204865471444 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAA3 291000.00000000 PA USD 284883.18000000 0.039876097292 Long DBT CORP US Y 2 2025-08-15 Fixed 6.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 203707.65000000 0.028513673817 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 24982792.94000000 USD 268600000.00000000 NOK 2024-01-18 203707.65000000 N N N Delek Logistics Partners LP N/A 24665FAB8 380000.00000000 PA USD 371450.00000000 0.051993158527 Long DBT CORP US N 2 2025-05-15 Fixed 6.75000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HW6 575000.00000000 PA USD 557156.66000000 0.077987170676 Long DBT CORP US N 2 2033-11-15 Fixed 5.20000000 N N N N N N BroadStreet Partners, Inc. 549300BS9N54G8DD0R75 11135RAA3 286000.00000000 PA USD 252395.00000000 0.035328612858 Long DBT CORP US Y 2 2029-04-15 Fixed 5.87500000 N N N N N N New England Power Co. 549300DTVRGN9GYD5U85 644188BG8 130000.00000000 PA USD 74738.03000000 0.010461344034 Long DBT CORP US Y 2 2050-10-06 Fixed 2.80700000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCZ6 670000.00000000 PA USD 655434.54000000 0.091743470029 Long DBT CORP US N 2 2029-06-08 Variable 6.31200000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 338000.00000000 PA USD 293891.00000000 0.041136953433 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 838511.95000000 0.117369456840 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 389000.00000000 PA USD 313534.00000000 0.043886452996 Long DBT CORP US Y 2 2032-02-15 Fixed 3.62500000 N N N N N N Blue Owl Technology Finance Corp. 254900G5EZJSOD3UKL16 691205AC2 820000.00000000 PA USD 759117.46000000 0.106256331776 Long DBT CORP US Y 2 2025-12-15 Fixed 4.75000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABA8 1150000.00000000 PA USD 1090082.13000000 0.152582616752 Long DBT CORP DK Y 2 2025-09-10 Variable 0.97600000 N N N N N N Intelligent Packaging Ltd. Finco, Inc. N/A 45827MAA5 345000.00000000 PA USD 301012.50000000 0.042133774750 Long DBT CORP CA Y 2 2028-09-15 Fixed 6.00000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBG0 760000.00000000 PA USD 719211.41000000 0.100670542077 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAG0 213000.00000000 PA USD 207142.50000000 0.028994461812 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAD9 670000.00000000 PA USD 576675.70000000 0.080719319124 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N N Open Text Holdings, Inc. N/A 683720AC0 526000.00000000 PA USD 418317.28000000 0.058553335990 Long DBT CORP US Y 2 2031-12-01 Fixed 4.12500000 N N N N N N DC Commercial Mortgage Trust N/A 24023AAA8 295000.00000000 PA USD 293795.63000000 0.041123604159 Long ABS-MBS CORP US Y 2 2040-09-12 Fixed 6.31430000 N N N N N N INEOS Quattro Finance 2 plc 213800V48W4Y5MT5Q131 45674GAA2 200000.00000000 PA USD 183500.00000000 0.025685138214 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 677889.79000000 0.094886610083 Long DBT CORP US Y 2 2027-01-06 Fixed 2.25000000 N N N N N N Albertsons Cos., Inc. N/A 013092AF8 212000.00000000 PA USD 196100.00000000 0.027448804380 Long DBT CORP US Y 2 2026-03-15 Fixed 3.25000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAL6 630000.00000000 PA USD 614420.35000000 0.086002570089 Long DBT CORP US Y 2 2025-05-13 Fixed 5.12500000 N N N N N N Grifols SA 959800HSSNXWRKBK4N60 39843UAA0 210000.00000000 PA USD 179287.50000000 0.025095499823 Long DBT CORP ES Y 2 2028-10-15 Fixed 4.75000000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 156700BB1 370000.00000000 PA USD 210900.00000000 0.029520412258 Long DBT CORP US Y 2 2026-12-15 Fixed 5.12500000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DZ0 570000.00000000 PA USD 523123.94000000 0.073223491564 Long DBT CORP US N 2 2053-06-01 Fixed 5.87500000 N N N N N N Carvana Auto Receivables Trust N/A 14688FAB2 377500.35000000 PA USD 378609.33000000 0.052995275042 Long ABS-O CORP US Y 2 2027-04-12 Fixed 6.36000000 N N N N N N White Cap Buyer LLC N/A 96350RAA2 337000.00000000 PA USD 297402.50000000 0.041628470396 Long DBT CORP US Y 2 2028-10-15 Fixed 6.87500000 N N N N N N DT Auto Owner Trust N/A 23345RAC0 565000.00000000 PA USD 561820.24000000 0.078639948316 Long ABS-O CORP US Y 2 2028-07-17 Fixed 6.74000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACA3 285000.00000000 PA USD 235900.77000000 0.033019857669 Long DBT CORP US Y 2 2028-09-15 Fixed 2.10000000 N N N N N N United Auto Credit Securitization Trust N/A 90944KAD7 255000.00000000 PA USD 251954.00000000 0.035266884543 Long ABS-O CORP US Y 2 2027-05-10 Fixed 5.81000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HCB1 460000.00000000 PA USD 412818.31000000 0.057783625884 Long DBT CORP IT Y 2 2054-06-20 Variable 7.77800000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKU8 535000.00000000 PA USD 506253.11000000 0.070862022353 Long DBT CORP US N 2 2030-05-17 Fixed 4.55000000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AD1 120000.00000000 PA USD 119598.82000000 0.016740666059 Long ABS-O CORP US N 2 2027-09-15 Fixed 6.11000000 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAB1 250000.00000000 PA USD 236667.68000000 0.033127204750 Long DBT CORP NZ Y 2 2025-02-21 Fixed 2.00000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BS4 225000.00000000 PA USD 223491.33000000 0.031282864854 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529XAC9 70000.00000000 PA USD 70679.89000000 0.009893311954 Long ABS-O CORP US Y 2 2029-02-15 Fixed 7.86000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAF2 271000.00000000 PA USD 256772.50000000 0.035941346878 Long DBT CORP US Y 2 2026-03-15 Fixed 4.75000000 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCB9 110000.00000000 PA USD 104161.75000000 0.014579885261 Long DBT CORP US Y 2 2025-07-15 Fixed 3.30000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBP8 435000.00000000 PA USD 417883.53000000 0.058492622482 Long DBT CORP US Y 2 2027-07-06 Fixed 4.71400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHN4 1505000.00000000 PA USD 1495019.14000000 0.209263069449 Long DBT UST US N 2 2025-07-31 Fixed 4.75000000 N N N N N N AdaptHealth LLC N/A 00653VAA9 229000.00000000 PA USD 198085.00000000 0.027726651788 Long DBT CORP US Y 2 2028-08-01 Fixed 6.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AD3T3 48350.08000000 PA USD 43643.23000000 0.006108895883 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 235000.00000000 PA USD 214564.40000000 0.030033331171 Long DBT CORP US Y 2 2028-06-01 Fixed 7.12500000 N N N N N N Unilever Capital Corp. MYF1DAS6G5WY7PRWCU78 904764BT3 1065000.00000000 PA USD 1032245.50000000 0.144487020919 Long DBT CORP US N 2 2033-12-08 Fixed 5.00000000 N N N N N N Great-West Lifeco US Finance 2020 LP N/A 391399AA0 160000.00000000 PA USD 145400.05000000 0.020352154662 Long DBT CORP US Y 2 2025-08-12 Fixed 0.90400000 N N N N N N Ritchie Bros Holdings, Inc. N/A 76774LAC1 196000.00000000 PA USD 198450.00000000 0.027777742117 Long DBT CORP US Y 2 2031-03-15 Fixed 7.75000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAH4 177000.00000000 PA USD 176821.23000000 0.024750287366 Long DBT CORP US Y 2 2032-01-15 Fixed 7.25000000 N N N N N N Carvana Auto Receivables Trust N/A 14687HAD5 91531.26000000 PA USD 86782.89000000 0.012147305309 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.72000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285UAE1 665000.00000000 PA USD 647960.57000000 0.090697312250 Long ABS-O CORP US N 2 2027-08-16 Fixed 4.13000000 N N N N N N Bread Financial Holdings, Inc. 549300G8S4PO686J7H97 018581AL2 266000.00000000 PA USD 246050.00000000 0.034440480968 Long DBT CORP US Y 2 2026-01-15 Fixed 7.00000000 N N N N N N Sixth Street Specialty Lending, Inc. 549300TX61566GJWCN05 83012AAB5 200000.00000000 PA USD 197781.00000000 0.027684099842 Long DBT CORP US N 2 2028-08-14 Fixed 6.95000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2F1 255000.00000000 PA USD 252344.91000000 0.035321601586 Long DBT CORP US Y 2 2023-12-08 Fixed 1.25000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 137000.00000000 PA USD 117306.25000000 0.016419767000 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 562000.00000000 PA USD 476851.38000000 0.066746559144 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 155015.85000000 0.021698111894 Long DBT CORP US Y 2 2024-12-15 Fixed 1.75000000 N N N N N N Sigma Holdco BV 254900RAPCKVT00GAO59 82660CAA0 219000.00000000 PA USD 181770.00000000 0.025442984050 Long DBT CORP NL Y 2 2026-05-15 