0001752724-22-237624.txt : 20221026
0001752724-22-237624.hdr.sgml : 20221026
20221026134119
ACCESSION NUMBER: 0001752724-22-237624
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220831
FILED AS OF DATE: 20221026
DATE AS OF CHANGE: 20221026
PERIOD START: 20230228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
IRS NUMBER: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 221332653
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES
DATE OF NAME CHANGE: 20030204
0001217286
S000030249
JPMorgan Unconstrained Debt Fund
C000093101
Class A
JSIAX
C000093102
Class C
JINCX
C000093103
Class I
JSISX
C000093104
Class R2
JISZX
C000093105
Class R5
JSIRX
C000106117
Class R6
JSIMX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000030249
C000093101
C000093104
C000093105
C000106117
C000093102
C000093103
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Unconstrained Debt Fund
S000030249
L741Z0PP68YKBPJH3F03
2023-02-28
2022-08-31
N
1012927282.92
20386816.21
992540466.71
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
988374.73000000
BRL
CNY
EUR
GBP
INR
JPY
MXN
USD
ZAR
N
N/A
N/A
Amkor Technology, Inc.
529900VHLRTKPWZJBM84
Amkor Technology, Inc.
031652BK5
10000.00000000
PA
USD
9768.00000000
0.000984141234
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
6.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4173, Class I
3137B0H31
1976038.28000000
PA
USD
341087.92000000
0.034365139905
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Fixed
4.00000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2022-2, Class B
91679TAB1
2100000.00000000
PA
USD
2022044.43000000
0.203724129929
Long
ABS-O
CORP
US
Y
3
2032-05-20
Fixed
6.10000000
N
N
N
N
N
N
FHLMC STACR Trust
5493005RUXPCBST1N217
FHLMC STACR Trust, Series 2018-HQA2, Class M2
35563XAH5
512207.13000000
PA
USD
512847.03000000
0.051670138115
Long
ABS-MBS
CORP
US
Y
2
2048-10-25
Floating
4.74370920
N
N
N
N
N
N
Sonic Automotive, Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc.
83545GBD3
235000.00000000
PA
USD
200847.45000000
0.020235693831
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4216, Class MI
3137B2TV2
318105.89000000
PA
USD
17802.06000000
0.001793585309
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAW5
310000.00000000
PA
USD
280550.00000000
0.028265850049
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
N/A
300000.00000000
PA
272768.55000000
0.027481856825
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
1.75000000
N
N
N
N
N
N
Hercules Achievement, Inc.
549300YOKDS0ZSYJRX81
Hercules Achievement, Inc., 1st Lien Term Loan
42703UAG0
797975.63000000
PA
USD
772871.32000000
0.077867990870
Long
LON
CORP
US
N
2
2024-12-16
Variable
6.02386000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2021-1, Class A
92259TAA9
3470504.23000000
PA
USD
3098883.33000000
0.312217328556
Long
ABS-MBS
CORP
US
Y
2
2051-05-25
Variable
1.40000040
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2022-2, Class A1
24380XAA5
800187.08000000
PA
USD
780327.56000000
0.078619218678
Long
ABS-MBS
CORP
US
Y
2
2067-03-25
Variable
4.29999840
N
N
N
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
N/A
100000.00000000
PA
93414.52000000
0.009411658580
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.00000000
N
N
N
N
N
N
Encino Acquisition Partners Holdings LLC
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAA5
55000.00000000
PA
USD
52362.66000000
0.005275619660
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
8.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13508.11000000
-0.00136096314
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
355604.17000000
USD
499795.46000000
AUD
2022-09-22
-13508.11000000
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAH6
285000.00000000
PA
USD
232810.83000000
0.023456054217
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-5, Class C
80287HAE8
1328000.00000000
PA
USD
1320388.83000000
0.133031233918
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.74000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAP9
160000.00000000
PA
USD
141489.62000000
0.014255299884
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAN3
770000.00000000
PA
USD
770329.50000000
0.077611898540
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
N/A
100000.00000000
PA
79441.30000000
0.008003834872
Long
DBT
CORP
FR
Y
2
2027-06-15
Fixed
2.37500000
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AE0
175000.00000000
PA
USD
170625.00000000
0.017190734858
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A
62955WAA2
1207711.28000000
PA
USD
1099392.98000000
0.110765557362
Long
ABS-O
CORP
US
Y
2
2026-05-25
Fixed
3.22800000
N
N
N
N
N
N
N/A
N/A
Nmg Research Ltd.
62929P110
14278.00000000
NS
USD
725750.74000000
0.073120518945
N/A
DO
GB
N
3
Nmg Research Ltd.
N/A
Call
Purchased
Nmg Research Ltd.
Nmg Research Ltd.
0.00000000
1.00000000
USD
2027-09-24
XXXX
725607.96000000
N
N
N
LB-UBS Commercial Mortgage Trust
N/A
LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ
50179MAH4
2816675.63450000
PA
USD
1243562.29000000
0.125290840193
Long
ABS-MBS
CORP
US
N
3
2039-09-15
Variable
5.45199840
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAA6
800000.00000000
PA
USD
712867.96000000
0.071822558768
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Tekni-Plex, Inc.
549300TPLK304J3RNC85
Tekni-Plex, Inc., 1st Lien Term Loan
00216EAE9
301325.64000000
PA
USD
291092.62000000
0.029328035456
Long
LON
CORP
US
N
2
2028-09-15
Variable
6.25043000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-109, Class WI
3136A8L73
852486.13000000
PA
USD
40059.52000000
0.004036059117
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Fixed
2.50000000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AF0
340000.00000000
PA
USD
336175.00000000
0.033870155552
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.12500000
N
N
N
N
Y
Block, Inc.
Block, Inc.
USD
XXXX
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
130000.00000000
PA
USD
118877.20000000
0.011977063302
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
Conn's Receivables Funding LLC
N/A
Conn's Receivables Funding LLC, Series 2022-A, Class A
20825YAA4
3910672.81000000
PA
USD
3904791.94000000
0.393413877919
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
5.87000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
420000.00000000
PA
USD
325404.69000000
0.032785030022
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBX0
2405000.00000000
PA
USD
2197737.10000000
0.221425440444
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
92735LAA0
610000.00000000
PA
USD
595542.63000000
0.060001848788
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
Quikrete Holdings, Inc.
N/A
Quikrete Holdings, Inc., 1st Lien Term Loan B
74839XAG4
3966.66000000
PA
USD
3830.92000000
0.000385971164
Long
LON
CORP
US
N
2
2028-06-11
Variable
5.37229000
N
N
N
N
N
N
Schaeffler AG
549300Q7E782X7GC1P43
Schaeffler AG
N/A
300000.00000000
PA
280730.77000000
0.028284062908
Long
DBT
CORP
DE
Y
2
2025-10-12
Fixed
2.75000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABD8
2180000.00000000
PA
USD
2045870.88000000
0.206124681926
Long
DBT
CORP
US
Y
2
2026-11-02
Fixed
3.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAU9
510000.00000000
PA
USD
471908.10000000
0.047545477068
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
Serta Simmons Bedding LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding LLC, 1st Lien Term Loan
81753HAG6
740554.20000000
PA
USD
412673.83000000
0.041577531983
Long
LON
CORP
US
N
2
2023-08-10
Variable
9.89100000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series J
842400HH9
1000000.00000000
PA
USD
969024.35000000
0.097630714565
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.70000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAN4
490000.00000000
PA
USD
454348.89000000
0.045776359275
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.40000000
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
44230895.09560000
NS
USD
44248587.45000000
4.458114196257
Long
STIV
RF
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-3A, Class E
30167EAE5
810000.00000000
PA
USD
797603.84000000
0.080359830833
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
4.00000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2021-BN34, Class XA
06541JAR2
16130339.90000000
PA
USD
967559.08000000
0.097483086327
Long
ABS-MBS
CORP
US
N
2
2063-06-15
Variable
1.08687960
N
N
N
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAB1
40000.00000000
PA
USD
33100.00000000
0.003334876623
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2019-3, Class A
92257HAA7
1069532.54000000
PA
USD
1028162.91000000
0.103589016718
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
3.03000120
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFT6
250000.00000000
PA
USD
180449.83000000
0.018180601804
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B69
714000.00000000
PA
USD
578147.22000000
0.058249234100
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
BSPRT Issuer Ltd.
N/A
BSPRT Issuer Ltd., Series 2021-FL7, Class E
05602CAL8
3000000.00000000
PA
USD
2777481.00000000
0.279835542545
Long
ABS-CBDO
CORP
KY
Y
3
2038-12-15
Floating
5.79099960
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LD1
1225000.00000000
PA
USD
1172857.25000000
0.118167197140
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.88699920
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AF2
568000.00000000
PA
USD
538170.97000000
0.054221564565
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust, Series 2021-1A, Class F
89615BAF2
500000.00000000
PA
USD
472085.55000000
0.047563355433
Long
ABS-O
CORP
US
Y
2
2028-05-15
Fixed
5.08000000
N
N
N
N
N
N
Valeo
5493006IH2N2WMIBB742
Valeo
N/A
500000.00000000
PA
502143.37000000
0.050591727676
Long
DBT
CORP
FR
Y
2
2024-01-22
Fixed
3.25000000
N
N
N
N
N
N
Pro-Gest SpA
815600EDD04F9C60D660
Pro-Gest SpA
N/A
350000.00000000
PA
260230.27000000
0.026218605560
Long
DBT
CORP
IT
Y
2
2024-12-15
Fixed
3.25000000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAY4
880000.00000000
PA
USD
828300.00000000
0.083452516827
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDA5
120000.00000000
PA
USD
111180.00000000
0.011201558397
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2022-3FP, Class A
35634EAA7
2503433.82000000
PA
USD
2494421.71000000
0.251316877614
Long
ABS-O
CORP
US
Y
2
2029-08-20
Fixed
4.50000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
People's Republic of China
N/A
9020000.00000000
PA
1322376.14000000
0.133231458499
Long
DBT
NUSS
CN
N
2
2031-11-18
Fixed
2.89000000
N
N
N
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
N/A
160000.00000000
PA
134395.10000000
0.013540515929
Long
DBT
CORP
GB
Y
2
2028-04-15
Fixed
2.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF29, Class B
30300PAA6
138963.70000000
PA
USD
138745.75000000
0.013978850702
Long
ABS-MBS
USGSE
US
Y
2
2024-02-25
Floating
5.91229080
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
N/A
300000.00000000
PA
267499.20000000
0.026950961595
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
2.87500000
N
N
N
N
N
N
Repsol International Finance BV
5493002YCY6HTK0OUR29
Repsol International Finance BV
N/A
390000.00000000
PA
385063.88000000
0.038795786460
Long
DBT
CORP
NL
Y
2
2075-03-25
Variable
4.50000105
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAG6
430000.00000000
PA
USD
388692.81000000
0.039161406817
Long
DBT
CORP
CA
N
2
2037-05-04
Variable
4.58799840
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
N/A
49123226.00000000
PA
2431601.91000000
0.244987684790
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Envestnet, Inc.
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404KAB2
995000.00000000
PA
USD
1009925.00000000
0.101751518842
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.75000000
N
N
N
N
Y
Envestnet, Inc.
Envestnet, Inc.
USD
XXXX
N
N
N
People's Republic of China
300300CHN201808MOF68
People's Republic of China
N/A
4590000.00000000
PA
665957.20000000
0.067096226535
Long
DBT
NUSS
CN
N
2
2032-02-17
Fixed
2.75000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEZ8
620000.00000000
PA
USD
571081.23000000
0.057537324588
Long
DBT
CORP
US
Y
2
2029-03-21
Fixed
3.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class X1
3137FYUL8
13911817.24000000
PA
USD
483623.46000000
0.048725817860
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
0.61289280
N
N
N
N
N
N
Snap, Inc.
549300JNC0L6VP8A2Q35
Snap, Inc.
83304AAG1
500000.00000000
PA
USD
346234.29000000
0.034883644708
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
0.12500000
N
N
N
N
Y
Snap, Inc.
Snap, Inc.
USD
XXXX
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205AV6
2560000.00000000
PA
USD
1718080.00000000
0.173099239539
Long
DBT
NUSS
ZA
N
2
2046-10-12
Fixed
5.00000000
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2022-C15, Class A2
05552FAX5
2736000.00000000
PA
USD
2629098.73000000
0.264885797423
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
3.61000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
600000.00000000
PA
USD
549843.00000000
0.055397539792
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class A3
46591AAZ8
1200000.00000000
PA
USD
1162533.12000000
0.117127024941
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
3.94440000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AW4
92000.00000000
PA
USD
78890.00000000
0.007948290537
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-2A, Class E
36261XAJ4
1100000.00000000
PA
USD
961122.03000000
0.096834543500
Long
ABS-O
CORP
US
Y
2
2028-05-15
Fixed
2.87000000
N
N
N
N
N
N
INEOS Finance plc
2138002D68XDR4LZCG32
INEOS Finance plc
N/A
200000.00000000
PA
179640.84000000
0.018099094800
Long
DBT
CORP
GB
Y
2
2026-05-01
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26410.71000000
-0.00266092022
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1411560.08000000
USD
1935521.30000000
SGD
2022-09-22
-26410.71000000
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-1128.00000000
NC
USD
705834.33000000
0.071113909575
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2022-12-20
-131553000.00000000
USD
705834.33000000
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-1A, Class E
30167HAJ7
2650000.00000000
PA
USD
2582512.19000000
0.260192130861
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
3.74000000
N
N
N
N
N
N
Structured Asset Investment Loan Trust
N/A
Structured Asset Investment Loan Trust, Series 2004-7, Class M1
86358EKL9
23116.57000000
PA
USD
23047.36000000
0.002322057464
Long
ABS-O
CORP
US
N
3
2034-08-25
Floating
3.49371000
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAD5
653000.00000000
PA
USD
580432.82000000
0.058479511865
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
UAE International Government Bond
N/A
UAE International Government Bond
31424EAD4
777000.00000000
PA
USD
787101.00000000
0.079301653322
Long
DBT
NUSS
AE
Y
2
2032-07-07
Fixed
4.05000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAJ9
655000.00000000
PA
USD
621829.52000000
0.062650293953
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
N/A
180000.00000000
PA
145819.02000000
0.014691493686
Long
DBT
CORP
IE
Y
2
2026-08-15
Fixed
2.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K047, Class X3
3137BKRL6
18000000.00000000
PA
USD
662988.60000000
0.066797135455
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Variable
1.54529280
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AF4
315000.00000000
PA
USD
296124.88000000
0.029835043500
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H13, Class GI
38376RCK0
1394767.75000000
PA
USD
32113.13000000
0.003235447931
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Variable
1.48232880
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAR2
75000.00000000
PA
USD
66483.25000000
0.006698291125
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
1656000.00000000
PA
USD
1695330.00000000
0.170807141558
Long
DBT
CORP
FR
Y
2
2025-12-23
Variable
8.12499840
N
N
N
N
N
N
Abertis Infraestructuras Finance BV
5493007WHKI5H75YJ358
Abertis Infraestructuras Finance BV
N/A
200000.00000000
PA
159637.92000000
0.016083769413
Long
DBT
CORP
NL
Y
2
2027-01-26
Variable
2.62499970
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKJ7
1800000.00000000
PA
USD
1631881.82000000
0.164414638469
Long
DBT
CORP
US
N
2
2028-02-04
Variable
2.55099960
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
1200000.00000000
PA
USD
1202400.00000000
0.121143675278
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-S2, Class 1A19
46628YAU4
314562.98880000
PA
USD
196818.63000000
0.019829783933
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.00000000
N
N
N
N
N
N
Conn's Receivables Funding LLC
N/A
Conn's Receivables Funding LLC, Series 2021-A, Class C
20825GAC9
1880000.00000000
PA
USD
1785799.59000000
0.179922093848
Long
ABS-O
CORP
US
Y
3
2026-05-15
Fixed
4.59000000
N
N
N
N
N
N
First Franklin Mortgage Loan Trust
N/A
First Franklin Mortgage Loan Trust, Series 2004-FF5, Class A1
32027NJT9
1.25000000
PA
USD
1.22000000
0.000000122916
Long
ABS-O
CORP
US
N
3
2034-08-25
Floating
3.16370880
N
N
N
N
N
N
Nexa Resources SA
549300QRMRHM7GAU7L47
Nexa Resources SA
N/A
1120000.00000000
PA
USD
1074010.00000000
0.108208182539
Long
DBT
CORP
LU
Y
2
2027-05-04
Fixed
5.37500000
N
N
N
N
N
N
American Home Mortgage Assets Trust
N/A
American Home Mortgage Assets Trust, Series 2006-6, Class A1A
008684AA0
938638.44780000
PA
USD
803691.52000000
0.080973174087
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
2.63370960
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2021-4A, Class C
69702HAG3
1606000.00000000
PA
USD
1521097.20000000
0.153252915222
Long
ABS-CBDO
CORP
KY
Y
3
2029-10-15
Floating
5.11200000
N
N
N
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440AP6
120000.00000000
PA
USD
102294.60000000
0.010306340489
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Republic of Iraq
N/A
Republic of Iraq
N/A
1285625.00000000
PA
USD
1068916.84000000
0.107695038726
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
JetBlue Pass-Through Trust
N/A
JetBlue Pass-Through Trust, Series 2020-1, Class B
477164AB3
126523.80000000
PA
USD
124532.85000000
0.012546878860
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8437.75000000
-0.00085011647
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1245827.62000000
USD
25025936.08000000
MXN
2022-09-22
-8437.75000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mex Bonos Desarr Fix Rt
N/A
97000000.00000000
PA
4586032.31000000
0.462049907667
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.49999960
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
310000.00000000
PA
USD
279378.20000000
0.028147789371
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Euro-Bund
N/A
-8.00000000
NC
32891.60000000
0.003313879998
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bund
2022-09-08
-1181600.00000000
EUR
32891.60000000
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AC5
300000.00000000
PA
USD
273755.96000000
0.027581339923
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2006-A, Class 1A1
058927AA2
162500.02000000
PA
USD
156787.07000000
0.015796541829
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
2.79965160
N
N
N
N
N
N
BigCommerce Holdings, Inc.
549300MOVEFQ78DMPG58
BigCommerce Holdings, Inc.
08975PAA6
2170000.00000000
PA
USD
1594430.68000000
0.160641377704
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
0.25000000
N
N
N
N
Y
BigCommerce Holdings, Inc.
BigCommerce Holdings, Inc.
USD
XXXX
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDU9
1192000.00000000
PA
USD
1141042.00000000
0.114961761083
Long
DBT
CORP
GB
N
2
2025-06-22
Variable
4.37500080
N
N
N
N
N
N
Q-Park Holding I BV
2549003839B7HE3NDP48
Q-Park Holding I BV
N/A
100000.00000000
PA
91102.74000000
0.009178743140
Long
DBT
CORP
NL
Y
2
2025-03-01
Fixed
1.50000000
N
N
N
N
N
N
Commonbond Student Loan Trust
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust, Series 2018-AGS, Class C
20269DAD7
54342.38000000
PA
USD
48814.34000000
0.004918120886
Long
ABS-O
CORP
US
Y
3
2044-02-25
Fixed
3.82000000
N
N
N
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC, 1st Lien Term Loan
45567YAL9
1000000.00000000
PA
USD
974170.00000000
0.098149146828
Long
LON
CORP
US
N
2
2024-09-13
Variable
6.27386000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAL4
800000.00000000
PA
USD
784811.38000000
0.079070970536
Long
DBT
CORP
NL
Y
2
2026-04-18
Fixed
4.80000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
832000.00000000
PA
USD
767203.18000000
0.077296916925
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-75, Class SC
3136AT2D5
2755469.13000000
PA
USD
253936.60000000
0.025584508492
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Floating
3.65628960
N
N
N
N
N
N
Country Garden Holdings Co. Ltd.
549300MGHLPT1EFHGF84
Country Garden Holdings Co. Ltd.
N/A
1072000.00000000
PA
USD
525280.00000000
0.052922779233
Long
DBT
CORP
KY
Y
2
2025-10-22
Fixed
3.12500000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
1374000.00000000
PA
USD
1371292.23000000
0.138159830857
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST8, Class A
91683LAA4
371598.49000000
PA
USD
349115.63000000
0.035173944207
Long
ABS-O
CORP
US
Y
2
2029-10-20
Fixed
1.75000000
N
N
N
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class C
46590RAL3
276000.00000000
PA
USD
240783.78000000
0.024259341364
Long
ABS-MBS
CORP
US
N
3
2049-08-15
Variable
3.57198120
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
300000.00000000
PA
USD
280500.00000000
0.028260812471
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3499.03000000
-0.00035253272
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
99618840.00000000
INR
1247184.23000000
USD
2022-09-22
-3499.03000000
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
300000.00000000
PA
242695.43000000
0.024451943083
Long
DBT
CORP
ES
N
2
2029-06-26
Fixed
1.87500000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAP5
495000.00000000
PA
USD
357818.06000000
0.036050727602
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767754CL6
716000.00000000
PA
USD
583540.00000000
0.058792565096
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-PC1, Class C
12593GAK8
1046000.00000000
PA
USD
978032.70000000
0.098538319877
Long
ABS-MBS
CORP
US
N
3
2050-07-10
Variable
4.43458080
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-11, Class A2
69362QAB5
2400000.00000000
PA
USD
2207955.60000000
0.222454970256
Long
ABS-MBS
CORP
US
Y
2
2026-11-25
Variable
4.58100000
N
N
N
N
N
N
TI Automotive Finance plc
549300MZ54ZRN8UFQS35
TI Automotive Finance plc
N/A
150000.00000000
PA
112972.46000000
0.011382151538
Long
DBT
CORP
GB
Y
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
Matterhorn Telecom SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
N/A
270000.00000000
PA
238152.59000000
0.023994244868
Long
DBT
CORP
LU
Y
2
2026-09-15
Fixed
3.12500000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust, Series 2021-1A, Class E
89615BAE5
500000.00000000
PA
USD
477574.00000000
0.048116325330
Long
ABS-O
CORP
US
Y
2
2026-09-15
Fixed
3.23000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXJH6
1217843.88000000
PA
USD
1181739.47000000
0.119062094658
Long
ABS-MBS
USGSE
US
N
2
2058-05-01
Fixed
3.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K729, Class B
30306HAS9
880000.00000000
PA
USD
855464.19000000
0.086189351335
Long
ABS-MBS
USGSE
US
Y
2
2049-11-25
Variable
3.79771200
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
445000.00000000
PA
USD
381587.50000000
0.038445535753
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Cirsa Finance International SARL
254900KUJN6DHWH2K029
Cirsa Finance International SARL
N/A
186817.50000000
PA
183988.90000000
0.018537168626
Long
DBT
CORP
LU
Y
2
2023-12-20
Fixed
6.25000000
N
N
N
N
N
N
Hughes Satellite Systems Corp.
N/A
Hughes Satellite Systems Corp.
444454AF9
120000.00000000
PA
USD
113550.00000000
0.011440339594
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2020-A, Class E
88167HAH9
2450000.00000000
PA
USD
2409286.15000000
0.242739337166
Long
ABS-O
CORP
US
Y
2
2024-08-20
Fixed
4.64000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2020-2A, Class C
23343RAE8
550000.00000000
PA
USD
545128.05000000
0.054922501226
Long
ABS-O
CORP
US
Y
2
2026-03-16
Fixed
3.28000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCS7
50000.00000000
PA
USD
48960.50000000
0.004932846734
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
630000.00000000
PA
USD
583934.40000000
0.058832301511
Long
DBT
NUSS
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-3, Class E
33846QAJ0
1700000.00000000
PA
USD
1522983.42000000
0.153442954829
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
3.32000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-3, Class A3
33845PAP9
1400000.00000000
PA
USD
1393010.64000000
0.140347994537
Long
ABS-O
CORP
US
Y
2
2027-04-15
Fixed
4.55000000
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAH6
835000.00000000
PA
USD
826237.36000000
0.083244702630
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.50000000
N
N
N
N
N
N
Ultra Resources, Inc.
N/A
Ultra Resources, Inc., 1st Lien Term Loan B
L1802PAC3
923076.92000000
PA
USD
890196.92000000
0.089688728052
Long
LON
CORP
US
N
2
2029-08-06
Variable
7.06343000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
114281.49000000
0.011514038352
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
34838440.33000000
CNY
5170605.77000000
USD
2022-09-22
114281.49000000
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAN2
500000.00000000
PA
USD
412500.00000000
0.041560018340
Long
DBT
CORP
CA
Y
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Metropolitan Edison Co.
N/A
Metropolitan Edison Co.
591894BY5
900000.00000000
PA
USD
898273.08000000
0.090502413768
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
3.50000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2019-1, Class C
30308XAC7
178725.59000000
PA
USD
178700.39000000
0.018004342995
Long
ABS-O
CORP
US
Y
3
2026-06-18
Fixed
5.39000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDW8
764000.00000000
PA
USD
510847.31000000
0.051468663206
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAP5
1815000.00000000
PA
USD
1189165.31000000
0.119810259620
Long
DBT
NUSS
MX
N
2
2071-04-19
Fixed
3.75000000
N
N
N
N
N
N
Motion Finco SARL
2549002L1LBQZKA7UN30
Motion Finco SARL
N/A
150000.00000000
PA
149988.79000000
0.015111604516
Long
DBT
CORP
LU
Y
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-35, Class IX
38380RWD8
4922266.88000000
PA
USD
436216.21000000
0.043949463485
Long
ABS-MBS
USGA
US
N
2
2062-12-16
Fixed
1.16222000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214DF7
250000.00000000
PA
USD
237945.53000000
0.023973383250
Long
DBT
CORP
AU
N
2
2031-11-23
Variable
4.32200160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Connecticut Avenue Securities, Series 2018-C06, Class 2M2
30711X5R1
228148.03000000
PA
USD
228582.24000000
0.023030017179
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Floating
4.54371120
N
N
N
N
N
N
McGraw-Hill Education, Inc.
N/A
McGraw-Hill Education, Inc.
57767XAA8
225000.00000000
PA
USD
197565.62000000
0.019905044340
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBE4
695000.00000000
PA
USD
573809.38000000
0.057812189955
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2020-A, Class C
88167HAF3
800000.00000000
PA
USD
784384.32000000
0.079027943575
Long
ABS-O
CORP
US
Y
2
2024-02-20
Fixed
1.68000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2022-2A, Class D
96042VAG4
1344000.00000000
PA
USD
1339704.58000000
0.134977325855
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
5.48000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAD3
700000.00000000
PA
USD
623850.50000000
0.062853910840
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAR5
140000.00000000
PA
USD
111125.00000000
0.011196017061
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2022-C, Class D
12664DAG8
1500000.00000000
PA
USD
1498796.70000000
0.151006105067
Long
ABS-O
CORP
US
Y
2
2030-04-15
Fixed
6.45000000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
N/A
100000.00000000
PA
80144.76000000
0.008074709564
Long
DBT
CORP
FR
Y
2
2028-01-15
Fixed
3.37500000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EF3
560000.00000000
PA
USD
409774.94000000
0.041285464295
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
Boyne USA, Inc.
N/A
Boyne USA, Inc.
103557AC8
360000.00000000
PA
USD
320190.20000000
0.032259662022
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust, Series 2004-2, Class M2
64352VGB1
34539.50000000
PA
USD
33647.41000000
0.003390029034
Long
ABS-O
CORP
US
N
3
2034-08-25
Floating
3.37371120
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCD3
330000.00000000
PA
USD
283646.55000000
0.028577832291
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Vista Outdoor, Inc.
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377AC4
640000.00000000
PA
USD
476428.80000000
0.048000944644
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
-24.00000000
NC
USD
1448.40000000
0.000145928558
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Long Bond
2022-12-20
-3251250.00000000
USD
1448.40000000
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
680000.00000000
PA
USD
626723.82000000
0.063143402311
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
US Auto Funding
N/A
US Auto Funding, Series 2021-1A, Class A
90355EAA9
170977.10000000
PA
USD
169995.90000000
0.017127352052
Long
ABS-O
CORP
US
Y
2
2024-07-15
Fixed
0.79000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
1038000.00000000
PA
USD
869195.25000000
0.087572777045
Long
DBT
CORP
MX
Y
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DP2
690000.00000000
PA
USD
498642.04000000
0.050238963218
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K041, Class X3
3137BFEB3
13061092.00000000
PA
USD
392182.80000000
0.039513028753
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Variable
1.69887240
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Italian Republic Government Bond
465410CD8
1888000.00000000
PA
USD
1768149.76000000
0.178143845949
Long
DBT
NUSS
IT
N
2
2024-05-06
Fixed
0.87500000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust, Series 2018-1, Class C
252724AC3
687067.57000000
PA
USD
683975.35000000
0.068911583249
Long
ABS-O
CORP
US
Y
3
2031-01-21
Fixed
4.53000000
N
N
N
N
N
N
Carmax Auto Owner Trust
N/A
Carmax Auto Owner Trust, Series 2019-4, Class D
14315WAH3
830000.00000000
PA
USD
803413.86000000
0.080945199409
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
2.80000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
530000.00000000
PA
USD
418466.80000000
0.042161182746
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYB4
410000.00000000
PA
USD
338775.48000000
0.034132157968
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500040
N
N
N
N
N
N
Grupo Antolin-Irausa SA
213800OILC5Q9AR63B63
Grupo Antolin-Irausa SA
N/A
168000.00000000
PA
121887.97000000
0.012280403075
Long
DBT
CORP
ES
Y
2
2028-04-30
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X1
3137FXZ50
65913166.56240000
PA
USD
1416394.85000000
0.142703990165
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
0.42199200
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
160000.00000000
PA
USD
143300.80000000
0.014437779093
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Ancestry.com, Inc.
2549009ADY4208OH2Y47
Ancestry.com, Inc., 1st Lien Term Loan B
03952HAD6
192000.00000000
PA
USD
181000.32000000
0.018236064530
Long
LON
CORP
US
N
2
2027-12-06
Variable
5.77386000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
110000.00000000
PA
USD
109821.25000000
0.011064662216
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust, Series 2018-2A, Class D
36249EAG9
1470000.00000000
PA
USD
1475780.33000000
0.148687169893
Long
ABS-O
CORP
US
Y
2
2025-03-17
Fixed
5.46000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-1A, Class C
36261AAE5
520000.00000000
PA
USD
506735.32000000
0.051054373800
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
1.20000000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAA8
385000.00000000
PA
USD
336813.52000000
0.033934487438
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Magnetite VII Ltd.
549300B54XJTQC6DWJ15
Magnetite Ltd., Series 2012-7A, Class A1R2
55951PBA4
486161.05000000
PA
USD
479281.38000000
0.048288346528
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
3.31200000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
Naturgy Finance BV
N/A
200000.00000000
PA
199044.42000000
0.020054035747
Long
DBT
CORP
NL
Y
2
2022-11-18
Variable
4.12500005
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust, Series 2004-3, Class M3
68389FFV1
21201.30000000
PA
USD
20336.00000000
0.002048883716
Long
ABS-O
CORP
US
N
3
2034-11-25
Floating
3.41871120
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAB8
665000.00000000
PA
USD
571554.20000000
0.057584977053
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.12500000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AR0
230000.00000000
PA
USD
209300.00000000
0.021087301426
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Structured Asset Securities Corp. Mortgage Loan Trust
N/A
Structured Asset Securities Corp. Mortgage Loan Trust, Series 2005-WF2, Class M2
86359DDC8
119098.15000000
PA
USD
115674.85000000
0.011654421545
Long
ABS-O
CORP
US
N
3
2035-05-25
Floating
3.07370880
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL6, Class A2
69362GAB7
2500000.00000000
PA
USD
2331810.50000000
0.234933544596
Long
ABS-O
CORP
US
Y
3
2051-07-25
Variable
5.07129840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X1
3137H0GP7
4997647.02000000
PA
USD
153759.61000000
0.015491520512
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
0.86876640
N
N
N
N
N
N
TripAdvisor, Inc.
549300XVG45PT5BART17
TripAdvisor, Inc.
896945AD4
1224000.00000000
PA
USD
1017144.00000000
0.102478844350
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.25000000
N
N
N
N
Y
TripAdvisor, Inc.
TripAdvisor, Inc.
USD
XXXX
N
N
N
ams-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
N/A
330000.00000000
PA
308419.16000000
0.031073711384
Long
DBT
CORP
AT
Y
2
2025-07-31
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
324764.51000000
0.032720530889
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
103231655.08000000
ZAR
6340449.54000000
USD
2022-09-22
324764.51000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2019-4, Class A1
92537KAA2
634049.54000000
PA
USD
622610.46000000
0.062728974876
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
2.64200040
N
N
N
N
N
N
Summer BC Holdco B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
N/A
380000.00000000
PA
352285.22000000
0.035493285343
Long
DBT
CORP
LU
Y
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-6, Class A1
92538MAA7
2689467.63000000
PA
USD
2356093.06000000
0.237380050388
Long
ABS-MBS
CORP
US
Y
2
2066-10-25
Variable
1.63000080
N
N
N
N
N
N
Sea Ltd.
529900OM6JLLW44YKI15
Sea Ltd.
81141RAF7
730000.00000000
PA
USD
778196.34000000
0.078404494940
Long
DBT
CORP
KY
N
2
2025-12-01
Fixed
2.37500000
N
N
N
N
Y
Sea Ltd.
Sea Ltd.
USD
XXXX
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAG2
1505000.00000000
PA
USD
1069297.86000000
0.107733427085
Long
DBT
CORP
DE
N
2
2033-01-07
Variable
3.74199840
N
N
N
N
N
N
Sabre GLBL, Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAF9
27000.00000000
PA
USD
25579.80000000
0.002577204744
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2021-4, Class A
92258DAA5
2549961.97860000
PA
USD
2387268.28000000
0.240521002424
Long
ABS-MBS
CORP
US
Y
2
2051-12-26
Variable
2.52000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-2A, Class E
30166QAG4
1500000.00000000
PA
USD
1400239.50000000
0.141076313456
Long
ABS-O
CORP
US
Y
2
2029-10-15
Fixed
6.34000000
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
Republic of Serbia
N/A
1040000.00000000
PA
749436.44000000
0.075506890160
Long
DBT
NUSS
RS
Y
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
Bentley Systems, Inc.
549300WVEHPGE0Z56F71
Bentley Systems, Inc.
08265TAB5
1065000.00000000
PA
USD
966528.90000000
0.097379294085
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.12500000
N
N
N
N
Y
Bentley Systems, Inc.
Bentley Systems, Inc.
USD
XXXX
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM5, Class A1
64830PAA4
1568113.51000000
PA
USD
1479794.06000000
0.149091559450
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
2.70986040
N
N
N
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AJ9
1160000.00000000
PA
USD
1115267.50000000
0.112364940010
Long
DBT
NUSS
PY
Y
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
320000.00000000
PA
USD
279369.30000000
0.028146892682
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
Republic of Serbia
817477AF9
1010000.00000000
PA
USD
724548.75000000
0.072999416578
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CF9
90000.00000000
PA
USD
74173.50000000
0.007473095806
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
US Auto Funding
N/A
US Auto Funding, Series 2021-1A, Class B
90355EAB7
311000.00000000
PA
USD
302208.03000000
0.030447930350
Long
ABS-O
CORP
US
Y
2
2025-03-17
Fixed
1.49000000
N
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AA7
250000.00000000
PA
USD
209745.00000000
0.021132135871
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
1054000.00000000
PA
USD
873502.50000000
0.088006739200
Long
DBT
CORP
MX
Y
2
2026-06-08
Variable
5.12499960
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2022-PSB, Class A
05606DAS7
3100000.00000000
PA
USD
3093177.52000000
0.311642459299
Long
ABS-MBS
CORP
US
Y
2
2039-08-15
Floating
4.75841160
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AH7
1950000.00000000
PA
USD
1920901.44000000
0.193533815942
Long
DBT
CORP
JP
N
2
2023-09-13
Fixed
2.52700000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2719.25000000
-0.00027396867
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
1229405.90000000
USD
5449833397.69000000
COP
2022-09-22
-2719.25000000
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAV0
1985000.00000000
PA
USD
1966905.47000000
0.198168793713
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5023, Class MI
3137FWV80
4373280.37000000
PA
USD
783746.07000000
0.078963638893
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
3.00000000
N
N
N
N
N
N
Triton Water Holdings, Inc.
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc.
89680EAA7
50000.00000000
PA
USD
41010.00000000
0.004131821459
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
OI European Group BV
72450053F5WRDY8CDZ66
OI European Group BV
N/A
180000.00000000
PA
171397.84000000
0.017268599694
Long
DBT
CORP
NL
Y
2
2024-11-15
Fixed
3.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4681, Class SD
3137BYHQ6
6482885.25000000
PA
USD
920156.75000000
0.092707227650
Long
ABS-MBS
USGSE
US
N
2
2047-05-15
Floating
3.75900120
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9013.67000000
-0.00090814131
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
204650857.85000000
INR
2560313.59000000
USD
2022-09-22
-9013.67000000
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
480000.00000000
PA
USD
329491.20000000
0.033196752278
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAR2
170000.00000000
PA
USD
161442.20000000
0.016265553437
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Eventbrite, Inc.
549300N6XBV2B1FAUF55
Eventbrite, Inc.
29975EAD1
670000.00000000
PA
USD
478045.00000000
0.048163779315
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.75000000
N
N
N
N
Y
Eventbrite, Inc.
Eventbrite, Inc.
USD
XXXX
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DQ5
645000.00000000
PA
USD
438317.81000000
0.044161202963
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BC6
200000.00000000
PA
USD
184665.22000000
0.018605308921
Long
DBT
CORP
NL
N
2
2033-03-28
Variable
4.25199960
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust, Series 16-A
89356BAB4
810000.00000000
PA
USD
794812.57000000
0.080078606027
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
5.87499840
N
N
N
N
N
N
UGI International LLC
5493001JFF8MQO00ZQ21
UGI International LLC
N/A
296000.00000000
PA
231736.70000000
0.023347833944
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
Guala Closures SpA
81560014151D1C625F49
Guala Closures SpA
N/A
250000.00000000
PA
211667.59000000
0.021325839812
Long
DBT
CORP
IT
Y
2
2028-06-15
Fixed
3.25000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BN0
470000.00000000
PA
USD
421331.50000000
0.042449805739
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
CCUBS Commercial Mortgage Trust
N/A
CCUBS Commercial Mortgage Trust, Series 2017-C1, Class C
12508GAZ9
152000.00000000
PA
USD
135435.06000000
0.013645293521
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.57818480
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3
3137FEBT6
3940000.00000000
PA
USD
369245.77000000
0.037202087207
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Variable
2.20648680
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2018-C, Class D
12655CAD8
131036.05000000
PA
USD
131122.18000000
0.013210764134
Long
ABS-O
CORP
US
Y
2
2024-06-17
Fixed
4.40000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust, Series 2003-8, Class A1
81743PDX1
240863.07000000
PA
USD
231757.80000000
0.023349959802
Long
ABS-MBS
CORP
US
N
2
2034-01-20
Floating
3.00813840
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAD5
875000.00000000
PA
USD
826962.50000000
0.083317761616
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Kite Realty Group LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAB9
688000.00000000
PA
USD
626352.17000000
0.063105957994
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
0.75000000
N
N
N
N
Y
Kite Realty Group Trust
Kite Realty Group Trust
USD
XXXX
N
N
N
Douglas GmbH
529900381YTPHVY9AI06
Douglas GmbH
N/A
275000.00000000
PA
226229.32000000
0.022792956820
Long
DBT
CORP
DE
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
Nobel Bidco BV
549300NZZFLYK83VVT71
Nobel Bidco BV
N/A
150000.00000000
PA
106363.91000000
0.010716329819
Long
DBT
CORP
NL
Y
2
2028-06-15
Fixed
3.12500000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
N/A
1600000.00000000
PA
1469863.99000000
0.148091089411
Long
DBT
CORP
GB
Y
2
2026-03-22
Variable
3.25000015
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
N/A
100000.00000000
PA
87536.17000000
0.008819405650
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
2.75000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
N/A
900000.00000000
PA
922927.59000000
0.092986394102
Long
DBT
CORP
US
Y
2
2035-09-19
Fixed
4.12500000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2022-2, Class A
68377HAA2
994000.00000000
PA
USD
991536.37000000
0.099898835690
Long
ABS-O
CORP
US
Y
2
2029-10-09
Fixed
5.94000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2020-1, Class AFX
92259LAB4
935117.54000000
PA
USD
887473.02000000
0.089414290879
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Variable
2.61000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
830000.00000000
PA
USD
770294.50000000
0.077608372236
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000080
N
N
N
N
N
N
Country Garden Holdings Co. Ltd.
549300MGHLPT1EFHGF84
Country Garden Holdings Co. Ltd.
N/A
1540000.00000000
PA
USD
758450.00000000
0.076415020388
Long
DBT
CORP
KY
Y
2
2026-04-08
Fixed
7.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF35, Class B
30305CAC6
508138.72000000
PA
USD
493535.27000000
0.049724448176
Long
ABS-MBS
USGSE
US
Y
2
2024-08-25
Floating
5.11229160
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-41242.95000000
-0.00415529153
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1405478.11000000
USD
6433041.96000000
PLN
2022-09-22
-41242.95000000
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAH2
790000.00000000
PA
USD
600724.34000000
0.060523914152
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust
N/A
JPMCC Commercial Mortgage Securities Trust, Series 2019-COR4, Class A5
48128YAW1
1015450.00000000
PA
USD
982781.55000000
0.099016773921
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Fixed
4.02910000
N
N
N
N
N
N
Pike Corp.
549300P4EKEP6HK0NC58
Pike Corp., Delayed Draw Term Loan B
72108PAR5
131712.39000000
PA
USD
128605.29000000
0.012957183541
Long
LON
CORP
US
N
2
2028-01-21
Variable
5.53000000
N
N
N
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
232000.00000000
PA
USD
221270.00000000
0.022293297595
Long
DBT
CORP
IL
Y
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851AW2
2205000.00000000
PA
USD
1564876.92000000
0.157663790292
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-38722.90000000
-0.00390139256
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
594323890.00000000
CLP
621872.86000000
USD
2022-09-22
-38722.90000000
N
N
N
Emera, Inc.
NQZVQT2P5IUF2PGA1Q48
Emera, Inc., Series 16-A
290876AD3
2251000.00000000
PA
USD
2273352.43000000
0.229043802872
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.75000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
1676000.00000000
PA
1627451.21000000
0.163968247601
Long
DBT
CORP
IT
Y
2
2027-01-11
Variable
7.75000120
N
N
N
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
N/A
300000.00000000
PA
254344.81000000
0.025625636286
Long
DBT
CORP
FR
Y
2
2026-09-28
Fixed
2.00000000
N
N
N
N
N
N
Dufry One BV
7245003K5MN9U7XW0808
Dufry One BV
N/A
100000.00000000
PA
94804.17000000
0.009551667985
Long
DBT
CORP
NL
Y
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CU2
425000.00000000
PA
USD
371884.75000000
0.037467968558
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45000000
N
N
N
N
N
N
Santander Prime Auto Issuance Notes Trust
N/A
Santander Prime Auto Issuance Notes Trust, Series 2018-A, Class F
80285BAF0
129243.68000000
PA
USD
128987.79000000
0.012995721013
Long
ABS-O
CORP
US
Y
2
2025-09-15
Fixed
6.80000000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
700000.00000000
PA
649129.36000000
0.065400795410
Long
DBT
CORP
IT
Y
2
2026-01-28
Fixed
2.87500000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBC3
175000.00000000
PA
USD
163625.00000000
0.016485473941
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2005-2, Class M1
75970NAP2
1356132.24000000
PA
USD
1217096.55000000
0.122624375612
Long
ABS-O
CORP
US
N
3
2035-08-25
Variable
5.05100160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4983, Class SY
3137FTHL4
6722048.18000000
PA
USD
923792.26000000
0.093073510953
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Floating
3.65628960
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBC8
180000.00000000
PA
USD
162040.31000000
0.016325813952
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCG8
90000.00000000
PA
USD
84715.64000000
0.008535232853
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
200000.00000000
PA
191865.05000000
0.019330703022
Long
DBT
CORP
IT
Y
2
2026-05-25
Fixed
3.62500000
N
N
N
N
N
N
Huarong Finance 2019 Co. Ltd.
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co. Ltd.
N/A
520000.00000000
PA
USD
507000.00000000
0.051081040723
Long
DBT
CORP
VG
Y
2
2023-02-24
Floating
4.10470920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-69
38379RYE7
3360861.27000000
PA
USD
137438.72000000
0.013847165391
Long
ABS-MBS
USGA
US
N
2
2059-07-16
Variable
0.67010040
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST9, Class A
91683MAA2
1672060.62000000
PA
USD
1539119.43000000
0.155068683003
Long
ABS-O
CORP
US
Y
2
2029-11-20
Fixed
1.70000000
N
N
N
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
N/A
300000.00000000
PA
260399.23000000
0.026235628544
Long
DBT
CORP
DE
Y
2
2026-05-29
Fixed
3.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-3, Class D
33845PAJ3
500000.00000000
PA
USD
494312.00000000
0.049802704935
Long
ABS-O
CORP
US
Y
2
2028-07-17
Fixed
6.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDJ0
1225000.00000000
PA
USD
1088618.07000000
0.109679968375
Long
DBT
CORP
NL
Y
2
2026-09-24
Variable
1.00400040
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
400000.00000000
PA
USD
352701.30000000
0.035535206052
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DU9
425000.00000000
PA
USD
385106.98000000
0.038800128852
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2018-3A, Class E
30166PAJ0
550000.00000000
PA
USD
551898.27000000
0.055604611450
Long
ABS-O
CORP
US
Y
2
2024-08-15
Fixed
5.43000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2022-3, Class A
92257BAA0
1068350.74000000
PA
USD
1052601.11000000
0.106051203482
Long
ABS-MBS
CORP
US
Y
2
2052-06-25
Variable
5.22000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4321.59000000
-0.00043540693
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
1251109.89000000
USD
18535193069.00000000
IDR
2022-09-22
-4321.59000000
N
N
N
N/A
N/A
Euro-Schatz
N/A
4.00000000
NC
-2901.11000000
-0.00029229135
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
Federal Republic of Germany
Euro-Schatz
2022-09-08
434380.00000000
EUR
-2901.11000000
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2020-4A, Class C
36261EAC1
480000.00000000
PA
USD
470761.25000000
0.047429930142
Long
ABS-O
CORP
US
Y
2
2025-11-17
Fixed
1.14000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796U49
60000.00000000
PA
USD
59949.95000000
0.006040050961
Long
STIV
UST
US
N
2
2022-09-15
None
0.00000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAD4
688000.00000000
PA
USD
663338.65000000
0.066832403539
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
CD&R Smokey Buyer, Inc.
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
220000.00000000
PA
USD
204600.00000000
0.020613769096
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-110, Class MS
38379MTQ7
606437.33000000
PA
USD
66487.48000000
0.006698717304
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Floating
3.34185840
N
N
N
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
39530LAD2
1161090.00000000
PA
USD
977986.11000000
0.098533625862
Long
DBT
CORP
NL
Y
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBM1
165000.00000000
PA
USD
124992.45000000
0.012593184277
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-883.68000000
-0.00008903213
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1251681.47000000
USD
25297108.35000000
MXN
2022-09-22
-883.68000000
N
N
N
RAC Bond Co. plc
2138008FCM2SUNLC7B21
RAC Bond Co. plc
N/A
168000.00000000
PA
157349.75000000
0.015853232717
Long
DBT
CORP
GB
Y
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AS5
565000.00000000
PA
USD
452655.40000000
0.045605737517
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
Verisure Midholding AB
549300496LYEZ55X1M49
Verisure Midholding AB
N/A
119000.00000000
PA
96128.55000000
0.009685101335
Long
DBT
CORP
SE
Y
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2020-3A, Class E
26253AAE6
2500000.00000000
PA
USD
2408124.25000000
0.242622273929
Long
ABS-O
CORP
US
Y
2
2027-10-15
Fixed
3.62000000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879QAN9
686000.00000000
PA
USD
621258.75000000
0.062592787985
Long
DBT
CORP
US
N
2
2026-01-01
None
0.00000000
N
N
N
N
Y
Vail Resorts, Inc.
Vail Resorts, Inc.
USD
XXXX
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
300000.00000000
PA
USD
273174.53000000
0.027522759944
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64499840
N
N
N
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865BD6
305000.00000000
PA
USD
198572.82000000
0.020006521311
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.55000000
N
N
N
N
N
N
eircom Finance DAC
254900NA4DUH50UERM85
eircom Finance DAC
N/A
200000.00000000
PA
170339.03000000
0.017161922935
Long
DBT
CORP
IE
Y
2
2027-02-15
Fixed
2.62500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
300000.00000000
PA
266305.32000000
0.026830676323
Long
DBT
CORP
FR
Y
2
2026-12-19
Variable
1.74999980
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X3
3137H2N91
766660.00000000
PA
USD
151788.71000000
0.015292949264
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Variable
3.04815600
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
N/A
300000.00000000
PA
271336.50000000
0.027337575554
Long
DBT
CORP
LU
Y
2
2025-01-15
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-30, Class SA
3136ARZ76
3873429.83000000
PA
USD
532204.22000000
0.053620405197
Long
ABS-MBS
USGSE
US
N
2
2046-05-25
Floating
3.55628880
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-3, Class C
69546RAC0
2819846.51000000
PA
USD
2400505.73000000
0.241854696157
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
3.27000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
2150000.00000000
PA
USD
2118447.35000000
0.213436874470
Long
DBT
CORP
NL
Y
2
2024-07-15
Fixed
3.62500000
N
N
N
N
N
N
Indonesia Asahan Aluminium Persero PT
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAF9
830000.00000000
PA
USD
810993.00000000
0.081708809585
Long
DBT
NUSS
ID
Y
2
2030-05-15
Fixed
5.45000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC, Series 2022-4A, Class D
42806MBG3
1000000.00000000
PA
USD
934406.00000000
0.094142861811
Long
ABS-O
CORP
US
Y
2
2026-09-25
Fixed
6.56000000
N
N
N
N
N
N
Caesars Resort Collection LLC
549300V3UCT773B1KR38
Caesars Resort Collection LLC, 1st Lien Term Loan B
12769LAB5
1877242.22000000
PA
USD
1850791.88000000
0.186470168428
Long
LON
CORP
US
N
2
2024-12-23
Variable
5.27386000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class X3
3137FQXM0
3149644.00000000
PA
USD
197295.59000000
0.019877838397
Long
ABS-MBS
USGSE
US
N
2
2048-01-25
Variable
1.83025800
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2020-CBM, Class D
20049AAG3
2210000.00000000
PA
USD
2012877.28000000
0.202800525269
Long
ABS-MBS
CORP
US
Y
3
2037-02-10
Variable
3.75377760
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCK7
1435000.00000000
PA
USD
1170881.08000000
0.117968094931
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
FWD Securitization Trust
N/A
FWD Securitization Trust, Series 2020-INV1, Class A1
302985AA4
661837.73000000
PA
USD
633514.58000000
0.063827581972
Long
ABS-MBS
CORP
US
Y
2
2050-01-25
Variable
2.23999920
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE1, Class M1
61746REW7
30314.04000000
PA
USD
29821.55000000
0.003004567672
Long
ABS-O
CORP
US
N
3
2034-01-25
Floating
3.29870880
N
N
N
N
N
N
AREIT Trust
N/A
AREIT Trust, Series 2022-CRE6, Class D
04002VAJ0
425000.00000000
PA
USD
405059.00000000
0.040810325985
Long
ABS-MBS
CORP
KY
Y
3
2037-01-16
Floating
4.85757000
N
N
N
N
N
N
Federal Democratic Republic of Ethiopia
N/A
Federal Democratic Republic of Ethiopia
N/A
940000.00000000
PA
USD
516001.25000000
0.051987930699
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
Braemar Hotels & Resorts Trust
N/A
Braemar Hotels & Resorts Trust, Series 2018-PRME, Class C
10482TAJ1
1200000.00000000
PA
USD
1143762.36000000
0.115235841596
Long
ABS-MBS
CORP
US
Y
3
2035-06-15
Floating
3.64100040
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2022-1A, Class D
96042WAG2
1676000.00000000
PA
USD
1584819.06000000
0.159672991999
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
3.49000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-1, Class F
02530WAL8
828000.00000000
PA
USD
777499.45000000
0.078334282185
Long
ABS-O
CORP
US
Y
2
2028-11-13
Fixed
4.87000000
N
N
N
N
N
N
Republic of North Macedonia
N/A
Republic of North Macedonia
N/A
1110000.00000000
PA
1046682.44000000
0.105454888249
Long
DBT
NUSS
MK
Y
2
2025-01-18
Fixed
2.75000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGN8
110000.00000000
PA
USD
90244.82000000
0.009092306361
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-2, Class B
80286MAD0
1890000.00000000
PA
USD
1850301.12000000
0.186420723593
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
3.44000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-36, Class WY
38379AXJ4
810000.00000000
PA
USD
681545.50000000
0.068666772072
Long
ABS-MBS
USGA
US
N
2
2044-03-16
Fixed
2.00000000
N
N
N
N
N
N
Abertis Infraestructuras Finance BV
5493007WHKI5H75YJ358
Abertis Infraestructuras Finance BV
N/A
300000.00000000
PA
257864.94000000
0.025980294874
Long
DBT
CORP
NL
Y
2
2025-11-24
Variable
3.24799995
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AM8
80000.00000000
PA
USD
73788.80000000
0.007434336681
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2021-3, Class A1
03465EAA9
3482636.12000000
PA
USD
3090102.98000000
0.311332694599
Long
ABS-MBS
CORP
US
Y
2
2066-05-25
Variable
1.06800120
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5684.09000000
-0.00057268093
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1218380.29000000
USD
5387677660.97000000
COP
2022-09-22
-5684.09000000
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust, Series 2005-AR10, Class A1
45660LKW8
635231.17000000
PA
USD
522907.88000000
0.052683784443
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
2.96371080
N
N
N
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc.
N/A
200000.00000000
PA
186418.23000000
0.018781927412
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
3.87500000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
100000.00000000
PA
99791.54000000
0.010054153291
Long
DBT
CORP
IT
Y
2
2024-01-19
Fixed
3.62500000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2022-C, Class A
12664DAA1
3361184.36000000
PA
USD
3355402.11000000
0.338061995711
Long
ABS-O
CORP
US
Y
2
2030-04-15
Fixed
4.18000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-1A, Class D
23345YAG6
969000.00000000
PA
USD
911735.59000000
0.091858782647
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
3.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4305, Class SK
3137B8A72
896096.16000000
PA
USD
125704.46000000
0.012664920395
Long
ABS-MBS
USGSE
US
N
2
2044-02-15
Floating
4.20900120
N
N
N
N
N
N
Energean Israel Finance Ltd.
98450044QACBL3F8EB03
Energean Israel Finance Ltd.