Fixed 7.87500000 N N N N N N Barings BDC, Inc. 549300GSF4KFZP6ONG49 06759LAC7 170000.00000000 PA USD 148409.37000000 0.020773379731 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BL5 210000.00000000 PA USD 227850.00000000 0.031892963172 Long DBT CORP LR Y 2 2027-08-15 Fixed 11.62500000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAE1 345000.00000000 PA USD 302985.90000000 0.042409998466 Long DBT CORP FI Y 2 2026-09-30 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YDL5 5726804.95000000 PA USD 5680990.51000000 0.795188155008 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N AutoNation, Inc. N/A 05329WAN2 170000.00000000 PA USD 164307.94000000 0.022998758303 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 18912UAA0 341000.00000000 PA USD 296243.75000000 0.041466276097 Long DBT CORP US Y 2 2029-09-30 Fixed 9.00000000 N N N N N N Trustage Financial Group, Inc. 549300X7YNHNZXTI6F10 89787EAA9 290000.00000000 PA USD 241864.84000000 0.033854669452 Long DBT CORP US Y 2 2032-04-15 Fixed 4.62500000 N N N N N N M.D.C. Holdings, Inc. 5299005FV4VNV75R8R35 552676AV0 485000.00000000 PA USD 268272.90000000 0.037551098178 Long DBT CORP US N 2 2061-08-06 Fixed 3.96600000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BNKZ5 3289171.98000000 PA USD 2933511.84000000 0.410613934953 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N BPR Trust N/A 05592DAA2 310000.00000000 PA USD 304380.41000000 0.042605192918 Long ABS-MBS CORP US Y 2 2037-04-15 Floating 7.23020040 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355LAM8 790000.00000000 PA USD 641369.64000000 0.089774756675 Long DBT CORP US N 2 2028-09-15 Fixed 2.37500000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 636000.00000000 PA USD 597840.00000000 0.083681760382 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A45H5 343911.40000000 PA USD 275111.03000000 0.038508255203 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DZ9 1415000.00000000 PA USD 1397694.27000000 0.195640166247 Long DBT CORP GB N 2 2027-08-14 Variable 5.88700000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHA2 6890000.00000000 PA USD 6569169.22000000 0.919509642340 Long DBT UST US N 2 2028-04-30 Fixed 3.50000000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBM9 360000.00000000 PA USD 272700.00000000 0.038170774883 Long DBT CORP US Y 2 2031-09-01 Fixed 3.87500000 N N N N N N Northwest Fiber LLC N/A 667449AC6 141000.00000000 PA USD 115267.50000000 0.016134396017 Long DBT CORP US Y 2 2028-02-15 Fixed 6.00000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAM4 300000.00000000 PA USD 266395.50000000 0.037288311919 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 266066.40000000 0.037242246638 Long ABS-O CORP US N 2 2028-04-18 Fixed 4.38000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FBB2 300000.00000000 PA USD 297967.44000000 0.041707547028 Long DBT CORP FR Y 2 2028-07-13 Fixed 5.79000000 N N N N N N Axalta Coating Systems LLC N/A 05454NAA7 300000.00000000 PA USD 277875.00000000 0.038895137772 Long DBT CORP US Y 2 2027-06-15 Fixed 4.75000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAH8 177000.00000000 PA USD 148237.50000000 0.020749322485 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHT1 72280000.00000000 PA USD 68304961.40000000 9.560884873505 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N Williams Scotsman, Inc. 549300DAKDS8SCO1OT57 96949VAL7 328000.00000000 PA USD 326032.00000000 0.045635841865 Long DBT CORP US Y 2 2031-10-01 Fixed 7.37500000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 327000.00000000 PA USD 282446.25000000 0.039534991658 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 380000.00000000 PA USD 364159.21000000 0.050972641094 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ELY4 7014290.75000000 PA USD 6790245.89000000 0.950454518770 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Park Intermediate Holdings LLC N/A 70052LAB9 283000.00000000 PA USD 257034.75000000 0.035978054929 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 227526.91000000 PA USD 199529.66000000 0.027928865912 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 131465.56000000 0.018401695253 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 162750.00000000 0.022780687980 Long DBT CORP US Y 2 2029-09-01 Fixed 4.00000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 74166NAA2 280000.00000000 PA USD 233100.00000000 0.032627824075 Long DBT CORP US Y 2 2032-07-15 Fixed 4.87500000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAF1 296000.00000000 PA USD 281200.00000000 0.039360549677 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHX2 2570000.00000000 PA USD 2545121.89000000 0.356249632246 Long DBT UST US N 2 2028-08-31 Fixed 4.37500000 N N N N N N Likewize Corp. TF9O1XIG83ZLXX7WN472 10947XAA0 249000.00000000 PA USD 245887.50000000 0.034417735273 Long DBT CORP US Y 2 2025-10-15 Fixed 9.75000000 N N N N N N Capstone Borrower, Inc. 254900YSP2BAI3YKIX08 140944AA7 188000.00000000 PA USD 183535.00000000 0.025690037287 Long DBT CORP US Y 2 2030-06-15 Fixed 8.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B36 410000.00000000 PA USD 343375.00000000 0.048063402367 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1266225.81000000 -0.17723806507 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 18922924.42000000 USD 192800000.00000000 SEK 2023-10-17 -1266225.81000000 N N N Open Text Corp. 549300HP7ONDQODZJV16 683715AF3 198000.00000000 PA USD 198481.14000000 0.027782100892 Long DBT CORP CA Y 2 2027-12-01 Fixed 6.90000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DF3 460000.00000000 PA USD 422908.91000000 0.059196042536 Long DBT CORP US N 2 2034-05-01 Variable 5.04300000 N N N N N N Comerica Bank 70WY0ID1N53Q4254VH70 20034DJA8 250000.00000000 PA USD 237303.00000000 0.033216132717 Long DBT CORP US N 2 2024-07-23 Fixed 2.50000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 131000.00000000 PA USD 111022.50000000 0.015540208487 Long DBT CORP US Y 2 2029-06-01 Fixed 4.87500000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAY0 280000.00000000 PA USD 272405.90000000 0.038129608675 Long DBT CORP US N 2 2033-11-15 Fixed 6.70000000 N N N N N N DLLMT LLC N/A 232989AC7 590000.00000000 PA USD 581862.78000000 0.081445372894 Long ABS-O CORP US Y 2 2027-03-22 Fixed 5.34000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89239BAC5 553613.79000000 PA USD 535698.52000000 0.074983599604 Long ABS-O CORP US N 2 2026-01-15 Fixed 0.43000000 N N N N N N GM Financial Automobile Leasing Trust N/A 362548AD1 255000.00000000 PA USD 252372.15000000 0.035325414464 Long ABS-O CORP US N 2 2026-07-20 Fixed 5.05000000 N N N N N N F&G Annuities & Life, Inc. N/A 30190AAC8 495000.00000000 PA USD 495688.99000000 0.069383325446 Long DBT CORP US N 2 2028-01-13 Fixed 7.40000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64953BBF4 755000.00000000 PA USD 752764.90000000 0.105367141686 Long DBT CORP US Y 2 2026-09-18 Fixed 5.45000000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAG3 325000.00000000 PA USD 318773.26000000 0.044619810583 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHE4 6235000.00000000 PA USD 5977853.64000000 0.836741127895 Long DBT UST US N 2 2028-05-31 Fixed 3.62500000 N N N N N N Ford Credit Auto Owner Trust N/A 345340AA1 275000.00000000 PA USD 246812.03000000 0.034547144978 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 308000.00000000 PA USD 297432.52000000 0.041632672401 Long DBT CORP US Y 2 2025-06-15 Fixed 4.62500000 N N N N N N HB Fuller Co. JSMX3Z5FOYM8V0Q52357 40410KAA3 177000.00000000 PA USD 156645.00000000 0.021926149730 Long DBT CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N 1011778 BC ULC N/A 68245XAK5 220000.00000000 PA USD 218350.00000000 0.030563214872 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 543926.71000000 PA USD 523508.57000000 0.073277329574 Long ABS-O CORP US N 2 2026-11-10 Fixed 0.70000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAD3 380000.00000000 PA USD 363371.12000000 0.050862329375 Long DBT CORP US N 2 2053-02-15 Fixed 6.50000000 N N N N N N Shift4 Payments LLC N/A 82453AAA5 406000.00000000 PA USD 382655.00000000 0.053561561653 Long DBT CORP US Y 2 2026-11-01 Fixed 4.62500000 N N N N N N Bell Telephone Co. of Canada or Bell Canada 5493000G3EFX9S7TDE29 0778FPAL3 460000.00000000 PA USD 430314.91000000 0.060232686316 Long DBT CORP CA N 2 2033-05-11 Fixed 5.10000000 N N N N N N Star Parent, Inc. 254900GRGCJYRMDRWT73 855170AA4 188000.00000000 PA USD 189921.36000000 0.026583958482 Long DBT CORP US Y 2 2030-10-01 Fixed 9.00000000 N N N N N N BPR Trust N/A 05592CAA4 420000.00000000 PA USD 406096.03000000 0.056842684789 Long ABS-MBS CORP US Y 2 2038-12-15 Floating 6.85800000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D26 200000.00000000 PA USD 199096.00000000 0.027868165002 Long DBT CORP US N 2 2026-06-10 Fixed 6.