N/A
1374460.00000000
PA
USD
1233577.85000000
0.124284892291
Long
DBT
CORP
IL
Y
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AV1
300000.00000000
PA
USD
225792.29000000
0.022748925366
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
100000.00000000
PA
USD
86192.08000000
0.008683986486
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2018-2, Class A
92259BAA8
969816.36000000
PA
USD
946927.24000000
0.095404396269
Long
ABS-MBS
CORP
US
Y
2
2048-10-26
Variable
4.05000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-2A, Class F
96042RAH1
1700000.00000000
PA
USD
1545869.33000000
0.155748745955
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
3.66000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-1A, Class B
52607MAB5
139000.00000000
PA
USD
114028.90000000
0.011488589515
Long
ABS-O
CORP
US
Y
3
2031-11-20
Fixed
2.47000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
30100000.00000000
PA
USD
986374.01000000
0.099378719869
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 38-V2
Markit CDX North American High Yield Index Series 38-V2
Y
Receipt of notional amount upon default event with regard to the reference instrument
2027-06-20
0.00000000
USD
919241.17000000
USD
30100000.00000000
USD
986374.01000000
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-4A, Class E
36263DAE7
990000.00000000
PA
USD
880355.22000000
0.088697161428
Long
ABS-O
CORP
US
Y
2
2028-10-16
Fixed
4.43000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4654, Class SK
3137BVV45
4305228.58000000
PA
USD
564785.72000000
0.056903042137
Long
ABS-MBS
USGSE
US
N
2
2047-02-15
Floating
3.60900000
N
N
N
N
N
N
Greenko Power II Ltd.
254900YYA4B6O2O4JM12
Greenko Power II Ltd.
39530MAA6
794707.50000000
PA
USD
634772.62000000
0.063954331464
Long
DBT
CORP
MU
Y
2
2028-12-13
Fixed
4.30000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7488.25000000
0.000754452866
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
3823853.14000000
BRL
738874.55000000
USD
2022-09-22
7488.25000000
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
2521000.00000000
PA
USD
2180665.00000000
0.219705399743
Long
DBT
CORP
US
N
2
2026-02-18
Variable
3.87500040
N
N
N
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
Verisure Holding AB
N/A
350000.00000000
PA
301610.62000000
0.030387740360
Long
DBT
CORP
SE
Y
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AK3
720000.00000000
PA
USD
271800.00000000
0.027384273902
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Madison IAQ LLC
N/A
Madison IAQ LLC, 1st Lien Term Loan
55759VAB4
193821.17000000
PA
USD
186713.75000000
0.018811701513
Long
LON
CORP
US
N
2
2028-06-21
Variable
4.52443000
N
N
N
N
N
N
BANK
549300664283JRAXM588
BANK, Series 2018-BN13, Class C
06539LBG4
509000.00000000
PA
USD
456644.41000000
0.046007636496
Long
ABS-MBS
CORP
US
N
3
2061-08-15
Variable
4.72404240
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
344.00000000
NC
USD
-188847.40000000
-0.01902667007
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Ultra Note
2022-12-20
42951625.00000000
USD
-188847.40000000
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAF2
1400000.00000000
PA
USD
1396554.26000000
0.140705019779
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2019-2, Class C
00108GAC9
1500000.00000000
PA
USD
1493027.25000000
0.150424823982
Long
ABS-O
CORP
US
Y
2
2024-10-21
Fixed
5.24000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
172131.63000000
0.017342530181
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
6623284.02000000
EUR
6837178.34000000
USD
2022-09-22
172131.63000000
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST4, Class A
91534HAA4
1209973.74000000
PA
USD
1137107.79000000
0.114565383290
Long
ABS-O
CORP
US
Y
2
2027-07-20
Fixed
2.00000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AK7
430000.00000000
PA
USD
381721.75000000
0.038459061650
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
316000.00000000
PA
USD
238645.22000000
0.024043878109
Long
DBT
CORP
NL
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEN1
790000.00000000
PA
USD
778545.00000000
0.078439622978
Long
DBT
CORP
US
N
2
2026-02-18
Floating
3.24173880
N
N
N
N
N
N
Rolls-Royce plc
X57JK1U580XATGR67572
Rolls-Royce plc
N/A
110000.00000000
PA
105572.21000000
0.010636564809
Long
DBT
CORP
GB
Y
2
2026-02-16
Fixed
4.62500000
N
N
N
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618MAA4
156000.00000000
PA
USD
135525.00000000
0.013654355116
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Conair Holdings LLC
549300804G00T34FLV17
Conair Holdings LLC, 1st Lien Term Loan B
20600RAB8
1737248.12000000
PA
USD
1494033.38000000
0.150526193148
Long
LON
CORP
US
N
2
2028-05-17
Variable
6.00043000
N
N
N
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
N/A
500000.00000000
PA
429557.84000000
0.043278622323
Long
DBT
CORP
BE
Y
2
2025-12-02
Variable
2.50000180
N
N
N
N
N
N
Everbridge, Inc.
549300WCY0UMR64ATW81
Everbridge, Inc.
29978AAE4
590000.00000000
PA
USD
523402.63000000
0.052733631278
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Everbridge, Inc.
Everbridge, Inc.
USD
XXXX
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
845000.00000000
PA
USD
714412.01000000
0.071978124213
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300120
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
N/A
820000.00000000
PA
USD
697153.75000000
0.070239327602
Long
DBT
NUSS
PY
Y
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-4, Class E
02530TAJ0
1700000.00000000
PA
USD
1572749.73000000
0.158456988178
Long
ABS-O
CORP
US
Y
2
2028-02-14
Fixed
3.12000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9708.07000000
0.000978103193
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
1668836037.00000000
KRW
1253256.26000000
USD
2022-09-22
9708.07000000
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-3, Class C
33845PAG9
2025000.00000000
PA
USD
2008779.75000000
0.202387692731
Long
ABS-O
CORP
US
Y
2
2028-07-17
Fixed
4.99000000
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2021-B, Class C
52607HAC4
1500000.00000000
PA
USD
1375537.95000000
0.138587593769
Long
ABS-O
CORP
US
Y
3
2029-02-15
Fixed
3.21000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2021-2, Class A
92259MAA4
1389641.69910000
PA
USD
1223465.70000000
0.123266077407
Long
ABS-MBS
CORP
US
Y
2
2051-08-25
Variable
1.51999920
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
2082000.00000000
PA
USD
1389206.82000000
0.139964753739
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Everbridge, Inc.
549300WCY0UMR64ATW81
Everbridge, Inc.
29978AAE4
754000.00000000
PA
USD
668890.82000000
0.067391793325
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Everbridge, Inc.
Everbridge, Inc.
USD
XXXX
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust, Series 2020-A, Class A
76042EAA7
396000.00000000
PA
USD
377280.57000000
0.038011605839
Long
ABS-O
CORP
US
Y
2
2030-11-20
Fixed
2.47000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
N/A
310000.00000000
PA
303914.37000000
0.030619846766
Long
DBT
CORP
US
N
2
2024-03-06
Fixed
3.02100000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BS8
544000.00000000
PA
USD
512650.29000000
0.051650316253
Long
DBT
CORP
GB
Y
2
2031-04-01
Variable
4.64400000
N
N
N
N
N
N
Monitchem HoldCo 3 SA
222100SJHJ1CNJMSW162
Monitchem HoldCo 3 SA
N/A
180000.00000000
PA
170037.54000000
0.017131547347
Long
DBT
CORP
LU
Y
2
2025-03-15
Fixed
5.25000000
N
N
N
N
N
N
PNMAC GMSR Issuer Trust
N/A
PNMAC GMSR Issuer Trust, Series 2018-GT2, Class A
69354WAD8
2280000.00000000
PA
USD
2224364.12000000
0.224108154237
Long
ABS-MBS
CORP
US
Y
2
2025-08-25
Floating
5.09370840
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
280000.00000000
PA
USD
257632.38000000
0.025956864091
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
239.94000000
0.000024174329
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1251952.28000000
USD
99739031.67000000
INR
2022-09-22
239.94000000
N
N
N
Chamberlain Group LLC (The)
N/A
Chamberlain Group LLC (The), 1st Lien Term Loan B
15963CAC0
1154562.50000000
PA
USD
1096834.38000000
0.110507774422
Long
LON
CORP
US
N
2
2028-11-03
Variable
6.02386000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2021-1, Class B
00091KAB1
591982.79000000
PA
USD
587912.67000000
0.059233118418
Long
ABS-O
CORP
US
Y
2
2024-07-22
Fixed
1.43000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series 13-A
842400FW8
214000.00000000
PA
USD
173643.57000000
0.017494860494
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
3.90000000
N
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
445545AM8
367000.00000000
PA
USD
267290.69000000
0.026929953887
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
200000.00000000
PA
USD
145524.78000000
0.014661848547
Long
DBT
CORP
IT
Y
2
2032-06-01
Variable
4.19799960
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAK1
90000.00000000
PA
USD
83451.04000000
0.008407822431
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAD8
60000.00000000
PA
USD
56850.00000000
0.005727726163
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Pactiv Evergreen Group Holdings, Inc.
5493002QNV81KCX40V06
Pactiv Evergreen Group Holdings, Inc., 1st Lien Term Loan B
76173FAY3
1017312.50000000
PA
USD
988247.88000000
0.099567515194
Long
LON
CORP
US
N
2
2028-09-24
Variable
6.02386000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV, Series NC5
N/A
200000.00000000
PA
193085.06000000
0.019453620932
Long
DBT
CORP
NL
Y
2
2023-09-04
Variable
3.00000070
N
N
N
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
N/A
250000.00000000
PA
236462.73000000
0.023823988837
Long
DBT
CORP
GB
Y
2
2026-06-15
Fixed
3.50000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class D
36263LAG4
1075000.00000000
PA
USD
965806.77000000
0.097306538362
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
1.48000000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AD6
315000.00000000
PA
USD
283893.75000000
0.028602738076
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
Telecom Italia Finance SA
549300O482B6CBF38D50
Telecom Italia Finance SA
N/A
190000.00000000
PA
200487.53000000
0.020199431330
Long
DBT
CORP
LU
N
2
2033-01-24
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
21000000.00000000
PA
1548929.86000000
0.156057099126
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2027-02-15
0.00000000
USD
0.00000000
USD
21000000.00000000
GBP
1548929.86000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-24, Class QS
31395BR88
304033.34000000
PA
USD
28018.62000000
0.002822919663
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
Floating
4.75629120
N
N
N
N
N
N
UAE International Government Bond
N/A
UAE International Government Bond
31424EAE2
537000.00000000
PA
USD
563850.00000000
0.056808766887
Long
DBT
NUSS
AE
Y
2
2052-07-07
Fixed
4.95100000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CJ7
1280000.00000000
PA
USD
1237015.65000000
0.124631256003
Long
DBT
CORP
GB
Y
2
2026-03-30
Variable
3.97100160
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2020-1, Class A1
85573AAA3
59881.25330000
PA
USD
59562.18000000
0.006000982528
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Variable
2.27499840
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2021-3FP, Class B
30322MAB5
2383000.00000000
PA
USD
2332810.68000000
0.235034314291
Long
ABS-O
CORP
US
Y
3
2028-11-20
Fixed
1.01000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2021-2A, Class D
57108TAD9
300000.00000000
PA
USD
270201.27000000
0.027223199361
Long
ABS-O
CORP
US
Y
3
2031-09-15
Fixed
2.16000000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
N/A
1800000.00000000
PA
1524006.68000000
0.153546049870
Long
DBT
CORP
IT
Y
2
2026-12-10
Variable
2.24999870
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2022-B, Class A
52606WAA6
792290.43000000
PA
USD
780940.08000000
0.078680931024
Long
ABS-O
CORP
US
Y
2
2029-10-15
Fixed
4.77000000
N
N
N
N
N
N
Snap, Inc.
549300JNC0L6VP8A2Q35
Snap, Inc.
83304AAF3
354000.00000000
PA
USD
255765.00000000
0.025768722644
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
N
Snap, Inc.
Snap, Inc.
USD
XXXX
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust, Series 2005-A8CB, Class A11
45660LSZ3
220382.23260000
PA
USD
153144.83000000
0.015429580469
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
6.00000000
N
N
N
N
N
N
PPL Capital Funding, Inc.
549300MROK5WY0D2NU17
PPL Capital Funding, Inc., Series A
69352PAC7
661000.00000000
PA
USD
550943.50000000
0.055508416883
Long
DBT
CORP
US
N
2
2067-03-30
Floating
4.91542920
N
N
N
N
N
N
Claire's Stores, Inc.
549300N5HNYXI6JY7625
Claire's Stores, Inc.
N/A
1013.00000000
NS
USD
265912.50000000
0.026791099095
Long
EC
CORP
US
N
3
N
N
N
Kedrion SpA
81560047FA58E1BEDF67
Kedrion SpA
N/A
106000.00000000
PA
107323.64000000
0.010813024113
Long
DBT
CORP
IT
Y
2
2026-05-15
Fixed
3.37500000
N
N
N
N
N
N
Alexander Funding Trust
N/A
Alexander Funding Trust
014621AA4
380000.00000000
PA
USD
361059.30000000
0.036377287587
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-115, Class SD
38381YUA0
553042.22000000
PA
USD
62998.15000000
0.006347161865
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Floating
3.73186080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K129, Class X1
3137H13R5
18286638.45000000
PA
USD
1250409.25000000
0.125980682091
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Variable
1.15894440
N
N
N
N
N
N
Accelerated LLC
N/A
Accelerated LLC, Series 2021-1H, Class A
00439KAA4
231116.74000000
PA
USD
215512.36000000
0.021713206385
Long
ABS-O
CORP
US
Y
2
2040-10-20
Fixed
1.35000000
N
N
N
N
N
N
Adler Pelzer Holding GmbH
984500950ABB2CB7E742
Adler Pelzer Holding GmbH
N/A
110000.00000000
PA
91685.61000000
0.009237468201
Long
DBT
CORP
DE
Y
2
2024-04-01
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X3
3137F83T8
5100000.00000000
PA
USD
890784.36000000
0.089747913548
Long
ABS-MBS
USGSE
US
N
2
2048-11-25
Variable
2.86724160
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-2A, Class D
96042RAF5
660000.00000000
PA
USD
614175.67000000
0.061879156628
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
1.23000000
N
N
N
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
N/A
600000.00000000
PA
540411.86000000
0.054447337728
Long
DBT
CORP
PT
Y
2
2080-07-20
Variable
1.69999845
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
358813.04000000
0.036150973389
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
18192884.62000000
EUR
18646524.20000000
USD
2022-09-06
358813.04000000
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF31, Class B
302951AG3
302121.38000000
PA
USD
299923.93000000
0.030217803712
Long
ABS-MBS
USGSE
US
Y
2
2024-04-25
Floating
5.26228920
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2006-2, Class 7A1
05948K3Q0
32658.01000000
PA
USD
25599.08000000
0.002579147234
Long
ABS-MBS
CORP
US
N
2
2021-03-25
Fixed
6.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CB9
375000.00000000
PA
USD
266414.07000000
0.026841633055
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAF0
1060000.00000000
PA
USD
829591.28000000
0.083582615301
Long
DBT
CORP
FR
Y
2
2032-10-19
Variable
3.11600160
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBH1
450000.00000000
PA
USD
341862.25000000
0.034443154860
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAB4
300000.00000000
PA
USD
282747.00000000
0.028487201225
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X3
3137FXZ68
5100000.00000000
PA
USD
869019.60000000
0.087555080034
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Variable
2.74554720
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
783614.29000000
0.078950361852
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
39731566.76000000
EUR
40722273.38000000
USD
2022-09-06
783614.29000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mex Bonos Desarr Fix Rt
N/A
137240000.00000000
PA
6275631.35000000
0.632279646068
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000080
N
N
N
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331ABH1
1235000.00000000
PA
USD
1248184.88000000
0.125756573345
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.75000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates, Series 2004-ECC2, Class M2
126673CR1
288559.99000000
PA
USD
283332.99000000
0.028546240632
Long
ABS-O
CORP
US
N
3
2034-12-25
Floating
3.41871120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-155
38380NXA2
10859201.84000000
PA
USD
500143.35000000
0.050390222542
Long
ABS-MBS
USGA
US
N
2
2061-07-16
Variable
0.50078880
N
N
N
N
N
N
Nobel Bidco BV
549300NZZFLYK83VVT71
Nobel Bidco BV
N/A
100000.00000000
PA
70909.27000000
0.007144219543
Long
DBT
CORP
NL
Y
2
2028-06-15
Fixed
3.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-74, Class GS
3136ATE34
1278482.27000000
PA
USD
177927.66000000
0.017926489243
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Floating
3.55628880
N
N
N
N
N
N
eDreams ODIGEO SA
959800Y8LQ5MR2YZ4N96
eDreams ODIGEO SA
N/A
183000.00000000
PA
157673.52000000
0.015885853049
Long
DBT
CORP
ES
Y
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
980000.00000000
PA
USD
1034826.10000000
0.104260343503
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-6, Class A1
69360FAA3
2447506.10000000
PA
USD
2274572.91000000
0.229166768135
Long
ABS-MBS
CORP
US
Y
2
2026-07-25
Variable
1.79300160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-149, Class MI
3136AA3F0
863549.19000000
PA
USD
38871.80000000
0.003916394474
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Fixed
3.00000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
European Union
N/A
2990000.00000000
PA
1956762.15000000
0.197146838404
Long
DBT
NUSS
BE
Y
2
2040-10-04
Fixed
0.10000000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class M2
35563JAB9
1260000.00000000
PA
USD
1093702.43000000
0.110192225574
Long
ABS-MBS
USGSE
US
Y
2
2041-07-25
Floating
5.53318920
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAE0
535000.00000000
PA
USD
441864.96000000
0.044518583858
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAS4
1030000.00000000
PA
USD
907933.06000000
0.091475671819
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
38485615.80000000
PA
-26191.88000000
-0.00263887275
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-01-02
0.00000000
USD
0.00000000
USD
38485615.80000000
BRL
-26191.88000000
N
N
N
N/A
N/A
Japan 10 Year Bond
N/A
-15.00000000
NC
-41180.32000000
-0.00414898146
N/A
DIR
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Short
Japan
Japan 10 Year Bond
2022-09-12
-2242050000.00000000
JPY
-41180.32000000
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
N/A
100000.00000000
PA
95002.95000000
0.009571695380
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.25000000
N
N
N
N
N
N
Imola Merger Corp.
N/A
Imola Merger Corp.
45258LAA5
130000.00000000
PA
USD
110365.36000000
0.011119482147
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
GDS Holdings Ltd.
391200MGV8DDCHTN2R77
GDS Holdings Ltd.
36165LAB4
1010000.00000000
PA
USD
952556.25000000
0.095971527806
Long
DBT
CORP
KY
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
GDS Holdings Ltd.
GDS Holdings Ltd.
USD
XXXX
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAX6
580000.00000000
PA
USD
536814.27000000
0.054084874924
Long
DBT
CORP
NL
Y
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-3, Class C
02528GAE3
1933000.00000000
PA
USD
1923666.90000000
0.193812440350
Long
ABS-O
CORP
US
Y
2
2028-10-13
Fixed
4.86000000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
N/A
300000.00000000
PA
284903.33000000
0.028704454836
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
3.75000000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AK9
300000.00000000
PA
USD
231626.96000000
0.023336777468
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.25000000
N
N
N
N
Y
Block, Inc.
Block, Inc.
USD
XXXX
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KC03, Class B
30297UAA0
1500000.00000000
PA
USD
1424972.70000000
0.143568221930
Long
ABS-MBS
USGSE
US
Y
2
2026-01-25
Variable
4.52489040
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13781.33000000
-0.00138849049
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
1214864.58000000
EUR
1179635.94000000
CHF
2022-09-22
-13781.33000000
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAE1
300000.00000000
PA
USD
275250.00000000
0.027731866783
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
Owens-Brockway Glass Container, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAT0
485000.00000000
PA
USD
450164.70000000
0.045354795607
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
N/A
1100000.00000000
PA
1088200.06000000
0.109637853215
Long
DBT
CORP
PT
Y
2
2079-04-30
Variable
4.49600065
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CR4
435000.00000000
PA
USD
302197.68000000
0.030446887571
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
DKT Finance ApS
529900CPZ2SMDPG5RV48
DKT Finance ApS
N/A
150000.00000000
PA
146220.23000000
0.014731916219
Long
DBT
CORP
DK
Y
2
2023-06-17
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D
61690QAS8
200000.00000000
PA
USD
176729.56000000
0.017805778799
Long
ABS-MBS
CORP
US
Y
3
2050-07-15
Variable
4.28088240
N
N
N
N
N
N
DexKo Global, Inc.
N/A
DexKo Global, Inc., 1st Lien Term Loan B
25213YAU9
1365777.00000000
PA
USD
1304317.04000000
0.131411976009
Long
LON
CORP
US
N
2
2028-10-04
Variable
6.00043000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
-191.00000000
NC
USD
-244138.92000000
-0.02459737695
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Ultra Bond
2022-12-20
-28435125.00000000
USD
-244138.92000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-106
38381DMB3
20683626.78000000
PA
USD
1512767.37000000
0.152413671859
Long
ABS-MBS
USGA
US
N
2
2063-04-16
Variable
0.85523040
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QNA2
531000.00000000
PA
USD
502078.96000000
0.050585238268
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
140000.00000000
PA
USD
125132.00000000
0.012607244157
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
700000.00000000
PA
USD
605553.65000000
0.061010474666
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21300000
N
N
N
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
Verisure Holding AB
N/A
200000.00000000
PA
179076.06000000
0.018042192334
Long
DBT
CORP
SE
Y
2
2026-07-15
Fixed
3.87500000
N
N
N
N
N
N
Grifols Escrow Issuer SA
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
N/A
130000.00000000
PA
104514.80000000
0.010530029102
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
3.87500000
N
N
N
N
N
N
II-VI, Inc.
549300O5C25A0MMHHU33
II-VI, Inc.
902104AC2
631000.00000000
PA
USD
561823.47000000
0.056604590829
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
159000.00000000
PA
USD
130203.45000000
0.013118200654
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2019-2A, Class E
26252TAJ5
3503000.00000000
PA
USD
3462923.93000000
0.348894986768
Long
ABS-O
CORP
US
Y
2
2026-05-15
Fixed
4.46000000
N
N
N
N
N
N
Hapag-Lloyd AG
HD52L5PJVBXJUUX8I539
Hapag-Lloyd AG
N/A
150000.00000000
PA
137807.29000000
0.013884299393
Long
DBT
CORP
DE
Y
2
2028-04-15
Fixed
2.50000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAP3
1340000.00000000
PA
USD
1373177.38000000
0.138349762660
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000044
N
N
N
N
N
N
Iceland Bondco plc
2138002DRBYIA8QXHO36
Iceland Bondco plc
N/A
300000.00000000
PA
252495.50000000
0.025439315420
Long
DBT
CORP
GB
Y
2
2025-03-15
Fixed
4.62500000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBS6
380000.00000000
PA
USD
453384.65000000
0.045679210592
Long
DBT
CORP
US
Y
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
OnDeck Asset Securitization Trust III LLC
N/A
OnDeck Asset Securitization Trust III LLC, Series 2021-1A, Class A
68236WAA0
5350000.00000000
PA
USD
5000049.55000000
0.503762790304
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
1.59000000
N
N
N
N
N
N
Jaguar Land Rover Automotive plc
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive plc
N/A
300000.00000000
PA
275355.30000000
0.027742475922
Long
DBT
CORP
GB
Y
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AW6
180000.00000000
PA
USD
135900.00000000
0.013692136951
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.37500000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co., Series UUU
797440BY9
200000.00000000
PA
USD
156018.06000000
0.015719062872
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.32000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class A
68377GAA4
2538000.00000000
PA
USD
2328704.59000000
0.234620619320
Long
ABS-O
CORP
US
Y
2
2031-05-08
Fixed
1.47000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HP5
360000.00000000
PA
USD
327219.09000000
0.032967833652
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
KREF Ltd.
54930083ELM2GCMVTQ91
KREF Ltd., Series 2021-FL2, Class A
48275RAA5
2334500.00000000
PA
USD
2247432.49000000
0.226432328492
Long
ABS-CBDO
CORP
KY
Y
2
2039-02-15
Floating
3.44971080
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879QAL3
140000.00000000
PA
USD
140133.00000000
0.014118618303
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAK8
300000.00000000
PA
USD
261441.32000000
0.026340620737
Long
DBT
CORP
FR
Y
2
2027-10-19
Variable
2.04500160
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE7, Class M2
61744CGE0
43715.74000000
PA
USD
41553.49000000
0.004186578924
Long
ABS-O
CORP
US
N
3
2034-08-25
Floating
3.38870880
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAE0
80000.00000000
PA
USD
80102.00000000
0.008070401428
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
Ontex Group NV
549300AQESC6JJOPW253
Ontex Group NV
N/A
200000.00000000
PA
169219.11000000
0.017049089248
Long
DBT
CORP
BE
Y
2
2026-07-15
Fixed
3.50000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCC7
768000.00000000
PA
USD
701568.00000000
0.070684070174
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
8.00000000
NC
USD
-5688.68000000
-0.00057314338
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2022-12-20
933000.00000000
USD
-5688.68000000
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
300000.00000000
PA
289055.98000000
0.029122840800
Long
DBT
CORP
IT
Y
2
2026-06-03
Variable
7.50000175
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-117, Class ES
38382WEG8
6787267.25930000
PA
USD
934999.01000000
0.094202608494
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Floating
3.93185880
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
N/A
150000.00000000
PA
125206.72000000
0.012614772314
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCY4
110000.00000000
PA
USD
104500.00000000
0.010528537979
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-2, Class C
025291AC9
6053000.00000000
PA
USD
5920944.73000000
0.596544415929
Long
ABS-O
CORP
US
Y
2
2027-07-13
Fixed
0.97000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK45
12529YAC6
4000000.00000000
PA
USD
3596578.00000000
0.362360842769
Long
ABS-MBS
CORP
US
Y
3
2025-02-28
Variable
2.10918240
N
N
N
N
N
N
Chevron USA, Inc.
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AH9
200000.00000000
PA
USD
137912.00000000
0.013894849089
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34300000
N
N
N
N
N
N
OnDeck Asset Securitization Trust III LLC
N/A
OnDeck Asset Securitization Trust III LLC, Series 2021-1A, Class B
68236WAB8
2480000.00000000
PA
USD
2258819.22000000
0.227579559298
Long
ABS-O
CORP
US
Y
3
2027-05-17
Fixed
2.28000000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAC1
170000.00000000
PA
USD
109863.48000000
0.011068916954
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDG2
300000.00000000
PA
USD
272698.50000000
0.027474799179
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2022-4, Class A
91678YAA3
1866000.00000000
PA
USD
1859221.36000000
0.187319451685
Long
ABS-O
CORP
US
Y
2
2032-08-20
Fixed
5.98000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
2510000.00000000
PA
USD
2040863.13000000
0.205620143304
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
N/A
200000.00000000
PA
186822.48000000
0.018822656230
Long
DBT
CORP
US
Y
2
2028-05-25
Fixed
2.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series BB
949746TD3
1420000.00000000
PA
USD
1251375.00000000
0.126077982910
Long
DBT
CORP
US
N
2
2026-03-15
Variable
3.89999880
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CZ1
995000.00000000
PA
USD
1082560.00000000
0.109069608374
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co.
Ford Motor Co.
USD
XXXX
N
N
N
Gohl Capital Ltd.
254900TF7OK6KSDZA888
Gohl Capital Ltd.
N/A
970000.00000000
PA
USD
875910.00000000
0.088249298580
Long
DBT
CORP
IM
Y
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AJ6
190000.00000000
PA
USD
70300.00000000
0.007082834640
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Techem Verwaltungsgesellschaft 675 mbH
529900N0M7FQHNAV1A41
Techem Verwaltungsgesellschaft 675 mbH
N/A
200000.00000000
PA
183403.38000000
0.018478176573
Long
DBT
CORP
DE
Y
2
2025-07-15
Fixed
2.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBB5
526000.00000000
PA
USD
525447.66000000
0.052939671239
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
Pinnacle Bidco plc
2138006Z5V8OBL2A2Q06
Pinnacle Bidco plc
N/A
200000.00000000
PA
185403.23000000
0.018679664579
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
5.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
1251000.00000000
PA
USD
1112030.61000000
0.112038818294
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCL8
2570000.00000000
PA
USD
2568769.07000000
0.258807490088
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-2, Class E
025291AE5
2800000.00000000
PA
USD
2611748.44000000
0.263137728646
Long
ABS-O
CORP
US
Y
2
2027-07-13
Fixed
2.54000000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040DA4
240000.00000000
PA
USD
205562.40000000
0.020710732397
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE7, Class M3
61744CGF7
31616.90000000
PA
USD
29208.40000000
0.002942791853
Long
ABS-O
CORP
US
N
3
2034-08-25
Floating
3.46371120
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
1855000.00000000
PA
USD
1620733.05000000
0.163291382503
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
Photo Holdings Merger Sub, Inc.
N/A
Photo Holdings Merger Sub, Inc.
719245AD4
225000.00000000
PA
USD
168022.28000000
0.016928506759
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AJ1
2000.00000000
PA
USD
1828.03000000
0.000184176873
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBD3
490000.00000000
PA
USD
383973.49000000
0.038685927967
Long
DBT
CORP
FR
Y
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
eG Global Finance plc
549300TL8Q5207VYET27
eG Global Finance plc
N/A
100000.00000000
PA
93111.63000000
0.009381141940
Long
DBT
CORP
GB
Y
2
2025-02-07
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
27200000.00000000
PA
45722.51000000
0.004606614191
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2032-08-06
0.00000000
USD
0.00000000
USD
27200000.00000000
MXN
45722.51000000
N
N
N
LL ABS Trust
N/A
LL ABS Trust, Series 2020-1A, Class C
50202HAC7
1000000.00000000
PA
USD
990820.10000000
0.099826670370
Long
ABS-O
CORP
US
Y
3
2028-01-17
Fixed
6.54000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2936, Class AS
31395LYX3
191878.71000000
PA
USD
11668.43000000
0.001175612520
Long
ABS-MBS
USGSE
US
N
2
2035-02-15
Floating
3.70900080
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1289.65000000
0.000129934248
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
689857.61000000
PLN
147585.60000000
USD
2022-09-22
1289.65000000
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
240000.00000000
PA
219689.47000000
0.022134056733
Long
DBT
CORP
GB
Y
2
2078-10-03
Variable
4.20000025
N
N
N
N
N
N
Saipem Finance International BV
724500V4QZAOY63SY989
Saipem Finance International BV
N/A
100000.00000000
PA
89925.94000000
0.009060178704
Long
DBT
CORP
NL
Y
2
2025-01-07
Fixed
2.62500000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBG6
450000.00000000
PA
USD
438754.50000000
0.044205200162
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
365000.00000000
PA
USD
299841.18000000
0.030209466521
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
Iberdrola International BV
N/A
1700000.00000000
PA
1661860.69000000
0.167435056376
Long
DBT
CORP
NL
Y
2
2023-12-26
Variable
2.62499970
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
N/A
100000.00000000
PA
94620.06000000
0.009533118615
Long
DBT
CORP
NL
Y
2
2025-06-17
Variable
3.49999960
N
N
N
N
N
N
Credit Suisse Mortgage Capital Certificates
N/A
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class B
12653VAC0
3800000.00000000
PA
USD
3734642.28000000
0.376271034306
Long
ABS-MBS
CORP
US
Y
3
2036-05-15
Floating
3.62099880
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-5, Class A1
03464KAA6
1259683.20000000
PA
USD
1216176.14000000
0.122531642869
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
2.59300080
N
N
N
N
N
N
N/A
N/A
IRS
N/A
25200000.00000000
PA
44820.48000000
0.004515733262
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2032-08-05
0.00000000
USD
0.00000000
USD
25200000.00000000
MXN
44820.48000000
N
N
N
Snap, Inc.
549300JNC0L6VP8A2Q35
Snap, Inc.
83304AAB2
295000.00000000
PA
USD
268450.00000000
0.027046756178
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.75000000
N
N
N
N
Y
Snap, Inc.
Snap, Inc.
USD
XXXX
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
N/A
110000.00000000
PA
109397.27000000
0.011021945569
Long
DBT
CORP
PA
N
2
2022-11-07
Fixed
1.87500000
N
N
N
N
N
N
CARS-DB5 LP
N/A
CARS-DB5 LP, Series 2021-1A, Class A2
12510HAL4
913411.20000000
PA
USD
742241.14000000
0.074781952463
Long
ABS-O
CORP
US
Y
2
2051-08-15
Fixed
2.28000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
400000.00000000
PA
380940.37000000
0.038380336397
Long
DBT
CORP
FR
Y
2
2025-01-15
Variable
2.37500025
N
N
N
N
N
N
iHeartMedia, Inc.
N/A
iHeartMedia, Inc., Class A
45174J509
12666.00000000
NS
USD
112094.10000000
0.011293655398
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage Trust I LLC
N/A
Angel Oak Mortgage Trust I LLC, Series 2019-2, Class A1
03463WAA1
19765.98000000
PA
USD
19690.76000000
0.001983874779
Long
ABS-MBS
CORP
US
Y
2
2049-03-25
Variable
3.62800080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K067, Class X3
3137FAWV6
15993277.00000000
PA
USD
1386414.00000000
0.139683372769
Long
ABS-MBS
USGSE
US
N
2
2044-09-25
Variable
2.18584080
N
N
N
N
N
N
WEPA Hygieneprodukte GmbH
529900KQ44OJDIDU6J81
WEPA Hygieneprodukte GmbH
N/A
180000.00000000
PA
140190.53000000
0.014124414540
Long
DBT
CORP
DE
Y
2
2027-12-15
Fixed
2.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-69, Class AS
31394EM88
92697.86000000
PA
USD
10199.35000000
0.001027600419
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
4.25629080
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
People's Republic of China
N/A
7360000.00000000
PA
1067852.94000000
0.107587849142
Long
DBT
NUSS
CN
N
2
2032-02-17
Fixed
2.75000000
N
N
N
N
N
N
INEOS US Petrochem LLC
N/A
INEOS US Petrochem LLC, 1st Lien Term Loan B
G4770MAH7
792000.00000000
PA
USD
771542.64000000
0.077734124287
Long
LON
CORP
US
N
2
2026-01-29
Variable
5.27386000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-23
38379RMS9
4792166.29000000
PA
USD
183070.34000000
0.018444622273
Long
ABS-MBS
USGA
US
N
2
2059-05-16
Variable
0.61722000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AH2
200000.00000000
PA
USD
184446.99000000
0.018583321908
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
4.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
870000.00000000
PA
USD
875235.47000000
0.088181338631
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 20-A
8426EPAD0
482000.00000000
PA
USD
382803.15000000
0.038568014387
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class C
05377RDW1
2751000.00000000
PA
USD
2478226.80000000
0.249685215174
Long
ABS-O
CORP
US
Y
2
2026-08-20
Fixed
3.02000000
N
N
N
N
N
N
BHMS
N/A
BHMS, Series 2018-ATLS, Class A
05549GAA9
2675000.00000000
PA
USD
2594966.94000000
0.261446966349
Long
ABS-MBS
CORP
US
Y
2
2035-07-15
Floating
3.64100040
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4860.57000000
-0.00048971000
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
396505.92000000
USD
389614.57000000
EUR
2022-09-06
-4860.57000000
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
N/A
100000.00000000
PA
82940.33000000
0.008356367602
Long
DBT
CORP
DE
Y
2
2027-05-15
Variable
3.87500040
N
N
Y
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAU2
300000.00000000
PA
USD
288550.85000000
0.029071948165
Long
DBT
CORP
US
Y
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
Constellation Automotive Financing plc
254900HVTSU7VICDRM89
Constellation Automotive Financing plc
N/A
200000.00000000
PA
181457.54000000
0.018282130158
Long
DBT
CORP
GB
Y
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Energean Israel Finance Ltd.
98450044QACBL3F8EB03
Energean Israel Finance Ltd.
N/A
312000.00000000
PA
USD
287820.00000000
0.028998313887
Long
DBT
CORP
IL
Y
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
International Consolidated Airlines Group SA
959800TZHQRUSH1ESL13
International Consolidated Airlines Group SA
N/A
100000.00000000
PA
95847.11000000
0.009656745816
Long
DBT
CORP
ES
Y
2
2023-07-04
Fixed
0.50000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
N/A
446000.00000000
PA
USD
445108.00000000
0.044845325196
Long
DBT
NUSS
PY
Y
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2022-2A, Class C
96042VAF6
1192000.00000000
PA
USD
1183058.81000000
0.119195020221
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
4.85000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanese Republic
N/A
1280000.00000000
PA
USD
88240.00000000
0.008890317620
Long
DBT
NUSS
LB
N
2
2020-03-09
Fixed
6.37500000
Y
N
N
N
N
N
Africa Finance Corp.
213800LXFHRRXIJRXW97
Africa Finance Corp.
N/A
1130000.00000000
PA
USD
992987.50000000
0.100045039301
Long
DBT
NUSS
US
Y
2
2029-10-30
Fixed
3.75000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp., Series M
14040HCF0
1728000.00000000
PA
USD
1467522.89000000
0.147855219935
Long
DBT
CORP
US
N
2
2026-09-01
Variable
3.94999920
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
N/A
100000.00000000
PA
92391.69000000
0.009308606862
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2019-4A, Class E
23343JAJ5
2460000.00000000
PA
USD
2401180.17000000
0.241922647039
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
3.93000000
N
N
N
N
N
N
Lune Holdings SARL
54930003WQ56T0558M33
Lune Holdings SARL
N/A
244000.00000000
PA
208234.88000000
0.020979988925
Long
DBT
CORP
LU
Y
2
2028-11-15
Fixed
5.62500000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAN0
1378000.00000000
PA
USD
920073.38000000
0.092698827993
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-24CB, Class 1A1
12667FVN2
108000.33000000
PA
USD
104222.44000000
0.010500573376
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
302000.00000000
PA
USD
265363.02000000
0.026735738128
Long
DBT
CORP
FR
Y
2
2027-01-26
Variable
1.24700040
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
2000000.00000000
PA
USD
1943113.16000000
0.195771681374
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AY2
80000.00000000
PA
USD
65600.00000000
0.006609302310
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
5.74999920
N
N
N
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAA3
60000.00000000
PA
USD
50871.60000000
0.005125393040
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
Euro-Bund
N/A
36.00000000
NC
-91467.99000000
-0.00921554264
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
Federal Republic of Germany
Euro-Bund
2022-09-08
5317200.00000000
EUR
-91467.99000000
N
N
N
Bertelsmann SE & Co. KGaA
5299001BUUGXAREGE533
Bertelsmann SE & Co. KGaA
N/A
100000.00000000
PA
98610.72000000
0.009935183834
Long
DBT
CORP
DE
Y
2
2075-04-23
Variable
3.00000070
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
330000.00000000
PA
USD
324215.10000000
0.032665176975
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
Summer BC Holdco A SARL
984500EFA0BRE0008996
Summer BC Holdco A SARL
N/A
90105.26300000
PA
77964.65000000
0.007855060082
Long
DBT
CORP
LU
Y
2
2027-10-31
Fixed
9.25000000
N
N
N
N
N
N
Go Daddy Operating Co. LLC
N/A
Go Daddy Operating Co. LLC
38016LAA3
340000.00000000
PA
USD
319600.00000000
0.032200198452
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210CAD6
2198000.00000000
PA
USD
1942482.50000000
0.195708141395
Long
DBT
CORP
US
N
2
2028-03-01
None
0.00000000
N
N
N
N
Y
Dropbox, Inc.
Dropbox, Inc.
USD
XXXX
N
N
N
Rossini SARL
549300EC5JCCW6F83R11
Rossini SARL
N/A
120000.00000000
PA
120294.93000000
0.012119901811
Long
DBT
CORP
LU
Y
2
2025-10-30
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11944.93000000
-0.00120347032
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1249924.01000000
USD
25037852.81000000
MXN
2022-09-22
-11944.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11437.01000000
0.001152296594
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
4085935.49000000
ILS
1231556.65000000
EUR
2022-09-22
11437.01000000
N
N
N
Titan Holdings II BV
549300XU72VK2GL31495
Titan Holdings II BV
N/A
150000.00000000
PA
128131.13000000
0.012909411182
Long
DBT
CORP
NL
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
Euro-Bobl
N/A
27.00000000
NC
-56658.98000000
-0.00570848060
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
Federal Republic of Germany
Euro-Bobl
2022-09-08
3320460.00000000
EUR
-56658.98000000
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
1190000.00000000
PA
USD
1104691.88000000
0.111299429801
Long
DBT
NUSS
CI
Y
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
Goodman Networks, Inc.
549300UMUT10TOBP5N08
Goodman Networks, Inc.
38239H105
5917.00000000
NS
USD
0.01000000
0.000000001007
Long
EC
CORP
US
N
3
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2019-L2, Class C
61768HBB1
978000.00000000
PA
USD
892071.45000000
0.089877589873
Long
ABS-MBS
CORP
US
N
3
2052-03-15
Variable
5.13953280
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The), Series T
693475BC8
1535000.00000000
PA
USD
1240280.00000000
0.124960144356
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.39999840
N
N
N
N
N
N
Confluent, Inc.
254900MRZ83YWUV7SN74
Confluent, Inc.
20717MAA1
148000.00000000
PA
USD
110556.00000000
0.011138689424
Long
DBT
CORP
US
Y
2
2027-01-15
None
0.00000000
N
N
N
N
Y
Confluent, Inc.
Confluent, Inc.
USD
XXXX
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BB1
955000.00000000
PA
USD
825201.18000000
0.083140305879
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K729, Class X1
3137FCM68
19431789.66000000
PA
USD
109420.41000000
0.011024276960
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Variable
0.46873080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4018, Class HI
3137AMW94
1256950.22000000
PA
USD
104214.62000000
0.010499785499
Long
ABS-MBS
USGSE
US
N
2
2041-03-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-107, Class XI
38382UFA4
5995389.77000000
PA
USD
866930.96000000
0.087344646296
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAR1
1695000.00000000
PA
USD
1574145.13000000
0.158597576904
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
Novelis Sheet Ingot GmbH
9845005E95899E77AY49
Novelis Sheet Ingot GmbH
N/A
200000.00000000
PA
169804.39000000
0.017108057121
Long
DBT
CORP
DE
Y
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2021-2A, Class B
57108TAB3
840000.00000000
PA
USD
805743.71000000
0.081179935430
Long
ABS-O
CORP
US
Y
3
2031-09-15
Fixed
1.06000000
N
N
N
N
N
N
KazMunayGas National Co. JSC
2138001H1M69RFJCSH88
KazMunayGas National Co. JSC
N/A
998000.00000000
PA
USD
817861.00000000
0.082400771296
Long
DBT
CORP
KZ
Y
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
Belden, Inc.
68BKYO1JC791TTJHUE82
Belden, Inc.
N/A
180000.00000000
PA
166476.52000000
0.016772769028
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.87500000
N
N
N
N
N
N
Itron, Inc.
24F6LSZD18II6ICG6S41
Itron, Inc.
465741AN6
939000.00000000
PA
USD
769980.00000000
0.077576685870
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Itron, Inc.
Itron, Inc.
USD
XXXX
N
N
N
MIWD Holdco II LLC
N/A
MIWD Holdco II LLC
55337PAA0
85000.00000000
PA
USD
69808.59000000
0.007033324316
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
Repsol International Finance BV
5493002YCY6HTK0OUR29
Repsol International Finance BV
N/A
100000.00000000
PA
87933.13000000
0.008859399989
Long
DBT
CORP
NL
Y
2
2028-09-11
Variable
4.24700130
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
60000.00000000
PA
USD
55284.30000000
0.005569979447
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
JetBlue Pass-Through Trust
N/A
JetBlue Pass-Through Trust, Series 2019-1, Class B
477165AA2
194338.63000000
PA
USD
194081.56000000
0.019554019862
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
8.00000000
N
N
N
N
N
N
AppleCaramel Buyer LLC
N/A
AppleCaramel Buyer LLC, 1st Lien Term Loan B
96350TAC4
188046.28000000
PA
USD
181336.79000000
0.018269964407
Long
LON
CORP
US
N
2
2027-10-19
Variable
6.20529000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
N/A
100000.00000000
PA
93008.12000000
0.009370713146
Long
DBT
CORP
FR
Y
2
2026-02-15
Fixed
4.25000000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2022-ST1, Class A
91683NAA0
976395.22000000
PA
USD
923230.21000000
0.093016883539
Long
ABS-O
CORP
US
Y
2
2030-03-20
Fixed
2.60000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCB9
497000.00000000
PA
USD
471404.50000000
0.047494738583
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12849.90000000
0.001294647465
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
651527.95000000
EUR
667773.80000000
USD
2022-09-06
12849.90000000
N
N
N
eircom Finance DAC
254900NA4DUH50UERM85
eircom Finance DAC
N/A
250000.00000000
PA
230636.03000000
0.023236939725
Long
DBT
CORP
IE
Y
2
2026-05-15
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-1, Class A1
92536PAA2
151103.51000000
PA
USD
147157.43000000
0.014826340581
Long
ABS-MBS
CORP
US
Y
2
2060-01-25
Variable
2.41700040
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BZ6
430000.00000000
PA
USD
297967.51000000
0.030020691346
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Herens Midco SARL
222100BJH5XPZD1JHF79
Herens Midco SARL
N/A
138000.00000000
PA
101238.66000000
0.010199952888
Long
DBT
CORP
LU
Y
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAP5
40000.00000000
PA
USD
39000.00000000
0.003929310824
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Guess?, Inc.
549300QVH3ZK2DW0KP86
Guess?, Inc.
401617AD7
395000.00000000
PA
USD
391050.00000000
0.039398897386
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
2.00000000
N
N
N
N
Y
Guess?, Inc.
Guess?, Inc.
USD
XXXX
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-RPL2, Class A1
69357QAA4
1216583.76000000
PA
USD
1105141.77000000
0.111344756920
Long
ABS-MBS
CORP
US
Y
2
2051-10-25
Variable
1.45500120
N
N
N
N
N
N
Affirm Asset Securitization Trust
N/A
Affirm Asset Securitization Trust, Series 2022-Z1, Class A
00833PAA5
2773672.76000000
PA
USD
2733015.43000000
0.275355567018
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
4.55000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428104AA1
165000.00000000
PA
USD
153243.75000000
0.015439546813
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.12500000
N
N
N
N
N
N
Lorca Telecom Bondco SA
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
N/A
700000.00000000
PA
625359.28000000
0.063005922778
Long
DBT
CORP
ES
Y
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAJ7
910000.00000000
PA
USD
863851.60000000
0.087034395974
Long
DBT
CORP
IT
Y
2
2029-05-09
Fixed
4.25000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAK6
260000.00000000
PA
USD
225712.50000000
0.022740886399
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AL4
208000.00000000
PA
USD
177944.00000000
0.017928135523
Long
DBT
NUSS
PY
Y
2
2033-06-28
Fixed
3.84900000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DF4
447000.00000000
PA
USD
425143.26000000
0.042833846503
Long
DBT
CORP
US
N
2
2033-04-25
Variable
4.33699920
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
585000.00000000
PA
USD
514434.63000000
0.051830091291
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMM1
1250000.00000000
PA
USD
995958.39000000
0.100344361102
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series H
808513BJ3
1030000.00000000
PA
USD
838162.50000000
0.084446179084
Long
DBT
CORP
US
N
2
2030-12-01
Variable
3.99999960
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DG1
2565000.00000000
PA
USD
2503575.53000000
0.252239139256
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
5.20999920
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
200000.00000000
PA
USD
169000.00000000
0.017027013574
Long
DBT
CORP
CA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
300000.00000000
PA
295093.52000000
0.029731132371
Long
DBT
CORP
ES
Y
2
2025-04-18
Fixed
2.87500000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
N/A
300000.00000000
PA
285385.70000000
0.028753054366
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.87500000
N
N
N
N
N
N
CSMC Mortgage-Backed Trust
N/A
CSMC Mortgage-Backed Trust, Series 2007-2, Class 3A13
126384CG9
254719.16770000
PA
USD
153761.02000000
0.015491662572
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2022-3A, Class A
05377RFK5
4714000.00000000
PA
USD
4688740.50000000
0.472397917995
Long
ABS-O
CORP
US
Y
2
2027-02-20
Fixed
4.62000000
N
N
N
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
N/A
410000.00000000
PA
383582.98000000
0.038646583475
Long
DBT
CORP
IT
Y
2
2025-02-03
Fixed
1.62500000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CD4
765000.00000000
PA
USD
628298.82000000
0.063302086017
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BS3
440000.00000000
PA
USD
378094.89000000
0.038093649849
Long
DBT
CORP
AU
Y
2
2032-03-14
Fixed
3.78400000
N
N
N
N
N
N
Goodman Networks, Inc.
549300UMUT10TOBP5N08
Goodman Networks, Inc. (Preference)
38239H204
7040.00000000
NS
USD
70.40000000
0.000007092909
Long
EP
CORP
US
N
3
N
N
N
Hertz Vehicle Financing III LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC, Series 2022-3A, Class B
42806MAU3
2700000.00000000
PA
USD
2649028.05000000
0.266893707495
Long
ABS-O
CORP
US
Y
2
2025-03-25
Fixed
3.86000000
N
N
N
N
N
N
Loxam SAS
969500BNA2YRNE1R5K91
Loxam SAS
N/A
500000.00000000
PA
463971.35000000
0.046745837128
Long
DBT
CORP
FR
Y
2
2025-01-14
Fixed
3.25000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BL5
100000.00000000
PA
USD
98016.00000000
0.009875264867
Long
DBT
CORP
LR
Y
2
2027-08-15
Fixed
11.62500000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BK6
360000.00000000
PA
USD
355869.19000000
0.035854375910
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.26899880
N
N
N
N
N
N
CWABS, Inc., Asset-Backed Certificates
N/A
CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2
126671Z33
83211.94000000
PA
USD
82039.38000000
0.008265595484
Long
ABS-O
CORP
US
N
3
2034-03-25
Floating
3.26871000
N
N
N
N
N
N
Integra LifeSciences Holdings Corp.
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp.
457985AM1
970000.00000000
PA
USD
894034.44000000
0.090075364177
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.50000000
N
N
N
N
Y
Integra LifeSciences Holdings Corp.
Integra LifeSciences Holdings Corp.
USD
XXXX
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-RN4, Class A2
69359QAB0
2500000.00000000
PA
USD
2359444.25000000
0.237717688007
Long
ABS-O
CORP
US
Y
2
2051-10-25
Variable
5.19360120
N
N
N
N
N
N
TK Elevator Holdco GmbH
2549008GCHWX9EEMIS56
TK Elevator Holdco GmbH
N/A
90000.00000000
PA
77057.76000000
0.007763689500
Long
DBT
CORP
DE
Y
2
2028-07-15
Fixed
6.62500000
N
N
N
N
N
N
Texas Competitive Electric Holdings Co. LLC
N/A
Texas Competitive Electric Holdings Co. LLC
N/A
2500000.00000000
PA
USD
3750.00000000
0.000377818348
Long
DBT
CORP
US
N
3
2022-10-01
Fixed
8.50000000
Y
N
N
N
N
N
Longfor Group Holdings Ltd.
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd.
N/A
540000.00000000
PA
USD
432000.00000000
0.043524673752
Long
DBT
CORP
KY
Y
2
2028-01-16
Fixed
4.50000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BL7
958000.00000000
PA
USD
816491.76000000
0.082262818231
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
410000.00000000
PA
USD
267491.06000000
0.026950141477
Long
DBT
CORP
IT
Y
2
2042-06-01
Variable
4.95000000
N
N
N
N
N
N
Service Experts Issuer LLC
N/A
Service Experts Issuer LLC, Series 2021-1A, Class A
81758VAA3
2378717.59000000
PA
USD
2187495.10000000
0.220393542970
Long
ABS-O
CORP
US
Y
2
2032-02-02
Fixed
2.67000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2019-2A, Class D
36257NAD5
630000.00000000
PA
USD
623726.08000000
0.062841375331
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
4.52000000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAB2
443000.00000000
PA
USD
388684.79000000
0.039160598790
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Greenbrier Cos., Inc. (The)
5493001GAGGFR30BP390
Greenbrier Cos., Inc. (The)
393657AM3
1510000.00000000
PA
USD
1292560.00000000
0.130227435893
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.87500000
N
N
N
N
Y
Greenbrier Cos., Inc. (The)
Greenbrier Cos., Inc. (The)
USD
XXXX
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DD4
771000.00000000
PA
USD
651420.18000000
0.065631599098
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
PNMAC FMSR Issuer Trust
N/A
PNMAC FMSR Issuer Trust, Series 2018-FT1, Class A
69346MAA7
1210000.00000000
PA
USD
1181812.20000000
0.119069422319
Long
ABS-O
CORP
US
Y
2
2023-04-25
Floating
4.79370960
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3285.90000000
0.000331059549
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
1246523.42000000
USD
99549230.00000000
INR
2022-09-22
3285.90000000
N
N
N
SS&C Technologies, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
320000.00000000
PA
USD
303216.00000000
0.030549484899
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-HG1, Class B
69547PAB5
768634.64000000
PA
USD
725144.29000000
0.073059418161
Long
ABS-O
CORP
US
Y
3
2029-01-16
Fixed
1.82000000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
N/A
100000.00000000
PA
98241.90000000
0.009898024644
Long
DBT
CORP
NL
Y
2
2023-03-07
Variable
2.62499970
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-1, Class A1
03464RAA1
254878.77000000
PA
USD
247722.59000000
0.024958437293
Long
ABS-MBS
CORP
US
Y
2
2059-12-25
Variable
2.46600000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2020-3A, Class E
96042QAN0
120000.00000000
PA
USD
116796.18000000
0.011767397291
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
3.34000000
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC7, Class M3
61744CFR2
73829.01000000
PA
USD
70742.46000000
0.007127413175
Long
ABS-O
CORP
US
N
3
2034-07-25
Floating
3.41871120
N
N
N
N
N
N
ZF Europe Finance BV
549300RI533US2G6G542
ZF Europe Finance BV
N/A
400000.00000000
PA
339673.10000000
0.034222594583
Long
DBT
CORP
NL
Y
2
2026-02-23
Fixed
2.00000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2020-BN25, Class XA
06539WBC9
13153340.05400000
PA
USD
651203.45000000
0.065609763212
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Variable
0.99744480
N
N
N
N
N
N
Gannett Holdings LLC
N/A
Gannett Holdings LLC
36474GAA3
75000.00000000
PA
USD
58500.00000000
0.005893966237
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
6.00000000
N
N
N
N
N
N
Pactiv Evergreen Group Issuer, Inc.
N/A
Pactiv Evergreen Group Issuer, Inc.