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDC1 2856584.93000000 PA USD 2270388.28000000 0.317794205842 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 463308.38000000 0.064850897962 Long DBT CORP NZ Y 2 2032-06-17 Variable 5.28400000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066RAD7 190000.00000000 PA USD 181079.90000000 0.025346388334 Long ABS-O CORP US N 2 2027-01-19 Fixed 0.69000000 N N N N N N Verscend Escrow Corp. N/A 92535WAA8 677000.00000000 PA USD 675307.50000000 0.094525157900 Long DBT CORP US Y 2 2026-08-15 Fixed 9.75000000 N N N N N N Windstream Escrow LLC N/A 97382WAA1 295000.00000000 PA USD 233787.50000000 0.032724055859 Long DBT CORP US Y 2 2028-08-15 Fixed 7.75000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEL9 550000.00000000 PA USD 535930.73000000 0.075016102852 Long DBT CORP US Y 2 2024-04-12 Fixed 0.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MNMH6 2684752.64000000 PA USD 2225395.49000000 0.311496407315 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 -374698.22000000 -0.05244782326 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 12496181.72000000 USD 4500000000.00000000 HUF 2023-11-14 -374698.22000000 N N N LCM Investments Holdings II LLC 549300P5V78NNQTG4428 50190EAA2 250000.00000000 PA USD 210625.00000000 0.029481919544 Long DBT CORP US Y 2 2029-05-01 Fixed 4.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -14533.68000000 -0.00203433013 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 1435027.84000000 USD 27000000.00000000 ZAR 2023-11-15 -14533.68000000 N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXB0 335000.00000000 PA USD 330023.07000000 0.046194485923 Long DBT CORP US N 2 2028-07-14 Fixed 4.95000000 N N N N N N CCO Holdings LLC N/A 1248EPCN1 496000.00000000 PA USD 389980.00000000 0.054586867579 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 14879EAK4 295000.00000000 PA USD 242879.40000000 0.033996680972 Long DBT CORP US Y 2 2030-04-01 Fixed 3.50000000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 370000.00000000 PA USD 273319.37000000 0.038257470273 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACJ4 375000.00000000 PA USD 361001.89000000 0.050530699947 Long DBT CORP US Y 2 2030-06-26 Fixed 5.70000000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498AY2 238000.00000000 PA USD 238595.00000000 0.033396978486 Long DBT CORP US N 2 2028-03-15 Fixed 6.87500000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAQ9 155000.00000000 PA USD 156356.25000000 0.021885732381 Long DBT CORP US Y 2 2029-02-01 Fixed 7.62500000 N N N N N N Crestwood Midstream Partners LP N/A 226373AR9 459000.00000000 PA USD 443072.70000000 0.062018438902 Long DBT CORP US Y 2 2029-02-01 Fixed 6.00000000 N N N N N N Brand Industrial Services, Inc. 549300B658W2BPDQMW42 104931AA8 65000.00000000 PA USD 65333.45000000 0.009144952006 Long DBT CORP US Y 2 2030-08-01 Fixed 10.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNEU2 16939395.26000000 PA USD 12900763.93000000 1.805765147756 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B85 268000.00000000 PA USD 250245.00000000 0.035027669822 Long DBT CORP US N 2 2025-02-10 Fixed 2.30000000 N N N N N N N/A N/A N/A 35050000.00000000 PA USD -40249.54000000 -0.00563386919 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 40-V1 Markit CDX North American High Yield Index Series 40-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 0.00000000 USD 600358.30000000 USD 35050000.00000000 USD -40249.54000000 N N N Crestwood Midstream Partners LP N/A 226373AT5 158000.00000000 PA USD 160915.10000000 0.022523850595 Long DBT CORP US Y 2 2031-02-01 Fixed 7.37500000 N N N N N N Frontier Issuer LLC N/A 35910EAA2 605000.00000000 PA USD 578294.33000000 0.080945884439 Long ABS-O CORP US Y 2 2053-08-20 Fixed 6.60000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAM2 1535000.00000000 PA USD 1523216.88000000 0.213210005958 Long DBT CORP US N 2 2026-08-10 Variable 5.79800000 N N N N N N Windsor Holdings III LLC 254900IXUJZ9H146T437 97360AAA5 480000.00000000 PA USD 472800.00000000 0.066179473284 Long DBT CORP US Y 2 2030-06-15 Fixed 8.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCS0 409000.00000000 PA USD 379858.75000000 0.053170160739 Long DBT CORP US Y 2 2029-09-01 Fixed 6.37500000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565ECF0 865000.00000000 PA USD 823860.69000000 0.115318668621 Long DBT CORP US Y 2 2033-08-11 Fixed 5.15000000 N N N N N N Weekley Homes LLC N/A 948565AD8 196000.00000000 PA USD 169050.00000000 0.023662521063 Long DBT CORP US Y 2 2028-09-15 Fixed 4.87500000 N N N N N N ION Trading Technologies Sarl 5493009ZVXOKZLQ6QJ12 46205YAA9 400000.00000000 PA USD 347800.00000000 0.048682785127 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 316261.96000000 0.044268295120 Long DBT CORP NO Y 2 2026-09-16 Variable 1.12700000 N N N N N N Callon Petroleum Co. 549300EFOWPEB0WLZW21 13123XBF8 166000.00000000 PA USD 160465.56000000 0.022460926906 Long DBT CORP US Y 2 2030-06-15 Fixed 7.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -280530.42000000 -0.03926682621 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 7060000000.00000000 HUF 18736730.36000000 USD 2023-11-14 -280530.42000000 N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2E1 485000.00000000 PA USD 470505.39000000 0.065858288679 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 493397.27000000 0.069062545365 Long DBT CORP JP Y 2 2026-09-16 Fixed 1.23900000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAK7 390000.00000000 PA USD 377415.99000000 0.052828239059 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163GAU4 780000.00000000 PA USD 596459.45000000 0.083488519959 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 123326.98000000 PA USD 122577.63000000 0.017157620537 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 67372.98000000 PA USD 61832.84000000 0.008654959354 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 498529.68000000 0.069780946783 Long ABS-MBS CORP US N 2 2063-06-15 Fixed 2.43800000 N N N N N N Emerald Debt Merger Sub LLC 98450099EE3A0ZD5F786 29103CAA6 406000.00000000 PA USD 391798.12000000 0.054841356208 Long DBT CORP US Y 2 2030-12-15 Fixed 6.62500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002UAJ0 100000.00000000 PA USD 76883.48000000 0.010761650191 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 60140000.00000000 PA USD 42586968.27000000 5.961047226960 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N Carvana Auto Receivables Trust N/A 14687NAC4 355000.00000000 PA USD 355013.88000000 0.049692537197 Long ABS-O CORP US Y 2 2028-10-10 Fixed 6.16000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHV6 2915000.00000000 PA USD 2909194.49000000 0.407210150235 Long DBT UST US N 2 2025-08-31 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -456791.71000000 -0.06393873682 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 11808442.50000000 USD 9300000.00000000 GBP 2023-12-08 -456791.71000000 N N N Credit Acceptance Auto Loan Trust N/A 224936AE4 100000.00000000 PA USD 99129.65000000 0.013875524585 Long ABS-O CORP US Y 2 2033-12-15 Fixed 7.62000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AU5 395000.00000000 PA USD 319958.85000000 0.044785761772 Long DBT CORP US N 2 2062-02-15 Variable 3.87500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAN4 60000.00000000 PA USD 60192.00000000 0.008425285228 Long DBT CORP US Y 2 2025-06-15 Fixed 7.12500000 N N N N N N New Economy Assets Phase 1 Sponsor LLC N/A 643821AA9 695000.00000000 PA USD 597640.23000000 0.083653797874 Long ABS-O CORP US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N Park Intermediate Holdings LLC N/A 70052LAC7 400000.00000000 PA USD 340000.00000000 0.047590991786 Long DBT CORP US Y 2 2029-05-15 Fixed 4.87500000 N N N N N N Rackspace Technology Global, Inc. 549300QTYCKLMFSE8I97 750098AA3 253000.00000000 PA USD 86652.50000000 0.012129054164 Long DBT CORP US Y 2 2028-12-01 Fixed 5.