76174LAA1
195000.00000000
PA
USD
170205.75000000
0.017148494767
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
N/A
100000.00000000
PA
82371.33000000
0.008299039964
Long
DBT
CORP
LU
Y
2
2026-05-27
Variable
2.87499915
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2015-MS1, Class B
61765DAX6
147000.00000000
PA
USD
139869.16000000
0.014092036011
Long
ABS-MBS
CORP
US
N
3
2048-05-15
Variable
4.15810440
N
N
N
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509VAA8
1265000.00000000
PA
USD
1197234.85000000
0.120623278360
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.75000000
N
N
N
N
Y
Pebblebrook Hotel Trust
Pebblebrook Hotel Trust
USD
XXXX
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2022-4, Class A
92259KAA8
3000000.00000000
PA
USD
2973358.80000000
0.299570536388
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
5.63000040
N
N
N
N
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
170000.00000000
PA
USD
160520.04000000
0.016172644379
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2022-1A, Class C
22534LAE2
404000.00000000
PA
USD
400764.40000000
0.040377638337
Long
ABS-O
CORP
US
Y
2
2032-10-15
Fixed
5.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
1560000.00000000
PA
USD
1349724.48000000
0.135986846407
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.69899920
N
N
N
N
N
N
ARD Finance SA
6354006P6QPGGPVJW880
ARD Finance SA
N/A
100000.00000000
PA
74366.30000000
0.007492520707
Long
DBT
CORP
LU
Y
2
2027-06-30
Variable
5.00000040
N
N
Y
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
19839.53000000
0.001998863589
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
8516585.79000000
CNY
1255905.76000000
USD
2022-09-22
19839.53000000
N
N
N
LL ABS Trust
N/A
LL ABS Trust, Series 2021-1A, Class C
53934QAC6
500000.00000000
PA
USD
453807.65000000
0.045721828501
Long
ABS-O
CORP
US
Y
3
2029-05-15
Fixed
3.54000000
N
N
N
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760AP3
120000.00000000
PA
USD
83578.80000000
0.008420694450
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2019-M1, Class A2
3136B3XY1
1101123.67000000
PA
USD
1088839.09000000
0.109702236485
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.66699960
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
430000.00000000
PA
USD
380576.35000000
0.038343660814
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
97905.70000000
0.009864151969
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
3767217.48000000
EUR
3888877.13000000
USD
2022-09-22
97905.70000000
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X1
3137F64R5
18369866.53000000
PA
USD
866271.47000000
0.087278201650
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
1.31792040
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
360000.00000000
PA
USD
304221.60000000
0.030650800667
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
CHL GMSR Issuer Trust
N/A
CHL GMSR Issuer Trust, Series 2018-GT1, Class A
17026XAA9
1670000.00000000
PA
USD
1641357.33000000
0.165369310879
Long
ABS-MBS
CORP
US
Y
2
2023-05-25
Floating
5.19370920
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2019-2A, Class D
52604AAD0
2090000.00000000
PA
USD
1943635.21000000
0.195824278726
Long
ABS-O
CORP
US
Y
3
2028-04-20
Fixed
5.24000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2020-1, Class C
91679UAC6
1050000.00000000
PA
USD
1024343.67000000
0.103204222332
Long
ABS-O
CORP
US
Y
3
2030-04-22
Fixed
4.89900000
N
N
N
N
N
N
Heathrow Funding Ltd.
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd.
N/A
500000.00000000
PA
599076.76000000
0.060357917897
Long
DBT
CORP
JE
Y
2
2041-05-13
Fixed
5.87500000
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Notas do Tesouro Nacional
N/A
4200000.00000000
PA
3269998.64000000
0.329457462912
Long
DBT
NUSS
BR
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
Encina Equipment Finance LLC
N/A
Encina Equipment Finance LLC, Series 2021-1A, Class E
29253EAF9
809000.00000000
PA
USD
776394.63000000
0.078222969847
Long
ABS-O
CORP
US
Y
3
2029-03-15
Fixed
4.36000000
N
N
N
N
N
N
Cirsa Finance International SARL
254900KUJN6DHWH2K029
Cirsa Finance International SARL
N/A
250000.00000000
PA
231608.31000000
0.023334898451
Long
DBT
CORP
LU
Y
2
2025-05-22
Fixed
4.75000000
N
N
N
N
N
N
Callaway Golf Co.
5493005UB0KFRKBPCU72
Callaway Golf Co.
131193AE4
455000.00000000
PA
USD
653209.38000000
0.065811863788
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.75000000
N
N
N
N
Y
Callaway Golf Co.
Callaway Golf Co.
USD
XXXX
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAK5
1275000.00000000
PA
USD
1270901.09000000
0.128045266931
Long
DBT
CORP
CA
N
2
2023-10-16
Fixed
3.75000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
230000.00000000
PA
USD
201195.27000000
0.020270737239
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
Lorca Telecom Bondco SA
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
N/A
100000.00000000
PA
89337.04000000
0.009000846111
Long
DBT
CORP
ES
Y
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057QAH0
34000.00000000
PA
USD
33423.70000000
0.003367489903
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.12500000
N
N
N
N
N
N
Autostrade per l'Italia SpA
815600149448CEB9B230
Autostrade per l'Italia SpA
N/A
800000.00000000
PA
743880.07000000
0.074947077217
Long
DBT
CORP
IT
Y
2
2025-11-04
Fixed
1.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKD0
2700000.00000000
PA
USD
2206887.17000000
0.222347324267
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57199840
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-4, Class A1
92538NAA5
399572.63000000
PA
USD
393588.71000000
0.039654676378
Long
ABS-MBS
CORP
US
Y
2
2067-04-25
Variable
4.47400080
N
N
N
N
N
N
Affirm Asset Securitization Trust
N/A
Affirm Asset Securitization Trust, Series 2021-A, Class E
00833MAE4
2000000.00000000
PA
USD
1928073.60000000
0.194256422248
Long
ABS-O
CORP
US
Y
3
2025-08-15
Fixed
5.65000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAD6
120000.00000000
PA
USD
116169.35000000
0.011704243191
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2020-4, Class E
02530QAE7
4492000.00000000
PA
USD
4345857.72000000
0.437851943145
Long
ABS-O
CORP
US
Y
2
2026-12-14
Fixed
3.65000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LAP4
200000.00000000
PA
149986.78000000
0.015111402006
Long
DBT
CORP
LU
N
2
2039-07-02
Fixed
1.50000000
N
N
N
N
N
N
Virgin Media Vendor Financing Notes III DAC
635400SSKC2QCGEPIQ43
Virgin Media Vendor Financing Notes III DAC
N/A
100000.00000000
PA
98425.96000000
0.009916568976
Long
DBT
CORP
IE
Y
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C
46644UBG2
266000.00000000
PA
USD
239967.70000000
0.024177120031
Long
ABS-MBS
CORP
US
N
3
2048-07-15
Variable
4.37261040
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-1A, Class A
52607MAA7
270000.00000000
PA
USD
233847.84000000
0.023560534592
Long
ABS-O
CORP
US
Y
2
2031-11-20
Fixed
1.90000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
620000.00000000
PA
USD
515803.09000000
0.051967965770
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-68, Class SJ
31398TJQ5
300214.50000000
PA
USD
32734.31000000
0.003298032785
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Floating
4.10628960
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
400000.00000000
PA
USD
336609.77000000
0.033913959308
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
035198AF7
781000.00000000
PA
USD
636515.00000000
0.064129878967
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBS8
578000.00000000
PA
USD
514305.49000000
0.051817080235
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AE7
140000.00000000
PA
USD
130200.00000000
0.013117853061
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
Douglas GmbH
529900381YTPHVY9AI06
Douglas GmbH
N/A
250000.00000000
PA
205663.02000000
0.020720870019
Long
DBT
CORP
DE
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBJ3
2321000.00000000
PA
USD
2200934.67000000
0.221747600608
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2020-FP1, Class C
35634TAC0
1038782.74000000
PA
USD
1036955.42000000
0.104474875814
Long
ABS-O
CORP
US
Y
3
2027-03-18
Fixed
4.37000000
N
N
N
N
N
N
Cabinetworks
N/A
Cabinetworks, 1st Lien Term Loan B
00488YAB2
343133.50000000
PA
USD
280168.50000000
0.028227413329
Long
LON
CORP
US
N
2
2028-05-17
Variable
6.97025300
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M2
61744CHB5
93366.73000000
PA
USD
88711.33000000
0.008937804852
Long
ABS-O
CORP
US
N
3
2034-09-25
Floating
3.46371120
N
N
N
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc.
76680RAF4
645000.00000000
PA
USD
543815.63000000
0.054790272864
Long
DBT
CORP
US
N
2
2025-03-01
None
0.00000000
N
N
N
N
Y
RingCentral, Inc.
RingCentral, Inc.
USD
XXXX
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL3, Class A1
74143EAA0
1415674.34000000
PA
USD
1271714.70000000
0.128127239407
Long
ABS-O
CORP
US
Y
2
2051-07-25
Variable
1.86770160
N
N
N
N
N
N
Consumer Loan Underlying Bond Credit Trust
N/A
Consumer Loan Underlying Bond Credit Trust, Series 2019-P2, Class C
21054PAD7
964283.35000000
PA
USD
946722.50000000
0.095383768395
Long
ABS-O
CORP
US
Y
3
2026-10-15
Fixed
4.41000000
N
N
N
N
N
N
Brooks Automation
N/A
Brooks Automation, 2nd Lien Term Loan
02090CAB6
150000.00000000
PA
USD
136125.00000000
0.013714806052
Long
LON
CORP
US
N
2
2030-02-01
Variable
7.35488000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-15F, Class 1A2
36242DQU0
485801.86000000
PA
USD
396781.29000000
0.039976333792
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
5.50000000
N
N
N
N
N
N
Wabash National Corp.
5299004ZAWHQZI5XO485
Wabash National Corp.
929566AL1
640000.00000000
PA
USD
543793.60000000
0.054788053307
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4581.89000000
0.000461632563
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1676009335.00000000
KRW
1253475.33000000
USD
2022-09-22
4581.89000000
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A
65246QAA7
1500507.85000000
PA
USD
1381334.22000000
0.139171577011
Long
ABS-O
CORP
US
Y
2
2026-11-25
Fixed
3.47400000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K723, Class X3
3137BSPZ0
9268488.28000000
PA
USD
185311.37000000
0.018670409541
Long
ABS-MBS
USGSE
US
N
2
2034-10-25
Variable
1.97474040
N
N
N
N
N
N
Envestnet, Inc.
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404KAE6
210000.00000000
PA
USD
183750.00000000
0.018513099078
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.75000000
N
N
N
N
Y
Envestnet, Inc.
Envestnet, Inc.
USD
XXXX
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19221.80000000
-0.00193662632
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1015299.70000000
USD
989836.55000000
EUR
2022-09-22
-19221.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3017.93000000
-0.00030406115
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
626949.04000000
USD
911550.78000000
AUD
2022-09-22
-3017.93000000
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAX5
1015000.00000000
PA
USD
903126.58000000
0.090991411462
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-7, Class A1
69360LAA0
2475820.25000000
PA
USD
2293514.96000000
0.231075209215
Long
ABS-MBS
CORP
US
Y
2
2026-08-25
Variable
1.86699960
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AJ4
265000.00000000
PA
USD
266347.53000000
0.026834929046
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
ZF Finance GmbH
5493001N9T6QDCCXB426
ZF Finance GmbH
N/A
200000.00000000
PA
162399.92000000
0.016362045221
Long
DBT
CORP
DE
Y
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series I
808513BK0
740000.00000000
PA
USD
636400.00000000
0.064118292537
Long
DBT
CORP
US
N
2
2026-06-01
Variable
3.99999960
N
N
N
N
N
N
Jazz Pharmaceuticals plc
635400WUEO2NSG5OIU34
Jazz Pharmaceuticals plc, 1st Lien Term Loan B
G5080AAF9
169001.15000000
PA
USD
165560.29000000
0.016680457427
Long
LON
CORP
LU
N
2
2028-05-05
Variable
6.02386000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAY8
670000.00000000
PA
USD
548583.68000000
0.055270661338
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CC1
1165000.00000000
PA
USD
1123567.32000000
0.113201159820
Long
DBT
CORP
DE
N
2
2024-09-18
Variable
2.22199920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-9, Class MI
38382MF61
16485129.73800000
PA
USD
2124591.98000000
0.214055955526
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
Punch Finance plc
2138006IJRIU1Q5DN388
Punch Finance plc
N/A
200000.00000000
PA
201964.10000000
0.020348198060
Long
DBT
CORP
GB
Y
2
2026-06-30
Fixed
6.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11217.55000000
0.001130185657
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2490999.74000000
USD
17240458.27000000
CNY
2022-09-22
11217.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
32664.45000000
0.003290994281
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
37340243755.00000000
IDR
2544393.29000000
USD
2022-09-22
32664.45000000
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AG0
100000.00000000
PA
USD
86358.27000000
0.008700730387
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AF1
440000.00000000
PA
USD
831875.00000000
0.083812703653
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
1.62500000
N
N
N
N
Y
Microchip Technology, Inc.
Microchip Technology, Inc.
USD
XXXX
N
N
N
Presidio Holdings, Inc.
N/A
Presidio Holdings, Inc.
74101XAE0
201000.00000000
PA
USD
188057.61000000
0.018947097504
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
754000.00000000
PA
USD
649544.34000000
0.065442605292
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2J1
420000.00000000
PA
USD
355731.89000000
0.035840542721
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.57199840
N
N
N
N
N
N
Nexi SpA
5493000P70CQRQG8SN85
Nexi SpA
N/A
250000.00000000
PA
220204.64000000
0.022185960914
Long
DBT
CORP
IT
Y
2
2026-04-30
Fixed
1.62500000
N
N
N
N
N
N
Conduent Business Services LLC
N/A
Conduent Business Services LLC
20679LAB7
155000.00000000
PA
USD
133482.90000000
0.013448610356
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
6.00000000
N
N
N
N
N
N
Paprec Holding SA
969500ASAFSVN9KVC873
Paprec Holding SA
N/A
164000.00000000
PA
134239.21000000
0.013524809768
Long
DBT
CORP
FR
Y
2
2028-07-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
166747.90000000
0.016800110987
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
3583454.83000000
GBP
4329950.46000000
USD
2022-09-06
166747.90000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-195, Class IX
38381ECK2
7519223.99000000
PA
USD
684478.72000000
0.068962298561
Long
ABS-MBS
USGA
US
N
2
2063-08-16
Variable
1.19675160
N
N
N
N
N
N
NMG, Inc.
N/A
NMG, Inc.
62929P102
229.00000000
NS
USD
41220.00000000
0.004152979287
Long
EC
CORP
US
N
2
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-28CB, Class 3A1
12667FYS8
391353.93000000
PA
USD
360586.27000000
0.036329629077
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF36, Class B
30305DAA8
492066.66990000
PA
USD
490679.48000000
0.049436722880
Long
ABS-MBS
USGSE
US
Y
2
2024-08-25
Floating
5.01229080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4707, Class SA
3137F2MT0
4827468.85000000
PA
USD
665385.00000000
0.067038576493
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Floating
3.75900120
N
N
N
N
N
N
Autostrade per l'Italia SpA
815600149448CEB9B230
Autostrade per l'Italia SpA
N/A
350000.00000000
PA
292475.42000000
0.029467354713
Long
DBT
CORP
IT
Y
2
2028-12-04
Fixed
2.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class C
46648KBA3
105049.00000000
PA
USD
94700.42000000
0.009541215011
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
4.30089840
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659BE0
151000.00000000
PA
USD
143826.59000000
0.014490753256
Long
DBT
CORP
US
Y
2
2053-05-01
Fixed
4.60000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAQ2
710000.00000000
PA
USD
625697.38000000
0.063039986880
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205BB9
390000.00000000
PA
USD
276412.50000000
0.027848990471
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-5, Class C
91679JAC1
5476000.00000000
PA
USD
4617747.07000000
0.465245219200
Long
ABS-O
CORP
US
Y
2
2031-11-20
Fixed
4.15000000
N
N
N
N
N
N
Multi-Family Connecticut Avenue Securities Trust
5493002KQF9IH3CTQZ40
Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10
62548QAD3
4450000.00000000
PA
USD
4229810.44000000
0.426159998697
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Floating
6.19371000
N
N
N
N
N
N
Lyft, Inc.
549300H7I5VN334XVZ52
Lyft, Inc.
55087PAB0
1540000.00000000
PA
USD
1349040.00000000
0.135917883980
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
1.50000000
N
N
N
N
Y
Lyft, Inc.
Lyft, Inc.
USD
XXXX
N
N
N
INEOS Styrolution Group GmbH
5299003M4PGUGL48LS74
INEOS Styrolution Group GmbH
N/A
100000.00000000
PA
82908.38000000
0.008353148589
Long
DBT
CORP
DE
Y
2
2027-01-16
Fixed
2.25000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-2A, Class E
23345EAJ4
5105000.00000000
PA
USD
4684949.88000000
0.472016007118
Long
ABS-O
CORP
US
Y
2
2028-07-17
Fixed
2.97000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CC1
666000.00000000
PA
USD
601290.57000000
0.060580962708
Long
DBT
CORP
GB
N
2
2030-05-22
Variable
3.97299960
N
N
N
N
N
N
Iliad Holding SASU
9695009PXA7OI9NXN582
Iliad Holding SASU
N/A
344000.00000000
PA
318845.84000000
0.032124215656
Long
DBT
CORP
FR
Y
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
Pure Fishing, Inc.
549300U8UI4Y1KEUGM58
Pure Fishing, Inc., 1st Lien Term Loan
78471PAB6
786036.75000000
PA
USD
659068.23000000
0.066402152063
Long
LON
CORP
US
N
2
2025-12-22
Variable
7.02386000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BU7
410000.00000000
PA
USD
332154.63000000
0.033465097005
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Banc of America Mortgage Trust
N/A
Banc of America Mortgage Trust, Series 2004-A, Class 2A2
05948XT27
107759.23000000
PA
USD
106727.69000000
0.010752981221
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
2.63169720
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAK7
155000.00000000
PA
USD
135625.00000000
0.013664430272
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
6.00000000
N
N
N
N
N
N
ANGI Group LLC
N/A
ANGI Group LLC
001846AA2
330000.00000000
PA
USD
249975.00000000
0.025185371114
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
200000.00000000
PA
USD
181672.00000000
0.018303737338
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433AP7
745000.00000000
PA
USD
689125.00000000
0.069430418518
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
N/A
100000.00000000
PA
96702.52000000
0.009742929708
Long
DBT
CORP
FR
Y
2
2026-02-04
Fixed
3.00000070
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K033, Class X1
3137B4WC6
40336793.85000000
PA
USD
79544.16000000
0.008014198178
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
0.39854880
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
100000.00000000
PA
USD
82392.50000000
0.008301172875
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1666.13000000
0.000167865196
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
210013.51000000
SGD
151961.60000000
USD
2022-09-22
1666.13000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
1410000.00000000
PA
USD
1331992.26000000
0.134200297587
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52599840
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2020-3, Class D
80285WAG2
1100000.00000000
PA
USD
1064673.61000000
0.107267526686
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.64000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAD8
1590000.00000000
PA
USD
1651454.82000000
0.166386648745
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBC3
1605000.00000000
PA
USD
1295508.81000000
0.130524533099
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Elis SA
969500UX71LCE8MAY492
Elis SA
N/A
500000.00000000
PA
481773.03000000
0.048539384151
Long
DBT
CORP
FR
Y
2
2026-02-15
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2768.56000000
-0.00027893673
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
125672.00000000
USD
122266.15000000
EUR
2022-09-06
-2768.56000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-130, Class NS
31393UVP5
451189.93000000
PA
USD
40952.03000000
0.004125980891
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
4.55628960
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
500000.00000000
PA
USD
479260.00000000
0.048286192460
Long
DBT
CORP
NL
Y
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
950000000.00000000
PA
331236.99000000
0.033372643343
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2027-02-17
0.00000000
USD
0.00000000
USD
950000000.00000000
INR
331236.99000000
N
N
N
Alfa Desarrollo SpA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
938463.23340000
PA
USD
673347.37000000
0.067840797688
Long
DBT
CORP
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
Vallourec SA
969500P2Q1B47H4MCJ34
Vallourec SA
N/A
300000.00000000
PA
284577.72000000
0.028671649121
Long
DBT
CORP
FR
Y
2
2026-06-30
Fixed
8.50000000
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2022-C15, Class AS
05552FBE6
1960000.00000000
PA
USD
1760582.35000000
0.177381417589
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Variable
3.75199920
N
N
N
N
N
N
Onemain Financial Issuance Trust
549300I1P51W2UFIED29
Onemain Financial Issuance Trust, Series 2018-1A, Class D
68267BAD2
860000.00000000
PA
USD
856305.61000000
0.086274125712
Long
ABS-O
CORP
US
Y
3
2029-03-14
Fixed
4.08000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5069.92000000
-0.00051080234
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
629000.49000000
USD
911550.00000000
AUD
2022-09-22
-5069.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5963.76000000
-0.00060085812
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
378195.54000000
USD
6387651.97000000
ZAR
2022-09-22
-5963.76000000
N
N
N
NXP BV
N/A
NXP BV
62954HAU2
1140000.00000000
PA
USD
824576.25000000
0.083077343207
Long
DBT
CORP
US
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
La Financiere Atalian SASU
969500ICOLJMB33J0L87
La Financiere Atalian SASU
N/A
200000.00000000
PA
191442.98000000
0.019288178811
Long
DBT
CORP
FR
Y
2
2025-05-15
Fixed
5.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-39, Class LS
3136ASU38
2749942.79000000
PA
USD
414549.20000000
0.041766478436
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
3.55628880
N
N
N
N
N
N
Triton Water Holdings, Inc.
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc., 1st Lien Term Loan B
89678QAB2
362311.23000000
PA
USD
338126.96000000
0.034066818567
Long
LON
CORP
US
N
2
2028-03-31
Variable
5.75043000
N
N
N
N
N
N
PrimeSource
N/A
PrimeSource, 1st Lien Term Loan B
70082HAC0
440138.88000000
PA
USD
398875.86000000
0.040187364986
Long
LON
CORP
US
N
2
2027-12-28
Variable
5.52714000
N
N
N
N
N
N
Banijay Entertainment SASU
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
N/A
280000.00000000
PA
260985.52000000
0.026294698176
Long
DBT
CORP
FR
Y
2
2025-03-01
Fixed
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-2, Class C
80286MAE8
3200000.00000000
PA
USD
3103254.40000000
0.312657720675
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
3.76000000
N
N
N
N
N
N
Applebee's Funding LLC
N/A
Applebee's Funding LLC, Series 2019-1A, Class A2II
03789XAE8
693000.00000000
PA
USD
646994.50000000
0.065185704936
Long
ABS-O
CORP
US
Y
2
2049-06-05
Fixed
4.72300000
N
N
N
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc.
222070AE4
145000.00000000
PA
USD
137387.50000000
0.013842004896
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
Black Knight InfoServ LLC
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
337000.00000000
PA
USD
294201.00000000
0.029641209589
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AT9
80000.00000000
PA
USD
96577.60000000
0.009730343823
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
N/A
400000.00000000
PA
368927.60000000
0.037170031084
Long
DBT
CORP
US
N
2
2025-11-25
Fixed
2.33000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2020-89, Class IA
38380PTL8
8662216.49100000
PA
USD
718477.15000000
0.072387693408
Long
ABS-MBS
USGA
US
N
2
2062-04-16
Variable
1.17140040
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-3A, Class D
23344QAD1
2255000.00000000
PA
USD
2046044.94000000
0.206142218743
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
1.31000000
N
N
N
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
N/A
200000.00000000
PA
161796.95000000
0.016301295053
Long
DBT
CORP
IT
Y
2
2028-02-12
Fixed
1.87500000
N
N
N
N
N
N
Autostrade per l'Italia SpA
815600149448CEB9B230
Autostrade per l'Italia SpA
N/A
170000.00000000
PA
154575.34000000
0.015573706582
Long
DBT
CORP
IT
Y
2
2026-06-26
Fixed
1.75000000
N
N
N
N
N
N
Accelerated LLC
N/A
Accelerated LLC, Series 2021-1H, Class B
00439KAB2
306530.62000000
PA
USD
278934.59000000
0.028103094972
Long
ABS-O
CORP
US
Y
3
2040-10-20
Fixed
1.90000000
N
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAQ6
1435000.00000000
PA
USD
1250961.25000000
0.126036296952
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4120, Class UI
3137AVHL4
612890.19000000
PA
USD
23504.89000000
0.002368154326
Long
ABS-MBS
USGSE
US
N
2
2027-10-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6929.61000000
-0.00069816901
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
771211.02000000
USD
657645.11000000
GBP
2022-09-22
-6929.61000000
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST6, Class A
91680VAA5
447627.10000000
PA
USD
421386.13000000
0.042455309796
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
1.85000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
65412JAS2
527000.00000000
PA
USD
351772.50000000
0.035441628003
Long
DBT
NUSS
NG
Y
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBF1
140000.00000000
PA
USD
107501.35000000
0.010830928672
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2013-1, Class A
909319AA3
901645.81660000
PA
USD
847344.47000000
0.085371276881
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2022-1A, Class A1
68269DAA2
1540000.00000000
PA
USD
1534871.80000000
0.154640727655
Long
ABS-O
CORP
US
Y
2
2029-03-14
Fixed
4.65000000
N
N
N
N
N
N
TK Elevator Midco GmbH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
N/A
230000.00000000
PA
202824.03000000
0.020434837349
Long
DBT
CORP
DE
Y
2
2027-07-15
Fixed
4.37500000
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAA9
510000.00000000
PA
USD
457556.70000000
0.046099551136
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K125, Class X1
3137F9ZA2
18348803.83360000
PA
USD
707280.33000000
0.071259596331
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
0.67581000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCB7
165000.00000000
PA
USD
150744.83000000
0.015187776726
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
27600000.00000000
PA
50881.71000000
0.005126411638
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2032-08-06
0.00000000
USD
0.00000000
USD
27600000.00000000
MXN
50881.71000000
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAG4
180000.00000000
PA
USD
146316.46000000
0.014741611542
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24986.48000000
0.002517426829
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1180057.82000000
CHF
1226429.10000000
EUR
2022-09-22
24986.48000000
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
920000.00000000
PA
USD
866161.60000000
0.087267132076
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust, Series 2019-A, Class C
80286JAC9
2936000.00000000
PA
USD
2781406.39000000
0.280231031709
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-446.81000000
-0.00004501680
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
99618837.76000000
INR
1250236.42000000
USD
2022-09-22
-446.81000000
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAG1
40000.00000000
PA
USD
39867.10000000
0.004016672502
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
6.12500000
N
N
N
N
N
N
PLT VII Finance SARL
894500SKZV4JDP64R249
PLT VII Finance SARL
N/A
350000.00000000
PA
323154.23000000
0.032558292668
Long
DBT
CORP
LU
Y
2
2026-01-05
Fixed
4.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4073, Class IQ
3137ARXB7
617773.03000000
PA
USD
94203.72000000
0.009491171711
Long
ABS-MBS
USGSE
US
N
2
2042-07-15
Fixed
4.00000000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST10, Class A
91681WAA2
2801041.77000000
PA
USD
2678434.57000000
0.269856460248
Long
ABS-O
CORP
US
Y
2
2030-01-20
Fixed
2.25000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
1570000.00000000
PA
USD
1445241.65000000
0.145610350255
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCX2
224000.00000000
PA
USD
211903.19000000
0.021349576879
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
CPUK Finance Ltd.
6354003CVDDPNXREIR29
CPUK Finance Ltd.
N/A
200000.00000000
PA
216648.22000000
0.021827646052
Long
DBT
CORP
JE
Y
2
2025-08-28
Fixed
4.87500000
N
N
N
N
N
N
SPIE SA
969500TJNS5GSFWJ8X85
SPIE SA
N/A
400000.00000000
PA
377893.36000000
0.038073345387
Long
DBT
CORP
FR
Y
2
2026-06-18
Fixed
2.62500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-2A, Class E
30165XAG0
3775000.00000000
PA
USD
3503353.64000000
0.352968343105
Long
ABS-O
CORP
US
Y
2
2028-07-17
Fixed
2.90000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11768.94000000
0.001185739059
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
24863766.64000000
MXN
1241140.45000000
USD
2022-09-22
11768.94000000
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
100000.00000000
PA
80335.70000000
0.008093947067
Long
DBT
CORP
GB
Y
2
2080-08-27
Variable
3.00000070
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class A
02379KAA2
715000.00000000
PA
USD
598069.33000000
0.060256417754
Long
DBT
CORP
US
N
2
2034-07-11
Fixed
2.87500000
N
N
N
N
N
N
TeamSystem SpA
81560062081DF3AB7A90
TeamSystem SpA
N/A
200000.00000000
PA
174427.97000000
0.017573890017
Long
DBT
CORP
IT
Y
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-120, Class DI
3136A9K98
66709.16000000
PA
USD
690.24000000
0.000069542756
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Fixed
3.00000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
652000.00000000
PA
624104.10000000
0.062879461435
Long
DBT
CORP
GB
Y
2
2025-06-27
Variable
4.94699830
N
N
N
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
N/A
480000.00000000
PA
425696.82000000
0.042889618537
Long
DBT
CORP
FR
Y
2
2026-06-15
Fixed
3.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-9
38379U4L7
4285986.94000000
PA
USD
157900.04000000
0.015908675292
Long
ABS-MBS
USGA
US
N
2
2057-01-16
Variable
0.59304960
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAH1
760000.00000000
PA
USD
674853.40000000
0.067992532560
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Stratus CLO Ltd.
N/A
Stratus CLO Ltd., Series 2021-3A, Class E
86315XAC0
410000.00000000
PA
USD
377702.66000000
0.038054132064
Long
ABS-CBDO
CORP
KY
Y
3
2029-12-29
Floating
8.45985960
N
N
N
N
N
N
eG Global Finance plc
549300TL8Q5207VYET27
eG Global Finance plc
N/A
350000.00000000
PA
330112.21000000
0.033259320004
Long
DBT
CORP
GB
Y
2
2024-02-07
Fixed
3.62500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAF8
1995000.00000000
PA
USD
1904917.33000000
0.191923391931
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K068, Class X3
3137FBC20
4540000.00000000
PA
USD
387240.66000000
0.039015100440
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Variable
2.12895360
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189AS4
1932000.00000000
PA
USD
2766624.00000000
0.278741682862
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
N
ON Semiconductor Corp.
ON Semiconductor Corp.
USD
XXXX
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC
62922LAA6
19000.00000000
PA
USD
17385.00000000
0.001751565863
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-4A, Class E
30166BAG7
1553000.00000000
PA
USD
1546481.28000000
0.155810400872
Long
ABS-O
CORP
US
Y
2
2030-03-15
Fixed
8.23000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DS1
1000000.00000000
PA
USD
753937.50000000
0.075960378975
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAN4
300000.00000000
PA
USD
300053.94000000
0.030230902423
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series W
172967MU2
550000.00000000
PA
USD
482625.00000000
0.048625221458
Long
DBT
CORP
US
N
2
2025-12-10
Variable
3.99999960
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-B, Class C
12656QAC8
2497000.00000000
PA
USD
2403185.21000000
0.242124657946
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.23000000
N
N
N
N
N
N
NGG Finance plc
549300MLDJ2T68G21W86
NGG Finance plc
N/A
518000.00000000
PA
424230.59000000
0.042741893578
Long
DBT
CORP
GB
Y
2
2082-09-05
Variable
2.12500080
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-3, Class B
69546RAB2
1659909.65000000
PA
USD
1529031.58000000
0.154052316382
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
1.74000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2614.57000000
0.000263422005
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
499795.46000000
AUD
344710.63000000
USD
2022-09-22
2614.57000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
3679000.00000000
PA
USD
2752811.75000000
0.277350077133
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2021-NQM4, Class A1
36168HAA2
2035014.41000000
PA
USD
1732013.38000000
0.174503049305
Long
ABS-MBS
CORP
US
Y
2
2066-08-25
Variable
1.09299960
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAE2
1550000.00000000
PA
USD
1392931.18000000
0.140339988818
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF45, Class B
30296TAG1
132853.17000000
PA
USD
129763.72000000
0.013073897171
Long
ABS-MBS
USGSE
US
Y
2
2025-03-25
Floating
4.31228880
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
783000.00000000
PA
USD
622696.13000000
0.062737606262
Long
DBT
CORP
US
Y
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
Cheplapharm Arzneimittel GmbH
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
N/A
300000.00000000
PA
270145.63000000
0.027217593545
Long
DBT
CORP
DE
Y
2
2027-02-11
Fixed
3.50000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
Romania Government Bond
N/A
997000.00000000
PA
740054.36000000
0.074561630968
Long
DBT
NUSS
RO
Y
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAQ5
936000.00000000
PA
USD
724255.90000000
0.072969911483
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
2.50000000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAF3
380000.00000000
PA
USD
360232.40000000
0.036293976123
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-21CB, Class A17
12667GKS1
773682.57140000
PA
USD
652988.94000000
0.065789654115
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust, Series 2016-C37, Class A4
95000PAD6
1650000.00000000
PA
USD
1585804.28000000
0.159772254450
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.52500000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN20, Class XA
06540AAE1
3765320.62000000
PA
USD
166528.08000000
0.016777963779
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Variable
0.93848400
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-47, Class ST
3136AWWU7
4504605.21000000
PA
USD
635629.53000000
0.064040666483
Long
ABS-MBS
USGSE
US
N
2
2047-06-25
Floating
3.65628960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-89
38378BXV6
3575330.24000000
PA
USD
5552.85000000
0.000559458297
Long
ABS-MBS
USGA
US
N
2
2053-12-16
Variable
0.15909120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K730, Class X3
3137FEUD0
13820000.00000000
PA
USD
586598.19000000
0.059100682508
Long
ABS-MBS
USGSE
US
N
2
2045-02-25
Variable
2.10083400
N
N
N
N
N
N
SART
N/A
SART
N/A
732380.61000000
PA
USD
720296.33000000
0.072570978630
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1
64830VAA1
654750.83000000
PA
USD
614855.42000000
0.061947642501
Long
ABS-MBS
CORP
US
Y
2
2060-01-26
Variable
2.46413160
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
35021.81000000
0.003528501977
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
1606476416.00000000
KRW
1232102.17000000
USD
2022-09-22
35021.81000000
N
N
N
Altice France Holding SA
5299000JVHXKJPOE6H40
Altice France Holding SA
N/A
221000.00000000
PA
181006.57000000
0.018236694227
Long
DBT
CORP
LU
Y
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
Casino Guichard Perrachon SA
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
N/A
200000.00000000
PA
128641.64000000
0.012960845861
Long
DBT
CORP
FR
Y
2
2025-02-07
Fixed
3.58000030
N
N
N
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362UAC8
140000.00000000
PA
USD
123577.30000000
0.012450605707
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.37500000
N
N
N
N
N
N
8x8, Inc.
254900XWSOC5U1BRW939
8x8, Inc.
282914AB6
840000.00000000
PA
USD
705677.11000000
0.071098069415
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.50000000
N
N
N
N
Y
8x8, Inc.
8x8, Inc.
USD
XXXX
N
N
N
ZF North America Capital, Inc.
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
N/A
100000.00000000
PA
99184.55000000
0.009992998102
Long
DBT
CORP
US
Y
2
2023-04-27
Fixed
2.75000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
600000.00000000
PA
580726.44000000
0.058509094538
Long
DBT
CORP
ES
Y
2
2024-06-13
Variable
6.74999975
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
1713000.00000000
PA
USD
1494836.95000000
0.150607154079
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2019-C49, Class C
95001WBG2
316000.00000000
PA
USD
288882.18000000
0.029105330179
Long
ABS-MBS
CORP
US
N
3
2052-03-15
Variable
4.86600120
N
N
N
N
N
N
Airbnb, Inc.
549300HMUDNO0RY56D37
Airbnb, Inc.
009066AB7
2300000.00000000
PA
USD
1972250.00000000
0.198707263446
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Airbnb, Inc.
Airbnb, Inc.
USD
XXXX
N
N
N
Telenet Finance Luxembourg Notes SARL
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes SARL
N/A
300000.00000000
PA
265306.80000000
0.026730073875
Long
DBT
CORP
LU
Y
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
N
Alpek SAB de CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
N/A
1180000.00000000
PA
USD
997690.00000000
0.100518823510
Long
DBT
CORP
MX
Y
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
2840000.00000000
PA
USD
2549485.01000000
0.256864590967
Long
DBT
CORP
CH
Y
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
Volvo Car AB
5299000EAMGGBEYP7J33
Volvo Car AB
N/A
300000.00000000
PA
286350.45000000
0.028850254433
Long
DBT
CORP
SE
Y
2
2025-01-24
Fixed
2.00000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
1716000.00000000
PA
USD
1569711.00000000
0.158150831391
Long
DBT
CORP
GB
N
2
2030-03-22
Variable
4.87500120
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I
25755TAJ9
693000.00000000
PA
USD
667713.12000000
0.067273138214
Long
ABS-O
CORP
US
Y
2
2048-07-25
Fixed
4.11600000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
1000000.00000000
PA
USD
797000.00000000
0.080298993011
Long
DBT
CORP
ES
N
2
2026-11-12
Variable
4.74999840
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
97629.99000000
0.009836373757
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
257995882.45000000
MXN
12854055.54000000
USD
2022-09-22
97629.99000000
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2021-2A, Class C
57108TAC1
500000.00000000
PA
USD
462724.70000000
0.046620235196
Long
ABS-O
CORP
US
Y
3
2031-09-15
Fixed
1.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJT7
1180000.00000000
PA
USD
978216.35000000
0.098556822901
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700040
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust, Series 2021-1A, Class A1
68269MAA2
3517000.00000000
PA
USD
3064993.40000000
0.308802865253
Long
ABS-O
CORP
US
Y
2
2036-06-16
Fixed
1.55000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
1090000.00000000
PA
USD
670350.00000000
0.067538807986
Long
DBT
NUSS
NG
Y
2
2047-11-28
Fixed
7.62500000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAE6
120000.00000000
PA
USD
120462.83000000
0.012136817997
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CK0
98000.00000000
PA
USD
95094.30000000
0.009580899035
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBT9
2600000.00000000
PA
USD
2467907.00000000
0.248645479229
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates, Series 2002-4, Class M1
126671SL1
435200.81000000
PA
USD
424113.50000000
0.042730096577
Long
ABS-O
CORP
US
N
3
2032-12-25
Floating
3.56870880
N
N
N
N
N
N
BANK
N/A
BANK, Series 2021-BN35, Class XA
06540CBL0
11846051.68000000
PA
USD
753259.63000000
0.075892082515
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
1.15430040
N
N
N
N
N
N
Alarm.com Holdings, Inc.
549300HIH92U1EKIHZ32
Alarm.com Holdings, Inc.
011642AB1
1465000.00000000
PA
USD
1224007.50000000
0.123320664602
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
Y
Alarm.com Holdings, Inc.
Alarm.com Holdings, Inc.
USD
XXXX
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22258.60000000
0.002242588664
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
20836477.77000000
ZAR
1236476.15000000
USD
2022-09-22
22258.60000000
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-481.00000000
NC
USD
280413.14000000
0.028252061190
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2022-12-30
-53233171.88000000
USD
280413.14000000
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
100000.00000000
PA
USD
87611.20000000
0.008826965039
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
PetIQ, Inc.
549300GROACFGKVYOX14
PetIQ, Inc.
71639TAB2
170000.00000000
PA
USD
145383.57000000
0.014647621419
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
Y
PetIQ, Inc.
PetIQ, Inc.
USD
XXXX
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K726, Class X3
3137BYPT1
3760000.00000000
PA
USD
126431.50000000
0.012738170809
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Variable
2.22451920
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EF6
360000.00000000
PA
USD
323816.25000000
0.032624992215
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
4.11000120
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2421.96000000
0.000244016247
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
6461089.00000000
BRL
1238230.93000000
USD
2022-09-22
2421.96000000
N
N
N
N/A
N/A
CDI
N/A
20000000.00000000
PA
USD
473641.33000000
0.047720102694
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 38-V2
Markit CDX North American High Yield Index Series 38-V2
Y
Receipt of notional amount upon default event with regard to the reference instrument
2027-06-20
0.00000000
USD
429034.79000000
USD
20000000.00000000
USD
473641.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
71216.78000000
0.007175201655
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
3253596521.00000000
KRW
2495663.51000000
USD
2022-09-22
71216.78000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series Z
94988U151
3575.00000000
NS
USD
70606.25000000
0.007113689805
Long
EP
CORP
US
N
1
N
N
N
Loxam SAS
969500BNA2YRNE1R5K91
Loxam SAS
N/A
171000.00000000
PA
155496.98000000
0.015666563250
Long
DBT
CORP
FR
Y
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc.
N/A
100000.00000000
PA
91713.87000000
0.009240315440
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
3.87500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-3, Class E
025286AE5
2375000.00000000
PA
USD
2203879.59000000
0.222044305891
Long
ABS-O
CORP
US
Y
2
2027-11-15
Fixed
2.56000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR26, Class D
12593QBK5
200000.00000000
PA
USD
169933.76000000
0.017121091350
Long
ABS-MBS
CORP
US
N
3
2048-10-10
Variable
3.62036520
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series X
060505EH3
1343000.00000000
PA
USD
1327323.56000000
0.133729918781
Long
DBT
CORP
US
N
2
2024-09-05
Variable
6.24999960
N
N
N
N
N
N
INEOS Quattro Finance 2 plc
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 plc
N/A
200000.00000000
PA
178305.06000000
0.017964512881
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
2.50000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
530000.00000000
PA
USD
438575.00000000
0.044187115257
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
N/A
200000.00000000
PA
180951.30000000
0.018231125688
Long
DBT
CORP
NL
Y
2
2026-06-22
Variable
3.87500060
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2021-L5, Class XA
61691YAP6
10773231.79810000
PA
USD
810838.67000000
0.081693260596
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
1.42079760
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-3A, Class E
23344QAE9
335000.00000000
PA
USD
293303.52000000
0.029550787079
Long
ABS-O
CORP
US
Y
2
2028-09-15
Fixed
2.65000000
N
N
N
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
N/A
41683.00000000
NS
USD
52103.75000000
0.005249534074
Long
CORP
US
N
3
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2018-1A, Class C
05377RDA9
1660000.00000000
PA
USD
1637383.00000000
0.164968890933
Long
ABS-O
CORP
US
Y
2
2024-09-20
Fixed
4.73000000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
900000.00000000
PA
USD
920137.50000000
0.092705288183
Long
DBT
NUSS
DO
Y
2
2026-01-29
Fixed
6.87500000
N
N
N
N
N
N
INEOS Finance plc
2138002D68XDR4LZCG32
INEOS Finance plc
N/A
300000.00000000
PA
275707.43000000
0.027777953569
Long
DBT
CORP
GB
Y
2
2025-11-15
Fixed
2.12500000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAG1
221000.00000000
PA
USD
218996.05000000
0.022064193586
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc.
N/A
300000.00000000
PA
286787.61000000
0.028894298985
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
2.62500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-3, Class D
02528GAG8
2333000.00000000
PA
USD
2313801.98000000
0.233119158120
Long
ABS-O
CORP
US
Y
2
2028-10-13
Fixed
5.83000000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AC8
80000.00000000
PA
USD
76226.19000000
0.007679907525
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22837.49000000
0.002300912735
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
138904323.71000000
PHP
2490619.21000000
USD
2022-09-22
22837.49000000
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-2, Class D
025291AD7
4800000.00000000
PA
USD
4546032.48000000
0.458019862411
Long
ABS-O
CORP
US
Y
2
2027-07-13
Fixed
1.34000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
180000.00000000
PA
USD
175812.01000000
0.017713334206
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Silicon Laboratories, Inc.
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919AD4
1186000.00000000
PA
USD
1419892.23000000
0.143056356654
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.62500000
N
N
N
N
Y
Silicon Laboratories, Inc.
Silicon Laboratories, Inc.
USD
XXXX
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
660000.00000000
PA
USD
635128.04000000
0.063990140583
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAQ3
1000000.00000000
PA
USD
932920.42000000
0.093993187309
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.05000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAT3
1964000.00000000
PA
USD
1621551.13000000
0.163373805339
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.63900000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-328.00000000
NC
USD
182944.08000000
0.018431901381
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2022-12-20
-40953875.00000000
USD
182944.08000000
N
N
N
Quatrim SASU
9695009HF8DZ2EWJAN45
Quatrim SASU
N/A
100000.00000000
PA
91334.88000000
0.009202131607
Long
DBT
CORP
FR
Y
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-5, Class A2
69358DAB0
3500000.00000000
PA
USD
3245328.10000000
0.326971867530
Long
ABS-MBS
CORP
US
Y
2
2026-06-25
Variable
3.72099960
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
310000.00000000
PA
USD
238998.84000000
0.024079505875
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
N/A
100000.00000000
PA
91082.64000000
0.009176718033
Long
DBT
CORP
NL
Y
2
2028-06-27
Variable
4.62499895
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AS3
515000.00000000
PA
USD
491554.63000000
0.049524895607
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBG8
220000.00000000
PA
USD
173280.56000000
0.017458286670
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2021-2, Class C
35635CAC6
763000.00000000
PA
USD
739977.01000000
0.074553837835
Long
ABS-O
CORP
US
Y
3
2028-06-19
Fixed
1.94000000
N
N
N
N
N
N
ZF Europe Finance BV
549300RI533US2G6G542
ZF Europe Finance BV
N/A
300000.00000000
PA
238482.47000000
0.024027480792
Long
DBT
CORP
NL
Y
2
2027-10-23
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
518.45000000
0.000052234646
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
1252662.92000000
USD
99817818.33000000
INR
2022-09-22
518.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-33431.40000000
-0.00336826569
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1249933.37000000
EUR
4074282.81000000
ILS
2022-09-22
-33431.40000000
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust, Series 2019-A, Class D
80286JAD7
2910000.00000000
PA
USD
2769118.46000000
0.278993003598
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3.45000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
N/A
120223109.00000000
PA
5566538.93000000
0.560837478843
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2022-A, Class D
52605AAD9
1000000.00000000
PA
USD
836038.80000000
0.084232212996
Long
ABS-O
CORP
US
Y
2
2029-06-15
Fixed
4.54000000
N
N
N
N
N
N
Wolfspeed, Inc.
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852AA0
609000.00000000
PA
USD
689692.50000000
0.069487595028
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
0.25000000
N
N
N
N
Y
Wolfspeed, Inc.
Wolfspeed, Inc.
USD
XXXX
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBH6
600000.00000000
PA
USD
443033.77000000
0.044636343288
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
N/A
610000.00000000
PA
514936.38000000
0.051880643386
Long
DBT
CORP
ES
Y
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-5, Class B
80287HAD0
1643000.00000000
PA
USD
1634286.84000000
0.164656947984
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
4.43000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HD2
250000.00000000
PA
USD
191709.89000000
0.019315070410
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
N/A
1065000.00000000
PA
1051628.93000000
0.105953254831
Long
DBT
CORP
GB
N
2
2027-05-12
Variable
5.12500150
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series T
38144GAE1
1118000.00000000
PA
USD
925145.00000000
0.093209801618
Long
DBT
CORP
US
N
2
2026-05-10
Variable
3.80000160
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C
61765LAY6
190000.00000000
PA
USD
178536.39000000
0.017987819740
Long
ABS-MBS
CORP
US
N
3
2048-05-15
Variable
4.47875280
N
N
N
N
N
N
Rolls-Royce plc
X57JK1U580XATGR67572
Rolls-Royce plc
N/A
100000.00000000
PA
95974.74000000
0.009669604738
Long
DBT
CORP
GB
Y
2
2026-02-16
Fixed
4.62500000
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2021-A, Class B
52607FAB0
1176000.00000000
PA
USD
1141876.95000000
0.115045883598
Long
ABS-O
CORP
US
Y
3
2028-12-15
Fixed
1.46000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
N/A
600000.00000000
PA
588141.76000000
0.059256199593
Long
DBT
CORP
BE
Y
2
2040-04-02
Fixed
3.70000000
N
N
N
N
N
N
CWABS, Inc. Asset-Backed Certificates Trust
N/A
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5, Class M2
1266716L5
118401.84000000
PA
USD
117420.10000000
0.011830258204
Long
ABS-O
CORP
US
N
3
2034-07-25
Floating
3.44871000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-471.48000000
-0.00004750234
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1213167.68000000
USD
5387677660.97000000
COP
2022-09-22
-471.48000000
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
1010000.00000000
PA
USD
818222.37000000
0.082437179887
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-53, Class IA
38380M4K4
9371007.72000000
PA
USD
555100.08000000
0.055927198801
Long
ABS-MBS
USGA
US
N
2
2061-06-16
Variable
0.77586840
N
N
N
N
N
N
Paysafe Finance plc
N/A
Paysafe Finance plc
N/A
169000.00000000
PA
127632.17000000
0.012859140184
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZM9
2540000.00000000
PA
USD
2160879.60000000
0.217711989835
Long
DBT
CORP
US
N
2
2033-02-24
Variable
3.10200120
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
19434.17000000
0.001958022937
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1725507.79000000
SGD
1254288.07000000
USD
2022-09-22
19434.17000000
N
N
N
Snap, Inc.
549300JNC0L6VP8A2Q35
Snap, Inc.
83304AAF3
125000.00000000
PA
USD
90312.50000000
0.009099125227
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
N
Snap, Inc.
Snap, Inc.
USD
XXXX
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
52139.93000000
0.005253179265
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
5354567230.15000000
COP
1257383.40000000
USD
2022-09-22
52139.93000000
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-3A, Class D
30166YAF9
2100000.00000000
PA
USD
2126866.77000000
0.214285144166
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
6.76000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAV2
122000.00000000
PA
USD
125570.69000000
0.012651442859
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-1, Class C
80286NAF3
610000.00000000
PA
USD
599079.29000000
0.060358172799
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
0.75000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2021-2, Class B
35635CAB8
2429782.53000000
PA
USD
2412931.75000000
0.243106637052
Long
ABS-O
CORP
US
Y
2
2028-06-19
Fixed
1.03000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBT6
740000.00000000
PA
USD
645274.10000000
0.065012371952
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
160000.00000000
PA
163740.93000000
0.016497154069
Long
DBT
CORP
NL
Y
2
2026-01-05
Fixed
3.87500000
N
N
N
N
N
N
Continental Airlines Pass-Through Trust
N/A
Continental Airlines Pass-Through Trust, Series 2012-2, Class A
210795QB9
1766281.88690000
PA
USD
1680574.65000000
0.169320517033
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
2660000.00000000
PA
USD
2370941.10000000
0.238876013575
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust, Series 2021-1A, Class A
88339VAA6
521715.09000000
PA
USD
509375.54000000
0.051320380083
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
1.21000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
N/A
300000.00000000
PA
312036.98000000
0.031438212391
Long
DBT
CORP
PA
Y
2
2026-02-01
Fixed
10.12500000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
N/A
400000.00000000
PA
360174.08000000
0.036288100292
Long
DBT
CORP
FR
Y
2
2025-02-15
Fixed
2.12500000
N
N
N
N
N
N
Nidda BondCo GmbH
391200JPUEK6AMI9PQ76
Nidda BondCo GmbH
N/A
100000.00000000
PA
89350.71000000
0.009002223385
Long
DBT
CORP
DE
Y
2
2025-09-30
Fixed
7.25000000
N
N
N
N
N
N
COLT Trust
N/A
COLT Trust, Series 2021-RPL1, Class A1
12598PAA5
1728350.66000000
PA
USD
1588429.61000000
0.160036760542
Long
ABS-MBS
CORP
US
Y
2
2061-09-25
Variable
1.66539960
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
300000.00000000
PA
USD
285000.00000000
0.028714194489
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Nice Ltd.
254900YTY4EF5Z4W0A51
Nice Ltd.
653656AB4
1744000.00000000
PA
USD
1760568.00000000
0.177379971804
Long
DBT
CORP
IL
N
2
2025-09-15
None
0.00000000
N
N
N
N
N
Nice Ltd.
Nice Ltd.
USD
XXXX
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-1A, Class E
23345YAJ0
1000000.00000000
PA
USD
936700.50000000
0.094374036265
Long
ABS-O
CORP
US
Y
2
2029-03-15
Fixed
5.53000000
N
N
N
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
N/A
130000.00000000
PA
128197.85000000
0.012916133326
Long
DBT
CORP
DE
Y
2
2023-03-06
Fixed
1.87500000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AE9
550000.00000000
PA
USD
457118.75000000
0.046055426990
Long
DBT
NUSS
CO
N
2
2043-09-18
Fixed
7.37500000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-12, Class 3A1
576434YF5
868573.23000000
PA
USD
837361.49000000
0.084365476077
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.00000000
N
N
N
N
N
N
Adient Global Holdings Ltd.
213800VA38VCKE6M8790
Adient Global Holdings Ltd.
N/A
298000.00000000
PA
278511.84000000
0.028060502250
Long
DBT
CORP
JE
Y
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDN1
1720000.00000000
PA
USD
1616949.83000000
0.162910217188
Long
DBT
CORP
NL
Y
2
2028-04-06
Variable
3.64899960
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CU4
260000.00000000
PA
USD
228682.72000000
0.023040140696
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAG7
1031000.00000000
PA
USD
935764.52000000
0.094279734820
Long
DBT
CORP
US
Y
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust, Series 2015-GC30, Class C
36250GAW5
190000.00000000
PA
USD
177989.68000000
0.017932737855
Long
ABS-MBS
CORP
US
N
3
2050-05-10
Variable
4.20481440
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-1, Class E
02530WAJ3
2063000.00000000
PA
USD
1881640.43000000
0.189578207953
Long
ABS-O
CORP
US
Y
2
2028-03-13
Fixed
3.64000000
N
N
N
N
N
N
Gamma Bidco SpA
549300JS6XODWD0TZD48
Gamma Bidco SpA
N/A
300000.00000000
PA
283395.90000000
0.028552578912
Long
DBT
CORP
IT
Y
2
2025-07-15
Fixed
5.12500000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2021-1WA, Class D
55389TAD3
1334006.14000000
PA
USD
1180641.46000000
0.118951468438
Long
ABS-O
CORP
US
Y
3
2041-01-22
Fixed
3.17000000
N
N
N
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
N/A
100000.00000000
PA
97271.52000000
0.009800257345
Long
DBT
CORP
DE
Y
2
2024-02-22
Fixed
2.87500000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAN6
25000.00000000
PA
USD
26823.68000000
0.002702527594
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
8.37500000
N
N
N
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2021-NQM2, Class A1
36166XAA9
2873025.75000000
PA
USD
2530256.83000000
0.254927321843
Long
ABS-MBS
CORP
US
Y
2
2066-05-25
Variable
1.03600080
N
N
N
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust, Series 2019-A, Class A
80286JAA3
820000.00000000
PA
USD
782539.37000000
0.078842061986
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
2.51000000
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767754CK8
258000.00000000
PA
USD
219645.55000000
0.022129631724
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.50000000
N
N
N
N
N
N
Sigma Holdco BV
254900RAPCKVT00GAO59
Sigma Holdco BV
N/A
300000.00000000
PA
217144.57000000
0.021877654088
Long
DBT
CORP
NL
Y
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CV5
415000.00000000
PA
USD
395826.76000000
0.039880163406
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-134, Class SD
38380GG24
1675265.24000000
PA
USD
202737.92000000
0.020426161632
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Floating
3.83186160
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAD8
125000.00000000
PA
USD
100496.88000000
0.010125217396
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF48, Class B
30308EAG0
480433.82000000
PA
USD
460032.20000000
0.046348961622
Long
ABS-MBS
USGSE
US
Y
2
2028-06-25
Floating
4.41228960
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C27
760000.00000000
PA
USD
713507.00000000
0.071886943044
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-44279.44000000
-0.00446122263
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1268756.60000000
USD
1643242804.00000000
KRW
2022-09-22
-44279.44000000
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class C
46645UAZ0
152000.00000000
PA
USD
133140.83000000
0.013414146270
Long
ABS-MBS
CORP
US
N
3
2049-12-15
Variable
3.52116720
N
N
N
N
N
N
A10 Revolving Asset Financing I LLC
N/A
A10 Revolving Asset Financing I LLC
002122AA7
6000000.00000000
PA
USD
6000000.00000000
0.604509357677
Long
ABS-MBS
CORP
US
N
3
2020-01-09
Variable
6.34002480
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-C, Class A
68377WAA9
2300000.00000000
PA
USD
2109984.58000000
0.212584237194
Long
ABS-O
CORP
US
Y
2
2031-10-08
Fixed
2.18000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C
46644YBB5
124000.00000000
PA
USD
116114.62000000
0.011698729058
Long
ABS-MBS
CORP
US
N
3
2048-08-15
Variable
4.76575560
N
N
N
N
N
N
Six Flags Theme Parks, Inc.