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLH0 270000.00000000 PA USD 250842.72000000 0.035111334786 Long DBT CORP US N 2 2034-04-25 Variable 5.28800000 N N N N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 00182EBP3 455000.00000000 PA USD 432117.82000000 0.060485045948 Long DBT CORP NZ Y 2 2025-02-18 Fixed 2.16600000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 389375AL0 286000.00000000 PA USD 189475.00000000 0.026521479908 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 -8404.66000000 -0.00117642972 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 570817.11000000 USD 13000000.00000000 CZK 2023-11-16 -8404.66000000 N N N American Credit Acceptance Receivables Trust N/A 02530QAC1 17213.85000000 PA USD 17102.29000000 0.002393867479 Long ABS-O CORP US Y 2 2026-12-14 Fixed 1.31000000 N N N N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889AC3 360000.00000000 PA USD 351321.26000000 0.049175668233 Long DBT CORP US Y 2 2028-06-15 Fixed 5.75000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JBN7 250000.00000000 PA USD 235628.83000000 0.032981793274 Long DBT CORP AU Y 2 2034-06-15 Variable 5.88700000 N N N N N N CarMax Auto Owner Trust N/A 14317DAC4 0.02000000 PA USD 0.02000000 0.000000002799 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.55000000 N N N N N N VT Topco, Inc. 5493007T812R37X02Y38 91838PAA9 223000.00000000 PA USD 220783.38000000 0.030903823600 Long DBT CORP US Y 2 2030-08-15 Fixed 8.50000000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98311AAB1 262000.00000000 PA USD 234490.00000000 0.032822387247 Long DBT CORP US Y 2 2028-08-15 Fixed 4.37500000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GAS6 720000.00000000 PA USD 716212.37000000 0.100250755936 Long ABS-O CORP US Y 2 2038-04-18 Fixed 5.80000000 N N N N N N N/A N/A N/A 31900000.00000000 PA -293248.01000000 -0.04104695186 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 iTraxx Europe Crossover Index Series 40-V1 iTraxx Europe Crossover Index Series 40-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2028-12-20 0.00000000 USD 766659.14000000 USD 31900000.00000000 EUR -293248.01000000 N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAU7 211000.00000000 PA USD 205725.00000000 0.028796049368 Long DBT CORP US Y 2 2031-05-15 Fixed 7.25000000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168AAB6 298000.00000000 PA USD 287942.50000000 0.040304321037 Long DBT CORP US Y 2 2026-07-15 Fixed 6.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFS7 2800407.99000000 PA USD 2710959.60000000 0.379462517818 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N SCOTT Trust N/A 810064AA3 480000.00000000 PA USD 465452.69000000 0.065151044549 Long ABS-MBS CORP US Y 2 2040-03-15 Fixed 5.90975000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGU2 1535000.00000000 PA USD 1508671.53000000 0.211174042333 Long ABS-O CORP US Y 2 2028-02-22 Fixed 5.44000000 N N N N N N Hill City Funding Trust N/A 43137PAA8 350000.00000000 PA USD 223983.66000000 0.031351778010 Long DBT CORP US Y 2 2041-08-15 Fixed 4.04600000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112BV4 725000.00000000 PA USD 737193.05000000 0.103187495258 Long DBT CORP US N 2 2029-11-01 Fixed 6.75000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AX2 266000.00000000 PA USD 220115.00000000 0.030810268109 Long DBT CORP US Y 2 2032-02-15 Fixed 5.00000000 N N N N N N CarNow Auto Receivables Trust N/A 14367RAA6 49394.23000000 PA USD 49390.85000000 0.006913410402 Long ABS-O CORP US Y 2 2024-12-16 Fixed 6.62000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX68 15043454.95000000 PA USD 14609333.94000000 2.044919681031 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N National Australia Bank Ltd. 549300E2IPL06NDXMZ63 63253QAE4 455000.00000000 PA USD 441255.00000000 0.061764009061 Long DBT CORP AU N 2 2028-06-13 Fixed 4.90000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCK6 8740000.00000000 PA USD 7072845.00000000 0.990010906779 Long DBT NUSS MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36262XAC8 495184.19000000 PA USD 491995.06000000 0.068866273116 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 622680.75000000 0.087158807232 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 30067.97000000 PA USD 29953.80000000 0.004192738381 Long ABS-O CORP US Y 2 2026-11-16 Fixed 1.31000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWAF0 263620.58000000 PA USD 202087.19000000 0.028286852351 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 054989AD0 385000.00000000 PA USD 362793.85000000 0.050781526869 Long DBT CORP US N 2 2053-08-02 Fixed 7.08100000 N N N N N N Flagship Credit Auto Trust N/A 33843EAJ0 460000.00000000 PA USD 448076.29000000 0.062718808933 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.81000000 N N N N N N Olin Corp. 549300GKK294V7W57P06 680665AL0 198000.00000000 PA USD 185748.75000000 0.025999903634 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 301626.36000000 0.042219698886 Long DBT CORP US Y 2 2025-05-13 Fixed 3.35000000 N N N N N N Neptune Bidco US, Inc. 549300VG15T3VCYZ4531 640695AA0 237000.00000000 PA USD 214781.25000000 0.030063684425 Long DBT CORP US Y 2 2029-04-15 Fixed 9.29000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3579.80000000 -0.00050107715 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 25380012.04000000 USD 20790000.00000000 GBP 2023-12-08 -3579.80000000 N N N Interstate Power and Light Co. EF9UQIIO4KY2BWOK3P26 461070AU8 245000.00000000 PA USD 241343.60000000 0.033781709663 Long DBT CORP US N 2 2033-10-15 Fixed 5.70000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043JAJ4 855000.00000000 PA USD 818359.40000000 0.114548633776 Long ABS-O CORP US Y 2 2027-01-15 Fixed 1.58000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNCA8 3241617.03000000 PA USD 2468762.04000000 0.345561276380 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Blue Racer Midstream LLC N/A 095796AE8 255000.00000000 PA USD 248625.00000000 0.034800912744 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N AEP Transmission Co. LLC 549300X123Z1I0LA3Y84 00115AAN9 150000.00000000 PA USD 86334.65000000 0.012084563585 Long DBT CORP US N 2 2051-08-15 Fixed 2.75000000 N N N N N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAB9 520000.00000000 PA USD 440419.20000000 0.061647019205 Long DBT CORP US Y 2 2029-01-18 Fixed 2.70000000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919VAA3 462000.00000000 PA USD 342457.50000000 0.047934976676 Long DBT CORP US Y 2 2027-03-01 Fixed 4.00000000 N N N N N N Expedia Group, Inc. N/A 30212PAS4 290000.00000000 PA USD 290392.69000000 0.040647282719 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 543400000.00000000 PA 19907067.78000000 2.786462056527 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N HealthEquity, Inc. 529900LRJU1RAFQHM467 42226AAA5 418000.00000000 PA USD 360006.68000000 0.050391396915 Long DBT CORP US Y 2 2029-10-01 Fixed 4.50000000 N N N N N N Camelot Finance SA N/A 13323AAB6 334000.00000000 PA USD 308552.54000000 0.043189180579 Long DBT CORP LU Y 2 2026-11-01 Fixed 4.50000000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2M0 775000.00000000 PA USD 753321.47000000 0.105445046740 Long DBT CORP US Y 2 2028-06-12 Fixed 4.90000000 N N N N N N Huntington National Bank (The) 2WHM8VNJH63UN14OL754 44644MAJ0 295000.00000000 PA USD 279622.12000000 0.039139688283 Long DBT CORP US N 2 2030-01-10 Fixed 5.65000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBG0 445000.00000000 PA USD 432637.59000000 0.060557799977 Long DBT CORP US N 2 2029-06-12 Variable 6.56500000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BW1 109000.00000000 PA USD 107092.50000000 0.014990112611 Long DBT CORP PA Y 2 2029-08-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDD9 2555934.55000000 PA USD 2118617.98000000 0.296550384958 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 385773.78000000 0.053998108222 Long ABS-O CORP US N 2 2027-08-18 Fixed 1.41000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHL8 1495000.00000000 PA USD 1482210.42000000 0.207470188013 Long DBT UST US N 2 2025-06-30 Fixed 4.62500000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBT6 135000.00000000 PA USD 132192.90000000 0.018503503582 Long DBT CORP US N 2 2029-06-13 Variable 6.99200000 N N N N N N SRS Distribution, Inc. 549300ZQ3XP75BCYM468 78471RAD8 312000.00000000 PA USD 262080.00000000 0.036684256257 Long DBT CORP US Y 2 2029-12-01 Fixed 6.