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
44000.00000000
PA
USD
44469.26000000
0.004480347299
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Crown European Holdings SA
85OKW2SW05RZFQS1W718
Crown European Holdings SA
N/A
440000.00000000
PA
436067.99000000
0.043934530089
Long
DBT
CORP
FR
Y
2
2025-05-15
Fixed
3.37500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
925000.00000000
PA
USD
844863.06000000
0.085121270954
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-2A, Class C
36261XAE5
1812000.00000000
PA
USD
1714841.28000000
0.172772933448
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
1.08000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13326.21000000
-0.00134263644
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
325912.21000000
USD
268972.46000000
GBP
2022-09-22
-13326.21000000
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class X3
3137FCJN5
2151623.00000000
PA
USD
190490.50000000
0.019192214966
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
2.11001760
N
N
N
N
N
N
Claire's Stores, Inc.
N/A
Claire's Stores, Inc., 1st Lien Term Loan B
17958DAL1
1749338.62000000
PA
USD
1652250.33000000
0.166466797618
Long
LON
CORP
US
N
2
2026-12-18
Variable
9.02386000
N
N
N
N
N
N
TPGI Trust
N/A
TPGI Trust, Series 2021-DGWD, Class A
87267HAA5
1575000.00000000
PA
USD
1521764.06000000
0.153320102407
Long
ABS-MBS
CORP
US
Y
2
2026-06-15
Floating
3.08999880
N
N
N
N
N
N
JetBlue Pass-Through Trust
N/A
JetBlue Pass-Through Trust, Series 2019-1, Class A
477143AJ0
155796.25000000
PA
USD
132744.15000000
0.013374180141
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
2.95000000
N
N
N
N
N
N
Virgin Media Finance plc
2138001LVYC87DDHT482
Virgin Media Finance plc
N/A
210000.00000000
PA
164610.81000000
0.016584795836
Long
DBT
CORP
GB
Y
2
2030-07-15
Fixed
3.75000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLJ9
362000.00000000
PA
USD
265053.30000000
0.026704533355
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
DexKo Global, Inc.
N/A
DexKo Global, Inc., Delayed Draw Term Loan B-1
25213YAV7
260147.98000000
PA
USD
248441.32000000
0.025030850462
Long
LON
CORP
US
N
2
2028-10-04
Variable
4.75600000
N
N
N
N
N
N
Orano SA
969500161UMNDC85C891
Orano SA
N/A
100000.00000000
PA
100547.26000000
0.010130293259
Long
DBT
CORP
FR
Y
2
2023-03-20
Fixed
3.12500000
N
N
N
N
N
N
Swiss Re Finance Luxembourg SA
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
200000.00000000
PA
USD
190000.00000000
0.019142796326
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.00000040
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
N/A
400000.00000000
PA
363322.39000000
0.036605297434
Long
DBT
CORP
NL
Y
2
2025-09-22
Variable
4.37499950
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-1, Class C
91681NAC8
750000.00000000
PA
USD
694280.10000000
0.069949802883
Long
ABS-O
CORP
US
Y
3
2031-03-20
Fixed
4.06000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2021-1, Class D
00091KAD7
1109000.00000000
PA
USD
1065073.95000000
0.107307861565
Long
ABS-O
CORP
US
Y
2
2027-03-22
Fixed
5.25000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-3, Class C
91679LAC6
1200000.00000000
PA
USD
1089114.36000000
0.109729970366
Long
ABS-O
CORP
US
Y
3
2031-07-20
Fixed
3.28000000
N
N
N
N
N
N
Summit Hotel Properties, Inc.
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc.
866082AA8
351000.00000000
PA
USD
311512.50000000
0.031385370213
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
Summit Hotel Properties, Inc.
Summit Hotel Properties, Inc.
USD
XXXX
N
N
N
Catalent Pharma Solutions, Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
N/A
100000.00000000
PA
84382.44000000
0.008501662433
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
2.37500000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBF0
470000.00000000
PA
USD
401520.94000000
0.040453860922
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BF8
85000.00000000
PA
USD
75735.00000000
0.007630419367
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.75000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAV2
1200000.00000000
PA
USD
933012.50000000
0.094002464513
Long
DBT
CORP
NL
Y
2
2037-03-13
Variable
3.32399880
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class E
55348UAS7
230000.00000000
PA
USD
205060.46000000
0.020660161159
Long
ABS-MBS
CORP
US
Y
3
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAA5
595000.00000000
PA
USD
558513.95000000
0.056271151528
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
BSPRT Issuer Ltd.
N/A
BSPRT Issuer Ltd., Series 2021-FL7, Class A
05602CAA2
4783000.00000000
PA
USD
4639510.00000000
0.467437868339
Long
ABS-CBDO
CORP
KY
Y
2
2038-12-15
Floating
3.71099880
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAD7
90000.00000000
PA
USD
81378.88000000
0.008199049079
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435AF2
1105000.00000000
PA
USD
2097290.00000000
0.211305238460
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.37500000
N
N
N
N
Y
Palo Alto Networks, Inc.
Palo Alto Networks, Inc.
USD
XXXX
N
N
N
N/A
N/A
Long Gilt
N/A
-4.00000000
NC
6162.37000000
0.000620868388
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
United Kingdom of Great Britain and Northern Ireland
Long Gilt
2022-12-28
-431720.00000000
GBP
6162.37000000
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
N/A
600000.00000000
PA
540411.86000000
0.054447337728
Long
DBT
CORP
NL
Y
2
2027-06-29
Variable
4.37499950
N
N
N
N
N
N
Synthomer plc
213800EHT3TI1KPQQJ56
Synthomer plc
N/A
100000.00000000
PA
93008.12000000
0.009370713146
Long
DBT
CORP
GB
Y
2
2025-07-01
Fixed
3.87500000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBC0
160000.00000000
PA
USD
151116.80000000
0.015225253283
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
VM Master Issuer LLC
549300DTHP15ZDVADB72
VM Master Issuer LLC, Series 2022-1, Class A1
92859MAA8
3700000.00000000
PA
USD
3685940.00000000
0.371364203639
Long
ABS-MBS
CORP
US
Y
2
2025-05-24
Variable
5.16300120
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-3, Class F
025286AF2
1114000.00000000
PA
USD
1032826.50000000
0.104058880684
Long
ABS-O
CORP
US
Y
2
2028-05-15
Fixed
3.64000000
N
N
N
N
N
N
Nidda Healthcare Holding GmbH
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
N/A
150000.00000000
PA
138695.16000000
0.013973753680
Long
DBT
CORP
DE
Y
2
2024-09-30
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5646.48000000
0.000568891666
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
4066170.68000000
ILS
1219900.00000000
EUR
2022-09-22
5646.48000000
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class B
68377GAB2
1311000.00000000
PA
USD
1202444.87000000
0.121148196001
Long
ABS-O
CORP
US
Y
3
2031-05-08
Fixed
1.96000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16.52000000
-0.00000166441
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
3231509.00000000
HUF
8051.22000000
USD
2022-09-22
-16.52000000
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PBB5
260000.00000000
PA
USD
218942.10000000
0.022058758039
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CH0
391000.00000000
PA
USD
335771.25000000
0.033829477110
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.54999960
N
N
N
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AH3
470000.00000000
PA
USD
392391.25000000
0.039534030415
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
1500000.00000000
PA
USD
1143750.00000000
0.115234596307
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
300000.00000000
PA
269689.19000000
0.027171606503
Long
DBT
NUSS
FR
Y
2
2026-01-22
Variable
4.99999995
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
1125000.00000000
PA
USD
1094062.50000000
0.110228503189
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
1320000.00000000
PA
952036.87000000
0.095919199461
Long
DBT
NUSS
CI
Y
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
652000.00000000
PA
USD
528120.00000000
0.053208913662
Long
DBT
CORP
FR
Y
2
2030-11-18
Variable
5.37500160
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
449934AD0
345000.00000000
PA
USD
334222.20000000
0.033673407907
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YER2
288000.00000000
PA
USD
280631.60000000
0.028274071376
Long
DBT
CORP
US
N
2
2028-04-20
Variable
4.20999840
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series M
172967HQ7
177000.00000000
PA
USD
170805.00000000
0.017208870139
Long
DBT
CORP
US
N
2
2024-05-15
Variable
6.30000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
32973.94000000
0.003322175881
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1631839.33000000
EUR
1673318.89000000
USD
2022-09-06
32973.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.98000000
-0.00000110625
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
443.27000000
USD
421.88000000
CHF
2022-09-22
-10.98000000
N
N
N
Renk AG
894500DAJJ2W78HOJY11
Renk AG
N/A
300000.00000000
PA
281261.39000000
0.028337523701
Long
DBT
CORP
DE
Y
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AA8
20000.00000000
PA
USD
14901.95000000
0.001501394703
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Ziggo Bond Co. BV
213800JYI4P7V5QDOG59
Ziggo Bond Co. BV
N/A
370000.00000000
PA
279047.64000000
0.028114484936
Long
DBT
CORP
NL
Y
2
2030-02-28
Fixed
3.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4178, Class BI
3137B05Q3
750961.61000000
PA
USD
70267.40000000
0.007079550139
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Fixed
3.00000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2019-1, Class A
92257CAA8
486674.96000000
PA
USD
473813.26000000
0.047737424910
Long
ABS-MBS
CORP
US
Y
2
2049-03-25
Variable
3.75999840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3
3137FL6H2
7310000.00000000
PA
USD
903262.34000000
0.091005089494
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Variable
2.42587800
N
N
N
N
N
N
Stagwell Global LLC
N/A
Stagwell Global LLC
59565JAA9
34000.00000000
PA
USD
28833.70000000
0.002905040244
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
129436.87000000
0.013040966523
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
10995261048.64000000
COP
2604327.19000000
USD
2022-09-22
129436.87000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAR6
800000.00000000
PA
USD
796151.22000000
0.080213477102
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.14700000
N
N
N
N
N
N
Gerdau Trade, Inc.
5493008RWEW71JB0LO29
Gerdau Trade, Inc.
N/A
356000.00000000
PA
USD
356289.25000000
0.035896697610
Long
DBT
CORP
VG
Y
2
2027-10-24
Fixed
4.87500000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program Trust, Series 2018-4, Class D
83406HAD0
788604.74590000
PA
USD
788018.89000000
0.079394132171
Long
ABS-O
CORP
US
Y
3
2027-11-26
Fixed
4.76000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2022-2A, Class D
57107LAD7
540000.00000000
PA
USD
540348.57000000
0.054440961162
Long
ABS-O
CORP
US
Y
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
Dun & Bradstreet Corp. (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp. (The)
26483EAL4
325000.00000000
PA
USD
288437.50000000
0.029060527975
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
740000.00000000
PA
USD
529865.58000000
0.053384783570
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67599880
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2018-3A, Class D
30166PAG6
624737.92000000
PA
USD
625241.40000000
0.062994046184
Long
ABS-O
CORP
US
Y
2
2024-06-17
Fixed
4.35000000
N
N
N
N
N
N
JetBlue Airways Corp.
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143AP6
692000.00000000
PA
USD
521076.00000000
0.052499219676
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp.
JetBlue Airways Corp.
USD
XXXX
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc.
78471RAB2
105000.00000000
PA
USD
92941.40000000
0.009363991002
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.62500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-1, Class E
02528CAJ1
2400000.00000000
PA
USD
2406362.88000000
0.242444813154
Long
ABS-O
CORP
US
Y
2
2025-04-14
Fixed
4.84000000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
N/A
180000.00000000
PA
156696.83000000
0.015787450008
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2019-A, Class E
88165GAH3
1520000.00000000
PA
USD
1522970.99000000
0.153441702487
Long
ABS-O
CORP
US
Y
2
2023-05-22
Fixed
5.48000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
100000.00000000
PA
USD
92295.00000000
0.009298865194
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4
17326FAD9
1400000.00000000
PA
USD
1332212.56000000
0.134222493155
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Fixed
3.47100000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
450000.00000000
PA
380643.51000000
0.038350427289
Long
DBT
CORP
IT
Y
2
2027-10-12
Fixed
2.37500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYA6
2330000.00000000
PA
USD
2072942.47000000
0.208852186840
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.43100000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAL7
1372000.00000000
PA
USD
1195470.06000000
0.120445473015
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2020-136
38380P6Y5
3935855.40000000
PA
USD
291867.69000000
0.029406124968
Long
ABS-MBS
USGA
US
N
2
2062-08-16
Variable
1.01198160
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
N/A
1680000.00000000
PA
USD
1352715.00000000
0.136288145961
Long
DBT
NUSS
SN
Y
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GT4
484000.00000000
PA
USD
370409.10000000
0.037319294519
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
Ashland Services BV
549300S52OPXPKGJS029
Ashland Services BV
N/A
100000.00000000
PA
85402.66000000
0.008604451190
Long
DBT
CORP
NL
Y
2
2028-01-30
Fixed
2.00000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-2, Class C
91680FAC6
1030000.00000000
PA
USD
942992.60000000
0.095007975153
Long
ABS-O
CORP
US
Y
3
2031-06-20
Fixed
3.61000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class E
36263LAJ8
1130000.00000000
PA
USD
989776.94000000
0.099721570373
Long
ABS-O
CORP
US
Y
2
2028-10-16
Fixed
3.20000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
N/A
110000.00000000
PA
86857.25000000
0.008751003401
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
N
Hertz Vehicle Financing III LP
N/A
Hertz Vehicle Financing III LP, Series 2021-2A, Class C
42806MAG4
1726000.00000000
PA
USD
1486835.60000000
0.149801005588
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
2.52000000
N
N
N
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAM4
870000.00000000
PA
USD
713949.28000000
0.071931503444
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
888 Acquisitions Ltd.
254900RFD0BP3JOPZU89
888 Acquisitions Ltd.
N/A
160000.00000000
PA
138281.12000000
0.013932038505
Long
DBT
CORP
GI
Y
2
2027-07-15
Fixed
7.55800000
N
N
N
N
N
N
Casino Guichard Perrachon SA
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
N/A
400000.00000000
PA
285181.50000000
0.028732480897
Long
DBT
CORP
FR
Y
2
2024-03-07
Fixed
4.49800085
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
2400000.00000000
PA
2261185.74000000
0.227817989879
Long
DBT
CORP
ES
Y
2
2026-01-15
Variable
6.00000140
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust, Series 2022-2A, Class B
88339FAB9
2000000.00000000
PA
USD
2083040.26000000
0.209869554931
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
9.27000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAG6
460000.00000000
PA
USD
425233.53000000
0.042842941347
Long
DBT
CORP
KY
Y
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4976.15000000
0.000501354873
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
268972.46000000
GBP
317562.15000000
USD
2022-09-22
4976.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
59940.43000000
0.006039091806
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1288135.05000000
GBP
1556475.87000000
USD
2022-09-06
59940.43000000
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
N/A
100000.00000000
PA
83643.60000000
0.008427223151
Long
DBT
CORP
IT
Y
2
2027-07-13
Fixed
1.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKA6
1390000.00000000
PA
USD
1109569.17000000
0.111790824375
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29899960
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
300000.00000000
PA
278015.00000000
0.028010444845
Long
DBT
NUSS
FR
Y
2
2024-07-04
Variable
3.99999850
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
1730000.00000000
PA
USD
1462642.34000000
0.147363496910
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300120
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAU0
1351000.00000000
PA
USD
1330735.00000000
0.134073626681
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
1759000.00000000
PA
USD
1683946.13000000
0.169660198901
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Kaixo Bondco Telecom SA
959800ULWB3MZHZ69055
Kaixo Bondco Telecom SA
N/A
175000.00000000
PA
142117.52000000
0.014318561788
Long
DBT
CORP
ES
Y
2
2029-09-30
Fixed
5.12500000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AS8
90000.00000000
PA
USD
84355.20000000
0.008498917961
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
Brooks Automation
N/A
Brooks Automation, 1st Lien Term Loan B
02090CAE0
394705.88000000
PA
USD
378507.15000000
0.038135185687
Long
LON
CORP
US
N
2
2029-02-01
Variable
5.50639000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-7, Class A2
69360LAB8
738000.00000000
PA
USD
670786.72000000
0.067582808207
Long
ABS-MBS
CORP
US
Y
2
2026-08-25
Variable
3.67099920
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K726, Class C
35708TAU1
725000.00000000
PA
USD
707943.29000000
0.071326390585
Long
ABS-MBS
USGSE
US
Y
2
2049-07-25
Variable
4.15239480
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MP3
2260000.00000000
PA
USD
2156606.42000000
0.217281460286
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200160
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
N/A
700000.00000000
PA
663015.76000000
0.066799871867
Long
DBT
CORP
DE
Y
2
2030-12-05
Variable
3.99999850
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Single Family, 30 Year
21H052694
3500000.00000000
PA
USD
3588593.75000000
0.361556417129
Long
ABS-MBS
USGA
US
N
2
2052-09-15
Fixed
5.50000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AZ5
48000.00000000
PA
USD
50942.88000000
0.005132574611
Long
DBT
CORP
LR
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2004-9, Class 1A
61748HFT3
77077.14000000
PA
USD
77557.89000000
0.007814078377
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
5.32287360
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAH4
330000.00000000
PA
USD
330412.50000000
0.033289574690
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2046.49000000
-0.00020618705
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1249360.01000000
USD
18543001210.00000000
IDR
2022-09-22
-2046.49000000
N
N
N
Verisure Midholding AB
549300496LYEZ55X1M49
Verisure Midholding AB
N/A
150000.00000000
PA
121170.44000000
0.012208110808
Long
DBT
CORP
SE
Y
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
N/A
300000.00000000
PA
281406.10000000
0.028352103459
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
1.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAE2
1170000.00000000
PA
USD
1009678.55000000
0.101726688620
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA
N/A
390000.00000000
PA
USD
342054.38000000
0.034462512257
Long
DBT
NUSS
MA
Y
2
2044-04-25
Fixed
6.87500000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2021-BN35, Class XB
06540CBM8
17700000.00000000
PA
USD
760737.15000000
0.076645454318
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
0.69826320
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The), Series 2
0641598N9
2100000.00000000
PA
USD
1614520.05000000
0.162665413063
Long
DBT
CORP
CA
N
2
2081-10-27
Variable
3.62499840
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-28CB, Class 2A4
12667FYL3
173621.28000000
PA
USD
159471.56000000
0.016067008383
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
5.75000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
340000.00000000
PA
USD
273713.60000000
0.027577072087
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2021-1, Class C
03063FAE4
1470000.00000000
PA
USD
1385289.05000000
0.139570032302
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.89000000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BG2
815000.00000000
PA
USD
1018342.50000000
0.102599595095
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co.
Southwest Airlines Co.
USD
XXXX
N
N
N
Dometic Group AB
549300STIPMK5VSA7Y59
Dometic Group AB
N/A
200000.00000000
PA
196381.30000000
0.019785722253
Long
DBT
CORP
SE
Y
2
2023-09-13
Fixed
3.00000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-3, Class A
69546RAA4
1432813.01000000
PA
USD
1391172.17000000
0.140162765817
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
1.15000000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
560000.00000000
PA
403894.43000000
0.040692993741
Long
DBT
NUSS
CI
Y
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
LendingPoint Pass-Through Trust
N/A
LendingPoint Pass-Through Trust, Series 2022-ST1, Class A
52607NAA5
1142953.09000000
PA
USD
1089341.05000000
0.109752809737
Long
ABS-O
CORP
US
Y
2
2028-03-15
Fixed
2.50000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
N/A
600000.00000000
PA
USD
492548.40000000
0.049625019484
Long
DBT
CORP
SE
Y
2
2031-03-01
Variable
4.74999840
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VINO, Class A
05608KAA8
2480000.00000000
PA
USD
2394688.50000000
0.241268601162
Long
ABS-MBS
CORP
US
Y
2
2038-05-15
Floating
3.04332840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-133
38381DXB1
10837724.29000000
PA
USD
780420.19000000
0.078628551295
Long
ABS-MBS
USGA
US
N
2
2063-07-16
Variable
0.87891120
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-4A, Class D
30166BAF9
1050000.00000000
PA
USD
1038047.43000000
0.104584897524
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.98000000
N
N
N
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081TAK4
1045000.00000000
PA
USD
871122.45000000
0.087766945451
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
LL ABS Trust
N/A
LL ABS Trust, Series 2019-1A, Class C
50202AAC2
1411328.79000000
PA
USD
1410442.90000000
0.142104321920
Long
ABS-O
CORP
US
Y
3
2027-03-15
Fixed
5.07000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2006-QS4, Class A2
749228AB8
25026.93000000
PA
USD
20854.95000000
0.002101168738
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.00000000
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAA0
450000.00000000
PA
USD
415579.50000000
0.041870282768
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-4A, Class E
30165JAG1
2960000.00000000
PA
USD
2692337.56000000
0.271257208174
Long
ABS-O
CORP
US
Y
2
2028-01-17
Fixed
4.02000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2019-4A, Class D
36258HAG0
1150000.00000000
PA
USD
1120539.42000000
0.112896094172
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
4.09000000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
N/A
300000.00000000
PA
261538.24000000
0.026350385578
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
2.25000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B11, Class C
08162BBL5
1679000.00000000
PA
USD
1417777.99000000
0.142843343677
Long
ABS-MBS
CORP
US
N
3
2052-05-15
Variable
3.75000120
N
N
N
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
N/A
300000.00000000
PA
274773.43000000
0.027683851612
Long
DBT
CORP
IT
Y
2
2026-07-08
Fixed
1.87500000
N
N
N
N
N
N
Altice Finco SA
549300IGQP5SEZB5Z419
Altice Finco SA
N/A
150000.00000000
PA
119052.81000000
0.011994756283
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAR5
410000.00000000
PA
USD
373076.34000000
0.037588023109
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.85000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust, Series 2021-A, Class D
76042UAD5
1500000.00000000
PA
USD
1220076.00000000
0.122924559846
Long
ABS-O
CORP
US
Y
3
2031-12-22
Fixed
5.23000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZX4
400000.00000000
PA
USD
388292.00000000
0.039121024585
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06300000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2021-1, Class C
262108AE3
710000.00000000
PA
USD
693321.11000000
0.069853183145
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.02000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2020-4A, Class E
36261EAE7
650000.00000000
PA
USD
613178.15000000
0.061778654933
Long
ABS-O
CORP
US
Y
2
2027-10-15
Fixed
3.51000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AS8
1385000.00000000
PA
USD
1382879.69000000
0.139327285524
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.05000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BU2
3820000.00000000
PA
USD
3729267.89000000
0.375729556132
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBJ0
593000.00000000
PA
USD
476950.29000000
0.048053485575
Long
DBT
CORP
FR
Y
2
2033-01-21
Variable
3.33699840
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-603.12000000
-0.00006076528
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1193272.17000000
EUR
480733559.00000000
HUF
2022-09-22
-603.12000000
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-2459.00000000
NC
USD
563432.99000000
0.056766752479
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 2 Year Note
2022-12-30
-512086750.00000000
USD
563432.99000000
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAM1
395000.00000000
PA
USD
320568.18000000
0.032297744097
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Cheesecake Factory, Inc. (The)
529900872XMLK10SY247
Cheesecake Factory, Inc. (The)
163072AA9
1223000.00000000
PA
USD
994451.88000000
0.100192577870
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.37500000
N
N
N
N
Y
Cheesecake Factory, Inc. (The)
Cheesecake Factory, Inc. (The)
USD
XXXX
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAC0
405000.00000000
PA
USD
329388.53000000
0.033186408116
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-J3, Class 4A1
021469AL5
11238.88000000
PA
USD
10574.47000000
0.001065394344
Long
ABS-MBS
CORP
US
N
2
2026-05-25
Fixed
5.75000000
N
N
N
N
N
N
ATI, Inc.
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741RAK8
890000.00000000
PA
USD
1806255.00000000
0.181983008308
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
Y
ATI, Inc.
ATI, Inc.
USD
XXXX
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
491798AL8
2002000.00000000
PA
USD
1361360.00000000
0.137159143194
Long
DBT
NUSS
KE
Y
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-67, Class SI
31394EH35
320619.20000000
PA
USD
17635.76000000
0.001776830324
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
4.25629080
N
N
N
N
N
N
Darling Global Finance BV
724500R2BQXOR6YG2Y67
Darling Global Finance BV
N/A
130000.00000000
PA
126397.59000000
0.012734754323
Long
DBT
CORP
NL
Y
2
2026-05-15
Fixed
3.62500000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBK5
150000.00000000
PA
USD
110760.00000000
0.011159242742
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
Structured Asset Investment Loan Trust
N/A
Structured Asset Investment Loan Trust, Series 2004-8, Class M2
86358EMA1
199941.76000000
PA
USD
197136.90000000
0.019861850132
Long
ABS-O
CORP
US
N
3
2034-09-25
Floating
3.37371120
N
N
N
N
N
N
Asset-Backed Securities Corp. Home Equity Loan Trust
N/A
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE7, Class M2
04541GMD1
132580.24000000
PA
USD
126776.83000000
0.012772963345
Long
ABS-O
CORP
US
N
3
2034-10-25
Floating
4.01870880
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF47, Class B
30296WAG4
101002.75000000
PA
USD
99625.02000000
0.010037376141
Long
ABS-MBS
USGSE
US
Y
2
2025-05-25
Floating
4.36228920
N
N
N
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust, Series 2004-4, Class M2
64352VJK8
172731.42000000
PA
USD
168467.49000000
0.016973362361
Long
ABS-O
CORP
US
N
3
2035-02-25
Floating
3.23871120
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL3, Class A2
74143EAB8
832000.00000000
PA
USD
732489.64000000
0.073799473630
Long
ABS-O
CORP
US
Y
2
2051-07-25
Variable
3.72099960
N
N
N
N
N
N
TDA CAM 4 FTA
95980020140005711149
TDA CAM 4 FTA, Series 4, Class A
N/A
325038.60000000
PA
322011.76000000
0.032443187033
Long
ABS-MBS
CORP
ES
Y
2
2039-06-26
Floating
0.00001080
N
N
N
N
N
N
Hertz Vehicle Financing III LP
N/A
Hertz Vehicle Financing III LP, Series 2021-2A, Class A
42806MAE9
2000000.00000000
PA
USD
1782378.00000000
0.179577363319
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
560000.00000000
PA
USD
417655.00000000
0.042079392630
Long
DBT
NUSS
AO
Y
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9656.46000000
0.000972903405
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
5743184.35000000
PLN
1219903.64000000
EUR
2022-09-22
9656.46000000
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2004-4, Class 2A
61748HDQ1
188535.13000000
PA
USD
189450.13000000
0.019087396066
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
6.29254440
N
N
N
N
N
N
Box, Inc.
549300KQUCPD8687YS68
Box, Inc.
10316TAB0
1142000.00000000
PA
USD
1314442.00000000
0.132432081520
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
Y
Box, Inc.
Box, Inc.
USD
XXXX
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4687, Class SG
3137BY4V9
2848625.77000000
PA
USD
410729.39000000
0.041381626621
Long
ABS-MBS
USGSE
US
N
2
2047-01-15
Floating
3.75900120
N
N
N
N
N
N
BSPRT Issuer Ltd.
N/A
BSPRT Issuer Ltd., Series 2021-FL7, Class D
05602CAJ3
4000000.00000000
PA
USD
3753044.00000000
0.378125036296
Long
ABS-CBDO
CORP
KY
Y
3
2038-12-15
Floating
5.14100160
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2019-INV3, Class A1
92537MAA8
1562203.80000000
PA
USD
1518043.74000000
0.152945274365
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
2.69200080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4043, Class PI
3137APSV3
1861533.77000000
PA
USD
78547.79000000
0.007913812346
Long
ABS-MBS
USGSE
US
N
2
2027-05-15
Fixed
2.50000000
N
N
N
N
N
N
MidAmerican Energy Co.