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041CAL6 615000.00000000 PA USD 612732.56000000 0.085766324207 Long ABS-O CORP US Y 2 2028-09-15 Fixed 6.02000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287HAD0 240000.00000000 PA USD 236003.59000000 0.033034249745 Long ABS-O CORP US N 2 2027-03-15 Fixed 4.43000000 N N N N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAJ6 218000.00000000 PA USD 191567.50000000 0.026814374468 Long DBT CORP US Y 2 2027-01-15 Fixed 6.62500000 N N N N N N Six Flags Entertainment Corp. 549300JYTDUAA4JQ3717 83001AAD4 246000.00000000 PA USD 230471.25000000 0.032259868723 Long DBT CORP US Y 2 2031-05-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 962304.80000000 0.134697175980 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 31100000.00000000 CHF 35209075.11000000 USD 2023-12-12 962304.80000000 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BH0 555000.00000000 PA USD 536005.46000000 0.075026563072 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102AP0 1900000.00000000 PA USD 1867700.00000000 0.261428515765 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 231000.00000000 PA USD 230422.50000000 0.032253045014 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 269869.85000000 0.037774628867 Long ABS-O CORP US Y 2 2027-06-15 Fixed 4.59000000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAX9 260000.00000000 PA USD 255295.35000000 0.035734585014 Long DBT CORP BM Y 2 2028-07-18 Fixed 6.50000000 N N N N N N Kaiser Aluminum Corp. N/A 483007AL4 313000.00000000 PA USD 247270.00000000 0.034611248644 Long DBT CORP US Y 2 2031-06-01 Fixed 4.50000000 N N N N N N Specialty Building Products Holdings LLC N/A 84749AAA5 450000.00000000 PA USD 420642.00000000 0.058878735197 Long DBT CORP US Y 2 2026-09-30 Fixed 6.37500000 N N N N N N Illuminate Buyer LLC N/A 45232TAA9 726000.00000000 PA USD 686977.50000000 0.096158648706 Long DBT CORP US Y 2 2028-07-01 Fixed 9.00000000 N N N N N N Avnet, Inc. XJI53DCPL7QABOWK4Z75 053807AW3 480000.00000000 PA USD 478253.28000000 0.066942788001 Long DBT CORP US N 2 2028-03-15 Fixed 6.25000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AL9 720000.00000000 PA USD 717206.40000000 0.100389893799 Long DBT CORP CA Y 2 2025-04-01 Fixed 7.50000000 N N N N N N World Omni Select Auto Trust N/A 98163HAD1 300000.00000000 PA USD 282911.82000000 0.039600159123 Long ABS-O CORP US N 2 2027-08-16 Fixed 0.85000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CD3 595000.00000000 PA USD 589657.67000000 0.082536450970 Long DBT CORP US N 2 2026-08-03 Fixed 5.27200000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBR1 375000.00000000 PA USD 338901.86000000 0.047437281281 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAF2 280000.00000000 PA USD 279707.96000000 0.039151703609 Long DBT CORP US Y 2 2028-09-15 Fixed 7.05000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066TAD3 680000.00000000 PA USD 643761.24000000 0.090109517310 Long ABS-O CORP US N 2 2027-04-19 Fixed 2.77000000 N N N N N N Flex Ltd. 549300EAQH74YHD07T53 33938XAE5 370000.00000000 PA USD 367273.10000000 0.051408503193 Long DBT CORP SG N 2 2028-01-15 Fixed 6.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAF8 500000.00000000 PA USD 485690.05000000 0.067983738766 Long DBT CORP FR Y 2 2029-06-12 Variable 5.33500000 N N N N N N Navistar Financial Dealer Note Master Owner Trust II 549300S28N49H5RT4J50 63938PBU2 225000.00000000 PA USD 224642.18000000 0.031443953362 Long ABS-O CORP US Y 2 2028-08-25 Fixed 6.18000000 N N N N N N Hilton Grand Vacations Trust N/A 43283GAC6 76610.42000000 PA USD 73487.91000000 0.010286360356 Long ABS-O CORP US Y 2 2037-01-25 Fixed 5.57000000 N N N N N N Sunoco LP N/A 86765LAZ0 407000.00000000 PA USD 351310.19000000 0.049174118726 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067BAE9 450000.00000000 PA USD 441283.64000000 0.061768017902 Long ABS-O CORP US N 2 2028-03-20 Fixed 5.57000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAV9 260000.00000000 PA USD 256976.46000000 0.035969895874 Long DBT CORP SE Y 2 2026-06-15 Fixed 5.47200000 N N N N N N Solaris Midstream Holdings LLC 5493007AWQW8ZKCHVV46 83419MAA0 488000.00000000 PA USD 469846.40000000 0.065766047539 Long DBT CORP US Y 2 2026-04-01 Fixed 7.62500000 N N N N N N Watco Cos. LLC N/A 941130AB2 538000.00000000 PA USD 502899.54000000 0.070392611405 Long DBT CORP US Y 2 2027-06-15 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHK0 1435000.00000000 PA USD 1397029.33000000 0.195547092264 Long DBT UST US N 2 2028-06-30 Fixed 4.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBB3 1470000.00000000 PA USD 1468296.12000000 0.205522554669 Long DBT CORP US N 2 2028-09-29 Fixed 5.80300000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBL1 372000.00000000 PA USD 331545.00000000 0.046407515799 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 592410.60000000 0.082921788232 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 512000.00000000 PA USD 484316.16000000 0.067791430567 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N N/A N/A N/A 61.00000000 NC USD -453122.62000000 -0.06342516143 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2023-12-19 7239937.50000000 USD -453122.62000000 N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QCD6 40000.00000000 PA USD 23567.24000000 0.003298789191 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 314100.18000000 0.043965703196 Long ABS-O CORP US Y 2 2029-07-20 Fixed 2.92000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AG7 485000.00000000 PA USD 449680.41000000 0.062943343232 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397C27 250000.00000000 PA USD 234062.50000000 0.032762548573 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287JAC8 265000.00000000 PA USD 262836.12000000 0.036790093024 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.21000000 N N N N N N Rocket Software, Inc. 549300PVG26ISP5X1556 77314EAA6 425000.00000000 PA USD 350625.00000000 0.049078210280 Long DBT CORP US Y 2 2029-02-15 Fixed 6.50000000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AU2 770000.00000000 PA USD 764994.31000000 0.107078935071 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 45808.65000000 0.006411997311 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 893830BX6 175750.00000000 PA USD 179704.38000000 0.025153851978 Long DBT CORP KY Y 2 2030-02-15 Fixed 8.75000000 N N N N N N N/A N/A N/A -103.00000000 NC 869972.12000000 0.121773047111 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short Japan Japan 10 Year Bond 2023-12-13 -14930880000.00000000 JPY 869972.12000000 N N N Prestige Auto Receivables Trust N/A 74113GAJ2 350000.00000000 PA USD 342752.45000000 0.047976261861 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.65000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDR4 765000.00000000 PA USD 726111.45000000 0.101636364862 Long DBT CORP US N 2 2034-06-01 Variable 5.35000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBS4 3408000.00000000 PA USD 2660296.73000000 0.372371058318 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287GAE0 115000.00000000 PA USD 112334.99000000 0.015723922313 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.09000000 N N N N N N Central Parent, Inc. N/A 15477CAA3 218000.00000000 PA USD 210511.70000000 0.029466060546 Long DBT CORP US Y 2 2029-06-15 Fixed 7.25000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370BY5 241000.00000000 PA USD 241602.50000000 0.033817948803 Long DBT CORP US N 2 2028-10-01 Fixed 6.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179X2L9 9239124.29000000 PA USD 8972503.49000000 1.255912764413 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N BHG Securitization Trust N/A 08860DAA1 65967.82000000 PA USD 65598.14000000 0.009182001594 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 237661.63260000 PA USD 207608.87000000 0.029059741256 Long ABS-O CORP US Y 2 2046-07-17 Fixed 1.54000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 19416MAB5 194000.00000000 PA USD 182117.50000000 0.025491624843 Long DBT CORP US Y 2 2029-07-01 Fixed 5.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BFXB1 14803483.49000000 PA USD 13212026.12000000 1.849333607544 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607LNG4 610000.00000000 PA USD 586048.90000000 0.082031318784 Long DBT CORP CA N 2 2028-04-28 Fixed 5.00100000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAL3 405000.00000000 PA USD 330111.45000000 0.046206856781 Long DBT CORP CA Y 2 2029-06-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 5245000.00000000 PA USD 4337322.33000000 0.607110209953 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N Benchmark Mortgage Trust N/A 08163TAC6 470000.00000000 PA USD 463687.52000000 0.064903967517 Long ABS-MBS CORP US N 2 2055-05-15 Variable 5.81180040 N N N N N N GEMS MENASA Cayman Ltd. N/A 36166LAA5 200000.00000000 PA USD 194202.00000000 0.027183134667 Long DBT CORP US Y 2 2026-07-31 Fixed 7.12500000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBQ9 805000.00000000 PA USD 785067.31000000 0.109888623242 Long DBT CORP US N 2 2027-04-26 Variable 4.94700000 N N N N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393AG7 365000.00000000 PA USD 220809.63000000 0.030907497905 Long DBT CORP US N 2 2052-01-15 Fixed 4.10000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 449934AD0 200000.00000000 PA USD 190000.00000000 0.026594965998 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N Alteryx, Inc. 549300XWZG0JHL7I0827 02156BAG8 296000.00000000 PA USD 295260.00000000 0.041328577161 Long DBT CORP US Y 2 2028-03-15 Fixed 8.75000000 N N N N N N Simmons Foods, Inc. N/A 82873MAA1 455000.00000000 PA USD 371962.50000000 0.052064894948 Long DBT CORP US Y 2 2029-03-01 Fixed 4.62500000 N N N N N N Pike Corp. 549300P4EKEP6HK0NC58 721283AA7 322000.00000000 PA USD 281750.00000000 0.039437535105 Long DBT CORP US Y 2 2028-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EB82 1136793.38000000 PA USD 866118.33000000 0.121233618616 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Outfront Media Capital LLC N/A 69007TAB0 407000.00000000 PA USD 357541.36000000 0.050046317433 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 950953.91000000 0.133108352119 Long ABS-O CORP US Y 2 2035-05-14 Fixed 4.13000000 N N N N N N Healthpeak OP LLC N/A 42250PAE3 310000.00000000 PA USD 288216.36000000 0.040342654181 Long DBT CORP US N 2 2032-12-15 Fixed 5.25000000 N N N N N N ACI Worldwide, Inc. 5493003BPVMZUJ6F5C02 004498AB7 373000.00000000 PA USD 360877.50000000 0.050513288642 Long DBT CORP US Y 2 2026-08-15 Fixed 5.75000000 N N N N N N Stagwell Global LLC N/A 59565JAA9 446000.00000000 PA USD 357491.30000000 0.050039310359 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AH2 281000.00000000 PA USD 223338.80000000 0.031261514695 Long DBT CORP US Y 2 2031-12-01 Fixed 4.62500000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 26483EAL4 315000.00000000 PA USD 270976.39000000 0.037929515149 Long DBT CORP US Y 2 2029-12-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179X5H5 3395735.65000000 PA USD 3297742.19000000 0.461596533763 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.50000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 28470RAH5 534000.00000000 PA USD 527325.00000000 0.073811528658 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGJ7 185000.00000000 PA USD 180349.91000000 0.025244209075 Long ABS-O CORP US Y 2 2027-10-20 Fixed 5.20000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BN2 640000.00000000 PA USD 631551.36000000 0.088400457608 Long DBT CORP US N 2 2028-10-15 Fixed 5.55000000 N N N N N N Cushman & Wakefield US Borrower LLC 549300870CMN3WI5IF97 23166MAA1 344000.00000000 PA USD 317374.40000000 0.044424007246 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 710000.00000000 PA USD 371137.52000000 0.051949419606 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AV9 480000.00000000 PA USD 474145.34000000 0.066367785240 Long DBT CORP US N 2 2026-03-29 Fixed 5.10000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003QAS8 1100000.00000000 PA USD 862078.91000000 0.120668206839 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 220000.00000000 PA USD 172700.00000000 0.024173424357 Long DBT CORP US Y 2 2028-12-01 Fixed 7.00000000 N N N N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 00182EBU2 665000.00000000 PA USD 653508.33000000 0.091473851663 Long DBT CORP NZ Y 2 2028-08-14 Fixed 5.35500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BD7 160000.00000000 PA USD 152000.00000000 0.021275972798 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 1186333.30000000 0.166055230402 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 2.34200000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224927AA1 730000.00000000 PA USD 729955.40000000 0.102174416018 Long ABS-O CORP US Y 2 2033-03-15 Fixed 6.48000000 N N N N N N GGAM Finance Ltd. 254900X2QXEN0FVXRF65 36170JAA4 320000.00000000 PA USD 318534.40000000 0.044586376512 Long DBT CORP KY Y 2 2028-06-15 Fixed 8.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -258979.76000000 -0.03625030479 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 118500000.00000000 SEK 10593296.10000000 USD 2023-10-17 -258979.76000000 N N N Ascent Resources Utica Holdings LLC N/A 04364VAG8 236000.00000000 PA USD 230100.00000000 0.032207903559 Long DBT CORP US Y 2 2026-11-01 Fixed 7.00000000 N N N N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 46124HAH9 370000.00000000 PA USD 353420.93000000 0.049469566402 Long DBT CORP US N 2 2053-09-15 Fixed 5.50000000 N N N N N N GM Financial Revolving Receivables Trust N/A 36263HAA6 195000.00000000 PA USD 171525.18000000 0.024008980684 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 100625.00000000 0.014084833966 Long DBT CORP US Y 2 2029-06-30 Fixed 5.87500000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BC7 535000.00000000 PA USD 524199.47000000 0.073374037269 Long DBT CORP US N 2 2029-08-21 Variable 6.20800000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329KYG3 7401.32000000 PA USD 6879.72000000 0.000962978523 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 147568.51000000 0.020655681610 Long DBT CORP JE N 2 2051-12-01 Fixed 3.10000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDD2 3714919.35000000 PA USD 2953745.75000000 0.413446146261 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61762TAE6 162429.00000000 PA USD 159263.29000000 0.022292640959 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.02027120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DRT1 787299.50000000 PA USD 657268.33000000 0.092000152043 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 476212.68000000 0.066657158066 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.66900000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DBA7 400000.00000000 PA USD 399180.40000000 0.055874679817 Long DBT CORP NL Y 2 2027-09-18 Variable 6.33900000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAR4 435000.00000000 PA USD 417784.22000000 0.058478721713 Long DBT CORP US N 2 2034-05-25 Variable 6.17400000 N N N N N N Hudsons Bay Simon JV Trust N/A 44422PAU6 120000.00000000 PA USD 107140.37000000 0.014996813143 Long ABS-MBS CORP US Y 2 2034-08-05 Fixed 3.91410000 N N N N N N N/A N/A N/A 3023.00000000 NC USD -2885516.03000000 -0.40389579319 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2023-12-29 318501390.63000000 USD -2885516.03000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DV3L7 228598.76000000 PA USD 206201.96000000 0.028862811131 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Ontario Gaming GTA LP 894500EC9KLZLOC3V025 68306MAA7 264000.00000000 PA USD 262020.00000000 0.036675857847 Long DBT CORP CA Y 2 2030-08-01 Fixed 8.00000000 N N N N N N CarMax Auto Owner Trust N/A 14317JAD9 450060.97000000 PA USD 431756.77000000 0.060434508514 Long ABS-O CORP US N 2 2026-09-15 Fixed 0.56000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HY2 320000.00000000 PA USD 318564.19000000 0.044590546323 Long DBT CORP US N 2 2028-10-01 Fixed 5.65000000 N N N N N N ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081TAK4 369000.00000000 PA USD 308115.00000000 0.043127936571 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131Y7TD9 6039.96000000 PA USD 5453.86000000 0.000763395901 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 228046.54000000 0.031920473565 Long DBT CORP FR Y 2 2025-01-22 Fixed 2.62500000 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 14879EAE8 384000.00000000 PA USD 351374.40000000 0.049183106425 Long DBT CORP US Y 2 2027-07-15 Fixed 5.00000000 N N N N N N Camelot Return Merger Sub, Inc. N/A 13323NAA0 181000.00000000 PA USD 174288.52000000 0.024395775070 Long DBT CORP US Y 2 2028-08-01 Fixed 8.75000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 203372AX5 436000.00000000 PA USD 317190.00000000 0.044398196132 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 177888.22000000 0.024899637697 Long DBT CORP US N 2 2038-07-01 Fixed 7.50000000 N N N N N N Dave & Buster's, Inc. 549300JAVWTAY1FT5Z45 23833NAH7 414000.00000000 PA USD 415035.00000000 0.058093903753 Long DBT CORP US Y 2 2025-11-01 Fixed 7.62500000 N N N N N N ATS Corp. 5493005KP4RP3IU7HQ41 001940AC9 324000.00000000 PA USD 286335.00000000 0.040079313627 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 305000.00000000 PA USD 181117.51000000 0.025351652737 Long DBT CORP US Y 2 2052-02-01 Fixed 3.65000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BD8 775000.00000000 PA USD 759279.28000000 0.106278982289 Long DBT CORP US N 2 2024-11-01 Variable 4.21999920 N N N N N N CEC Entertainment LLC N/A 125137AC3 273000.00000000 PA USD 257463.57000000 0.036038078368 Long DBT CORP US Y 2 2026-05-01 Fixed 6.75000000 N N N N N N McGraw-Hill Education, Inc. 254900U6YJ9QZ4IQOR26 57767XAB6 373000.00000000 PA USD 321246.25000000 0.044965963662 Long DBT CORP US Y 2 2029-08-01 Fixed 8.00000000 N N N N N N GECU Auto Receivables Trust N/A 36169EAC4 340000.00000000 PA USD 337587.12000000 0.047253252515 Long ABS-O CORP US Y 2 2028-08-15 Fixed 5.63000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 220000.00000000 PA USD 206023.40000000 0.028837817462 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N Fortrea Holdings, Inc. 5493000FIVFABOVCDU97 34965KAA5 165000.00000000 PA USD 161287.50000000 0.022575976728 Long DBT CORP US Y 2 2030-07-01 Fixed 7.50000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDC1 1070000.00000000 PA USD 1054256.66000000 0.147568000139 Long DBT CORP JP N 2 2030-07-13 Fixed 5.85200000 N N N N N N N/A N/A N/A 234300000.00000000 PA 577797.18000000 0.080876296611 N/A DIR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 Y 2033-04-25 0.00000000 USD 0.00000000 USD 234300000.00000000 SEK 577797.18000000 N N N AdaptHealth LLC N/A 00653VAE1 250000.00000000 PA USD 194375.00000000 0.027207350084 Long DBT CORP US Y 2 2030-03-01 Fixed 5.12500000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAX3 284000.00000000 PA USD 230414.88000000 0.032251978416 Long DBT CORP US Y 2 2031-03-15 Fixed 3.87500000 N N N N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAK3 228000.00000000 PA USD 231420.00000000 0.032392668586 Long DBT CORP US Y 2 2028-10-01 Fixed 12.00000000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545GBE1 237000.00000000 PA USD 188654.37000000 0.026406613450 Long DBT CORP US Y 2 2031-11-15 Fixed 4.87500000 N N N N N N AmeriTex HoldCo Intermediate LLC N/A 030727AA9 253000.00000000 PA USD 250343.50000000 0.035041457212 Long DBT CORP US Y 2 2028-10-15 Fixed 10.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XBNR7 2645287.68000000 PA USD 2308052.39000000 0.323066183341 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -396341.90000000 -0.05547736502 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 11057697.90000000 USD 9500000000.00000000 CLP 2023-11-08 -396341.90000000 N N N Exeter Automobile Receivables Trust N/A 30167FAD4 590000.00000000 PA USD 587498.64000000 0.082234243973 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.97000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -215527.73000000 -0.03016817184 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 7172074.80000000 USD 6570000.00000000 EUR 2023-11-07 -215527.73000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 06428CAA2 760000.00000000 PA USD 756433.55000000 0.105880655486 Long DBT CORP US N 2 2026-08-18 Fixed 5.52600000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AP0 765000.00000000 PA USD 704863.35000000 0.098662193825 Long DBT CORP US N 2 2033-07-05 Fixed 5.45000000 N N N N N N Unisys Corp. 549300T21W22FIJJOW08 909214BV9 410000.00000000 PA USD 306987.50000000 0.042970116444 Long DBT CORP US Y 2 2027-11-01 Fixed 6.87500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 380000.00000000 PA USD 382850.00000000 0.053588856487 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 287240.00000000 0.040205989649 Long DBT CORP US Y 2 2028-05-01 Fixed 4.62500000 N N N N N N CSMC LLC 549300818AKCJ4Q9TD76 12649AAC3 575000.00000000 PA USD 484569.12000000 0.067826838265 Long ABS-MBS CORP US Y 2 2037-09-15 Fixed 3.95300000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498AR2 256000.00000000 PA USD 232371.20000000 0.032525811384 Long DBT CORP US N 2 2032-04-01 Fixed 5.37500000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36257BAA7 560000.00000000 PA USD 535500.00000000 0.074955812064 Long DBT CORP CA Y 2 2027-11-01 Fixed 9.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 170000.00000000 PA USD 134188.53000000 0.018782838909 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Aretec Escrow Issuer, Inc. N/A 040133AA8 171000.00000000 PA USD 151335.00000000 0.021182890417 Long DBT CORP US Y 2 2029-04-01 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 1800000.00000000 PA USD 1433339.82000000 0.200629598827 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 28349.61000000 PA USD 28183.82000000 0.003944988076 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 189000.00000000 PA USD 179568.90000000 0.025134888367 Long DBT CORP US Y 2 2025-09-01 Fixed 7.87500000 N N N N N N XPO, Inc. 54930096DB9LCLPN7H13 98379KAB8 272000.00000000 PA USD 267212.80000000 0.037402712265 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550L2K6 425000.00000000 PA USD 408141.65000000 0.057129017391 Long DBT CORP CH N 2 2027-07-09 Fixed 5.00000000 N N N N N N MajorDrive Holdings IV LLC 25490044R1FR5N8FIT62 56085RAA8 300000.00000000 PA USD 247500.00000000 0.034643442550 Long DBT CORP US Y 2 2029-06-01 Fixed 6.37500000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78398AAD5 390000.00000000 PA USD 385154.09000000 0.053911368040 Long ABS-O CORP US Y 2 2028-10-20 Fixed 5.47000000 N N N N N N GS Mortgage Securities Corp. Trust 549300E4QCAQ0FY44H36 36197VAA6 140000.00000000 PA USD 125299.82000000 0.017538655013 Long ABS-MBS CORP US Y 2 2033-03-05 Variable 3.66781680 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913UAB6 440000.00000000 PA USD 437665.36000000 0.061261554568 Long DBT CORP US N 2 2025-08-11 Fixed 5.15000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168BAD2 375000.00000000 PA USD 373111.80000000 0.052225766498 Long ABS-O CORP US N 2 2027-04-15 Fixed 5.72000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECR9 3255657.10000000 PA USD 2698619.05000000 0.377735167778 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N NCR Atleos Escrow Corp. N/A 638962AA8 303000.00000000 PA USD 293152.50000000 0.041033582999 Long DBT CORP US Y 2 2029-04-01 Fixed 9.50000000 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 60337JAA4 508000.00000000 PA USD 424180.00000000 0.059373961459 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BA4 258000.00000000 PA USD 144523.86000000 0.020229511277 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N Getty Images, Inc. 5493005NV20IG4VEKZ40 374276AJ2 780000.00000000 PA USD 772200.00000000 0.108087540758 Long DBT CORP US Y 2 2027-03-01 Fixed 9.75000000 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 91845AAA3 530000.00000000 PA USD 416150.70000000 0.058250072193 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 232000.00000000 PA USD 207640.00000000 0.029064098631 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 15960000.00000000 PA USD 9926647.58000000 1.389467657209 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 231806.64000000 0.032446787942 Long DBT CORP NL Y 2 2024-09-19 Fixed 2.25000000 N N N N N N Carmax Auto Owner Trust N/A 14319BAC6 155000.00000000 PA USD 153731.99000000 0.021518405510 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.28000000 N N N N N N Forward Air Corp. N/A 36267QAA2 201000.00000000 PA USD 200246.25000000 0.028029169526 Long DBT CORP US Y 2 2031-10-15 Fixed 9.50000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BH5 200000.00000000 PA USD 194401.46000000 0.027211053783 Long DBT CORP NL N 2 2034-09-11 Variable 6.11400000 N N N N N N Alliant Holdings Intermediate LLC N/A 01883LAA1 252000.00000000 PA USD 234990.00000000 0.032892374000 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75000000 N N N N N N Heartland Dental LLC N/A 42239PAB5 305000.00000000 PA USD 306906.25000000 0.042958743597 Long DBT CORP US Y 2 2028-04-30 Fixed 10.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCL5 504000.00000000 PA USD 385030.80000000 0.053894110707 Long DBT CORP US Y 2 2033-06-01 Fixed 4.50000000 N N N N N N Blue Owl Finance LLC 254900OF2NO2GYFV5T41 09581JAG1 365000.00000000 PA USD 289788.36000000 0.040562692531 Long DBT CORP US Y 2 2032-02-15 Fixed 4.37500000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BM0 435000.00000000 PA USD 348843.60000000 0.048828861477 Long DBT CORP US N 2 2052-04-01 Variable 4.12500000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 16115QAF7 277000.00000000 PA USD 278385.00000000 0.038966524260 Long DBT CORP US Y 2 2030-01-01 Fixed 7.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -286158.68000000 -0.04005463349 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7072737.00000000 USD 5560000.00000000 GBP 2023-12-08 -286158.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -331416.36000000 -0.04638950960 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10973283.64000000 USD 43780000000.00000000 COP 2023-10-30 -331416.36000000 N N N Amcor Flexibles North America, Inc. PTVU09TE3QPJPL7K4E13 02343JAA8 280000.00000000 PA USD 270716.01000000 0.037893068848 Long DBT CORP US N 2 2025-05-17 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DV4R3 6291.59000000 PA USD 5669.77000000 0.000793617580 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BG2 1685000.00000000 PA USD 1646162.94000000 0.230419196933 Long DBT CORP CH Y 2 2034-09-22 Variable 6.30100000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAB8 378000.00000000 PA USD 325552.50000000 0.045568724569 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N Affirm Asset Securitization Trust N/A 00792FAA6 270000.00000000 PA USD 270428.54000000 0.037852830664 Long ABS-O CORP US Y 2 2028-09-15 Fixed 6.82000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAM4 340000.00000000 PA USD 304364.40000000 0.042602951943 Long DBT CORP US N 2 2034-01-26 Variable 5.12200000 N N N N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179SAD2 580000.00000000 PA USD 635944.89000000 0.089015435402 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAA7 246000.00000000 PA USD 235668.00000000 0.032987276036 Long DBT CORP US Y 2 2028-05-15 Fixed 9.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 143918.25000000 0.020144741922 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 74300000.00000000 SEK 6948341.00000000 USD 2023-10-17 143918.25000000 N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AK5 214000.00000000 PA USD 209720.00000000 0.029355243522 Long DBT CORP US Y 2 2024-11-01 Fixed 4.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -234439.19000000 -0.03281527519 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 10598311.41000000 USD 52220000.00000000 BRL 2023-10-19 -234439.19000000 N N N AmeriCredit Automobile Receivables Trust N/A 03066EAE4 2229.07000000 PA USD 2222.48000000 0.000311088315 Long ABS-O CORP US N 2 2026-02-18 Fixed 0.97000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298BR3 267000.00000000 PA USD 166875.00000000 0.023358078689 Long DBT CORP US Y 2 2028-07-01 Fixed 4.25000000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AG3 246000.00000000 PA USD 233700.00000000 0.032711808178 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 160500.00000000 0.022465747593 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N 1011778 BC ULC N/A 68245XAH2 136000.00000000 PA USD 122217.76000000 0.017107248271 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 431000.00000000 PA USD 388438.75000000 0.054371133414 Long DBT CORP US Y 2 2030-04-01 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -299901.55000000 -0.04197827118 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32200000000.00000000 COP 7527145.65000000 USD 2023-10-30 -299901.55000000 N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MCA5 630000.00000000 PA USD 627715.56000000 0.087863547236 Long ABS-O CORP US Y 2 2028-02-25 Fixed 5.94000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBR0 555000.00000000 PA USD 553596.57000000 0.077488852400 Long DBT CORP US N 2 2027-11-15 Fixed 7.10000000 N N N N N N United Natural Foods, Inc. 549300GKGW6WPZ282D40 911163AA1 300000.00000000 PA USD 228000.00000000 0.031913959198 Long DBT CORP US Y 2 2028-10-15 Fixed 6.75000000 N N N N N N Notas do Tesouro Nacional 254900ZFY40OYEADAP90 N/A 31830000.00000000 PA 5757166.70000000 0.805850803339 Long DBT NUSS BR N 2 2033-01-01 Fixed 9.99999990 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EE30 2790162.45000000 PA USD 2312769.84000000 0.323726501354 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 166053.71000000 PA USD 162848.16000000 0.022794427779 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 221857.06000000 0.031054110353 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25000000 N N N N N N Garden Spinco Corp. N/A 365417AA2 223000.00000000 PA USD 233035.00000000 0.032618725797 Long DBT CORP US Y 2 2030-07-20 Fixed 8.62500000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LWU6 750000.00000000 PA USD 742512.30000000 0.103932049326 Long DBT CORP CA N 2 2028-09-25 Fixed 5.71700000 N N N N N N CNH Equipment Trust N/A 12597PAC2 4959.46000000 PA USD 4931.70000000 0.000690307335 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 136140.19000000 PA USD 133645.64000000 0.018706848692 Long ABS-O CORP US Y 2 2029-07-20 Fixed 4.38000000 N N N N N N Gen Digital, Inc. YF6ZV0M6AU4FY94MK914 668771AL2 267000.00000000 PA USD 262327.50000000 0.036718899699 Long DBT CORP US Y 2 2030-09-30 Fixed 7.12500000 N N N N N N BBCMS Mortgage Trust N/A 07336DAW1 285000.00000000 PA USD 277692.32000000 0.038869567412 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 5.57600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W5C8 3298801.89000000 PA USD 2797927.98000000 0.391635786813 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.00000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAB6 89000.00000000 PA USD 86552.50000000 0.012115056813 Long DBT CORP US Y 2 2030-02-15 Fixed 7.00000000 N N N N N N Allied Universal Holdco LLC N/A 019576AC1 48000.00000000 PA USD 35760.00000000 0.005005452547 Long DBT CORP US Y 2 2029-06-01 Fixed 6.00000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QHV9 310000.00000000 PA USD 304391.60000000 0.042606759222 Long ABS-O CORP US Y 2 2028-05-15 Fixed 4.92000000 N N N N N N Donlen Fleet Lease Funding LLC 549300ZWUQETU54FDP26 257812AD9 97216.60000000 PA USD 95199.12000000 0.013325354523 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 155000.00000000 0.021695893314 Long DBT CORP US Y 2 2029-10-01 Fixed 6.25000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AM6 117000.00000000 PA USD 112320.00000000 0.015721824110 Long DBT CORP US Y 2 2027-03-01 Fixed 5.75000000 N N N N N N Life Time, Inc. 549300PALKE96VYH4X17 53190FAA3 396000.00000000 PA USD 382140.00000000 0.053489475298 Long DBT CORP US Y 2 2026-01-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EKU3 16244596.02000000 PA USD 15364603.51000000 2.150637410157 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAX5 760000.00000000 PA USD 755199.99000000 0.105707989769 Long DBT CORP SE Y 2 2026-09-12 Fixed 6.13600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JJEW5 255994.09000000 PA USD 231233.24000000 0.032366527134 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 396721.90000000 0.055530554954 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N Main Street Capital Corp. 5493001FS9QJLJNF3E20 56035LAE4 445000.00000000 PA USD 393185.18000000 0.055035507859 Long DBT CORP US N 2 2026-07-14 Fixed 3.00000000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BR2 437000.00000000 PA USD 370903.75000000 0.051916697999 Long DBT CORP PA Y 2 2029-05-01 Fixed 6.00000000 N N N N N N Summit Midstream Holdings LLC N/A 86614WAE6 338000.00000000 PA USD 324480.00000000 0.045418602985 Long DBT CORP US Y 2 2026-10-15 Variable 9.00000000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 87166FAD5 465000.00000000 PA USD 447552.27000000 0.062645460016 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -25396.91000000 -0.00355489451 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3421168.63000000 USD 13970000000.00000000 COP 2023-10-30 -25396.91000000 N N N United States of America 254900HROIFWPRGM1V77 91282CHQ7 2075000.00000000 PA USD 2030730.29000000 0.284248436920 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAA1 376000.00000000 PA USD 368480.00000000 0.051577437216 Long DBT CORP US Y 2 2026-05-01 Fixed 7.25000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CU6 415703.54000000 PA USD 413439.49000000 0.057870574626 Long ABS-O CORP US Y 2 2035-05-15 Fixed 5.65000000 N N N N N N 2023-10-30 EQ Premier VIP Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer XXXX