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
595620AP0
350000.00000000
PA
USD
323113.63000000
0.032554202154
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.25000000
N
N
N
N
N
N
Cedar Fair LP
N/A
Cedar Fair LP
150190AK2
620000.00000000
PA
USD
606698.54000000
0.061125824119
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co., Series A
373334KM2
2635000.00000000
PA
USD
2588195.23000000
0.260764706005
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
2.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4086, Class AI
3137ARQE9
697156.72460000
PA
USD
34606.30000000
0.003486638697
Long
ABS-MBS
USGSE
US
N
2
2027-07-15
Fixed
3.50000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust, Series 2005-2, Class 2A5
52520MBW2
244322.87040000
PA
USD
165994.11000000
0.016724165469
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6006.32000000
-0.00060514610
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
22458886.30000000
TRY
1210160.00000000
USD
2022-09-22
-6006.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12771.56000000
0.001286754588
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
477502050.00000000
HUF
1197347.17000000
EUR
2022-09-22
12771.56000000
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-4, Class B
91682NAB9
2584000.00000000
PA
USD
2290726.59000000
0.230794276589
Long
ABS-O
CORP
US
Y
3
2031-09-20
Fixed
1.84000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2022-3FP, Class C
35634EAC3
1700000.00000000
PA
USD
1688028.77000000
0.170071531249
Long
ABS-O
CORP
US
Y
3
2029-08-20
Fixed
7.05000000
N
N
N
N
N
N
EC Finance plc
213800NKPB53RHYDQE45
EC Finance plc
N/A
250000.00000000
PA
231525.41000000
0.023326546147
Long
DBT
CORP
GB
Y
2
2026-10-15
Fixed
3.00000000
N
N
N
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
863364.00000000
PA
USD
840053.17000000
0.084636667035
Long
DBT
CORP
IL
Y
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AL9
2485000.00000000
PA
USD
1937361.07000000
0.195192149335
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAS8
417000.00000000
PA
USD
388377.26000000
0.039129614663
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CX4
493000.00000000
PA
USD
381410.42000000
0.038427694667
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
Euro-Buxl 30 Year Bond
N/A
-21.00000000
NC
185632.87000000
0.018702801167
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Buxl 30 Year Bond
2022-09-08
-3443160.00000000
EUR
185632.87000000
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
372000.00000000
PA
USD
365094.75000000
0.036783865469
Long
DBT
CORP
IL
Y
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
Conn's Receivables Funding LLC
N/A
Conn's Receivables Funding LLC, Series 2021-A, Class B
20825GAB1
1980000.00000000
PA
USD
1927594.94000000
0.194208196507
Long
ABS-O
CORP
US
Y
3
2026-05-15
Fixed
2.87000000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
N/A
200000.00000000
PA
161775.29000000
0.016299112774
Long
DBT
CORP
IE
Y
2
2026-08-15
Fixed
2.12500000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2022-3FP, Class B
35634EAB5
2390000.00000000
PA
USD
2373598.39000000
0.239143739687
Long
ABS-O
CORP
US
Y
3
2029-08-20
Fixed
5.79000000
N
N
N
N
N
N
Saipem Finance International BV
724500V4QZAOY63SY989
Saipem Finance International BV
N/A
200000.00000000
PA
198341.35000000
0.019983200348
Long
DBT
CORP
NL
Y
2
2023-09-08
Fixed
3.75000000
N
N
N
N
N
N
Accelerated LLC
N/A
Accelerated LLC, Series 2021-1H, Class C
00439KAC0
1344119.04000000
PA
USD
1217856.13000000
0.122700904481
Long
ABS-O
CORP
US
Y
3
2040-10-20
Fixed
2.35000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
302000.00000000
PA
USD
263283.60000000
0.026526233320
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-5, Class A
91679JAA5
1898965.54000000
PA
USD
1821594.28000000
0.183528464692
Long
ABS-O
CORP
US
Y
2
2031-11-20
Fixed
1.31000000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170BE3
340000.00000000
PA
USD
267101.65000000
0.026910907812
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2005-1, Class AF6
759950FG8
88486.45000000
PA
USD
87420.39000000
0.008807740634
Long
ABS-O
CORP
US
N
3
2035-05-25
Variable
5.46999840
N
N
N
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909AU2
140000.00000000
PA
USD
136850.00000000
0.013787850933
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
MYT Holding LLC
N/A
MYT Holding LLC (Preference), Series A
55406N202
298145.00000000
NS
USD
326468.78000000
0.032892238749
Long
EP
CORP
US
N
3
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2020-NQM1, Class A1
36167FAA7
403205.45000000
PA
USD
388408.17000000
0.039132728893
Long
ABS-MBS
CORP
US
Y
2
2060-01-25
Variable
2.24700120
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
69867DAC2
410000.00000000
PA
USD
402866.00000000
0.040589377815
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Coty, Inc.
N/A
Coty, Inc.
222070AG9
160000.00000000
PA
USD
141574.40000000
0.014263841601
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.75000000
N
N
N
N
N
N
Rain CII Carbon LLC
N/A
Rain CII Carbon LLC
75079RAC2
154000.00000000
PA
USD
144009.02000000
0.014509133363
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2021-1, Class C
00091KAC9
410000.00000000
PA
USD
399914.25000000
0.040291984398
Long
ABS-O
CORP
US
Y
2
2024-12-20
Fixed
2.08000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4612, Class QI
3137BRSR7
3113502.63000000
PA
USD
460302.10000000
0.046376154468
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
3.50000000
N
N
N
N
N
N
US Auto Funding
N/A
US Auto Funding, Series 2021-1A, Class C
90355EAC5
2768000.00000000
PA
USD
2612981.48000000
0.263261959349
Long
ABS-O
CORP
US
Y
2
2026-05-15
Fixed
2.20000000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAR0
13000.00000000
PA
USD
11477.64000000
0.001156390130
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR9, Class A
74333QAA3
3265000.00000000
PA
USD
2805571.40000000
0.282665694155
Long
ABS-O
CORP
US
Y
2
2040-11-17
Fixed
2.01300000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
N/A
250000.00000000
PA
226880.02000000
0.022858515860
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
3.62500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFR0
1320000.00000000
PA
USD
1046707.37000000
0.105457399985
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-NC1, Class M3
61744CMM5
347409.55000000
PA
USD
324685.04000000
0.032712524162
Long
ABS-O
CORP
US
N
3
2035-01-25
Floating
3.20870880
N
N
N
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
N/A
180000.00000000
PA
176572.18000000
0.017789922519
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-1A, Class D
30167HAG3
2150000.00000000
PA
USD
2120116.29000000
0.213605022778
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.73000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABX2
246000.00000000
PA
USD
197353.27000000
0.019883649747
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYN8
1525000.00000000
PA
USD
1252164.89000000
0.126157565560
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.64999960
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 3A2
929227Y91
87024.72000000
PA
USD
83900.22000000
0.008453078016
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
5.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAW5
2235000.00000000
PA
USD
1900015.36000000
0.191429510808
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Guara Norte SARL
549300U2I4L03BBA3485
Guara Norte SARL
400666AA1
833173.50000000
PA
USD
694554.26000000
0.069977424930
Long
DBT
CORP
LU
Y
2
2034-06-15
Fixed
5.19800000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2005-9, Class 2A2
17307GM62
821.87390000
PA
USD
633.08000000
0.000063783797
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
1270000.00000000
PA
USD
1151685.59000000
0.116034119376
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKJ0
860000.00000000
PA
USD
634005.06000000
0.063876998597
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Sensata Technologies, Inc.
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
680000.00000000
PA
USD
561729.01000000
0.056595073837
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EA9
80000.00000000
PA
USD
93456.00000000
0.009415837755
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AD9
140000.00000000
PA
USD
122379.38000000
0.012329913399
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Nidda BondCo GmbH
391200JPUEK6AMI9PQ76
Nidda BondCo GmbH
N/A
360000.00000000
PA
316388.49000000
0.031876633811
Long
DBT
CORP
DE
Y
2
2025-09-30
Fixed
5.00000000
N
N
N
N
N
N
Jaguar Land Rover Automotive plc
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive plc
N/A
250000.00000000
PA
209341.13000000
0.021091445338
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
4.50000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2022-2, Class D
68377HAD6
863000.00000000
PA
USD
847955.23000000
0.085432811904
Long
ABS-O
CORP
US
N
3
2029-10-09
Fixed
11.34000000
N
N
N
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184LAN2
335000.00000000
PA
USD
299825.00000000
0.030207836360
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Twitter, Inc.
Twitter, Inc.
USD
XXXX
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2021-B, Class B
52607HAB6
2800000.00000000
PA
USD
2637285.56000000
0.265710633314
Long
ABS-O
CORP
US
Y
3
2029-02-15
Fixed
1.68000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-104
38380NLH0
1825617.38000000
PA
USD
120950.62000000
0.012185963601
Long
ABS-MBS
USGA
US
N
2
2061-05-16
Variable
1.02993840
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3006.48000000
0.000302907548
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1246817.40000000
USD
99550389.77000000
INR
2022-09-22
3006.48000000
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-1A, Class E
36261AAJ4
2700000.00000000
PA
USD
2513480.22000000
0.253237052221
Long
ABS-O
CORP
US
Y
2
2028-01-18
Fixed
3.14000000
N
N
N
N
N
N
Solvay Finance SACA
549300850GMPCX5CK282
Solvay Finance SACA
N/A
100000.00000000
PA
99582.30000000
0.010033072034
Long
DBT
CORP
FR
Y
2
2023-11-12
Variable
5.42499865
N
N
N
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
N/A
150000.00000000
PA
153294.27000000
0.015444636782
Long
DBT
CORP
IT
N
2
2025-03-24
Fixed
4.87500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HR1
485000.00000000
PA
USD
334591.43000000
0.033710608405
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
2892308.00000000
PA
USD
2450945.27000000
0.246936558478
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
1135000.00000000
PA
USD
1030617.25000000
0.103836295301
Long
DBT
CORP
NL
Y
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
N
CD Mortgage Trust
N/A
CD Mortgage Trust, Series 2016-CD2, Class C
12515ABJ8
95000.00000000
PA
USD
81309.47000000
0.008192055913
Long
ABS-MBS
CORP
US
N
3
2049-11-10
Variable
4.11387840
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
480000.00000000
PA
USD
375359.44000000
0.037818048995
Long
DBT
CORP
CH
Y
2
2026-08-21
Variable
6.37499880
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACB9
610000.00000000
PA
USD
507696.96000000
0.051151260530
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2019-2A, Class C
05377RDN1
420000.00000000
PA
USD
404092.54000000
0.040712953632
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
4.24000000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAM9
366000.00000000
PA
USD
276856.13000000
0.027893686885
Long
DBT
NUSS
ID
Y
2
2050-02-05
Fixed
4.37500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-3, Class B
02528GAC7
3400000.00000000
PA
USD
3384461.66000000
0.340989790695
Long
ABS-O
CORP
US
Y
2
2026-10-13
Fixed
4.55000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCF0
387000.00000000
PA
USD
350483.78000000
0.035311787454
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
2210000.00000000
PA
USD
2086275.18000000
0.210195478166
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.59100000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BA0
1100000.00000000
PA
USD
1072145.98000000
0.108020379617
Long
DBT
CORP
NL
N
2
2026-03-28
Variable
3.86899920
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911363AM1
140000.00000000
PA
USD
121051.00000000
0.012196077042
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4372, Class SY
3137BDAK2
2942680.54000000
PA
USD
342192.55000000
0.034476433100
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Floating
3.70900080
N
N
N
N
N
N
Zurich Insurance Co. Ltd.
5493002N598MXOKUEF55
Zurich Insurance Co. Ltd.
N/A
1770000.00000000
PA
USD
1776336.60000000
0.178968682847
Long
DBT
CORP
IE
Y
2
2046-06-24
Variable
5.62500000
N
N
N
N
N
N
ContourGlobal Power Holdings SA
549300O5AGIFK0PQ1516
ContourGlobal Power Holdings SA
N/A
100000.00000000
PA
96625.94000000
0.009735214154
Long
DBT
CORP
LU
Y
2
2025-08-01
Fixed
4.12500000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2021-A, Class D
88161FAG1
1025000.00000000
PA
USD
953161.54000000
0.096032511718
Long
ABS-O
CORP
US
Y
2
2025-03-20
Fixed
1.34000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-2, Class D
80286XAF1
1720000.00000000
PA
USD
1637573.30000000
0.164988063955
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
1400000.00000000
PA
USD
1210907.46000000
0.122000815141
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.67299920
N
N
N
N
N
N
Parts Europe SA
969500DL3O9K7T2M4M15
Parts Europe SA
N/A
100000.00000000
PA
101305.39000000
0.010206676039
Long
DBT
CORP
FR
Y
2
2025-07-16
Fixed
6.50000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AY5
680000.00000000
PA
USD
511515.11000000
0.051535945098
Long
DBT
CORP
IT
Y
2
2032-06-03
Variable
3.12699960
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
530000.00000000
PA
USD
500246.54000000
0.050400619095
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200080
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
Republic of Serbia
N/A
560000.00000000
PA
403542.70000000
0.040657556395
Long
DBT
NUSS
RS
Y
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
N/A
100000.00000000
PA
108896.60000000
0.010971502286
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
2.74800000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series Z
060505EL4
343000.00000000
PA
USD
345143.75000000
0.034773771103
Long
DBT
CORP
US
N
2
2024-10-23
Variable
6.50000160
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
500000.00000000
PA
486521.42000000
0.049017791850
Long
DBT
CORP
GB
Y
2
2079-01-03
Variable
3.09999975
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-181, Class SL
38379HNC5
1858721.53000000
PA
USD
215718.95000000
0.021734020650
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Floating
3.23186040
N
N
N
N
N
N
Trinseo Materials Operating SCA
N/A
Trinseo Materials Operating SCA
89668QAE8
50000.00000000
PA
USD
43094.00000000
0.004341787709
Long
DBT
CORP
LU
Y
2
2025-09-01
Fixed
5.37500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-3, Class D
025286AD7
1584000.00000000
PA
USD
1482170.66000000
0.149331005607
Long
ABS-O
CORP
US
Y
2
2027-11-15
Fixed
1.34000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2017-4, Class D
33843RAG7
811216.89000000
PA
USD
811118.33000000
0.081721436778
Long
ABS-O
CORP
US
Y
2
2024-01-15
Fixed
3.58000000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A
62955MAB2
1223570.25000000
PA
USD
1105929.97000000
0.111424169300
Long
ABS-O
CORP
US
Y
2
2026-07-25
Fixed
3.10400000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBE6
210000.00000000
PA
USD
188400.29000000
0.018981623049
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Genesys Telecom Holdings US, Inc.
549300CVRD4OUCPHWQ42
Genesys Telecom Holdings US, Inc., 1st Lien Term Loan B
39479UAQ6
1061599.94000000
PA
USD
1041886.03000000
0.104971642461
Long
LON
CORP
US
N
2
2027-12-01
Variable
6.52386000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8169.96000000
-0.00082313621
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1219840.73000000
USD
6334889.06000000
BRL
2022-09-22
-8169.96000000
N
N
N
Orano SA
969500161UMNDC85C891
Orano SA
N/A
300000.00000000
PA
290170.87000000
0.029235167706
Long
DBT
CORP
FR
Y
2
2026-04-23
Fixed
3.37500000
N
N
N
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001AAC6
370000.00000000
PA
USD
339288.15000000
0.034183810270
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
BK LC Lux Finco1 SARL
5299004DSXRFOZZ5UG09
BK LC Lux Finco1 SARL
N/A
200000.00000000
PA
171896.70000000
0.017318860617
Long
DBT
CORP
LU
Y
2
2029-04-30
Fixed
5.25000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2021-3, Class A2
03465EAB7
2611980.01000000
PA
USD
2292601.20000000
0.230983146470
Long
ABS-MBS
CORP
US
Y
2
2066-05-25
Variable
1.30500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17039.35000000
0.001716741087
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
69875924.89000000
PHP
1258458.80000000
USD
2022-09-22
17039.35000000
N
N
N
Tekni-Plex, Inc.
549300TPLK304J3RNC85
Tekni-Plex, Inc., Delayed Draw Term Loan B
00216EAF6
26865.96000000
PA
USD
25953.59000000
0.002614864670
Long
LON
CORP
US
N
2
2028-09-15
Variable
6.25039700
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class E
96043JAN5
8250000.00000000
PA
USD
7611985.43000000
0.766919403823
Long
ABS-O
CORP
US
Y
2
2027-04-15
Fixed
3.42000000
N
N
N
N
N
N
Ardagh Metal Packaging Finance USA LLC
N/A
Ardagh Metal Packaging Finance USA LLC
N/A
250000.00000000
PA
206876.50000000
0.020843130022
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
2.00000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BU9
350000.00000000
PA
USD
234623.09000000
0.023638642238
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
N/A
200000.00000000
PA
179150.43000000
0.018049685227
Long
DBT
CORP
FR
Y
2
2025-06-24
Fixed
1.25000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2022-1FP, Class C
35633KAC0
1083000.00000000
PA
USD
1018432.95000000
0.102608708073
Long
ABS-O
CORP
US
Y
3
2029-03-19
Fixed
2.51000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
850000.00000000
PA
USD
782783.24000000
0.078866632268
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
ams-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
N/A
600000.00000000
PA
426329.94000000
0.042953406364
Long
DBT
CORP
AT
Y
2
2027-11-03
Fixed
2.12500000
N
N
N
N
N
ams-OSRAM AG
ams-OSRAM AG
CHF
XXXX
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAR0
899000.00000000
PA
USD
775143.67000000
0.078096933676
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
N/A
1381000.00000000
PA
1363661.56000000
0.137391028954
Long
DBT
CORP
GB
N
2
2027-05-12
Variable
5.12500150
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAP5
1120000.00000000
PA
USD
1065899.31000000
0.107391017872
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-5, Class BI
3136ABE58
234773.22000000
PA
USD
1489.31000000
0.000150050305
Long
ABS-MBS
USGSE
US
N
2
2040-03-25
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-37843.22000000
-0.00381276343
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
594323898.00000000
CLP
622752.55000000
USD
2022-09-22
-37843.22000000
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B10, Class A4
08162VAE8
1485000.00000000
PA
USD
1418124.81000000
0.142878286333
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Fixed
3.71700000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C14, Class C
61690GAL5
114000.00000000
PA
USD
112504.06000000
0.011334959507
Long
ABS-MBS
CORP
US
N
3
2047-02-15
Variable
5.21116200
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN20, Class C
06540AAJ0
708000.00000000
PA
USD
597755.48000000
0.060224796877
Long
ABS-MBS
CORP
US
N
3
2062-09-15
Variable
3.78006120
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
N/A
700000.00000000
PA
704103.75000000
0.070939550941
Long
DBT
CORP
NL
Y
2
2024-03-31
Variable
5.87499985
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-6, Class SB
3136AVDL0
1638253.47000000
PA
USD
202652.94000000
0.020417599765
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Floating
3.60628920
N
N
N
N
N
N
Claire's Stores, Inc.
N/A
Claire's Stores, Inc.
N/A
736.00000000
NS
USD
1821600.00000000
0.183529040990
Long
EC
CORP
US
N
3
N
N
N
Prestige Brands, Inc.
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAL9
215000.00000000
PA
USD
198316.00000000
0.019980646296
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6348.85000000
-0.00063965653
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
1252585.93000000
USD
18526998443.00000000
IDR
2022-09-22
-6348.85000000
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
110000.00000000
PA
USD
91437.50000000
0.009212470732
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2022-2A, Class D
36265NAE3
1800000.00000000
PA
USD
1782582.48000000
0.179597964998
Long
ABS-O
CORP
US
Y
2
2028-04-17
Fixed
6.15000000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
N/A
100000.00000000
PA
92204.16000000
0.009289712922
Long
DBT
CORP
ES
Y
2
2025-02-15
Fixed
1.62500000
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189AQ8
238000.00000000
PA
USD
212248.40000000
0.021384357325
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AJ4
540000.00000000
PA
USD
440327.02000000
0.044363634004
Long
DBT
CORP
US
Y
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AJ2
927000.00000000
PA
USD
765702.00000000
0.077145670698
Long
DBT
CORP
US
N
2
2026-05-01
None
0.00000000
N
N
N
N
Y
Block, Inc.
Block, Inc.
USD
XXXX
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22041.18000000
0.002220683260
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
8423307.06000000
CNY
1244569.27000000
USD
2022-09-22
22041.18000000
N
N
N
Ineos US Finance LLC
N/A
Ineos US Finance LLC, 1st Lien Term Loan B
45672JAL4
197000.00000000
PA
USD
193018.63000000
0.019446928006
Long
LON
CORP
US
N
2
2028-11-08
Variable
5.09252000
N
N
N
N
N
N
Wachovia Bank Commercial Mortgage Trust
N/A
Wachovia Bank Commercial Mortgage Trust, Series 2005-C21, Class F
92976BAB8
1297292.62670000
PA
USD
226637.02000000
0.022834033231
Long
ABS-MBS
CORP
US
Y
3
2044-10-15
Variable
5.27352120
N
N
N
N
N
N
Jamaica
529900Y93KNSXZI8KK56
Jamaica Government Bond
470160AV4
870000.00000000
PA
USD
1014256.88000000
0.102187962508
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CK6
990000.00000000
PA
USD
961223.64000000
0.096844780866
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Techem Verwaltungsgesellschaft 674 mbH
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
N/A
246175.41000000
PA
230274.31000000
0.023200495871
Long
DBT
CORP
DE
Y
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-JR1, Class A1
12657XAA6
2193563.61000000
PA
USD
2090845.17000000
0.210655911786
Long
ABS-MBS
CORP
US
Y
2
2066-09-27
Variable
2.46499920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-78, Class IB
38382QK90
5525080.76000000
PA
USD
805222.51000000
0.081127423717
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-145, Class EI
3136AAZ65
1421577.10000000
PA
USD
78789.63000000
0.007938178103
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5146.01000000
0.000518468533
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1223183.08000000
EUR
30221184.42000000
CZK
2022-09-22
5146.01000000
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
N/A
100000.00000000
PA
94421.48000000
0.009513111370
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAK0
385000.00000000
PA
USD
308793.19000000
0.031111395490
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAV0
80000.00000000
PA
USD
76283.05000000
0.007685636259
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AH8
185000.00000000
PA
USD
185507.83000000
0.018690203192
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696AA2
275000.00000000
PA
USD
247500.00000000
0.024936011004
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-6, Class A2
69360FAB1
274957.00000000
PA
USD
252885.71000000
0.025478629686
Long
ABS-MBS
CORP
US
Y
2
2026-07-25
Variable
3.47400000
N
N
N
N
N
N
H World Group Ltd.
549300Y5ML31FVN83730
H World Group Ltd.
16949NAC3
760000.00000000
PA
USD
757982.61000000
0.076367930116
Long
DBT
CORP
KY
N
2
2022-11-01
Fixed
0.37500000
N
N
N
N
N
H World Group Ltd.
H World Group Ltd.
USD
XXXX
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
720000.00000000
PA
USD
609215.35000000
0.061379396652
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200160
N
N
N
N
N
N
Conn's Receivables Funding LLC
N/A
Conn's Receivables Funding LLC, Series 2022-A, Class B
20825YAB2
2500000.00000000
PA
USD
2457772.75000000
0.247624437736
Long
ABS-O
CORP
US
Y
3
2026-12-15
Fixed
9.52000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
People's Republic of China
N/A
12040000.00000000
PA
1765122.91000000
0.177838886091
Long
DBT
NUSS
CN
N
2
2031-11-18
Fixed
2.89000000
N
N
N
N
N
N
Schaeffler AG
549300Q7E782X7GC1P43
Schaeffler AG
N/A
330000.00000000
PA
299447.14000000
0.030169766376
Long
DBT
CORP
DE
Y
2
2027-03-26
Fixed
2.87500000
N
N
N
N
N
N
Mid-State Capital Corp. Trust
N/A
Mid-State Capital Corp. Trust, Series 2006-1, Class M2
59548PAC3
1758658.36000000
PA
USD
1753080.07000000
0.176625551178
Long
ABS-O
CORP
US
Y
3
2040-10-15
Fixed
6.74200000
N
N
N
N
N
N
ContourGlobal Power Holdings SA
549300O5AGIFK0PQ1516
ContourGlobal Power Holdings SA
N/A
200000.00000000
PA
172449.42000000
0.017374548019
Long
DBT
CORP
LU
Y
2
2026-01-01
Fixed
2.75000000
N
N
N
N
N
N
FREMF
N/A
FREMF, Series 2018-KF46, Class B
302955AC3
1065791.04000000
PA
USD
1037755.30000000
0.104555464971
Long
ABS-MBS
USGSE
US
Y
2
2028-03-25
Floating
4.31228880
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
N/A
480000.00000000
PA
USD
325200.00000000
0.032764407186
Long
DBT
NUSS
KE
Y
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-42, Class SK
3136B5VS1
905790.16000000
PA
USD
116654.00000000
0.011753072435
Long
ABS-MBS
USGSE
US
N
2
2049-08-25
Floating
3.60628920
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AY4
1500000.00000000
PA
1290437.20000000
0.130013560482
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.62500000
N
N
N
N
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
760942BA9
135698.00000000
PA
USD
137758.91000000
0.013879425033
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
Huarong Finance 2019 Co. Ltd.
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co. Ltd.
N/A
520000.00000000
PA
USD
476872.50000000
0.048045648111
Long
DBT
CORP
VG
Y
2
2024-05-29
Fixed
3.75000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A45
1566000.00000000
PA
USD
1430390.91000000
0.144114115038
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
N/A
400000.00000000
PA
406646.99000000
0.040970318454
Long
DBT
CORP
IT
Y
2
2047-10-27
Variable
5.49999885
N
N
N
N
N
N
TripAdvisor, Inc.
549300XVG45PT5BART17
TripAdvisor, Inc.
896945AA0
203000.00000000
PA
USD
199364.27000000
0.020086261133
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
IRB Holding Corp.
N/A
IRB Holding Corp., 1st Lien Term Loan B
44988LAH0
325000.00000000
PA
USD
313963.00000000
0.031632261910
Long
LON
CORP
US
N
2
2027-12-15
Variable
5.38736000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2021-BN33, Class XA
06541CBR6
14363146.54000000
PA
USD
902705.09000000
0.090948945688
Long
ABS-MBS
CORP
US
N
2
2064-05-15
Variable
1.17271080
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BR2
315000.00000000
PA
USD
238817.25000000
0.024061210399
Long
DBT
CORP
PA
Y
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AH0
120000.00000000
PA
USD
45000.00000000
0.004533820182
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
445545AN6
1789000.00000000
PA
USD
1108956.38000000
0.111729084827
Long
DBT
NUSS
HU
Y
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
25714PEG9
790000.00000000
PA
USD
584254.38000000
0.058864539995
Long
DBT
NUSS
DO
Y
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
Summit Midstream Holdings LLC
N/A
Summit Midstream Holdings LLC
86614WAE6
160000.00000000
PA
USD
154964.80000000
0.015612945285
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
8.50000000
N
N
N
N
N
N
Commonbond Student Loan Trust
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust, Series 2018-AGS, Class B
20269DAC9
401603.07000000
PA
USD
381864.92000000
0.038473486251
Long
ABS-O
CORP
US
Y
3
2044-02-25
Fixed
3.58000000
N
N
N
N
N
N
Huarong Finance 2017 Co. Ltd.
5493006V07LYI3HE6G83
Huarong Finance 2017 Co. Ltd.
N/A
880000.00000000
PA
USD
701140.00000000
0.070640948507
Long
DBT
CORP
VG
Y
2
2027-11-07
Fixed
4.25000000
N
N
N
N
N
N
Finance Department Government of Sharjah
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
1180000.00000000
PA
USD
743990.00000000
0.074958152836
Long
DBT
NUSS
AE
Y
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
Hertz Vehicle Financing III LP
N/A
Hertz Vehicle Financing III LP, Series 2021-2A, Class B
42806MAF6
1393000.00000000
PA
USD
1232751.23000000
0.124201609037
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
2.12000000
N
N
N
N
N
N
2022-09-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer