0001752724-24-294558.txt : 20241226
0001752724-24-294558.hdr.sgml : 20241226
20241226104913
ACCESSION NUMBER: 0001752724-24-294558
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20241031
FILED AS OF DATE: 20241226
DATE AS OF CHANGE: 20241226
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
ORGANIZATION NAME:
IRS NUMBER: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 241578340
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
S000015698
JPMorgan Income Builder Fund
C000042871
Class A
JNBAX
C000042872
Class C
JNBCX
C000042873
Class I
JNBSX
C000195048
Class R6
JNBZX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000015698
C000042873
C000042871
C000042872
C000195048
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Income Builder Fund
S000015698
64EDD3UF2MK5YCUN2U63
2024-10-31
2024-10-31
N
8764730639.89
255903786.80
8508826853.09
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
7432404.29000000
AUD
BRL
CAD
CNY
DKK
EUR
GBP
HKD
HUF
ILS
INR
JPY
KRW
MXN
NOK
NZD
PLN
SEK
TRY
TWD
USD
ZAR
N
60% WRLDRNRUSD0, 40% 1TRUSD0
IBXUSD000059
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AJ0
2370000.00000000
PA
USD
1214185.51000000
0.014269716977
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.25000000
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAT4
69000.00000000
PA
USD
68664.00000000
0.000806973760
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.65000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2024-1, Class C
80288AAE2
160000.00000000
PA
USD
161053.10000000
0.001892776792
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.45000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751CB5
3545000.00000000
PA
USD
3662545.11000000
0.043044066746
Long
DBT
CORP
CA
Y
2
2031-07-01
Fixed
7.25000000
N
N
N
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
114945.00000000
NS
USD
1981651.80000000
0.023289365669
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2019-L2, Class D
61768HAC0
7075000.00000000
PA
USD
5026854.01000000
0.059078109083
Long
ABS-MBS
CORP
US
Y
2
2052-03-15
Fixed
3.00000000
N
N
N
N
N
N
Amkor Technology, Inc.
529900VHLRTKPWZJBM84
Amkor Technology, Inc.
031652BK5
3941000.00000000
PA
USD
3953027.93000000
0.046457966512
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
6.62500000
N
N
N
N
N
N
Benin Government International Bond
635400Q11P6AE5A5Y230
Benin Government International Bond
08205QAA6
1010000.00000000
PA
USD
987275.00000000
0.011602950877
Long
DBT
NUSS
BJ
Y
2
2038-02-13
Fixed
7.96000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
3036000.00000000
PA
USD
3038380.22000000
0.035708567966
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The), ELN, (linked to Spotify Technology SA)
263795113
16794.00000000
PA
USD
6424248.35000000
0.075500988102
Long
SN
CORP
CA
N
2
2024-11-15
Fixed
14.40000000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AT7
359000.00000000
PA
USD
325411.77000000
0.003824402301
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
7644000.00000000
PA
USD
7149387.34000000
0.084023185139
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418D6B3
46136.41000000
PA
USD
36728.17000000
0.000431647871
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Garda World Security Corp.
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36485MAK5
3271000.00000000
PA
USD
3184904.99000000
0.037430600539
Long
DBT
CORP
CA
Y
2
2027-02-15
Fixed
4.62500000
N
N
N
N
N
N
Sonic Automotive, Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc.
83545GBD3
3656000.00000000
PA
USD
3357208.65000000
0.039455599555
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732AG7
2464000.00000000
PA
USD
2351795.35000000
0.027639478280
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
6.62500000
N
N
N
N
N
Telecom Plus plc
549300QGHDX5UKE58G86
Telecom Plus plc
N/A
42720.00000000
NS
925433.11000000
0.010876153974
Long
EC
CORP
GB
N
1
N
N
N
Option One Mortgage Acceptance Corp. Asset-Backed Certificates
N/A
Option One Mortgage Accept Corp. Asset-Backed Certificates, Series 2003-5, Class A2
68400XBS8
219085.23000000
PA
USD
219717.01000000
0.002582224480
Long
ABS-O
CORP
US
N
2
2033-08-25
Floating
5.49207000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAW5
31752000.00000000
PA
USD
31514345.81000000
0.370372395091
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
American Home Mortgage Investment Trust
N/A
American Home Mortgage Investment Trust, Series 2007-2, Class 12A1
02660CAD2
4083191.08450000
PA
USD
1566906.61000000
0.018415072219
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.39206920
N
N
N
N
N
N
Clydesdale Acquisition Holdings, Inc.
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc.
18972EAA3
147000.00000000
PA
USD
147692.22000000
0.001735753030
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.62500000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077M108
93973.00000000
NS
4480818.38000000
0.052660824545
Long
EC
CORP
CA
N
1
N
N
N
NovaStar Mortgage Funding Trust
N/A
NovaStar Mortgage Funding Trust, Series 2003-2, Class M2
66987WAS6
654993.43000000
PA
USD
662553.89000000
0.007786665558
Long
ABS-O
CORP
US
N
2
2033-09-25
Floating
7.62707160
N
N
N
N
N
N
Garda World Security Corp.
N/A
Garda World Security Corp., 1st Lien Term Loan
C4000KAF1
640209.36520000
PA
USD
638608.84000000
0.007505251323
Long
LON
CORP
CA
N
2
2029-02-01
Variable
8.28592000
N
N
N
N
N
N
Ciena Corp.
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779AL5
4011000.00000000
PA
USD
3701241.70000000
0.043498848477
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAL7
2070000.00000000
PA
USD
2048516.09000000
0.024075188335
Long
DBT
CORP
NL
Y
2
2030-09-01
Fixed
5.87500000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp, Series J
902973AZ9
1216000.00000000
PA
USD
1200703.69000000
0.014111271867
Long
DBT
CORP
US
N
2
2027-04-15
Variable
5.30000000
N
N
N
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
128759.00000000
NS
USD
4308276.14000000
0.050633021618
Long
EC
CORP
US
N
1
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851BK4
5542000.00000000
PA
USD
5495412.29000000
0.064584840952
Long
DBT
CORP
US
N
2
2025-10-15
Variable
4.87500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HBA2
400000.00000000
PA
USD
404233.24000000
0.004750751742
Long
DBT
CORP
ES
N
2
2028-03-14
Variable
5.55200000
N
N
N
N
N
N
Encino Acquisition Partners Holdings LLC
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAA5
6339000.00000000
PA
USD
6373845.48000000
0.074908628299
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
8.50000000
N
N
N
N
N
N
Republic of Turkiye (The)
5493000PCHOG3B6S3Q85
Republic of Turkiye (The)
900123BJ8
470000.00000000
PA
USD
395387.50000000
0.004646792170
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
NMG, Inc.
N/A
NMG, Inc.
62929P102
4386.00000000
NS
USD
592110.00000000
0.006958773638
Long
EC
CORP
US
N
3
N
N
N
Logista Integral SA
9598000ANNAL42UJ7X28
Logista Integral SA
N/A
51359.00000000
NS
1573515.63000000
0.018492744736
Long
EC
CORP
ES
N
2
N
N
N
China Yangtze Power Co. Ltd.
3003008VX8JFJXA6QP74
China Yangtze Power Co. Ltd., Class A
N/A
1439000.00000000
NS
5572929.86000000
0.065495866307
Long
EC
CORP
CN
N
1
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Netflix, Inc.)
N/A
14631.00000000
PA
USD
11078616.64000000
0.130201458218
Long
SN
CORP
CA
Y
2
2024-11-22
Fixed
7.70000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
139804.00000000
NS
1535845.07000000
0.018050021425
Long
EC
CORP
FR
N
2
N
N
N
Republic of Turkiye (The)
5493000PCHOG3B6S3Q85
Republic of Turkiye (The)
900123CP3
940000.00000000
PA
USD
917968.75000000
0.010788429073
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.12500000
N
N
N
N
N
N
Standard Industries, Inc.
N/A
Standard Industries, Inc.
853496AG2
215000.00000000
PA
USD
197575.95000000
0.002322011640
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA, ELN, (linked to Amphenol Corp.)
95003R651
103155.00000000
PA
USD
6952959.56000000
0.081714667368
Long
SN
CORP
US
N
2
2024-11-22
Fixed
13.00000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 31 Ltd.
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO Ltd., Series 2019-31A, Class AR
64132JAN5
1961376.52000000
PA
USD
1965397.34000000
0.023098335104
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
5.91900840
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAP0
600000.00000000
PA
USD
597045.68000000
0.007016780224
Long
DBT
CORP
ES
N
2
2025-03-24
Fixed
3.49600000
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-HE2, Class M2
04541GHX3
189598.19000000
PA
USD
218767.95000000
0.002571070651
Long
ABS-O
CORP
US
N
2
2034-04-25
Floating
6.72707160
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBN1
1906000.00000000
PA
USD
1949517.22000000
0.022911703971
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605HAB6
2624000.00000000
PA
USD
2504136.47000000
0.029429867515
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
Nexstar Media, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65343HAA9
13244000.00000000
PA
USD
13014956.94000000
0.152958300418
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
2341000.00000000
PA
USD
2320437.83000000
0.027270948981
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XL2
3842000.00000000
PA
USD
3808182.91000000
0.044755675203
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
Med Parentco LP
N/A
Med Parentco LP, 1st Lien Term Loan
58401DAK0
401053.28140000
PA
USD
401334.02000000
0.004716678655
Long
LON
CORP
US
N
2
2031-04-15
Variable
8.84544000
N
N
N
N
N
N
N/A
N/A
Nmg Research Ltd.
62929P110
47531.00000000
NS
USD
475310.00000000
0.005586081468
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
474834.69000000
N
N
N
Sinclair Television Group, Inc.
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AW0
2890000.00000000
PA
USD
2562505.20000000
0.030115846100
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.12500000
N
N
N
N
N
N
LB-UBS Commercial Mortgage Trust
N/A
LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ
50179MAH4
3404830.89100000
PA
USD
1133567.28000000
0.013322251111
Long
ABS-MBS
CORP
US
N
2
2039-09-15
Variable
5.45199840
N
N
N
N
N
N
NorthRiver Midstream Finance LP
549300SOLNLY3BL6GF18
NorthRiver Midstream Finance LP, 1st Lien Term Loan B
66679PAB1
617187.52980000
PA
USD
616416.05000000
0.007244430526
Long
LON
CORP
CA
N
2
2030-08-16
Variable
6.85953000
N
N
N
N
N
N
Adient Global Holdings Ltd.
213800VA38VCKE6M8790
Adient Global Holdings Ltd.
00687YAB1
3226000.00000000
PA
USD
3279599.51000000
0.038543498024
Long
DBT
CORP
JE
Y
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
Encino Acquisition Partners Holdings LLC
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAB3
2280000.00000000
PA
USD
2340406.32000000
0.027505628688
Long
DBT
CORP
US
Y
2
2031-05-01
Fixed
8.75000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAA6
7776000.00000000
PA
USD
7392158.83000000
0.086876357430
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635502
14710.00000000
NS
USD
2036452.40000000
0.023933409800
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
409000.00000000
PA
USD
398564.16000000
0.004684125871
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Catalent Pharma Solutions, Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
1085000.00000000
PA
USD
1053358.25000000
0.012379594369
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
5380000.00000000
PA
USD
5277040.57000000
0.062018426994
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2003-4, Class M2F
759950BV9
581122.83000000
PA
USD
379103.73000000
0.004455417139
Long
ABS-O
CORP
US
N
2
2034-03-25
Variable
6.24399840
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBN9
2999000.00000000
PA
USD
3214070.77000000
0.037773371411
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
10.87500000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAQ5
1347000.00000000
PA
USD
1346063.30000000
0.015819610896
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
7.87500000
N
N
N
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
177000.00000000
PA
USD
169329.26000000
0.001990042375
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust, Series 2003-4, Class M1
542514EH3
1037.83000000
PA
USD
1034.85000000
0.000012162076
Long
ABS-O
CORP
US
N
2
2033-08-25
Floating
5.87207160
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBX0
17291000.00000000
PA
USD
16735249.28000000
0.196681041569
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
144000.00000000
PA
USD
145527.12000000
0.001710307690
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.37500000
N
N
N
N
N
N
Expand Energy Corp.
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp.
92735LAA0
11991000.00000000
PA
USD
12121948.20000000
0.142463213898
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-3, Class A2
69357PAB4
5705037.56000000
PA
USD
5641753.86000000
0.066304720467
Long
ABS-O
CORP
US
Y
2
2026-04-25
Variable
6.72000120
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
619500.00000000
PA
USD
556001.25000000
0.006534405501
Long
DBT
NUSS
VE
Y
2
2020-10-27
Fixed
8.50000000
Y
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The), ELN, (linked to Intuitive Surgical, Inc.)
263795121
18004.00000000
PA
USD
9076207.82000000
0.106668145641
Long
SN
CORP
CA
N
2
2024-11-08
Fixed
12.90000000
N
N
N
N
N
N
Blackrock, Inc.
529900VBK42Y5HHRMD23
Blackrock, Inc.
09290D101
13012.00000000
NS
USD
12765162.36000000
0.150022589252
Long
EC
CORP
US
N
1
N
N
N
Bausch + Lomb Corp.
549300NY6OZM39SO6475
Bausch + Lomb Corp.
071705AA5
745000.00000000
PA
USD
781631.65000000
0.009186127106
Long
DBT
CORP
CA
Y
2
2028-10-01
Fixed
8.37500000
N
N
N
N
N
N
Sinclair Television Group, Inc.
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AY6
684000.00000000
PA
USD
470646.72000000
0.005531276263
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565ECL7
240000.00000000
PA
USD
240070.87000000
0.002821433249
Long
DBT
CORP
US
Y
2
2026-04-02
Floating
5.38885080
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAN3
19000.00000000
PA
USD
15745.32000000
0.000185046896
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418ED64
66351.19000000
PA
USD
57217.10000000
0.000672444051
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAR1
4481000.00000000
PA
USD
2688600.00000000
0.031597775420
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class D
80290CBH6
108757.52000000
PA
USD
109880.42000000
0.001291369796
Long
ABS-O
CORP
US
Y
2
2032-12-15
Fixed
8.19700000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
204856.00000000
NS
USD
23923083.68000000
0.281156075838
Long
EC
CORP
US
N
1
N
N
N
Griffon Corp.
N/A
Griffon Corp., 1st Lien Term Loan B
39843GAK9
437627.16000000
PA
USD
436808.80000000
0.005133596059
Long
LON
CORP
US
N
2
2029-01-24
Variable
6.71767000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAG4
1165000.00000000
PA
USD
1246628.06000000
0.014650998093
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
6.99999840
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust, Series 2023-NQM5, Class B1
10569UAE5
1263000.00000000
PA
USD
1259712.16000000
0.014804768997
Long
ABS-MBS
CORP
US
Y
2
2063-06-25
Variable
7.44190920
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
56329750.16700000
NS
USD
56352282.07000000
0.662280277210
Long
STIV
RF
US
N
1
N
N
N
Neuberger Berman Loan Advisers CLO 50 Ltd.
549300UMYON6L2REF246
Neuberger Berman Loan Advisers CLO Ltd., Series 2022-50A, Class BR
64134VAS5
1200000.00000000
PA
USD
1201231.20000000
0.014117471429
Long
ABS-CBDO
CORP
JE
Y
2
2036-07-23
Floating
6.27626160
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
18060TAC9
2747000.00000000
PA
USD
2811906.12000000
0.033046930776
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2006-1F, Class 2A9
3623417H6
795642.45720000
PA
USD
350743.14000000
0.004122109264
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280EJ4
1700000.00000000
PA
USD
1692883.78000000
0.019895619093
Long
DBT
CORP
GB
N
2
2034-03-11
Variable
6.95000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AQ5
1660000.00000000
PA
USD
1778618.62000000
0.020903217925
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2005-A8, Class 1A1
466247YH0
66733.83000000
PA
USD
53306.48000000
0.000626484483
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.63780520
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAE0
7702000.00000000
PA
USD
7208866.36000000
0.084722212409
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421MAC0
2419000.00000000
PA
USD
2105691.60000000
0.024747143599
Long
DBT
CORP
US
Y
2
2029-11-30
Fixed
8.87500000
N
N
N
N
N
N
Idemitsu Kosan Co. Ltd.
549300P0R46FF6DUA630
Idemitsu Kosan Co. Ltd.
N/A
336300.00000000
NS
2292705.02000000
0.026945019091
Long
EC
CORP
JP
N
2
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35908MAD2
2138000.00000000
PA
USD
2263340.25000000
0.026599909588
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
116461.00000000
NS
USD
26245650.96000000
0.308452051183
Long
EC
CORP
US
N
1
N
N
N
Centex Home Equity Loan Trust
N/A
Centex Home Equity Loan Trust, Series 2004-D, Class MF2
152314LN8
479762.55000000
PA
USD
476204.63000000
0.005596595608
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
6.05999880
N
N
N
N
N
N
Haier Smart Home Co. Ltd.
3003002BYTNGNJTWSH07
Haier Smart Home Co. Ltd., Class H
N/A
2010200.00000000
NS
7295471.17000000
0.085740035564
Long
EC
CORP
CN
N
2
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-20CB, Class 1A1
12667GPT4
81636.72120000
PA
USD
64587.64000000
0.000759066333
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HX1
2860000.00000000
PA
USD
2044900.00000000
0.024032690232
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series Y
94988U656
64280.00000000
NS
USD
1610856.80000000
0.018931596891
Long
EP
CORP
US
N
1
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
N/A
82245.00000000
NS
1812612.76000000
0.021302734105
Long
EC
CORP
DE
N
2
N
N
N
Quanta Computer, Inc.
529900DE8BIV3XOXIK04
Quanta Computer, Inc.
N/A
1032507.00000000
NS
9376544.65000000
0.110197854673
Long
EC
CORP
TW
N
2
N
N
N
APi Group DE, Inc.
549300XP4G7B4QYA0G83
APi Group DE, Inc.
00185PAA9
2037000.00000000
PA
USD
1933106.28000000
0.022718834374
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
350000.00000000
PA
USD
245875.00000000
0.002889646296
Long
DBT
NUSS
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp., Series B
767754CT9
1299983.00000000
PA
USD
1.30000000
0.000000015278
Long
DBT
CORP
US
N
3
2031-08-30
Fixed
15.00000000
N
N
Y
N
N
N
COLEM Mortgage Trust
N/A
COLEM Mortgage Trust, Series 2022-HLNE, Class A
12659JAA5
2500000.00000000
PA
USD
2228339.00000000
0.026188557347
Long
ABS-MBS
CORP
US
Y
2
2042-04-12
Variable
2.46099960
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
28472.00000000
NS
USD
3694526.72000000
0.043419930664
Long
EC
CORP
US
N
1
N
N
N
Citicorp Mortgage Securities Trust
N/A
Citicorp Mortgage Securities Trust, Series 2007-4, Class 1A9
17312XAJ3
298719.46020000
PA
USD
264611.43000000
0.003109846216
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.00000000
N
N
N
N
N
N
Verus Securitization Trust
2138008DC17PCNG48R87
Verus Securitization Trust, Series 2023-4, Class A1
92539TAA1
356730.36000000
PA
USD
356836.67000000
0.004193723484
Long
ABS-MBS
CORP
US
Y
2
2068-05-25
Variable
5.81100120
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2024-4, Class C
024945AE7
367000.00000000
PA
USD
364934.34000000
0.004288891363
Long
ABS-O
CORP
US
Y
2
2031-08-12
Fixed
4.91000000
N
N
N
N
N
N
NCR Voyix Corp.
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EAY4
510000.00000000
PA
USD
490603.58000000
0.005765819289
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Shutterfly Finance LLC
N/A
Shutterfly Finance LLC, 2nd Lien Term Loan
82568TAG3
3259910.16520000
PA
USD
2802153.58000000
0.032932314035
Long
LON
CORP
US
N
2
2027-10-01
Variable
5.60367000
N
N
N
N
N
N
Madison Park Funding XXIX Ltd.
N/A
Madison Park Funding Ltd., Series 2018-29A, Class BR
55820CAQ8
2230000.00000000
PA
USD
2233521.17000000
0.026249460807
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-18
Floating
6.43235040
N
N
N
N
N
N
First Student Bidco, Inc.
2549006DRO2F06AA1391
First Student Bidco, Inc., 1st Lien Term Loan C
33718FAB6
607409.09000000
PA
USD
607445.53000000
0.007139004477
Long
LON
CORP
US
N
2
2028-07-21
Variable
7.86528000
N
N
N
N
N
N
SPX Flow, Inc.
N/A
SPX Flow, Inc., 1st Lien Term Loan B
78470DAU2
1765374.01010000
PA
USD
1768110.34000000
0.020779719349
Long
LON
CORP
US
N
2
2029-04-05
Variable
8.18516000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
16677JRQ1
250000.00000000
PA
USD
244539.35000000
0.002873949067
Long
STIV
CORP
US
Y
2
2025-04-24
None
0.00000000
N
N
N
N
N
N
Hilcorp Energy I LP
N/A
Hilcorp Energy I LP
431318AZ7
1490000.00000000
PA
USD
1398125.11000000
0.016431467394
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385101
135990.00000000
NS
4624646.46000000
0.054351164265
Long
EC
CORP
CA
N
1
N
N
N
KFC Holding Co.
N/A
KFC Holding Co.
48250NAC9
508000.00000000
PA
USD
503259.04000000
0.005914552601
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
4.75000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B93
880000.00000000
PA
USD
785655.46000000
0.009233416939
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-6, Class B3
03464VAG9
1284815.00000000
PA
USD
1121779.04000000
0.013183709803
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
5.99789520
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAP7
871000.00000000
PA
USD
889556.66000000
0.010454515943
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAB6
2008000.00000000
PA
USD
1993531.76000000
0.023428984916
Long
DBT
CORP
US
Y
2
2033-02-01
Fixed
6.25000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
240874.00000000
NS
USD
17672925.38000000
0.207701081302
Long
EC
CORP
US
N
1
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205BE3
600000.00000000
PA
USD
563250.00000000
0.006619596446
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1
362341XG9
356738.58000000
PA
USD
310354.43000000
0.003647440891
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
4.72974120
N
N
N
N
N
N
MFA Trust
N/A
MFA Trust, Series 2024-NPL1, Class A1
58004YAA7
6201991.93000000
PA
USD
6204586.22000000
0.072919408599
Long
ABS-MBS
CORP
US
N
2
2054-09-25
Variable
6.32999880
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The), ELN, (linked to ServiceNow, Inc.)
263795164
9421.00000000
PA
USD
8813775.00000000
0.103583903541
Long
SN
CORP
CA
N
2
2024-11-08
Fixed
15.40000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
817000.00000000
PA
USD
817938.73000000
0.009612826117
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205AV6
700000.00000000
PA
USD
505750.00000000
0.005943827612
Long
DBT
NUSS
ZA
N
2
2046-10-12
Fixed
5.00000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAB8
7310000.00000000
PA
USD
7291138.74000000
0.085689118675
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
7148000.00000000
PA
USD
6971628.10000000
0.081934069412
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAP4
4200000.00000000
PA
USD
4591281.24000000
0.053959039468
Long
DBT
CORP
ES
N
2
2028-11-21
Variable
9.62500000
N
N
N
N
N
N
Insight Enterprises, Inc.
529900S8991TYW6YP792
Insight Enterprises, Inc.
45765UAC7
897000.00000000
PA
USD
917017.45000000
0.010777248918
Long
DBT
CORP
US
Y
2
2032-05-15
Fixed
6.62500000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAH4
55000.00000000
PA
USD
53235.51000000
0.000625650408
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
Tourmaline Oil Corp.
894500QKSAGWVM0ZG560
Tourmaline Oil Corp.
89156V106
97234.00000000
NS
4482673.51000000
0.052682626963
Long
EC
CORP
CA
N
1
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AP6
1254000.00000000
PA
USD
1272553.29000000
0.014955684396
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG (Registered)
N/A
19276.00000000
NS
9857365.93000000
0.115848707468
Long
EC
CORP
DE
N
2
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AW4
5584000.00000000
PA
USD
5228414.79000000
0.061446952444
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AN0
410000.00000000
PA
USD
419430.00000000
0.004929351686
Long
DBT
NUSS
PY
Y
2
2036-02-09
Fixed
6.00000000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The), Escrow
428ESCAC1
5505000.00000000
PA
USD
935850.00000000
0.010998578489
Long
DBT
CORP
US
N
3
2026-08-01
Fixed
7.12500000
Y
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The), 1st Lien Term Loan C
42804VBC4
103032.97000000
PA
USD
91458.25000000
0.001074863216
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.29964000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC
N/A
Ascent Resources Utica Holdings LLC
04364VAU7
1122000.00000000
PA
USD
1083897.22000000
0.012738503658
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AM5
2162000.00000000
PA
USD
2213740.81000000
0.026016992097
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
Voya CLO Ltd.
549300001G5S0D8B8343
Voya CLO Ltd., Series 2016-3A, Class CR
92915HAU7
550000.00000000
PA
USD
550062.15000000
0.006464606220
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-18
Floating
8.14395960
N
N
N
N
N
N
Ziff Davis, Inc.
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123VAF9
309000.00000000
PA
USD
282754.25000000
0.003323069735
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.62500000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
620000.00000000
PA
USD
523317.20000000
0.006150286156
Long
DBT
NUSS
NG
Y
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2006-2, Class 1A
61748HVE8
196572.18280000
PA
USD
172997.24000000
0.002033150315
Long
ABS-MBS
CORP
US
N
2
2021-02-25
Fixed
5.25000000
N
N
N
N
N
N
Belron Finance US LLC
N/A
Belron Finance US LLC, 1st Lien Term Loan
08078UAM5
1829584.77000000
PA
USD
1835677.29000000
0.021573800027
Long
LON
CORP
US
N
2
2031-10-02
Variable
7.53592000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust, Series 2007-AR21, Class 6A1
45670BAL3
3931317.44000000
PA
USD
2491772.78000000
0.029284563230
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
4.02246360
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2006-2, Class 2A20
05949QBB0
138865.11930000
PA
USD
116573.25000000
0.001370027290
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
5.75000000
N
N
N
N
N
N
Uzbekneftegaz JSC
213800LUZJZFLJD4MJ51
Uzbekneftegaz JSC
91825MAB9
1350000.00000000
PA
USD
1183359.38000000
0.013907432839
Long
DBT
NUSS
UZ
Y
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
Kookmin Bank
549300XXMOJSIW8P4769
Kookmin Bank
50050ENH2
375000.00000000
PA
USD
371085.38000000
0.004361181469
Long
STIV
CORP
KR
Y
2
2025-01-17
None
0.00000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
5576000.00000000
PA
USD
5300639.95000000
0.062295778742
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HBG9
1200000.00000000
PA
USD
1219480.88000000
0.014331950820
Long
DBT
CORP
ES
N
2
2031-07-15
Fixed
5.43900000
N
N
N
N
N
N
Rio Tinto Ltd.
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
N/A
171823.00000000
NS
13491119.61000000
0.158554402891
Long
EC
CORP
AU
N
2
N
N
N
Structured Asset Securities Corp. Pass-Through Certificates
N/A
Structured Asset Securities Corp. Pass-Through Certificates, Series 2002-AL1, Class A3
86358RXZ5
2.56160000
PA
USD
0.71000000
0.000000008344
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.45000000
N
N
N
N
N
N
Chase Mortgage Finance Trust
N/A
Chase Mortgage Finance Trust, Series 2006-S4, Class A5
16162YAE5
812357.03000000
PA
USD
347246.16000000
0.004081011001
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.00000000
N
N
N
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
N/A
411561.00000000
NS
5054625.47000000
0.059404493207
Long
EC
CORP
NO
N
1
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA
38151LAE0
320000.00000000
PA
USD
320428.80000000
0.003765839939
Long
DBT
CORP
US
N
2
2027-03-18
Floating
5.61814560
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AG6
6048000.00000000
PA
USD
5587853.64000000
0.065671258053
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAL7
1252000.00000000
PA
USD
1263122.08000000
0.014844844087
Long
DBT
CORP
CA
Y
2
2029-04-26
Fixed
5.25000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAR6
3014000.00000000
PA
USD
3088506.08000000
0.036297672209
Long
DBT
CORP
US
N
2
2054-11-30
Variable
6.95000000
N
N
N
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAD3
3640000.00000000
PA
USD
3973158.28000000
0.046694548480
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
Videotron Ltd.
549300LW4GNJRBECSD81
Videotron Ltd.
92660FAN4
74000.00000000
PA
USD
69082.45000000
0.000811891594
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
Mister Car Wash Holdings, Inc.
N/A
Mister Car Wash Holdings, Inc., 1st Lien Term Loan
60646CAK3
359100.00000000
PA
USD
359200.55000000
0.004221504987
Long
LON
CORP
US
N
2
2031-03-27
Variable
7.68516000
N
N
N
N
N
N
Suriname Government International Bond
254900SYU4G5JM13TN77
Suriname Government International Bond
N/A
1015000.00000000
PA
USD
953782.81000000
0.011209333865
Long
DBT
NUSS
SR
Y
2
2033-07-15
Fixed
7.95000000
N
N
Y
N
N
N
Morgan Stanley Finance LLC
5493003FCPSE9RKT4B56
Morgan Stanley Finance LLC, ELN, (linked to Antero Resources Corp.)
61776V154
153337.00000000
PA
USD
3982047.96000000
0.046799024457
Long
SN
CORP
US
N
2
2024-11-08
Fixed
16.70000000
N
N
N
N
N
N
Lumen Technologies, Inc.
N/A
Lumen Technologies, Inc., 1st Lien Term Loan B-2
55024EAG0
117073.77470000
PA
USD
104839.57000000
0.001232127199
Long
LON
CORP
US
N
2
2030-04-15
Variable
7.18215000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAB9
663000.00000000
PA
USD
658322.93000000
0.007736941194
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2024-4, Class D
802919AF7
574000.00000000
PA
USD
570920.55000000
0.006709744596
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
5.32000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AF4
8589000.00000000
PA
USD
8559587.83000000
0.100596568455
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AQ2
1187000.00000000
PA
USD
1192322.05000000
0.014012766631
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.37500000
N
N
N
N
N
N
Matsui Securities Co. Ltd.
3538007PRKOSDN175V58
Matsui Securities Co. Ltd.
N/A
31800.00000000
NS
171323.70000000
0.002013482034
Long
EC
CORP
JP
N
2
N
N
N
Ardagh Metal Packaging Finance USA LLC
N/A
Ardagh Metal Packaging Finance USA LLC
03969YAC2
687000.00000000
PA
USD
685055.10000000
0.008051111061
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
6.00000000
N
N
N
N
N
N
Murphy Oil USA, Inc.
N32S6DTR2ZZ5222WHV58
Murphy Oil USA, Inc.
626738AE8
65000.00000000
PA
USD
62121.98000000
0.000730088660
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2005-OPT1, Class M4
17307GNU8
78288.74000000
PA
USD
72181.62000000
0.000848314594
Long
ABS-O
CORP
US
N
2
2035-02-25
Floating
5.90207040
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp., Series A
767754CS1
2762857.00000000
PA
USD
1674291.34000000
0.019677111415
Long
DBT
CORP
US
N
3
2031-08-30
Fixed
15.00000000
N
N
Y
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
374422AN3
1100040.00000000
PA
USD
833280.30000000
0.009793127940
Long
DBT
NUSS
GH
Y
2
2030-01-03
None
0.00000000
N
N
N
N
N
N
FHLMC Multiclass Certificates
N/A
FHLMC, Multi-Class Certificates, Series 2020-RR14, Class X
3137F85E9
6200000.00000000
PA
USD
850418.66000000
0.009994546541
Long
ABS-MBS
USGSE
US
N
2
2034-03-27
Variable
2.12608080
N
N
N
N
N
N
Proofpoint, Inc.
529900C5FODDK0WSR085
Proofpoint, Inc., 1st Lien Term Loan
74345HAG6
417930.09880000
PA
USD
418017.86000000
0.004912755509
Long
LON
CORP
US
N
2
2028-08-31
Variable
7.68516000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
2240000.00000000
PA
USD
1236480.00000000
0.014531733003
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
5.50000080
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAN7
1160000.00000000
PA
USD
1108218.88000000
0.013024344003
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
Naked Juice LLC
N/A
Naked Juice LLC, 1st Lien Term Loan
62984CAD5
307912.50990000
PA
USD
229875.17000000
0.002701608270
Long
LON
CORP
US
N
2
2029-01-24
Variable
7.95367000
N
N
N
N
N
N
Vodacom Group Ltd.
37890012A8DC24B8D663
Vodacom Group Ltd.
N/A
358338.00000000
NS
2243445.23000000
0.026366093337
Long
EC
CORP
ZA
N
2
N
N
N
Triton Water Holdings, Inc.
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc., 1st Lien Term Loan
89678QAB2
2516660.07240000
PA
USD
2517591.24000000
0.029587994719
Long
LON
CORP
US
N
2
2028-03-31
Variable
8.11528000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205AP9
2100000.00000000
PA
USD
1879500.00000000
0.022088826491
Long
DBT
NUSS
ZA
N
2
2041-03-08
Fixed
6.25000000
N
N
N
N
N
N
Oak Street Investment Grade Net Lease Fund
N/A
Oak Street Investment Grade Net Lease Fund, Series 2021-1A, Class B1
67190AAE6
1250000.00000000
PA
USD
1169784.13000000
0.013747889693
Long
ABS-O
CORP
US
Y
2
2051-01-20
Fixed
4.23000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2021-GS3, Class A2
52474XAB1
2872191.14000000
PA
USD
2854747.46000000
0.033550423686
Long
ABS-MBS
CORP
US
Y
2
2061-07-25
Variable
6.24999960
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
10417000.00000000
PA
USD
8805581.77000000
0.103487612593
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYJ7
464000.00000000
PA
USD
391121.24000000
0.004596652943
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38300000
N
N
N
N
N
N
Wrangler Holdco Corp.
N/A
Wrangler Holdco Corp.
37441QAA9
1138000.00000000
PA
USD
1161525.87000000
0.013650834481
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
6.62500000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-6CB, Class 1A4
12667F5F8
1833309.12000000
PA
USD
1558557.68000000
0.018316951407
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
25714PEF1
1090000.00000000
PA
USD
992990.00000000
0.011670116423
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
630000.00000000
PA
USD
625671.90000000
0.007353209917
Long
DBT
NUSS
EG
Y
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
LHOME Mortgage Trust
529900ZQNJ23BIJVY871
LHOME Mortgage Trust, Series 2024-RTL5, Class A1
50205WAA5
480000.00000000
PA
USD
475414.80000000
0.005587313130
Long
ABS-MBS
CORP
US
Y
2
2039-09-25
Variable
5.32299960
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBU0
323000.00000000
PA
USD
329392.66000000
0.003871187717
Long
DBT
CORP
IT
Y
2
2025-11-21
Fixed
7.00000000
N
N
N
N
N
N
Saudi National Bank (The)
5586006ZEFQ542K7CY16
Saudi National Bank (The)
N/A
721912.00000000
NS
6346275.58000000
0.074584613009
Long
EC
CORP
SA
N
2
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AN6
3579000.00000000
PA
USD
3241779.10000000
0.038099013600
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDV5
15000.00000000
PA
USD
14480.61000000
0.000170183390
Long
DBT
CORP
US
N
2
2029-04-06
Fixed
4.30000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
1767000.00000000
PA
USD
1567664.73000000
0.018423982025
Long
DBT
NUSS
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Gabonese Republic
N/A
Gabonese Republic
N/A
1650000.00000000
PA
USD
1316390.63000000
0.015470882798
Long
DBT
NUSS
GA
Y
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-23CB, Class A15
12667GMY6
925060.88610000
PA
USD
747397.02000000
0.008783784567
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP, 1st Lien Term Loan
C8000CAM5
428925.00000000
PA
USD
429079.41000000
0.005042756391
Long
LON
CORP
US
N
2
2030-05-06
Variable
7.18516000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
374422AP8
1450000.00000000
PA
USD
1005937.50000000
0.011822281935
Long
DBT
NUSS
GH
Y
2
2035-07-03
Variable
5.00000040
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-1F, Class 2A3
36242DVF7
121232.99000000
PA
USD
83439.41000000
0.000980621787
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
6.00000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1
20754WAC9
12158000.00000000
PA
USD
12416357.50000000
0.145923259626
Long
ABS-MBS
CORP
US
Y
2
2040-01-25
Floating
7.97130000
N
N
N
N
N
N
Bear Stearns Asset-Backed Securities Trust
N/A
Bear Stearns Asset-Backed Securities Trust, Series 2004-SD4, Class A1
073879MC9
502346.78000000
PA
USD
487811.83000000
0.005733009243
Long
ABS-O
CORP
US
N
2
2044-08-25
Floating
5.75206920
N
N
N
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440AP6
4592000.00000000
PA
USD
4217180.30000000
0.049562417625
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
1315000.00000000
PA
USD
1167019.37000000
0.013715396847
Long
DBT
CORP
US
Y
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
Republic of Iraq
N/A
Republic of Iraq
N/A
2176562.50000000
PA
USD
2092900.88000000
0.024596820644
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
Ahead DB Holdings LLC
N/A
Ahead DB Holdings LLC, 1st Lien Term Loan B-3
00866HAH8
492439.49260000
PA
USD
493616.42000000
0.005801227695
Long
LON
CORP
US
N
2
2031-02-03
Variable
8.10367000
N
N
N
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05965X109
36851.00000000
NS
USD
720068.54000000
0.008462606566
Long
EC
CORP
CL
N
1
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp., 1st Lien Term Loan
P2121YAW8
442851.38000000
PA
USD
443683.94000000
0.005214396151
Long
LON
CORP
US
N
2
2027-08-09
Variable
7.43516000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2024-3A, Class B
69690EAE9
2300000.00000000
PA
USD
2297909.30000000
0.027006182399
Long
ABS-CBDO
CORP
KY
Y
2
2032-08-08
Floating
7.06131000
N
N
N
N
N
N
Anglo American plc
549300S9XF92D1X8ME43
Anglo American plc
N/A
56159.00000000
NS
1740952.50000000
0.020460546795
Long
EC
CORP
GB
N
2
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
9465000.00000000
PA
USD
8932793.46000000
0.104982668166
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Niagara Energy SAC
254900V9UGCG42YQ6848
Niagara Energy SAC
65345YAA0
1220000.00000000
PA
USD
1195600.00000000
0.014051290743
Long
DBT
CORP
PE
Y
2
2034-10-03
Fixed
5.74600000
N
N
N
N
N
N
Turkiye Varlik Fonu Yonetimi A/S
789000MAPAG7J8DI3112
Turkiye Varlik Fonu Yonetimi A/S
N/A
600000.00000000
PA
USD
630187.50000000
0.007406279512
Long
DBT
NUSS
TR
Y
2
2029-02-14
Fixed
8.25000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
2811000.00000000
PA
USD
2610109.64000000
0.030675317350
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AC5
7830000.00000000
PA
USD
7681960.23000000
0.090282248806
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AV6
430000.00000000
PA
USD
404652.06000000
0.004755673925
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Magna International, Inc.
95RWVLFZX6VGDZNNTN43
Magna International, Inc.
559222401
86881.00000000
NS
3430063.25000000
0.040311823347
Long
EC
CORP
CA
N
1
N
N
N
BX
N/A
BX, Series 2021-MFM1, Class G
05608VAQ9
525000.00000000
PA
USD
511586.72000000
0.006012423672
Long
ABS-MBS
CORP
US
Y
2
2034-01-15
Floating
8.81848080
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2006-A, Class 1A1
058927AA2
253592.01000000
PA
USD
238634.98000000
0.002804557950
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
6.49392840
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-28CB, Class 6A1
12667FYV1
338026.84000000
PA
USD
308660.86000000
0.003627537207
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.00000000
N
N
N
N
N
N
Pembina Pipeline Corp.
5493002W3L9YICM6FU21
Pembina Pipeline Corp.
706327103
123878.00000000
NS
5182528.46000000
0.060907673284
Long
EC
CORP
CA
N
1
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
N/A
350000.00000000
PA
USD
345187.50000000
0.004056816597
Long
DBT
NUSS
PY
Y
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAD9
15319000.00000000
PA
USD
15740272.50000000
0.184987575511
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CY6
185000.00000000
PA
USD
182552.08000000
0.002145443586
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDB3
9715000.00000000
PA
USD
9632914.08000000
0.113210836773
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
CIFC Funding 2018-IV Ltd.
254900PA63PFHC11GD90
CIFC Funding Ltd., Series 2018-4A, Class A1
17181TAA9
2245169.38000000
PA
USD
2247324.74000000
0.026411687284
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-17
Floating
6.05905920
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc., 1st Lien Term Loan
45174UAF5
2986666.37000000
PA
USD
2506320.82000000
0.029455539092
Long
LON
CORP
US
N
2
2026-05-01
Variable
7.79964000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAC3
464000.00000000
PA
USD
468102.42000000
0.005501374373
Long
DBT
CORP
IE
Y
2
2026-09-16
Variable
6.25300000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CT4
1201000.00000000
PA
USD
1036026.11000000
0.012175898368
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.80400000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
133897.00000000
NS
2272284.54000000
0.026705027370
Long
EC
CORP
NL
N
2
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
4510000.00000000
PA
USD
4496178.65000000
0.052841346141
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAE4
2268000.00000000
PA
USD
2320537.70000000
0.027272122703
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
6.62500000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
29813.00000000
NS
1463588.65000000
0.017200827743
Long
EC
CORP
NL
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
018820AD2
2200000.00000000
PA
USD
2215290.00000000
0.026035198955
Long
DBT
CORP
DE
Y
2
2054-09-03
Variable
5.60000000
N
N
N
N
N
N
Expand Energy Corp.
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp.
845467AP4
855000.00000000
PA
USD
879557.04000000
0.010336995395
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.37500000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAP5
4434000.00000000
PA
USD
2660400.00000000
0.031266354879
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Mallinckrodt International Finance SA
N/A
Mallinckrodt International Finance SA
561233AN7
4782954.00000000
PA
USD
5224511.53000000
0.061401079375
Long
DBT
CORP
LU
Y
2
2028-11-14
Fixed
14.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JX54
750000.00000000
PA
USD
656250.00000000
0.007712579082
Long
DBT
NUSS
EG
Y
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
Howard Midstream Energy Partners LLC
N/A
Howard Midstream Energy Partners LLC
442722AB0
2815000.00000000
PA
USD
2970005.16000000
0.034904989974
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
8.87500000
N
N
N
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc.
N/A
274200.00000000
NS
1383215.44000000
0.016256241475
Long
EC
CORP
JP
N
2
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-11, Class A2
69362QAB5
5269000.00000000
PA
USD
5207392.74000000
0.061199890771
Long
ABS-O
CORP
US
Y
2
2026-11-25
Variable
4.58100000
N
N
N
N
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
1032.00000000
NS
USD
156182.88000000
0.001835539524
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA, ELN, (linked to NextEra Energy, Inc.)
95003R644
104006.00000000
PA
USD
8289485.28000000
0.097422187842
Long
SN
CORP
US
N
2
2024-11-22
Fixed
12.20000000
N
N
N
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HT0
4936040.00000000
PA
USD
2727162.10000000
0.032050976557
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
4.12499880
N
N
N
N
N
N
LG Uplus Corp.
N/A
LG Uplus Corp.
N/A
32710.00000000
NS
237073.78000000
0.002786209945
Long
EC
CORP
KR
N
2
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
469000.00000000
PA
USD
431331.51000000
0.005069224200
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Hughes Satellite Systems Corp.
N/A
Hughes Satellite Systems Corp.
444454AF9
3046000.00000000
PA
USD
2635114.70000000
0.030969189354
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
Six Flags Entertainment Corp.
N/A
Six Flags Entertainment Corp.
83002YAA7
3766000.00000000
PA
USD
3837045.59000000
0.045094883892
Long
DBT
CORP
US
Y
2
2032-05-01
Fixed
6.62500000
N
N
N
N
N
N
Yinson Boronia Production BV
5493007X12FTT746N678
Yinson Boronia Production BV
98584XAA3
938000.00000000
PA
USD
992310.20000000
0.011662127072
Long
DBT
CORP
NL
Y
2
2042-07-31
Fixed
8.94700000
N
N
N
N
N
N
FREMF Mortgage Trust
549300LI8XT0ZWPV2P54
FREMF Mortgage Trust, Series 2018-KF50, Class B
35709BAC9
292589.99000000
PA
USD
279162.83000000
0.003280861566
Long
ABS-MBS
USGSE
US
Y
2
2028-07-25
Floating
7.17782040
N
N
N
N
N
N
Summit Materials LLC
N/A
Summit Materials LLC
86614RAN7
947000.00000000
PA
USD
938849.17000000
0.011033826239
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Big River Steel LLC
N/A
Big River Steel LLC
08949LAB6
2538000.00000000
PA
USD
2562209.98000000
0.030112376526
Long
DBT
CORP
US
Y
2
2029-01-31
Fixed
6.62500000
N
N
N
N
N
N
Freenet AG
5299003GLDODCVP8DO20
Freenet AG
N/A
55691.00000000
NS
1655158.99000000
0.019452258443
Long
EC
CORP
DE
N
2
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
264205.00000000
NS
USD
14734712.85000000
0.173169734258
Long
EC
CORP
US
N
1
N
N
N
Novatek Microelectronics Corp.
N/A
Novatek Microelectronics Corp.
N/A
188000.00000000
NS
2904852.01000000
0.034139277483
Long
EC
CORP
TW
N
2
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-21CB, Class A4
12667GKD4
411678.38000000
PA
USD
306540.33000000
0.003602615675
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.25000000
N
N
N
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002AU5
2669000.00000000
PA
USD
2759687.28000000
0.032433228782
Long
DBT
CORP
US
N
2
2057-05-15
Variable
6.50000000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
N/A
789000.00000000
NS
9651296.68000000
0.113426878306
Long
EC
CORP
KY
N
2
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HS2
1488000.00000000
PA
USD
997704.00000000
0.011725517715
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.74999880
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR19, Class D
12592GAG8
201141.69000000
PA
USD
190883.46000000
0.002243358142
Long
ABS-MBS
CORP
US
Y
2
2047-08-10
Variable
4.53935520
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
65412JAC7
90000.00000000
PA
USD
84881.25000000
0.000997567014
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo Mortgage-Backed Securities Trust
N/A
Wells Fargo Mortgage-Backed Securities Trust, Series 2007-15, Class A1
949797AA2
69163.34140000
PA
USD
64537.12000000
0.000758472596
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Fixed
6.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BF4
2264000.00000000
PA
USD
2467055.90000000
0.028994078062
Long
DBT
CORP
CH
Y
2
2028-11-13
Variable
9.25000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
BANK
N/A
BANK, Series 2017-BNK5, Class D
06541WAC6
8500000.00000000
PA
USD
7057935.05000000
0.082948391968
Long
ABS-MBS
CORP
US
Y
2
2060-06-15
Variable
3.07800000
N
N
N
N
N
N
M/I Homes, Inc.
5299005M71FH9CCSFB69
M/I Homes, Inc.
55305BAS0
262000.00000000
PA
USD
253844.88000000
0.002983312322
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CF2
42000.00000000
PA
USD
38953.08000000
0.000457796129
Long
DBT
CORP
US
Y
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2005-1, Class 1A1
45254NML8
143695.25000000
PA
USD
136464.16000000
0.001603795239
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
5.37207120
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 11A1
225470FQ1
571754.40940000
PA
USD
69948.32000000
0.000822067732
Long
ABS-MBS
CORP
US
N
2
2020-11-25
Fixed
5.50000000
N
N
N
N
N
N
Williams Scotsman, Inc.
549300DAKDS8SCO1OT57
Williams Scotsman, Inc.
96949VAM5
1116000.00000000
PA
USD
1132934.18000000
0.013314810602
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
6.62500000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAR5
2820000.00000000
PA
USD
2889781.21000000
0.033962157884
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
6.62500000
N
N
N
N
N
N
RAD
N/A
RAD
N/A
1164954.00000000
PA
USD
1164954.00000000
0.013691123583
Long
DBT
CORP
US
N
3
2025-12-31
Fixed
12.00000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2
59020UVJ1
95160.43000000
PA
USD
84578.55000000
0.000994009532
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
5.55494040
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc., 1st Lien Term Loan
45174UAG3
149788.85000000
PA
USD
124231.88000000
0.001460035350
Long
LON
CORP
US
N
2
2026-05-01
Variable
8.04964000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
N/A
620000.00000000
PA
USD
544980.00000000
0.006404878244
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05602XJC3
2110000.00000000
PA
USD
2129027.98000000
0.025021404439
Long
DBT
CORP
FR
Y
2
2034-09-10
Variable
7.37500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Crosby US Acquisition Corp.
N/A
Crosby US Acquisition Corp., 1st Lien Term Loan
N/A
253725.00000000
PA
USD
254790.65000000
0.002994427485
Long
LON
CORP
US
N
2
2029-08-16
Variable
8.18516000
N
N
N
N
N
N
Government of Mongolia
N/A
State of Mongolia
N/A
1300000.00000000
PA
USD
1152125.00000000
0.013540350742
Long
DBT
NUSS
MN
Y
2
2031-07-07
Fixed
4.45000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class D
95000FAC0
5000000.00000000
PA
USD
4314175.50000000
0.050702353855
Long
ABS-MBS
CORP
US
Y
2
2048-07-15
Fixed
3.14200000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AF8
1463000.00000000
PA
USD
1417568.00000000
0.016659969987
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAN2
12064000.00000000
PA
USD
11839368.32000000
0.139142193447
Long
DBT
CORP
CA
Y
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696405
21102.00000000
NS
USD
2395288.02000000
0.028150625948
Long
EC
CORP
US
N
1
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAJ4
975000.00000000
PA
USD
970495.50000000
0.011405749779
Long
DBT
CORP
NL
Y
2
2034-10-15
Fixed
8.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBK5
3683000.00000000
PA
USD
3643646.04000000
0.042821955398
Long
DBT
CORP
US
N
2
2079-05-01
Variable
5.65000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
37000.00000000
PA
USD
32514.84000000
0.000382130704
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AU8
1435000.00000000
PA
USD
1450939.98000000
0.017052174230
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
6.25000000
N
N
N
N
N
N
Sotera Health Holdings LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings LLC
83600WAE9
2212000.00000000
PA
USD
2265220.72000000
0.026622009815
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
7.37500000
N
N
N
N
N
N
Energuate Trust
549300RVM37LH8GY7E41
Energuate Trust
N/A
1147000.00000000
PA
USD
1116891.25000000
0.013126266044
Long
DBT
CORP
KY
Y
2
2027-05-03
Fixed
5.87500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAE6
3827000.00000000
PA
USD
4019593.78000000
0.047240281761
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
9.00000000
N
N
N
N
N
Hoegh Autoliners ASA
549300D7GNMPKTA4HD46
Hoegh Autoliners ASA
N/A
121158.00000000
NS
1275095.65000000
0.014985563486
Long
EC
CORP
NO
N
2
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B
126694D21
372798.74000000
PA
USD
325516.08000000
0.003825628204
Long
ABS-MBS
CORP
US
N
2
2036-04-20
Variable
4.60441800
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
4810000.00000000
PA
USD
4723151.60000000
0.055508846067
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAA0
166000.00000000
PA
USD
165499.10000000
0.001945028414
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AX4
1192000.00000000
PA
USD
1186204.97000000
0.013940875639
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.87499920
N
N
N
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05965X109
37338.00000000
NS
USD
729584.52000000
0.008574443135
Long
EC
CORP
CL
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAR3
393000.00000000
PA
USD
397714.51000000
0.004674140358
Long
DBT
CORP
US
N
2
2030-01-24
Variable
5.43500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2
69690EAC3
2198742.00000000
PA
USD
2207961.33000000
0.025949068750
Long
ABS-CBDO
CORP
KY
Y
2
2032-08-08
Floating
6.81131160
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
3272000.00000000
PA
USD
2542016.80000000
0.029875056149
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
McGraw-Hill Education, Inc.
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAA8
4100000.00000000
PA
USD
4018182.04000000
0.047223690285
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
Inner Mongolia Yili Industrial Group Co. Ltd.
3003002Q2A863JPQFH06
Inner Mongolia Yili Industrial Group Co. Ltd., Class A
N/A
1473806.00000000
NS
5787324.69000000
0.068015541859
Long
EC
CORP
CN
N
2
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
491798AM6
1646000.00000000
PA
USD
1653719.74000000
0.019435343656
Long
DBT
NUSS
KE
Y
2
2031-02-16
Fixed
9.75000000
N
N
N
N
N
N
Modena Buyer LLC
N/A
Modena Buyer LLC, 1st Lien Term Loan
60753DAC8
315000.00000000
PA
USD
301218.75000000
0.003540073798
Long
LON
CORP
US
N
2
2031-07-01
Variable
9.10367000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
65412JAC7
380000.00000000
PA
USD
358387.50000000
0.004211949616
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities Trust
N/A
First Horizon Alternative Mortgage Securities Trust, Series 2006-FA6, Class 3A1
32052FBD7
7890.19570000
PA
USD
3316.64000000
0.000038978816
Long
ABS-MBS
CORP
US
N
2
2021-11-25
Fixed
5.75000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAQ2
3483000.00000000
PA
USD
3537672.65000000
0.041576502978
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2023-NQM3, Class A1
67117PAA1
323656.24000000
PA
USD
324198.78000000
0.003810146634
Long
ABS-MBS
CORP
US
Y
2
2063-02-25
Variable
5.94870840
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBE4
10065000.00000000
PA
USD
9315786.56000000
0.109483795132
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
16289.00000000
NS
USD
5358755.22000000
0.062978778538
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2019-INV3, Class B1
92537MAG5
5000000.00000000
PA
USD
4504514.50000000
0.052939313230
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
3.73100040
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2024-1, Class B
80288AAD4
300000.00000000
PA
USD
301766.28000000
0.003546508645
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.23000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
97870.00000000
NS
USD
2106162.40000000
0.024752676677
Long
EC
CORP
US
N
1
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-17, Class A2
17025AAB8
280039.82270000
PA
USD
123630.97000000
0.001452973155
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.00000000
N
N
N
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AK1
3195000.00000000
PA
USD
3232915.07000000
0.037994839074
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AL1
3262000.00000000
PA
USD
1761480.00000000
0.020701796268
Long
DBT
CORP
CA
Y
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Creative Planning LLC
N/A
Creative Planning LLC, 1st Lien Term Loan
N/A
135000.00000000
PA
USD
134325.00000000
0.001578654758
Long
LON
CORP
US
N
2
2031-10-01
Variable
0.00000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAJ4
4882000.00000000
PA
USD
4915495.40000000
0.057769366857
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
2427000.00000000
PA
USD
2409610.06000000
0.028318945744
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
4.12500000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBD0
252000.00000000
PA
USD
247941.92000000
0.002913937776
Long
DBT
CORP
JP
N
2
2026-05-25
Variable
2.22600000
N
N
N
N
N
N
Boyne USA, Inc.
N/A
Boyne USA, Inc.
103557AC8
3600000.00000000
PA
USD
3433032.00000000
0.040346713586
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp.
65249BAB5
2490000.00000000
PA
USD
2386144.34000000
0.028043164835
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
5.12500000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
25714PET1
1330000.00000000
PA
USD
1386658.00000000
0.016296700167
Long
DBT
NUSS
DO
Y
2
2031-02-03
Fixed
7.05000000
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
70179.51000000
PA
USD
73345.39000000
0.000861991802
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
5.78207160
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
23857.00000000
NS
USD
4931719.04000000
0.057960035209
Long
EC
CORP
US
N
1
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
60000.00000000
PA
USD
59529.56000000
0.000699621240
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCD3
34146000.00000000
PA
USD
31061574.75000000
0.365051202548
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
5976000.00000000
PA
USD
6081141.74000000
0.071468627167
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN21, Class F
06540BAN9
2000000.00000000
PA
USD
993078.20000000
0.011671152993
Long
ABS-MBS
CORP
US
Y
2
2052-10-17
Fixed
2.68180000
N
N
N
N
N
N
Ayvens SA
969500E7V019H9NP7427
Ayvens SA
N/A
23433.00000000
NS
155697.59000000
0.001829836153
Long
EC
CORP
FR
Y
2
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2021-4, Class B2
24381JAF4
6508000.00000000
PA
USD
4965246.06000000
0.058354061561
Long
ABS-MBS
CORP
US
Y
2
2066-11-25
Variable
4.44101040
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CY3
102000.00000000
PA
USD
101481.90000000
0.001192666177
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
N/A
700000.00000000
PA
USD
640500.00000000
0.007527477184
Long
DBT
NUSS
SN
Y
2
2031-06-10
Fixed
7.75000000
N
N
N
N
N
N
Chase Funding Trust
N/A
Chase Funding Trust, Series 2003-4, Class 1A5
161546FV3
443622.30000000
PA
USD
433591.07000000
0.005095779682
Long
ABS-O
CORP
US
N
2
2033-05-25
Variable
4.91249520
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
44963BAG3
722000.00000000
PA
USD
724360.94000000
0.008513053003
Long
DBT
CORP
DE
Y
2
2032-11-15
Fixed
7.99999920
N
N
Y
N
N
N
Ecovyst Catalyst Technologies LLC
254900NH3N3I82Z6Q744
Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan
27922JAC0
474111.75000000
PA
USD
471693.78000000
0.005543581837
Long
LON
CORP
US
N
2
2031-06-12
Variable
6.83537000
N
N
N
N
N
N
Wuliangye Yibin Co. Ltd.
N/A
Wuliangye Yibin Co. Ltd., Class A
N/A
153000.00000000
NS
3156449.86000000
0.037096181582
Long
EC
CORP
CN
N
2
N
N
N
Osmose Holdings, Inc.
549300FSLVHLFZ3S0D82
Osmose Holdings, Inc., 1st Lien Term Loan
68835HAH3
723845.08980000
PA
USD
719711.93000000
0.008458415506
Long
LON
CORP
US
N
2
2028-06-23
Variable
8.04964000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2005-A6, Class 1A2
466247TM5
111086.38000000
PA
USD
106141.76000000
0.001247431189
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
6.44904720
N
N
N
N
N
N
Transportadora de Gas del Sur SA
5299002TRC7IFQYSW596
Transportadora de Gas del Sur SA
N/A
365000.00000000
PA
USD
377592.50000000
0.004437656406
Long
DBT
CORP
AR
Y
2
2031-07-24
Fixed
8.50000000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040DB2
8062000.00000000
PA
USD
5147332.24000000
0.060494029657
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
XPO, Inc.
54930096DB9LCLPN7H13
XPO, Inc.
983793AK6
1640000.00000000
PA
USD
1703689.40000000
0.020022612158
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
7.12500000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBC6
30000.00000000
PA
USD
26290.00000000
0.000308973263
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
30207.00000000
NS
USD
3679816.74000000
0.043247051603
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
500000.00000000
PA
USD
341500.00000000
0.004013479248
Long
DBT
NUSS
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AC4
370000.00000000
PA
USD
341029.96000000
0.004007955102
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-WMC2, Class M2
61746RHT1
130618.78000000
PA
USD
124825.81000000
0.001467015514
Long
ABS-O
CORP
US
N
2
2034-07-25
Floating
6.65206920
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp., Series N
89832QAD1
2651000.00000000
PA
USD
2636844.72000000
0.030989521417
Long
DBT
CORP
US
N
2
2025-03-01
Variable
4.80000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
74109.00000000
NS
USD
4129353.48000000
0.048530232795
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2016-M4, Class X2
3136ARP44
5637091.24000000
PA
USD
29587.96000000
0.000347732543
Long
ABS-MBS
USGSE
US
N
2
2039-01-25
Variable
2.70285480
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B11, Class D
08162BAJ1
4000000.00000000
PA
USD
1799666.80000000
0.021150586691
Long
ABS-MBS
CORP
US
Y
2
2052-05-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
165.00000000
NC
USD
459716.05000000
0.005402813548
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2024-12-20
47326125.00000000
USD
459716.05000000
N
N
N
Octagon Investment Partners XV Ltd.
549300VYCI9AZ4NZBX86
Octagon Investment Partners Ltd., Series 2013-1A, Class A1RR
67590EBG8
879470.47000000
PA
USD
880075.55000000
0.010343089184
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-19
Floating
5.84901000
N
N
N
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
52008.00000000
NS
1443168.12000000
0.016960835434
Long
EC
CORP
AU
N
1
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2020-4, Class A2
69359XAB5
7628413.47000000
PA
USD
7630029.93000000
0.089671937879
Long
ABS-MBS
CORP
US
Y
2
2025-10-25
Variable
9.19299960
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
273000.00000000
PA
USD
265581.55000000
0.003121247553
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
SASCO Mortgage Loan Trust
N/A
SASCO Mortgage Loan Trust, Series 2004-GEL3, Class M1
80382UAS2
337460.08000000
PA
USD
337935.53000000
0.003971587809
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
4.97487960
N
N
N
N
N
N
Japan Metropolitan Fund Invest
353800QDHNIP60E1LQ93
Japan Metropolitan Fund Invest
N/A
3454.00000000
NS
2119934.33000000
0.024914531304
Long
EC
CORP
JP
N
2
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
N/A
62143.00000000
NS
4439405.63000000
0.052174121140
Long
EC
CORP
FR
N
2
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
N/A
46723.00000000
NS
1900884.85000000
0.022340151971
Long
EC
CORP
BE
N
2
N
N
N
Insulet Corp.
N/A
Insulet Corp., 1st Lien Term Loan
45784QAE9
488737.11340000
PA
USD
489958.96000000
0.005758243391
Long
LON
CORP
US
N
2
2031-08-01
Variable
7.18516000
N
N
N
N
N
N
Sanofi SA
549300E9PC51EN656011
Sanofi SA
N/A
45672.00000000
NS
4826608.92000000
0.056724728371
Long
EC
CORP
FR
N
2
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYB4
486000.00000000
PA
USD
418382.56000000
0.004917041646
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500000
N
N
N
N
N
N
Cogent Communications Group LLC
549300KFWFYF8Q1U0Y26
Cogent Communications Group LLC
19240CAC7
673000.00000000
PA
USD
654155.39000000
0.007687962174
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U8A1
455000.00000000
PA
USD
456878.69000000
0.005369467470
Long
DBT
CORP
US
N
2
2028-01-14
Variable
4.95200000
N
N
N
N
N
N
Frontier Communications Parent, Inc.
N/A
Frontier Communications Parent, Inc.
35909D109
71225.00000000
NS
USD
2544869.25000000
0.029908579571
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92553PBC5
3071000.00000000
PA
USD
2756583.22000000
0.032396748313
Long
DBT
CORP
US
N
2
2057-02-28
Variable
6.25000000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AR4
4941000.00000000
PA
USD
5028776.87000000
0.059100707498
Long
DBT
CORP
US
Y
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414HAG8
2365000.00000000
PA
USD
2422027.25000000
0.028464878787
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
6.64999920
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-85CB, Class 3A2
12668BEZ2
59507.34000000
PA
USD
53447.39000000
0.000628140528
Long
ABS-MBS
CORP
US
N
2
2021-02-25
Fixed
5.25000000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635601
319.00000000
NS
USD
3154517.37000000
0.037073469991
Long
EP
CORP
US
N
3
N
N
N
Next plc
213800WQD8ECPZP9PH98
Next plc
N/A
12401.00000000
NS
1568906.76000000
0.018438578984
Long
EC
CORP
GB
N
2
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
8196000.00000000
PA
USD
7945704.81000000
0.093381907367
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2024-NPL2, Class A1
74142BAA7
11185091.53000000
PA
USD
11206698.89000000
0.131706745048
Long
ABS-MBS
CORP
US
Y
2
2054-02-25
Variable
7.02100080
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300ZVNWG0TX42H716
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class D
94989VAZ2
1000000.00000000
PA
USD
930231.10000000
0.010932542359
Long
ABS-MBS
CORP
US
Y
2
2057-09-15
Fixed
3.15300000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
N/A
93000.00000000
PA
USD
100672.50000000
0.001183153703
Long
DBT
NUSS
DO
Y
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
10261000.00000000
PA
USD
10402848.06000000
0.122259486996
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA, 1st Lien Term Loan B-14
F6628DAN4
202017.33140000
PA
USD
161252.25000000
0.001895117303
Long
LON
CORP
FR
N
2
2028-08-15
Variable
10.15590000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF33, Class B
30303CAG9
566070.71000000
PA
USD
535616.39000000
0.006294832404
Long
ABS-MBS
USGSE
US
Y
2
2027-06-25
Floating
7.82781840
N
N
N
N
N
N
Government of Mongolia
N/A
State of Mongolia
60937LAG0
340000.00000000
PA
USD
361568.75000000
0.004249337261
Long
DBT
NUSS
MN
Y
2
2028-01-19
Fixed
8.65000000
N
N
N
N
N
N
GSK plc
5493000HZTVUYLO1D793
GSK plc
N/A
408507.00000000
NS
7377054.51000000
0.086698843887
Long
EC
CORP
GB
N
2
N
N
N
CH Robinson Worldwide, Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
28432.00000000
NS
USD
2929633.28000000
0.034430519395
Long
EC
CORP
US
N
1
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475AD3
5847000.00000000
PA
USD
5522856.94000000
0.064907384241
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAF3
1981000.00000000
PA
USD
1864315.34000000
0.021910368752
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc., Series G
446150AV6
357000.00000000
PA
USD
341319.34000000
0.004011356041
Long
DBT
CORP
US
N
2
2027-10-15
Variable
4.45000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAM7
300000.00000000
PA
USD
290891.01000000
0.003418697019
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
1.53200000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2018-BN14, Class F
06035RBB1
1534000.00000000
PA
USD
736694.76000000
0.008658006241
Long
ABS-MBS
CORP
US
Y
2
2060-09-15
Fixed
3.94000000
N
N
N
N
N
N
Intermediate Capital Group plc
549300OGASR5WRKJ8R68
Intermediate Capital Group plc
N/A
36557.00000000
NS
971115.23000000
0.011413033156
Long
EC
CORP
GB
N
2
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAY6
248000.00000000
PA
USD
247009.34000000
0.002902977628
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AQ4
2609000.00000000
PA
USD
2619117.99000000
0.030781187997
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
6.87500000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2004-7, Class 1A2
45254NKG1
139633.03000000
PA
USD
137884.64000000
0.001620489432
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
5.77207080
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAQ4
400000.00000000
PA
USD
406272.18000000
0.004774714387
Long
DBT
CORP
ES
N
2
2029-03-13
Fixed
5.38100000
N
N
N
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262BA0
43000.00000000
PA
USD
37041.74000000
0.000435333103
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2006-1F, Class 2A16
362334AN4
491260.82550000
PA
USD
216562.56000000
0.002545151802
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.00000000
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAB8
2842000.00000000
PA
USD
2653284.66000000
0.031182731836
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
8509000.00000000
PA
USD
8280689.15000000
0.097318811311
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Avantor Funding, Inc.
N/A
Avantor Funding, Inc., 1st Lien Term Loan B-6
05350NAP9
270550.70180000
PA
USD
271827.70000000
0.003194655440
Long
LON
CORP
US
N
2
2027-11-08
Variable
6.78516000
N
N
N
N
N
N
Epic Crude Services LP
N/A
Epic Crude Services LP, 1st Lien Term Loan
29428XAG5
2385000.00000000
PA
USD
2382877.35000000
0.028004769531
Long
LON
CORP
US
N
2
2031-10-15
Variable
7.65590000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp., Series I
857477CH4
8012000.00000000
PA
USD
8248466.17000000
0.096940110692
Long
DBT
CORP
US
N
2
2029-03-15
Variable
6.70000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
LendingClub Loan Certificate Issuer Trust
N/A
LendingClub Loan Certificate Issuer Trust, Series 2022-P3, Class CERT
52604XAA6
125000.00000000
PA
USD
825125.00000000
0.009697282765
Long
ABS-O
CORP
US
Y
3
2037-05-15
Fixed
11.87571200
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BH9
995000.00000000
PA
USD
1019919.78000000
0.011986608701
Long
DBT
CORP
US
Y
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAC3
2541000.00000000
PA
USD
2398111.95000000
0.028183814189
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
3.87500000
N
N
N
N
N
N
Axalta Coating Systems Dutch Holding B BV
5493007DMEBZH3CQ5E51
Axalta Coating Systems Dutch Holding B BV
05455JAA5
832000.00000000
PA
USD
869477.44000000
0.010218534881
Long
DBT
CORP
NL
Y
2
2031-02-15
Fixed
7.25000000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
16677JRP3
250000.00000000
PA
USD
244569.75000000
0.002874306343
Long
STIV
CORP
US
Y
2
2025-04-23
Fixed
0.00000000
N
N
N
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
10092.00000000
NS
352908.26000000
0.004147554840
Long
EC
CORP
GB
N
2
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
27034RAA1
2380000.00000000
PA
USD
2446042.62000000
0.028747119458
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHV4
464000.00000000
PA
USD
429250.11000000
0.005044762543
Long
DBT
CORP
US
N
2
2030-07-23
Variable
3.19400000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDW5
1918000.00000000
PA
USD
2001526.98000000
0.023522948751
Long
DBT
CORP
GB
N
2
2033-12-01
Variable
6.45000000
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AU5
1215000.00000000
PA
USD
1265814.95000000
0.014876492045
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
Crescent Energy Finance LLC
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAE3
1955000.00000000
PA
USD
1896290.76000000
0.022286159922
Long
DBT
CORP
US
Y
2
2033-01-15
Fixed
7.37500000
N
N
N
N
N
N
Carpenter Technology Corp.
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
1466000.00000000
PA
USD
1467133.22000000
0.017242485307
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2016-CR28, Class D
12593YBN2
1350000.00000000
PA
USD
1022525.37000000
0.012017230902
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
3.83579280
N
N
N
N
N
N
Go Daddy Operating Co. LLC
N/A
Go Daddy Operating Co. LLC
38016LAC9
135000.00000000
PA
USD
124590.34000000
0.001464248152
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
374422AP8
1959852.00000000
PA
USD
1359647.33000000
0.015979257228
Long
DBT
NUSS
GH
Y
2
2035-07-03
Variable
5.00000040
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DL1
398000.00000000
PA
USD
404494.32000000
0.004753820085
Long
DBT
CORP
US
N
2
2032-01-29
Variable
5.63100000
N
N
N
N
N
N
Expand Energy Corp.
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp.
165167735
42939.00000000
NS
USD
3637792.08000000
0.042753156725
Long
EC
CORP
US
N
1
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAA9
3019000.00000000
PA
USD
2500591.81000000
0.029388208893
Long
DBT
CORP
FR
Y
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
Toyo Tire Corp.
529900Y41RD7VQM9RF75
Toyo Tire Corp.
N/A
33700.00000000
NS
478131.01000000
0.005619235392
Long
EC
CORP
JP
N
2
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NN7
913000.00000000
PA
USD
829708.75000000
0.009751153294
Long
DBT
CORP
US
N
2
2033-03-17
Variable
3.78500000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
283875CE0
2790000.00000000
PA
USD
2765587.50000000
0.032502571127
Long
DBT
NUSS
SV
Y
2
2030-04-17
Fixed
9.25000000
N
N
N
N
N
N
FirstRand Ltd.
529900XYOP8CUZU7R671
FirstRand Ltd.
N/A
649079.00000000
NS
2851855.18000000
0.033516432162
Long
EC
CORP
ZA
N
2
N
N
N
Home Equity Mortgage Loan Asset-Backed Trust
N/A
Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-B, Class M2
456606FB3
207213.05000000
PA
USD
196188.65000000
0.002305707395
Long
ABS-O
CORP
US
N
2
2034-11-25
Floating
4.90491000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series U
38144GAG6
1830000.00000000
PA
USD
1741767.10000000
0.020470120382
Long
DBT
CORP
US
N
2
2026-08-10
Variable
3.65000000
N
N
N
N
N
N
Drax Group plc
549300YPSNTXR4ZHSR98
Drax Group plc
N/A
90001.00000000
NS
724963.58000000
0.008520135531
Long
EC
CORP
GB
N
2
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2005-2, Class 1A2
45254NMZ7
195178.95000000
PA
USD
187860.17000000
0.002207826921
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
5.47206840
N
N
N
N
N
N
Prairie Eci Acquiror LP
N/A
Prairie Eci Acquiror LP, 1st Lien Term Loan B-2
73955HAD6
422875.00000000
PA
USD
423175.24000000
0.004973367625
Long
LON
CORP
US
N
2
2029-08-01
Variable
9.43516000
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BE6
4420000.00000000
PA
USD
4311473.97000000
0.050670604120
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
Ingram Micro, Inc.
N/A
Ingram Micro, Inc., 1st Lien Term Loan B
45258FAD2
172252.03560000
PA
USD
172269.26000000
0.002024594729
Long
LON
CORP
US
N
2
2031-09-19
Variable
7.56353000
N
N
N
N
N
N
DexKo Global, Inc.
N/A
DexKo Global, Inc., 1st Lien Term Loan
25213YAU9
3974608.65170000
PA
USD
3797420.60000000
0.044629191139
Long
LON
CORP
US
N
2
2028-10-04
Variable
8.61528000
N
N
N
N
N
N
Morgan Stanley Finance LLC
5493003FCPSE9RKT4B56
Morgan Stanley Finance LLC, ELN, (linked to Coherent Corp.)
61776V162
45326.00000000
PA
USD
4206497.06000000
0.049436862832
Long
SN
CORP
US
N
2
2024-11-08
Fixed
21.30000000
N
N
N
N
N
N
CIFC Funding Ltd.
635400VBVF8AYJQBI411
CIFC Funding Ltd., Series 2018-1A, Class A
12551RAA6
1055183.60000000
PA
USD
1056952.09000000
0.012421830979
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-18
Floating
5.89395960
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AX4
2829000.00000000
PA
USD
2532623.21000000
0.029764657969
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2E1
1093000.00000000
PA
USD
1049469.96000000
0.012333897235
Long
DBT
CORP
CA
N
2
2032-06-08
Fixed
4.45600000
N
N
N
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
115561.00000000
NS
USD
4469899.48000000
0.052532500157
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
254900RHL9MEUS5NKX63
NextEra Energy, Inc.
65339F101
322930.00000000
NS
USD
25592202.50000000
0.300772397204
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBQ4
604000.00000000
PA
USD
611460.01000000
0.007186184659
Long
DBT
CORP
FR
Y
2
2027-01-12
Variable
6.44700000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
900000.00000000
PA
USD
686250.00000000
0.008065154125
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
N/A
600000.00000000
PA
USD
390000.00000000
0.004583475568
Long
DBT
NUSS
PE
Y
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Kirin Holdings Co. Ltd.
353800GBVL72LLMTYM96
Kirin Holdings Co. Ltd.
497350108
142300.00000000
NS
2095030.10000000
0.024621844305
Long
EC
CORP
JP
N
2
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0SV5
246000.00000000
PA
USD
239634.34000000
0.002816302930
Long
STIV
CORP
NO
Y
2
2025-05-29
Fixed
0.00000000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BF2
1260000.00000000
PA
USD
1265758.23000000
0.014875825444
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
6.37500000
N
N
N
N
N
N
Dornoch Debt Merger Sub, Inc.
N/A
Dornoch Debt Merger Sub, Inc.
25830JAA9
2736000.00000000
PA
USD
2289650.00000000
0.026909114964
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
N/A
650000.00000000
PA
USD
457437.50000000
0.005376034885
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CF9
2353000.00000000
PA
USD
2085246.01000000
0.024506856773
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc., Series A-9
026874DM6
565000.00000000
PA
USD
563664.68000000
0.006624469973
Long
DBT
CORP
US
N
2
2048-04-01
Variable
5.75000000
N
N
N
N
N
N
Kinetik Holdings LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAB6
633000.00000000
PA
USD
646513.92000000
0.007598155787
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
6.62500000
N
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AA7
6520000.00000000
PA
USD
6329752.20000000
0.074390421961
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767754CR3
967547.00000000
PA
USD
870792.30000000
0.010233987775
Long
DBT
CORP
US
Y
3
2031-08-30
Variable
12.05718120
N
N
Y
N
N
ILFC E-Capital Trust II
N/A
ILFC E-Capital Trust II
44965UAA2
2205000.00000000
PA
USD
1771949.03000000
0.020824833559
Long
SN
CORP
US
Y
2
2065-12-21
Floating
6.81487920
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
1216000.00000000
PA
USD
757726.08000000
0.008905176860
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.82500000
N
Y
N
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAJ0
2990000.00000000
PA
USD
2600893.66000000
0.030567006532
Long
DBT
CORP
US
Y
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings, Inc.
N/A
33600.00000000
NS
837658.84000000
0.009844586738
Long
EC
CORP
JP
N
2
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
600000.00000000
PA
USD
506250.00000000
0.005949703863
Long
DBT
NUSS
PK
Y
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-12CB, Class 2A1
12667FJP1
27022.95000000
PA
USD
26970.79000000
0.000316974248
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
6.00000000
N
N
N
N
N
N
St. George's University Scholastic Services LLC
N/A
St. George's University Scholastic Services LLC, 1st Lien Term Loan
78957LAF9
515415.98760000
PA
USD
514127.45000000
0.006042283605
Long
LON
CORP
US
N
2
2029-02-12
Variable
7.43516000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505BB8
1218000.00000000
PA
USD
1238405.37000000
0.014554360916
Long
DBT
CORP
SE
Y
2
2029-03-05
Fixed
5.37500000
N
N
N
N
N
N
JB Hi-Fi Ltd.
529900TPC8H040Y3ZQ65
JB Hi-Fi Ltd.
N/A
12421.00000000
NS
666539.11000000
0.007833501862
Long
EC
CORP
AU
N
2
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
N/A
40541.00000000
NS
1732936.36000000
0.020366337098
Long
EC
CORP
FR
Y
2
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp.
25470MAG4
10305000.00000000
PA
USD
10847244.67000000
0.127482258803
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2007-13, Class A4
17025JAD5
210450.22130000
PA
USD
99393.22000000
0.001168118963
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-5, Class B2
92538CAF8
1400000.00000000
PA
USD
1292443.74000000
0.015189446939
Long
ABS-MBS
CORP
US
Y
2
2065-05-25
Variable
4.70999880
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AM6
2162000.00000000
PA
USD
2173651.02000000
0.025545836782
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2018-2, Class M2
92259BAG5
116421.89000000
PA
USD
106329.10000000
0.001249632902
Long
ABS-MBS
CORP
US
Y
2
2048-10-26
Variable
4.51000080
N
N
N
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
66358.00000000
NS
15413523.48000000
0.181147457177
Long
EC
CORP
DE
N
2
N
N
N
Sonic Healthcare Ltd.
549300NQQ5L2NONWR862
Sonic Healthcare Ltd.
N/A
88195.00000000
NS
1554025.08000000
0.018263682019
Long
EC
CORP
AU
N
2
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAA7
430000.00000000
PA
USD
428442.97000000
0.005035276629
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
8357000.00000000
PA
USD
8262346.95000000
0.097103244579
Long
DBT
CORP
NL
N
2
2026-11-16
Variable
5.75000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Triton Water Holdings, Inc.
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc.
89680EAA7
2758000.00000000
PA
USD
2724369.50000000
0.032018156521
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2
20754LAJ8
4437000.00000000
PA
USD
4663882.45000000
0.054812285295
Long
ABS-MBS
CORP
US
Y
2
2041-12-25
Floating
10.85681880
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
800000.00000000
PA
USD
718250.00000000
0.008441234172
Long
DBT
NUSS
NG
Y
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AP5
502000.00000000
PA
USD
484430.00000000
0.005693264281
Long
DBT
NUSS
MX
Y
2
2035-01-24
Fixed
6.45000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2005-QS17, Class A3
761118PS1
423043.88940000
PA
USD
355090.39000000
0.004173200326
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
6.00000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
4491518.00000000
NS
4176733.39000000
0.049087065257
Long
EC
CORP
GB
N
2
N
N
N
INEOS Finance plc
2138002D68XDR4LZCG32
INEOS Finance plc
44984WAH0
1877000.00000000
PA
USD
1894874.67000000
0.022269517322
Long
DBT
CORP
GB
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM5, Class B1
64830PAE6
2041000.00000000
PA
USD
1753980.91000000
0.020613663202
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
4.04422920
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM4, Class B1
64828EAE5
2500000.00000000
PA
USD
2065068.75000000
0.024269723496
Long
ABS-MBS
CORP
US
Y
2
2059-09-25
Variable
3.73714920
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DQ5
190000.00000000
PA
USD
129865.00000000
0.001526238601
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYG3
465000.00000000
PA
USD
438012.34000000
0.005147740664
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.54200000
N
N
N
N
N
N
Dryden CLO Ltd.
254900MX6QAMC9XBAB53
Dryden CLO Ltd., Series 2019-68A, Class BR
26252QAL6
650000.00000000
PA
USD
650549.25000000
0.007645581009
Long
ABS-CBDO
CORP
KY
Y
2
2035-07-15
Floating
6.61750920
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust, Series 16-A
89356BAB4
2598000.00000000
PA
USD
2588662.79000000
0.030423263214
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
5.87500000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust, Series 2003-HE1, Class M1
36228FSU1
529651.44000000
PA
USD
544619.50000000
0.006400641468
Long
ABS-O
CORP
US
N
2
2033-06-20
Floating
6.11862840
N
N
N
N
N
N
MYT Holding LLC
N/A
MYT Holding LLC
55406N103
1342068.00000000
NS
USD
335517.00000000
0.003943164031
Long
EC
CORP
US
N
3
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 D
61765LAC4
6000000.00000000
PA
USD
5463447.00000000
0.064209168835
Long
ABS-MBS
CORP
US
Y
2
2048-05-15
Fixed
3.25700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-153, Class SA
38381DR93
16018778.01000000
PA
USD
691477.78000000
0.008126593617
Long
ABS-MBS
USGA
US
N
2
2061-08-16
Floating
0.00001080
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Iron Mountain, Inc.)
C79859754
49046.00000000
PA
USD
6038409.72000000
0.070966419040
Long
SN
CORP
CA
Y
2
2024-11-22
Fixed
10.80000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BN0
3356000.00000000
PA
USD
3038512.00000000
0.035710116711
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2006-4, Class 3CB4
05950AAR7
339180.49940000
PA
USD
295877.46000000
0.003477300280
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.00000000
N
N
N
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29365BAA1
5001000.00000000
PA
USD
4844757.76000000
0.056938022639
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
3840000.00000000
PA
USD
3763200.00000000
0.044227013488
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2020-2
38380NW21
6263508.11000000
PA
USD
268002.99000000
0.003149705530
Long
ABS-MBS
USGA
US
N
2
2062-03-16
Variable
0.59178960
N
N
N
N
N
N
Envision Healthcare Corp.
549300OL60X0LPKY8N60
Envision Healthcare Corp.
N/A
6493.00000000
NS
USD
68988.13000000
0.000810783098
Long
EC
CORP
US
N
3
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAE1
2798000.00000000
PA
USD
2815270.85000000
0.033086474770
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
7.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR22, Class E
12592XAJ5
2500000.00000000
PA
USD
1659286.50000000
0.019500767011
Long
ABS-MBS
CORP
US
Y
2
2048-03-10
Fixed
3.00000000
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
105756CK4
880000.00000000
PA
USD
885280.00000000
0.010404254491
Long
DBT
NUSS
BR
N
2
2032-01-22
Fixed
6.12500000
N
N
N
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
N/A
30174.00000000
NS
1833091.39000000
0.021543409234
Long
EC
CORP
DE
N
2
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc., Series G
59156RCA4
5639000.00000000
PA
USD
5518134.46000000
0.064851883288
Long
DBT
CORP
US
N
2
2025-09-15
Variable
3.85000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BQ4
3156000.00000000
PA
USD
3008435.22000000
0.035356639310
Long
DBT
CORP
PA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-10, Class 1A16
1266942N7
977157.41000000
PA
USD
410082.67000000
0.004819497177
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BJ0
3169000.00000000
PA
USD
3062404.98000000
0.035990918993
Long
DBT
CORP
US
N
2
2052-03-01
Variable
5.12500000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CS9
762000.00000000
PA
USD
676707.82000000
0.007953009641
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NE7
464000.00000000
PA
USD
391083.55000000
0.004596209991
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
NCR Voyix Corp.
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EBA5
4596000.00000000
PA
USD
4392340.67000000
0.051620990129
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
CommScope LLC
549300Z6K4JXMFE8QY54
CommScope LLC
20338QAD5
5095000.00000000
PA
USD
4973778.23000000
0.058454335901
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class E
80290CBJ2
58910.36000000
PA
USD
60186.56000000
0.000707342634
Long
ABS-O
CORP
US
Y
2
2032-12-15
Fixed
11.36600000
N
N
N
N
N
N
Iridium Satellite LLC
254900615BJ7139TFM33
Iridium Satellite LLC, 1st Lien Term Loan B
46269KAT1
580612.50000000
PA
USD
573285.17000000
0.006737534796
Long
LON
CORP
US
N
2
2030-09-20
Variable
7.59670000
N
N
N
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG (Registered)
N/A
25925.00000000
NS
810978.92000000
0.009531030940
Long
EC
CORP
CH
N
2
N
N
N
Carpenter Technology Corp.
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AM5
870000.00000000
PA
USD
899038.86000000
0.010565955513
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
Buttermilk Park CLO Ltd.
N/A
Buttermilk Park CLO Ltd., Series 2018-1A, Class CR
124166AW9
931190.00000000
PA
USD
931533.61000000
0.010947850110
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-15
Floating
6.60589920
N
N
N
N
N
N
First Student Bidco, Inc.
N/A
First Student Bidco, Inc., 1st Lien Term Loan B
33718FAE0
4222688.51970000
PA
USD
4223997.55000000
0.049642537366
Long
LON
CORP
US
N
2
2028-07-21
Variable
7.70367000
N
N
N
N
N
N
Madison Safety & Flow LLC
N/A
Madison Safety & Flow LLC, 1st Lien Term Loan
55822DAL5
465000.00000000
PA
USD
466743.75000000
0.005485406602
Long
LON
CORP
US
N
2
2031-09-26
Variable
7.96767000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q012, Class X
3137FVNQ1
20813336.30500000
PA
USD
3279792.59000000
0.038545767197
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Variable
4.05573120
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
05675M2D5
481000.00000000
PA
USD
448830.72000000
0.005274883691
Long
DBT
NUSS
BH
Y
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AG3
1821000.00000000
PA
USD
1789217.81000000
0.021027784921
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLL3
515000.00000000
PA
USD
504700.00000000
0.005931487486
Long
DBT
UST
US
N
2
2027-09-15
Fixed
3.37500000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
77313LAA1
2759000.00000000
PA
USD
2625479.02000000
0.030855946011
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CE2
10000.00000000
PA
USD
9811.46000000
0.000115309197
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AQ1
1952000.00000000
PA
USD
2091692.93000000
0.024582624210
Long
DBT
CORP
GB
N
2
2033-11-10
Variable
8.12500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-32CB, Class 2A5
12667FP74
1120750.52000000
PA
USD
1070235.04000000
0.012577938868
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.50000000
N
N
N
N
N
N
Embarq Corp.
N/A
Embarq Corp.
29078EAA3
4000000.00000000
PA
USD
1712760.00000000
0.020129214397
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.99500000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB, Class A
N/A
137987.00000000
NS
1433773.23000000
0.016850421976
Long
EC
CORP
SE
N
2
N
N
N
Societe Generale SA
N/A
Societe Generale SA, ELN, (linked to Cleveland-Cliffs, Inc.)
83370X394
336561.00000000
PA
USD
4357491.62000000
0.051211426618
Long
SN
CORP
US
N
2
2024-11-22
Fixed
22.60000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
4887000.00000000
PA
USD
4911484.85000000
0.057722232862
Long
DBT
CORP
FI
Y
2
2026-03-26
Variable
6.62500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
30586.00000000
NS
USD
5451342.78000000
0.064066913972
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-R3, Class B1
92538EAE7
2500000.00000000
PA
USD
2017925.25000000
0.023715669443
Long
ABS-MBS
CORP
US
Y
2
2064-04-25
Variable
3.06600120
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
2950000.00000000
PA
USD
1803187.50000000
0.021191963723
Long
DBT
NUSS
LK
Y
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
60560.00000000
NS
USD
4990144.00000000
0.058646674637
Long
EC
CORP
US
N
1
N
N
N
Chase Funding Trust
N/A
Chase Funding Trust, Series 2003-5, Class 1M2
161546GN0
106319.31000000
PA
USD
93122.77000000
0.001094425490
Long
ABS-O
CORP
US
N
2
2032-09-25
Variable
5.64099840
N
N
N
N
N
N
TGP Holdings III LLC
549300LURVM6CQ1MNO41
TGP Holdings III LLC, 1st Lien Term Loan
87251RAK9
310637.73060000
PA
USD
293642.74000000
0.003451036730
Long
LON
CORP
US
N
2
2028-06-29
Variable
8.03516000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300RVQJTKIK3XGD11
Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class D
95001LAC6
1250000.00000000
PA
USD
998722.50000000
0.011737487637
Long
ABS-MBS
CORP
US
Y
2
2051-03-15
Fixed
3.00000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
43000.00000000
PA
USD
39572.87000000
0.000465080212
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Man Group plc
2549003YWC1DW6LALB09
Man Group plc
N/A
300054.00000000
NS
767896.90000000
0.009024709437
Long
EC
CORP
JE
N
2
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc.
86881WAF9
2300000.00000000
PA
USD
2361649.20000000
0.027755285667
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
7.25000000
N
N
N
N
N
N
Kodiak Gas Services LLC
549300ZQBRWEUOVOM131
Kodiak Gas Services LLC
50012LAC8
1796000.00000000
PA
USD
1846140.73000000
0.021696771621
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.25000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
161604.00000000
NS
USD
25834015.44000000
0.303614304134
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBT8
2470000.00000000
PA
USD
2520346.87000000
0.029620380265
Long
DBT
CORP
FR
Y
2
2053-01-10
Fixed
7.36700000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2007-4, Class 8A1
05953YBY6
50673.85300000
PA
USD
36495.87000000
0.000428917765
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
5.50000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR15, Class A1A1
92922F5T1
21590.21000000
PA
USD
20257.77000000
0.000238079471
Long
ABS-MBS
CORP
US
N
2
2045-11-25
Floating
5.37207120
N
N
N
N
N
N
Emera, Inc.
NQZVQT2P5IUF2PGA1Q48
Emera, Inc., Series 16-A
290876AD3
7892000.00000000
PA
USD
7901730.84000000
0.092865103220
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.75000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
143608.00000000
NS
USD
14693970.56000000
0.172690910435
Long
EC
CORP
US
N
1
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WFF3
169000.00000000
PA
USD
169194.70000000
0.001988460958
Long
DBT
CORP
US
N
2
2025-10-10
Floating
5.33359800
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAL6
3701000.00000000
PA
USD
3738339.39000000
0.043934839132
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
797804.00000000
NS
2445670.66000000
0.028742747998
Long
EC
CORP
GB
N
2
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
5989133.00000000
NS
4110942.90000000
0.048313862427
Long
EC
CORP
GB
N
2
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BW1
2372000.00000000
PA
USD
2362310.24000000
0.027763054540
Long
DBT
CORP
LR
Y
2
2031-09-30
Fixed
5.62500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
239736.00000000
NS
USD
5403649.44000000
0.063506397924
Long
EC
CORP
US
N
1
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-28CB, Class 4A1
12667FYT6
5984.29000000
PA
USD
4282.26000000
0.000050327266
Long
ABS-MBS
CORP
US
N
2
2020-01-25
Fixed
5.00000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AN9
4097000.00000000
PA
USD
4079936.81000000
0.047949463309
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
2473000.00000000
PA
USD
2411822.68000000
0.028344949564
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
18497.00000000
NS
USD
565083.35000000
0.006641142894
Long
EC
CORP
US
N
1
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAC8
621000.00000000
PA
USD
634785.86000000
0.007460321745
Long
DBT
CORP
IE
Y
2
2026-10-14
Variable
7.58300000
N
N
N
N
N
N
B&G Foods, Inc.
N/A
B&G Foods, Inc., 1st Lien Term Loan B-5
05508TAV4
359789.44000000
PA
USD
358530.18000000
0.004213626463
Long
LON
CORP
US
N
2
2029-10-10
Variable
8.55718000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
2387000.00000000
PA
USD
2563812.42000000
0.030131209205
Long
DBT
CORP
CH
Y
2
2033-08-12
Variable
6.53700000
N
N
N
N
N
N
Rexel SA
969500N6AVPA51648T62
Rexel SA
N/A
16123.00000000
NS
444212.16000000
0.005220604058
Long
EC
CORP
FR
N
2
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
47580PAA1
1695000.00000000
PA
USD
1679822.29000000
0.019742113913
Long
DBT
CORP
US
Y
2
2032-09-01
Fixed
7.00000000
N
N
N
N
N
N
Midcontinent Communications
549300ZI9GDQBS28C408
Midcontinent Communications
59565XAD2
2213000.00000000
PA
USD
2252473.28000000
0.026472195508
Long
DBT
CORP
US
Y
2
2032-08-15
Fixed
8.00000000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR4, Class 4A1
22541SFB9
745099.66000000
PA
USD
752013.59000000
0.008838040813
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
6.63099840
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
294000.00000000
PA
USD
292426.75000000
0.003436745805
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.12500000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
1500000.00000000
PA
USD
1356562.50000000
0.015943002759
Long
DBT
NUSS
PK
Y
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
NESCO Holdings II, Inc.
254900FAHT0HW9T6L409
NESCO Holdings II, Inc.
64083YAA9
1187000.00000000
PA
USD
1104648.23000000
0.012982379934
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
56776.00000000
NS
USD
1606760.80000000
0.018883458645
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
41400.00000000
NS
2827372.88000000
0.033228703895
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Cineworld Group
N/A
16758.00000000
NS
0.03000000
0.000000000352
N/A
DO
GB
N
1
Cineworld Group
N/A
Call
Purchased
Cineworld Group
Cineworld Group
N/A
4149.00000000
GBP
2049-12-31
XXXX
0.03000000
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class D
46590RAP4
4500000.00000000
PA
USD
3364132.05000000
0.039536966823
Long
ABS-MBS
CORP
US
Y
2
2049-08-15
Variable
3.42087840
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
25714PED6
790000.00000000
PA
USD
732725.00000000
0.008611351631
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CE0
694000.00000000
PA
USD
694376.15000000
0.008160656715
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Accelleron Industries AG
254900KS0MD2PAARXD14
Accelleron Industries AG
N/A
23015.00000000
NS
1234004.13000000
0.014502635337
Long
EC
CORP
CH
N
2
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AN1
2747000.00000000
PA
USD
2744186.80000000
0.032251059369
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.75000000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAB6
2690000.00000000
PA
USD
2587271.86000000
0.030406916307
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
LABL, Inc.
5493004FUZN8R6Y3VB98
LABL, Inc.
50168AAA8
584000.00000000
PA
USD
578163.34000000
0.006794865496
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
10.50000000
N
N
N
N
N
N
CD Mortgage Trust
N/A
CD Mortgage Trust, Series 2018-CD7, Class D
12512JAE4
2000000.00000000
PA
USD
1517377.20000000
0.017832977755
Long
ABS-MBS
CORP
US
Y
2
2051-08-15
Variable
3.09201480
N
N
N
N
N
N
Directv Financing LLC
N/A
Directv Financing LLC, 1st Lien Term Loan
25460HAB8
1810818.83720000
PA
USD
1812738.31000000
0.021304209631
Long
LON
CORP
US
N
2
2027-08-02
Variable
9.84698000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
N/A
620000.00000000
PA
USD
614575.00000000
0.007222793583
Long
DBT
NUSS
SV
Y
2
2030-04-17
Fixed
9.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust, Series 2015-GC28, Class D
36251FAG1
2500000.00000000
PA
USD
2326669.75000000
0.027344189630
Long
ABS-MBS
CORP
US
Y
2
2048-02-10
Variable
4.35558240
N
N
N
N
N
N
Republic of Turkiye (The)
5493000PCHOG3B6S3Q85
Republic of Turkiye (The)
900123DJ6
900000.00000000
PA
USD
1004062.50000000
0.011800245995
Long
DBT
NUSS
TR
N
2
2030-07-13
Fixed
9.12500000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BZ3
275000.00000000
PA
USD
286343.48000000
0.003365252166
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
7.50000000
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
N/A
2525772.00000000
NS
79206916.76000000
0.930879404735
Long
EC
CORP
TW
N
2
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
793000.00000000
PA
USD
734165.59000000
0.008628282167
Long
DBT
CORP
US
N
2
2062-03-30
Variable
6.37500000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325EM3
1002000.00000000
PA
USD
1018533.00000000
0.011970310567
Long
DBT
NUSS
CO
N
2
2053-11-14
Fixed
8.75000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
5175000.00000000
PA
USD
4928969.12000000
0.057927716771
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790RAA2
618000.00000000
PA
USD
606802.33000000
0.007131445268
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.00000000
N
N
N
N
N
N
Societe Generale SA
N/A
Societe Generale SA, ELN, (linked to Cadence Design Systems, Inc.)
83370X360
26896.00000000
PA
USD
7284639.10000000
0.085612731646
Long
SN
CORP
US
N
2
2024-11-22
Fixed
15.30000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp., Series Q
89832QAF6
6957000.00000000
PA
USD
6752750.06000000
0.079361704928
Long
DBT
CORP
US
N
2
2030-03-01
Variable
5.10000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453H106
287095.00000000
NS
USD
422029.65000000
0.004959904077
Long
EC
CORP
US
N
1
N
N
N
BE Semiconductor Industries NV
7245007A1YFLI2GNYX06
BE Semiconductor Industries NV
N/A
20213.00000000
NS
2151595.65000000
0.025286631014
Long
EC
CORP
NL
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZZ0
177000.00000000
PA
USD
179153.58000000
0.002105502710
Long
DBT
CORP
CA
N
2
2026-07-20
Fixed
5.20000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc., Series 20-A
29250NBC8
10157000.00000000
PA
USD
9871648.23000000
0.116016560219
Long
DBT
CORP
CA
N
2
2080-07-15
Variable
5.75000000
N
N
N
N
N
N
Kia Corp.
988400V8MJK9N7OI5X76
Kia Corp.
N/A
54431.00000000
NS
3599465.19000000
0.042302719894
Long
EC
CORP
KR
N
2
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBR0
22000.00000000
PA
USD
20714.46000000
0.000243446721
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc.
039524AB9
649000.00000000
PA
USD
571204.05000000
0.006713076430
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
470000.00000000
PA
USD
463368.30000000
0.005445736621
Long
DBT
NUSS
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
Chord Energy Corp.
529900FA4V2YNIKZ0M71
Chord Energy Corp.
674215AL2
6102000.00000000
PA
USD
6115076.59000000
0.071867446542
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
6.37500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78017FZT3
970000.00000000
PA
USD
959668.54000000
0.011278505915
Long
DBT
CORP
CA
N
2
2030-10-18
Variable
4.65000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
62345.00000000
NS
3554580.27000000
0.041775209807
Long
EC
CORP
ES
N
2
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
180979.36100000
PA
USD
171224.57000000
0.002012317008
Long
DBT
NUSS
CI
Y
2
2032-12-31
Variable
5.74999920
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-5, Class B1
92538CAE1
2400000.00000000
PA
USD
2136487.20000000
0.025109068933
Long
ABS-MBS
CORP
US
Y
2
2065-05-25
Variable
3.70699920
N
N
N
N
N
N
DaVita, Inc.
N/A
DaVita, Inc., 1st Lien Term Loan B-1
23918VBB9
616221.95000000
PA
USD
615642.70000000
0.007235341729
Long
LON
CORP
US
N
2
2031-04-25
Variable
6.68516000
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AL8
1214000.00000000
PA
USD
1170861.85000000
0.013760555599
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.75000000
N
N
N
N
N
N
Blue Racer Midstream LLC
N/A
Blue Racer Midstream LLC
095796AK4
1040000.00000000
PA
USD
1074327.28000000
0.012626032924
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
7.25000000
N
N
N
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC
62922LAD0
2255000.00000000
PA
USD
2272683.69000000
0.026709718381
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
8.37500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
1791000.00000000
PA
USD
1732917.76000000
0.020366118501
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.65200000
N
N
N
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc., 1st Lien Term Loan
03952HAD6
228762.37400000
PA
USD
218898.14000000
0.002572600709
Long
LON
CORP
US
N
2
2027-12-06
Variable
8.03516000
N
N
N
N
N
N
Cie de Saint-Gobain SA
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain SA
N/A
28678.00000000
NS
2600662.94000000
0.030564294995
Long
EC
CORP
FR
N
2
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC, 1st Lien Term Loan C
03765VAM2
911303.53120000
PA
USD
911157.73000000
0.010708382550
Long
LON
CORP
US
N
2
2030-10-11
Variable
7.10655000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AN1
661000.00000000
PA
USD
598583.89000000
0.007034858040
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
N
Dexus
N/A
Dexus
N/A
136971.00000000
NS
642837.86000000
0.007554952887
Long
EC
CORP
AU
N
2
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBM1
8907000.00000000
PA
USD
7773428.38000000
0.091357228372
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
N/A
9346.00000000
NS
1413080.09000000
0.016607225818
Long
EC
CORP
DK
N
2
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JW89
1320000.00000000
PA
USD
1056000.00000000
0.012410641540
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., 1st Lien Term Loan
855031AU4
965270.51000000
PA
USD
891494.88000000
0.010477294877
Long
LON
CORP
US
N
2
2029-08-23
Variable
10.68864000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AS5
3957000.00000000
PA
USD
3737705.04000000
0.043927383933
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-33
38380RVE7
8093527.01000000
PA
USD
505325.83000000
0.005938842554
Long
ABS-MBS
USGA
US
N
2
2062-10-16
Variable
0.84215160
N
N
N
N
N
N
Structured Asset Mortgage Investments II Trust
N/A
Structured Asset Mortgage Investments II Trust, Series 2005-AR3, Class 1A1
86359LJZ3
1574744.97000000
PA
USD
1412813.63000000
0.016604094246
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.39206920
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAT4
2780000.00000000
PA
USD
2643208.71000000
0.031064314219
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 2A1A
45660LRX9
625351.92000000
PA
USD
497665.00000000
0.005848808638
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
5.45207040
N
N
N
N
N
N
Howard Midstream Energy Partners LLC
N/A
Howard Midstream Energy Partners LLC
442722AC8
1430000.00000000
PA
USD
1458927.47000000
0.017146047218
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
7.37500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2006-AR5, Class 1A5A
17309FAH1
302814.84100000
PA
USD
283319.14000000
0.003329708606
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
4.96425600
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN19, Class C
06540WBG7
7500000.00000000
PA
USD
5921626.50000000
0.069593924077
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Variable
4.02741000
N
N
N
N
N
N
Hydro One Ltd.
5493007QZDXTP1W2VL44
Hydro One Ltd.
448811208
26159.00000000
NS
842250.85000000
0.009898554342
Long
EC
CORP
CA
Y
1
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29365BAB9
7392000.00000000
PA
USD
7383935.33000000
0.086779710734
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
Spirit AeroSystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems, Inc.
85205TAN0
2541000.00000000
PA
USD
2740498.99000000
0.032207718376
Long
DBT
CORP
US
Y
2
2029-11-30
Fixed
9.37500000
N
N
N
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
112443.00000000
NS
USD
2684014.41000000
0.031543883267
Long
EC
CORP
US
N
1
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Republic of Zambia
988895AQ1
1623436.58000000
PA
USD
1420588.18000000
0.016695464657
Long
DBT
NUSS
ZM
Y
2
2033-06-30
Variable
5.74999920
N
N
N
N
N
ACProducts, Inc.
254900KTNXVUUHWHBF39
ACProducts, Inc., 1st Lien Term Loan
00488YAB2
3048195.37250000
PA
USD
2534239.15000000
0.029783649306
Long
LON
CORP
US
N
2
2028-05-17
Variable
9.11528000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust, Series 2005-11, Class 2A1A
41161PUK7
97251.27000000
PA
USD
89723.04000000
0.001054470158
Long
ABS-MBS
CORP
US
N
2
2045-08-19
Floating
5.49362880
N
N
N
N
N
N
China Mengniu Dairy Co. Ltd.
2549005Q343BSJ8RSS21
China Mengniu Dairy Co. Ltd.
N/A
1912000.00000000
NS
4281847.89000000
0.050322423571
Long
EC
CORP
KY
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBW1
1423000.00000000
PA
USD
1432889.38000000
0.016840034528
Long
DBT
CORP
FR
Y
2
2030-01-19
Variable
5.63400000
N
N
N
N
N
N
Republic of Costa Rica
549300S1EK2VN6XVJP58
Republic of Costa Rica
221597CR6
1090000.00000000
PA
USD
1131215.63000000
0.013294613341
Long
DBT
NUSS
CR
Y
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
Maire SpA
815600D85A61200A1B83
Maire SpA
N/A
159569.00000000
NS
1204372.72000000
0.014154392148
Long
EC
CORP
IT
N
2
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241AB9
2183627.00000000
PA
USD
1910673.63000000
0.022455194623
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K728, Class X3
3137FBTD8
969214.20000000
PA
USD
9.69000000
0.000000113881
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Variable
4.11061680
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class E
17328RAJ8
4500000.00000000
PA
USD
2146349.25000000
0.025224972690
Long
ABS-MBS
CORP
US
Y
2
2053-02-15
Fixed
2.60000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The), Series F
064058AF7
7637000.00000000
PA
USD
7513557.44000000
0.088303094771
Long
DBT
CORP
US
N
2
2026-09-20
Variable
4.62500000
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAS6
2310000.00000000
PA
USD
2328613.98000000
0.027367039195
Long
DBT
CORP
US
Y
2
2034-03-01
Fixed
6.37500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2017-P7, Class B
17325HBS2
910000.00000000
PA
USD
832022.28000000
0.009778343059
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Variable
4.13700120
N
N
N
N
N
N
Symphony CLO Ltd.
N/A
Symphony CLO Ltd., Series 2018-19A, Class B
87165YAE3
1400000.00000000
PA
USD
1401338.40000000
0.016469231589
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-16
Floating
6.25890960
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABK4
252000.00000000
PA
USD
237255.66000000
0.002788347490
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
BNP Paribas Issuance BV
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV, ELN, (linked to NU Holdings Ltd.)
N/A
394680.00000000
PA
USD
5974674.13000000
0.070217366426
Long
SN
CORP
NL
Y
2
2024-11-29
Fixed
16.60000000
N
N
N
N
N
N
DBJPM Mortgage Trust
N/A
DBJPM Mortgage Trust, Series 2016-C3, Class D
23312VAS5
1170000.00000000
PA
USD
781939.20000000
0.009189741588
Long
ABS-MBS
CORP
US
Y
2
2049-08-10
Variable
3.47760000
N
N
N
N
N
N
Endo GUC Trust
N/A
Endo GUC Trust
29281F105
377311.00000000
NS
USD
311281.58000000
0.003658337222
Long
RF
US
N
3
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-3, Class C
69546RAC0
886472.13000000
PA
USD
848384.59000000
0.009970641131
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
3.27000000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust, Series 2004-B, Class M2
35729PDR8
267363.55000000
PA
USD
262854.41000000
0.003089196836
Long
ABS-O
CORP
US
N
2
2034-05-25
Floating
5.79706920
N
N
N
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG (Registered)
N/A
10424.00000000
NS
722020.51000000
0.008485547096
Long
EC
CORP
CH
N
2
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-25, Class 2A1
12669GKF7
1572843.24000000
PA
USD
1407408.91000000
0.016540575267
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
5.53206960
N
N
N
N
N
N
Juniper Networks, Inc.
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
128816.00000000
NS
USD
5010942.40000000
0.058891107863
Long
EC
CORP
US
N
1
N
N
N
Dai Nippon Printing Co. Ltd.
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co. Ltd.
N/A
92600.00000000
NS
1607200.74000000
0.018888629040
Long
EC
CORP
JP
N
2
N
N
N
Ageas SA
5493005DJBML6LY3RV36
Ageas SA
N/A
24357.00000000
NS
1271151.68000000
0.014939211973
Long
EC
CORP
BE
N
2
N
N
N
Studio City Finance Ltd.
254900D6R731QAUIG324
Studio City Finance Ltd.
N/A
500000.00000000
PA
USD
450646.25000000
0.005296220710
Long
DBT
CORP
VG
Y
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
40603.00000000
NS
USD
4973055.44000000
0.058445841311
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAF0
400000.00000000
PA
USD
399123.75000000
0.004690702453
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
10954000.00000000
PA
USD
10247140.57000000
0.120429534493
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Orion OYJ
74370029VAHCXDR7B745
Orion OYJ, Class B
N/A
43412.00000000
NS
2108435.64000000
0.024779392933
Long
EC
CORP
FI
N
1
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCK7
16121000.00000000
PA
USD
13989594.23000000
0.164412726590
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-5, Class B1
92538KAE3
3826000.00000000
PA
USD
2628229.76000000
0.030888274087
Long
ABS-MBS
CORP
US
Y
2
2066-09-25
Variable
3.03699960
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAD6
1140000.00000000
PA
USD
1103340.34000000
0.012967008954
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
Altice France Holding SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
4564000.00000000
PA
USD
1387586.80000000
0.016307615890
Long
DBT
CORP
LU
Y
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class M1
35563GAA7
1698181.08000000
PA
USD
1693541.48000000
0.019903348713
Long
ABS-MBS
USGSE
US
Y
2
2051-11-25
Floating
7.15682160
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
264000.00000000
PA
USD
250160.90000000
0.002940016342
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53800000
N
N
N
N
N
N
Archrock Partners LP
N/A
Archrock Partners LP
03959KAD2
1719000.00000000
PA
USD
1726771.60000000
0.020293885747
Long
DBT
CORP
US
Y
2
2032-09-01
Fixed
6.62500000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
800000.00000000
PA
USD
770368.00000000
0.009053751043
Long
DBT
NUSS
NG
Y
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
44027.00000000
NS
USD
1619753.33000000
0.019036153373
Long
EC
CORP
US
N
1
N
N
N
Intelsat SA
549300YV2L21F4K80V46
Intelsat SA
N/A
270380.00000000
NS
USD
8111400.00000000
0.095329240329
Long
EC
CORP
LU
N
3
N
N
N
VASA Trust
N/A
VASA Trust, Series 2021-VASA, Class G
92230AAN6
1360000.00000000
PA
USD
617997.60000000
0.007263017695
Long
ABS-MBS
CORP
US
Y
2
2039-07-15
Floating
9.91847880
N
N
N
N
N
N
Atlas Arteria Ltd.
254900SGF4ZQDBH2YC59
Atlas Arteria Ltd.
N/A
186440.00000000
NS
596836.77000000
0.007014325009
Long
EC
CORP
AU
N
2
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAJ2
5231000.00000000
PA
USD
5248999.87000000
0.061688878627
Long
DBT
CORP
GB
N
2
2026-06-27
Variable
6.75000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
33158.00000000
NS
USD
4445161.48000000
0.052241766776
Long
EC
CORP
US
N
1
N
N
N
Bank Mandiri Persero Tbk. PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk. PT
N/A
8211100.00000000
NS
3485769.02000000
0.040966505491
Long
EC
CORP
ID
N
2
N
N
N
Prestige Brands, Inc.
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAM7
1071000.00000000
PA
USD
954674.62000000
0.011219814863
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
Balfour Beatty plc
CT4UIJ3TUKGYYHMENQ17
Balfour Beatty plc
N/A
324954.00000000
NS
1863765.09000000
0.021903901938
Long
EC
CORP
GB
N
1
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AE1
884000.00000000
PA
USD
861022.54000000
0.010119168657
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Crowdstrike Holdings, Inc.)
C79859556
22009.00000000
PA
USD
6539758.20000000
0.076858517782
Long
SN
CORP
CA
Y
2
2024-11-08
Fixed
14.80000000
N
N
N
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
24882.00000000
NS
USD
2853965.40000000
0.033541232525
Long
EC
CORP
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368L5Q5
4575000.00000000
PA
USD
4761980.25000000
0.055965179832
Long
DBT
CORP
CA
N
2
2084-11-26
Variable
7.30000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG (Registered)
N/A
118074.00000000
NS
3611645.97000000
0.042445874529
Long
EC
CORP
CH
N
2
N
N
N
APi Group DE, Inc.
549300XP4G7B4QYA0G83
APi Group DE, Inc., 1st Lien Term Loan
00186XAM5
487485.84000000
PA
USD
486993.48000000
0.005723391583
Long
LON
CORP
US
N
2
2029-01-03
Variable
6.68516000
N
N
N
N
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
31117.00000000
NS
USD
5262507.04000000
0.061847621662
Long
EC
CORP
US
N
1
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AP8
2552000.00000000
PA
USD
2666452.58000000
0.031337487835
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.40000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series FF
060505FL3
4378000.00000000
PA
USD
4418439.59000000
0.051927717725
Long
DBT
CORP
US
N
2
2028-03-15
Variable
5.87500000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AL5
1772000.00000000
PA
USD
1635138.69000000
0.019216969838
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
4.87500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAX5
326000.00000000
PA
USD
322629.35000000
0.003791701906
Long
DBT
CORP
FR
Y
2
2025-02-04
Fixed
0.99800000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
224874.00000000
NS
USD
4382794.26000000
0.051508795932
Long
EC
CORP
US
N
1
N
N
N
SSAB AB
529900329VS14ZIML164
SSAB AB, Class B
N/A
41176.00000000
NS
194234.68000000
0.002282743359
Long
EC
CORP
SE
N
2
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-11, Class A1
69362QAA7
2928185.13000000
PA
USD
2895799.70000000
0.034032890197
Long
ABS-O
CORP
US
Y
2
2026-11-25
Variable
2.48699880
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AM8
6555000.00000000
PA
USD
6459958.40000000
0.075920670517
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906EP48
300000.00000000
PA
USD
296310.40000000
0.003482388408
Long
STIV
CORP
GB
Y
2
2025-02-04
None
0.00000000
N
N
N
N
N
N
Pike Corp.
549300P4EKEP6HK0NC58
Pike Corp., 1st Lien Term Loan
72108PAR5
755961.64000000
PA
USD
757927.14000000
0.008907539818
Long
LON
CORP
US
N
2
2028-01-21
Variable
7.79964000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
17398.00000000
NS
USD
2270439.00000000
0.026683337658
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CM0
3866000.00000000
PA
USD
3972315.00000000
0.046684637830
Long
DBT
CORP
GB
Y
2
2027-08-15
Variable
7.75000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
FREMF 2022-KF132 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2022-KF132, Class CS
30325VAE6
7869811.16000000
PA
USD
7279530.47000000
0.085552692464
Long
ABS-MBS
USGSE
US
Y
2
2032-02-25
Floating
11.56334040
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAG9
1888000.00000000
PA
USD
1993718.56000000
0.023431180283
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
7.37500000
N
N
N
N
N
N
AHP Health Partners, Inc.
N/A
AHP Health Partners, Inc., 1st Lien Term Loan B
00130MAK0
370861.40000000
PA
USD
371139.55000000
0.004361818102
Long
LON
CORP
US
N
2
2028-08-24
Variable
7.43516000
N
N
N
N
N
N
White Cap Supply Holdings LLC
N/A
White Cap Supply Holdings LLC, 1st Lien Term Loan C
96350TAH3
3622959.79000000
PA
USD
3613069.11000000
0.042462599984
Long
LON
CORP
US
N
2
2029-10-19
Variable
7.93516000
N
N
N
N
N
N
Republic of Honduras
5493002DW1JNBNG17615
Republic of Honduras
N/A
2200000.00000000
PA
USD
2148437.50000000
0.025249514851
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
N/A
1025752.00000000
NS
4659524.90000000
0.054761073182
Long
EC
CORP
BR
N
1
N
N
N
Precision Drilling Corp.
549300WF2OE8T5BP4B84
Precision Drilling Corp.
740212AM7
168000.00000000
PA
USD
167149.25000000
0.001964421804
Long
DBT
CORP
CA
Y
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan
18452RAF2
1382764.31000000
PA
USD
1374868.73000000
0.016158146754
Long
LON
CORP
US
N
2
2028-08-23
Variable
8.79964000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
N/A
212653.00000000
NS
3239383.22000000
0.038070856017
Long
EC
CORP
IT
N
2
N
N
N
Chase Mortgage Finance Trust
N/A
Chase Mortgage Finance Trust, Series 2006-S3, Class 1A2
16162XAB3
1044604.38790000
PA
USD
411546.86000000
0.004836705072
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.00000000
N
N
N
N
N
N
Energean Israel Finance Ltd.
98450044QACBL3F8EB03
Energean Israel Finance Ltd.
N/A
220000.00000000
PA
USD
198000.00000000
0.002326995288
Long
DBT
CORP
IL
Y
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
284791.00000000
NS
31902492.61000000
0.374934090924
Long
EC
CORP
FR
N
2
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AW9
1330000.00000000
PA
USD
1297282.00000000
0.015246308596
Long
DBT
NUSS
CO
N
2
2032-02-01
Fixed
7.75000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAH6
476000.00000000
PA
USD
481321.68000000
0.005656733746
Long
DBT
CORP
FR
Y
2
2027-03-11
Fixed
5.13400000
N
N
N
N
N
N
Impac Secured Assets CMN Owner Trust
N/A
Impac Secured Assets CMN Owner Trust, Series 2003-2, Class A4
45254TMV3
143860.62000000
PA
USD
97374.87000000
0.001144398301
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Fixed
3.75000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2018-2, Class A
92259BAA8
1541206.11000000
PA
USD
1486888.30000000
0.017474656914
Long
ABS-MBS
CORP
US
Y
2
2048-10-26
Variable
4.05000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
N/A
22775.00000000
NS
2420603.64000000
0.028448147809
Long
EC
CORP
FR
N
2
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp.
25470MAB5
4533000.00000000
PA
USD
3805964.96000000
0.044729608742
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
EchoStar Corp.
EchoStar Corp.
USD
XXXX
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
9670000.00000000
PA
USD
4877354.60000000
0.057321117049
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
5.00000040
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-13CB, Class A4
12667GAD5
771739.32000000
PA
USD
658029.94000000
0.007733497829
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.50000000
N
N
N
N
N
N
Virgin Media Secured Finance plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAP0
4520000.00000000
PA
USD
4274729.43000000
0.050238763860
Long
DBT
CORP
GB
Y
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
25714PEE4
880000.00000000
PA
USD
773520.00000000
0.009090794928
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-6, Class C
80287DAE7
502000.00000000
PA
USD
520380.08000000
0.006115767649
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
6.40000000
N
N
N
N
N
N
Wayfair LLC
549300CTUWTZGOXMYI40
Wayfair LLC
94419NAA5
1226000.00000000
PA
USD
1240604.27000000
0.014580203492
Long
DBT
CORP
US
Y
2
2029-10-31
Fixed
7.25000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
43504.00000000
NS
28961506.84000000
0.340370151373
Long
EC
CORP
FR
N
2
N
N
N
Greenko Power II Ltd.
254900YYA4B6O2O4JM12
Greenko Power II Ltd.
39530MAA6
541320.00000000
PA
USD
504867.51000000
0.005933456147
Long
DBT
CORP
MU
Y
2
2028-12-13
Fixed
4.30000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAT0
645000.00000000
PA
USD
642532.75000000
0.007551367081
Long
DBT
CORP
GB
N
2
2026-08-11
Variable
4.71600000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to American Express Co.)
C79859879
30954.00000000
PA
USD
8349984.54000000
0.098133205483
Long
SN
CORP
CA
Y
2
2024-11-29
Fixed
7.50000000
N
N
N
N
N
N
Ineos US Finance LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC, 1st Lien Term Loan
G4768PAN1
520502.82000000
PA
USD
520830.74000000
0.006121064031
Long
LON
CORP
US
N
2
2030-02-18
Variable
7.93516000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series X
172967MV0
7615000.00000000
PA
USD
7359591.38000000
0.086493608426
Long
DBT
CORP
US
N
2
2026-02-18
Variable
3.87500000
N
N
N
N
N
N
Kingston Airport Revenue Finance Ltd.
254900SK2YRR95AVHU30
Kingston Airport Revenue Finance Ltd.
49647QAA6
1299000.00000000
PA
USD
1315068.63000000
0.015455345991
Long
DBT
CORP
KY
Y
2
2036-12-15
Fixed
6.75000000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class G
55348UAW8
4000000.00000000
PA
USD
2140000.00000000
0.025150353120
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
CSN Resources SA
222100ZEX458NMOXZP08
CSN Resources SA
12644VAD0
900000.00000000
PA
USD
712687.50000000
0.008375860883
Long
DBT
CORP
LU
Y
2
2031-06-10
Fixed
4.62500000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
1138000.00000000
PA
USD
1062168.69000000
0.012483139078
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
605022.00000000
NS
27746130.15000000
0.326086435052
Long
EC
CORP
GB
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2024-32
38381J2J5
51717794.32000000
PA
USD
2575696.14000000
0.030270872641
Long
ABS-MBS
USGA
US
N
2
2063-06-16
Variable
0.70621920
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR24, Class D
12593JBL9
2134000.00000000
PA
USD
1892740.42000000
0.022244434546
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.46299840
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AK3
2065000.00000000
PA
USD
1280460.12000000
0.015048609427
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
191929.00000000
NS
1597780.14000000
0.018777913425
Long
EC
CORP
GB
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Freshpet, Inc.)
C79860117
24423.00000000
PA
USD
3217310.15000000
0.037811442229
Long
SN
CORP
CA
Y
2
2024-11-29
Fixed
17.20000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBL3
540000.00000000
PA
USD
422807.69000000
0.004969047993
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
VT Topco, Inc.
5493007T812R37X02Y38
VT Topco, Inc., 1st Lien Term Loan
91838LAJ9
615357.75000000
PA
USD
616637.69000000
0.007247035351
Long
LON
CORP
US
N
2
2030-08-09
Variable
8.18516000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AK7
3278000.00000000
PA
USD
3071138.86000000
0.036093563931
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2005-A8, Class 4A1
466247YZ0
1039084.16430000
PA
USD
869204.29000000
0.010215324685
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.52354480
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAM4
1670000.00000000
PA
USD
1699664.21000000
0.019975306106
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Verus Securitization Trust
984500915DDB7T2ACA27
Verus Securitization Trust, Series 2023-6, Class B1
92539XAE4
3500000.00000000
PA
USD
3523598.05000000
0.041411091221
Long
ABS-MBS
CORP
US
Y
2
2068-09-25
Variable
7.81556760
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
1735000.00000000
PA
USD
1244647.53000000
0.014627721911
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
Glencore plc
2138002658CPO9NBH955
Glencore plc
N/A
486856.00000000
NS
2553384.74000000
0.030008657880
Long
EC
CORP
JE
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC03, Class X1
3137FKWE2
49172466.21000000
PA
USD
4981.17000000
0.000058541207
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Variable
0.43389360
N
N
N
N
N
N
Mapfre SA
95980020140005693107
Mapfre SA
N/A
423021.00000000
NS
1209252.46000000
0.014211741299
Long
EC
CORP
ES
N
2
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618MAA4
696000.00000000
PA
USD
670464.66000000
0.007879636894
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class C
46643TBG6
1926232.00000000
PA
USD
1746706.21000000
0.020528167280
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Variable
4.33107000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
663000.00000000
PA
USD
611167.68000000
0.007182749050
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
N/A
350000.00000000
PA
USD
319595.50000000
0.003756046579
Long
DBT
NUSS
PY
Y
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
COLT Mortgage Loan Trust
213800IHRVKO9R6JZ883
COLT Mortgage Loan Trust, Series 2023-2, Class A1
12598UAA4
2339697.52000000
PA
USD
2363505.11000000
0.027777097252
Long
ABS-MBS
CORP
US
Y
2
2068-07-25
Variable
6.59599920
N
N
N
N
N
N
Indy US Bidco LLC
N/A
Indy US Bidco LLC, 1st Lien Term Loan B-1
45674PAF1
375434.13240000
PA
USD
371563.41000000
0.004366799517
Long
LON
CORP
US
N
2
2028-03-06
Variable
8.54964000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35908MAA8
50000.00000000
PA
USD
48853.11000000
0.000574146246
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Vertiv Holdings Co.)
C79859887
53790.00000000
PA
USD
5903169.73000000
0.069377010860
Long
SN
CORP
CA
Y
2
2024-11-29
Fixed
17.70000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N/A
2717943.00000000
NS
10622497.90000000
0.124840922061
Long
EC
CORP
NL
N
1
N
N
N
Power Grid Corp. of India Ltd.
3358009SHWZ3DZEQ4Z56
Power Grid Corp. of India Ltd.
N/A
499680.00000000
NS
1900772.83000000
0.022338835456
Long
EC
CORP
IN
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-169
38381DY87
29345519.87000000
PA
USD
2335137.46000000
0.027443706404
Long
ABS-MBS
USGA
US
N
2
2061-06-16
Variable
1.11246120
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
1661000.00000000
PA
USD
1575207.52000000
0.018512628676
Long
DBT
CORP
CH
Y
2
2027-02-12
Variable
4.87500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JX21
880000.00000000
PA
USD
755154.40000000
0.008874953187
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05290000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
63355.00000000
NS
USD
4309407.10000000
0.050646313227
Long
EC
CORP
US
N
1
N
N
N
Pricoa Global Funding I
635400IBXEBMD9ADYA79
Pricoa Global Funding I
74153WCQ0
304000.00000000
PA
USD
302910.19000000
0.003559952449
Long
DBT
CORP
US
Y
2
2024-12-06
Fixed
1.15000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
170000.00000000
PA
USD
165779.98000000
0.001948329456
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
QBE Insurance Group Ltd.
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
N/A
1000003.00000000
NS
11290156.35000000
0.132687578968
Long
EC
CORP
AU
N
2
N
N
N
Guardian US Holdco LLC
254900OSYC6XQ21DY128
Guardian US Holdco LLC, 1st Lien Term Loan
40147EAB5
345638.13500000
PA
USD
344611.59000000
0.004050048214
Long
LON
CORP
US
N
2
2030-01-31
Variable
8.83458000
N
N
N
N
N
N
Raven Acquisition Holdings LLC
N/A
Raven Acquisition Holdings LLC, 1st Lien Term Loan B
N/A
2905236.90000000
PA
USD
2886004.23000000
0.033917768921
Long
LON
CORP
US
N
2
2031-10-24
Variable
7.52668000
N
N
N
N
N
N
TriNet Group, Inc.
5299003FJVBETSFKE990
TriNet Group, Inc.
896288AC1
2095000.00000000
PA
USD
2145533.50000000
0.025215385587
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
7.12500000
N
N
N
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Republic of Paraguay
N/A
2100000.00000000
PA
USD
1859156.25000000
0.021849736539
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Lancashire Holdings Ltd.
5493002UNUYXLHOWF752
Lancashire Holdings Ltd.
N/A
128959.00000000
NS
1049265.81000000
0.012331497962
Long
EC
CORP
BM
N
1
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2005-6, Class 1A2
05946XM26
1056582.73120000
PA
USD
832286.28000000
0.009781445719
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
Dryden 37 Senior Loan Fund
254900I0IPNA482LDS44
Dryden Senior Loan Fund, Series 2015-37A, Class AR
26249MAN7
965883.18000000
PA
USD
967332.00000000
0.011368570740
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-15
Floating
6.01751160
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
N/A
6364000.00000000
PA
6801886.69000000
0.079939183243
Long
DBT
CORP
GB
Y
2
2029-03-22
Variable
3.62500000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
2015000.00000000
PA
USD
2037741.29000000
0.023948557482
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2004-A6, Class 1A1
466247GR8
25138.04000000
PA
USD
22781.93000000
0.000267744665
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
4.25513160
N
N
N
N
N
N
Whatabrands LLC
N/A
Whatabrands LLC, 1st Lien Term Loan B
96244UAH0
534157.42180000
PA
USD
533799.54000000
0.006273479872
Long
LON
CORP
US
N
2
2028-08-03
Variable
7.43516000
N
N
N
N
N
N
Societe Generale SA
N/A
Societe Generale SA, ELN, (linked to Toast, Inc.)
83370X410
185957.00000000
PA
USD
5574513.14000000
0.065514473807
Long
SN
CORP
US
N
2
2024-11-29
Fixed
21.60000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
80011.00000000
NS
3004196.83000000
0.035306827625
Long
EC
CORP
FR
N
2
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
N/A
1978000.00000000
PA
2468787.55000000
0.029014429281
Long
DBT
CORP
GB
Y
2
2027-03-22
Variable
4.25000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AE9
132000.00000000
PA
USD
113784.00000000
0.001337246625
Long
DBT
NUSS
CO
N
2
2043-09-18
Fixed
7.37500000
N
N
N
N
N
N
Haier Smart Home Co. Ltd.
3003002BYTNGNJTWSH07
Haier Smart Home Co. Ltd., Class A
N/A
196200.00000000
NS
805654.08000000
0.009468450750
Long
EC
CORP
CN
N
2
N
N
N
CHEC Loan Trust
N/A
CHEC Loan Trust, Series 2004-1, Class M1
162765AD3
433570.03000000
PA
USD
425341.69000000
0.004998828832
Long
ABS-O
CORP
US
Y
2
2034-07-25
Floating
5.75206920
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-J2, Class 1A5
12667F6A8
3092268.16500000
PA
USD
2364281.45000000
0.027786221189
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
5.35206960
N
N
N
N
N
N
Kinetik Holdings LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
2016000.00000000
PA
USD
2000480.03000000
0.023510644470
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.87500000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAG8
317000.00000000
PA
USD
316268.70000000
0.003716948357
Long
DBT
CORP
CA
Y
2
2025-08-23
Fixed
4.40000000
N
N
N
N
N
N
Icon Parent, Inc.
N/A
Icon Parent, Inc., 1st Lien Term Loan B
N/A
2725000.00000000
PA
USD
2705407.25000000
0.031795302651
Long
LON
CORP
US
N
2
2031-09-12
Variable
8.05453000
N
N
N
N
N
N
Hammerson plc
213800G1C9KKVVDN1A60
Hammerson plc
N/A
260641.00000000
NS
965904.08000000
0.011351789108
Long
EC
CORP
GB
N
1
N
N
N
Bridgecrest Lending Auto Securitization Trust
N/A
Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class D
10805NAF2
1480000.00000000
PA
USD
1495169.11000000
0.017571977145
Long
ABS-O
CORP
US
N
2
2030-05-15
Fixed
5.83000000
N
N
N
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
98675.00000000
NS
USD
4483792.00000000
0.052695772019
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series T
172967KM2
4682000.00000000
PA
USD
4738141.86000000
0.055685019119
Long
DBT
CORP
US
N
2
2026-08-15
Variable
6.25000000
N
N
N
N
N
N
Infosys Ltd.
335800TYLGG93MM7PR89
Infosys Ltd.
456788108
603359.00000000
NS
USD
12616236.69000000
0.148272340098
Long
EC
CORP
IN
N
1
N
N
N
Trinseo Materials Operating SCA
N/A
Trinseo Materials Operating SCA
89668QAF5
3303000.00000000
PA
USD
1771932.33000000
0.020824637292
Long
DBT
CORP
LU
Y
2
2029-04-01
Fixed
5.12500000
N
N
N
N
N
Powszechny Zaklad Ubezpieczen SA
QLPCKOOKVX32FUELX240
Powszechny Zaklad Ubezpieczen SA
N/A
116081.00000000
NS
1151198.76000000
0.013529465105
Long
EC
CORP
PL
N
2
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BG1
8130000.00000000
PA
USD
7639547.99000000
0.089783798893
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
4.75000000
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
85325VLU2
400000.00000000
PA
USD
401235.23000000
0.004715517625
Long
STIV
CORP
GB
N
2
2025-04-10
Fixed
5.51000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K084, Class X3
3137FJZC6
6000000.00000000
PA
USD
478763.40000000
0.005626667556
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Variable
2.24241840
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAC0
9647000.00000000
PA
USD
9649315.28000000
0.113403591900
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AL5
320000.00000000
PA
USD
110400.00000000
0.001297476161
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.75000000
N
N
N
N
N
Liberty Interactive LLC
Liberty Interactive LLC
USD
XXXX
N
N
N
Knife River Corp.
N/A
Knife River Corp.
498894AA2
1244000.00000000
PA
USD
1303228.08000000
0.015316189910
Long
DBT
CORP
US
Y
2
2031-05-01
Fixed
7.75000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-50CB, Class 4A1
12668ALL7
969.00720000
PA
USD
932.39000000
0.000010957914
Long
ABS-MBS
CORP
US
N
2
2020-11-25
Fixed
5.00000000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAN9
3249000.00000000
PA
USD
3152014.85000000
0.037044059121
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2016-CR28, Class C
12593YBM4
2000000.00000000
PA
USD
1767883.60000000
0.020777054587
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
4.58579160
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust, Series 2005-A14, Class A1
45660LS83
125255.13110000
PA
USD
58179.89000000
0.000683759242
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Boost Newco Borrower LLC
N/A
Boost Newco Borrower LLC, 1st Lien Term Loan B-1
92943EAE6
390000.00000000
PA
USD
390733.20000000
0.004592092502
Long
LON
CORP
US
N
2
2031-01-31
Variable
7.10367000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
45662.00000000
NS
1892263.61000000
0.022238830836
Long
EC
CORP
AT
N
2
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06418GAC1
310000.00000000
PA
USD
311224.50000000
0.003657666390
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
5.45000000
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
105756CJ7
1155000.00000000
PA
USD
1152863.25000000
0.013549027026
Long
DBT
NUSS
BR
N
2
2054-05-13
Fixed
7.12500000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-1, Class 1A3
9393362F9
370603.26000000
PA
USD
346167.57000000
0.004068334871
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
5.50000000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAD8
776000.00000000
PA
USD
774549.73000000
0.009102896831
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDT8
552000.00000000
PA
USD
561652.31000000
0.006600819592
Long
DBT
CORP
NL
Y
2
2030-03-05
Variable
5.44700000
N
N
N
N
N
N
M&G plc
254900TWUJUQ44TQJY84
M&G plc
N/A
95789.00000000
NS
239975.16000000
0.002820308417
Long
EC
CORP
GB
N
2
N
N
N
Telstra Group Ltd.
894500WRW54CVN62K416
Telstra Group Ltd.
N/A
372055.00000000
NS
931411.48000000
0.010946414777
Long
EC
CORP
AU
N
2
N
N
N
New World Development Co. Ltd.
2549008GWMWXTIRL4S48
New World Development Co. Ltd.
N/A
681000.00000000
NS
684452.00000000
0.008044023128
Long
EC
CORP
HK
N
2
N
N
N
Commonwealth of the Bahamas
549300W13SXC7EKNJC20
Commonwealth of the Bahamas
N/A
1400000.00000000
PA
USD
1323308.00000000
0.015552179199
Long
DBT
NUSS
BS
Y
2
2028-11-21
Fixed
6.00000000
N
N
N
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
19761.00000000
NS
USD
1730668.38000000
0.020339682659
Long
EC
CORP
US
N
1
N
N
N
HOCHTIEF AG
529900Y25S8NZIYTT924
HOCHTIEF AG
N/A
9325.00000000
NS
1141975.79000000
0.013421072137
Long
EC
CORP
DE
N
2
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust, Series 2004-3, Class M2
68389FFU3
280552.36000000
PA
USD
283658.41000000
0.003333695877
Long
ABS-O
CORP
US
N
2
2034-11-25
Floating
5.70706920
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
5870000.00000000
PA
USD
6796244.91000000
0.079872878216
Long
DBT
CORP
CH
Y
2
2033-11-13
Variable
9.25000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AR6
12770000.00000000
PA
USD
12412203.76000000
0.145874442791
Long
DBT
CORP
FR
Y
2
2034-09-23
Variable
6.70000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AD6
6785000.00000000
PA
USD
6299574.64000000
0.074035760143
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAU3
2169000.00000000
PA
USD
2310139.00000000
0.027149911966
Long
DBT
CORP
CA
Y
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc, ELN, (linked to Penumbra, Inc.)
N/A
17099.00000000
PA
USD
3754400.94000000
0.044123602522
Long
SN
CORP
GB
N
2
2024-11-08
Fixed
18.90000000
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
-784.00000000
NC
985993.57000000
0.011587890869
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
EU0009658145
2024-12-20
-37961280.00000000
EUR
985993.57000000
N
N
N
Republic of Turkiye (The)
5493000PCHOG3B6S3Q85
Republic of Turkiye (The)
900123BJ8
570000.00000000
PA
USD
479512.50000000
0.005635471355
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
ROCK Trust
N/A
ROCK Trust, Series 2024-CNTR, Class E
74970WAJ9
4825000.00000000
PA
USD
4911265.21000000
0.057719651542
Long
ABS-MBS
CORP
US
Y
2
2041-11-13
Fixed
8.81906000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-1, Class 1A7
93935PAG4
2250774.13070000
PA
USD
1645355.73000000
0.019337045616
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.45207040
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
237000.00000000
PA
USD
246676.24000000
0.002899062870
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72100000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A7, Class 2A4
46629DAR6
285320.81770000
PA
USD
220738.88000000
0.002594234009
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
4.44346560
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2017-C1, Class D
07332VAA3
2887000.00000000
PA
USD
2153661.87000000
0.025310914268
Long
ABS-MBS
CORP
US
Y
2
2050-02-15
Variable
3.52895040
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AH4
2807000.00000000
PA
USD
2813450.49000000
0.033065080986
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust, Series 2006-A8, Class 3A1
761119AP1
2561468.52860000
PA
USD
1144955.68000000
0.013456093298
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.00000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
111963.00000000
NS
USD
5863502.31000000
0.068910819449
Long
EC
CORP
US
N
1
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
3800000.00000000
PA
USD
2842222.35000000
0.033403222313
Long
DBT
CORP
FR
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN16, Class D
065405AL6
2500000.00000000
PA
USD
1918620.50000000
0.022548590224
Long
ABS-MBS
CORP
US
Y
2
2052-02-15
Fixed
3.00000000
N
N
N
N
N
N
Transnet SOC Ltd.
378900B07CD6F01EA796
Transnet SOC Ltd.
89378TAD5
1000000.00000000
PA
USD
1018437.50000000
0.011969188204
Long
DBT
NUSS
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CJ7
244000.00000000
PA
USD
242523.80000000
0.002850261313
Long
DBT
CORP
GB
Y
2
2026-03-30
Variable
3.97100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418D3G5
514727.51000000
PA
USD
409369.36000000
0.004811114000
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751CA7
1478000.00000000
PA
USD
1601436.65000000
0.018820886564
Long
DBT
CORP
CA
Y
2
2030-11-15
Fixed
8.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
910000.00000000
PA
USD
782600.00000000
0.009197507641
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AE6
4690000.00000000
PA
USD
4393884.23000000
0.051639130821
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR16, Class 1A1
92922F6W3
295313.30970000
PA
USD
266192.46000000
0.003128427274
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
4.79425320
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2020-B21, Class E
08163LBE8
2500000.00000000
PA
USD
1284906.50000000
0.015100865515
Long
ABS-MBS
CORP
US
Y
2
2053-12-17
Fixed
2.00000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BP6
2743000.00000000
PA
USD
2861215.07000000
0.033626434282
Long
DBT
CORP
US
N
2
2054-03-15
Variable
6.50000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AL8
997000.00000000
PA
USD
1011967.96000000
0.011893154925
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
China Merchants Bank Co. Ltd.
549300MKO5B60FFIHF58
China Merchants Bank Co. Ltd., Class H
N/A
1195000.00000000
NS
5847766.05000000
0.068725879030
Long
EC
CORP
CN
N
2
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
767000.00000000
PA
USD
609765.00000000
0.007166264051
Long
DBT
NUSS
PK
Y
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Republic of Guatemala
401494AR0
720000.00000000
PA
USD
658575.00000000
0.007739903647
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CJ8
3131000.00000000
PA
USD
3131300.58000000
0.036800614633
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
5493000IRHY5YZIPQD14
FHLMC STACR REMIC Trust, Series 2023-HQA1, Class M1A
35564KX79
1262961.68000000
PA
USD
1274289.94000000
0.014976094378
Long
ABS-MBS
CORP
US
Y
2
2043-05-25
Floating
6.85681920
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
1300000.00000000
PA
USD
1115569.00000000
0.013110726299
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05290000
N
N
N
N
N
N
Great-West Lifeco, Inc.
549300X81X4VZEESFU46
Great-West Lifeco, Inc.
39138C106
139426.00000000
NS
4678408.96000000
0.054983008125
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Nasdaq Equity Premium Income ETF
549300QY7QH8W9EILZ23
JPMorgan Nasdaq Equity Premium Income ETF
46654Q203
7923574.00000000
NS
USD
432468668.92000000
5.082588662183
Long
RF
US
N
1
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AW6
8657000.00000000
PA
USD
8676331.08000000
0.101968593671
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.69999880
N
N
N
N
N
N
Leslie's Poolmart, Inc.
549300MZRH1GJYUMRM83
Leslie's Poolmart, Inc., 1st Lien Term Loan B
52706YAJ2
572010.83210000
PA
USD
552041.93000000
0.006487873587
Long
LON
CORP
US
N
2
2028-03-09
Variable
7.54964000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
N/A
500000.00000000
PA
USD
507250.00000000
0.005961456364
Long
DBT
NUSS
DO
Y
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust, Series 2005-A8CB, Class A11
45660LSZ3
1286761.66870000
PA
USD
784341.84000000
0.009217978618
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
6.00000000
N
N
N
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
128011.00000000
NS
USD
3988822.76000000
0.046878645304
Long
EC
CORP
US
N
1
N
N
N
RealPage, Inc.
5493001RSFZX4122A604
RealPage, Inc., 1st Lien Term Loan
75605VAD4
276252.04040000
PA
USD
272039.20000000
0.003197141094
Long
LON
CORP
US
N
2
2028-04-24
Variable
7.79964000
N
N
N
N
N
N
PPL Capital Funding, Inc.
549300MROK5WY0D2NU17
PPL Capital Funding, Inc., Series A
69352PAC7
7617000.00000000
PA
USD
7596434.10000000
0.089277102838
Long
DBT
CORP
US
N
2
2067-03-30
Floating
7.53027840
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2
20754EAB1
1500000.00000000
PA
USD
1551330.00000000
0.018232008087
Long
ABS-MBS
CORP
US
Y
2
2043-07-25
Floating
7.55682120
N
N
N
N
N
N
SBA Small Business Investment Cos.
N/A
SBA Small Business Investment Cos., Series 2023-10A, Class 1
83162CS79
1242707.07000000
PA
USD
1252651.34000000
0.014721786700
Long
ABS-O
CORP
US
N
2
2033-03-10
Fixed
5.16800000
N
N
N
N
N
N
Claire's Stores, Inc.
549300N5HNYXI6JY7625
Claire's Stores, Inc.
N/A
4186.00000000
NS
USD
4186.00000000
0.000049195971
Long
EC
CORP
US
Y
3
N
N
N
Fertitta Entertainment LLC
N/A
Fertitta Entertainment LLC
31556TAA7
208000.00000000
PA
USD
194182.29000000
0.002282127646
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
N/A
14890.00000000
NS
1079585.58000000
0.012687831103
Long
EC
CORP
FR
Y
2
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325EQ4
1550000.00000000
PA
USD
1509118.75000000
0.017735920310
Long
DBT
NUSS
CO
N
2
2054-11-07
Fixed
8.37500000
N
N
N
N
N
N
Fuyao Glass Industry Group Co. Ltd.
549300AS5CSLWETN0P64
Fuyao Glass Industry Group Co. Ltd., Class H
N/A
811200.00000000
NS
5754708.58000000
0.067632220978
Long
EC
CORP
CN
Y
1
N
N
N
Eskom Holdings SOC Ltd.
3789001900ED06F65111
Eskom Holdings SOC Ltd.
N/A
1200000.00000000
PA
USD
1252128.00000000
0.014715636146
Long
DBT
CORP
ZA
Y
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
18000.00000000
PA
USD
14869.96000000
0.000174759226
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.92800000
N
N
N
N
N
N
Multi-Family Connecticut Avenue Securities Trust
549300HG8ZEWVWVSN227
Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10
62547NAB5
4450446.56000000
PA
USD
4497891.44000000
0.052861475708
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Floating
8.22129840
N
N
N
N
N
N
LABL, Inc.
5493004FUZN8R6Y3VB98
LABL, Inc., 1st Lien Term Loan B
50168EAN2
3026967.38560000
PA
USD
2955470.42000000
0.034734170421
Long
LON
CORP
US
N
2
2028-10-30
Variable
9.78516000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064149107
86948.00000000
NS
4476821.29000000
0.052613848739
Long
EC
CORP
CA
N
1
N
N
N
HDFC Bank Ltd.
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
N/A
495825.00000000
NS
10191540.66000000
0.119776096469
Long
EC
CORP
IN
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
626595.00000000
NS
3061163.85000000
0.035976332611
Long
EC
CORP
ES
N
2
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAP7
4969000.00000000
PA
USD
5249118.63000000
0.061690274354
Long
DBT
CORP
US
Y
2
2031-10-15
Fixed
7.75000000
N
N
N
N
N
N
TransUnion LLC
N/A
TransUnion LLC, 1st Lien Term Loan B-7
89334GBE3
508142.68920000
PA
USD
507878.46000000
0.005968842341
Long
LON
CORP
US
N
2
2028-12-01
Variable
6.68516000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
N/A
810657.00000000
NS
6148085.08000000
0.072255378868
Long
EC
CORP
IT
N
2
N
N
N
Morgan Stanley Finance LLC
5493003FCPSE9RKT4B56
Morgan Stanley Finance LLC, ELN, (linked to Equifax, Inc.)
61776V147
20992.00000000
PA
USD
5577706.88000000
0.065552008241
Long
SN
CORP
US
N
2
2024-11-08
Fixed
13.20000000
N
N
N
N
N
N
Venator Materials plc
549300WFXC4YL5IHX316
Venator Materials plc
N/A
4415.00000000
NS
USD
2814562.50000000
0.033078149885
Long
EC
CORP
GB
N
3
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
2900000.00000000
PA
USD
2066250.00000000
0.024283606138
Long
DBT
NUSS
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAB4
4906000.00000000
PA
USD
4761722.88000000
0.055962155091
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
N/A
12265.00000000
NS
1141549.01000000
0.013416056404
Long
EC
CORP
FR
N
2
N
N
N
EMRLD Borrower LP
N/A
EMRLD Borrower LP, 1st Lien Term Loan
26872NAD1
2131750.00000000
PA
USD
2128701.60000000
0.025017568658
Long
LON
CORP
US
N
2
2031-08-04
Variable
7.55718000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2024-4, Class A1
74390EAA0
3896205.32000000
PA
USD
3900586.60000000
0.045841649705
Long
ABS-MBS
CORP
US
Y
2
2029-08-25
Variable
6.41400120
N
N
N
N
N
N
LendingClub Loan Certificate Issuer Trust
N/A
LendingClub Loan Certificate Issuer Trust, Series 2022-NP5, Class CERT
52608RAA5
200000.00000000
PA
USD
2356280.00000000
0.027692184136
Long
ABS-O
CORP
US
Y
3
2037-06-15
Fixed
0.00000000
N
N
N
N
N
N
TransDigm, Inc.
N/A
TransDigm, Inc., 1st Lien Term Loan J
89364MCA0
445659.21960000
PA
USD
446024.66000000
0.005241905467
Long
LON
CORP
US
N
2
2031-02-28
Variable
7.36528000
N
N
N
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAD1
2225000.00000000
PA
USD
2082990.04000000
0.024480343482
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
5.12500000
N
N
N
N
N
N
Realtek Semiconductor Corp.
5299002E7F36O00MYY75
Realtek Semiconductor Corp.
N/A
458000.00000000
NS
6719992.27000000
0.078976718953
Long
EC
CORP
TW
N
2
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790RAB0
466000.00000000
PA
USD
469735.92000000
0.005520572084
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.37500000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
142887.00000000
NS
16026922.07000000
0.188356425000
Long
EC
CORP
DK
N
2
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
6106000.00000000
PA
USD
5490931.02000000
0.064532174820
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
Nomura Asset Acceptance Corp. Alternative Loan Trust
N/A
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2005-WF1, Class 2A5
65535VKX5
1066.01000000
PA
USD
1059.52000000
0.000012452010
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Variable
5.65899840
N
N
N
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
N/A
15782.00000000
NS
2829734.74000000
0.033256461658
Long
EC
CORP
FR
N
2
N
N
N
Republic of Turkiye (The)
5493000PCHOG3B6S3Q85
Republic of Turkiye (The)
900123DF4
4376000.00000000
PA
USD
4883342.50000000
0.057391489852
Long
DBT
NUSS
TR
N
2
2028-01-15
Fixed
9.87500000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2022-PT3, Class A
91681DAA4
708613.93400000
PA
USD
708862.73000000
0.008330910268
Long
ABS-O
CORP
US
Y
3
2030-04-20
Variable
22.24654200
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAT1
4231000.00000000
PA
USD
3918108.54000000
0.046047576330
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
62667.00000000
NS
USD
4476930.48000000
0.052615131995
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABJ7
3867000.00000000
PA
USD
3984139.16000000
0.046823601288
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BM8
1567000.00000000
PA
USD
1527854.65000000
0.017956114002
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
11.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2012-GCJ9, Class D
36192PAK2
411737.08000000
PA
USD
374475.33000000
0.004401021861
Long
ABS-MBS
CORP
US
Y
2
2045-11-10
Variable
4.60091880
N
N
N
N
N
N
A2A SpA
81560076E3944316DB24
A2A SpA
N/A
474453.00000000
NS
1084525.90000000
0.012745892221
Long
EC
CORP
IT
N
2
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAC1
2950000.00000000
PA
USD
3016864.70000000
0.035455706786
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
20281000.00000000
PA
USD
19055652.20000000
0.223951580270
Long
DBT
CORP
LU
Y
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205AU8
1700000.00000000
PA
USD
1606500.00000000
0.018880393592
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-31, Class 2A1
126694UL0
474433.87000000
PA
USD
410928.05000000
0.004829432506
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
4.14991440
N
N
N
N
N
N
Imperial Brands plc
549300DFVPOB67JL3A42
Imperial Brands plc
N/A
180756.00000000
NS
5454859.44000000
0.064108243523
Long
EC
CORP
GB
N
2
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanese Republic
N/A
625000.00000000
PA
USD
51562.50000000
0.000605988356
Long
DBT
NUSS
LB
Y
2
2024-04-22
Fixed
6.65000000
Y
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien PIK Term Loan
61647DAT9
4944422.83940000
PA
USD
3909060.70000000
0.045941241577
Long
LON
CORP
US
N
3
2026-06-30
Variable
2.00000000
N
N
N
N
N
N
Republic of Montenegro
747800V014106FYLL014
Republic of Montenegro
N/A
700000.00000000
PA
USD
727343.75000000
0.008548108482
Long
DBT
NUSS
ME
Y
2
2031-03-12
Fixed
7.25000000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAJ7
336000.00000000
PA
USD
342473.71000000
0.004024922776
Long
DBT
CORP
GB
Y
2
2029-05-17
Fixed
5.41000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
91101.00000000
NS
USD
4961360.46000000
0.058308396041
Long
EC
CORP
US
N
1
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
81720TAD7
460000.00000000
PA
USD
323725.00000000
0.003804578534
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Terex Corp.
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779BA0
6259000.00000000
PA
USD
6016374.56000000
0.070707450790
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
Synaptics, Inc.
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157DAG4
2089000.00000000
PA
USD
1916314.90000000
0.022521493656
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZJ5
9424000.00000000
PA
USD
9384284.44000000
0.110288816566
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.68700000
N
N
N
N
N
N
BNP Paribas Issuance BV
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV, ELN, (linked to The Goldman Sachs Group, Inc.)
N/A
16941.00000000
PA
USD
8737311.26000000
0.102685263325
Long
SN
CORP
NL
Y
2
2024-11-08
Fixed
11.30000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2006-AR3, Class 1A1A
17306SAA1
804210.67580000
PA
USD
753956.03000000
0.008860869342
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
5.73276960
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2005-3, Class 1A1
576434L93
72944.20000000
PA
USD
65450.61000000
0.000769208389
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC, 1st Lien Term Loan B-9
04649VAY6
339573.05420000
PA
USD
336547.46000000
0.003955274514
Long
LON
CORP
US
N
2
2027-07-30
Variable
8.04964000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
1548000.00000000
PA
USD
1630308.71000000
0.019160205491
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2022-1A, Class BR
92918UAN1
1180000.00000000
PA
USD
1181172.92000000
0.013881736464
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-20
Floating
6.36739920
N
N
N
N
N
N
Cloud Software Group, Inc.
N/A
Cloud Software Group, Inc., 1st Lien Term Loan
88632NBB5
260000.00000000
PA
USD
259877.80000000
0.003054214223
Long
LON
CORP
US
N
2
2031-03-21
Variable
9.10392000
N
N
N
N
N
N
Konecranes OYJ
549300EF0CDEQZBMA096
Konecranes OYJ
N/A
11660.00000000
NS
804952.64000000
0.009460207075
Long
EC
CORP
FI
N
2
N
N
N
Nomura America Finance LLC
549300U646RSSKIVOJ29
Nomura America Finance LLC, ELN, (linked to Alnylam Pharmaceuticals, Inc.)
65543G101
18154.00000000
PA
USD
4864057.99000000
0.057164848621
Long
SN
CORP
US
N
2
2024-11-15
Fixed
13.20000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
N/A
789000.00000000
PA
USD
775192.50000000
0.009110450986
Long
DBT
NUSS
SV
Y
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
Venture Corp. Ltd.
254900B1NLZC3J1MAE72
Venture Corp. Ltd.
N/A
20300.00000000
NS
203605.28000000
0.002392871350
Long
EC
CORP
SG
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Etsy, Inc.)
C79859739
111302.00000000
PA
USD
5765346.88000000
0.067757247615
Long
SN
CORP
CA
Y
2
2024-11-22
Fixed
23.10000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1
20755AAB8
634265.82000000
PA
USD
649643.85000000
0.007634940294
Long
ABS-MBS
CORP
US
Y
2
2043-01-25
Floating
7.15682160
N
N
N
N
N
N
CSMC Mortgage-Backed Trust
N/A
CSMC Mortgage-Backed Trust, Series 2006-8, Class 5A1
22942MBF2
26536.26030000
PA
USD
24752.21000000
0.000290900384
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
5.49508320
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
903724CB6
2450000.00000000
PA
USD
1120875.00000000
0.013173085072
Long
DBT
NUSS
UA
Y
2
2035-02-01
Variable
1.74999960
N
N
N
N
N
N
Enpro, Inc.
549300Y5CFT2LKCFDN54
Enpro, Inc.
29355XAG2
50000.00000000
PA
USD
49762.57000000
0.000584834676
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.75000000
N
N
N
N
N
N
Acerinox SA
95980020140005582721
Acerinox SA
N/A
58057.00000000
NS
531982.38000000
0.006252123696
Long
EC
CORP
ES
N
2
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368D3S1
318000.00000000
PA
USD
316042.12000000
0.003714285476
Long
DBT
CORP
CA
N
2
2025-06-07
Fixed
3.70000000
N
N
N
N
N
N
Recess Holdings, Inc.
N/A
Recess Holdings, Inc., 1st Lien Term Loan
72811HAH3
258700.00000000
PA
USD
259952.11000000
0.003055087551
Long
LON
CORP
US
N
2
2030-02-20
Variable
9.08537000
N
N
N
N
N
N
Power Assets Holdings Ltd.
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd.
N/A
68000.00000000
NS
452966.20000000
0.005323485926
Long
EC
CORP
HK
N
2
N
N
N
Rocket Software, Inc.
549300PVG26ISP5X1556
Rocket Software, Inc., 1st Lien Term Loan
77313DAW1
2507336.68360000
PA
USD
2510169.97000000
0.029500776233
Long
LON
CORP
US
N
2
2028-11-28
Variable
9.43516000
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BJ5
2676000.00000000
PA
USD
2733857.80000000
0.032129667781
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
8.25000000
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
N/A
200000.00000000
PA
USD
204500.00000000
0.002403386548
Long
DBT
NUSS
BH
Y
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
N/A
333440.00000000
NS
650336.51000000
0.007643080782
Long
EC
CORP
ES
N
2
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series AA
060505EN0
2053000.00000000
PA
USD
2050329.66000000
0.024096502319
Long
DBT
CORP
US
N
2
2025-03-17
Variable
6.10000000
N
N
N
N
N
N
Garda World Security Corp.
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36485MAM1
1627000.00000000
PA
USD
1680289.13000000
0.019747600450
Long
DBT
CORP
CA
Y
2
2028-02-15
Fixed
7.75000000
N
N
N
N
N
N
Primo Water Holdings, Inc.
9845008F9A5F2E1D4832
Primo Water Holdings, Inc.
74168LAA4
315000.00000000
PA
USD
296770.73000000
0.003487798437
Long
DBT
CORP
US
Y
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAE0
3595000.00000000
PA
USD
3383364.87000000
0.039763000568
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
MASTR Asset-Backed Securities Trust
N/A
MASTR Asset-Backed Securities Trust, Series 2004-OPT2, Class M2
57643LEX0
351765.35000000
PA
USD
370967.38000000
0.004359794674
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
5.82707160
N
N
N
N
N
N
Shinhan Financial Group Co. Ltd.
988400EB8A6G49E5KO54
Shinhan Financial Group Co. Ltd.
N/A
131803.00000000
NS
4909687.80000000
0.057701113029
Long
EC
CORP
KR
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGG0
47392700.00000000
PA
USD
47329016.06000000
0.556234330268
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.12500000
N
N
N
N
N
N
Delek Group Ltd.
213800CYKA4XE2HZZB09
Delek Group Ltd.
N/A
3677.00000000
NS
433130.35000000
0.005090365070
Long
EC
CORP
IL
N
2
N
N
N
Synaptics, Inc.
549300AJ3LI4FWNRQX29
Synaptics, Inc., 1st Lien Term Loan B
87159JAH7
453176.24000000
PA
USD
452496.48000000
0.005317965541
Long
LON
CORP
US
N
2
2028-12-04
Variable
7.21525000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
N/A
16848.00000000
NS
2831874.41000000
0.033281608133
Long
EC
CORP
NL
N
2
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
3446.00000000
NS
USD
1004888.06000000
0.011809948390
Long
EC
CORP
US
N
1
N
N
N
Imola Merger Corp.
N/A
Imola Merger Corp.
45258LAA5
10829000.00000000
PA
USD
10468591.50000000
0.123032136870
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd.
N/A
AAdvantage Loyalty IP Ltd., 1st Lien Term Loan
02376CBJ3
2729672.51400000
PA
USD
2806021.45000000
0.032977771183
Long
LON
CORP
US
N
2
2028-04-20
Variable
9.62901000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3J0
556000.00000000
PA
USD
561527.08000000
0.006599347826
Long
DBT
CORP
US
N
2
2030-01-23
Variable
5.19800000
N
N
N
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
N/A
79080.00000000
NS
1304604.36000000
0.015332364643
Long
EC
CORP
IT
N
2
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR11, Class A
92922FYA0
354302.84000000
PA
USD
342068.16000000
0.004020156549
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
6.96633120
N
N
N
N
N
N
DOC DR LLC
N/A
DOC DR LLC
71951QAB8
13000.00000000
PA
USD
12656.48000000
0.000148745299
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The), ELN, (linked to First Solar, Inc.)
263795130
28475.00000000
PA
USD
5507890.32000000
0.064731489018
Long
SN
CORP
CA
N
2
2024-11-15
Fixed
27.80000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series B
25746UDU0
1144000.00000000
PA
USD
1217217.08000000
0.014305345507
Long
DBT
CORP
US
N
2
2054-06-01
Variable
7.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBJ8
74000.00000000
PA
USD
66683.72000000
0.000783700516
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BW4
673000.00000000
PA
USD
691324.77000000
0.008124795367
Long
DBT
CORP
US
N
2
2035-01-22
Variable
5.67600000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
N/A
1170000.00000000
PA
USD
1206562.50000000
0.014180127540
Long
DBT
NUSS
OM
Y
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
N/A
4194090.00000000
NS
11580672.81000000
0.136101874088
Long
EC
CORP
MX
N
1
N
N
N
GEO Group, Inc. (The)
54930024XOXET7NQVZ63
GEO Group, Inc. (The)
36162JAG1
1958000.00000000
PA
USD
2048079.75000000
0.024070060248
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
8.62500000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAB3
1677000.00000000
PA
USD
1542701.31000000
0.018130599395
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668CD2
200000.00000000
PA
USD
200217.60000000
0.002353057635
Long
DBT
CORP
US
Y
2
2026-03-20
Floating
5.67670680
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
500000.00000000
PA
USD
381250.00000000
0.004480641181
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KC03, Class B
30297UAA0
2304000.00000000
PA
USD
2238312.73000000
0.026305773623
Long
ABS-MBS
USGSE
US
Y
2
2026-01-25
Variable
4.33289160
N
N
N
N
N
N
Sinopharm Group Co. Ltd.
529900N54X78YH9JYK92
Sinopharm Group Co. Ltd., Class H
N/A
1733200.00000000
NS
4317906.12000000
0.050746197972
Long
EC
CORP
CN
N
2
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAP4
1536000.00000000
PA
USD
1417999.41000000
0.016665040133
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
3.50000000
N
N
N
N
N
N
Valaris Ltd.
N/A
Valaris Ltd.
91889FAC5
1769000.00000000
PA
USD
1794827.33000000
0.021093710813
Long
DBT
CORP
BM
Y
2
2030-04-30
Fixed
8.37500000
N
N
N
N
N
N
Mori Hills REIT Investment Corp.
N/A
Mori Hills REIT Investment Corp.
N/A
151.00000000
NS
125682.82000000
0.001477087525
Long
EC
CORP
JP
N
2
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YDF3
267000.00000000
PA
USD
271511.34000000
0.003190937419
Long
DBT
CORP
JP
N
2
2030-07-10
Variable
5.38200000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAE1
2317000.00000000
PA
USD
2273949.51000000
0.026724594932
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
Medallion Midland Acquisition LP
N/A
Medallion Midland Acquisition LP, 1st Lien Term Loan
58404BAF2
610698.09520000
PA
USD
610698.10000000
0.007177230310
Long
LON
CORP
US
N
2
2028-10-18
Variable
8.31353000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
54930025J96YEH8FQE77
CSAIL Commercial Mortgage Trust, Series 2015-C4, Class C
12635RBD9
2500000.00000000
PA
USD
2428414.75000000
0.028539947890
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.55362920
N
N
N
N
N
N
Wistron Corp.
254900DIEONKUALBFM06
Wistron Corp.
N/A
1061000.00000000
NS
3566198.88000000
0.041911757538
Long
EC
CORP
TW
N
2
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2024-RTL2, Class A1
50205JAA4
3325000.00000000
PA
USD
3359732.95000000
0.039485266394
Long
ABS-MBS
CORP
US
Y
2
2029-03-25
Variable
7.12800000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC
599191AA1
2290750.00000000
PA
USD
2313359.70000000
0.027187763247
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R04, Class 2B1
20753TAC7
2272488.81000000
PA
USD
2405997.53000000
0.028276489480
Long
ABS-MBS
CORP
US
Y
2
2039-06-25
Floating
10.22130000
N
N
N
N
N
N
Owens-Brockway Glass Container, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAT0
2223000.00000000
PA
USD
2212004.46000000
0.025996585642
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
Ventas, Inc.
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
82242.00000000
NS
USD
5386028.58000000
0.063299308741
Long
EC
CORP
US
N
1
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
N/A
1950000.00000000
PA
USD
1906729.50000000
0.022408841229
Long
DBT
NUSS
DO
Y
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AU8
422000.00000000
PA
USD
407340.35000000
0.004787268057
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767ESCAA4
3803000.00000000
PA
USD
0.04000000
0.000000000470
Long
DBT
USGA
US
N
3
2025-07-01
Fixed
7.50000000
Y
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
68205LAT0
301000.00000000
PA
USD
320753.13000000
0.003769651628
Long
DBT
NUSS
OM
Y
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
Acushnet Co.
549300H805O14KEFES79
Acushnet Co.
005095AA2
1028000.00000000
PA
USD
1071979.90000000
0.012598445338
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
7.37500000
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc., 1st Lien Term Loan
86880NBB8
318400.00000000
PA
USD
319024.06000000
0.003749330730
Long
LON
CORP
US
N
2
2030-12-19
Variable
7.49461000
N
N
N
N
N
N
Claire's Stores
N/A
Claire's Stores, 1st Lien Term Loan B
17958DAL1
1767960.49240000
PA
USD
1465939.80000000
0.017228459637
Long
LON
CORP
US
Y
2
2026-12-18
Variable
11.28516000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
3155000.00000000
PA
USD
3100851.05000000
0.036442756487
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
Tesco plc
2138002P5RNKC5W2JZ46
Tesco plc
N/A
1124493.00000000
NS
4965392.04000000
0.058355777191
Long
EC
CORP
GB
N
2
N
N
N
Calpine Construction Finance Co. LP
N/A
Calpine Construction Finance Co. LP, 1st Lien Term Loan
13134NAH4
562246.98000000
PA
USD
558901.61000000
0.006568491986
Long
LON
CORP
US
N
2
2030-07-19
Variable
6.68516000
N
N
N
N
N
N
FANUC Corp.
529900QTSW745LOKW705
FANUC Corp.
N/A
56500.00000000
NS
1499019.59000000
0.017617229917
Long
EC
CORP
JP
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
297008.00000000
NS
4411917.73000000
0.051851069556
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
19837.00000000
NC
USD
-76494152.83000000
-0.89899764269
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2024-12-19
2191368593.75000000
USD
-76494152.83000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-R1, Class B1
92538BAE3
2000000.00000000
PA
USD
1731406.00000000
0.020348351540
Long
ABS-MBS
CORP
US
Y
2
2063-10-25
Variable
3.19500000
N
N
N
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
N/A
15551.00000000
NS
717016.98000000
0.008426743103
Long
EC
CORP
NL
N
2
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
3177000.00000000
PA
USD
3104568.53000000
0.036486446176
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
22315000.00000000
PA
USD
20848217.42000000
0.245018705633
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAN2
2535000.00000000
PA
USD
2611227.40000000
0.030688453826
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.87500000
N
N
N
N
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
44498.00000000
NS
USD
4524556.64000000
0.053174858510
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
8601000.00000000
PA
USD
8061352.62000000
0.094741058423
Long
DBT
CORP
US
N
2
2027-01-15
Variable
3.70000000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAP4
2430000.00000000
PA
USD
2281931.11000000
0.026818398698
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Coherent Corp.
549300O5C25A0MMHHU33
Coherent Corp.
902104AC2
9055000.00000000
PA
USD
8686475.99000000
0.102087821740
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2003-4, Class M1
759950BT4
1057852.15000000
PA
USD
887384.14000000
0.010428983399
Long
ABS-O
CORP
US
N
2
2034-03-25
Floating
6.12707040
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2K8
1419000.00000000
PA
USD
1406972.51000000
0.016535446475
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.16400000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
2525000.00000000
PA
USD
2367290.77000000
0.027821588226
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
Consumer Loan Underlying Bond Certificate Issuer Trust I
N/A
Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-9, Class PT
21055VAA9
77494.09000000
PA
USD
72216.80000000
0.000848728047
Long
ABS-O
CORP
US
Y
3
2045-04-15
Variable
7.49999880
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
948000.00000000
PA
USD
804073.47000000
0.009449874628
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABH3
274000.00000000
PA
USD
279565.10000000
0.003285589245
Long
DBT
CORP
DK
Y
2
2030-03-01
Variable
5.70500000
N
N
N
N
N
N
XPO, Inc.
54930096DB9LCLPN7H13
XPO, Inc.
98379KAA0
1845000.00000000
PA
USD
1872881.64000000
0.022011044205
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
6.25000000
N
N
N
N
N
N
Dun & Bradstreet Corp. (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp. (The), 1st Lien Term Loan B
26483NAV2
502727.86920000
PA
USD
503512.12000000
0.005917526924
Long
LON
CORP
US
N
2
2029-01-18
Variable
7.46767000
N
N
N
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc., Series B
29452EAA9
676000.00000000
PA
USD
668596.18000000
0.007857677580
Long
DBT
CORP
US
N
2
2025-09-15
Variable
4.95000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class B
80290CBF0
135946.99000000
PA
USD
136603.46000000
0.001605432362
Long
ABS-O
CORP
US
Y
2
2032-12-15
Fixed
6.45100000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 2A5
225458PS1
1943777.54160000
PA
USD
1300768.74000000
0.015287286513
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
5.40207000
N
N
N
N
N
N
Coca-Cola Europacific Partners plc
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners plc
N/A
62860.00000000
NS
USD
4777360.00000000
0.056145930367
Long
EC
CORP
GB
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3
3137FLN67
11615000.00000000
PA
USD
328813.68000000
0.003864383253
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Variable
2.16511560
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
329906.00000000
NS
USD
30031343.18000000
0.352943404519
Long
EC
CORP
US
N
1
N
N
N
EMRLD Borrower LP
N/A
EMRLD Borrower LP
26873CAB8
1429000.00000000
PA
USD
1460855.27000000
0.017168703691
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
6.75000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2024-4, Class C
802919AE0
544000.00000000
PA
USD
542652.57000000
0.006377525120
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
4.95000000
N
N
N
N
N
N
WR Grace Holdings LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAA9
1661000.00000000
PA
USD
1534212.05000000
0.018030829355
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAJ0
1933000.00000000
PA
USD
1814149.30000000
0.021320792293
Long
DBT
CORP
US
Y
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
Boise Cascade Co.
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739DAD2
852000.00000000
PA
USD
808268.80000000
0.009499180250
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.87500000
N
N
N
N
N
N
Kyushu Railway Co.
5299002CCI6HLWAN3K50
Kyushu Railway Co.
N/A
95100.00000000
NS
2502130.81000000
0.029406295993
Long
EC
CORP
JP
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2017-GS5, Class D
36252HAL5
2900000.00000000
PA
USD
1105302.81000000
0.012990072886
Long
ABS-MBS
CORP
US
Y
2
2050-03-10
Variable
3.50899920
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1, Class E
94989HBR0
1500000.00000000
PA
USD
1317590.85000000
0.015484988386
Long
ABS-MBS
CORP
US
Y
2
2048-05-15
Variable
2.88100080
N
N
N
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer, Inc., 2nd Lien Term Loan
24022KAJ8
145000.00000000
PA
USD
121437.50000000
0.001427194395
Long
LON
CORP
US
N
2
2029-02-16
Variable
11.68516000
N
N
N
N
N
N
Kimco Realty Corp.
254900ARY41P4V1JL861
Kimco Realty Corp.
49446R109
212223.00000000
NS
USD
5033929.56000000
0.059161264495
Long
EC
CORP
US
N
1
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBT1
575000.00000000
PA
USD
638848.58000000
0.007508068868
Long
DBT
CORP
CA
N
2
2084-01-15
Variable
8.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
1535000.00000000
PA
USD
1363618.63000000
0.016025929937
Long
DBT
CORP
NL
N
2
2027-05-16
Variable
3.87500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Celanese Corp.
549300FHJQTDPPN41627
Celanese Corp.
150870103
18641.00000000
NS
USD
2348206.77000000
0.027597303488
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAR8
3510000.00000000
PA
USD
3529827.99000000
0.041484308600
Long
DBT
CORP
US
Y
2
2032-06-15
Fixed
6.37500000
N
N
N
N
N
N
Annaly Capital Management, Inc.
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710839
225249.00000000
NS
USD
4281983.49000000
0.050324017210
Long
EC
CORP
US
N
1
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCQ4
50000.00000000
PA
USD
43227.55000000
0.000508031844
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KG01, Class B
30298CAS0
4765000.00000000
PA
USD
4177891.48000000
0.049100675711
Long
ABS-MBS
USGSE
US
Y
2
2029-04-25
Variable
4.16351520
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
N/A
74434.00000000
NS
1320133.82000000
0.015514874644
Long
EC
CORP
DE
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2023-KF149, Class CS
35709HAE2
8746678.51000000
PA
USD
8975447.89000000
0.105483964416
Long
ABS-MBS
USGSE
US
Y
2
2032-12-25
Floating
11.31333840
N
N
N
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HU7
2896160.00000000
PA
USD
1727559.44000000
0.020303144838
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
5.00000040
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DJ6
301000.00000000
PA
USD
312132.70000000
0.003668340011
Long
DBT
CORP
US
N
2
2028-10-27
Variable
6.36100000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AW6
3387000.00000000
PA
USD
3064554.21000000
0.036016177822
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.37500000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-86CB, Class A4
12668BFD0
266023.79760000
PA
USD
154935.13000000
0.001820875341
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
26222.00000000
NS
USD
4635262.94000000
0.054475934462
Long
EC
CORP
US
N
1
N
N
N
Electric Power Development Co. Ltd.
549300KMHPUAQI8VEH90
Electric Power Development Co. Ltd.
N/A
116400.00000000
NS
1945208.25000000
0.022861062794
Long
EC
CORP
JP
N
2
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
57992.00000000
NS
2378119.59000000
0.027948853949
Long
EC
CORP
GB
N
2
N
N
N
Alliant Holdings Intermediate LLC
N/A
Alliant Holdings Intermediate LLC, 1st Lien Term Loan
01881UAM7
447184.68020000
PA
USD
444948.76000000
0.005229260950
Long
LON
CORP
US
N
2
2031-09-19
Variable
7.75915000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series G
808513BD6
1012000.00000000
PA
USD
1006770.39000000
0.011832070476
Long
DBT
CORP
US
N
2
2025-06-01
Variable
5.37500000
N
N
N
N
N
N
ACE Securities Corp. Home Equity Loan Trust
N/A
ACE Securities Corp. Home Equity Loan Trust, Series 2004-OP1, Class M2
004421EX7
898190.04000000
PA
USD
802475.50000000
0.009431094484
Long
ABS-O
CORP
US
N
2
2034-04-25
Floating
6.42706920
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 2A1
126694M96
1431526.64000000
PA
USD
1200065.39000000
0.014103770246
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Floating
5.25206880
N
N
N
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
797972.00000000
NS
3902736.78000000
0.045866919698
Long
EC
CORP
GB
N
2
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
27034RAC7
4452000.00000000
PA
USD
4919300.80000000
0.057814089826
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
9.87500000
N
N
N
N
N
N
JPMorgan Income ETF
549300CYQ8KHPO2GR356
JPMorgan Income ETF
46641Q159
966998.00000000
NS
USD
44356198.26000000
0.521296284738
Long
RF
US
N
1
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
47829.61000000
PA
USD
49080.40000000
0.000576817472
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
5.79706920
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBD4
18000.00000000
PA
USD
17882.28000000
0.000210161521
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840MAC6
1472000.00000000
PA
USD
1484433.98000000
0.017445812514
Long
DBT
CORP
US
Y
2
2026-12-15
Variable
7.00000000
N
N
N
N
N
N
CSFB Mortgage-Backed Trust
N/A
CSFB Mortgage-Backed Trust, Series 2004-AR6, Class 7A1
22541SNZ7
124169.64000000
PA
USD
125135.10000000
0.001470650445
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
6.55851240
N
N
N
N
N
N
Chugoku Electric Power Co., Inc. (The)
353800MV866ELME96Q46
Chugoku Electric Power Co., Inc. (The)
N/A
86800.00000000
NS
631701.49000000
0.007424072682
Long
EC
CORP
JP
N
2
N
N
N
Itau Unibanco Holding SA
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA (Preference)
N/A
518589.00000000
NS
3153212.02000000
0.037058128863
Long
EC
CORP
BR
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UDM8
3390000.00000000
PA
USD
3291363.78000000
0.038681757624
Long
DBT
CORP
US
N
2
2027-01-15
Variable
4.35000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class D
94989JBH8
7740000.00000000
PA
USD
6413694.50000000
0.075376953964
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.06973880
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
6536000.00000000
PA
USD
5684144.17000000
0.066802912647
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AP6
3547000.00000000
PA
USD
3325396.56000000
0.039081727921
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
Singapore Telecommunications Ltd.
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd.
N/A
995300.00000000
NS
2348144.42000000
0.027596570720
Long
EC
CORP
SG
N
2
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc, ELN, (linked to Fortinet, Inc.)
N/A
79725.00000000
PA
USD
6270389.27000000
0.073692759040
Long
SN
CORP
GB
N
2
2024-11-29
Fixed
16.30000000
N
N
N
N
N
N
Jscb Agrobank
254900JPMU0LFCP18673
Jscb Agrobank
201281AA0
700000.00000000
PA
USD
710657.50000000
0.008352003305
Long
DBT
CORP
UZ
Y
2
2029-10-02
Fixed
9.25000000
N
N
N
N
N
N
Energean Israel Finance Ltd.
98450044QACBL3F8EB03
Energean Israel Finance Ltd.
29290WAA5
480000.00000000
PA
USD
455049.60000000
0.005347971087
Long
DBT
CORP
IL
Y
2
2033-09-30
Fixed
8.50000000
N
N
N
N
N
N
RXO, Inc.
549300KL8CA6GP8XPM30
RXO, Inc.
98379JAA3
2956000.00000000
PA
USD
3047044.12000000
0.035810390464
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
7.50000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAK9
266000.00000000
PA
USD
271687.50000000
0.003193007739
Long
DBT
CORP
CA
Y
2
2028-03-14
Fixed
5.70000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAP8
856000.00000000
PA
USD
871704.57000000
0.010244709230
Long
DBT
CORP
SE
Y
2
2028-06-15
Fixed
5.50000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1
20754RAF3
5200000.00000000
PA
USD
5337940.92000000
0.062734158447
Long
ABS-MBS
CORP
US
Y
2
2041-10-25
Floating
7.95682080
N
N
N
N
N
N
CD Mortgage Trust
N/A
CD Mortgage Trust, Series 2017-CD6, Class C
125039AK3
1370690.00000000
PA
USD
1196246.40000000
0.014058887560
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
4.22871480
N
N
N
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802VR16
250000.00000000
PA
USD
245159.22000000
0.002881234090
Long
STIV
NUSS
FR
Y
2
2025-04-01
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418ECA6
14811.96000000
PA
USD
12784.10000000
0.000150245153
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
N/A
16851.00000000
NS
771008.41000000
0.009061277462
Long
EC
CORP
FR
N
2
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
N/A
8996.00000000
NS
1993694.84000000
0.023430901514
Long
EC
CORP
ES
Y
2
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAC1
1628000.00000000
PA
USD
1447041.96000000
0.017006362745
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAD3
2575000.00000000
PA
USD
2472967.43000000
0.029063553327
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2022-4, Class A
91678YAA3
102625.63000000
PA
USD
102251.51000000
0.001201711020
Long
ABS-O
CORP
US
Y
2
2032-08-20
Fixed
5.98000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
47140.00000000
NS
USD
4094109.00000000
0.048116021993
Long
EC
CORP
NL
N
1
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc., 1st Lien Term Loan B-4
53803HAM2
404032.74180000
PA
USD
403224.68000000
0.004738898639
Long
LON
CORP
US
N
2
2026-10-19
Variable
6.60915000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
40000.00000000
PA
USD
34918.96000000
0.000410385128
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust, Series 2016-C6, Class D
12532AAA7
1000000.00000000
PA
USD
707437.10000000
0.008314155549
Long
ABS-MBS
CORP
US
Y
2
2049-11-10
Variable
4.17019680
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFT7
130000.00000000
PA
USD
130489.89000000
0.001533582622
Long
DBT
CORP
US
N
2
2035-07-19
Variable
5.32000000
N
N
N
N
N
N
Terex Corp.
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779BB8
1903000.00000000
PA
USD
1894170.84000000
0.022261245559
Long
DBT
CORP
US
Y
2
2032-10-15
Fixed
6.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series BB
949746TD3
10146000.00000000
PA
USD
9826225.47000000
0.115482729166
Long
DBT
CORP
US
N
2
2026-03-15
Variable
3.90000000
N
N
N
N
N
N
Precision Drilling Corp.
549300WF2OE8T5BP4B84
Precision Drilling Corp.
740212AL9
2309000.00000000
PA
USD
2305668.81000000
0.027097376052
Long
DBT
CORP
CA
Y
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc, ELN, (linked to Cintas Corp.)
N/A
32129.00000000
PA
USD
6621551.97000000
0.077819799184
Long
SN
CORP
GB
N
2
2024-11-22
Fixed
8.50000000
N
N
N
N
N
N
Republic of Turkiye (The)
5493000PCHOG3B6S3Q85
Republic of Turkiye (The)
900123DG2
1618000.00000000
PA
USD
1846542.50000000
0.021701493424
Long
DBT
NUSS
TR
N
2
2033-01-19
Fixed
9.37500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-5, Class B1
03464KAE8
6250000.00000000
PA
USD
5665459.38000000
0.066583319625
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
3.95700120
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust, Series 2005-AR3, Class 3A1
45660LFK0
144363.72000000
PA
USD
133995.42000000
0.001574781368
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
4.46950800
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AJ6
8398000.00000000
PA
USD
4619695.21000000
0.054292974692
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Ineos Enterprises Holdings US Finco LLC
N/A
Ineos Enterprises Holdings US Finco LLC, 1st Lien Term Loan B
G4770QAL9
519735.69210000
PA
USD
520385.36000000
0.006115829702
Long
LON
CORP
US
N
2
2030-07-07
Variable
8.90718000
N
N
N
N
N
N
Societe Generale SA
N/A
Societe Generale SA, ELN, (linked to Interactive Brokers Group, Inc.)
83370X352
29199.00000000
PA
USD
4462508.92000000
0.052445642590
Long
SN
CORP
US
N
2
2024-11-15
Fixed
12.00000000
N
N
N
N
N
N
Impac Secured Assets Trust
N/A
Impac Secured Assets Trust, Series 2007-3, Class A1B
45257VAB2
1349137.58620000
PA
USD
1141325.47000000
0.013413429250
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
5.33207160
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN24, Class C
06540VBG9
6000000.00000000
PA
USD
4842805.80000000
0.056915082227
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
3.51687600
N
N
N
N
N
N
New Albertsons LP
N/A
New Albertsons LP
013104AF1
392000.00000000
PA
USD
403844.28000000
0.004746180489
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
7.45000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series W
38141GA38
5801000.00000000
PA
USD
6202052.14000000
0.072889626820
Long
DBT
CORP
US
N
2
2029-02-10
Variable
7.50000000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
69346VAA7
2555000.00000000
PA
USD
2533345.86000000
0.029773150914
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAJ8
7000.00000000
PA
USD
5838.97000000
0.000068622503
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.45000000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
5493000ISONLNOUKGB71
FHLMC STACR REMIC Trust, Series 2021-DNA6, Class B1
35564KLU1
2500000.00000000
PA
USD
2573719.00000000
0.030247636300
Long
ABS-MBS
CORP
US
Y
2
2041-10-25
Floating
8.25681960
N
N
N
N
N
N
CommScope LLC
549300Z6K4JXMFE8QY54
CommScope LLC
20338QAA1
10030000.00000000
PA
USD
9497705.89000000
0.111621802323
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAC4
6328000.00000000
PA
USD
6417319.72000000
0.075419559368
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
N/A
135284.00000000
NS
15269294.65000000
0.179452407642
Long
EC
CORP
FR
N
2
N
N
N
Telia Co. AB
213800FSR9RNDUOTXO25
Telia Co. AB
N/A
563660.00000000
NS
1639309.62000000
0.019265988699
Long
EC
CORP
SE
N
2
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2023-3A, Class C
23345WAC9
900000.00000000
PA
USD
914372.19000000
0.010746160496
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
6.40000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class C
17323VBE4
2000000.00000000
PA
USD
1920407.60000000
0.022569593119
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
4.20280920
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAS4
1127000.00000000
PA
USD
1145156.00000000
0.013458447560
Long
DBT
CORP
GB
N
2
2026-11-21
Variable
6.83300000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
851000.00000000
PA
USD
847817.96000000
0.009963981811
Long
DBT
CORP
FR
Y
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
DOF Group ASA
213800GIV9N2A714T434
DOF Group ASA
N/A
112716.00000000
NS
899977.98000000
0.010576992522
Long
EC
CORP
NO
N
2
N
N
N
Nomura America Finance LLC
549300U646RSSKIVOJ29
Nomura America Finance LLC, ELN, (linked to Monster Beverage Corp.)
65543C886
113547.00000000
PA
USD
5958564.25000000
0.070028035037
Long
SN
CORP
US
N
2
2024-11-15
Fixed
11.60000000
N
N
N
N
N
N
Pola Orbis Holdings, Inc.
353800E8OIV0XYBABS79
Pola Orbis Holdings, Inc.
N/A
41800.00000000
NS
411386.19000000
0.004834816797
Long
EC
CORP
JP
N
2
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAH8
995000.00000000
PA
USD
981629.39000000
0.011536600837
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
46266TAA6
2786000.00000000
PA
USD
2750246.98000000
0.032322281643
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ADF1
141000.00000000
PA
USD
138938.13000000
0.001632870575
Long
DBT
CORP
US
Y
2
2027-09-24
Fixed
4.30000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust, Series 2005-2, Class 3A1
007036GT7
361484.07000000
PA
USD
347514.27000000
0.004084161964
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
6.32813040
N
N
N
N
N
N
Bank Rakyat Indonesia Persero Tbk. PT
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk. PT
N/A
29094343.00000000
NS
8869530.68000000
0.104239172251
Long
EC
CORP
ID
N
2
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040DA4
3713000.00000000
PA
USD
2804937.21000000
0.032965028651
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
34000.00000000
PA
USD
30610.45000000
0.000359749358
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
ABFC Trust
N/A
ABFC Trust, Series 2004-OPT3, Class M1
04542BGV8
90223.49000000
PA
USD
90094.01000000
0.001058829983
Long
ABS-O
CORP
US
N
2
2033-09-25
Floating
5.60207160
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAP2
272000.00000000
PA
USD
274233.36000000
0.003222927963
Long
DBT
CORP
US
Y
2
2025-12-02
Fixed
5.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
2040000.00000000
PA
USD
2025985.20000000
0.023810394017
Long
DBT
NUSS
EG
Y
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1
20753WAE6
7724593.49000000
PA
USD
7985298.52000000
0.093847232501
Long
ABS-MBS
CORP
US
Y
2
2039-10-25
Floating
8.37129960
N
N
N
N
N
N
TriMas Corp.
75G1WUQ8QK4P5MZOYD78
TriMas Corp.
896215AH3
4505000.00000000
PA
USD
4203920.04000000
0.049406576400
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-J1, Class 3A1
12667FU29
9532.03000000
PA
USD
9614.81000000
0.000112998068
Long
ABS-MBS
CORP
US
N
2
2032-08-25
Fixed
6.50000000
N
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AD1
1858000.00000000
PA
USD
1849293.97000000
0.021733830079
Long
DBT
CORP
US
Y
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054109
28082.00000000
NS
USD
4452401.10000000
0.052326850421
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
40000.00000000
PA
USD
37848.84000000
0.000444818547
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc.
76680RAJ6
3392000.00000000
PA
USD
3587443.65000000
0.042161436728
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AX0
5599000.00000000
PA
USD
5375315.30000000
0.063173400902
Long
DBT
CORP
US
Y
2
2030-06-30
Fixed
7.37500000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
68811.00000000
NS
USD
4531204.35000000
0.053252985731
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBZ1
450000.00000000
PA
USD
449409.02000000
0.005281680162
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAN0
3785000.00000000
PA
USD
3292950.00000000
0.038700399677
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBP3
268000.00000000
PA
USD
253782.35000000
0.002982577438
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
1.23400000
N
N
N
N
N
N
EMRLD Borrower LP
98450099EE3A0ZD5F786
EMRLD Borrower LP, 1st Lien Term Loan B
26872NAC3
593984.05700000
PA
USD
592903.01000000
0.006968093489
Long
LON
CORP
US
N
2
2030-05-31
Variable
7.55718000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
685000.00000000
PA
USD
612843.57000000
0.007202444950
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
KT&G Corp.
988400ZJV6ISYBLQX875
KT&G Corp.
N/A
10345.00000000
NS
821747.04000000
0.009657583286
Long
EC
CORP
KR
N
2
N
N
N
AGL Energy Ltd.
549300QAZ8A74DEDXO80
AGL Energy Ltd.
N/A
381407.00000000
NS
2618745.04000000
0.030776804901
Long
EC
CORP
AU
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust
549300AGZIS1CJS4RM30
Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class D
95001JAC1
1517000.00000000
PA
USD
1128612.50000000
0.013264020052
Long
ABS-MBS
CORP
US
Y
2
2051-05-15
Fixed
3.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AR4
9026000.00000000
PA
USD
9490683.66000000
0.111539273555
Long
DBT
CORP
CA
N
2
2084-05-02
Variable
7.50000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
SK Telecom Co. Ltd.
9884003WEA1PHW006037
SK Telecom Co. Ltd.
N/A
92105.00000000
NS
3779923.19000000
0.044423552803
Long
EC
CORP
KR
N
2
N
N
N
Japan Tobacco, Inc.
353800Z0ENYBQO0XRJ31
Japan Tobacco, Inc.
N/A
26300.00000000
NS
734229.03000000
0.008629027745
Long
EC
CORP
JP
N
2
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690100
142926.00000000
NS
USD
4202024.40000000
0.049384297889
Long
EC
CORP
US
N
1
N
N
N
Avient Corp.
SM8L9RZYIB34LNTWO040
Avient Corp.
05368VAA4
1175000.00000000
PA
USD
1208351.20000000
0.014201149240
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
7.12500000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
2175000.00000000
PA
USD
1983249.39000000
0.023308141348
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-J14, Class A3
12668AQ24
203376.60000000
PA
USD
124619.19000000
0.001464587212
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
200000.00000000
PA
256508.23000000
0.003014613347
Long
DBT
CORP
GB
Y
2
2025-12-15
Variable
6.37500000
N
N
N
N
Y
N/A
N/A
GBP
XXXX
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-HYB1, Class 2A2C
126694WL8
1250409.62000000
PA
USD
1145114.88000000
0.013457964297
Long
ABS-MBS
CORP
US
N
2
2036-03-20
Variable
4.50671760
N
N
N
N
N
N
CNX Midstream Partners LP
N/A
CNX Midstream Partners LP
12654AAA9
828000.00000000
PA
USD
770718.38000000
0.009057868884
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
Anywhere Real Estate Group LLC
N/A
Anywhere Real Estate Group LLC
75606DAQ4
5203000.00000000
PA
USD
3968007.07000000
0.046634008877
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
5.25000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BT7
3718000.00000000
PA
USD
3725329.29000000
0.043781937913
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust, Series 2007-3, Class 1A1
81744MAA0
227250.34000000
PA
USD
196609.09000000
0.002310648616
Long
ABS-MBS
CORP
US
N
2
2036-07-20
Floating
5.27362920
N
N
N
N
N
N
JPMorgan Securities Lending Money Market Fund
5493002FD4HXUJXMRO62
JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares
46645V642
86567797.35000000
NS
USD
86567797.35000000
1.017388164604
Long
STIV
RF
US
N
1
N
N
Cedar Fair LP
529900AS2CYWYFHRS781
Cedar Fair LP, 1st Lien Term Loan B
15018LAN1
473812.50000000
PA
USD
472727.47000000
0.005555730280
Long
LON
CORP
US
N
2
2031-05-01
Variable
6.84544000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
7346000.00000000
PA
USD
7103003.87000000
0.083478063341
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
325357.00000000
NS
USD
31950057.40000000
0.375493096188
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
27544.00000000
NS
USD
4407590.88000000
0.051800218245
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
5000.00000000
PA
USD
3846.76000000
0.000045209052
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21700000
N
N
N
N
N
N
iHeartMedia, Inc.
N/A
iHeartMedia, Inc., Class A
45174J509
122091.00000000
NS
USD
241740.18000000
0.002841051817
Long
EC
CORP
US
N
1
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
818150302
10260.00000000
NS
USD
0.01000000
0.000000000117
Long
EC
CORP
RU
Y
3
N
N
N
Hafnia Ltd.
5493001KCFT0SCGJ2647
Hafnia Ltd.
N/A
192722.00000000
NS
1134359.18000000
0.013331557917
Long
EC
CORP
SG
N
2
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The), Escrow
428ESCAB3
11828000.00000000
PA
USD
443550.00000000
0.005212822021
Long
DBT
CORP
US
N
3
2024-10-15
Fixed
5.50000000
Y
N
N
N
N
N
Four Seasons Hotels Ltd.
N/A
Four Seasons Hotels Ltd., 1st Lien Term Loan B
35100DAV8
448860.75950000
PA
USD
448299.68000000
0.005268642642
Long
LON
CORP
CA
N
2
2029-11-30
Variable
6.43516000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA, ELN, (linked to elf Beauty, Inc.)
95003R610
47893.00000000
PA
USD
5065251.18000000
0.059529371879
Long
SN
CORP
US
N
2
2024-11-29
Fixed
31.70000000
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan
N/A
1320000.00000000
PA
USD
1197900.00000000
0.014078321496
Long
DBT
NUSS
JO
Y
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
Vital Energy, Inc.
549300X0PTWU2QSLSL14
Vital Energy, Inc.
516806AK2
2245000.00000000
PA
USD
2157483.91000000
0.025355832798
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
7.87500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp, Series L
316773DB3
903000.00000000
PA
USD
889470.79000000
0.010453506756
Long
DBT
CORP
US
N
2
2025-09-30
Variable
4.50000000
N
N
N
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust, Series 2005-AR4, Class 2A1A
23332UEM2
1152761.32000000
PA
USD
964141.56000000
0.011331075089
Long
ABS-MBS
CORP
US
N
2
2045-08-19
Floating
5.39363160
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CT7
1654000.00000000
PA
USD
1794774.69000000
0.021093092161
Long
DBT
CORP
US
Y
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
Uniti Group LP
N/A
Uniti Group LP
91327BAB6
57000.00000000
PA
USD
52396.46000000
0.000615789472
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.75000000
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-C20, Class C
61764RBL1
3127000.00000000
PA
USD
3072168.37000000
0.036105663248
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
4.41965160
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 2nd Lien PIK Term Loan
61647DAU6
1993908.24020000
PA
USD
961263.16000000
0.011297246689
Long
LON
CORP
US
N
3
2026-06-30
Variable
2.00000000
N
N
N
N
N
N
SCE Trust VI
N/A
SCE Trust VI
78410V200
332786.00000000
NS
USD
6858719.46000000
0.080607110456
Long
EP
CORP
US
N
1
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
N/A
212300.00000000
NS
11069774.38000000
0.130097539544
Long
EC
CORP
KY
N
2
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
N/A
1050000.00000000
PA
USD
1016536.50000000
0.011946846698
Long
DBT
NUSS
DO
Y
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
N/A
1437000.00000000
PA
USD
1096431.00000000
0.012885806926
Long
DBT
NUSS
SV
Y
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
AZZ, Inc.
549300HD1X2NFLWPYC83
AZZ, Inc., 1st Lien Term Loan
00247NAG7
417861.05280000
PA
USD
418993.46000000
0.004924221249
Long
LON
CORP
US
N
2
2029-05-14
Variable
7.18516000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AH2
7000.00000000
PA
USD
6541.28000000
0.000076876402
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
4.00000000
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AQ5
9155000.00000000
PA
USD
8852731.29000000
0.104041737396
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
10.75000000
N
N
N
N
N
N
Saxon Asset Securities Trust
N/A
Saxon Asset Securities Trust, Series 2004-2, Class MV2
805564QL8
88587.48000000
PA
USD
96425.52000000
0.001133241064
Long
ABS-O
CORP
US
N
2
2035-08-25
Floating
4.09105440
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C92
1944000.00000000
PA
USD
2013632.86000000
0.023665223123
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
6.80000000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAH9
971000.00000000
PA
USD
900849.13000000
0.010587230714
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
Navigator Co. SA (The)
549300UNIB7M2AXUXS35
Navigator Co. SA (The)
N/A
281660.00000000
NS
1086443.47000000
0.012768428465
Long
EC
CORP
PT
N
2
N
N
N
Insignia Financial Ltd.
5493000NLB9VUM2IHC87
Insignia Financial Ltd.
N/A
348773.00000000
NS
754894.95000000
0.008871904000
Long
EC
CORP
AU
N
2
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series X
38141GA79
6484000.00000000
PA
USD
6798788.34000000
0.079902769881
Long
DBT
CORP
US
N
2
2029-05-10
Variable
7.50000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
168157.00000000
NS
USD
28548013.89000000
0.335510574875
Long
EC
CORP
US
N
1
N
N
N
ABFC Trust
N/A
ABFC Trust, Series 2004-HE1, Class M1
04542BJP8
422744.00000000
PA
USD
421995.79000000
0.004959506137
Long
ABS-O
CORP
US
N
2
2034-03-25
Floating
5.75206920
N
N
N
N
N
N
BNP Paribas Issuance BV
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV, ELN, (linked to Monolithic Power Systems, Inc.)
N/A
6637.00000000
PA
USD
5061186.08000000
0.059481596786
Long
SN
CORP
NL
Y
2
2024-11-08
Fixed
19.20000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
2710000.00000000
PA
USD
2685594.01000000
0.031562447519
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.62500000
N
N
N
N
N
N
Societe Generale SA
N/A
Societe Generale SA, ELN, (linked to Wingstop, Inc.)
83370X428
15078.00000000
PA
USD
4401024.66000000
0.051723048734
Long
SN
CORP
US
N
2
2024-11-29
Fixed
17.60000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BQ3
6017000.00000000
PA
USD
6004986.46000000
0.070573612128
Long
DBT
CORP
GB
N
2
2025-12-29
Variable
6.00000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K724, Class X2B
30295XAQ1
728695.29000000
PA
USD
7.29000000
0.000000085675
Long
ABS-MBS
USGSE
US
Y
2
2049-12-25
Fixed
0.10000000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC
N/A
Angel Oak Mortgage Trust I LLC, Series 2019-2, Class B2
03463WAF0
2250000.00000000
PA
USD
2270297.93000000
0.026681679733
Long
ABS-MBS
CORP
US
Y
2
2049-03-25
Variable
6.28599960
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2018-B1, Class D
08162PAG6
975000.00000000
PA
USD
510181.91000000
0.005995913641
Long
ABS-MBS
CORP
US
Y
2
2051-01-15
Fixed
2.75000000
N
N
N
N
N
N
Masterbrand, Inc.
549300E0Y4BR5Z9RDZ64
Masterbrand, Inc.
57638PAA2
1817000.00000000
PA
USD
1861214.88000000
0.021873930591
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC, 1st Lien Term Loan B-4
36740UAX0
171500.00000000
PA
USD
171846.43000000
0.002019625419
Long
LON
CORP
US
N
2
2029-11-16
Variable
6.93516000
N
N
N
N
N
N
Genesys Cloud Services Holdings II LLC
N/A
Genesys Cloud Services Holdings II LLC, 1st Lien Term Loan B
39479UAV5
3035907.43830000
PA
USD
3041129.20000000
0.035740875358
Long
LON
CORP
US
N
2
2027-12-01
Variable
7.68516000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAA3
8012000.00000000
PA
USD
7859223.18000000
0.092365531884
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Expand Energy Corp.
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp.
165167DG9
575000.00000000
PA
USD
574275.71000000
0.006749176119
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
CD&R Smokey Buyer, Inc.
N/A
CD&R Smokey Buyer, Inc.
12515KAA6
3398000.00000000
PA
USD
3441902.16000000
0.040450960154
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
9.50000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
5274000.00000000
PA
USD
5033610.08000000
0.059157509806
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
44963BAF5
1816000.00000000
PA
USD
1816075.75000000
0.021343432900
Long
DBT
CORP
DE
Y
2
2030-11-15
Fixed
7.75000080
N
N
Y
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJK8
400000.00000000
PA
USD
403562.50000000
0.004742868869
Long
DBT
UST
US
N
2
2026-11-15
Fixed
4.62500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002YAC7
3896000.00000000
PA
USD
4016826.65000000
0.047207761062
Long
DBT
CORP
US
N
2
2029-09-15
Variable
6.85000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp., Series M
14040HCF0
5396000.00000000
PA
USD
5077977.57000000
0.059678938797
Long
DBT
CORP
US
N
2
2026-09-01
Variable
3.95000000
N
N
N
N
N
N
Wand NewCo 3, Inc.
549300Y3VZEWMSQW8494
Wand NewCo 3, Inc.
933940AA6
2335000.00000000
PA
USD
2413476.13000000
0.028364381737
Long
DBT
CORP
US
Y
2
2032-01-30
Fixed
7.62500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-LC23, Class E
12636FAN3
1500000.00000000
PA
USD
1200207.90000000
0.014105445095
Long
ABS-MBS
CORP
US
Y
2
2048-10-10
Variable
3.54430440
N
N
N
N
N
N
NCR Atleos LLC
N/A
NCR Atleos LLC, 1st Lien Term Loan B
63001PAD3
219533.33330000
PA
USD
219533.33000000
0.002580065780
Long
LON
CORP
US
N
2
2029-03-22
Variable
8.39745000
N
N
N
N
N
N
Blue Racer Midstream LLC
N/A
Blue Racer Midstream LLC
095796AJ7
1417000.00000000
PA
USD
1453646.45000000
0.017083982023
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2024-2, Class A1
74448BAA8
5802481.76000000
PA
USD
5807564.15000000
0.068253406142
Long
ABS-MBS
CORP
US
Y
2
2029-03-25
Variable
7.02600120
N
N
N
N
N
N
ABB Ltd.
5493000LKVGOO9PELI61
ABB Ltd. (Registered)
N/A
57954.00000000
NS
3220569.78000000
0.037849751036
Long
EC
CORP
CH
N
2
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDM9
1135000.00000000
PA
USD
1073736.74000000
0.012619092602
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
3036000.00000000
PA
USD
2946677.97000000
0.034630837139
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
N/A
47636.00000000
NS
1408552.02000000
0.016554009669
Long
EC
CORP
DK
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Zscaler, Inc.)
C79859572
31949.00000000
PA
USD
5766242.93000000
0.067767778444
Long
SN
CORP
CA
Y
2
2024-11-08
Fixed
13.00000000
N
N
N
N
N
N
ams-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
03217CAB2
2065000.00000000
PA
USD
2143947.02000000
0.025196740479
Long
DBT
CORP
AT
Y
2
2029-03-30
Fixed
12.25000000
N
N
N
N
N
N
Impac Secured Assets Trust
N/A
Impac Secured Assets Trust, Series 2007-3, Class A1C
45257VAC0
2260718.01930000
PA
USD
1939957.63000000
0.022799354875
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
5.57206920
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89117F8Z5
11793000.00000000
PA
USD
12425753.42000000
0.146033685189
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.12500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust, Series 2022-3A, Class A
882925AA8
194194.48000000
PA
USD
195823.33000000
0.002301413971
Long
ABS-O
CORP
US
Y
2
2029-04-15
Fixed
7.60000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077ULL2
250000.00000000
PA
USD
249315.26000000
0.002930077956
Long
STIV
CORP
CA
Y
2
2024-11-20
None
0.00000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B14, Class E
08162YAR3
1415000.00000000
PA
USD
770218.88000000
0.009051998510
Long
ABS-MBS
CORP
US
Y
2
2062-12-15
Fixed
2.50000000
N
N
N
N
N
N
Verus Securitization Trust
213800D3C9UXVQ7TZF09
Verus Securitization Trust, Series 2023-INV2, Class A1
92540BAA7
50512.60000000
PA
USD
50901.65000000
0.000598221715
Long
ABS-MBS
CORP
US
Y
2
2068-08-25
Variable
6.44299920
N
N
N
N
N
N
Carlyle Global Market Strategies CLO Ltd.
549300Q4PPEXLDSOKL32
Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A2RR
14311NAY0
1400000.00000000
PA
USD
1401561.00000000
0.016471847696
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
6.46740000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
214926.00000000
NS
USD
24366160.62000000
0.286363338221
Long
EC
CORP
US
N
1
N
N
N
BANK
N/A
BANK, Series 2019-BN24, Class D
06540VAJ4
1000000.00000000
PA
USD
714383.50000000
0.008395793125
Long
ABS-MBS
CORP
US
Y
2
2062-11-15
Fixed
2.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDL5
530000.00000000
PA
USD
499508.52000000
0.005870474609
Long
DBT
CORP
NL
Y
2
2027-12-15
Variable
1.98000000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
107967.00000000
NS
USD
5996487.18000000
0.070473724328
Long
EC
CORP
US
N
1
N
N
N
Rogers Communications, Inc.
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109BS9
5421000.00000000
PA
USD
5306317.66000000
0.062362506037
Long
DBT
CORP
CA
Y
2
2082-03-15
Variable
5.25000000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
72686.00000000
NS
USD
41255119.88000000
0.484850856555
Long
EC
CORP
US
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAK3
620000.00000000
PA
USD
626017.72000000
0.007357274167
Long
DBT
CORP
FR
Y
2
2030-01-10
Variable
5.33500000
N
N
N
N
N
N
Mirion Technologies,, Inc.
N/A
Mirion Technologies, Inc, 1st Lien Term Loan B
60470HAC1
409309.38000000
PA
USD
408670.86000000
0.004802904878
Long
LON
CORP
US
N
2
2028-10-20
Variable
6.85367000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MBK0
1247000.00000000
PA
USD
1285409.86000000
0.015106781254
Long
DBT
CORP
IE
N
2
2055-03-10
Variable
6.95000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-4CB, Class 2A5
12668BPZ0
453560.99300000
PA
USD
299082.93000000
0.003514972571
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
5.50000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
27000.00000000
PA
USD
27529.71000000
0.000323542956
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
45371.00000000
NS
1495868.37000000
0.017580195199
Long
EC
CORP
NL
N
1
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362UAD6
3009000.00000000
PA
USD
2753340.32000000
0.032358636126
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.62500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MDM9
377000.00000000
PA
USD
384777.83000000
0.004522102008
Long
DBT
CORP
JP
N
2
2029-07-09
Fixed
5.31600000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AF8
4172000.00000000
PA
USD
4030741.92000000
0.047371300293
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
63000.00000000
PA
USD
74178.61000000
0.000871784222
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000160
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
4106000.00000000
PA
USD
3367435.96000000
0.039575796030
Long
DBT
CORP
LU
Y
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2006-4, Class 4CB1
05950AAU0
673169.90000000
PA
USD
612261.96000000
0.007195609577
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.50000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
1650000.00000000
PA
USD
1006500.00000000
0.011828892717
Long
DBT
NUSS
LK
Y
2
2024-03-14
Fixed
6.85000000
Y
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR8, Class G
74333TAQ2
6080000.00000000
PA
USD
5628496.77000000
0.066148916497
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
4.00500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2019-GC40, Class D
36257HAA4
3800000.00000000
PA
USD
2643426.30000000
0.031066871445
Long
ABS-MBS
CORP
US
Y
2
2052-07-10
Fixed
3.00000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
1940000.00000000
PA
USD
1826968.23000000
0.021471446787
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2018-BN15, Class E
06036FAL5
1000000.00000000
PA
USD
710041.30000000
0.008344761413
Long
ABS-MBS
CORP
US
Y
2
2061-11-15
Fixed
3.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAC7
357000.00000000
PA
USD
362316.16000000
0.004258121198
Long
DBT
CORP
FR
Y
2
2028-07-12
Fixed
5.30100000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEM3
1462000.00000000
PA
USD
1450681.77000000
0.017049139617
Long
DBT
CORP
US
N
2
2026-02-18
Variable
2.63000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
049362AA4
1396000.00000000
PA
USD
1307089.18000000
0.015361567494
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
600000.00000000
PA
USD
595878.00000000
0.007003057064
Long
DBT
NUSS
CI
Y
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2021-3, Class B1
19688FAE5
2500000.00000000
PA
USD
1633177.25000000
0.019193918012
Long
ABS-MBS
CORP
US
Y
2
2066-09-27
Variable
3.05899920
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AQ4
1184000.00000000
PA
USD
1195824.61000000
0.014053930472
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
6.12500000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
39843UAA0
3109000.00000000
PA
USD
2864896.43000000
0.033669699471
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
Archrock Partners LP
N/A
Archrock Partners LP
03959KAA8
635000.00000000
PA
USD
636899.29000000
0.007485159834
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The), Series T
693475BC8
10908000.00000000
PA
USD
10054416.28000000
0.118164541993
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.40000000
N
N
N
N
N
N
Baytex Energy Corp.
549300R5LTV2H7I1I079
Baytex Energy Corp.
07317QAK1
2378000.00000000
PA
USD
2308616.14000000
0.027132014552
Long
DBT
CORP
CA
Y
2
2032-03-15
Fixed
7.37500000
N
N
N
N
N
N
Structured Asset Mortgage Investments II Trust
N/A
Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1
86364KAA2
2564109.77130000
PA
USD
2005749.23000000
0.023572570750
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.70206880
N
N
N
N
N
N
AthenaHealth Group, Inc.
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc., 1st Lien Term Loan
04686RAB9
493686.85760000
PA
USD
491731.86000000
0.005779079401
Long
LON
CORP
US
N
2
2029-02-15
Variable
7.93516000
N
N
N
N
N
N
Navoi Mining & Metallurgical Combinat
N/A
Navoi Mining & Metallurgical Combinat
63890CAB0
940000.00000000
PA
USD
941880.00000000
0.011069446073
Long
DBT
CORP
UZ
Y
2
2031-10-17
Fixed
6.95000000
N
N
N
N
N
N
AAL Delware Holdco, Inc.
N/A
AAL Delware Holdco, Inc., 1st Lien Term Loan
00036YAB9
332250.00000000
PA
USD
333635.48000000
0.003921051465
Long
LON
CORP
US
N
2
2031-07-30
Variable
8.18516000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2003-1, Class M1
759950AS7
113002.07000000
PA
USD
102774.89000000
0.001207862044
Long
ABS-O
CORP
US
N
2
2033-06-25
Floating
6.35207040
N
N
N
N
N
N
Directv Financing LLC
N/A
Directv Financing LLC
25461LAA0
4425000.00000000
PA
USD
4260508.59000000
0.050071633417
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-2A, Class B
52604DAB8
500000.00000000
PA
USD
452321.10000000
0.005315904387
Long
ABS-O
CORP
US
Y
2
2032-04-20
Fixed
2.37000000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
549300TCRXCIFPAC3B85
FHLMC STACR REMIC Trust, Series 2020-HQA1, Class B2
35565JBE0
4000000.00000000
PA
USD
4356498.00000000
0.051199749098
Long
ABS-MBS
CORP
US
Y
2
2050-01-25
Floating
10.07129880
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR5, Class 6A1
22541SJE9
155001.94000000
PA
USD
151797.74000000
0.001784003160
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
6.37364880
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641598S8
4250000.00000000
PA
USD
4552706.25000000
0.053505686842
Long
DBT
CORP
CA
N
2
2082-10-27
Variable
8.62500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
NYC Commercial Mortgage Trust
N/A
NYC Commercial Mortgage Trust, Series 2021-909, Class E
67076XAJ4
5000000.00000000
PA
USD
2574066.00000000
0.030251714418
Long
ABS-MBS
CORP
US
Y
2
2043-04-10
Variable
3.20550120
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913UAH3
157000.00000000
PA
USD
157092.99000000
0.001846235594
Long
DBT
CORP
US
N
2
2025-01-06
Floating
5.29558200
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACA3
18000.00000000
PA
USD
16145.79000000
0.000189753420
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
2.10000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
N/A
326902.00000000
NS
1546908.64000000
0.018180046047
Long
EC
CORP
FI
N
2
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BR1
1189000.00000000
PA
USD
1045199.72000000
0.012283711233
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
Kimberly-Clark de Mexico SAB de CV
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV, Class A
N/A
830112.00000000
NS
1195623.47000000
0.014051566574
Long
EC
CORP
MX
N
1
N
N
N
CD Mortgage Trust
N/A
CD Mortgage Trust, Series 2017-CD5, Class D
12515HAA3
1831000.00000000
PA
USD
1481437.75000000
0.017410599317
Long
ABS-MBS
CORP
US
Y
2
2050-08-15
Fixed
3.35000000
N
N
N
N
N
N
Phoenix Group Holdings plc
2138001P49OLAEU33T68
Phoenix Group Holdings plc
N/A
277265.00000000
NS
1761368.52000000
0.020700486100
Long
EC
CORP
GB
N
2
N
N
N
Lenovo Group Ltd.
254900VUZRGD5U73RE46
Lenovo Group Ltd.
N/A
1052000.00000000
NS
1387206.15000000
0.016303142300
Long
EC
CORP
HK
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to HubSpot, Inc.)
C79859663
10470.00000000
PA
USD
5794753.48000000
0.068102848724
Long
SN
CORP
CA
Y
2
2024-11-15
Fixed
13.50000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
16807.00000000
NS
11313322.58000000
0.132959840120
Long
EC
CORP
NL
N
2
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAT2
2550000.00000000
PA
USD
2545218.50000000
0.029912684133
Long
DBT
CORP
US
N
2
2055-03-31
Variable
6.37500000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien Super Senior Delayed Term Loan
N/A
2562648.94510000
PA
USD
2562648.95000000
0.030117535522
Long
LON
CORP
US
N
3
2026-06-30
Variable
16.92353000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
695847AT0
554000.00000000
PA
USD
467437.50000000
0.005493559900
Long
DBT
NUSS
PK
Y
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-S3, Class 2A4
46629ABU4
7157.97000000
PA
USD
6315.36000000
0.000074221277
Long
ABS-MBS
CORP
US
N
2
2021-08-25
Fixed
5.50000000
N
N
N
N
N
N
Mitsubishi HC Capital, Inc.
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital, Inc.
60682LAF9
200000.00000000
PA
USD
198571.82000000
0.002333715604
Long
DBT
CORP
JP
Y
2
2025-04-13
Fixed
3.63700000
N
N
N
N
N
N
MIWD Holdco II LLC
N/A
MIWD Holdco II LLC
55337PAA0
1318000.00000000
PA
USD
1259255.03000000
0.014799396576
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Structured Agency Credit Risk Debt Notes
5493007ZK0X40BI7UF30
FHLMC STACR REMIC Trust, Series 2021-DNA2, Class B2
35564KDY2
1500000.00000000
PA
USD
1775217.90000000
0.020863250958
Long
ABS-MBS
CORP
US
Y
2
2033-08-25
Floating
10.85681880
N
N
N
N
N
N
BFF Bank SpA
815600522538355AE429
BFF Bank SpA
N/A
174698.00000000
NS
1705901.20000000
0.020048606340
Long
EC
CORP
IT
Y
2
N
N
N
Investec plc
2138007Z3U5GWDN3MY22
Investec plc
N/A
152554.00000000
NS
1170428.99000000
0.013755468411
Long
EC
CORP
GB
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477CA9
464000.00000000
PA
USD
457369.33000000
0.005375233717
Long
DBT
CORP
US
N
2
2034-01-26
Variable
4.82100000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
40239.00000000
NS
USD
5339715.30000000
0.062755011850
Long
EC
CORP
US
N
1
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-19CB, Class A15
02147QAQ5
392625.87000000
PA
USD
226353.64000000
0.002660221484
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.00000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2004-5, Class 1A1
45254NJG3
118692.80000000
PA
USD
117111.65000000
0.001376354837
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
5.57206920
N
N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC, 1st Lien Term Loan B-3
90266UAJ2
282837.75900000
PA
USD
282984.83000000
0.003325779627
Long
LON
CORP
US
N
2
2026-04-29
Variable
7.63748000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AY5
7000.00000000
PA
USD
5857.60000000
0.000068841452
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAG0
1287000.00000000
PA
USD
1247585.63000000
0.014662251936
Long
DBT
CORP
NL
Y
2
2033-02-13
Fixed
7.25000000
N
N
N
N
N
N
Sage Group plc (The)
2138005RN5XYLTF8G138
Sage Group plc (The)
N/A
236455.00000000
NS
2955160.11000000
0.034730523502
Long
EC
CORP
GB
N
2
N
N
N
Shoprite Holdings Ltd.
529900Q4O1EYP6NH5150
Shoprite Holdings Ltd.
N/A
180586.00000000
NS
3118793.06000000
0.036653619986
Long
EC
CORP
ZA
N
2
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR27, Class D
12635QAL4
500000.00000000
PA
USD
404934.45000000
0.004758992714
Long
ABS-MBS
CORP
US
Y
2
2048-10-10
Variable
3.44971800
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AN8
3080000.00000000
PA
USD
3144688.87000000
0.036957960530
Long
DBT
CORP
GB
N
2
2035-03-01
Variable
5.77800000
N
N
N
N
N
N
BPER Banca SpA
N747OI7JINV7RUUH6190
BPER Banca SpA
N/A
172869.00000000
NS
1052530.68000000
0.012369868351
Long
EC
CORP
IT
N
2
N
N
N
BCE, Inc.
5493001I9203PRB5KR45
BCE, Inc.
05534B760
118696.00000000
NS
3826813.26000000
0.044974628419
Long
EC
CORP
CA
N
1
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc., 1st Lien Term Loan
71677HAL9
2240321.10000000
PA
USD
2225512.58000000
0.026155339842
Long
LON
CORP
US
N
2
2028-02-11
Variable
8.53516000
N
N
N
N
N
N
Trinity Industries, Inc.
R1JB4KXN77XFCXOQKV49
Trinity Industries, Inc.
896522AJ8
2548000.00000000
PA
USD
2634429.20000000
0.030961133014
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
7.75000000
N
N
N
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAF2
477000.00000000
PA
USD
472013.63000000
0.005547340874
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
4.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
374422AN3
270322.91000000
PA
USD
204769.60000000
0.002406555022
Long
DBT
NUSS
GH
Y
2
2030-01-03
None
0.00000000
N
N
N
N
N
N
Northriver Midstream Finance LP
549300SOLNLY3BL6GF18
Northriver Midstream Finance LP
66679NAB6
1512000.00000000
PA
USD
1551676.68000000
0.018236082444
Long
DBT
CORP
CA
Y
2
2032-07-15
Fixed
6.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-1, Class A1
92536PAA2
1922749.23000000
PA
USD
1871610.06000000
0.021996099959
Long
ABS-MBS
CORP
US
Y
2
2060-01-25
Variable
3.41700120
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAA9
8096207.66900000
PA
USD
8071877.76000000
0.094864755146
Long
DBT
CORP
US
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-J6, Class 2A1
12667GVN0
19772.35000000
PA
USD
18499.48000000
0.000217415165
Long
ABS-MBS
CORP
US
N
2
2025-07-25
Fixed
5.50000000
N
N
N
N
N
N
GSMSC Pass-Through Trust
N/A
GSMSC Pass-Through Trust, Series 2008-2R, Class 2A1
3622X1AC3
1197461.02000000
PA
USD
147801.06000000
0.001737032173
Long
ABS-MBS
CORP
US
Y
2
2036-10-25
Variable
7.49999880
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AK0
984000.00000000
PA
USD
980695.14000000
0.011525621063
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M2
35563FAB7
10750012.00000000
PA
USD
10979130.23000000
0.129032244039
Long
ABS-MBS
USGSE
US
Y
2
2051-01-25
Floating
8.60681880
N
N
N
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
631720.00000000
NS
18316599.33000000
0.215265860338
Long
EC
CORP
SG
N
2
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865BC8
5000.00000000
PA
USD
4184.18000000
0.000049174581
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2007-5, Class 4A1
059523AL4
1872335.42500000
PA
USD
1254423.17000000
0.014742610134
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.22207000
N
N
N
N
N
N
Al Rajhi Bank
558600BQZS4Y1DTU8589
Al Rajhi Bank
N/A
150836.00000000
NS
3524375.64000000
0.041420229848
Long
EC
CORP
SA
N
2
N
N
N
Republic of Rwanda
213800DQC28OBRZDYJ87
Republic of Rwanda
N/A
1000000.00000000
PA
USD
838750.00000000
0.009857410598
Long
DBT
NUSS
RW
Y
2
2031-08-09
Fixed
5.50000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAP5
3335000.00000000
PA
USD
3334351.01000000
0.039186965107
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Orient Overseas International Ltd.
529900DQ426GJO276W95
Orient Overseas International Ltd.
N/A
82500.00000000
NS
1124576.07000000
0.013216581902
Long
EC
CORP
BM
N
2
N
N
N
Endo DAC
N/A
Endo DAC
292ESCB17
925000.00000000
PA
USD
0.01000000
0.000000000117
Long
DBT
CORP
IE
N
3
2024-10-15
Fixed
0.00000000
Y
N
N
N
N
N
Canon, Inc.
529900JH1GSC035SSP77
Canon, Inc.
N/A
73500.00000000
NS
2390586.69000000
0.028095373560
Long
EC
CORP
JP
N
2
N
N
N
Radiology Partners, Inc.
N/A
Radiology Partners, Inc., 1st Lien Term Loan B
75041EAJ1
488830.35310000
PA
USD
480197.61000000
0.005643523111
Long
LON
CORP
US
N
2
2029-01-31
Variable
8.88269000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
1900000.00000000
PA
USD
1662500.00000000
0.019538533674
Long
DBT
NUSS
EG
Y
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCW8
1100000.00000000
PA
USD
1129690.10000000
0.013276684547
Long
DBT
CORP
US
N
2
2054-09-01
Variable
6.70000000
N
N
N
N
N
N
Ritchie Bros Holdings, Inc.
254900LH3N0EGB1LQ203
Ritchie Bros Holdings, Inc.
76774LAC1
1024000.00000000
PA
USD
1078877.18000000
0.012679505631
Long
DBT
CORP
US
Y
2
2031-03-15
Fixed
7.75000000
N
N
N
N
N
N
Shenzhou International Group Holdings Ltd.
529900B4W41TCUKJFM73
Shenzhou International Group Holdings Ltd.
N/A
458600.00000000
NS
3541314.26000000
0.041619301005
Long
EC
CORP
KY
N
2
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389286AA3
2346000.00000000
PA
USD
1414684.59000000
0.016626082707
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MDK3
2090000.00000000
PA
USD
2161480.09000000
0.025402797909
Long
DBT
CORP
JP
N
2
2034-06-05
Variable
6.60000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BV2
983000.00000000
PA
USD
917423.68000000
0.010782023137
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
Activia Properties, Inc.
353800RPGYN3ML8CXV54
Activia Properties, Inc.
N/A
156.00000000
NS
332701.78000000
0.003910078154
Long
EC
CORP
JP
N
2
N
N
N
NetEase, Inc.
5299004AF4DSJDB0PA32
NetEase, Inc.
N/A
569400.00000000
NS
9160963.06000000
0.107664231722
Long
EC
CORP
KY
N
2
N
N
N
Bajaj Auto Ltd.
335800DLAO5NCNN8G863
Bajaj Auto Ltd.
N/A
48859.00000000
NS
5706446.61000000
0.067065022106
Long
EC
CORP
IN
N
2
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325WAA6
339000.00000000
PA
USD
336668.90000000
0.003956701738
Long
DBT
CORP
GB
Y
2
2026-01-30
Variable
2.81900000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
1923824.00000000
NS
8233988.77000000
0.096769965027
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
FTSE 100 Index
N/A
7.00000000
NC
-11899.84000000
-0.00013985288
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
FTSE 100 Index
GB0001383545
2024-12-20
570185.00000000
GBP
-11899.84000000
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series H
808513BJ3
10584000.00000000
PA
USD
9220975.55000000
0.108369528599
Long
DBT
CORP
US
N
2
2030-12-01
Variable
4.00000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CK5
2478000.00000000
PA
USD
2469239.77000000
0.029019743998
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.12500000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
4132000.00000000
PA
USD
3907872.47000000
0.045927276902
Long
DBT
CORP
CA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN23, Class D
06541RAJ2
4000000.00000000
PA
USD
3006743.60000000
0.035336758543
Long
ABS-MBS
CORP
US
Y
2
2052-12-15
Fixed
2.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
100518.00000000
NS
USD
4389621.06000000
0.051589027909
Long
EC
CORP
US
N
1
N
N
N
Republic of Turkiye (The)
5493000PCHOG3B6S3Q85
Republic of Turkiye (The)
900123CB4
610000.00000000
PA
USD
438056.25000000
0.005148256716
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust, Series 2023-NQM7, Class A1
10569HAA2
4491621.11000000
PA
USD
4559729.81000000
0.053588231241
Long
ABS-MBS
CORP
US
Y
2
2063-09-25
Variable
7.13000160
N
N
N
N
N
N
CPPIB OVM Member U.S. LLC
N/A
CPPIB OVM Member U.S. LLC, 1st Lien Term Loan
12673CAB0
463000.00000000
PA
USD
464157.50000000
0.005455011695
Long
LON
CORP
US
N
2
2031-08-07
Variable
7.85367000
N
N
N
N
N
N
WhiteWater Whistler Holdings LLC
N/A
WhiteWater Whistler Holdings LLC, 1st Lien Term Loan B-2
96620EAE7
557130.35430000
PA
USD
557548.20000000
0.006552586033
Long
LON
CORP
US
N
2
2030-02-15
Variable
6.85367000
N
N
N
N
N
N
CSMC Mortgage-Backed Trust
N/A
CSMC Mortgage-Backed Trust, Series 2007-2, Class 3A13
126384CG9
311049.75230000
PA
USD
142799.86000000
0.001678255562
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.50000000
N
N
N
N
N
N
ASE Technology Holding Co. Ltd.
300300GO8QHPMV87NZ73
ASE Technology Holding Co. Ltd.
N/A
1611000.00000000
NS
7597148.72000000
0.089285501411
Long
EC
CORP
TW
N
2
N
N
N
Nuvei Technologies Corp.
N/A
Nuvei Technologies Corp., 1st Lien Term Loan
C7279GAC4
306018.63720000
PA
USD
305253.59000000
0.003587493261
Long
LON
CORP
CA
N
2
2030-12-19
Variable
7.78516000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AQ7
3075000.00000000
PA
USD
2873854.41000000
0.033774978144
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
Shriram Finance Ltd.
335800TM2YO24B76XL26
Shriram Finance Ltd.
N/A
162079.00000000
NS
6017543.35000000
0.070721186996
Long
EC
CORP
IN
N
2
N
N
N
Standard Industries, Inc.
N/A
Standard Industries, Inc.
853191AA2
3227000.00000000
PA
USD
3247075.17000000
0.038161255670
Long
DBT
CORP
US
Y
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-6F, Class 3A18
362341EM7
487357.50280000
PA
USD
451862.72000000
0.005310517275
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAD1
2948000.00000000
PA
USD
2786040.12000000
0.032742940573
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2021-3, Class B2
24381VAF7
4502000.00000000
PA
USD
3259816.26000000
0.038310995349
Long
ABS-MBS
CORP
US
Y
2
2066-08-25
Variable
4.12700040
N
N
N
N
N
N
Midea Group Co. Ltd.
3003003TRPHLHZD2IF61
Midea Group Co. Ltd., Class A
N/A
698999.00000000
NS
7001256.26000000
0.082282274406
Long
EC
CORP
CN
N
2
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
143673.00000000
NS
USD
4157896.62000000
0.048865686090
Long
EC
CORP
US
N
1
N
N
N
Woodside Energy Group Ltd.
2549005ZC5RXAOO7FH41
Woodside Energy Group Ltd.
N/A
128794.00000000
NS
2027019.13000000
0.023822545281
Long
EC
CORP
AU
N
2
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
65412JAB9
1290000.00000000
PA
USD
981212.70000000
0.011531703687
Long
DBT
NUSS
NG
Y
2
2047-11-28
Fixed
7.62500000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust, Series 2004-C, Class M1
35729PET3
420336.50000000
PA
USD
389881.73000000
0.004582085600
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
5.82707160
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CL2
670000.00000000
PA
USD
670576.20000000
0.007880947768
Long
DBT
CORP
GB
Y
2
2025-11-16
Variable
7.77600000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR3, Class D
74331UAG3
1250000.00000000
PA
USD
1206685.88000000
0.014181577564
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
4.45000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298CB7
3892000.00000000
PA
USD
3327660.00000000
0.039108329002
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.87500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397YT4
2940000.00000000
PA
USD
2805795.17000000
0.032975111827
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DWEK5
90305.05000000
PA
USD
85763.42000000
0.001007934718
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Stanwich Mortgage Loan Co. LLC
N/A
Stanwich Mortgage Loan Co. LLC, Series 2021-NPB1, Class A2
85501YAB6
500000.00000000
PA
USD
476806.80000000
0.005603672612
Long
ABS-O
CORP
US
Y
2
2026-10-16
Variable
4.37500080
N
N
N
N
N
N
FFMLT Trust
N/A
FFMLT Trust, Series 2004-FF3, Class M1
36228FU61
247566.42000000
PA
USD
243146.89000000
0.002857584179
Long
ABS-O
CORP
US
N
2
2034-05-25
Floating
5.67707040
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325BM6
950000.00000000
PA
USD
779950.00000000
0.009166363512
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
Nippon Steel Corp.
35380065QWQ4U2V3PA33
Nippon Steel Corp.
N/A
122400.00000000
NS
2449148.24000000
0.028783618262
Long
EC
CORP
JP
N
2
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
100000.00000000
PA
USD
89781.25000000
0.001055154271
Long
DBT
NUSS
NG
Y
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
CWABS, Inc., Asset-Backed Certificates
N/A
CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2
126671Z33
128539.27000000
PA
USD
135723.30000000
0.001595088281
Long
ABS-O
CORP
US
N
2
2034-03-25
Floating
5.67707040
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-RN4, Class A2
69359QAB0
5000000.00000000
PA
USD
4967398.50000000
0.058379358115
Long
ABS-O
CORP
US
Y
2
2051-10-25
Variable
5.19360120
N
N
N
N
N
N
Wells Fargo Mortgage-Backed Securities Trust
N/A
Wells Fargo Mortgage-Backed Securities Trust, Series 2006-AR19, Class A3
949789AC5
78853.42670000
PA
USD
75948.14000000
0.000892580626
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
6.79383720
N
N
N
N
N
N
Unicaja Banco SA
5493007SJLLCTM6J6M37
Unicaja Banco SA
N/A
358600.00000000
NS
450796.87000000
0.005297990872
Long
EC
CORP
ES
Y
2
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
10071.00000000
NS
USD
4525403.85000000
0.053184815346
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAE1
578000.00000000
PA
USD
544733.25000000
0.006401978315
Long
DBT
CORP
FI
Y
2
2026-09-30
Fixed
1.50000000
N
N
N
N
N
N
Kansai Electric Power Co., Inc. (The)
353800PFUKP5ONPJNZ86
Kansai Electric Power Co., Inc. (The)
N/A
48800.00000000
NS
782609.50000000
0.009197619290
Long
EC
CORP
JP
N
2
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
N/A
1500000.00000000
PA
USD
1275000.00000000
0.014984439359
Long
DBT
NUSS
BH
Y
2
2044-09-19
Fixed
6.00000000
N
N
N
N
N
N
MediaTek, Inc.
254900UEGBK1I4DM4E14
MediaTek, Inc.
N/A
45000.00000000
NS
1751768.91000000
0.020587666669
Long
EC
CORP
TW
N
2
N
N
N
Sunoco LP
54930001NJU8E40NQ561
Sunoco LP
86765KAB5
1157000.00000000
PA
USD
1193536.90000000
0.014027044157
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
7.00000000
N
N
N
N
N
N
MASTR Asset-Backed Securities Trust
N/A
MASTR Asset-Backed Securities Trust, Series 2005-NC1, Class M4
57643LGJ9
437202.39000000
PA
USD
438014.62000000
0.005147767460
Long
ABS-O
CORP
US
N
2
2034-12-25
Floating
5.99207040
N
N
N
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
84000.00000000
NS
3363390.90000000
0.039528256457
Long
EC
CORP
HK
N
2
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06418JAC5
886000.00000000
PA
USD
916981.73000000
0.010776829119
Long
DBT
CORP
CA
N
2
2034-02-01
Fixed
5.65000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM4, Class B2
64828EAF2
4000000.00000000
PA
USD
3372449.60000000
0.039634718842
Long
ABS-MBS
CORP
US
Y
2
2059-09-25
Variable
5.15891160
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2007-9T1, Class 3A1
02150JBA9
4774.05000000
PA
USD
4583.03000000
0.000053862066
Long
ABS-MBS
CORP
US
N
3
2022-05-25
Fixed
5.50000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2007-10, Class A4
12545CAD2
98892.30130000
PA
USD
40290.81000000
0.000473517803
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.50000000
N
N
N
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAC3
1311000.00000000
PA
USD
1279249.94000000
0.015034386785
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien Term Loan
61647DAX0
664537.12000000
PA
USD
664537.12000000
0.007809973471
Long
LON
CORP
US
N
3
2029-01-02
Variable
6.27668000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to KLA Corp.)
C79859697
10494.00000000
PA
USD
7030508.31000000
0.082626059166
Long
SN
CORP
CA
Y
2
2024-11-15
Fixed
16.70000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
32000.00000000
PA
USD
27885.98000000
0.000327730020
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2020-NQM1, Class B1
36167FAE9
3000000.00000000
PA
USD
2457991.50000000
0.028887548688
Long
ABS-MBS
CORP
US
Y
2
2060-01-25
Variable
3.63800160
N
N
N
N
N
N
Adient US LLC
N/A
Adient US LLC, 1st Lien Term Loan B-2
00687MAH4
2620931.00230000
PA
USD
2626670.84000000
0.030869952877
Long
LON
CORP
US
N
2
2031-01-31
Variable
7.43516000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The), Series V
693475BF1
5543000.00000000
PA
USD
5589322.85000000
0.065688524945
Long
DBT
CORP
US
N
2
2027-09-15
Variable
6.20000000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AB0
71000.00000000
PA
USD
70619.13000000
0.000829951428
Long
DBT
CORP
AU
Y
2
2025-02-12
Fixed
3.50000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2020-CBM, Class F
20049AAJ7
2750000.00000000
PA
USD
2571381.73000000
0.030220167531
Long
ABS-MBS
CORP
US
Y
2
2037-02-10
Variable
3.63268800
N
N
N
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
42053.00000000
NS
USD
4563591.56000000
0.053633616464
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
10578000.00000000
PA
USD
10535958.80000000
0.123823871162
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280EG0
1232000.00000000
PA
USD
1262741.87000000
0.014840375668
Long
DBT
CORP
GB
N
2
2032-05-17
Variable
5.73300000
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
16061.00000000
NS
USD
1436014.01000000
0.016876756746
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAW4
5547000.00000000
PA
USD
4451467.50000000
0.052315878285
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp.
65249BAA7
4395000.00000000
PA
USD
4090010.73000000
0.048067857069
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
Churchill Downs, Inc.
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AE8
197000.00000000
PA
USD
191124.40000000
0.002246189789
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Pactiv Evergreen Group Issuer, Inc.
N/A
Pactiv Evergreen Group Issuer, Inc.
76174LAA1
5073000.00000000
PA
USD
4844922.49000000
0.056939958629
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
Turkiye Ihracat Kredi Bankasi A/S
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi A/S
90015LAH0
312000.00000000
PA
USD
329160.00000000
0.003868453380
Long
DBT
NUSS
TR
Y
2
2027-01-28
Fixed
9.00000000
N
N
N
N
N
N
OCP CLO Ltd.
254900K70GBA8CMARX66
OCP CLO Ltd., Series 2020-8RA, Class A1
670898AC9
620049.74000000
PA
USD
619894.73000000
0.007285313718
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-17
Floating
6.12906120
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAW0
1787000.00000000
PA
USD
1781956.01000000
0.020942440606
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS5, Class D
12592KAG9
5100000.00000000
PA
USD
3330780.42000000
0.039145001743
Long
ABS-MBS
CORP
US
Y
2
2047-09-10
Fixed
3.49500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B51
1455000.00000000
PA
USD
1336090.04000000
0.015702400143
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2007-1F, Class 3A13
3622MPBC1
202552.36660000
PA
USD
124056.68000000
0.001457976312
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
3841000.00000000
PA
USD
3815685.89000000
0.044843853986
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
31455.00000000
NS
7344273.79000000
0.086313588427
Long
EC
CORP
DE
N
2
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBM9
81000.00000000
PA
USD
69606.02000000
0.000818044851
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CC1
73000.00000000
PA
USD
61493.00000000
0.000722696572
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DT9
1000000.00000000
PA
USD
582500.00000000
0.006845832099
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
Hysan Development Co. Ltd.
5299007BABFLKIH9HL03
Hysan Development Co. Ltd.
N/A
148000.00000000
NS
240048.79000000
0.002821173754
Long
EC
CORP
HK
N
2
N
N
N
Resideo Funding, Inc.
5493000IFJ6XJKH66598
Resideo Funding, Inc.
76119LAD3
2896000.00000000
PA
USD
2914618.38000000
0.034254056761
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
NMG Holding Co., Inc.
N/A
NMG Holding Co., Inc.
62929RAD0
7770000.00000000
PA
USD
7899893.65000000
0.092843511642
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
8.50000000
N
N
N
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760AP3
2750000.00000000
PA
USD
2467955.60000000
0.029004651788
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
TC Energy Corp.
549300UGKOFV2IWJJG27
TC Energy Corp.
87807B107
107566.00000000
NS
5003033.83000000
0.058798162383
Long
EC
CORP
CA
N
1
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732AF9
4592000.00000000
PA
USD
4132185.59000000
0.048563517172
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.50000000
N
N
N
N
N
Asplundh Tree Expert LLC
N/A
Asplundh Tree Expert LLC, 1st Lien Term Loan
04538FAD1
239145.52460000
PA
USD
239078.56000000
0.002809771125
Long
LON
CORP
US
N
2
2027-09-06
Variable
6.53516000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2022-1, Class B2
19688HAF8
2581000.00000000
PA
USD
2009536.92000000
0.023617085582
Long
ABS-MBS
CORP
US
Y
2
2066-12-27
Variable
4.05837720
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AJ0
1645000.00000000
PA
USD
1530546.33000000
0.017987747975
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2005-QA5, Class A2
76110H5A3
613517.40000000
PA
USD
551962.03000000
0.006486934562
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
5.10519600
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The), Escrow
428ESCAA5
1106000.00000000
PA
USD
44240.00000000
0.000519930664
Long
DBT
CORP
US
N
3
2022-10-15
Fixed
6.25000000
Y
N
N
N
N
N
Centex Home Equity Loan Trust
N/A
Centex Home Equity Loan Trust, Series 2004-D, Class MV2
152314LR9
14034.85000000
PA
USD
13531.95000000
0.000159034262
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
5.16458880
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
N/A
1487000.00000000
PA
USD
1609677.50000000
0.018917737166
Long
DBT
NUSS
DO
Y
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
APi Group DE, Inc.
549300XP4G7B4QYA0G83
APi Group DE, Inc.
001877AA7
2586000.00000000
PA
USD
2385153.14000000
0.028031515756
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
Gabonese Republic
N/A
Gabonese Republic
N/A
300000.00000000
PA
USD
291468.75000000
0.003425486909
Long
DBT
NUSS
GA
Y
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
Pactiv Evergreen Group Holdings, Inc.
N/A
Pactiv Evergreen Group Holdings, Inc., 1st Lien Term Loan B-4
69526MAC5
290268.16170000
PA
USD
290378.46000000
0.003412673274
Long
LON
CORP
US
N
2
2028-09-25
Variable
7.18516000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2007-8CB, Class A9
02150FAJ9
136281.98660000
PA
USD
74759.79000000
0.000878614541
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.00000000
N
N
N
N
N
N
Vertiv Group Corp.
N/A
Vertiv Group Corp., 1st Lien Term Loan B
92537EAE8
498254.66710000
PA
USD
498020.49000000
0.005852986535
Long
LON
CORP
US
N
2
2027-03-02
Variable
6.84570000
N
N
N
N
N
N
Chubu Electric Power Co., Inc.
529900A76GOP0PGNHT63
Chubu Electric Power Co., Inc.
N/A
53700.00000000
NS
617290.15000000
0.007254703388
Long
EC
CORP
JP
N
2
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2004-5, Class 1M2
45254NJL2
43236.10000000
PA
USD
42384.45000000
0.000498123310
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
5.72207040
N
N
N
N
N
N
Mozambique International Bond
213800759WLKYIKPER73
Republic of Mozambique
N/A
1000000.00000000
PA
USD
834062.50000000
0.009802320747
Long
DBT
NUSS
MZ
Y
2
2031-09-15
Variable
9.00000000
N
N
N
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
39303.00000000
NS
USD
1279705.68000000
0.015039742870
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
421924BT7
1338000.00000000
PA
USD
1336186.34000000
0.015703531909
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
74841CAA9
3048000.00000000
PA
USD
2807466.17000000
0.032994750257
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241AH6
8787081.46000000
PA
USD
7447051.54000000
0.087521484084
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.12500000
N
N
N
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057QAH0
2132000.00000000
PA
USD
2138950.09000000
0.025138014052
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.12500000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class D
46646RAB9
2514000.00000000
PA
USD
1876330.94000000
0.022051582108
Long
ABS-MBS
CORP
US
Y
2
2049-12-15
Variable
3.03969240
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R05, Class 1B1
20754HAD0
296638.68000000
PA
USD
308875.03000000
0.003630054240
Long
ABS-MBS
CORP
US
Y
2
2039-07-25
Floating
9.07130160
N
N
N
N
N
N
ADT Security Corp. (The)
5493009JEEDYLVRA0J13
ADT Security Corp. (The)
00109LAA1
4280000.00000000
PA
USD
4001977.62000000
0.047033247815
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
PRPM
N/A
PRPM, Series 2024-3, Class A1
693986AA9
8479569.33000000
PA
USD
8483198.59000000
0.099698803800
Long
ABS-MBS
CORP
US
Y
3
2029-05-25
Variable
6.99400080
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKD0
694000.00000000
PA
USD
590118.73000000
0.006935371234
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
Axalta Coating Systems LLC
N/A
Axalta Coating Systems LLC
05454NAA7
4833000.00000000
PA
USD
4736418.29000000
0.055664762860
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
Gabonese Republic
N/A
Gabonese Republic
N/A
950000.00000000
PA
USD
922984.38000000
0.010847375272
Long
DBT
NUSS
GA
Y
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
FHLMC Seasoned Credit Risk Transfer Trust
N/A
FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-3, Class A
35563PCH0
174615621.36080000
PA
USD
117690.93000000
0.001383162826
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
0.00001080
N
N
N
N
N
N
Scripps Escrow, Inc.
N/A
Scripps Escrow, Inc.
81104PAA7
2582000.00000000
PA
USD
2269319.80000000
0.026670184259
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAH8
1190000.00000000
PA
USD
1110930.09000000
0.013056207502
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.00000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UCE7
150000.00000000
PA
USD
148877.88000000
0.001749687501
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
DBJPM Mortgage Trust
N/A
DBJPM Mortgage Trust, Series 2016-C3, Class E
23312VAU0
1250000.00000000
PA
USD
640757.25000000
0.007530500515
Long
ABS-MBS
CORP
US
Y
2
2049-08-10
Variable
4.22759880
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YDG1
420000.00000000
PA
USD
429923.34000000
0.005052674680
Long
DBT
CORP
JP
N
2
2035-07-10
Variable
5.59400000
N
N
N
N
N
N
Williams Scotsman, Inc.
549300DAKDS8SCO1OT57
Williams Scotsman, Inc.
96949VAL7
2911000.00000000
PA
USD
3015737.78000000
0.035442462657
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
7.37500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAZ0
314000.00000000
PA
USD
314492.68000000
0.003696075680
Long
DBT
CORP
FR
Y
2
2026-01-26
Fixed
4.93500000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP, 1st Lien Term Loan
58503UAE3
2417568.14310000
PA
USD
2419187.91000000
0.028431509440
Long
LON
CORP
US
N
2
2028-10-23
Variable
7.43516000
N
N
N
N
N
N
SBM Offshore NV
549300RDGCRYZ5QE6513
SBM Offshore NV
N/A
107190.00000000
NS
1962084.87000000
0.023059405296
Long
EC
CORP
NL
N
2
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
6415000.00000000
PA
USD
6158179.97000000
0.072374019078
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AN0
320000.00000000
PA
USD
320171.97000000
0.003762821544
Long
DBT
CORP
US
Y
2
2025-01-17
Fixed
5.20000000
N
N
N
N
N
N
Medline Borrower LP
N/A
Medline Borrower LP
58506DAA6
4212000.00000000
PA
USD
4285474.13000000
0.050365040962
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
First Student Bidco, Inc.
2549006DRO2F06AA1391
First Student Bidco, Inc., 1st Lien Term Loan B
33718FAD2
1986624.87170000
PA
USD
1986744.07000000
0.023349212580
Long
LON
CORP
US
N
2
2028-07-21
Variable
7.86528000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYM0
19000.00000000
PA
USD
17963.97000000
0.000211121583
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.94800000
N
N
N
N
N
N
RR 12 Ltd.
549300RLLUH00ZYECJ34
RR Ltd., Series 2020-12A, Class A2R3
74989HAQ5
2163000.00000000
PA
USD
2161840.63000000
0.025407035156
Long
ABS-CBDO
CORP
KY
Y
2
2036-01-15
Floating
6.25590000
N
N
N
N
N
N
Banca Generali SpA
815600903231FA2E7698
Banca Generali SpA
N/A
24264.00000000
NS
1075272.75000000
0.012637144562
Long
EC
CORP
IT
N
2
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
720000.00000000
PA
USD
448200.00000000
0.005267471153
Long
DBT
NUSS
LK
Y
2
2030-03-28
Fixed
7.55000000
Y
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AE7
3507000.00000000
PA
USD
3420187.37000000
0.040195757053
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AN4
50000.00000000
PA
USD
49305.37000000
0.000579461432
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAM5
97000.00000000
PA
USD
93698.06000000
0.001101186586
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
Magnetite XXII Ltd.
5493000081NBXWGGSW23
Magnetite Ltd., Series 2019-22A, Class CRR
55954HBA9
977000.00000000
PA
USD
977344.88000000
0.011486247127
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
6.50589840
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Quanta Services, Inc.)
C79859564
19534.00000000
PA
USD
5905659.02000000
0.069406266245
Long
SN
CORP
CA
Y
2
2024-11-08
Fixed
13.90000000
N
N
N
N
N
N
Morgan Stanley Finance LLC
5493003FCPSE9RKT4B56
Morgan Stanley Finance LLC, ELN, (linked to Arista Networks, Inc.)
61776V261
18326.00000000
PA
USD
7098212.92000000
0.083421757694
Long
SN
CORP
US
Y
2
2024-11-29
Fixed
18.10000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp., Series J
857477CM3
3100000.00000000
PA
USD
3183923.20000000
0.037419062051
Long
DBT
CORP
US
N
2
2029-09-15
Variable
6.70000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Fair Isaac Corp.)
C79859655
2950.00000000
PA
USD
5887908.97000000
0.069197658756
Long
SN
CORP
CA
Y
2
2024-11-15
Fixed
12.60000000
N
N
N
N
N
N
ADT Security Corp. (The)
5493009JEEDYLVRA0J13
ADT Security Corp. (The)
74166NAA2
6428000.00000000
PA
USD
5990415.19000000
0.070402363256
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
4.87500000
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
187297.73000000
PA
USD
186504.54000000
0.002191894878
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
5.87207160
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2006-4, Class 2A1
05950AAK2
1801.72090000
PA
USD
1648.56000000
0.000019374703
Long
ABS-MBS
CORP
US
N
2
2029-03-25
Fixed
6.00000000
N
N
N
N
N
N
Pampa Energia SA
254900QNIK0CVURGML24
Pampa Energia SA
N/A
383000.00000000
PA
USD
383306.40000000
0.004504809025
Long
DBT
CORP
AR
Y
2
2031-09-10
Fixed
7.95000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
314877.00000000
NS
USD
5431628.25000000
0.063835218929
Long
EC
CORP
US
N
1
N
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722AAD5
536000.00000000
PA
USD
483991.44000000
0.005688110104
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
3830000.00000000
PA
USD
3465307.40000000
0.040726030272
Long
DBT
NUSS
CI
Y
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
WPP plc
549300LSGBXPYHXGDT93
WPP plc
N/A
182954.00000000
NS
1923015.69000000
0.022600244701
Long
EC
CORP
JE
N
2
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-15F, Class 1A2
36242DQU0
141768.18000000
PA
USD
100455.06000000
0.001180598239
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
3500000.00000000
PA
USD
3185614.95000000
0.037438944345
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
81467.00000000
NS
USD
4461947.59000000
0.052439045558
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K090, Class X3
3137FLMY7
1750000.00000000
PA
USD
157624.60000000
0.001852483341
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Variable
2.31303600
N
N
N
N
N
N
Entegris, Inc.
N/A
Entegris, Inc., 1st Lien Term Loan B
29362LAM6
384792.80520000
PA
USD
385393.08000000
0.004529332734
Long
LON
CORP
US
N
2
2029-07-06
Variable
6.35367000
N
N
N
N
N
N
Vanguard International Semiconductor Corp.
2549001S5Q158BIJJO13
Vanguard International Semiconductor Corp.
N/A
930000.00000000
NS
2745088.63000000
0.032261658127
Long
EC
CORP
TW
N
2
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JX39
1050000.00000000
PA
USD
796362.00000000
0.009359245566
Long
DBT
NUSS
EG
Y
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, Class M2
61744CKP0
201683.43000000
PA
USD
193495.87000000
0.002274060494
Long
ABS-O
CORP
US
N
2
2034-12-25
Floating
5.55707160
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B36
2774000.00000000
PA
USD
2505047.55000000
0.029440574984
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Braskem Idesa SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
N/A
1450000.00000000
PA
USD
1145500.00000000
0.013462490420
Long
DBT
CORP
MX
Y
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
46438.00000000
NS
USD
4536992.60000000
0.053321012148
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
3195000.00000000
PA
USD
2838281.13000000
0.033356903119
Long
DBT
CORP
NL
N
2
2027-05-16
Variable
3.87500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
WMG Acquisition Corp.
N/A
WMG Acquisition Corp., 1st Lien Term Loan B
92929LBA5
534193.99000000
PA
USD
533526.25000000
0.006270268031
Long
LON
CORP
US
N
2
2031-01-24
Variable
6.33537000
N
N
N
N
N
N
Venator Materials LLC
N/A
Venator Materials LLC, 1st Lien Term Loan
N/A
169951.71000000
PA
USD
169951.71000000
0.001997357719
Long
LON
CORP
US
N
2
2026-01-16
Variable
7.28611000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series I
808513BK0
1182000.00000000
PA
USD
1134362.26000000
0.013331594114
Long
DBT
CORP
US
N
2
2026-06-01
Variable
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, Series P
61762V853
144069.00000000
NS
USD
3760200.90000000
0.044191766561
Long
EP
CORP
US
N
1
N
N
N
Advanced Drainage Systems, Inc.
N/A
Advanced Drainage Systems, Inc., 1st Lien Term Loan
00769QAG8
297184.61380000
PA
USD
297556.09000000
0.003497028381
Long
LON
CORP
US
N
2
2026-07-31
Variable
7.19410000
N
N
N
N
N
N
Generali
549300X5UKJVE386ZB61
Generali
N/A
69672.00000000
NS
1931739.88000000
0.022702775756
Long
EC
CORP
IT
N
2
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC, 1st Lien Term Loan
55759VAB4
3587208.05700000
PA
USD
3583298.00000000
0.042112714970
Long
LON
CORP
US
N
2
2028-06-21
Variable
7.88923000
N
N
N
N
N
N
Republic of Costa Rica
549300S1EK2VN6XVJP58
Republic of Costa Rica
221597CV7
819000.00000000
PA
USD
865683.00000000
0.010173940719
Long
DBT
NUSS
CR
Y
2
2054-11-13
Fixed
7.30000000
N
N
N
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
N/A
84510.00000000
NS
1618573.60000000
0.019022288594
Long
EC
CORP
FI
N
2
N
N
N
Niterra Co. Ltd.
549300RG3XQGTFM4HH31
Niterra Co. Ltd.
N/A
6400.00000000
NS
181384.72000000
0.002131724186
Long
EC
CORP
JP
N
2
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AG0
7243000.00000000
PA
USD
6934743.71000000
0.081500585565
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.50000000
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-C19, Class D
61764PAN2
2585000.00000000
PA
USD
2057671.12000000
0.024182782838
Long
ABS-MBS
CORP
US
Y
2
2047-12-15
Fixed
3.25000000
N
N
N
N
N
N
Wallenius Wilhelmsen ASA
549300NBN0URT3RA3Y54
Wallenius Wilhelmsen ASA
N/A
95847.00000000
NS
952945.71000000
0.011199495846
Long
EC
CORP
NO
N
2
N
N
Grant Thornton Advisors LLC
N/A
Grant Thornton Advisors LLC, 1st Lien Term Loan
38821UAB6
465000.00000000
PA
USD
465037.20000000
0.005465350371
Long
LON
CORP
US
N
2
2031-05-31
Variable
7.93516000
N
N
N
N
N
N
CPI Holdco B LLC
N/A
CPI Holdco B LLC, 1st Lien Term Loan
1261MAAB6
420000.00000000
PA
USD
415199.40000000
0.004879631554
Long
LON
CORP
US
N
2
2031-05-19
Variable
6.68516000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKQ1
950000.00000000
PA
USD
915369.80000000
0.010757884909
Long
DBT
CORP
US
N
2
2033-04-27
Variable
4.57100000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BL1
288000.00000000
PA
USD
294075.80000000
0.003456126268
Long
DBT
CORP
CH
Y
2
2030-09-13
Variable
5.61700000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
19856.00000000
NS
USD
3297684.48000000
0.038756041660
Long
EC
CORP
US
N
1
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
1316000.00000000
PA
USD
1235267.19000000
0.014517479451
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
803000.00000000
PA
USD
809472.18000000
0.009513322975
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
354000.00000000
PA
USD
351537.80000000
0.004131448507
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
CRH plc
549300MIDJNNTH068E74
CRH plc
N/A
19792.00000000
NS
1886828.09000000
0.022174949879
Long
EC
CORP
IE
N
2
N
N
N
Park River Holdings, Inc.
254900PGY077KWCROT75
Park River Holdings, Inc., 1st Lien Term Loan
70082HAC0
1493732.13300000
PA
USD
1461527.27000000
0.017176601372
Long
LON
CORP
US
N
2
2027-12-28
Variable
8.10496000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AH4
4466000.00000000
PA
USD
4656501.70000000
0.054725543020
Long
DBT
CORP
NL
Y
2
2031-03-15
Fixed
7.12500000
N
N
N
N
N
N
Resonetics LLC
N/A
Resonetics LLC, 1st Lien Term Loan B
76118EAJ7
265000.00000000
PA
USD
265466.40000000
0.003119894253
Long
LON
CORP
US
N
2
2031-06-18
Variable
8.36740000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKE8
1933000.00000000
PA
USD
1925822.56000000
0.022633232444
Long
DBT
CORP
US
N
2
2025-12-06
Variable
1.53000000
N
N
N
N
N
N
United Urban Investment Corp.
353800GYZWBD7BDCN841
United Urban Investment Corp.
N/A
1292.00000000
NS
1158654.15000000
0.013617084587
Long
EC
CORP
JP
N
2
N
N
N
Conduent Business Services LLC
N/A
Conduent Business Services LLC
20679LAB7
4650000.00000000
PA
USD
4415813.45000000
0.051896854011
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
6.00000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
104827.00000000
NS
USD
4384913.41000000
0.051533701245
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBL5
4000000.00000000
PA
USD
4033532.00000000
0.047404090712
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Banca Mediolanum SpA
7LVZJ6XRIE7VNZ4UBX81
Banca Mediolanum SpA
N/A
271271.00000000
NS
3353128.47000000
0.039407647233
Long
EC
CORP
IT
N
2
N
N
N
Ping An Insurance Group Co. of China Ltd.
529900M9MC28JLN35U89
Ping An Insurance Group Co. of China Ltd., Class H
N/A
943500.00000000
NS
5845722.92000000
0.068701867142
Long
EC
CORP
CN
N
2
N
N
N
Harbour Energy plc
213800YPC42DYBKVPF97
Harbour Energy plc
N/A
232472.00000000
NS
827154.22000000
0.009721131176
Long
EC
CORP
GB
N
2
N
N
N
Summer (BC) Holdco B SARL
N/A
Summer (BC) Holdco B SARL, 1st Lien Term Loan B
86564BAC6
223969.04240000
PA
USD
224714.86000000
0.002640961719
Long
LON
CORP
LU
N
2
2029-02-15
Variable
9.86367000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Cloudflare, Inc.)
C79859747
66999.00000000
PA
USD
5837927.98000000
0.068610257098
Long
SN
CORP
CA
Y
2
2024-11-22
Fixed
19.30000000
N
N
N
N
N
N
Mitsubishi Chemical Group Corp.
353800YNKX4RQUGAR072
Mitsubishi Chemical Group Corp.
N/A
267200.00000000
NS
1441835.18000000
0.016945170055
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFL4
673000.00000000
PA
USD
681779.28000000
0.008012611982
Long
DBT
CORP
US
N
2
2035-01-18
Variable
5.46600000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA, ELN, (linked to Colgate-Palmolive Co.)
95003R628
72894.00000000
PA
USD
6825521.90000000
0.080216956083
Long
SN
CORP
US
N
2
2024-11-29
Fixed
4.90000000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2005-11, Class 4A5
05948KW54
284262.89370000
PA
USD
244919.97000000
0.002878422304
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.75000000
N
N
N
N
N
N
Region RE Ltd.
549300MS6NZV0B7K7D28
Region RE Ltd.
N/A
108012.00000000
NS
155321.79000000
0.001825419563
Long
EC
CORP
AU
N
2
N
N
N
NMG, Inc.
N/A
NMG, Inc.
62929P102
41340.00000000
NS
USD
5580900.00000000
0.065589535389
Long
EC
CORP
US
N
3
N
N
China Resources Gas Group Ltd.
529900A0E1J5JSOKEK83
China Resources Gas Group Ltd.
N/A
821700.00000000
NS
3168171.32000000
0.037233938058
Long
EC
CORP
BM
N
2
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682695AA9
287000.00000000
PA
USD
304075.64000000
0.003573649402
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.00000000
N
N
N
N
N
N
Frontline plc
5493004BCIKYU1YL3H63
Frontline plc
N/A
25238.00000000
NS
487997.38000000
0.005735189920
Long
EC
CORP
CY
N
2
N
N
N
Harvest Midstream I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AB9
1661000.00000000
PA
USD
1700656.38000000
0.019986966586
Long
DBT
CORP
US
Y
2
2032-05-15
Fixed
7.50000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BV6
214000.00000000
PA
USD
216580.39000000
0.002545361349
Long
DBT
CORP
US
N
2
2028-01-21
Variable
5.30000000
N
N
N
N
N
N
Go Daddy Operating Co. LLC
5493005GJOH8HLL11157
Go Daddy Operating Co. LLC, 1st Lien Term Loan B-6
38017BAV8
496069.66760000
PA
USD
495623.20000000
0.005824812380
Long
LON
CORP
US
N
2
2029-11-12
Variable
6.68516000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BY5
19000.00000000
PA
USD
16455.58000000
0.000193394227
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
State Oil Co. of the Azerbaijan Republic
2549002HARR1VE257O76
State Oil Co. of the Azerbaijan Republic
N/A
180000.00000000
PA
USD
187470.00000000
0.002203241448
Long
DBT
NUSS
AZ
Y
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BC0
148000.00000000
PA
USD
145278.69000000
0.001707388016
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAG0
2251000.00000000
PA
USD
2238819.61000000
0.026311730731
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan
N/A
1900000.00000000
PA
USD
1888718.75000000
0.022197169863
Long
DBT
NUSS
JO
Y
2
2026-01-29
Fixed
6.12500000
N
N
N
N
N
N
ATI, Inc.
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741RAH5
1861000.00000000
PA
USD
1845943.21000000
0.021694450267
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc., 1st Lien Term Loan B-6
00216EAK5
463805.14110000
PA
USD
464755.94000000
0.005462044862
Long
LON
CORP
US
N
2
2028-09-15
Variable
8.60367000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K061, Class X3
3137BTUQ2
1544377.00000000
PA
USD
53124.72000000
0.000624348349
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
1.97963280
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-41CB, Class 2A13
02149CBD2
2112604.01000000
PA
USD
1026131.91000000
0.012059616768
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
5.75000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2005-6, Class 1A2
576434V68
345119.64530000
PA
USD
225148.02000000
0.002646052433
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Power Corp. of Canada
549300BE2CB8T87IJV50
Power Corp. of Canada
739239101
157466.00000000
NS
4977253.32000000
0.058495176902
Long
EC
CORP
CA
N
1
N
N
N
State Oil Co. of the Azerbaijan Republic
2549002HARR1VE257O76
State Oil Co. of the Azerbaijan Republic
N/A
1000000.00000000
PA
USD
1041500.00000000
0.012240230268
Long
DBT
NUSS
AZ
Y
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
CGMS Commercial Mortgage Trust
N/A
CGMS Commercial Mortgage Trust, Series 2017-B1, Class E
17326CAC8
1500000.00000000
PA
USD
803426.70000000
0.009442273463
Long
ABS-MBS
CORP
US
Y
2
2050-08-15
Variable
3.30000120
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JW89
200000.00000000
PA
USD
160000.00000000
0.001880400233
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
2970000.00000000
PA
USD
2376000.00000000
0.027923943465
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
N/A
132210.00000000
NS
7478556.41000000
0.087891745115
Long
EC
CORP
AT
N
2
N
N
N
Fuyao Glass Industry Group Co. Ltd.
549300AS5CSLWETN0P64
Fuyao Glass Industry Group Co. Ltd., Class A
N/A
413356.00000000
NS
3304718.13000000
0.038838704642
Long
EC
CORP
CN
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K060, Class X3
3137BTAF8
999988.93000000
PA
USD
34648.02000000
0.000407200905
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
1.89727200
N
N
N
N
N
N
Skopima Merger Sub, Inc.
N/A
Skopima Merger Sub, Inc., 1st Lien Term Loan
36171NAB2
513902.04040000
PA
USD
513454.95000000
0.006034380048
Long
LON
CORP
US
N
2
2028-05-15
Variable
8.79964000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523AV2
250000.00000000
PA
USD
248206.36000000
0.002917045607
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
INEOS Finance plc
2138002D68XDR4LZCG32
INEOS Finance plc
44984WAJ6
5618000.00000000
PA
USD
5796084.98000000
0.068118497180
Long
DBT
CORP
GB
Y
2
2029-04-15
Fixed
7.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2024-1A, Class A2
69703NAC8
250000.00000000
PA
USD
250234.00000000
0.002940875449
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
6.56076960
N
N
N
N
N
N
LSF12 Crown US Commercial Bidco LLC
N/A
LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan B
N/A
4996000.00000000
PA
USD
4983510.00000000
0.058568708542
Long
LON
CORP
US
N
2
2031-10-10
Variable
8.49661000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205BB9
700000.00000000
PA
USD
545125.00000000
0.006406582357
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389284AA8
6492000.00000000
PA
USD
6316403.73000000
0.074233544048
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N/A
N/A
NASDAQ 100 E-Mini Index
N/A
-68.00000000
NC
USD
-583431.84000000
-0.00685678355
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
NASDAQ 100 E-Mini Index
US6311011026
2024-12-20
-27218700.00000000
USD
-583431.84000000
N
N
N
Multi-Family Connecticut Avenue Securities Trust
5493002KQF9IH3CTQZ40
Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10
62548QAD3
9220093.65000000
PA
USD
9369915.56000000
0.110119946283
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Floating
8.72129880
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325CU7
1370000.00000000
PA
USD
938450.00000000
0.011029134993
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BH9
2640000.00000000
PA
USD
2698938.00000000
0.031719272781
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
8.00000000
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325CU7
620000.00000000
PA
USD
424700.00000000
0.004991287369
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Samsung Fire & Marine Insurance Co. Ltd.
988400JMBDK47EW0Z936
Samsung Fire & Marine Insurance Co. Ltd.
N/A
20913.00000000
NS
5070164.72000000
0.059587118266
Long
EC
CORP
KR
N
2
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
4050.00000000
NS
USD
70875.00000000
0.000832958540
Long
EC
CORP
US
N
3
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BV4
2319449.00000000
PA
USD
2617294.08000000
0.030759752492
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
11.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
249624.00000000
NS
USD
29018790.00000000
0.341043371795
Long
EC
CORP
US
N
1
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
N/A
113876.00000000
NS
6946667.23000000
0.081640716751
Long
EC
CORP
GB
N
2
N
N
N
Banc of America Mortgage Trust
N/A
Banc of America Mortgage Trust, Series 2004-A, Class 2A2
05948XT27
182237.07000000
PA
USD
178761.44000000
0.002100894084
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
5.57764200
N
N
N
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AF2
7265000.00000000
PA
USD
7111431.70000000
0.083577111425
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
KDC US Holdings, Inc.
N/A
KDC US Holdings, Inc., 1st Lien Term Loan
C4879HAF6
618233.68000000
PA
USD
619488.70000000
0.007280541850
Long
LON
CORP
US
N
2
2028-08-15
Variable
9.18516000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397D26
1864000.00000000
PA
USD
1904782.42000000
0.022385958168
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
6.95000000
N
N
N
N
N
N
Escrow Rite Aid 0.0
N/A
Escrow Rite Aid 0.0
N/A
967547.00000000
PA
USD
577528.80000000
0.006787408064
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
0.00000000
N
N
N
N
N
N
Finance America Mortgage Loan Trust
N/A
Finance America Mortgage Loan Trust, Series 2004-3, Class M2
317350BU9
139040.28000000
PA
USD
123313.10000000
0.001449237387
Long
ABS-O
CORP
US
N
2
2034-11-25
Floating
5.79706920
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAK7
5087000.00000000
PA
USD
4718740.06000000
0.055456999436
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
6.00000000
N
N
N
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
19278.00000000
NS
USD
4302078.48000000
0.050560183610
Long
EC
CORP
US
N
1
N
N
N
LD Holdings Group LLC
N/A
LD Holdings Group LLC
521088AD6
535000.00000000
PA
USD
512428.35000000
0.006022314930
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
8.75000000
N
N
N
N
N
Bleriot US Bidco, Inc.
254900ALCQ2A2VYD5Z08
Bleriot US Bidco, Inc., 1st Lien Term Loan
09353TAJ9
318471.34620000
PA
USD
319095.55000000
0.003750170916
Long
LON
CORP
US
N
2
2030-10-31
Variable
7.85367000
N
N
N
N
N
N
Minerva Luxembourg SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AH2
1478000.00000000
PA
USD
1544510.00000000
0.018151856027
Long
DBT
CORP
LU
Y
2
2033-09-13
Fixed
8.87500000
N
N
N
N
N
N
Wynn Macau Ltd.
254900NMDQ8ENTHU1I31
Wynn Macau Ltd.
N/A
200000.00000000
PA
USD
192010.00000000
0.002256597805
Long
DBT
CORP
KY
Y
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA
N/A
950000.00000000
PA
USD
830953.13000000
0.009765777872
Long
DBT
NUSS
MA
Y
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PBA7
5403000.00000000
PA
USD
5347483.09000000
0.062846302813
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
6.87500000
N
N
N
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485AG1
1944000.00000000
PA
USD
1925271.31000000
0.022626753878
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAH4
7570000.00000000
PA
USD
6975220.03000000
0.081976283575
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECR4
221000.00000000
PA
USD
224928.30000000
0.002643470173
Long
DBT
CORP
GB
N
2
2030-03-12
Variable
5.69000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc., 1st Lien Term Loan K
89364MCB8
485062.50000000
PA
USD
485911.36000000
0.005710673967
Long
LON
CORP
US
N
2
2030-03-22
Variable
7.35367000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
3750000.00000000
PA
USD
2329687.50000000
0.027379655741
Long
DBT
NUSS
LK
Y
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
ANGI Group LLC
N/A
ANGI Group LLC
001846AA2
1433000.00000000
PA
USD
1296559.63000000
0.015237818942
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
3222000.00000000
PA
USD
2757549.83000000
0.032408108398
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433AP7
4655000.00000000
PA
USD
4571247.98000000
0.053723598551
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
N/A
118005.00000000
NS
3868882.48000000
0.045469046988
Long
EC
CORP
DE
N
2
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR18, Class 1A3A
92922F8M3
31502.19000000
PA
USD
30168.22000000
0.000354552049
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
5.03756640
N
N
N
N
N
N
COLT Mortgage Loan Trust
213800EHDFO4A3F7P416
COLT Mortgage Loan Trust, Series 2023-4, Class A1
12598WAA0
4136093.04350000
PA
USD
4200736.87000000
0.049369166190
Long
ABS-MBS
CORP
US
Y
2
2068-10-25
Variable
7.16299920
N
N
N
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
N/A
152026.00000000
NS
943678.50000000
0.011090582947
Long
EC
CORP
NO
N
2
N
N
N
Archrock Partners LP
N/A
Archrock Partners LP
03959KAC4
2766000.00000000
PA
USD
2771122.74000000
0.032567624043
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
1040000.00000000
PA
USD
946443.58000000
0.011123079554
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC
N/A
Ascent Resources Utica Holdings LLC
04364VAR4
82000.00000000
PA
USD
83669.58000000
0.000983326860
Long
DBT
CORP
US
Y
2
2028-12-31
Fixed
8.25000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc., Series B
174610AP0
634000.00000000
PA
USD
630501.14000000
0.007409965567
Long
DBT
CORP
US
N
2
2025-01-06
Floating
7.85432880
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
983000.00000000
PA
USD
954096.16000000
0.011213016511
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52600000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-J14, Class A8
12668AQ73
897407.37000000
PA
USD
549887.17000000
0.006462549767
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Altar Bidco, Inc.
N/A
Altar Bidco, Inc., 2nd Lien Term Loan
02090CAB6
218750.00000000
PA
USD
212187.50000000
0.002493733903
Long
LON
CORP
US
N
2
2030-02-01
Variable
10.39903000
N
N
N
N
N
N
MetLife Capital Trust IV
N/A
MetLife Capital Trust IV
591560AA5
6625000.00000000
PA
USD
7278125.63000000
0.085536182080
Long
DBT
CORP
US
Y
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBC3
27000.00000000
PA
USD
23205.44000000
0.000272721967
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBE6
251000.00000000
PA
USD
251437.60000000
0.002955020760
Long
DBT
CORP
US
N
2
2025-04-25
Floating
5.44387680
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Republic of Zambia
988895AR9
1524092.00000000
PA
USD
817294.34000000
0.009605252922
Long
DBT
NUSS
ZM
Y
2
2053-12-31
Fixed
0.50000000
N
N
N
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
Holcim AG
N/A
34467.00000000
NS
3384684.36000000
0.039778507877
Long
EC
CORP
CH
N
2
N
N
N
Virtusa Corp.
N/A
Virtusa Corp., 1st Lien Term Loan B-2
92828KAP7
515001.96520000
PA
USD
514615.71000000
0.006048021882
Long
LON
CORP
US
N
2
2029-02-15
Variable
7.93516000
N
N
N
N
N
N
New Albertsons LP
N/A
New Albertsons LP
013104AL8
2108000.00000000
PA
USD
2257522.55000000
0.026531537061
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
8.00000000
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
69867DAA6
10570000.00000000
PA
USD
10591200.78000000
0.124473102612
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-6CB, Class 1A6
12667F5H4
220154.84000000
PA
USD
187164.81000000
0.002199654702
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
126031.00000000
NS
USD
4476621.12000000
0.052611496241
Long
EC
CORP
US
N
1
N
N
N
Nippon Building Fund, Inc.
52990053R8NL2MB32172
Nippon Building Fund, Inc.
N/A
940.00000000
NS
807358.17000000
0.009488478070
Long
EC
CORP
JP
N
1
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC, 2nd Lien Term Loan B-3
04649VAZ3
325000.00000000
PA
USD
312230.75000000
0.003669492344
Long
LON
CORP
US
N
2
2028-01-31
Variable
10.04964000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2018-L1, Class E
61691QAQ1
5486000.00000000
PA
USD
3938692.90000000
0.046289494051
Long
ABS-MBS
CORP
US
Y
2
2051-10-15
Fixed
3.00000000
N
N
N
N
N
N
Hang Lung Properties Ltd.
529900CIVTNMXQT59E61
Hang Lung Properties Ltd.
N/A
591000.00000000
NS
496418.25000000
0.005834156207
Long
EC
CORP
HK
N
2
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
78115.00000000
NS
USD
20452850.45000000
0.240372154741
Long
EC
CORP
US
N
1
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AS1
5152325.00000000
PA
USD
4094680.97000000
0.048122744071
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
12.75000000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
62634.00000000
NS
USD
13974271.74000000
0.164232649004
Long
EC
CORP
US
N
1
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCN1
1400000.00000000
PA
USD
1191102.25000000
0.013998430930
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International, ELN, (linked to NVIDIA Corp.)
N/A
142643.00000000
PA
USD
18953392.21000000
0.222749769589
Long
SN
CORP
GB
N
2
2024-11-08
Fixed
16.40000000
N
N
N
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG Immobilien SE
N/A
13215.00000000
NS
1248387.32000000
0.014671673798
Long
EC
CORP
DE
N
2
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAF3
36000.00000000
PA
USD
34404.17000000
0.000404335058
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
2586000.00000000
PA
USD
2578274.33000000
0.030301172823
Long
DBT
CORP
NL
Y
2
2027-08-15
Fixed
8.49999960
N
N
N
N
N
N
TIM SA
N/A
TIM SA
N/A
1070003.00000000
NS
3066987.79000000
0.036044778474
Long
EC
CORP
BR
N
1
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2007-S1, Class 2A17
46630RAW1
3574517.48000000
PA
USD
973724.30000000
0.011443696255
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.18207040
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
7080000.00000000
PA
USD
7027541.45000000
0.082591191139
Long
DBT
CORP
NL
Y
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2006-1, Class 2A1
59020U4S1
498288.10000000
PA
USD
483598.02000000
0.005683486435
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
6.10438680
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAK3
663000.00000000
PA
USD
667412.97000000
0.007843771903
Long
DBT
CORP
GB
Y
2
2029-07-29
Fixed
5.12700000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2006-AF2, Class AF2
59023NAQ1
161101.81000000
PA
USD
63319.36000000
0.000744160870
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.25000000
N
N
N
N
N
N
Accton Technology Corp.
529900M1YRZ0GWMDF920
Accton Technology Corp.
N/A
123735.00000000
NS
2079203.48000000
0.024435841930
Long
EC
CORP
TW
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF40, Class B
30306JAG1
978302.17000000
PA
USD
922563.89000000
0.010842433462
Long
ABS-MBS
USGSE
US
Y
2
2027-11-25
Floating
7.97781960
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M1
35563FAA9
296468.97000000
PA
USD
294854.10000000
0.003465273240
Long
ABS-MBS
USGSE
US
Y
2
2051-01-25
Floating
6.85681920
N
N
N
N
N
N
British Land Co. plc (The)
RV5B68J2GV3QGMRPW209
British Land Co. plc (The)
N/A
436854.00000000
NS
2248029.67000000
0.026419971975
Long
EC
CORP
GB
N
2
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBD8
6012954.00000000
PA
USD
3117598.80000000
0.036639584443
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAA5
4705000.00000000
PA
USD
4418268.36000000
0.051925705344
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBX2
2749000.00000000
PA
USD
2841388.39000000
0.033393421197
Long
DBT
CORP
GB
N
2
2029-03-15
Variable
8.00000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CD4
197000.00000000
PA
USD
192909.30000000
0.002267166829
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Societe Generale SA
N/A
Societe Generale SA, ELN, (linked to Dexcom, Inc.)
83370X386
81399.00000000
PA
USD
5807319.02000000
0.068250525251
Long
SN
CORP
US
N
2
2024-11-22
Fixed
22.80000000
N
N
N
N
N
N
Wesco Aircraft Holdings, Inc.
529900P5VTXZS191P208
Wesco Aircraft Holdings, Inc.
97789LAB2
10820000.00000000
PA
USD
4436200.00000000
0.052136446969
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
9.00000000
Y
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series A
25746UDT3
1754000.00000000
PA
USD
1835273.33000000
0.021569052487
Long
DBT
CORP
US
N
2
2055-02-01
Variable
6.87500000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MBG9
499000.00000000
PA
USD
516578.42000000
0.006071088634
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
6.45000000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2022-PT4, Class A
91683RAA1
1353404.33770000
PA
USD
1353404.34000000
0.015905886479
Long
ABS-O
CORP
US
Y
3
2030-05-20
Variable
18.89475840
N
N
N
N
N
N
Securitized Asset-Backed Receivables LLC Trust
N/A
Securitized Asset-Backed Receivables LLC Trust, Series 2005-OP1, Class M2
81375WCT1
313656.30000000
PA
USD
271871.13000000
0.003195165851
Long
ABS-O
CORP
US
N
2
2035-01-25
Floating
5.52706920
N
N
N
N
N
N
Frontier Real Estate Investment Corp.
N/A
Frontier Real Estate Investment Corp.
N/A
111.00000000
NS
294764.27000000
0.003464217513
Long
EC
CORP
JP
N
2
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
15409.00000000
NS
1260030.18000000
0.014808506528
Long
EC
CORP
FR
N
2
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAQ9
1744000.00000000
PA
USD
1788534.78000000
0.021019757610
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
7.62500000
N
N
N
N
N
N
Societe Generale SA
N/A
Societe Generale SA, ELN, (linked to Atlassian Corp.)
83370X378
30749.00000000
PA
USD
5785440.62000000
0.067993399323
Long
SN
CORP
US
N
2
2024-11-22
Fixed
21.20000000
N
N
N
N
N
N
National Grid plc
8R95QZMKZLJX5Q2XR704
National Grid plc
N/A
249997.00000000
NS
3138999.69000000
0.036891098434
Long
EC
CORP
GB
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2019-M21, Class X2
3136B6XA6
5319959.50000000
PA
USD
246784.41000000
0.002900334138
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
1.28102040
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAC8
1446000.00000000
PA
USD
1345094.36000000
0.015808223427
Long
DBT
CORP
US
Y
2
2030-03-15
Fixed
4.62500000
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International, ELN, (linked to Eli Lilly and Co.)
N/A
18059.00000000
PA
USD
15073781.28000000
0.177154636476
Long
SN
CORP
GB
N
2
2024-11-15
Fixed
14.60000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1
007036BU9
192711.73000000
PA
USD
191002.61000000
0.002244758452
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
6.32468520
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
20725.00000000
NS
6422750.29000000
0.075483382150
Long
EC
CORP
CH
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE (Registered)
N/A
66494.00000000
NS
20932667.88000000
0.246011209787
Long
EC
CORP
DE
N
2
N
N
N
Chase Funding Trust
N/A
Chase Funding Trust, Series 2004-1, Class 1M1
161546HV1
840570.28000000
PA
USD
785613.80000000
0.009232927330
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
4.72500000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AL43
250000.00000000
PA
USD
249862.42000000
0.002936508455
Long
STIV
CORP
US
Y
2
2024-11-04
None
0.00000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC
N/A
Ascent Resources Utica Holdings LLC
04364VAX1
1487000.00000000
PA
USD
1472905.62000000
0.017310325447
Long
DBT
CORP
US
Y
2
2032-10-15
Fixed
6.62500000
N
N
N
N
N
N
President Chain Store Corp.
N/A
President Chain Store Corp.
N/A
60000.00000000
NS
550910.07000000
0.006474571401
Long
EC
CORP
TW
N
2
N
N
N
Bolivarian Republic of Venezuela
529900XM8PJTJK5OJI77
Bolivarian Republic of Venezuela
N/A
3017600.00000000
PA
USD
467728.00000000
0.005496974002
Long
DBT
NUSS
VE
Y
2
2031-08-05
Fixed
11.95000000
Y
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2024-NPL3, Class A1
69391UAA3
9423226.60000000
PA
USD
9506054.88000000
0.111719923840
Long
ABS-MBS
CORP
US
Y
2
2054-04-27
Variable
7.52000000
N
N
N
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
698ESCAA8
6648000.00000000
PA
USD
0.07000000
0.000000000822
Long
DBT
CORP
US
N
3
2027-04-01
Fixed
0.00000000
Y
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2022-1, Class B2
24382JAF3
5639881.00000000
PA
USD
4124699.90000000
0.048475541590
Long
ABS-MBS
CORP
US
Y
2
2067-01-25
Variable
4.27893840
N
N
N
N
N
N
Aethon United BR LP
N/A
Aethon United BR LP
00810GAD6
1847000.00000000
PA
USD
1859805.31000000
0.021857364618
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
7.50000000
N
N
N
N
N
N
Magnetite XXII Ltd.
5493000081NBXWGGSW23
Magnetite Ltd., Series 2019-22A, Class BRR
55954HAY8
1018000.00000000
PA
USD
1019021.05000000
0.011976046376
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
6.25590000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDP4
2675000.00000000
PA
USD
2823195.00000000
0.033179603354
Long
DBT
NUSS
MX
N
2
2033-02-07
Fixed
10.00000000
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B85
2000000.00000000
PA
USD
1982122.58000000
0.023294898512
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc., 1st Lien Term Loan D
389376AZ7
208109.13000000
PA
USD
195245.90000000
0.002294627724
Long
LON
CORP
US
N
2
2028-12-01
Variable
7.95858000
N
N
N
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc.
222070AE4
2095000.00000000
PA
USD
2084092.59000000
0.024493301203
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAL5
1583000.00000000
PA
USD
1588212.82000000
0.018665473483
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.37500000
N
N
N
N
N
N
Bidvest Group Ltd. (The)
5299002ARE4TRMIRGM72
Bidvest Group Ltd. (The)
N/A
97694.00000000
NS
1580897.43000000
0.018579499351
Long
EC
CORP
ZA
N
2
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
N/A
62915.00000000
NS
1346235.41000000
0.015821633619
Long
EC
CORP
NO
N
2
N
N
N
CWABS Asset-Backed Certificates Trust
N/A
CWABS Asset-Backed Certificates Trust, Series 2005-11, Class AF6
126670CL0
28923.17000000
PA
USD
28298.96000000
0.000332583568
Long
ABS-O
CORP
US
N
2
2036-02-25
Variable
5.05000080
N
N
N
N
N
N
Harsco Corp.
KAO98FK89NPNNPQGUZ43
Harsco Corp., 1st Lien Term Loan B-3
41587CAR9
598159.93420000
PA
USD
595791.22000000
0.007002037181
Long
LON
CORP
US
N
2
2028-03-10
Variable
7.04964000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205BB9
1470000.00000000
PA
USD
1144762.50000000
0.013453822950
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
374422AL7
225270.00000000
PA
USD
209275.83000000
0.002459514497
Long
DBT
NUSS
GH
Y
2
2026-07-03
None
0.00000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AT5
995000.00000000
PA
USD
1047060.39000000
0.012305578760
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
7.37500000
N
N
N
N
N
N
Republic of Turkiye (The)
5493000PCHOG3B6S3Q85
Republic of Turkiye (The)
900123CB4
510000.00000000
PA
USD
366243.75000000
0.004304280205
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325BK0
1000000.00000000
PA
USD
956500.00000000
0.011241267644
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-10, Class A2
69360HAB7
9000000.00000000
PA
USD
8961901.20000000
0.105324756922
Long
ABS-O
CORP
US
Y
2
2026-10-25
Variable
7.82600040
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC, Series E
29379VBN2
3227000.00000000
PA
USD
3170243.04000000
0.037258285951
Long
DBT
CORP
US
N
2
2077-08-16
Variable
5.25000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AN7
4374000.00000000
PA
USD
3379833.54000000
0.039721498607
Long
DBT
CORP
CA
Y
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Endo Finance Holdings, Inc.
N/A
Endo Finance Holdings, Inc.
29281RAA7
945000.00000000
PA
USD
1010414.88000000
0.011874902350
Long
DBT
CORP
US
Y
2
2031-04-15
Fixed
8.50000000
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAQ6
12000.00000000
PA
USD
11182.50000000
0.000131422347
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
4325000.00000000
PA
USD
4164153.99000000
0.048939225840
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HT0
800000.00000000
PA
USD
442000.00000000
0.005194605644
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
4.12499880
N
N
N
N
N
N
Petco Health & Wellness Co, Inc.
2549007TYGV6RVSE9M61
Petco Health & Wellness Co., Inc., 1st Lien Term Loan
71601HAB2
6632763.36960000
PA
USD
6293696.51000000
0.073966677412
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.11528000
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
105756CB4
620000.00000000
PA
USD
454038.40000000
0.005336086958
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
Weekley Homes LLC
N/A
Weekley Homes LLC
948565AD8
599000.00000000
PA
USD
572355.28000000
0.006726606262
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBF1
2450000.00000000
PA
USD
2140592.20000000
0.025157312952
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAF7
669000.00000000
PA
USD
646592.97000000
0.007599084822
Long
DBT
CORP
NO
Y
2
2026-09-16
Variable
1.12700000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class B1
35563FAC5
2649545.00000000
PA
USD
2869691.19000000
0.033726049895
Long
ABS-MBS
USGSE
US
Y
2
2051-01-25
Floating
12.60681840
N
N
N
N
N
N
Bapco Energies BSC Closed
549300OBH16L6TS6IW50
Bapco Energies BSC Closed
67778NAA6
1150000.00000000
PA
USD
1186656.25000000
0.013946179308
Long
DBT
CORP
BH
Y
2
2027-10-25
Fixed
7.50000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR10, Class A1B
92922FWU8
346730.39000000
PA
USD
327311.41000000
0.003846727823
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Floating
5.69207160
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
1711000.00000000
PA
USD
1713977.14000000
0.020143518837
Long
DBT
CORP
CH
Y
2
2025-08-07
Variable
6.87500000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The), ELN, (linked to Fastenal Co.)
263795091
78625.00000000
PA
USD
6135122.98000000
0.072103041769
Long
SN
CORP
CA
N
2
2024-11-15
Fixed
14.30000000
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAA9
6828000.00000000
PA
USD
6469609.89000000
0.076034099667
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
FS Luxembourg Sarl
222100EKR3JUJPGGOY81
FS Luxembourg Sarl
N/A
700000.00000000
PA
USD
714406.00000000
0.008396057556
Long
DBT
CORP
LU
Y
2
2031-02-12
Fixed
8.87500000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
N/A
262000.00000000
PA
USD
252175.00000000
0.002963687055
Long
DBT
NUSS
SV
Y
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
850000.00000000
PA
USD
606432.50000000
0.007127098840
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
49960.00000000
NS
USD
4967522.80000000
0.058380818951
Long
EC
CORP
US
N
1
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7
9393366B4
263199.77520000
PA
USD
228027.97000000
0.002679899049
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.50000000
N
N
N
N
N
N
Genesee & Wyoming, Inc.
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc., 1st Lien Term Loan
37156QAZ9
603333.34000000
PA
USD
601710.37000000
0.007071602000
Long
LON
CORP
US
N
2
2031-04-10
Variable
6.60367000
N
N
N
N
N
N
Spirit Aerosystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit Aerosystems, Inc., 1st Lien Term Loan
84857HAY6
210700.00000000
PA
USD
211490.13000000
0.002485538061
Long
LON
CORP
US
N
2
2027-01-15
Variable
9.08537000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
147103.00000000
NS
USD
21891868.46000000
0.257284216002
Long
EC
CORP
US
N
1
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCB7
9455000.00000000
PA
USD
9025274.98000000
0.106069557364
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAB7
985000.00000000
PA
USD
1023104.73000000
0.012024039831
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
8.37500000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAG4
33000.00000000
PA
USD
28200.78000000
0.000331429708
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
5270000.00000000
PA
USD
5205312.75000000
0.061175445685
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series P
172967JM4
1480000.00000000
PA
USD
1474681.32000000
0.017331194363
Long
DBT
CORP
US
N
2
2025-05-15
Variable
5.95000000
N
N
N
N
N
N
Turkiye Ihracat Kredi Bankasi A/S
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi A/S
90015LAG2
617000.00000000
PA
USD
643993.75000000
0.007568537486
Long
DBT
NUSS
TR
Y
2
2026-01-31
Fixed
9.37500000
N
N
N
N
N
N
Dryden 64 CLO Ltd.
N/A
Dryden CLO Ltd., Series 2018-64A, Class A
26251LAC8
1160530.14000000
PA
USD
1161724.33000000
0.013653166882
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-18
Floating
5.86396080
N
N
N
N
N
N
Morgan Stanley Finance LLC
5493003FCPSE9RKT4B56
Morgan Stanley Finance LLC, ELN, (linked to Pinterest, Inc.)
61776V279
176672.00000000
PA
USD
5613232.15000000
0.065969519029
Long
SN
CORP
US
Y
2
2024-11-29
Fixed
22.30000000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAH9
4452000.00000000
PA
USD
4336058.79000000
0.050959537253
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAN3
496000.00000000
PA
USD
492222.46000000
0.005784845178
Long
DBT
CORP
US
N
2
2026-01-25
Variable
2.01400000
N
N
N
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
N/A
131078.00000000
NS
1400638.29000000
0.016461003545
Long
EC
CORP
FR
N
2
N
N
N
Endo DAC
N/A
Endo DAC
292ESCB09
2045000.00000000
PA
USD
0.02000000
0.000000000235
Long
DBT
CORP
LU
N
3
2029-04-01
Fixed
0.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GMA4
673000.00000000
PA
USD
683004.29000000
0.008027008914
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.46800000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
2365000.00000000
PA
USD
2543351.75000000
0.029890745151
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AB6
1875000.00000000
PA
USD
1789460.06000000
0.021030631964
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
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 2012-C5, Class G
61761AAN8
1500000.00000000
PA
USD
1260000.00000000
0.014808151837
Long
ABS-MBS
CORP
US
Y
2
2045-08-15
Fixed
4.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KL1E, Class BE
35708RAN1
186318.00000000
PA
USD
165952.32000000
0.001950354882
Long
ABS-MBS
USGSE
US
Y
2
2027-02-25
Variable
3.90822120
N
N
N
N
N
N
Gemini HDPE LLC
N/A
Gemini HDPE LLC, 1st Lien Term Loan
36866KAB8
400039.59310000
PA
USD
400039.59000000
0.004701465864
Long
LON
CORP
US
N
2
2027-12-31
Variable
7.84698000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAB3
482000.00000000
PA
USD
474510.55000000
0.005576685930
Long
DBT
CORP
FR
Y
2
2027-01-10
Fixed
4.12500000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2024-RTL1, Class A1
50205DAA7
4025000.00000000
PA
USD
4058356.38000000
0.047695839274
Long
ABS-MBS
CORP
US
Y
2
2029-01-25
Variable
7.01700120
N
N
N
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
N/A
59299.00000000
NS
483785.50000000
0.005685689794
Long
EC
CORP
ES
N
2
N
N
N
Seagate Technology Holdings plc
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
179156.00000000
NS
USD
17981887.72000000
0.211332161653
Long
EC
CORP
IE
N
1
N
N
N
EMRLD Borrower LP
N/A
EMRLD Borrower LP
29103CAA6
9085000.00000000
PA
USD
9239653.96000000
0.108589046639
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
6.62500000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 34 Ltd.
5493009EGZQAPYYVLD80
Neuberger Berman Loan Advisers CLO Ltd., Series 2019-34A, Class BR
64132YAS1
900000.00000000
PA
USD
901751.40000000
0.010597834643
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-20
Floating
6.36739920
N
N
N
N
N
N
BNP Paribas Issuance BV
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV, ELN, (linked to Ares Management Corp.)
N/A
35498.00000000
PA
USD
5953541.75000000
0.069969008099
Long
SN
CORP
NL
Y
2
2024-11-22
Fixed
10.60000000
N
N
N
N
N
N
Wells Fargo Home Equity Asset-Backed Securities Trust
N/A
Wells Fargo Home Equity Asset-Backed Securities Trust, Series 2004-2, Class M8A
94980GAV3
289566.59000000
PA
USD
290697.67000000
0.003416424790
Long
ABS-O
CORP
US
Y
2
2034-10-25
Floating
9.35206920
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
7546000.00000000
PA
USD
7248898.13000000
0.085192685844
Long
DBT
CORP
CA
N
2
2079-09-15
Variable
5.50000000
N
N
N
N
N
N
Shift4 Payments LLC
N/A
Shift4 Payments LLC
82453AAB3
2401000.00000000
PA
USD
2463423.60000000
0.028951389451
Long
DBT
CORP
US
Y
2
2032-08-15
Fixed
6.75000000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAH1
5904000.00000000
PA
USD
5758455.18000000
0.067676252900
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BF3
2165000.00000000
PA
USD
2124255.35000000
0.024965314098
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Adient Global Holdings Ltd.
213800VA38VCKE6M8790
Adient Global Holdings Ltd.
00687YAC9
6149000.00000000
PA
USD
6369902.83000000
0.074862292299
Long
DBT
CORP
JE
Y
2
2031-04-15
Fixed
8.25000000
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
29005.00000000
NS
USD
4351910.20000000
0.051145830972
Long
EC
CORP
US
N
1
N
N
N
U.S. Renal Care, Inc.
54930058SS5MF69JGN89
U.S. Renal Care, Inc., 1st Lien Term Loan C
90290PAS3
3301761.88800000
PA
USD
3039007.68000000
0.035715942191
Long
LON
CORP
US
N
2
2028-06-28
Variable
9.79964000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AX7
1533000.00000000
PA
USD
1452330.78000000
0.017068519609
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585ABH4
215000.00000000
PA
USD
214725.70000000
0.002523564102
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
N/A
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 2A1
251510CX9
12205.26000000
PA
USD
11836.55000000
0.000139109071
Long
ABS-MBS
CORP
US
N
2
2020-02-25
Variable
3.40574400
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan
N/A
400000.00000000
PA
USD
377876.00000000
0.004440988241
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
Caisse Des Depots Et
N/A
Caisse des Depots et Consignations
12800ANN0
300000.00000000
PA
USD
296801.27000000
0.003488157358
Long
STIV
CORP
US
Y
2
2025-01-22
None
0.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKC2
3252000.00000000
PA
USD
2667437.42000000
0.031349062168
Long
DBT
CORP
US
N
2
2036-09-21
Variable
2.48200000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDS6
5110000.00000000
PA
USD
5113925.71000000
0.060101419364
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Hillenbrand, Inc.
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AB4
815000.00000000
PA
USD
807280.78000000
0.009487568544
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.00000040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC04, Class X1
3137FMCG5
13381828.56000000
PA
USD
252370.58000000
0.002965985609
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Variable
1.24645680
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
89885.00000000
NS
USD
4193135.25000000
0.049279828140
Long
EC
CORP
US
N
1
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The), ELN, (linked to Duolingo, Inc.)
263795148
18427.00000000
PA
USD
5387063.30000000
0.063311469289
Long
SN
CORP
CA
N
2
2024-11-08
Fixed
21.60000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DS1
800000.00000000
PA
USD
636800.00000000
0.007483992928
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCE1
16927000.00000000
PA
USD
15118162.16000000
0.177676222833
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AU5
4449000.00000000
PA
USD
4197106.96000000
0.049326505668
Long
DBT
CORP
US
N
2
2062-02-15
Variable
3.87500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A
22537GAA8
364000.00000000
PA
USD
367816.58000000
0.004322764892
Long
ABS-O
CORP
US
Y
2
2034-03-15
Fixed
5.68000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB, Class A
N/A
106248.00000000
NS
1500568.99000000
0.017635439243
Long
EC
CORP
SE
N
2
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-8, Class A2
69360MAB6
5042557.39000000
PA
USD
4909746.01000000
0.057701797142
Long
ABS-O
CORP
US
Y
2
2026-09-25
Variable
6.59700000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The), Escrow
428ESCAD9
5450000.00000000
PA
USD
912875.00000000
0.010728564768
Long
DBT
CORP
US
N
3
2028-01-15
Fixed
6.00000000
Y
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
52934.00000000
NS
USD
5798390.36000000
0.068145591162
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series W
172967MU2
4652000.00000000
PA
USD
4526937.96000000
0.053202844976
Long
DBT
CORP
US
N
2
2025-12-10
Variable
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K093, Class X3
3137FMCU4
15000000.00000000
PA
USD
1254859.50000000
0.014747738103
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
2.20503600
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZW6
2052000.00000000
PA
USD
2023238.04000000
0.023778108015
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
550000.00000000
PA
USD
473000.00000000
0.005558933189
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2016-GS2, Class D
36252TAA3
2750000.00000000
PA
USD
2428828.60000000
0.028544811663
Long
ABS-MBS
CORP
US
Y
2
2049-05-10
Fixed
2.75300000
N
N
N
N
N
N
Vertex Aerospace Services LLC
N/A
Vertex Aerospace Services LLC, 1st Lien Term Loan
N/A
462232.78220000
PA
USD
462371.45000000
0.005434021140
Long
LON
CORP
US
N
2
2030-12-06
Variable
7.59544000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
48369.00000000
NS
USD
4776438.75000000
0.056135103375
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategies CLO Ltd.
N/A
Carlyle Global Market Strategies CLO Ltd., Series 2012-3A, Class A1A2
14312EAJ2
934713.23000000
PA
USD
934696.41000000
0.010985020921
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-14
Floating
6.09751080
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BBB0
1222000.00000000
PA
USD
1250462.82000000
0.014696066115
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
7.25000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
14000.00000000
PA
USD
11986.04000000
0.000140865952
Long
DBT
CORP
US
Y
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822V101
38959.00000000
NS
USD
4187702.91000000
0.049215984557
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman Loan Advisers CLO 50 Ltd.
549300UMYON6L2REF246
Neuberger Berman Loan Advisers CLO Ltd., Series 2022-50A, Class CR
64134VAU0
778948.00000000
PA
USD
778815.58000000
0.009153031239
Long
ABS-CBDO
CORP
JE
Y
2
2036-07-23
Floating
6.52626000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300D5DIOOMKWXVZ20
CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B
12634NAY4
1000000.00000000
PA
USD
932751.40000000
0.010962162188
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
4.20789960
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-6A, Class D
30168AAF9
804000.00000000
PA
USD
838108.41000000
0.009849870310
Long
ABS-O
CORP
US
N
2
2029-04-06
Fixed
8.03000000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust, Series 2002-1, Class M1
35729PAC4
527610.07000000
PA
USD
556110.19000000
0.006535685818
Long
ABS-O
CORP
US
N
2
2033-08-25
Floating
6.10206840
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
164306.00000000
NS
2217322.73000000
0.026059088618
Long
EC
CORP
DE
N
2
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAF3
3536000.00000000
PA
USD
3516825.33000000
0.041331494819
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
1831719.68000000
PA
USD
1413371.57000000
0.016610651437
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
6.00000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2005-7, Class 4A7
05946XV59
21871.93000000
PA
USD
21035.09000000
0.000247214925
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-89
38378BXV6
5785392.57170000
PA
USD
2630.62000000
0.000030916365
Long
ABS-MBS
USGA
US
N
2
2053-12-16
Variable
0.09060840
N
N
N
N
N
N
Southern Copper Corp.
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265V105
18813.00000000
NS
USD
2060964.15000000
0.024221484178
Long
EC
CORP
US
N
1
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375AL0
3000000.00000000
PA
USD
1886304.00000000
0.022168790510
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
N/A
25669.00000000
NS
1164531.18000000
0.013686154391
Long
EC
CORP
FR
N
2
N
N
N
VistaJet Malta Finance plc
N/A
VistaJet Malta Finance plc
92841HAA0
2210000.00000000
PA
USD
2171063.78000000
0.025515430240
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
9.50000000
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
7136000.00000000
PA
USD
7463256.96000000
0.087711938306
Long
DBT
CORP
FR
Y
2
2027-11-22
Variable
9.37500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
2834000.00000000
PA
USD
1757958.54000000
0.020660410305
Long
DBT
NUSS
LK
Y
2
2025-06-03
Fixed
6.12500000
N
N
N
N
N
N
Audacy Capital LLC
549300S5JUSXRHNCHD80
Audacy Capital LLC
29365DAA7
7009000.00000000
PA
USD
192747.50000000
0.002265265274
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
6.50000000
Y
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AT6
18000.00000000
PA
USD
16169.63000000
0.000190033600
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.75000000
N
N
N
N
N
N
Shell plc
21380068P1DRHMJ8KU70
Shell plc
N/A
220597.00000000
NS
7365142.74000000
0.086558850792
Long
EC
CORP
GB
N
2
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
77313LAB9
466000.00000000
PA
USD
401905.15000000
0.004723390861
Long
DBT
CORP
US
Y
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAM3
7009000.00000000
PA
USD
7589120.91000000
0.089191154562
Long
DBT
CORP
ES
N
2
2029-03-19
Variable
9.37500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Var Energi ASA
549300LIVN3FFOJN2K47
Var Energi ASA
N/A
168113.00000000
NS
530207.58000000
0.006231265357
Long
EC
CORP
NO
N
2
N
N
N
Wells Fargo Home Equity Asset-Backed Securities Trust
N/A
Wells Fargo Home Equity Asset-Backed Securities Trust, Series 2004-2, Class M8B
94980GBJ9
289566.61000000
PA
USD
266476.80000000
0.003131768980
Long
ABS-O
CORP
US
Y
2
2034-10-25
Variable
5.00000040
N
N
N
N
N
N
Rubis SCA
969500MGFIKUGLTC9742
Rubis SCA
N/A
42016.00000000
NS
1029480.12000000
0.012098966611
Long
EC
CORP
FR
N
2
N
N
N
Vallourec SACA
969500P2Q1B47H4MCJ34
Vallourec SACA
N/A
82339.00000000
NS
1355651.34000000
0.015932294350
Long
EC
CORP
FR
N
2
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362UAC8
2146000.00000000
PA
USD
2051716.78000000
0.024112804449
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.37500000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BD7
1345000.00000000
PA
USD
1049100.00000000
0.012329549279
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M3
61744CHR0
170467.35000000
PA
USD
173228.31000000
0.002035865965
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
5.96207160
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class C
80290CBG8
117820.78000000
PA
USD
118576.93000000
0.001393575542
Long
ABS-O
CORP
US
Y
2
2032-12-15
Fixed
6.98600000
N
N
N
N
N
N
Berkeley Group Holdings plc
2138009OQSSLVVHQAL78
Berkeley Group Holdings plc
N/A
28239.00000000
NS
1611453.92000000
0.018938614544
Long
EC
CORP
GB
N
2
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
600000.00000000
PA
USD
575250.00000000
0.006760626463
Long
DBT
NUSS
EG
Y
2
2026-02-16
Fixed
3.87500000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
N/A
179130.00000000
NS
960324.14000000
0.011286210855
Long
EC
CORP
IE
N
2
N
N
N
Gulfport Energy Operating Corp.
549300FJX18IDUFPHD40
Gulfport Energy Operating Corp.
402635AT3
2718000.00000000
PA
USD
2732054.78000000
0.032108477786
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.75000000
N
N
N
N
N
N
Endo, Inc.
N/A
Endo, Inc.
29290D117
153253.00000000
NS
USD
3909484.03000000
0.045946216764
Long
EC
CORP
US
N
1
N
N
N
CD Mortgage Trust
N/A
CD Mortgage Trust, Series 2019-CD8, Class E
12515BAT5
1790000.00000000
PA
USD
885287.46000000
0.010404342164
Long
ABS-MBS
CORP
US
Y
2
2057-08-15
Fixed
3.00000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-J2, Class 1A1
126694G93
75918.83000000
PA
USD
41685.23000000
0.000489905726
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.00000000
N
N
N
N
N
N
SBA Small Business Investment Cos.
N/A
SBA Small Business Investment Cos., Series 2023-10B, Class 1
831641FW0
517694.16000000
PA
USD
523960.69000000
0.006157848773
Long
ABS-O
CORP
US
N
2
2033-09-10
Fixed
5.68800000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAB8
15000.00000000
PA
USD
14743.31000000
0.000173270772
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAE5
322000.00000000
PA
USD
320331.23000000
0.003764693247
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
Pretium Mortgage Credit Partners LLC, Series 2021-RN1, Class A2
74140QAB4
5075407.08000000
PA
USD
4919800.17000000
0.057819958672
Long
ABS-O
CORP
US
Y
2
2061-02-25
Variable
3.59790120
N
N
N
N
N
N
Shutterfly Finance LLC
N/A
Shutterfly Finance LLC
82568NAC5
10142180.00000000
PA
USD
8975829.30000000
0.105488446938
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
8.50000000
N
N
Y
N
N
N
Tata Consultancy Services Ltd.
335800ZJKU9GPQRE2U66
Tata Consultancy Services Ltd.
N/A
85291.00000000
NS
4011841.90000000
0.047149177780
Long
EC
CORP
IN
N
2
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BF0
3326000.00000000
PA
USD
3319616.81000000
0.039013801400
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
780000.00000000
PA
USD
744946.80000000
0.008754988353
Long
DBT
NUSS
NG
Y
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
KBR, Inc.
N/A
KBR, Inc., 1st Lien Term Loan B
48242YAW2
470195.35460000
PA
USD
470392.84000000
0.005528292538
Long
LON
CORP
US
N
2
2031-01-17
Variable
6.68516000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAT6
1631000.00000000
PA
USD
1729280.80000000
0.020323375123
Long
DBT
CORP
CA
Y
2
2028-11-15
Fixed
8.50000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
5555000.00000000
PA
USD
5194482.61000000
0.061048164449
Long
DBT
CORP
NL
Y
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
2990000.00000000
PA
USD
3001729.29000000
0.035277827858
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2016-C2, Class D
17291CAA3
1000000.00000000
PA
USD
874959.40000000
0.010282961624
Long
ABS-MBS
CORP
US
Y
2
2049-08-10
Variable
3.25000080
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BA1
250000.00000000
PA
USD
248731.59000000
0.002923218374
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
Woori Financial Group, Inc.
N/A
Woori Financial Group, Inc.
N/A
24808.00000000
NS
276187.80000000
0.003245897522
Long
EC
CORP
KR
N
2
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2007-3, Class A18
12543RAT6
768928.84640000
PA
USD
367710.31000000
0.004321515954
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.00000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CQ1
492000.00000000
PA
USD
497835.12000000
0.005850807973
Long
DBT
CORP
GB
Y
2
2027-01-09
Variable
6.17000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
2196000.00000000
PA
USD
2136088.95000000
0.025104388500
Long
DBT
CORP
GB
N
2
2030-03-22
Variable
4.87500000
N
N
N
N
N
N
Qwest Corp.
549300R2L4N683OO1509
Qwest Corp.
912920AK1
325000.00000000
PA
USD
323793.19000000
0.003805379937
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.25000000
N
N
N
N
N
N
Banc of America Mortgage Trust
N/A
Banc of America Mortgage Trust, Series 2007-3, Class 1A1
05954CAA6
93696.93720000
PA
USD
74235.60000000
0.000872453997
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA, ELN, (linked to Vulcan Materials Co.)
95003R636
15622.00000000
PA
USD
4205171.05000000
0.049421278897
Long
SN
CORP
US
N
2
2024-11-22
Fixed
14.20000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
85203.00000000
NS
USD
8490478.95000000
0.099784366242
Long
EC
CORP
US
N
1
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
N/A
131497.00000000
NS
2173080.63000000
0.025539133273
Long
EC
CORP
NL
Y
2
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAB9
2840000.00000000
PA
USD
2974502.40000000
0.034957843793
Long
DBT
CORP
US
Y
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KW09, Class X2B
30298GAL6
32681000.00000000
PA
USD
116141.74000000
0.001364955968
Long
ABS-MBS
USGSE
US
Y
2
2029-06-25
Fixed
0.10000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust, Series 2005-1, Class 1A1
863579KY3
166776.57000000
PA
USD
157243.27000000
0.001848001759
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
4.70593080
N
N
N
N
N
N
Truck Hero, Inc.
54930007KT5CX7XNSD31
Truck Hero, Inc., 1st Lien Term Loan
89778PAG2
281999.87080000
PA
USD
277843.19000000
0.003265352495
Long
LON
CORP
US
N
2
2028-01-31
Variable
8.29964000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AX2
1004000.00000000
PA
USD
924891.83000000
0.010869792580
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
Singapore Airlines Ltd.
549300ZG62N2599PWR15
Singapore Airlines Ltd.
N/A
136000.00000000
NS
663423.04000000
0.007796880245
Long
EC
CORP
SG
N
2
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
266933.00000000
NS
2657232.10000000
0.031229124130
Long
EC
CORP
ES
N
2
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
600000.00000000
PA
USD
456378.00000000
0.005363583110
Long
DBT
NUSS
NG
Y
2
2047-11-28
Fixed
7.62500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class D2
46645LAE7
1464500.00000000
PA
USD
1208268.59000000
0.014200178366
Long
ABS-MBS
CORP
US
Y
2
2049-03-17
Variable
4.19932440
N
N
N
N
N
N
Yue Yuen Industrial Holdings Ltd.
254900YUFIBANZ1XU687
Yue Yuen Industrial Holdings Ltd.
N/A
330500.00000000
NS
694753.15000000
0.008165087408
Long
EC
CORP
BM
N
2
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3B7
464000.00000000
PA
USD
455280.10000000
0.005350680039
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.89700000
N
N
N
N
N
N
Healthpeak OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
40414LAM1
244000.00000000
PA
USD
242876.20000000
0.002854402894
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BK0
123000.00000000
PA
USD
124974.28000000
0.001468760407
Long
DBT
CORP
US
N
2
2028-12-02
Variable
5.35400000
N
N
N
N
N
N
Summit Materials LLC
N/A
Summit Materials LLC, 1st Lien Term Loan B-2
86614DAK4
333325.00000000
PA
USD
333668.32000000
0.003921437417
Long
LON
CORP
US
N
2
2029-01-12
Variable
6.55396000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CK0
847000.00000000
PA
USD
841409.46000000
0.009888665905
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAS0
32000.00000000
PA
USD
30438.07000000
0.000357723462
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBT9
8809000.00000000
PA
USD
8625443.34000000
0.101370535432
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR5, Class A6
92922FM21
895392.34000000
PA
USD
878589.86000000
0.010325628610
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.77603080
N
N
N
N
N
N
ATI, Inc.
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741RAL6
1655000.00000000
PA
USD
1567626.59000000
0.018423533785
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.87500000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2007-2, Class A2
12544CAB7
96005.10090000
PA
USD
39305.27000000
0.000461935242
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.00000000
N
N
N
N
N
N
Hub InternationalLtd.
N/A
Hub International Ltd., 1st Lien Term Loan
44332EAY2
653192.58490000
PA
USD
654368.33000000
0.007690464752
Long
LON
CORP
US
N
2
2030-06-20
Variable
8.25537000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
1200000.00000000
PA
USD
1116828.00000000
0.013125522698
Long
DBT
NUSS
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
N/A
281600.00000000
NS
10142152.05000000
0.119195656758
Long
EC
CORP
JP
N
2
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BU3
3823000.00000000
PA
USD
3677093.29000000
0.043215044253
Long
DBT
CORP
US
N
2
2050-06-01
Variable
4.75000000
N
N
N
N
N
N
WR Grace Holdings LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAD3
4453000.00000000
PA
USD
4369447.92000000
0.051351943052
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565BT0
2735000.00000000
PA
USD
2872028.97000000
0.033753524658
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
W.R. Grace Holdings LLC
N/A
W.R. Grace Holdings LLC, 1st Lien Term Loan
92943HAB5
1029666.37000000
PA
USD
1030953.45000000
0.012116281924
Long
LON
CORP
US
N
2
2028-09-22
Variable
7.85367000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
79270.00000000
NS
3853522.25000000
0.045288525863
Long
EC
CORP
DE
N
2
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
35508.00000000
NS
USD
3900908.88000000
0.045845437301
Long
EC
CORP
US
N
1
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2Y7
854000.00000000
PA
USD
858844.27000000
0.010093568535
Long
DBT
CORP
CA
N
2
2029-04-05
Fixed
4.99400000
N
N
N
N
N
N
Bausch Health Cos, Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc., 1st Lien Term Loan
C9413PBD4
307950.66670000
PA
USD
300966.35000000
0.003537107467
Long
LON
CORP
CA
N
2
2027-02-01
Variable
10.03516000
N
N
N
N
N
N
Expand Energy Corp.
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp.
165167DF1
935000.00000000
PA
USD
933354.30000000
0.010969247771
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
42000.00000000
PA
USD
37184.02000000
0.000437005249
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA
67091TAG0
1430000.00000000
PA
USD
1479163.40000000
0.017383870015
Long
DBT
NUSS
MA
Y
2
2054-05-02
Fixed
7.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBX9
1999000.00000000
PA
USD
1299350.00000000
0.015270612769
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
5.62500000
N
N
N
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAA8
2596000.00000000
PA
USD
2648161.43000000
0.031122521068
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
7.00000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
250568.00000000
NS
USD
16364596.08000000
0.192324939295
Long
EC
CORP
US
N
1
N
N
N
VTech Holdings Ltd.
N/A
VTech Holdings Ltd.
N/A
53400.00000000
NS
397503.21000000
0.004671657055
Long
EC
CORP
BM
N
2
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851AF5
9029000.00000000
PA
USD
8334401.74000000
0.097950068604
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
nVent Electric Public Ltd. Co.
N/A
nVent Electric Public Ltd. Co., 1st Lien Term Loan B
N/A
465000.00000000
PA
USD
465000.00000000
0.005464913178
Long
LON
CORP
GB
N
2
2031-09-12
Variable
8.24481000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
N/A
55003.00000000
NS
873499.54000000
0.010265804617
Long
EC
CORP
FR
N
2
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019579AA9
2944000.00000000
PA
USD
2761556.02000000
0.032455191152
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
N/A
164972.00000000
NS
1200509.08000000
0.014108984713
Long
EC
CORP
BE
N
1
N
N
N
KB Financial Group, Inc.
529900TKE4MXG3Q6GW86
KB Financial Group, Inc.
N/A
82377.00000000
NS
5360173.02000000
0.062995441234
Long
EC
CORP
KR
N
2
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series Z
94988U151
331938.00000000
NS
USD
6957420.48000000
0.081767094337
Long
EP
CORP
US
N
1
N
N
N
Zekelman Industries, Inc.
549300S5LMRAKDWWI425
Zekelman Industries, Inc., 1st Lien Term Loan
98931YAD5
228190.29510000
PA
USD
228619.29000000
0.002686848539
Long
LON
CORP
US
N
2
2031-01-24
Variable
6.99461000
N
N
N
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
89164.00000000
NS
USD
6206706.04000000
0.072944321786
Long
EC
CORP
US
N
1
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust, Series 2004-3, Class M2
64352VHW4
67058.54000000
PA
USD
71570.24000000
0.000841129349
Long
ABS-O
CORP
US
N
2
2034-11-25
Floating
5.82707160
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
2000000.00000000
PA
USD
1875000.00000000
0.022035940234
Long
DBT
NUSS
PK
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAC7
338000.00000000
PA
USD
340705.95000000
0.004004147174
Long
DBT
CORP
NO
Y
2
2026-10-09
Variable
5.89600000
N
N
N
N
N
N
ITV plc
ZLECI7ED2QMWFGYCXZ59
ITV plc
N/A
1041558.00000000
NS
991886.87000000
0.011657151886
Long
EC
CORP
GB
N
2
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2006-8, Class A3
17310CAC6
446286.42530000
PA
USD
200611.64000000
0.002357688591
Long
ABS-MBS
CORP
US
Y
2
2035-10-25
Floating
5.31018000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
5220000.00000000
PA
USD
3588750.00000000
0.042176789608
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
6.90000120
N
N
N
N
N
N
Utz Quality Foods LLC
N/A
Utz Quality Foods LLC, 1st Lien Term Loan
91809EAF8
323893.93000000
PA
USD
323893.93000000
0.003806563884
Long
LON
CORP
US
N
2
2028-01-20
Variable
7.35367000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2006-QS17, Class A5
74922SAE8
1320476.31540000
PA
USD
1066505.41000000
0.012534106386
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR26, Class D
12593QBK5
2500000.00000000
PA
USD
1883762.25000000
0.022138918590
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
3.46320720
N
N
N
N
N
N
Bendigo & Adelaide Bank Ltd.
549300Y9URD6W70K0360
Bendigo & Adelaide Bank Ltd.
N/A
156944.00000000
NS
1264471.33000000
0.014860701149
Long
EC
CORP
AU
N
2
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2021-GS1, Class A2
52474JAB2
2105032.62000000
PA
USD
2105002.73000000
0.024739047654
Long
ABS-MBS
CORP
US
Y
2
2066-10-25
Variable
6.84399960
N
N
N
N
N
N
Wilmar International Ltd.
549300H2EAI4YRLWBB20
Wilmar International Ltd.
N/A
182700.00000000
NS
440995.17000000
0.005182796378
Long
EC
CORP
SG
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-10
38380RQU7
5024029.28000000
PA
USD
355206.91000000
0.004174569727
Long
ABS-MBS
USGA
US
N
2
2063-05-16
Variable
0.98647920
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
1480000.00000000
PA
USD
1353275.00000000
0.015904366411
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Welltower, Inc.
254900F33BIAR82QTA19
Welltower, Inc.
95040Q104
131632.00000000
NS
USD
17754524.16000000
0.208660071083
Long
EC
CORP
US
N
1
N
N
N
ABFC Trust
N/A
ABFC Trust, Series 2003-OPT1, Class A1A
04542BDE9
86450.37000000
PA
USD
87962.58000000
0.001033780349
Long
ABS-O
CORP
US
N
2
2033-04-25
Floating
5.67207000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CF9
206000.00000000
PA
USD
204744.42000000
0.002406259094
Long
DBT
CORP
JP
N
2
2026-04-17
Variable
3.83700000
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
903724CE0
2700000.00000000
PA
USD
989550.00000000
0.011629687818
Long
DBT
NUSS
UA
Y
2
2034-02-01
Variable
0.00001080
N
N
N
N
N
N
Boxer Parent Co., Inc.
5493006T045HLTF7YX04
Boxer Parent Co., Inc., 1st Lien Term Loan
05988HAJ6
725000.00000000
PA
USD
722527.75000000
0.008491508435
Long
LON
CORP
US
N
2
2031-07-30
Variable
8.33537000
N
N
N
N
N
N
CWABS Asset-Backed Certificates Trust
N/A
CWABS Asset-Backed Certificates Trust,, Series 2004-BC4, Class M1
126673KY7
9136.89000000
PA
USD
9347.91000000
0.000109861325
Long
ABS-O
CORP
US
N
2
2034-11-25
Floating
5.90207040
N
N
N
N
N
N
Japan Post Holdings Co. Ltd.
5299003D9N4JBS256X18
Japan Post Holdings Co. Ltd.
N/A
119300.00000000
NS
1100672.75000000
0.012935658099
Long
EC
CORP
JP
N
2
N
N
N
Superior Plus LP
N/A
Superior Plus LP
86828LAC6
1621000.00000000
PA
USD
1495659.42000000
0.017577739514
Long
DBT
CORP
CA
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BF3
530000.00000000
PA
USD
493285.63000000
0.005797340085
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
FHLMC STACR REMIC Trust
5493000ISU5NYXNHD479
FHLMC STACR REMIC Trust, Series 2021-DNA5, Class B2
35564KJB6
3400000.00000000
PA
USD
3837536.14000000
0.045100649081
Long
ABS-MBS
CORP
US
Y
2
2034-01-25
Floating
10.35681840
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BN1
4414000.00000000
PA
USD
4427219.93000000
0.052030908683
Long
DBT
CORP
PA
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
549300UOGMFS1M8XVM16
JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class E
46640NAR9
2000000.00000000
PA
USD
1059152.40000000
0.012447690125
Long
ABS-MBS
CORP
US
Y
2
2045-11-15
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust, Series 2015-GC30, Class D
36250GAX3
1250000.00000000
PA
USD
1002222.88000000
0.011778625858
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.38400000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B77
2049000.00000000
PA
USD
1955350.48000000
0.022980259367
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
Citigroup Global Markets Holdings, Inc.
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings, Inc., ELN, (linked to ResMed, Inc.)
N/A
25234.00000000
PA
USD
6163496.28000000
0.072436499019
Long
SN
CORP
US
N
2
2024-11-22
Fixed
19.70000000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AY8
5030000.00000000
PA
USD
5111722.41000000
0.060075525078
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC, 1st Lien Term Loan
01957TAH0
503439.69260000
PA
USD
502221.37000000
0.005902357383
Long
LON
CORP
US
N
2
2028-05-12
Variable
8.53516000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BR4
3642000.00000000
PA
USD
3672392.49000000
0.043159798094
Long
DBT
CORP
US
Y
2
2034-03-15
Fixed
6.12500000
N
N
N
N
N
N
USI, Inc.
2549006D7UF7072T7I27
USI, Inc., 1st Lien Term Loan B
90351NAP0
523989.02470000
PA
USD
523727.03000000
0.006155102683
Long
LON
CORP
US
N
2
2029-11-21
Variable
7.35367000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
2518000.00000000
PA
USD
1845845.31000000
0.021693299697
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Blue Racer Midstream LLC
N/A
Blue Racer Midstream LLC
095796AE8
1675000.00000000
PA
USD
1673592.16000000
0.019668894301
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B15, Class E
08160KAN4
4391000.00000000
PA
USD
2197966.42000000
0.025831603556
Long
ABS-MBS
CORP
US
Y
2
2072-12-15
Fixed
2.75000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
N/A
112900.00000000
NS
3150047.16000000
0.037020933841
Long
EC
CORP
JP
N
2
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA, ELN, (linked to Lam Research Corp.)
95003R578
92302.00000000
PA
USD
6895432.45000000
0.081038579924
Long
SN
CORP
US
N
2
2024-11-29
Fixed
13.70000000
N
N
N
N
N
N
Project Boost Purchaser LLC
N/A
Project Boost Purchaser LLC, 1st Lien Term Loan
74339NAG1
461113.13930000
PA
USD
461532.75000000
0.005424164317
Long
LON
CORP
US
N
2
2031-07-16
Variable
8.14730000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAR1
9000.00000000
PA
USD
7985.10000000
0.000093844899
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-LC17, Class D
12592MAN0
3250000.00000000
PA
USD
3038750.00000000
0.035712913806
Long
ABS-MBS
CORP
US
Y
2
2047-10-10
Fixed
3.68700000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
2875000.00000000
PA
USD
2233587.50000000
0.026250240351
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
N/A
1400000.00000000
PA
USD
1455125.00000000
0.017101358684
Long
DBT
NUSS
BH
Y
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
Packaging Coordinators Midco, Inc.
N/A
Packaging Coordinators Midco, Inc., 1st Lien Term Loan
69515EAJ1
514483.69000000
PA
USD
514771.80000000
0.006049856330
Long
LON
CORP
US
N
2
2027-11-30
Variable
7.83537000
N
N
N
N
N
N
Bioceanico Sovereign Certificate Ltd.
N/A
Bioceanico Sovereign Certificate Ltd.
09076AAA5
354860.16510000
PA
USD
275793.77000000
0.003241266684
Long
DBT
CORP
KY
Y
2
2034-06-05
None
0.00000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
035198AD2
1550000.00000000
PA
USD
1417281.25000000
0.016656599957
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325EF8
950000.00000000
PA
USD
975175.00000000
0.011460745609
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
Concentra Escrow Issuer Corp.
N/A
Concentra Escrow Issuer Corp.
20600DAA1
1101000.00000000
PA
USD
1129820.88000000
0.013278221539
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
6.87500000
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAE4
1231000.00000000
PA
USD
1154381.94000000
0.013566875433
Long
DBT
CORP
US
Y
2
2029-01-15
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 E
36265NAF0
1250000.00000000
PA
USD
1214808.25000000
0.014277035729
Long
ABS-O
CORP
US
Y
2
2029-06-15
Fixed
5.50000000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040DC0
2345000.00000000
PA
USD
2486441.02000000
0.029221901713
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
12.62500000
N
N
N
N
N
Aozora Bank Ltd.
X0XUGKC9FD2CYUQNC010
Aozora Bank Ltd.
N/A
183500.00000000
NS
3163571.48000000
0.037179878432
Long
EC
CORP
JP
N
2
N
N
N
Noble Finance II LLC
N/A
Noble Finance II LLC
65505PAA5
1809000.00000000
PA
USD
1833678.43000000
0.021550308422
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
VICI Properties, Inc.
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
456941.00000000
NS
USD
14512446.16000000
0.170557544659
Long
EC
CORP
US
N
1
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226AAA5
50000.00000000
PA
USD
47650.62000000
0.000560013981
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Instructure Holdings, Inc.
N/A
Instructure Holdings, Inc., 2nd Lien Term Loan
45115MAB4
90000.00000000
PA
USD
91125.00000000
0.001070946695
Long
LON
CORP
US
N
2
2032-09-13
Variable
9.74481000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, Series K
61762V606
254144.00000000
NS
USD
6396804.48000000
0.075178453980
Long
EP
CORP
US
N
1
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAT3
16000.00000000
PA
USD
13606.35000000
0.000159908648
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.63900000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
1150000.00000000
PA
USD
1126957.73000000
0.013244572365
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Klabin Austria GmbH
984500578YEA8DD41B09
Klabin Austria GmbH
N/A
1150000.00000000
PA
USD
1201520.00000000
0.014120865552
Long
DBT
CORP
AT
Y
2
2049-04-03
Fixed
7.00000000
N
N
N
N
N
N
China Petroleum & Chemical Corp.
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp., Class H
N/A
6884000.00000000
NS
3877691.43000000
0.045572574186
Long
EC
CORP
CN
N
2
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
610000.00000000
PA
USD
547665.63000000
0.006436441115
Long
DBT
NUSS
NG
Y
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien Term Loan
61647DAY8
569603.24000000
PA
USD
569603.24000000
0.006694262908
Long
LON
CORP
US
N
3
2029-01-02
Variable
12.69705000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565ECQ6
250000.00000000
PA
USD
249568.45000000
0.002933053572
Long
DBT
CORP
US
Y
2
2027-08-13
Fixed
4.60000000
N
N
N
N
N
N
Manulife Financial Corp.
5493007GBX87QOZACS27
Manulife Financial Corp.
56501R106
139352.00000000
NS
4070417.52000000
0.047837587839
Long
EC
CORP
CA
N
1
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AS3
8561000.00000000
PA
USD
8198595.75000000
0.096354008508
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
N/A
1250000.00000000
PA
USD
1181250.00000000
0.013882642347
Long
DBT
NUSS
SV
Y
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2003-OPT1, Class M1
5899295K0
38868.64000000
PA
USD
31844.88000000
0.000374256998
Long
ABS-O
CORP
US
N
2
2034-07-25
Floating
5.82707160
N
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
N/A
5164.00000000
NS
3044721.37000000
0.035783092341
Long
EC
CORP
CH
N
2
N
N
N
Dow, Inc.
5493003S21INSLK2IP73
Dow, Inc.
260557103
338510.00000000
NS
USD
16715623.80000000
0.196450393087
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BW1
1239000.00000000
PA
USD
1295776.96000000
0.015228620612
Long
DBT
CORP
PA
Y
2
2029-08-15
Fixed
7.00000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 1A4
92922F4D7
456090.54000000
PA
USD
416999.75000000
0.004900790170
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
5.09188680
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
90439.00000000
NS
USD
14938714.02000000
0.175567258306
Long
EC
CORP
US
N
1
N
N
N
MV24 Capital BV
N/A
MV24 Capital BV
55388RAA4
536044.00000000
PA
USD
521431.44000000
0.006128123759
Long
DBT
CORP
NL
Y
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177J102
417712.00000000
NS
USD
9578136.16000000
0.112567059188
Long
EC
CORP
US
N
1
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF43, Class B
30296DAG6
1288405.97000000
PA
USD
1236358.36000000
0.014530303428
Long
ABS-MBS
USGSE
US
Y
2
2028-01-25
Floating
7.42781880
N
N
N
N
N
N
Emergent BioSolutions, Inc.
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089QAC9
2341000.00000000
PA
USD
1880695.02000000
0.022102870965
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
270090.00000000
NS
11948569.25000000
0.140425577536
Long
EC
CORP
IT
N
2
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-WMC2, Class M1
61746RHS3
608378.47000000
PA
USD
630933.25000000
0.007415043940
Long
ABS-O
CORP
US
N
2
2034-07-25
Floating
5.76707040
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K724, Class D
30295XAW8
728695.28000000
PA
USD
718660.56000000
0.008446059279
Long
ABS-MBS
USGSE
US
Y
2
2049-12-25
None
0.00000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc., 1st Lien Term Loan B-1
12768EAH9
149250.00000000
PA
USD
149179.85000000
0.001753236404
Long
LON
CORP
US
N
2
2031-02-06
Variable
7.43516000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class D
17323CAN7
3756100.00000000
PA
USD
3476046.31000000
0.040852239327
Long
ABS-MBS
CORP
US
Y
2
2048-02-10
Variable
4.38764040
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BL5
3054000.00000000
PA
USD
3244349.71000000
0.038129224698
Long
DBT
CORP
US
N
2
2053-03-01
Variable
6.75000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AE9
250000.00000000
PA
USD
215500.00000000
0.002532664064
Long
DBT
NUSS
CO
N
2
2043-09-18
Fixed
7.37500000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAF7
1119000.00000000
PA
USD
1123681.90000000
0.013206073168
Long
DBT
CORP
US
Y
2
2032-09-15
Fixed
6.12500000
N
N
N
N
N
N
YPF SA
5493003N7447U18U5U53
YPF SA
N/A
373000.00000000
PA
USD
378595.00000000
0.004449438289
Long
DBT
NUSS
AR
Y
2
2029-06-27
Fixed
8.50000000
N
N
N
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001AAD4
2398000.00000000
PA
USD
2458110.67000000
0.028888949234
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
7.25000000
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115QAG5
611000.00000000
PA
USD
656848.22000000
0.007719609663
Long
DBT
CORP
US
Y
2
2031-01-01
Fixed
9.50000000
N
N
N
N
N
N
Buckeye Partners LP
N/A
Buckeye Partners LP, 1st Lien Term Loan B-5
11823LAP0
170240.05000000
PA
USD
170112.37000000
0.001999245876
Long
LON
CORP
US
N
2
2026-11-02
Variable
6.43516000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
376789.00000000
NS
USD
16220766.45000000
0.190634581359
Long
EC
CORP
US
N
1
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc.
039524AA1
1775000.00000000
PA
USD
1627665.24000000
0.019129138106
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Mandatum OYJ
743700OAJK6L28Y2NN56
Mandatum OYJ
N/A
135077.00000000
NS
623771.67000000
0.007330877461
Long
EC
CORP
FI
N
2
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer, Inc., 1st Lien Term Loan
24022KAB5
219944.69700000
PA
USD
212770.10000000
0.002500580910
Long
LON
CORP
US
N
2
2026-10-16
Variable
8.68516000
N
N
N
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
N/A
40794.00000000
NS
998827.16000000
0.011738717654
Long
EC
CORP
NL
Y
2
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAE9
4470000.00000000
PA
USD
4275382.01000000
0.050246433307
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.75000000
N
N
N
N
N
N
Altar Bidco, Inc.
N/A
Altar Bidco, Inc., 1st Lien Term Loan B
02090CAE0
626172.64080000
PA
USD
625728.06000000
0.007353869937
Long
LON
CORP
US
N
2
2029-02-01
Variable
7.24742000
N
N
N
N
N
N
Shutterfly Finance LLC
N/A
Shutterfly Finance LLC, 1st Lien Term Loan B
82568TAD0
51325.00000000
PA
USD
51325.00000000
0.000603197137
Long
LON
CORP
US
N
3
2027-10-01
Variable
11.05718000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAQ7
6178000.00000000
PA
USD
6303950.89000000
0.074087192028
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
6.37500000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
Metlife Securitization Trust, Series 2017-1A, Class A
59166BAA9
1728300.30000000
PA
USD
1623886.25000000
0.019084725521
Long
ABS-MBS
CORP
US
Y
2
2055-04-25
Variable
2.99999880
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBH4
1091000.00000000
PA
USD
1033902.18000000
0.012150936878
Long
DBT
CORP
FR
Y
2
2028-01-19
Variable
2.79700000
N
N
N
N
N
N
Optics Bidco SpA
254900QZ5RQ7MPFWE741
Optics Bidco SpA
683879AD2
4233000.00000000
PA
USD
4126295.38000000
0.048494292471
Long
DBT
CORP
IT
Y
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series T
38144GAE1
5607000.00000000
PA
USD
5368871.27000000
0.063097667430
Long
DBT
CORP
US
N
2
2026-05-10
Variable
3.80000000
N
N
N
N
N
N
Global Infrastructure Solutions, Inc.
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions, Inc.
37960XAB3
2580000.00000000
PA
USD
2623222.71000000
0.030829428724
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAD9
1795000.00000000
PA
USD
1496923.38000000
0.017592594206
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2020-6, Class A2
693587AB3
2531246.83000000
PA
USD
2518223.06000000
0.029595420185
Long
ABS-MBS
CORP
US
Y
2
2025-11-25
Variable
7.70299920
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series DD
060505EU4
4459000.00000000
PA
USD
4519245.55000000
0.053112439917
Long
DBT
CORP
US
N
2
2026-03-10
Variable
6.30000000
N
N
N
N
N
N
CoreCivic, Inc.
529900JFA3K6PTLT8B15
CoreCivic, Inc.
21871NAC5
3705000.00000000
PA
USD
3890805.75000000
0.045726700251
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
8.25000000
N
N
N
N
N
N
China Construction Bank Corp.
5493001KQW6DM7KEDR62
China Construction Bank Corp., Class H
N/A
5923000.00000000
NS
4597649.11000000
0.054033877870
Long
EC
CORP
CN
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2020-169
38380RFW5
16635573.56000000
PA
USD
1020409.45000000
0.011992363549
Long
ABS-MBS
USGA
US
N
2
2062-07-16
Variable
0.85002840
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859UBF9
333000.00000000
PA
USD
323549.46000000
0.003802515500
Long
DBT
CORP
GB
Y
2
2025-08-28
Fixed
1.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325EG6
593000.00000000
PA
USD
587070.00000000
0.006899541031
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
J Sainsbury plc
213800VGZAAJIKJ9Y484
J Sainsbury plc
N/A
202844.00000000
NS
698349.94000000
0.008207358688
Long
EC
CORP
GB
N
2
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AG1
2558000.00000000
PA
USD
2461099.63000000
0.028924076990
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
ICON Luxembourg SARL
635400PUWMHSPI2DDA35
ICON Luxembourg SARL, 1st Lien Term Loan
L5000DAE7
96925.14080000
PA
USD
97177.15000000
0.001142074597
Long
LON
CORP
LU
N
2
2028-07-03
Variable
6.60367000
N
N
N
N
N
N
Dunelm Group plc
213800WCOWEI3T5DUV19
Dunelm Group plc
N/A
97530.00000000
NS
1397564.09000000
0.016424874005
Long
EC
CORP
GB
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KW09, Class C
30298GAQ5
24011000.00000000
PA
USD
16094263.56000000
0.189147855960
Long
ABS-MBS
USGSE
US
Y
2
2029-06-25
None
0.00000000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
N/A
299723.00000000
NS
6468346.68000000
0.076019253789
Long
EC
CORP
ES
N
2
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
12000.00000000
PA
USD
10367.93000000
0.000121849112
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767ESCAC0
6024000.00000000
PA
USD
0.06000000
0.000000000705
Long
DBT
USGA
US
N
3
2026-11-15
Fixed
8.00000000
Y
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-53, Class IA
38380M4K4
5851586.06000000
PA
USD
286868.74000000
0.003371425285
Long
ABS-MBS
USGA
US
N
2
2061-06-16
Variable
0.77187960
N
N
N
N
N
N
Crescent Energy Finance LLC
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAD5
2248000.00000000
PA
USD
2219576.74000000
0.026085578873
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
7.62500000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
4490000.00000000
PA
USD
437775.00000000
0.005144951325
Long
DBT
NUSS
VE
Y
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
Nomura America Finance LLC
549300U646RSSKIVOJ29
Nomura America Finance LLC, ELN, (linked to TechnipFMC plc)
65543G119
216884.00000000
PA
USD
5765910.59000000
0.067763872617
Long
SN
CORP
US
N
2
2024-11-22
Fixed
17.30000000
N
N
N
N
N
N
Five Point Operating Co. LP
N/A
Five Point Operating Co. LP
33834YAB4
593472.00000000
PA
USD
607694.50000000
0.007141930497
Long
DBT
CORP
US
Y
2
2028-01-15
Variable
10.50000120
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2023-INV1, Class A3
92539FAC7
2236802.15000000
PA
USD
2250196.57000000
0.026445438470
Long
ABS-MBS
CORP
US
Y
2
2068-02-25
Variable
6.75799920
N
N
N
N
N
N
Persimmon plc
213800XI72Y57UWN6F31
Persimmon plc
N/A
72903.00000000
NS
1381604.99000000
0.016237314659
Long
EC
CORP
GB
N
2
N
N
N
GSAMP Trust
N/A
GSAMP Trust, Series 2003-SEA, Class A1
36228FVH6
244340.38000000
PA
USD
238015.63000000
0.002797279038
Long
ABS-O
CORP
US
N
2
2033-02-25
Floating
5.65206840
N
N
N
N
N
N
Banijay Group US Holding, Inc.
5493008PW5N0VVCH7279
Banijay Group US Holding, Inc., 1st Lien Term Loan B
F6456UAB9
380834.14180000
PA
USD
381214.98000000
0.004480229608
Long
LON
CORP
US
N
2
2028-03-01
Variable
8.19570000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 21K-F116, Class CS
30320XAE7
4843781.81950000
PA
USD
4827954.28000000
0.056740539716
Long
ABS-MBS
USGSE
US
Y
2
2028-06-25
Floating
11.56334040
N
N
N
N
N
N
LendingClub Loan Certificate Issuer Trust
N/A
LendingClub Loan Certificate Issuer Trust, Series 2022-P4, Class CERT
52608CAA8
200000.00000000
PA
USD
1536900.00000000
0.018062419491
Long
ABS-O
CORP
US
Y
3
2037-06-15
Fixed
0.00000000
N
N
N
N
N
N
Astoria Energy LLC
549300BXD26J7I0IPB62
Astoria Energy LLC, 1st Lien Term Loan B
04626LAE9
175019.13530000
PA
USD
175428.68000000
0.002061725817
Long
LON
CORP
US
N
2
2027-12-10
Variable
7.91147271
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International, Series B
281020AT4
2539000.00000000
PA
USD
2471190.17000000
0.029042666076
Long
DBT
CORP
US
N
2
2026-12-15
Variable
5.00000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAQ6
1531000.00000000
PA
USD
1565262.25000000
0.018395746875
Long
DBT
CORP
US
N
2
2054-12-01
Variable
7.12500000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Republic of Guatemala
N/A
250000.00000000
PA
USD
240750.00000000
0.002829414726
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Tingyi Cayman Islands Holding Corp.
5299009MPI9B60VN4P25
Tingyi Cayman Islands Holding Corp.
N/A
1614000.00000000
NS
2354654.42000000
0.027673079505
Long
EC
CORP
KY
N
2
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class C
46645JAH5
8000000.00000000
PA
USD
7039107.20000000
0.082727117633
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
4.63559040
N
N
N
N
N
N
Azimut Holding SpA
81560025690EF8540635
Azimut Holding SpA
N/A
38472.00000000
NS
951585.20000000
0.011183506450
Long
EC
CORP
IT
N
2
N
N
N
Cairn Homes plc
635400DPX6WP2KKDOA83
Cairn Homes plc
N/A
545245.00000000
NS
1275068.49000000
0.014985244288
Long
EC
CORP
IE
N
2
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-10, Class 4CB1
93934FGL0
421064.29110000
PA
USD
364749.89000000
0.004286723614
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.75000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC, 1st Lien Term Loan
64072UAM4
954690.41460000
PA
USD
931338.69000000
0.010945559312
Long
LON
CORP
US
N
2
2028-01-18
Variable
9.30396000
N
N
N
N
N
N
Crescent Energy Finance LLC
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAC7
7190000.00000000
PA
USD
7545035.01000000
0.088673034958
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
9.25000000
N
N
N
N
N
N
Venator Materials LLC
N/A
Venator Materials LLC, 1st Lien Term Loan
L9632YAB5
277745.97110000
PA
USD
275315.69000000
0.003235648048
Long
LON
CORP
US
N
2
2028-10-12
Variable
7.29892000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp., Series M
89832QAC3
2018000.00000000
PA
USD
1949476.59000000
0.022911226467
Long
DBT
CORP
US
N
2
2027-12-15
Variable
5.12500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanese Republic
N/A
2639000.00000000
PA
USD
217717.50000000
0.002558725236
Long
DBT
NUSS
LB
Y
2
2027-03-23
Fixed
6.85000000
Y
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABE7
2125000.00000000
PA
USD
2120447.19000000
0.024920558692
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Murphy Oil USA, Inc.
N32S6DTR2ZZ5222WHV58
Murphy Oil USA, Inc.
626738AF5
1256000.00000000
PA
USD
1116094.66000000
0.013116904119
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-3A, Class B
224936AC8
311000.00000000
PA
USD
320344.74000000
0.003764852024
Long
ABS-O
CORP
US
Y
2
2033-10-17
Fixed
7.09000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAQ3
36000.00000000
PA
USD
33167.34000000
0.000389799211
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.20000000
N
N
N
N
N
N
Chariot Buyer LLC
25490092IFNOZBRVE539
Chariot Buyer LLC, 1st Lien Term Loan
15963CAC0
540464.42260000
PA
USD
539318.64000000
0.006338343103
Long
LON
CORP
US
N
2
2028-11-03
Variable
8.03516000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
N/A
330000.00000000
PA
USD
332062.50000000
0.003902565015
Long
DBT
NUSS
OM
Y
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375AM8
7900000.00000000
PA
USD
8205967.40000000
0.096440643835
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
10.50000000
N
N
N
N
N
N
Republic of Turkiye (The)
5493000PCHOG3B6S3Q85
Republic of Turkiye (The)
900123CY4
1050000.00000000
PA
USD
987262.50000000
0.011602803971
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-J1, Class 1A13
12668BKK8
84581.04050000
PA
USD
57275.92000000
0.000673135333
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA, ELN, (linked to Advanced Micro Devices, Inc.)
95003R586
61257.00000000
PA
USD
8933818.71000000
0.104994717418
Long
SN
CORP
US
N
2
2024-11-29
Fixed
17.50000000
N
N
N
N
N
N
Standard Industries, Inc.
N/A
Standard Industries, Inc.
853496AH0
2353000.00000000
PA
USD
2042615.30000000
0.024005839292
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAZ0
4232000.00000000
PA
USD
3971625.78000000
0.046676537771
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.50000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BK7
286000.00000000
PA
USD
290420.42000000
0.003413166409
Long
DBT
CORP
US
N
2
2052-09-01
Variable
6.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-64CB, Class 1A1
12668AZL2
307845.33650000
PA
USD
268564.21000000
0.003156301269
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
ATI, Inc.
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741RAN2
1915000.00000000
PA
USD
1984497.27000000
0.023322807059
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
7.25000000
N
N
N
N
N
N
Bear Stearns Asset-Backed Securities Trust
N/A
Bear Stearns Asset-Backed Securities Trust, Series 2003-SD1, Class M1
07384YKM7
388276.01000000
PA
USD
409817.17000000
0.004816376888
Long
ABS-O
CORP
US
N
2
2033-12-25
Floating
6.12707040
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241AK9
715105.00000000
PA
USD
712423.36000000
0.008372756577
Long
DBT
CORP
US
Y
2
2032-10-15
Fixed
10.00000000
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
1232000.00000000
PA
USD
1242061.15000000
0.014597325476
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series S
38144GAC5
1490000.00000000
PA
USD
1471601.63000000
0.017295000302
Long
DBT
CORP
US
N
2
2025-02-10
Variable
4.40000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
286336.00000000
NS
USD
12063335.68000000
0.141774370172
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607H6M9
319000.00000000
PA
USD
317326.49000000
0.003729380036
Long
DBT
CORP
CA
N
2
2025-08-04
Fixed
3.94500000
N
N
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
N/A
87255.00000000
NS
1226922.39000000
0.014419407177
Long
EC
CORP
IT
Y
2
N
N
N
Hilcorp Energy I LP
N/A
Hilcorp Energy I LP
431318AS3
351000.00000000
PA
USD
342464.59000000
0.004024815593
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAQ2
4600000.00000000
PA
USD
5297626.80000000
0.062260366692
Long
DBT
CORP
ES
N
2
2033-05-21
Variable
9.62500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
United Energy Group Ltd.
N/A
United Energy Group Ltd.
N/A
6124000.00000000
NS
256016.77000000
0.003008837462
Long
EC
CORP
BM
N
1
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-1A, Class E
23345YAJ0
500000.00000000
PA
USD
491412.40000000
0.005775324947
Long
ABS-O
CORP
US
Y
2
2029-03-15
Fixed
5.53000000
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
105756BB5
785000.00000000
PA
USD
905105.00000000
0.010637247832
Long
DBT
NUSS
BR
N
2
2034-01-20
Fixed
8.25000000
N
N
N
N
N
N
Chase Mortgage Finance Trust
N/A
Chase Mortgage Finance Trust, Series 2007-S2, Class 1A8
16163EAH1
184441.12300000
PA
USD
99306.24000000
0.001167096730
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.00000000
N
N
N
N
N
N
Kellanova
LONOZNOJYIBXOHXWDB86
Kellanova
487836108
65348.00000000
NS
USD
5270316.20000000
0.061939398826
Long
EC
CORP
US
N
1
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AE9
30000.00000000
PA
USD
25860.00000000
0.000303919687
Long
DBT
NUSS
CO
N
2
2043-09-18
Fixed
7.37500000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO Mortgage LLC, Series 2024-1, Class A1
754921AA2
2600487.43000000
PA
USD
2605793.46000000
0.030624591438
Long
ABS-MBS
CORP
US
Y
2
2029-01-25
Variable
7.02129960
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-R1, Class B2
92538BAF0
1322000.00000000
PA
USD
1130899.74000000
0.013290900843
Long
ABS-MBS
CORP
US
Y
2
2063-10-25
Variable
4.19900040
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
N/A
605229.00000000
NS
20454031.04000000
0.240386029627
Long
EC
CORP
FR
N
2
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-12, Class 3A1
576434YF5
359045.66000000
PA
USD
351503.91000000
0.004131050214
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.00000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAN0
2398000.00000000
PA
USD
2403031.00000000
0.028241625332
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
Hyundai Motor Co.
9884004RQX8PRBXQ8S60
Hyundai Motor Co.
N/A
15060.00000000
NS
2319699.13000000
0.027262267408
Long
EC
CORP
KR
N
2
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DT3
8840000.00000000
PA
USD
9275440.72000000
0.109009630588
Long
DBT
CORP
GB
N
2
2028-03-07
Variable
8.00000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2019-GC40, Class E
36257HAE6
2250000.00000000
PA
USD
1391235.30000000
0.016350494892
Long
ABS-MBS
CORP
US
Y
2
2052-07-10
Fixed
3.00000000
N
N
N
N
N
N
Brookfield Corporate Treasury Ltd.
N/A
Brookfield Corporate Treasury Ltd.
11271EMT2
250000.00000000
PA
USD
247993.13000000
0.002914539621
Long
STIV
CORP
CA
Y
2
2024-12-27
None
0.00000000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class B1
35563JAC7
2000000.00000000
PA
USD
1693203.60000000
0.019899377778
Long
ABS-MBS
USGSE
US
Y
2
2041-07-25
Floating
10.35681840
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR4, Class 2A1
22541SEZ7
105304.31000000
PA
USD
104428.85000000
0.001227300211
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
5.69623680
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2024-1, Class D
02531AAG6
1400000.00000000
PA
USD
1408412.46000000
0.016552369490
Long
ABS-O
CORP
US
Y
2
2030-05-13
Fixed
5.86000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBN0
2385000.00000000
PA
USD
2566140.75000000
0.030158572906
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
8.25000000
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-C25, Class C
61765TAM5
4500000.00000000
PA
USD
4145626.35000000
0.048721479724
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Variable
4.51708560
N
N
N
N
N
N
Hilcorp Energy I LP
N/A
Hilcorp Energy I LP
431318AY0
1791000.00000000
PA
USD
1708266.73000000
0.020076407235
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-LC23, Class D
12636FAL7
2750000.00000000
PA
USD
2356942.50000000
0.027699970168
Long
ABS-MBS
CORP
US
Y
2
2048-10-10
Variable
3.54430440
N
N
N
N
N
N
Nexstar Media, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65336YAN3
6755000.00000000
PA
USD
6350588.96000000
0.074635306013
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAC3
317000.00000000
PA
USD
317498.55000000
0.003731402171
Long
DBT
CORP
FI
Y
2
2025-09-22
Fixed
4.75000000
N
N
N
N
N
Raven Acquisition Holdings LLC
N/A
Raven Acquisition Holdings LLC
75420NAA1
2240000.00000000
PA
USD
2234028.70000000
0.026255425554
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
6.87500000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA, ELN, (linked to Howmet Aerospace, Inc.)
95003R594
61507.00000000
PA
USD
6101978.46000000
0.071713510750
Long
SN
CORP
US
N
2
2024-11-29
Fixed
15.30000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C
22537GAE0
420000.00000000
PA
USD
428310.33000000
0.005033717777
Long
ABS-O
CORP
US
Y
2
2034-07-17
Fixed
6.71000000
N
N
N
N
N
N
Videotron Ltd.
549300LW4GNJRBECSD81
Videotron Ltd.
92660FAK0
264000.00000000
PA
USD
262170.22000000
0.003081155892
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
N/A
400000.00000000
PA
USD
394876.00000000
0.004640780765
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
N/A
29883.00000000
NS
1433052.54000000
0.016841952066
Long
EC
CORP
ES
N
2
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust, Series 2005-A3, Class A2
45660LHS1
0.01000000
PA
USD
0.01000000
0.000000000117
Long
ABS-MBS
CORP
US
N
3
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2007-18, Class 2A1
12544JAE6
413552.69120000
PA
USD
148110.42000000
0.001740667927
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Fixed
6.50000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2020-INV1, Class B2
85573EAF4
1600000.00000000
PA
USD
1279386.24000000
0.015035988651
Long
ABS-MBS
CORP
US
Y
2
2055-11-25
Fixed
4.26100000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2016-P6, Class D
17291EAA9
1325000.00000000
PA
USD
944704.20000000
0.011102637488
Long
ABS-MBS
CORP
US
Y
2
2049-12-10
Fixed
3.25000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
129504.00000000
NS
18427590.94000000
0.216570289396
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M2
61744CFC5
479119.56000000
PA
USD
464447.77000000
0.005458423094
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
5.75206920
N
N
N
N
N
N
Esab Corp.
549300ZNV0SWBXEIWT04
Esab Corp.
29605JAA4
1862000.00000000
PA
USD
1894787.16000000
0.022268488861
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
N/A
1600000.00000000
PA
USD
1705000.00000000
0.020038014986
Long
DBT
NUSS
OM
Y
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZR8
983000.00000000
PA
USD
956133.08000000
0.011236955417
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.61500000
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
26.00000000
NC
-37031.24000000
-0.00043520970
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
EU0009658145
2024-12-20
1258920.00000000
EUR
-37031.24000000
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAN6
2242000.00000000
PA
USD
2300852.50000000
0.027040772361
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
8.37500000
N
N
N
N
N
N
TopBuild Corp.
5493007YSKHOL4RWII46
TopBuild Corp.
89055FAC7
429000.00000000
PA
USD
382453.54000000
0.004494785786
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
15227.00000000
NS
USD
4875076.32000000
0.057294341560
Long
EC
CORP
US
N
1
N
N
N
Kemira OYJ
74370031Y7RK5H88CQ48
Kemira OYJ
N/A
68083.00000000
NS
1445598.17000000
0.016989394601
Long
EC
CORP
FI
N
1
N
N
N
Japan Prime Realty Investment Corp.
353800NJOQJAY1ODEX72
Japan Prime Realty Investment Corp.
N/A
85.00000000
NS
186748.10000000
0.002194757317
Long
EC
CORP
JP
N
2
N
N
N
Orion Advisor Solutions, Inc.
N/A
Orion Advisor Solutions, Inc., 1st Lien Term Loan
88BL73392
536000.00000000
PA
USD
531980.00000000
0.006252095725
Long
LON
CORP
US
N
2
2031-09-01
Variable
0.00000000
N
N
N
N
N
N
Topgolf Callaway Brands Corp.
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp., 1st Lien Term Loan
89071LAB6
323513.86640000
PA
USD
321423.97000000
0.003777535676
Long
LON
CORP
US
N
2
2030-03-18
Variable
7.68516000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAX8
636000.00000000
PA
USD
673902.42000000
0.007920039173
Long
DBT
CORP
US
N
2
2054-05-15
Variable
8.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002YAA1
2541000.00000000
PA
USD
2731051.55000000
0.032096687324
Long
DBT
CORP
US
N
2
2028-09-15
Variable
7.62500000
N
N
N
N
N
N
Spark New Zealand Ltd.
529900HUN51H3Y7QBB66
Spark New Zealand Ltd.
N/A
493213.00000000
NS
855718.18000000
0.010056829158
Long
EC
CORP
NZ
N
2
N
N
N
TreeHouse Foods, Inc.
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469AAD6
517000.00000000
PA
USD
471124.11000000
0.005536886789
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
5493000IT1PBTE7DAT80
FHLMC STACR REMIC Trust, Series 2021-DNA1, Class B2
35564KBE8
6800000.00000000
PA
USD
7290286.80000000
0.085679106248
Long
ABS-MBS
CORP
US
Y
2
2051-01-25
Floating
9.60681960
N
N
N
N
N
N
Buckeye Partners LP
N/A
Buckeye Partners LP, 1st Lien Term Loan B-4
11823LAN5
398599.78300000
PA
USD
397603.28000000
0.004672833128
Long
LON
CORP
US
N
2
2030-11-22
Variable
6.68516000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR2, Class 1A1
92925CDQ2
130550.33000000
PA
USD
120346.27000000
0.001414369713
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
4.56881040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2020-145
38380P2T0
53871257.22000000
PA
USD
2797981.52000000
0.032883281894
Long
ABS-MBS
USGA
US
N
2
2063-03-16
Variable
0.73122120
N
N
N
N
N
N
ANDRITZ AG
549300VZKC61IR5U8G96
ANDRITZ AG
N/A
25216.00000000
NS
1522367.42000000
0.017891625323
Long
EC
CORP
AT
N
2
N
N
N
Endo Finance Holdings, Inc.
N/A
Endo Finance Holdings, Inc., 1st Lien Term Loan
29280UAB9
350000.00000000
PA
USD
350073.50000000
0.004114239319
Long
LON
CORP
US
N
2
2031-04-09
Variable
9.24461000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
194551.00000000
NS
USD
79055798.85000000
0.929103391277
Long
EC
CORP
US
N
1
N
N
N
CD Mortgage Trust
N/A
CD Mortgage Trust, Series 2017-CD4, Class D
12515DAF1
1000000.00000000
PA
USD
805892.60000000
0.009471253956
Long
ABS-MBS
CORP
US
Y
2
2050-05-10
Fixed
3.30000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAD8
12828000.00000000
PA
USD
10962900.78000000
0.128841507404
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
Santander Bank Polska SA
259400LGXW3K0GDAG361
Santander Bank Polska SA
N/A
2890.00000000
NS
324079.28000000
0.003808742210
Long
EC
CORP
PL
N
2
N
N
N
RFMSI Trust
N/A
RFMSI Trust, Series 2006-S10, Class 1A1
74958DAA6
1003310.05010000
PA
USD
766106.79000000
0.009003671166
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.00000000
N
N
N
N
N
N
BCPE Pequod Buyer, Inc.
N/A
BCPE Pequod Buyer, Inc., 1st Lien Term Loan
N/A
3696000.00000000
PA
USD
3693228.00000000
0.043404667456
Long
LON
CORP
US
N
2
2031-09-20
Variable
7.69705000
N
N
N
N
N
N
Option Care Health, Inc.
549300DI3Q5ACSYJRI17
Option Care Health, Inc., 1st Lien Term Loan B
68404YAB0
593224.99060000
PA
USD
594263.13000000
0.006984078301
Long
LON
CORP
US
N
2
2028-10-27
Variable
6.93516000
N
N
N
N
N
N
MITER Brands Acquisition Holdco, Inc.
254900X3SPV5RVFJEY72
MITER Brands Acquisition Holdco, Inc., 1st Lien Term Loan
55336CAK8
2788012.50000000
PA
USD
2794647.97000000
0.032844104343
Long
LON
CORP
US
N
2
2031-03-28
Variable
7.68516000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust, Series 2007-7, Class 5A7
52519BBP4
6639919.23610000
PA
USD
3044351.84000000
0.035778749439
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC10, Class M1
61746RDX6
157575.72000000
PA
USD
156985.39000000
0.001844971024
Long
ABS-O
CORP
US
N
2
2033-10-25
Floating
5.87207160
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc., 1st Lien Term Loan B
12768EAG1
654123.16770000
PA
USD
653848.44000000
0.007684354744
Long
LON
CORP
US
N
2
2030-02-06
Variable
7.43516000
N
N
N
N
N
N
Six Flags Theme Parks, Inc.
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
384000.00000000
PA
USD
383673.72000000
0.004509125953
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Georgian Railway JSC
2138005UZV4ZT2B2ZO19
Georgian Railway JSC
N/A
700000.00000000
PA
USD
615741.00000000
0.007236497000
Long
DBT
CORP
GE
Y
2
2028-06-17
Fixed
4.00000000
N
N
N
N
N
N
Moscow Exchange MICEX-RTS PJSC
253400M5M1222KPNWE87
Moscow Exchange MICEX-RTS PJSC
N/A
2552458.00000000
NS
USD
2.55000000
0.000000029968
Long
EC
CORP
RU
N
3
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
1815000.00000000
PA
USD
1722627.39000000
0.020245180913
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
511682.00000000
NS
USD
21398541.24000000
0.251486387130
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC, 1st Lien Term Loan B-4
16117LCB3
1343250.00000000
PA
USD
1333242.79000000
0.015668937833
Long
LON
CORP
US
N
2
2030-12-09
Variable
7.30191000
N
N
N
N
N
N
National CineMedia, Inc.
5493000MOLIVSOGKEB48
National CineMedia, Inc.
635309206
107211.00000000
NS
USD
770847.09000000
0.009059381549
Long
EC
CORP
US
N
1
N
N
N
BANK
N/A
BANK, Series 2020-BN28, Class E
06540YBH1
3000000.00000000
PA
USD
2036406.90000000
0.023932875062
Long
ABS-MBS
CORP
US
Y
2
2063-03-15
Fixed
2.50000000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
221625AU0
532000.00000000
PA
USD
529504.92000000
0.006223007344
Long
DBT
NUSS
CI
Y
2
2037-01-30
Fixed
8.25000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
1800000.00000000
PA
USD
1719918.00000000
0.020213338803
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-4, Class 4A1
22541SUY2
699841.07000000
PA
USD
704410.54000000
0.008278585898
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
5.50000000
N
N
N
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
52689.00000000
NS
USD
4332616.47000000
0.050919081382
Long
EC
CORP
US
N
1
N
N
N
Public Storage
N/A
Public Storage
74460D109
13531.00000000
NS
USD
4452510.86000000
0.052328140375
Long
EC
CORP
US
N
1
N
N
N
Inpex Corp.
353800VHYYADPR6MXQ47
Inpex Corp.
N/A
41700.00000000
NS
549691.74000000
0.006460252976
Long
EC
CORP
JP
N
2
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1
17307GXP8
159223.98000000
PA
USD
157756.25000000
0.001854030558
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
6.00000120
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAM9
22000.00000000
PA
USD
21443.41000000
0.000252013707
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2024-RTL3, Class A1
50205GAA0
5000000.00000000
PA
USD
5046135.00000000
0.059304708946
Long
ABS-MBS
CORP
US
Y
2
2029-05-25
Variable
6.90000120
N
N
N
N
N
N
Transocean, Inc.
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BX6
1152600.00000000
PA
USD
1194276.86000000
0.014035740538
Long
DBT
CORP
KY
Y
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
GMACM Mortgage Loan Trust
N/A
GMACM Mortgage Loan Trust, Series 2004-AR2, Class 3A
36185N3T5
176616.45000000
PA
USD
157605.90000000
0.001852263569
Long
ABS-MBS
CORP
US
N
2
2034-08-19
Variable
5.14758600
N
N
N
N
N
N
INEOS Quattro Finance 2 plc
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 plc
45674GAB0
1867000.00000000
PA
USD
1977756.68000000
0.023243588266
Long
DBT
CORP
GB
Y
2
2029-03-15
Fixed
9.62500000
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
78353.00000000
NS
USD
4735655.32000000
0.055655796054
Long
EC
CORP
US
N
1
N
N
N
Ballyrock CLO Ltd.
254900Y6C4AXEAZ9T124
Ballyrock CLO Ltd., Series 2020-2A, Class A2R
05875DAL6
2900000.00000000
PA
USD
2903743.90000000
0.034126254419
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Floating
6.42900960
N
N
N
N
N
N
Midwest Gaming Borrower LLC
N/A
Midwest Gaming Borrower LLC
59833DAB6
179000.00000000
PA
USD
168982.93000000
0.001985972131
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.87500000
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-C16, Class C
61763MAL4
2000000.00000000
PA
USD
1727749.60000000
0.020305379693
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
4.71748320
N
N
N
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
98818.00000000
NS
USD
11160504.92000000
0.131163850348
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
118913.00000000
NS
7685112.49000000
0.090319295746
Long
EC
CORP
GB
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
N/A
4900000.00000000
PA
5284297.11000000
0.062103709491
Long
DBT
CORP
NL
Y
2
2025-09-22
Variable
4.37500000
N
N
N
N
Y
N/A
N/A
EUR
XXXX
N
N
N
KDX Realty Investment Corp.
353800FFT483NCIHFY42
KDX Realty Investment Corp.
N/A
830.00000000
NS
789543.58000000
0.009279112075
Long
EC
CORP
JP
N
2
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
57876.00000000
NS
USD
5607026.88000000
0.065896591584
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
32646.00000000
NS
USD
4380440.28000000
0.051481130779
Long
EC
CORP
US
N
1
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
1200000.00000000
PA
USD
1125000.00000000
0.013221564140
Long
DBT
NUSS
PK
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJQ4
82000.00000000
PA
USD
83313.11000000
0.000979137446
Long
DBT
CORP
US
N
2
2030-01-23
Variable
5.38400000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281AAS8
3190000.00000000
PA
USD
3179432.65000000
0.037366286855
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
Markel Group, Inc.
549300SCNO12JLWIK605
Markel Group, Inc.
570535AW4
1127000.00000000
PA
USD
1125160.85000000
0.013223454530
Long
DBT
CORP
US
N
2
2025-06-01
Variable
6.00000000
N
N
N
N
N
N
Republic of Turkiye (The)
5493000PCHOG3B6S3Q85
Republic of Turkiye (The)
900123DH0
1500000.00000000
PA
USD
1670625.00000000
0.019634022748
Long
DBT
NUSS
TR
N
2
2029-03-14
Fixed
9.37500000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
N/A
55863.00000000
NS
12645467.29000000
0.148615872767
Long
EC
CORP
FR
N
2
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA
N/A
1000000.00000000
PA
USD
759930.00000000
0.008931078433
Long
DBT
NUSS
MA
Y
2
2051-06-23
Fixed
5.12500000
N
N
N
N
N
N
Centrica plc
E26EDV109X6EEPBKVH76
Centrica plc
N/A
1116531.00000000
NS
1690182.58000000
0.019863873236
Long
EC
CORP
GB
N
2
N
N
N
RALI Trust
N/A
RALI Trust, Series 2006-QS3, Class 1A10
761118XN3
737783.65720000
PA
USD
646456.89000000
0.007597485542
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class IM
46637K844
48269581.16640000
NS
USD
48288889.00000000
0.567515238395
Long
STIV
RF
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
N/A
238692.00000000
NS
5671848.86000000
0.066658411998
Long
EC
CORP
NO
N
2
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485AH9
2751000.00000000
PA
USD
2692208.13000000
0.031640179974
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
6.25000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co., 1st Lien Term Loan
57763TAE3
591758.16070000
PA
USD
593486.10000000
0.006974946255
Long
LON
CORP
US
N
2
2027-04-15
Variable
8.34659835
N
N
N
N
N
N
Wiwynn Corp.
254900FV2R15PMKXFL69
Wiwynn Corp.
N/A
69121.00000000
NS
3929696.81000000
0.046183767490
Long
EC
CORP
TW
N
2
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241AC7
2183846.00000000
PA
USD
1850809.49000000
0.021751641230
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.12500000
N
N
N
N
N
Bolivarian Republic of Venezuela
529900XM8PJTJK5OJI77
Bolivarian Republic of Venezuela
N/A
1583300.00000000
PA
USD
229578.50000000
0.002698121656
Long
DBT
NUSS
VE
Y
2
2028-05-07
Fixed
9.25000000
Y
N
N
N
N
N
ASGN, Inc.
LZBNYYCBUKY537072438
ASGN, Inc.
00191UAA0
638000.00000000
PA
USD
609236.85000000
0.007160056968
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
N/A
442000.00000000
PA
USD
425425.00000000
0.004999807932
Long
DBT
NUSS
SV
Y
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-25CB, Class A2
02147VAB7
192089.93460000
PA
USD
101317.74000000
0.001190736887
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.00000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
4296000.00000000
PA
USD
4135491.56000000
0.048602370589
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series RR
060505GB4
2627000.00000000
PA
USD
2530330.89000000
0.029737717474
Long
DBT
CORP
US
N
2
2027-01-27
Variable
4.37500000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC, 1st Lien Term Loan B-10
04649VBB5
332355.01120000
PA
USD
329151.11000000
0.003868348900
Long
LON
CORP
US
N
2
2028-08-21
Variable
8.78516000
N
N
N
N
N
N
Creative Artists Agency LLC
N/A
Creative Artists Agency LLC, 1st Lien Term Loan B
22526WAS7
444387.49200000
PA
USD
444236.40000000
0.005220888938
Long
LON
CORP
US
N
2
2031-10-01
Variable
7.43516000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
N/A
5200000.00000000
PA
5507822.12000000
0.064730687497
Long
DBT
CORP
NL
Y
2
2027-06-29
Variable
4.37500000
N
N
N
N
Y
N/A
N/A
EUR
XXXX
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBP9
4061000.00000000
PA
USD
4304477.26000000
0.050588375275
Long
DBT
CORP
CA
N
2
2083-01-15
Variable
7.62500000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAX1
2100000.00000000
PA
USD
2127356.07000000
0.025001755315
Long
DBT
CORP
GB
N
2
2035-01-05
Variable
5.67900000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., 1st Lien Term Loan B-1
55024EAF2
114506.10720000
PA
USD
103857.04000000
0.001220580014
Long
LON
CORP
US
N
2
2029-04-16
Variable
7.18215000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KF58, Class B
302986AC8
906092.94000000
PA
USD
891097.10000000
0.010472619967
Long
ABS-MBS
USGSE
US
Y
2
2026-01-25
Floating
7.42781880
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBC0
10142032.00000000
PA
USD
8581330.48000000
0.100852098980
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
Banco BPM SpA
N/A
184693.00000000
NS
1245771.42000000
0.014640930430
Long
EC
CORP
IT
N
2
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
1220000.00000000
PA
USD
1145079.80000000
0.013457552019
Long
DBT
NUSS
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR25, Class D
12593PBB7
2000000.00000000
PA
USD
1809941.40000000
0.021271338943
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.76660080
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2003-QS20, Class CB
76110HMB2
463.97000000
PA
USD
298.07000000
0.000003503068
Long
ABS-MBS
CORP
US
N
3
2018-11-25
Fixed
5.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397D42
896000.00000000
PA
USD
945804.90000000
0.011115573466
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
7.20000000
N
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
42610.00000000
NS
USD
4613384.70000000
0.054218810414
Long
EC
CORP
US
N
1
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc.
024747AF4
3615000.00000000
PA
USD
3435798.30000000
0.040379224531
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Barings CLO Ltd.
54930077KYY3RXLTEG63
Barings CLO Ltd., Series 2022-1A, Class B
06760DAC2
300000.00000000
PA
USD
299992.50000000
0.003525662293
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-15
Floating
6.56740080
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307LRW3
250000.00000000
PA
USD
244295.28000000
0.002871080634
Long
STIV
CORP
CA
Y
2
2025-04-30
None
0.00000000
N
N
N
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SoftBank Corp.
N/A
3569000.00000000
NS
4493025.87000000
0.052804293089
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2007-5AX, Class 2A2
61751GAC1
2702809.37000000
PA
USD
549535.74000000
0.006458419585
Long
ABS-O
CORP
US
N
2
2037-02-25
Floating
5.15207160
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
N/A
885360.00000000
NS
6359594.98000000
0.074741149277
Long
EC
CORP
SA
Y
2
N
N
N
Hertz Vehicle Financing III LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing LLC, Series 2023-2A, Class D
42806MBZ1
700000.00000000
PA
USD
702941.05000000
0.008261315715
Long
ABS-O
CORP
US
Y
2
2029-09-25
Fixed
9.40000000
N
N
N
N
N
N
Nippon Telegraph & Telephone Corp.
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
N/A
349300.00000000
NS
337017.05000000
0.003960793371
Long
EC
CORP
JP
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
1157043.00000000
NS
30137309.26000000
0.354188771029
Long
EC
CORP
SE
N
2
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
65412JAC7
750000.00000000
PA
USD
707343.75000000
0.008313058453
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Republic of Costa Rica
549300S1EK2VN6XVJP58
Republic of Costa Rica
N/A
1100000.00000000
PA
USD
1131966.00000000
0.013303432065
Long
DBT
NUSS
CR
Y
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2024-1A, Class B
22537GAC4
320000.00000000
PA
USD
324413.34000000
0.003812668251
Long
ABS-O
CORP
US
Y
2
2034-05-15
Fixed
6.03000000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAN7
433000.00000000
PA
USD
432004.40000000
0.005077132341
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.87500000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAW8
1691000.00000000
PA
USD
1699811.80000000
0.019977040658
Long
DBT
CORP
US
Y
2
2032-09-01
Fixed
6.87500000
N
N
N
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AJ4
929000.00000000
PA
USD
963573.66000000
0.011324400844
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
7.25000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAK5
1280000.00000000
PA
USD
1223816.58000000
0.014382906141
Long
DBT
CORP
FI
Y
2
2031-09-25
Variable
6.30000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2002-3, Class M1
75970NAB3
267485.66000000
PA
USD
248236.00000000
0.002917393952
Long
ABS-O
CORP
US
N
2
2032-12-25
Floating
6.35207040
N
N
N
N
N
N
Expand Energy Corp.
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp.
845467AT6
918000.00000000
PA
USD
862746.13000000
0.010139425151
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Plus500 Ltd.
549300X8NGW9C5OJZU13
Plus500 Ltd.
N/A
25273.00000000
NS
763217.28000000
0.008969712196
Long
EC
CORP
IL
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CH0
6137000.00000000
PA
USD
5808958.94000000
0.068269798413
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.55000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
N/A
1380000.00000000
PA
USD
1361025.00000000
0.015995448297
Long
DBT
NUSS
PY
Y
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
941800.00000000
NS
7432985.68000000
0.087356175044
Long
EC
CORP
HK
N
2
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDP4
600000.00000000
PA
USD
633240.00000000
0.007442154023
Long
DBT
NUSS
MX
N
2
2033-02-07
Fixed
10.00000000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAM0
1750000.00000000
PA
USD
1807606.50000000
0.021243898027
Long
DBT
CORP
US
N
2
2055-03-15
Variable
7.37500000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc, ELN, (linked to Axon Enterprise, Inc.)
N/A
12564.00000000
PA
USD
5314932.76000000
0.062463755013
Long
SN
CORP
GB
N
2
2024-11-15
Fixed
16.70000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
213800CVLC5IFCJL6C96
New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1
64831PAA3
3750000.00000000
PA
USD
3805545.38000000
0.044724677628
Long
ABS-MBS
CORP
US
Y
2
2039-03-25
Variable
6.66399960
N
N
N
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AH3
950000.00000000
PA
USD
841046.88000000
0.009884404683
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Perrigo Finance Unlimited Co.
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co., Series USD
71429MAD7
1413000.00000000
PA
USD
1395337.50000000
0.016398706003
Long
DBT
CORP
IE
N
2
2032-09-30
Fixed
6.12500000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
2720000.00000000
PA
USD
2565300.00000000
0.030148691991
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2018-2, Class M3
92259BAK6
170598.50000000
PA
USD
150953.04000000
0.001774075822
Long
ABS-MBS
CORP
US
Y
2
2048-10-26
Variable
4.71999960
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
84396.00000000
NS
USD
17358569.28000000
0.204006610778
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA
95002MAY5
3371826.97000000
PA
USD
192446.69000000
0.002261730004
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.55939040
N
N
N
N
N
N
Telkom Indonesia Persero Tbk. PT
529900M5SQZAOKV1PC81
Telkom Indonesia Persero Tbk. PT
N/A
29211900.00000000
NS
5221416.09000000
0.061364700212
Long
EC
CORP
ID
N
2
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAB1
4688000.00000000
PA
USD
4503178.88000000
0.052923616354
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
4.62500000
N
N
N
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAF6
1802000.00000000
PA
USD
1842368.40000000
0.021652437307
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
7.12500000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
N/A
128878.00000000
NS
8087829.43000000
0.095052227171
Long
EC
CORP
FR
N
2
N
N
N
Woolworths Group Ltd.
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd.
N/A
89058.00000000
NS
1746712.80000000
0.020528244729
Long
EC
CORP
AU
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
5432000.00000000
PA
USD
4603644.44000000
0.054104337994
Long
DBT
CORP
FR
Y
2
2030-11-18
Variable
5.37500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-6, Class B1
03464VAE4
4000000.00000000
PA
USD
3634601.20000000
0.042715655903
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
3.94099920
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Murphy USA, Inc.)
C79859671
7718.00000000
PA
USD
3768953.17000000
0.044294627626
Long
SN
CORP
CA
Y
2
2024-11-15
Fixed
10.80000000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
449934AD0
7250000.00000000
PA
USD
7172349.60000000
0.084293049133
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BU0
5016000.00000000
PA
USD
5091438.28000000
0.059837135810
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.37500000
N
N
N
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group SA
N/A
110902.00000000
NS
2761328.16000000
0.032452513227
Long
EC
CORP
ES
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBV3
897000.00000000
PA
USD
900885.02000000
0.010587652511
Long
DBT
CORP
FR
Y
2
2028-01-19
Variable
5.51900000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YER2
20000.00000000
PA
USD
19751.57000000
0.000232130355
Long
DBT
CORP
US
N
2
2028-04-20
Variable
4.21000000
N
N
N
N
N
N
FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple
N/A
FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple
05974EAA8
690000.00000000
PA
USD
689741.25000000
0.008106185046
Long
DBT
CORP
MX
Y
2
2041-01-31
Fixed
7.25000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
86000.00000000
PA
USD
84868.63000000
0.000997418697
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
N/A
688966.00000000
NS
11548115.69000000
0.135719246488
Long
EC
CORP
FR
N
2
N
N
N
Terex Corp.
N/A
Terex Corp., 1st Lien Term Loan
88078FBM9
475000.00000000
PA
USD
474776.75000000
0.005579814446
Long
LON
CORP
US
N
2
2031-10-08
Variable
6.68516000
N
N
N
N
N
N
BXP, Inc.
549300OF70FSEUQBT254
BXP, Inc.
101121101
65551.00000000
NS
USD
5280788.56000000
0.062062475252
Long
EC
CORP
US
N
1
N
N
N
Optics Bidco SpA
254900QZ5RQ7MPFWE741
Optics Bidco SpA, Series 2033
683879AB6
856000.00000000
PA
USD
862616.88000000
0.010137906140
Long
DBT
CORP
IT
Y
2
2033-11-15
Fixed
6.37500000
N
N
N
N
N
N
Pike Corp.
549300P4EKEP6HK0NC58
Pike Corp.
721283AA7
2908000.00000000
PA
USD
2849375.88000000
0.033487294185
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAY6
1749000.00000000
PA
USD
1734818.76000000
0.020388460006
Long
DBT
CORP
US
Y
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
BT Group plc
213800LRO7NS5CYQMN21
BT Group plc
N/A
648467.00000000
NS
1157896.06000000
0.013608175133
Long
EC
CORP
GB
N
2
N
N
N
United States Cellular Corp.
549300B164AZXESI6E03
United States Cellular Corp.
911684AD0
2500000.00000000
PA
USD
2696885.00000000
0.031695144895
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.70000000
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAB0
669000.00000000
PA
USD
658874.48000000
0.007743423287
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2016-C1, Class D
17290YAA6
4975000.00000000
PA
USD
4741453.10000000
0.055723934472
Long
ABS-MBS
CORP
US
Y
2
2049-05-10
Variable
4.93950240
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K116, Class X3
3137FWHW3
10500000.00000000
PA
USD
1462740.30000000
0.017190857508
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Variable
3.01971240
N
N
N
N
N
N
Chevron Phillips Chemical Co. LLC
N/A
Chevron Phillips Chemical Co. LLC
166754AP6
155000.00000000
PA
USD
150994.32000000
0.001774560966
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
3.40000000
N
N
N
N
N
N
Radiology Partners, Inc.
549300SFTAG2177WUZ08
Radiology Partners, Inc.
75041VAB0
2318998.00000000
PA
USD
2284213.03000000
0.026845216966
Long
DBT
CORP
US
Y
2
2029-01-31
Fixed
7.77500000
N
N
Y
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421MAB2
100000.00000000
PA
USD
82006.10000000
0.000963776809
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Prairie Acquiror LP
254900Q6KU2LVSIISH22
Prairie Acquiror LP
73943NAA4
1057000.00000000
PA
USD
1071625.71000000
0.012594282719
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
9.00000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
213686.00000000
NS
20191755.03000000
0.237303630437
Long
EC
CORP
CH
N
2
N
N
N
Admiral Group plc
213800FGVM7Z9EJB2685
Admiral Group plc
N/A
23272.00000000
NS
770083.41000000
0.009050406399
Long
EC
CORP
GB
N
2
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
N/A
63930.00000000
NS
532789.16000000
0.006261605379
Long
EC
CORP
AU
N
2
N
N
N
ACI Worldwide, Inc.
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498AB7
4030000.00000000
PA
USD
4029019.10000000
0.047351052848
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
Miter Brands Acquisition Holdco, Inc.
N/A
Miter Brands Acquisition Holdco, Inc.
60672JAA7
1762000.00000000
PA
USD
1792393.06000000
0.021065102051
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
6.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3
3137FL6H2
10130000.00000000
PA
USD
868892.65000000
0.010211662136
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Variable
2.34808560
N
N
N
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAC5
1805000.00000000
PA
USD
1995075.53000000
0.023447128075
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
Stagwell Global LLC
984500904E015Z0C1F82
Stagwell Global LLC
59565JAA9
5221000.00000000
PA
USD
4964749.67000000
0.058348227737
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
N/A
12817.00000000
NS
933605.81000000
0.010972203643
Long
EC
CORP
BE
N
2
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
1400000.00000000
PA
USD
1333024.00000000
0.015666366504
Long
DBT
NUSS
AO
Y
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 5A3
225470EE9
225556.44440000
PA
USD
162141.50000000
0.001905568215
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2022-1, Class C
91679WAC2
1200000.00000000
PA
USD
619948.32000000
0.007285943534
Long
ABS-O
CORP
US
Y
2
2032-03-20
Fixed
5.71000000
N
N
N
N
N
N
Station Casinos LLC
N/A
Station Casinos LLC, 1st Lien Term Loan B
85769EBB6
99500.00000000
PA
USD
99285.08000000
0.001166848047
Long
LON
CORP
US
N
2
2031-03-14
Variable
6.93516000
N
N
N
N
N
N
Japan Exchange Group, Inc.
353800578ADEGIJTVW07
Japan Exchange Group, Inc.
N/A
538400.00000000
NS
6310621.66000000
0.074165590262
Long
EC
CORP
JP
N
2
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BU5
2035000.00000000
PA
USD
2074725.24000000
0.024383211408
Long
DBT
CORP
LR
Y
2
2032-03-15
Fixed
6.25000000
N
N
N
N
N
N
Fortis, Inc.
549300MQYQ9Y065XPR71
Fortis, Inc.
349553107
102568.00000000
NS
4436866.19000000
0.052144276368
Long
EC
CORP
CA
N
1
N
N
N
Sydbank A/S
GP5DT10VX1QRQUKVBK64
Sydbank A/S
N/A
19082.00000000
NS
910691.58000000
0.010702904122
Long
EC
CORP
DK
N
2
N
N
N
Metcash Ltd.
25490065W4SN3LZMX216
Metcash Ltd.
N/A
257147.00000000
NS
515802.11000000
0.006061965050
Long
EC
CORP
AU
N
2
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2018-COR3, Class D
12595VAN7
2000000.00000000
PA
USD
682923.00000000
0.008026053553
Long
ABS-MBS
CORP
US
Y
2
2051-05-10
Variable
2.81395440
N
N
N
N
N
N
Exgen Renewables IV LLC
5493004JBPWTPTK8LB51
Exgen Renewables IV LLC, 1st Lien Term Loan
30204KAD8
407816.95000000
PA
USD
408909.90000000
0.004805714196
Long
LON
CORP
US
N
2
2027-12-15
Variable
7.30718000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN16, Class F
065405AQ5
2000000.00000000
PA
USD
980921.20000000
0.011528277833
Long
ABS-MBS
CORP
US
Y
2
2052-02-15
Variable
3.67946280
N
N
N
N
N
N
Graham Packaging Co., Inc.
549300YS0ZFT826HIK72
Graham Packaging Co., Inc.
384701AA6
1006000.00000000
PA
USD
978610.85000000
0.011501125441
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.12500000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
N/A
10000.00000000
PA
USD
10062.50000000
0.000118259545
Long
DBT
NUSS
OM
Y
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K727, Class X3
3137FARH3
10309572.27000000
PA
USD
103.10000000
0.000001211682
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Variable
3.39330960
N
N
N
N
N
N
Star Parent, Inc.
254900GRGCJYRMDRWT73
Star Parent, Inc., 1st Lien Term Loan
87169DAB1
1940250.00000000
PA
USD
1896846.61000000
0.022292692550
Long
LON
CORP
US
N
2
2030-09-27
Variable
8.35367000
N
N
N
N
N
N
Ensemble RCM LLC
N/A
Ensemble RCM LLC, 1st Lien Term Loan B
29359BAE1
241541.04590000
PA
USD
241753.60000000
0.002841209536
Long
LON
CORP
US
N
2
2029-08-01
Variable
7.68537000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAZ6
318000.00000000
PA
USD
321667.92000000
0.003780402698
Long
DBT
CORP
GB
N
2
2028-01-05
Variable
5.46200000
N
N
N
N
N
N
Quikrete Holdings, Inc.
N/A
Quikrete Holdings, Inc., 1st Lien Term Loan B-2
74839XAK5
486472.24580000
PA
USD
486068.47000000
0.005712520402
Long
LON
CORP
US
N
2
2029-03-19
Variable
6.93516000
N
N
N
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
N/A
35480.00000000
NS
1241553.60000000
0.014591360494
Long
EC
CORP
CH
N
2
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
N/A
1220000.00000000
PA
USD
1225721.80000000
0.014405297242
Long
DBT
NUSS
KE
Y
2
2031-02-16
Fixed
9.75000000
N
N
N
N
N
N
EnfraGen Energia Sur SA
2549002TO75PYMY3VY07
EnfraGen Energia Sur SA
N/A
950000.00000000
PA
USD
817950.00000000
0.009612958567
Long
DBT
CORP
ES
Y
2
2030-12-30
Fixed
5.37500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECN3
1500000.00000000
PA
USD
1650568.50000000
0.019398308703
Long
DBT
CORP
GB
N
2
2029-12-15
Variable
9.62500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513E101
43531.00000000
NS
USD
5266815.69000000
0.061898259077
Long
EC
CORP
US
N
1
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
1975000.00000000
PA
USD
1927079.59000000
0.022648005691
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571AAQ8
518000.00000000
PA
USD
532556.74000000
0.006258873863
Long
DBT
CORP
FR
Y
2
2027-10-19
Variable
6.61200000
N
N
N
N
N
N
Unipol Gruppo SpA
8156005CE5E7340CCA86
Unipol Gruppo SpA
N/A
97775.00000000
NS
1215146.30000000
0.014281008662
Long
EC
CORP
IT
N
2
N
N
N
Getty Images, Inc.
N/A
Getty Images, Inc., 1st Lien Term Loan
37427UAJ9
333402.53070000
PA
USD
331112.06000000
0.003891394968
Long
LON
CORP
US
N
2
2026-02-19
Variable
8.84520000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2005-4, Class 1A
61748HJV4
19501.25000000
PA
USD
18633.26000000
0.000218987415
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.00000000
N
N
N
N
N
N
Ring Container Technologies Group LLC
N/A
Ring Container Technologies Group LLC, 1st Lien Term Loan
76680YAH5
418201.87500000
PA
USD
418114.05000000
0.004913885982
Long
LON
CORP
US
N
2
2028-08-14
Variable
7.43516000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CN7
6541000.00000000
PA
USD
5776722.09000000
0.067890934787
Long
DBT
CORP
GB
N
2
2030-12-17
Variable
4.60000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
EquipmentShare.com, Inc.
254900PWJK48CGPKPI80
EquipmentShare.com, Inc.
29450YAB5
820000.00000000
PA
USD
845922.66000000
0.009941707295
Long
DBT
CORP
US
Y
2
2032-05-15
Fixed
8.62500000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2004-HE2, Class M1
59020UKZ7
42031.10000000
PA
USD
40183.61000000
0.000472257935
Long
ABS-O
CORP
US
N
2
2035-08-25
Floating
6.05207160
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2007-19, Class 1A8
02151AAH3
134397.82360000
PA
USD
64300.23000000
0.000755688546
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6.00000000
N
N
N
N
N
N
Gaztransport Et Technigaz SA
969500BVOHVZUUFWDT54
Gaztransport Et Technigaz SA
N/A
6517.00000000
NS
948218.02000000
0.011143933662
Long
EC
CORP
FR
N
2
N
N
N
Cooper-Standard Automotive, Inc.
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive, Inc.
216762AJ3
8012985.00000000
PA
USD
6603729.31000000
0.077610338346
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.62500000
N
N
Y
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GB78
1805000.00000000
PA
USD
1762412.58000000
0.020712756416
Long
DBT
CORP
US
N
2
2035-10-23
Variable
5.01600000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
374000.00000000
PA
USD
365916.76000000
0.004300437255
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BN3
269000.00000000
PA
USD
266757.07000000
0.003135062854
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series R
38144GAB7
1809000.00000000
PA
USD
1798040.54000000
0.021131474068
Long
DBT
CORP
US
N
2
2025-02-10
Variable
4.95000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B9, Class F
08160JBC0
6590000.00000000
PA
USD
2973498.94000000
0.034946050628
Long
ABS-MBS
CORP
US
Y
2
2052-03-15
Variable
3.74232240
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BD7
1966000.00000000
PA
USD
1993395.11000000
0.023427378937
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.62500000
N
N
N
N
N
Sumitomo Rubber Industries Ltd.
353800JD4V72SJ3EOX37
Sumitomo Rubber Industries Ltd.
N/A
40200.00000000
NS
411995.66000000
0.004841979594
Long
EC
CORP
JP
N
2
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-AR3, Class 6A1
36242D4W0
53379.10000000
PA
USD
43387.07000000
0.000509906603
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
4.49040960
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAP2
3138000.00000000
PA
USD
2807217.14000000
0.032991823531
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
N/A
1700000.00000000
PA
USD
1401565.00000000
0.016471894706
Long
DBT
NUSS
SN
Y
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
550000.00000000
PA
USD
541750.00000000
0.006366917665
Long
DBT
NUSS
PK
Y
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2W3
880000.00000000
PA
USD
892396.82000000
0.010487894928
Long
DBT
CORP
FR
Y
2
2030-05-20
Variable
5.49700000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241AA1
4316000.00000000
PA
USD
3357286.92000000
0.039456519423
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-5, Class B2
92538KAF0
3750000.00000000
PA
USD
2670883.88000000
0.031389566694
Long
ABS-MBS
CORP
US
Y
2
2066-09-25
Variable
3.94099920
N
N
N
N
N
N
Cincinnati Bell, Inc.
549300JYVZOCUJOHL272
Cincinnati Bell, Inc., 1st Lien Term Loan B-2
17187MAS9
339943.30900000
PA
USD
339518.38000000
0.003990190256
Long
LON
CORP
US
N
2
2028-11-22
Variable
8.03516000
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AN9
1271000.00000000
PA
USD
1193272.25000000
0.014023933858
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class E
36263LAJ8
900000.00000000
PA
USD
870223.77000000
0.010227306126
Long
ABS-O
CORP
US
Y
2
2028-10-16
Fixed
3.20000000
N
N
N
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
1746.00000000
NS
USD
578938.68000000
0.006803977681
Long
EC
CORP
IE
N
1
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
105756BW9
1230000.00000000
PA
USD
975094.80000000
0.011459803059
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
Wec US Holdings Ltd.
5493002M6GRSU1IWMG57
Wec US Holdings Ltd., 1st Lien Term Loan
92943LAC4
970481.64520000
PA
USD
970957.18000000
0.011411175673
Long
LON
CORP
US
N
2
2031-01-27
Variable
7.59544000
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan
418097AL5
1810000.00000000
PA
USD
1709888.90000000
0.020095471790
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
Accredited Mortgage Loan Trust
N/A
Accredited Mortgage Loan Trust, Series 2004-4, Class M1
004375CG4
358472.94000000
PA
USD
348010.84000000
0.004089997904
Long
ABS-O
CORP
US
N
2
2035-01-25
Floating
5.13184680
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
N/A
American Axle & Manufacturing, Inc., 1st Lien Term Loan B
N/A
730964.47000000
PA
USD
733252.39000000
0.008617549782
Long
LON
CORP
US
N
2
2029-12-13
Variable
8.32637000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
163984.00000000
NS
USD
33431418.08000000
0.392902789740
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
46937.00000000
NS
USD
4740637.00000000
0.055714343256
Long
EC
CORP
US
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
3400000.00000000
PA
3737552.51000000
0.043925591324
Long
DBT
CORP
ES
Y
2
2026-01-15
Variable
6.00000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250N105
114909.00000000
NS
4641420.73000000
0.054548303898
Long
EC
CORP
CA
N
1
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAA9
4292000.00000000
PA
USD
4454164.64000000
0.052347576427
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-LC21, Class D
12593FBJ2
450000.00000000
PA
USD
395100.09000000
0.004643414383
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
4.31454600
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-10, Class 2A5
93934FGD8
1411579.16280000
PA
USD
1262343.77000000
0.014835696997
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
374422AM5
1362885.00000000
PA
USD
1170377.49000000
0.013754863158
Long
DBT
NUSS
GH
Y
2
2029-07-03
Variable
5.00000040
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AD2
3250000.00000000
PA
USD
3144097.78000000
0.036951013744
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
180 Medical, Inc.
254900ZB648OPWVFVX59
180 Medical, Inc.
682357AA6
2570000.00000000
PA
USD
2390273.22000000
0.028091689503
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
3.87500000
N
N
N
N
N
N
AEON REIT Investment Corp.
353800P59F8MJB4FE788
AEON REIT Investment Corp.
N/A
537.00000000
NS
448799.30000000
0.005274514427
Long
EC
CORP
JP
N
2
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
105756BR0
950000.00000000
PA
USD
858515.00000000
0.010089698789
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.62500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
1750000.00000000
PA
USD
1419687.50000000
0.016684879414
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Equinix, Inc.)
C79859861
6248.00000000
PA
USD
5685654.50000000
0.066820662803
Long
SN
CORP
CA
Y
2
2024-11-29
Fixed
16.70000000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879QAP4
1735000.00000000
PA
USD
1776985.27000000
0.020884021977
Long
DBT
CORP
US
Y
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
6049000.00000000
PA
USD
5737310.76000000
0.067427753074
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
1000000.00000000
PA
USD
924564.10000000
0.010865940933
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HV5
5045000.00000000
PA
USD
2585562.50000000
0.030386827051
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.49999920
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AR2
2680000.00000000
PA
USD
2685606.56000000
0.031562595013
Long
DBT
CORP
US
Y
2
2033-03-15
Fixed
5.87500000
N
N
N
N
N
N
Summit Materials LLC
N/A
Summit Materials LLC
86614RAP2
1085000.00000000
PA
USD
1127277.03000000
0.013248324939
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
7.25000000
N
N
N
N
N
N
Neon Maple US Debt Mergersub, Inc.
N/A
Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan
N/A
4896111.11000000
PA
USD
4877750.69000000
0.057325772097
Long
LON
CORP
US
N
2
2031-07-18
Variable
8.15295000
N
N
N
N
N
N
UPM-Kymmene OYJ
213800EC6PW5VU4J9U64
UPM-Kymmene OYJ
N/A
231332.00000000
NS
6807307.25000000
0.080002888383
Long
EC
CORP
FI
N
2
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
N/A
360773.00000000
NS
4221663.21000000
0.049615103032
Long
EC
CORP
FI
N
2
N
N
N
JetBlue Airways Corp.
N/A
JetBlue Airways Corp.
476920AA1
3962000.00000000
PA
USD
4117187.58000000
0.048387253038
Long
DBT
CORP
US
Y
2
2031-09-20
Fixed
9.87500000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAG6
1200000.00000000
PA
USD
1233492.00000000
0.014496616528
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
6.87500000
N
N
N
N
N
N
Expand Energy Corp.
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp.
845467AS8
5142000.00000000
PA
USD
5056540.42000000
0.059426998660
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust, Series 2004-D, Class M2
35729PGD6
161730.62000000
PA
USD
145801.38000000
0.001713530931
Long
ABS-O
CORP
US
N
2
2034-11-25
Floating
5.75206920
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAK0
3564000.00000000
PA
USD
3528781.62000000
0.041472011135
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2024-4, Class D
024945AG2
446000.00000000
PA
USD
442315.91000000
0.005198318377
Long
ABS-O
CORP
US
Y
2
2031-08-12
Fixed
5.34000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
2555000.00000000
PA
USD
2613445.63000000
0.030714523577
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
4121000.00000000
PA
USD
4444552.07000000
0.052234604684
Long
DBT
CORP
FR
Y
2
2027-11-17
Variable
9.25000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
1250000.00000000
PA
USD
1211021.10000000
0.014232527243
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900000
N
N
N
N
N
N
Altice Financing SA
N/A
Altice Financing SA, 1st Lien Term Loan
L0178UAM8
375108.67000000
PA
USD
339285.79000000
0.003987456741
Long
LON
CORP
LU
N
2
2027-10-29
Variable
9.65590000
N
N
N
N
N
N
Centrais Eletricas Brasileiras SA
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
15234VAA5
900000.00000000
PA
USD
881100.00000000
0.010355129034
Long
DBT
CORP
BR
Y
2
2035-01-11
Fixed
6.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
10268000.00000000
PA
USD
10633900.18000000
0.124974927373
Long
DBT
CORP
FR
Y
2
2029-08-16
Variable
7.75000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
700000.00000000
PA
USD
651483.00000000
0.007656554907
Long
DBT
NUSS
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AT6
600000.00000000
PA
USD
634260.00000000
0.007454141574
Long
DBT
NUSS
CO
N
2
2029-01-19
Fixed
8.62500000
N
N
N
N
N
N
Tunisian Republic
254900B5LFB16S9T2T11
Tunisian Republic
N/A
1000000.00000000
PA
USD
976250.00000000
0.011473379548
Long
DBT
NUSS
TN
Y
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2004-9, Class 1A
61748HFT3
292971.78000000
PA
USD
283801.47000000
0.003335377190
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
5.32191960
N
N
N
N
N
N
Cedar Fair LP
N/A
Cedar Fair LP
150190AB2
2150000.00000000
PA
USD
2133638.07000000
0.025075584529
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.37500000
N
N
N
N
N
N
Zhejiang Supor Co. Ltd.
N/A
Zhejiang Supor Co. Ltd., Class A
N/A
279962.00000000
NS
2057130.03000000
0.024176423677
Long
EC
CORP
CN
N
2
N
N
N
Rogers Communications, Inc.
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CH2
30000.00000000
PA
USD
27345.32000000
0.000321375913
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
Ares CLO Ltd.
549300ECLIGB6OZRBA51
Ares CLO Ltd., Series 2017-43A, Class BR
04016PAL2
2800000.00000000
PA
USD
2801201.20000000
0.032921121188
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-15
Floating
6.61750920
N
N
N
N
N
N
PACCAR, Inc.
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
45812.00000000
NS
USD
4777275.36000000
0.056144935635
Long
EC
CORP
US
N
1
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
N/A
850250.00000000
PA
USD
817940.50000000
0.009612846919
Long
DBT
CORP
NL
Y
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-20, Class A7
126694FN3
66314.49990000
PA
USD
39042.87000000
0.000458851386
Long
ABS-MBS
CORP
US
N
2
2027-12-25
Fixed
5.25000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAF6
1513000.00000000
PA
USD
1530249.71000000
0.017984261948
Long
DBT
CORP
US
Y
2
2027-12-31
Fixed
6.50000000
N
N
N
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC
62922LAC2
2582000.00000000
PA
USD
2598671.74000000
0.030540893414
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
8.12500000
N
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA
N/A
1030000.00000000
PA
USD
1012294.30000000
0.011896990237
Long
DBT
NUSS
MA
Y
2
2044-04-25
Fixed
6.87500000
N
N
N
N
N
N
Jetblue Airways Corp.
N/A
Jetblue Airways Corp., 1st Lien Term Loan
G5112TAB9
535000.00000000
PA
USD
531255.00000000
0.006243575162
Long
LON
CORP
US
N
2
2029-08-13
Variable
10.27370000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AD6
51000.00000000
PA
USD
50162.00000000
0.000589528978
Long
DBT
CORP
AU
Y
2
2025-10-28
Fixed
3.25000000
N
N
N
N
N
N
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
N/A
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2002-AR1, Class M1
03072SDB8
79118.74000000
PA
USD
79591.48000000
0.000935398984
Long
ABS-O
CORP
US
N
2
2032-09-25
Floating
3.56599440
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The), Series 2
0641598N9
1634000.00000000
PA
USD
1486313.69000000
0.017467903809
Long
DBT
CORP
CA
N
2
2081-10-27
Variable
3.62500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
36957.00000000
NS
USD
4261511.67000000
0.050083422116
Long
EC
CORP
US
N
1
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-28CB, Class 2A4
12667FYL3
267325.08000000
PA
USD
243979.26000000
0.002867366608
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
9025000.00000000
PA
USD
8308583.77000000
0.097646642873
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Shutterfly Finance LLC
N/A
Shutterfly Finance LLC
82568NAE1
1580242.00000000
PA
USD
1588592.11000000
0.018669931089
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
9.75000000
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 2016-C31, Class C
61766RBE5
1440000.00000000
PA
USD
1237161.46000000
0.014539741862
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
4.25667240
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc., Series 16-A
29250NAN5
1924000.00000000
PA
USD
1904120.85000000
0.022378183066
Long
DBT
CORP
CA
N
2
2077-01-15
Variable
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2023-28
38381HX48
18381719.01000000
PA
USD
1275053.45000000
0.014985067530
Long
ABS-MBS
USGA
US
N
2
2065-02-16
Variable
0.85487040
N
N
N
N
N
N
ILFC E-Capital Trust I
N/A
ILFC E-Capital Trust I
44965TAA5
5263000.00000000
PA
USD
4205316.89000000
0.049422992882
Long
SN
CORP
US
Y
2
2065-12-21
Floating
6.56488080
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series TT
06055HAB9
2778000.00000000
PA
USD
2821792.14000000
0.033163116240
Long
DBT
CORP
US
N
2
2027-04-27
Variable
6.12500000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
N/A
2800000.00000000
PA
USD
2534000.00000000
0.029780838695
Long
DBT
CORP
SE
Y
2
2031-03-01
Variable
4.75000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AN3
1822000.00000000
PA
USD
1886756.76000000
0.022174111573
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
Graham Packaging Co., Inc.
N/A
Graham Packaging Co., Inc., 1st Lien Term Loan
38469EAE3
336851.09910000
PA
USD
336682.67000000
0.003956863570
Long
LON
CORP
US
N
2
2027-08-04
Variable
7.18516000
N
N
N
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc.
12685JAC9
266000.00000000
PA
USD
209645.29000000
0.002463856576
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
1670000.00000000
PA
USD
1509529.70000000
0.017740750000
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR22, Class D
12592XAG1
1000000.00000000
PA
USD
738733.30000000
0.008681964185
Long
ABS-MBS
CORP
US
Y
2
2048-03-10
Variable
4.11032880
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust, Series 2024-A, Class A
76041RAA9
1546000.00000000
PA
USD
1553953.24000000
0.018262837719
Long
ABS-O
CORP
US
Y
2
2032-08-20
Fixed
5.91000000
N
N
N
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081TAK4
5180000.00000000
PA
USD
4752250.10000000
0.055850826230
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABG2
1345000.00000000
PA
USD
1337918.04000000
0.015723883716
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BZ6
663000.00000000
PA
USD
624901.36000000
0.007344154144
Long
DBT
CORP
JP
N
2
2027-10-13
Variable
1.64000000
N
N
N
N
N
N
Parexel International, Inc.
N/A
Parexel International, Inc., 1st Lien Term Loan
71911KAD6
1870251.30450000
PA
USD
1868549.38000000
0.021960129313
Long
LON
CORP
US
N
2
2028-11-15
Variable
7.68516000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
N/A
179659.00000000
NS
14735043.34000000
0.173173618342
Long
EC
CORP
NL
N
2
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB, Class B
N/A
603094.00000000
NS
6319876.96000000
0.074274363189
Long
EC
CORP
SE
N
1
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAJ4
1537000.00000000
PA
USD
1443272.51000000
0.016962062278
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2006-QS4, Class A2
749228AB8
880963.68480000
PA
USD
698688.51000000
0.008211337732
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.00000000
N
N
N
N
N
N
Catalent Pharma Solutions, Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAE8
2093000.00000000
PA
USD
2079859.94000000
0.024443556978
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AT1
2507000.00000000
PA
USD
2290555.15000000
0.026919752740
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.87500000
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAA0
2252000.00000000
PA
USD
2218806.65000000
0.026076528389
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3K7
464000.00000000
PA
USD
470603.30000000
0.005530765969
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.49900000
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
300000.00000000
PA
USD
278100.00000000
0.003268370655
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
OBX Trust
254900LSNFNEGAD7J679
OBX Trust, Series 2024-NQM4, Class A3
67118TAC8
4701344.92000000
PA
USD
4719470.02000000
0.055465578292
Long
ABS-MBS
CORP
US
Y
2
2064-01-25
Variable
6.32099880
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B11, Class C
08162BBL5
13959000.00000000
PA
USD
10185118.74000000
0.119700622845
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
3.75000120
N
N
N
N
N
N
Coface SA
96950025N07LTJYFSN57
Coface SA
N/A
66986.00000000
NS
1080229.98000000
0.012695404415
Long
EC
CORP
FR
N
2
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
N/A
38187.00000000
NS
464930.33000000
0.005464094381
Long
EC
CORP
NL
N
2
N
N
DOC DR LLC
N/A
DOC DR LLC
71951QAC6
4000.00000000
PA
USD
3426.62000000
0.000040271356
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAK4
2491000.00000000
PA
USD
2560593.56000000
0.030093379548
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
7.37500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class E
95003LAN0
1600000.01000000
PA
USD
1585815.69000000
0.018637301209
Long
ABS-MBS
CORP
US
Y
2
2040-02-15
Floating
8.56847880
N
N
N
N
N
N
CommScope LLC
549300Z6K4JXMFE8QY54
CommScope LLC
203372AX5
4840000.00000000
PA
USD
4138200.00000000
0.048634201535
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
Magellan Financial Group Ltd.
549300X5WFW6USQQ9U26
Magellan Financial Group Ltd.
N/A
44081.00000000
NS
308832.43000000
0.003629553583
Long
EC
CORP
AU
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
817000.00000000
PA
USD
832095.32000000
0.009779201461
Long
DBT
CORP
US
N
2
2038-01-19
Variable
5.94800000
N
N
N
N
N
N
Coherent Corp.
549300O5C25A0MMHHU33
Coherent Corp., 1st Lien Term Loan B-1
45173JAR5
520828.49910000
PA
USD
520177.46000000
0.006113386357
Long
LON
CORP
US
N
2
2029-07-02
Variable
7.18516000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2017-P7, Class C
17325HBT0
3295000.00000000
PA
USD
2806954.49000000
0.032988736737
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Variable
4.38105960
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
2955000.00000000
PA
USD
3021351.57000000
0.035508438732
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605HAC4
4624000.00000000
PA
USD
4380263.41000000
0.051479052114
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
Cathay Pacific Airways Ltd.
EQNZNT235RBOJ6LJQZ02
Cathay Pacific Airways Ltd.
N/A
230000.00000000
NS
239224.77000000
0.002811489458
Long
EC
CORP
HK
N
2
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428102AC1
4090000.00000000
PA
USD
4080165.19000000
0.047952147345
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
Camelot U.S. Acquisition LLC
N/A
Camelot U.S. Acquisition LLC, 1st Lien Term Loan B
L2000AAF7
801846.83900000
PA
USD
802448.22000000
0.009430773875
Long
LON
CORP
US
N
2
2031-01-31
Variable
7.43516000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAC5
370000.00000000
PA
USD
287120.42000000
0.003374383154
Long
DBT
CORP
FR
Y
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
Heidelberg Materials AG
N/A
15744.00000000
NS
1734031.10000000
0.020379203031
Long
EC
CORP
DE
N
2
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
102550.00000000
NS
USD
12506998.00000000
0.146988512234
Long
EC
CORP
US
N
1
N
N
N
Pike Corp.
549300P4EKEP6HK0NC58
Pike Corp.
721283AB5
797000.00000000
PA
USD
846793.37000000
0.009951940315
Long
DBT
CORP
US
Y
2
2031-01-31
Fixed
8.62500000
N
N
N
N
N
N
ATS Corp.
5493005KP4RP3IU7HQ41
ATS Corp.
001940AC9
1150000.00000000
PA
USD
1078088.66000000
0.012670238548
Long
DBT
CORP
CA
Y
2
2028-12-15
Fixed
4.12500000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
52718.00000000
NS
USD
4682412.76000000
0.055030062790
Long
EC
CORP
US
N
1
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2005-5, Class 3A1
576434T20
198859.04070000
PA
USD
93380.07000000
0.001097449408
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.75000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 1A3
92922F4C9
683819.46000000
PA
USD
625210.39000000
0.007347786020
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
5.09188680
N
N
N
N
N
N
The E.W. Scripps Co.
549300U1OW41QPKYW028
The E.W. Scripps Co., 1st Lien Term Loan B-3
26928BAM1
248330.89180000
PA
USD
231397.21000000
0.002719496047
Long
LON
CORP
US
N
2
2028-01-07
Variable
7.79964000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
42699.00000000
NS
USD
4921913.73000000
0.057844798289
Long
EC
CORP
US
N
1
N
N
N
Transocean Poseidon Ltd.
N/A
Transocean Poseidon Ltd.
89383JAA6
1443600.00000000
PA
USD
1442799.24000000
0.016956500172
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
6.87500000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The), 1st Lien Term Loan B
42804VBB6
528937.53260000
PA
USD
469516.69000000
0.005517995583
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.29964000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAY1
10126000.00000000
PA
USD
8565451.76000000
0.100665484301
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
CommScope, Inc.
724500R0MD16646Q8383
CommScope, Inc., 1st Lien Term Loan
20337EAQ4
831438.35860000
PA
USD
811691.70000000
0.009539407888
Long
LON
CORP
US
N
2
2026-04-06
Variable
8.04964000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAM1
4160000.00000000
PA
USD
3757103.00000000
0.044155358486
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDS0
552000.00000000
PA
USD
563226.71000000
0.006619322730
Long
DBT
CORP
NL
Y
2
2029-02-28
Variable
5.56400000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-J3, Class 4A1
021469AL5
88281.40000000
PA
USD
84557.94000000
0.000993767313
Long
ABS-MBS
CORP
US
N
2
2026-05-25
Fixed
5.75000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAK7
1400000.00000000
PA
USD
1406980.76000000
0.016535543433
Long
DBT
CORP
ES
N
2
2026-09-14
Variable
5.86200000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KW09, Class X2A
30298GAJ1
276041668.25000000
PA
USD
826882.82000000
0.009717941547
Long
ABS-MBS
USGSE
US
Y
2
2029-05-25
Fixed
0.10000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
51447.00000000
NS
USD
29041831.50000000
0.341314167057
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDQ0
4044000.00000000
PA
USD
4062934.01000000
0.047749637877
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
491798AL8
483000.00000000
PA
USD
390022.50000000
0.004583740000
Long
DBT
NUSS
KE
Y
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp., Escrow
767ESCAG1
2765313.00000000
PA
USD
0.03000000
0.000000000352
Long
DBT
USGA
US
N
3
2024-10-18
Fixed
8.00000000
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
N/A
1362000.00000000
PA
USD
1301513.58000000
0.015296040247
Long
DBT
NUSS
KE
Y
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-30, Class A5
126694TU2
106697.43000000
PA
USD
65278.64000000
0.000767187311
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.50000000
N
N
N
N
N
N
Central Parent LLC
N/A
Central Parent LLC, 1st Lien Term Loan
15477BAE7
560000.00000000
PA
USD
555324.00000000
0.006526446119
Long
LON
CORP
US
N
2
2029-07-06
Variable
7.85367000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBK5
2958000.00000000
PA
USD
2466881.49000000
0.028992028308
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanese Republic
N/A
3415000.00000000
PA
USD
281737.50000000
0.003311120379
Long
DBT
NUSS
LB
Y
2
2028-11-03
Fixed
6.65000000
Y
N
N
N
N
N
Covivio SA
969500P8M3W2XX376054
Covivio SA
N/A
5345.00000000
NS
304073.75000000
0.003573627190
Long
EC
CORP
FR
N
2
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
150610.99000000
PA
USD
149360.75000000
0.001755362432
Long
ABS-O
CORP
US
N
2
2034-10-25
Floating
6.42706920
N
N
N
N
N
N
Republic of Namibia
549300T6Y4CWK77SML15
Republic of Namibia
N/A
800000.00000000
PA
USD
793920.00000000
0.009330545957
Long
DBT
NUSS
NA
Y
2
2025-10-29
Fixed
5.25000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2023-RTL3, Class A1
50205TAA2
2550000.00000000
PA
USD
2584614.98000000
0.030375691321
Long
ABS-MBS
CORP
US
Y
2
2028-08-25
Variable
7.99999920
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF47, Class B
30296WAG4
1348272.90000000
PA
USD
1336080.20000000
0.015702284499
Long
ABS-MBS
USGSE
US
Y
2
2025-05-25
Floating
7.27782120
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series CC
172967PK1
4928000.00000000
PA
USD
5062968.06000000
0.059502539508
Long
DBT
CORP
US
N
2
2029-08-15
Variable
7.12500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Deckers Outdoor Corp.)
C79859580
35562.00000000
PA
USD
5740285.75000000
0.067462716648
Long
SN
CORP
CA
Y
2
2024-11-08
Fixed
18.70000000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAX3
729000.00000000
PA
USD
638317.58000000
0.007501828289
Long
DBT
CORP
US
Y
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAS5
1432000.00000000
PA
USD
1390566.66000000
0.016342636699
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBA0
13000.00000000
PA
USD
12520.19000000
0.000147143551
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
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
75505.14000000
PA
USD
80421.43000000
0.000945152973
Long
ABS-O
CORP
US
N
2
2035-02-25
Floating
5.64707160
N
N
N
N
N
N
PM General Purchaser LLC
N/A
PM General Purchaser LLC
69356MAA4
2542000.00000000
PA
USD
2582595.74000000
0.030351960200
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
9.50000000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL3, Class A2
74143EAB8
3374532.99000000
PA
USD
3287004.35000000
0.038630523417
Long
ABS-O
CORP
US
Y
2
2051-07-25
Variable
3.72099960
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
318714.00000000
NS
1942167.73000000
0.022825329079
Long
EC
CORP
ES
N
2
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KDB3
1617000.00000000
PA
USD
1693215.68000000
0.019899519748
Long
DBT
CORP
US
N
2
2054-06-15
Variable
6.75000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAT9
232000.00000000
PA
USD
238794.12000000
0.002806428243
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series Y
38141GB52
5630000.00000000
PA
USD
5584147.31000000
0.065627699404
Long
DBT
CORP
US
N
2
2034-11-10
Variable
6.12500000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2021-5, Class B2
12598RAF0
2247000.00000000
PA
USD
1686168.57000000
0.019816698577
Long
ABS-MBS
CORP
US
Y
2
2066-11-26
Variable
4.16457720
N
N
N
N
N
N
Axalta Coating Systems US Holdings, Inc.
549300NZ43V4QV4UGN28
Axalta Coating Systems US Holdings, Inc., 1st Lien Term Loan B-6
90347BAL2
446800.23530000
PA
USD
447961.92000000
0.005264673118
Long
LON
CORP
US
N
2
2029-12-20
Variable
6.60367000
N
N
N
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA, Class A
N/A
7775.00000000
NS
261800.69000000
0.003076812991
Long
EC
CORP
NO
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG (Registered)
N/A
161533.00000000
NS
4883711.52000000
0.057395826761
Long
EC
CORP
DE
N
2
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2021-4, Class B1
24381JAE7
6000000.00000000
PA
USD
4585847.40000000
0.053895178256
Long
ABS-MBS
CORP
US
Y
2
2066-11-25
Variable
4.16099880
N
N
N
N
N
N
Cooper-Standard Automotive, Inc.
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive, Inc.
216762AH7
13330212.00000000
PA
USD
14132483.88000000
0.166092037410
Long
DBT
CORP
US
Y
2
2027-03-31
Fixed
13.50000000
N
N
Y
N
N
N
Credicorp Ltd.
529900UYAEYQCQ2BKB17
Credicorp Ltd.
N/A
4917.00000000
NS
USD
905367.21000000
0.010640329455
Long
EC
CORP
BM
N
1
N
N
N
RFMSI Trust
N/A
RFMSI Trust, Series 2005-S7, Class A6
76111XZW6
46109.07670000
PA
USD
35133.27000000
0.000412903806
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2024-RN1, Class A1
74143PAA5
4276868.02000000
PA
USD
4288342.86000000
0.050398755716
Long
ABS-MBS
CORP
US
Y
2
2054-03-25
Variable
7.14279960
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751CC3
1659000.00000000
PA
USD
1698484.85000000
0.019961445676
Long
DBT
CORP
CA
Y
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
2090000.00000000
PA
USD
1744314.00000000
0.020500052828
Long
DBT
NUSS
AO
Y
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc., 1st Lien Term Loan
81527CAP2
508000.00000000
PA
USD
508071.12000000
0.005971106578
Long
LON
CORP
US
N
2
2031-07-31
Variable
9.09393000
N
N
N
N
N
N
Wesco Aircraft Holdings, Inc.
529900P5VTXZS191P208
Wesco Aircraft Holdings, Inc.
97789LAA4
444000.00000000
PA
USD
17760.00000000
0.000208724425
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
13.12500000
Y
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAU2
336000.00000000
PA
USD
325550.96000000
0.003826038132
Long
DBT
CORP
SE
Y
2
2025-11-19
Fixed
1.40000000
N
N
N
N
N
ACE Securities Corp. Home Equity Loan Trust
N/A
ACE Securities Corp. Home Equity Loan Trust, Series 2003-FM1, Class M1
004421BR3
279168.91000000
PA
USD
296794.41000000
0.003488076736
Long
ABS-O
CORP
US
N
2
2032-11-25
Floating
6.14207160
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG (Registered)
N/A
92254.00000000
NS
10010138.58000000
0.117644168259
Long
EC
CORP
CH
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K087, Class X3
3137FKUS3
18300000.00000000
PA
USD
1442903.76000000
0.016957728543
Long
ABS-MBS
USGSE
US
N
2
2046-01-25
Variable
2.31634080
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The), Series R
693475AM7
556000.00000000
PA
USD
557351.64000000
0.006550275961
Long
DBT
CORP
US
N
2
2024-12-02
Floating
8.31729960
N
N
N
N
N
N
Moog, Inc.
549300WM2I4U7OBAHG07
Moog, Inc.
615394AM5
356000.00000000
PA
USD
339386.80000000
0.003988643861
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2021-BN31, Class E
06541AAL4
2500000.00000000
PA
USD
1647812.25000000
0.019365915871
Long
ABS-MBS
CORP
US
Y
2
2054-02-15
Variable
2.49999840
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B2
20754AAJ2
6100000.00000000
PA
USD
6373877.80000000
0.074909008140
Long
ABS-MBS
CORP
US
Y
2
2041-12-25
Floating
10.35681840
N
N
N
N
N
N
Avangrid, Inc.
549300OX0Q38NLSKPB49
Avangrid, Inc.
05351W103
121372.00000000
NS
USD
4334194.12000000
0.050937622716
Long
EC
CORP
US
N
1
N
N
N
TELUS Corp.
L2TEUTQ8OSHMJWVLCE40
TELUS Corp.
87971M103
241573.00000000
NS
3818739.35000000
0.044879739780
Long
EC
CORP
CA
N
1
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-14CB, Class A1
021468AA1
1091800.77610000
PA
USD
598724.44000000
0.007036509854
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.00000000
N
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AC3
925000.00000000
PA
USD
973086.13000000
0.011436196161
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
7.12500000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc., Series D
59156RBT4
1964000.00000000
PA
USD
1975428.52000000
0.023216226562
Long
DBT
CORP
US
N
2
2028-03-15
Variable
5.87500000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust, Series 2005-2, Class 2A5
52520MBW2
584845.52470000
PA
USD
335616.29000000
0.003944330937
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFK6
619000.00000000
PA
USD
624351.71000000
0.007337694382
Long
DBT
CORP
US
N
2
2030-01-16
Variable
5.17300000
N
N
N
N
N
N
Barratt Redrow plc
2138006R85VEOF5YNK29
Barratt Redrow plc
N/A
536548.00000000
NS
3091367.93000000
0.036331306105
Long
EC
CORP
GB
N
2
N
N
N
Standard Bank Group Ltd.
2549003PEZXUT7MDBU41
Standard Bank Group Ltd.
N/A
337218.00000000
NS
4642658.23000000
0.054562847618
Long
EC
CORP
ZA
N
2
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAN4
2885000.00000000
PA
USD
2762132.47000000
0.032461965881
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
Magnetite Ltd.
529900728SHVCI48J015
Magnetite Ltd., Series 2023-39A, Class B
559924AC9
1200000.00000000
PA
USD
1201088.40000000
0.014115793172
Long
ABS-CBDO
CORP
KY
Y
2
2033-10-25
Floating
6.77586960
N
N
N
N
N
N
FGI Operating Co. LLC
N/A
FGI Operating Co. LLC, 1st Lien Term Loan
N/A
142267.35160000
PA
USD
11964.68000000
0.000140614919
Long
LON
CORP
US
N
3
2024-12-31
Variable
0.00000000
N
N
N
N
N
N
FHLMC Multiclass Certificates
N/A
FHLMC, Multi-Class Certificates, Series 2020-RR05, Class X
3137FRV24
17110000.00000000
PA
USD
1226160.77000000
0.014410456237
Long
ABS-MBS
USGSE
US
N
2
2029-01-27
Fixed
2.01300000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DQ5
230000.00000000
PA
USD
157205.00000000
0.001847551991
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
Conservice Midco LLC
N/A
Conservice Midco LLC, 1st Lien Term Loan B
20848PAH1
555871.55000000
PA
USD
558256.24000000
0.006560907274
Long
LON
CORP
US
N
2
2027-05-13
Variable
8.18516000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AP1
2180000.00000000
PA
USD
2178284.34000000
0.025600289882
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.25000000
N
N
N
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
818150302
131758.00000000
NS
USD
0.13000000
0.000000001527
Long
EC
CORP
RU
Y
3
N
N
N
Restaurant Brands International, Inc.
5299009RXTX9DN9AKJ98
Restaurant Brands International, Inc.
76131D103
62581.00000000
NS
4352601.03000000
0.051153949952
Long
EC
CORP
CA
N
1
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
98133.00000000
NS
USD
28665630.63000000
0.336892865784
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas Issuance BV
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV, ELN, (linked to Datadog, Inc.)
N/A
48056.00000000
PA
USD
5948389.94000000
0.069908461444
Long
SN
CORP
NL
Y
2
2024-11-08
Fixed
15.40000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JAB6
482000.00000000
PA
USD
399158.66000000
0.004691112733
Long
DBT
NUSS
EG
Y
2
2031-02-16
Fixed
5.87500000
N
N
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd. (Preference)
N/A
158954.00000000
NS
5468062.99000000
0.064263418264
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2018-MP, Class D
61691DAL1
730000.00000000
PA
USD
516980.89000000
0.006075818663
Long
ABS-MBS
CORP
US
Y
2
2040-07-11
Variable
4.27600080
N
N
N
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
720000.00000000
PA
USD
680853.60000000
0.008001732926
Long
DBT
CORP
IL
Y
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
VMware LLC
549300BUDHS3LRWBE814
VMware LLC
928563AL9
63000.00000000
PA
USD
52617.10000000
0.000618382544
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
3215000.00000000
PA
USD
3290652.17000000
0.038673394426
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class C
46645LBF3
5000000.00000000
PA
USD
4491388.50000000
0.052785049896
Long
ABS-MBS
CORP
US
N
2
2049-03-17
Variable
4.69932480
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Louisiana-Pacific Corp.)
C79860109
36804.00000000
PA
USD
3610879.67000000
0.042436868587
Long
SN
CORP
CA
Y
2
2024-11-29
Fixed
17.60000000
N
N
N
N
N
N
TC Ziraat Bankasi A/S
213800K5KTZFSUS8MR51
TC Ziraat Bankasi A/S
N/A
1400000.00000000
PA
USD
1459010.00000000
0.017147017152
Long
DBT
CORP
TR
Y
2
2029-01-16
Fixed
8.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2005-WF2, Class AF7
17307GVN5
20135.00000000
PA
USD
18025.77000000
0.000211847888
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
5.74899840
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJD3
915000.00000000
PA
USD
778675.72000000
0.009151387534
Long
DBT
CORP
US
N
2
2033-01-27
Variable
2.67700000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AR2
64000.00000000
PA
USD
62292.02000000
0.000732087055
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.37500000
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AM6
2065000.00000000
PA
USD
2124350.50000000
0.024966432349
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
9.37500000
N
N
N
N
N
N
MI OpCo Holdings, Inc.
N/A
MI OpCo Holdings, Inc., 1st Lien Term Loan B
N/A
2409156.22000000
PA
USD
2383065.06000000
0.028006975593
Long
LON
CORP
US
N
2
2028-03-31
Variable
12.47801000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-3A, Class C
301989AE9
690000.00000000
PA
USD
697647.82000000
0.008199107021
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
6.21000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
238759.00000000
NS
USD
5851983.09000000
0.068775439799
Long
EC
CORP
US
N
1
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
1606000.00000000
PA
USD
1528747.06000000
0.017966602052
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBC1
11700000.00000000
PA
USD
11350112.67000000
0.133392215706
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R06, Class 2B1
20754JAC8
4090736.81500000
PA
USD
4246716.61000000
0.049909543152
Long
ABS-MBS
CORP
US
Y
2
2039-09-25
Floating
8.72129880
N
N
N
N
N
N
Bayview Opportunity Master Fund VII LLC
N/A
Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class C
07336QAC6
193006.42000000
PA
USD
193353.33000000
0.002272385292
Long
ABS-O
CORP
US
Y
2
2031-12-26
Floating
6.35681880
N
N
N
N
N
N
First Advantage Holdings LLC
N/A
First Advantage Holdings LLC, 1st Lien Term Loan B
78477MAG6
3417142.86000000
PA
USD
3417142.86000000
0.040159976445
Long
LON
CORP
US
N
2
2031-09-19
Variable
7.44705000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AP8
1511000.00000000
PA
USD
1339430.63000000
0.015741660432
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WDH0
300000.00000000
PA
USD
300759.32000000
0.003534674346
Long
DBT
CORP
US
Y
2
2025-03-21
Floating
5.72474520
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-64CB, Class 1A15
12668AA21
779104.71000000
PA
USD
679690.79000000
0.007988067000
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
820000.00000000
PA
USD
813038.20000000
0.009555232631
Long
DBT
NUSS
CI
Y
2
2033-01-30
Fixed
7.62500000
N
N
N
N
N
N
Star US Bidco LLC
N/A
Star US Bidco LLC, 1st Lien Term Loan
85519WAD6
594438.75070000
PA
USD
596667.90000000
0.007012340364
Long
LON
CORP
US
N
2
2027-03-17
Variable
8.43516000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, Series I
61761J406
61750.00000000
NS
USD
1569067.50000000
0.018440468082
Long
EP
CORP
US
N
1
N
N
N
GMACM Mortgage Loan Trust
N/A
GMACM Mortgage Loan Trust, Series 2005-AR1, Class 3A
76112BKN9
33833.35000000
PA
USD
28955.92000000
0.000340304492
Long
ABS-MBS
CORP
US
N
2
2035-03-18
Variable
3.89800440
N
N
N
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909AU2
211000.00000000
PA
USD
212350.40000000
0.002495648385
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-26, Class 1A11
126694MV7
1045237.30050000
PA
USD
623138.70000000
0.007323438480
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
MYT Holding LLC
N/A
MYT Holding LLC, Series A
55406N202
2316150.00000000
NS
USD
2053660.72000000
0.024135650606
Long
EP
CORP
US
N
3
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DV8
209000.00000000
PA
USD
210427.99000000
0.002473055259
Long
DBT
CORP
US
N
2
2028-07-26
Variable
5.04300000
N
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAT4
1170000.00000000
PA
USD
1082033.67000000
0.012716602284
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
69867DAC2
3430000.00000000
PA
USD
3448326.49000000
0.040526462102
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
880000.00000000
PA
USD
848942.07000000
0.009977192915
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.75000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
254900M6MTMZM0I22L81
Healthpeak Properties, Inc.
42250P103
230616.00000000
NS
USD
5177329.20000000
0.060846568973
Long
EC
CORP
US
N
1
N
N
N
Amer Sports Co.
549300NRKH9WF70VFC95
Amer Sports Co.
02352NAA7
4350000.00000000
PA
USD
4406550.00000000
0.051787985301
Long
DBT
CORP
US
Y
2
2031-02-16
Fixed
6.75000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MS7
972000.00000000
PA
USD
852678.36000000
0.010021103669
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57200000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
199117.00000000
NS
USD
26116185.72000000
0.306930510761
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDU1
4288000.00000000
PA
USD
4383613.82000000
0.051518427812
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
Kookmin Bank
549300XXMOJSIW8P4769
Kookmin Bank
48668M5M1
143000.00000000
PA
USD
143408.90000000
0.001685413306
Long
STIV
CORP
KR
N
2
2025-05-14
Fixed
5.47000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428102AG2
1763000.00000000
PA
USD
1792255.22000000
0.021063482086
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
6.50000000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAP4
4110000.00000000
PA
USD
4092420.30000000
0.048096175544
Long
DBT
CORP
CA
Y
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
LendingClub Loan Certificate Issuer Trust
N/A
LendingClub Loan Certificate Issuer Trust, Series 2022-NP6, Class CERT
52607PAA0
50000.00000000
PA
USD
600935.00000000
0.007062489463
Long
ABS-O
CORP
US
Y
3
2037-07-15
Fixed
25.45636500
N
N
N
N
N
N
TK Elevator Midco GmbH
549300C2AFWPAYWS5574
TK Elevator Midco GmbH, 1st Lien Term Loan C
D9000BAG7
342647.95410000
PA
USD
343398.35000000
0.004035789609
Long
LON
CORP
DE
N
2
2030-04-30
Variable
8.58769000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2022-3, Class B
68378PAB1
109319.19000000
PA
USD
109413.59000000
0.001285883376
Long
ABS-O
CORP
US
Y
2
2030-01-08
Fixed
8.53300000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2017-GS6, Class D
36253PAK8
1750000.00000000
PA
USD
1146614.00000000
0.013475582707
Long
ABS-MBS
CORP
US
Y
2
2050-05-10
Fixed
3.24300000
N
N
N
N
N
N
RAMP Trust
N/A
RAMP Trust, Series 2002-RS2, Class AI5
760985JL6
129320.95000000
PA
USD
127250.29000000
0.001495509218
Long
ABS-O
CORP
US
N
2
2032-03-25
Variable
6.03000000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
1750000.00000000
PA
USD
196875.00000000
0.002313773724
Long
DBT
NUSS
VE
Y
2
2035-05-17
Fixed
9.75000000
Y
N
N
N
N
N
Accenture plc
5493000EWHDSR3MZWH98
Accenture plc, Class A
N/A
77963.00000000
NS
USD
26883201.66000000
0.315944866714
Long
EC
CORP
IE
N
1
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAR0
5626000.00000000
PA
USD
5521882.43000000
0.064895931311
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
B3 SA - Brasil Bolsa Balcao
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
N/A
2532664.00000000
NS
4657098.09000000
0.054732552094
Long
EC
CORP
BR
N
1
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159VJ2
2147000.00000000
PA
USD
2127122.43000000
0.024999009460
Long
DBT
CORP
CA
N
2
2025-06-04
Variable
4.90000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The), Series J
020002788
66000.00000000
NS
USD
1796520.00000000
0.021113603919
Long
EP
CORP
US
N
1
N
N
N
New Albertsons LP
N/A
New Albertsons LP
01310QDB8
613000.00000000
PA
USD
604535.27000000
0.007104801642
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
6.62500000
N
N
N
N
N
N
Transocean Titan Financing Ltd.
N/A
Transocean Titan Financing Ltd.
89386MAA6
956000.00000000
PA
USD
983626.49000000
0.011560071758
Long
DBT
CORP
KY
Y
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
Deerfield Dakota Holding LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding LLC, 1st Lien Term Loan
24440EAB3
0.01080000
PA
USD
0.01000000
0.000000000117
Long
LON
CORP
US
N
2
2027-04-09
Variable
8.35367000
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
263452.25000000
PA
USD
260630.33000000
0.003063058333
Long
ABS-O
CORP
US
N
2
2035-01-25
Floating
5.61706920
N
N
N
N
N
N
JPMorgan Equity Premium Income ETF
549300WPLSUZ3ZNSFP07
JPMorgan Equity Premium Income ETF
46641Q332
7239015.00000000
NS
USD
424857790.35000000
4.993141800690
Long
RF
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K108, Class X3
3137FTBQ9
16575000.00000000
PA
USD
2497711.61000000
0.029354359339
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Variable
3.48707880
N
N
N
N
N
N
Fortum OYJ
635400IUIZZIUJSAMF76
Fortum OYJ
N/A
99331.00000000
NS
1466595.49000000
0.017236165635
Long
EC
CORP
FI
N
2
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class F
55348UAU2
10000000.00000000
PA
USD
5925000.00000000
0.069633571140
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJR2
810000.00000000
PA
USD
830285.26000000
0.009757928729
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.67800000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BE5
839000.00000000
PA
USD
841422.87000000
0.009888823506
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.62500000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AN3
1985000.00000000
PA
USD
1911205.84000000
0.022461449421
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AJ3
2830000.00000000
PA
USD
2772975.22000000
0.032589395317
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FBJ6
250000.00000000
PA
USD
251610.12000000
0.002957048302
Long
DBT
CORP
US
N
2
2026-08-06
Fixed
4.92900000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AE4
1328000.00000000
PA
USD
1216601.65000000
0.014298112665
Long
DBT
CORP
US
Y
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABX2
120000.00000000
PA
USD
100826.24000000
0.001184960532
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
16000.00000000
PA
USD
13644.99000000
0.000160362764
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.65000000
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 M3
61744CHC3
206942.25000000
PA
USD
218220.85000000
0.002564640857
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
5.97706920
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
237269.00000000
NS
USD
14124623.57000000
0.165999659105
Long
EC
CORP
US
N
1
N
N
N
Guara Norte SARL
549300U2I4L03BBA3485
Guara Norte SARL
400666AA1
286539.90000000
PA
USD
270966.46000000
0.003184533716
Long
DBT
CORP
LU
Y
2
2034-06-15
Fixed
5.19800000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CG7
915000.00000000
PA
USD
825198.15000000
0.009698142461
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-LC15, Class D
12591TAQ9
694408.60000000
PA
USD
655923.64000000
0.007708743535
Long
ABS-MBS
CORP
US
Y
2
2047-04-10
Variable
4.76623440
N
N
N
N
N
N
Disco Corp.
N/A
Disco Corp.
N/A
26600.00000000
NS
7568625.69000000
0.088950284459
Long
EC
CORP
JP
N
2
N
N
N
Citigroup Global Markets Holdings, Inc.
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings, Inc., ELN, (linked to KKR & Co., Inc.)
N/A
50993.00000000
PA
USD
7078170.31000000
0.083186206890
Long
SN
CORP
US
N
2
2024-11-22
Fixed
14.40000000
N
N
N
N
N
N
IGO Ltd.
2549005DZO8VGXM5QN07
IGO Ltd.
N/A
58276.00000000
NS
199633.87000000
0.002346197348
Long
EC
CORP
AU
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Procore Technologies, Inc.)
C79859770
85115.00000000
PA
USD
5595593.48000000
0.065762220534
Long
SN
CORP
CA
Y
2
2024-11-22
Fixed
19.30000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Series 2005-9, Class 2A2
17307GM62
62136.33170000
PA
USD
49076.52000000
0.000576771872
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
15000.00000000
PA
USD
14292.13000000
0.000167968278
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.64000000
N
N
N
N
N
N
Hulic Co. Ltd.
3538002E12E7IHAKTB10
Hulic Co. Ltd.
N/A
65300.00000000
NS
604702.11000000
0.007106762429
Long
EC
CORP
JP
N
2
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
1100000.00000000
PA
USD
910943.00000000
0.010705858935
Long
DBT
NUSS
EG
Y
2
2031-02-16
Fixed
5.87500000
N
N
N
N
N
N
CapitaLand Ascendas REIT
549300ILIBAEMQZK3L20
CapitaLand Ascendas
N/A
370300.00000000
NS
750416.32000000
0.008819268895
Long
EC
CORP
SG
N
2
N
N
N
Sensata Technologies, Inc.
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
878000.00000000
PA
USD
783620.27000000
0.009209498365
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
5866000.00000000
PA
USD
6744615.35000000
0.079266101737
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBL1
400000.00000000
PA
USD
400251.84000000
0.004703960333
Long
DBT
CORP
AU
Y
2
2024-11-22
Fixed
6.20700000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BF7
3268000.00000000
PA
USD
3211488.11000000
0.037743018696
Long
DBT
CORP
US
N
2
2026-05-31
Fixed
5.00000000
N
N
N
N
N
N
Varsity Brands LLC
N/A
Varsity Brands LLC, 1st Lien Term Loan
92227QAE6
5296666.67000000
PA
USD
5272407.94000000
0.061963982003
Long
LON
CORP
US
N
2
2031-08-26
Variable
8.82131000
N
N
N
N
N
N
Standard Industries, Inc.
N/A
Standard Industries, Inc.
853496AD9
6985000.00000000
PA
USD
6736864.16000000
0.079175005865
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Hana Financial Group, Inc.
N/A
Hana Financial Group, Inc.
N/A
103199.00000000
NS
4452469.11000000
0.052327649708
Long
EC
CORP
KR
N
2
N
N
N
Fastenal Co.
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
64929.00000000
NS
USD
5076149.22000000
0.059657451110
Long
EC
CORP
US
N
1
N
N
N
Fair Isaac Corp.
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250AF1
1295000.00000000
PA
USD
1229800.38000000
0.014453230759
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
Pra Health Sciences, Inc.
635400PUWMHSPI2DDA35
Pra Health Sciences, Inc., 1st Lien Term Loan B
L5000DAF4
24148.95700000
PA
USD
24211.74000000
0.000284548509
Long
LON
CORP
US
N
2
2028-07-03
Variable
6.60367000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAX8
2043000.00000000
PA
USD
2030406.34000000
0.023862353471
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
6.75000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2007-16, Class A1
12544MAA7
1787797.06020000
PA
USD
749711.45000000
0.008810984909
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Fixed
6.50000000
N
N
N
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
N/A
56866.00000000
NS
907817.40000000
0.010669125317
Long
EC
CORP
IT
N
2
N
N
N
Seiko Epson Corp.
549300NIOFQDR749W206
Seiko Epson Corp.
N/A
7900.00000000
NS
143587.76000000
0.001687515358
Long
EC
CORP
JP
N
2
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2005-1, Class 1A2
45254NMM6
175833.76000000
PA
USD
165864.90000000
0.001949327479
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
5.47206840
N
N
N
N
N
N
NCR Atleos Corp.
N/A
NCR Atleos Corp.
638962AA8
4744000.00000000
PA
USD
5221273.73000000
0.061363027126
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
9.50000000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class J
55348UBA5
17000000.00000000
PA
USD
6511000.00000000
0.076520536995
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
4.25000000
N
N
N
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HW3
5160000.00000000
PA
USD
2954100.00000000
0.034718064558
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
4.12499880
N
N
N
N
N
N
SCB X PCL
254900TG41KIWX7VDO42
SCB X PCL
N/A
1476100.00000000
NS
4964251.58000000
0.058342373933
Long
EC
CORP
TH
N
2
N
N
N
AthenaHealth Group, Inc.
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc.
60337JAA4
280000.00000000
PA
USD
264814.93000000
0.003112237851
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
B&M European Value Retail SA
213800UK7ZRLY2K1X530
B&M European Value Retail SA
N/A
63272.00000000
NS
316549.50000000
0.003720248460
Long
EC
CORP
LU
N
2
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
39312.00000000
NS
USD
6084711.36000000
0.071510579132
Long
EC
CORP
US
N
1
N
N
N
Prpm LLC
N/A
PRPM LLC, Series 2024-1, Class A1
693972AA9
9064143.30000000
PA
USD
9090620.57000000
0.106837531506
Long
ABS-MBS
CORP
US
Y
2
2029-02-25
Variable
6.95900160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140Q8LM5
192043.46000000
PA
USD
181811.36000000
0.002136738273
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
3.50000000
N
N
N
N
N
N
Societe Generale SA
N/A
Societe Generale SA, ELN, (linked to Emcor Group, Inc.)
83370X436
13178.00000000
PA
USD
5871426.10000000
0.069003943802
Long
SN
CORP
US
N
2
2024-11-29
Fixed
14.00000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc., Series C
02005NBN9
5049000.00000000
PA
USD
4096455.56000000
0.048143599943
Long
DBT
CORP
US
N
2
2028-05-15
Variable
4.70000000
N
N
N
N
N
N
Industrial & Infrastructure Fund Investment Corp.
353800WCHFY04YKYCI19
Industrial & Infrastructure Fund Investment Corp.
N/A
698.00000000
NS
527161.61000000
0.006195467590
Long
EC
CORP
JP
N
2
N
N
N
Moran Foods Backstop Equity
N/A
Moran Foods Backstop Equity
N/A
17743427.64000000
NS
USD
17.74000000
0.000000208489
Long
EC
CORP
US
N
3
N
N
N
Grupo Financiero Banorte SAB de CV
N/A
Grupo Financiero Banorte SAB de CV, Class O
N/A
852194.00000000
NS
5947619.49000000
0.069899406730
Long
EC
CORP
MX
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2019-L2, Class E
61768HAE6
2575000.00000000
PA
USD
1695775.78000000
0.019929607327
Long
ABS-MBS
CORP
US
Y
2
2052-03-15
Fixed
3.00000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
4252000.00000000
PA
USD
4356118.34000000
0.051195287143
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BT7
500000.00000000
PA
USD
462239.50000000
0.005432470397
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AP3
2000000.00000000
PA
USD
1997248.80000000
0.023472669434
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
Siam Cement PCL (The)
254900RMCZY0X6F2KB70
Siam Cement PCL (The) (Registered)
N/A
275283.00000000
NS
1713125.80000000
0.020133513462
Long
EC
CORP
TH
N
1
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
2230000.00000000
PA
USD
2148104.81000000
0.025245604912
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M37, Class X
3136BBGX4
24950479.76200000
PA
USD
1021123.33000000
0.012000753425
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
1.02335760
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A4A6
212000.00000000
PA
USD
211564.04000000
0.002486406688
Long
DBT
CORP
US
Y
2
2026-08-27
Fixed
4.86000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR15, Class C
12591RBF6
989000.00000000
PA
USD
928794.03000000
0.010915653192
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
3.97544040
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
553991.00000000
NS
5084542.30000000
0.059756090795
Long
EC
CORP
GB
N
2
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class D
46643TAL6
1500000.00000000
PA
USD
1185625.20000000
0.013934061892
Long
ABS-MBS
CORP
US
Y
2
2048-01-15
Variable
3.83106960
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAS1
979000.00000000
PA
USD
996729.08000000
0.011714059966
Long
DBT
CORP
US
N
2
2035-01-24
Variable
5.71100000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to MasTec, Inc.)
C79859762
34458.00000000
PA
USD
4237830.60000000
0.049805110306
Long
SN
CORP
CA
Y
2
2024-11-22
Fixed
16.70000000
N
N
N
N
N
N
CD Mortgage Trust
N/A
CD Mortgage Trust, Series 2016-CD2, Class C
12515ABJ8
750000.00000000
PA
USD
413049.23000000
0.004854361677
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.97586880
N
N
N
N
N
N
Henderson Land Development Co. Ltd.
529900SYQB7IVR9QGN76
Henderson Land Development Co. Ltd.
N/A
115000.00000000
NS
368768.72000000
0.004333954919
Long
EC
CORP
HK
N
2
N
N
N
HCL Technologies Ltd.
549300C1F8OLYSOQYB65
HCL Technologies Ltd.
N/A
405040.00000000
NS
8475309.17000000
0.099606083380
Long
EC
CORP
IN
N
2
N
N
N
Government of Mongolia
N/A
State of Mongolia
N/A
700000.00000000
PA
USD
654066.00000000
0.007686911618
Long
DBT
NUSS
MN
Y
2
2027-07-07
Fixed
3.50000000
N
N
N
N
N
N
EquipmentShare.com, Inc.
254900PWJK48CGPKPI80
EquipmentShare.com, Inc.
29450YAC3
1336000.00000000
PA
USD
1348877.70000000
0.015852687136
Long
DBT
CORP
US
Y
2
2033-03-15
Fixed
8.00000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298CF8
1239000.00000000
PA
USD
941626.93000000
0.011066471868
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.87500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
250000.00000000
PA
USD
249513.64000000
0.002932409417
Long
DBT
CORP
NL
Y
2
2026-01-06
Fixed
4.62500000
N
N
N
N
N
N
Sirius XM Holdings, Inc.
N/A
Sirius XM Holdings, Inc.
829933100
191152.00000000
NS
USD
5096112.32000000
0.059892067472
Long
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CW0
2220000.00000000
PA
USD
2207712.50000000
0.025946144375
Long
DBT
CORP
US
Y
2
2033-02-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K102, Class X3
3137FQKF9
1180000.00000000
PA
USD
93626.39000000
0.001100344285
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Variable
1.89081720
N
N
N
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
692800.00000000
NS
25386938.57000000
0.298360032567
Long
EC
CORP
JP
N
2
N
N
N
Transnet SOC Ltd.
378900B07CD6F01EA796
Transnet SOC Ltd.
89378TAD5
600000.00000000
PA
USD
611062.50000000
0.007181512922
Long
DBT
NUSS
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
New Albertsons LP
N/A
New Albertsons LP
013104AC8
1535000.00000000
PA
USD
1571264.38000000
0.018466286917
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.75000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2005-A3, Class 6A6
466247RM7
93152.09000000
PA
USD
92262.34000000
0.001084313285
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
5.65332840
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABZ9
37000.00000000
PA
USD
34868.49000000
0.000409791979
Long
DBT
CORP
US
Y
2
2026-09-17
Fixed
1.65000000
N
N
N
N
N
N
BIFM CA Buyer, Inc.
N/A
BIFM CA Buyer, Inc., 1st Lien Term Loan
G0757GAF9
253725.00000000
PA
USD
254412.59000000
0.002989984335
Long
LON
CORP
CA
N
2
2028-05-31
Variable
8.93516000
N
N
N
N
N
N
Centex Home Equity Loan Trust
N/A
Centex Home Equity Loan Trust, Series 2004-C, Class M2
152314KS8
294443.99000000
PA
USD
285661.26000000
0.003357234374
Long
ABS-O
CORP
US
N
2
2034-06-25
Floating
4.69052280
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
N/A
497309.00000000
NS
5821990.60000000
0.068422953017
Long
EC
CORP
FI
N
2
N
N
N
Bear Stearns Asset-Backed Securities I Trust
N/A
Bear Stearns Asset-Backed Securities I Trust, Series 2004-AC5, Class M1
073879GQ5
224254.65830000
PA
USD
192242.31000000
0.002259328028
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
5.85707040
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAF4
649000.00000000
PA
USD
646182.89000000
0.007594265357
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696AC8
1087000.00000000
PA
USD
1108792.18000000
0.013031081712
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
6.50000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130H105
166760.00000000
NS
USD
2749872.40000000
0.032317879391
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
N/A
Societe Generale SA, ELN, (linked to Trade Desk, Inc.)
83370X402
52299.00000000
PA
USD
6291615.57000000
0.073942221161
Long
SN
CORP
US
N
2
2024-11-29
Fixed
18.20000000
N
N
N
N
N
N
Axalta Coating Systems LLC
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
4680000.00000000
PA
USD
4304390.22000000
0.050587352337
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2004-10, Class 2A
45254NLL9
305248.29000000
PA
USD
279891.83000000
0.003289429140
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
5.49207000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911363AM1
2265000.00000000
PA
USD
2054793.05000000
0.024148958316
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Adient Global Holdings Ltd.
213800VA38VCKE6M8790
Adient Global Holdings Ltd.
00687YAA3
2276000.00000000
PA
USD
2243028.50000000
0.026361195717
Long
DBT
CORP
JE
Y
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
RFMSI Trust
N/A
RFMSI Trust, Series 2006-SA4, Class 2A1
74958CAB6
714190.17640000
PA
USD
586495.90000000
0.006892793920
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
5.64069960
N
N
N
N
N
N
Conair Holdings LLC
549300804G00T34FLV17
Conair Holdings LLC, 1st Lien Term Loan B
20600RAB8
1967179.59860000
PA
USD
1795720.22000000
0.021104204504
Long
LON
CORP
US
N
2
2028-05-17
Variable
8.54964000
N
N
N
N
N
N
Kimco Realty OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49446RAY5
10000.00000000
PA
USD
8392.54000000
0.000098633338
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
Optics Bidco SpA
254900QZ5RQ7MPFWE741
Optics Bidco SpA
683879AH3
488000.00000000
PA
USD
517660.37000000
0.006083804253
Long
DBT
CORP
IT
Y
2
2038-06-04
Fixed
7.72100000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CP9
1117000.00000000
PA
USD
1059187.99000000
0.012448108397
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
Carlyle Global Market Strategies CLO Ltd.
549300Q4PPEXLDSOKL32
Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class BRR
14311NBA1
1400000.00000000
PA
USD
1398668.60000000
0.016437854761
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
7.06740120
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
1356000.00000000
PA
USD
1322344.08000000
0.015540850728
Long
DBT
CORP
CH
Y
2
2026-07-29
Variable
5.12500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851BM0
4303000.00000000
PA
USD
4081451.87000000
0.047967269054
Long
DBT
CORP
US
N
2
2052-04-01
Variable
4.12500000
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115QAF7
5783000.00000000
PA
USD
6014788.42000000
0.070688809677
Long
DBT
CORP
US
Y
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
7621000.00000000
PA
USD
7601567.82000000
0.089337436890
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Koninklijke BAM Groep NV
724500V38C5KTDY5BS93
Koninklijke BAM Groep NV
N/A
311458.00000000
NS
1437507.28000000
0.016894306404
Long
EC
CORP
NL
N
2
N
N
N
LendingClub Loan Certificate Issuer Trust
N/A
LendingClub Loan Certificate Issuer Trust, Series 2022-NP3, Class CERT
52606XAA4
125000.00000000
PA
USD
1142700.00000000
0.013429583416
Long
ABS-O
CORP
US
Y
3
2037-05-15
Fixed
25.22314000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
546000.00000000
PA
USD
516851.69000000
0.006074300240
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.67300000
N
N
N
N
N
N
Pre-Paid Legal Services, Inc.
549300DKH5WJ2J8QU878
Pre-Paid Legal Services, Inc., 1st Lien Term Loan
74006LAS1
445795.81220000
PA
USD
445742.32000000
0.005238587265
Long
LON
CORP
US
N
2
2028-12-07
Variable
8.54964000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, Series Q
61762V838
258000.00000000
NS
USD
6811200.00000000
0.080048637933
Long
EP
CORP
US
N
1
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BZ5
1600000.00000000
PA
USD
1787787.49000000
0.021010975083
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
10.75000000
N
N
N
N
N
N
Isuzu Motors Ltd.
529900C0QSXVCC7AR494
Isuzu Motors Ltd.
N/A
11000.00000000
NS
142249.67000000
0.001671789454
Long
EC
CORP
JP
N
2
N
N
N
EPIC Crude Services LP
549300FRS682IQ7J9S42
Epic Crude Services LP, 1st Lien Term Loan
29428XAB6
5299548.96010000
PA
USD
5294832.36000000
0.062227525032
Long
LON
CORP
US
N
2
2026-03-02
Variable
9.95992000
N
N
N
N
N
N
Thoughtworks, Inc.
N/A
Thoughtworks, Inc., 1st Lien Term Loan B
90010LAC6
147788.73460000
PA
USD
143693.51000000
0.001688758185
Long
LON
CORP
US
N
2
2028-03-24
Variable
7.54964000
N
N
N
N
N
N
BW LPG Ltd.
5493006WBEME88YFDW23
BW LPG Ltd.
N/A
72717.00000000
NS
937844.37000000
0.011022017326
Long
EC
CORP
SG
Y
2
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05252ADK4
262000.00000000
PA
USD
262532.63000000
0.003085415116
Long
DBT
CORP
AU
Y
2
2026-03-18
Floating
5.40814680
N
N
N
N
N
N
Agnico Eagle Mines Ltd.
254900BFJ2DOHPMEXN45
Agnico Eagle Mines Ltd.
008474108
51225.00000000
NS
4421460.48000000
0.051963220739
Long
EC
CORP
CA
N
1
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC, 1st Lien Term Loan
62922KAF7
432825.00000000
PA
USD
430539.68000000
0.005059918217
Long
LON
CORP
US
N
2
2031-02-03
Variable
8.43516000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBM8
22000.00000000
PA
USD
23159.40000000
0.000272180882
Long
DBT
CORP
US
N
2
2033-10-25
Variable
5.83400000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
428100.00000000
NS
USD
4405149.00000000
0.051771520046
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CCG8
4343000.00000000
PA
USD
4414103.60000000
0.051876758996
Long
DBT
CORP
US
N
2
2054-09-01
Variable
6.45000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3D3
269000.00000000
PA
USD
270829.29000000
0.003182921625
Long
DBT
CORP
US
N
2
2034-04-24
Variable
5.38900000
N
N
N
N
N
N
Wynn Macau Ltd.
254900NMDQ8ENTHU1I31
Wynn Macau Ltd.
N/A
200000.00000000
PA
USD
192010.00000000
0.002256597805
Long
DBT
CORP
KY
Y
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
Wesco Aircraft Holdings, Inc.
529900P5VTXZS191P208
Wesco Aircraft Holdings, Inc.
97789LAC0
1030000.00000000
PA
USD
144200.00000000
0.001694710710
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
8.50000000
Y
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-18, Class 2A4
12543WAF5
1637656.54000000
PA
USD
896083.90000000
0.010531227341
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.00000000
N
N
N
N
N
N
Trinseo Materials Operating SCA
N/A
Trinseo Materials Operating SCA
89668QAE8
1446000.00000000
PA
USD
1301049.82000000
0.015290589906
Long
DBT
CORP
LU
Y
2
2025-09-01
Fixed
5.37500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International, ELN, (linked to QUALCOMM, Inc.)
N/A
52194.00000000
PA
USD
8525516.40000000
0.100196143924
Long
SN
CORP
GB
N
2
2024-11-15
Fixed
18.10000000
N
N
N
N
N
N
Sekisui House REIT, Inc.
N/A
Sekisui House REIT, Inc.
N/A
783.00000000
NS
372311.29000000
0.004375588978
Long
EC
CORP
JP
N
2
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBE6
3193000.00000000
PA
USD
2147645.97000000
0.025240212394
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-AR4, Class 3A5
362341FN4
947864.35770000
PA
USD
641168.34000000
0.007535331850
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
5.67281520
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
1000000.00000000
PA
USD
1056268.00000000
0.012413791210
Long
DBT
CORP
NL
Y
2
2030-05-16
Variable
8.00000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2006-9F, Class 3A1
3622X7AE6
355721.02300000
PA
USD
320201.92000000
0.003763173531
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.25000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AH6
729000.00000000
PA
USD
714556.32000000
0.008397824192
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AV1
439000.00000000
PA
USD
427805.50000000
0.005027784762
Long
DBT
NUSS
CO
N
2
2036-01-19
Fixed
8.37500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAR3
2128000.00000000
PA
USD
2200467.53000000
0.025860997855
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
6.87500000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC, 1st Lien Term Loan B-11
04649VBC3
555430.75460000
PA
USD
551959.31000000
0.006486902595
Long
LON
CORP
US
N
2
2028-08-21
Variable
9.03516000
N
N
N
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17277ANQ6
250000.00000000
PA
USD
247250.29000000
0.002905809393
Long
STIV
CORP
US
Y
2
2025-01-24
Fixed
0.00000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
69704.00000000
NS
USD
2935932.48000000
0.034504550752
Long
EC
CORP
US
N
1
N
N
N
Ritchie Bros Holdings, Inc.
254900LH3N0EGB1LQ203
Ritchie Bros Holdings, Inc.
76774LAB3
1467000.00000000
PA
USD
1504291.52000000
0.017679188282
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
6.75000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
4525000.00000000
PA
USD
4382919.43000000
0.051510266993
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
William Carter Co. (The)
TGI2A0HXEYNQPU7TYV27
William Carter Co. (The)
96926JAC1
6014000.00000000
PA
USD
5978710.45000000
0.070264803282
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205AP9
400000.00000000
PA
USD
358000.00000000
0.004207395522
Long
DBT
NUSS
ZA
N
2
2041-03-08
Fixed
6.25000000
N
N
N
N
N
N
Standard Industries, Inc.
N/A
Standard Industries, Inc.
853496AC1
1647000.00000000
PA
USD
1612890.63000000
0.018955499481
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Connecticut Avenue Securities, Series 2021-R02, Class 2B2
20754KAJ0
5142000.00000000
PA
USD
5424138.97000000
0.063747201155
Long
ABS-MBS
CORP
US
Y
2
2041-11-25
Floating
11.05682040
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-P1, Class D
17324DAA2
2000000.00000000
PA
USD
1801951.00000000
0.021177431755
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Fixed
3.22500000
N
N
N
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001AAC6
720000.00000000
PA
USD
715710.67000000
0.008411390692
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc, ELN, (linked to NRG Energy, Inc.)
N/A
63021.00000000
PA
USD
5665018.44000000
0.066578137477
Long
SN
CORP
GB
N
2
2024-11-15
Fixed
19.80000000
N
N
N
N
N
N
ATI, Inc.
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741RAM4
1240000.00000000
PA
USD
1170652.63000000
0.013758096741
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.12500000
N
N
N
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
N/A
16410.00000000
NS
527442.69000000
0.006198770983
Long
EC
CORP
FR
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2020-GC45, Class D
36258YAA6
2823751.00000000
PA
USD
2059493.76000000
0.024204203417
Long
ABS-MBS
CORP
US
Y
2
2053-02-13
Variable
2.85000120
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Co.
N/A
1011778 BC Unlimited Liability Co., 1st Lien Term Loan B-5
C6901LAM9
398002.50000000
PA
USD
394420.48000000
0.004635427266
Long
LON
CORP
CA
N
2
2030-09-20
Variable
6.43516000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series DD
172967PM7
6264000.00000000
PA
USD
6629310.22000000
0.077910978028
Long
DBT
CORP
US
N
2
2034-08-15
Variable
7.00000000
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224107
122342.00000000
NS
4618303.96000000
0.054276624025
Long
EC
CORP
CA
N
1
N
N
N
MasTec, Inc.
549300TMDIT8WREDOF45
MasTec, Inc.
576323AP4
5891000.00000000
PA
USD
5686485.16000000
0.066830425135
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
47112.00000000
NS
USD
4951000.08000000
0.058186635660
Long
EC
CORP
US
N
1
N
N
N
Land Securities Group plc
213800V8IAVKS37D6B88
Land Securities Group plc
N/A
179345.00000000
NS
1392915.91000000
0.016370246263
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M3
61744CFD3
185839.97000000
PA
USD
180576.46000000
0.002122225109
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
5.82707160
N
N
N
N
N
N
Istanbul Metropolitan Municipality
213800T1VDQSNKA2MD76
Istanbul Metropolitan Municipality
46522TAC2
2146000.00000000
PA
USD
2339140.00000000
0.027490746261
Long
DBT
NUSS
TR
Y
2
2028-12-06
Fixed
10.50000000
N
N
N
N
N
N
Kobe Steel Ltd.
549300ZDCYYUPHEE5K87
Kobe Steel Ltd.
N/A
57400.00000000
NS
618640.23000000
0.007270570205
Long
EC
CORP
JP
N
2
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAB7
10302658.00000000
PA
USD
10202077.27000000
0.119899927994
Long
DBT
CORP
US
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2022-1, Class B1
24382JAE6
3000000.00000000
PA
USD
2432536.80000000
0.028588392289
Long
ABS-MBS
CORP
US
Y
2
2067-01-25
Variable
4.27893840
N
N
N
N
N
N
EquipmentShare.com, Inc.
254900PWJK48CGPKPI80
EquipmentShare.com, Inc.
29450YAA7
6588000.00000000
PA
USD
6812224.36000000
0.080060676725
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
9.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-R3, Class B2
92538EAF4
1776000.00000000
PA
USD
1317298.09000000
0.015481547723
Long
ABS-MBS
CORP
US
Y
2
2064-04-25
Variable
4.07000160
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABF4
10138000.00000000
PA
USD
9966211.59000000
0.117127916245
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, Series M
61762VAA9
2055000.00000000
PA
USD
2060523.84000000
0.024216309434
Long
DBT
CORP
US
N
2
2026-09-15
Variable
5.87499840
N
N
N
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG Energy Corp.
552704AF5
1213000.00000000
PA
USD
1189212.95000000
0.013976226929
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35908MAB6
114000.00000000
PA
USD
111561.79000000
0.001311130099
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAJ4
9544000.00000000
PA
USD
9541033.72000000
0.112131012708
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CQ7
2357000.00000000
PA
USD
2224390.94000000
0.026142157766
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
N/A
1091266.00000000
NS
5170691.10000000
0.060768554693
Long
EC
CORP
GB
N
2
N
N
N
MH Sub I LLC
2549005VFKP807SR8N49
MH Sub I LLC, 1st Lien Term Loan
45567YAN5
429349.43880000
PA
USD
426502.85000000
0.005012475366
Long
LON
CORP
US
N
2
2028-05-03
Variable
8.93516000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JAA8
665000.00000000
PA
USD
637568.75000000
0.007493027664
Long
DBT
NUSS
EG
Y
2
2026-02-16
Fixed
3.87500000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BC9
1335000.00000000
PA
USD
1349200.40000000
0.015856479668
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
097793AE3
356000.00000000
PA
USD
349643.23000000
0.004109182570
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KF62, Class B
30310WAF8
489353.21000000
PA
USD
468976.49000000
0.005511646882
Long
ABS-MBS
USGSE
US
Y
2
2026-04-25
Floating
7.32782160
N
N
N
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
N/A
14461.00000000
NS
1846486.70000000
0.021700837634
Long
EC
CORP
CH
N
2
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AK5
2950000.00000000
PA
USD
2950000.00000000
0.034669879302
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.87500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2023-4, Class D
02530CAG3
1400000.00000000
PA
USD
1459664.36000000
0.017154707519
Long
ABS-O
CORP
US
Y
2
2030-09-12
Fixed
7.65000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
44384.00000000
NS
USD
5491632.32000000
0.064540416849
Long
EC
CORP
US
N
1
N
N
N
CDW LLC
N/A
CDW LLC
12513GBD0
3295000.00000000
PA
USD
3208433.10000000
0.037707114686
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
Claire's Stores, Inc.
N/A
Claire's Stores, Inc.
N/A
4117.00000000
NS
USD
6863039.00000000
0.080657875856
Long
EC
CORP
US
Y
3
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C43
1712000.00000000
PA
USD
1745670.42000000
0.020515994156
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAH4
2932000.00000000
PA
USD
2195302.16000000
0.025800291836
Long
DBT
CORP
FR
Y
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Prestige Brands, Inc.
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAL9
282000.00000000
PA
USD
276128.08000000
0.003245195662
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
Bridgestone Corp.
549300DHPOF90OYYD780
Bridgestone Corp.
N/A
400100.00000000
NS
14257610.79000000
0.167562591602
Long
EC
CORP
JP
N
2
N
N
N
SSE plc
549300KI75VYLLMSK856
SSE plc
N/A
704475.00000000
NS
16008057.76000000
0.188134722170
Long
EC
CORP
GB
N
2
N
N
N
Global Infrastructure Solutions, Inc.
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions, Inc.
37960XAA5
3420000.00000000
PA
USD
3334724.52000000
0.039191354784
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.62500000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
3996000.00000000
PA
USD
4090156.51000000
0.048069570348
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
41086.00000000
NS
USD
11971227.82000000
0.140691872413
Long
EC
CORP
US
N
1
N
N
N
InterContinental Hotels Group plc
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
11563.00000000
NS
1275370.57000000
0.014988794483
Long
EC
CORP
GB
N
2
N
N
N
Republic of Turkiye (The)
5493000PCHOG3B6S3Q85
Republic of Turkiye (The)
900123CM0
620000.00000000
PA
USD
478950.00000000
0.005628860573
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189AQ8
4166000.00000000
PA
USD
3906456.53000000
0.045910636065
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2006-5, Class CB7
05950BAG9
205927.77960000
PA
USD
174344.39000000
0.002048982697
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Fixed
6.00000000
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAB7
6281000.00000000
PA
USD
5728315.34000000
0.067322034387
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBP5
565000.00000000
PA
USD
609089.21000000
0.007158321828
Long
DBT
CORP
KY
N
2
2031-07-15
Fixed
8.50000000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
336051.00000000
NS
USD
30153856.23000000
0.354383239318
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AM9
4668000.00000000
PA
USD
2684100.00000000
0.031544889164
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAH2
2020000.00000000
PA
USD
1925350.54000000
0.022627685029
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN5, Class B1
35563LAA6
8302000.00000000
PA
USD
9325737.88000000
0.109600748035
Long
ABS-MBS
USGSE
US
Y
2
2042-11-25
Floating
14.35682160
N
N
N
N
N
N
Games Workshop Group plc
213800RP9QJQYGWHNT41
Games Workshop Group plc
N/A
6466.00000000
NS
999502.82000000
0.011746658349
Long
EC
CORP
GB
N
2
N
N
N
Bear Stearns ALT-A Trust
N/A
Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1
07387QAX8
117404.43000000
PA
USD
109633.68000000
0.001288469984
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
5.17206960
N
N
N
N
N
N
BNP Paribas Issuance BV
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV, ELN, (linked to AppLovin Corp.)
N/A
40106.00000000
PA
USD
6207020.81000000
0.072948021121
Long
SN
CORP
NL
Y
2
2024-11-08
Fixed
19.90000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D
22534QAG6
1000000.00000000
PA
USD
1029472.00000000
0.012098871181
Long
ABS-O
CORP
US
Y
2
2033-04-18
Fixed
9.00000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2020-BN26, Class D
06540JAJ1
1350000.00000000
PA
USD
971463.11000000
0.011417121617
Long
ABS-MBS
CORP
US
Y
2
2063-03-15
Fixed
2.50000000
N
N
N
N
N
N
Hertz Vehicle Financing III LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing LLC, Series 2023-3A, Class A
42806MCA5
420000.00000000
PA
USD
426265.94000000
0.005009691081
Long
ABS-O
CORP
US
Y
2
2028-02-25
Fixed
5.94000000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
1150000.00000000
PA
USD
1103381.99000000
0.012967498446
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
Diamond Foreign Asset Co.
N/A
Diamond Foreign Asset Co.
25260WAD3
2452000.00000000
PA
USD
2531881.26000000
0.029755938200
Long
DBT
CORP
KY
Y
2
2030-10-01
Fixed
8.50000000
N
N
N
N
N
N
BNP Paribas Issuance BV
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV, ELN, (linked to Texas Roadhouse, Inc.)
N/A
17372.00000000
PA
USD
3304690.69000000
0.038838382153
Long
SN
CORP
NL
Y
2
2024-11-15
Fixed
11.30000000
N
N
N
N
N
N
Oak Street Investment Grade Net Lease Fund
N/A
Oak Street Investment Grade Net Lease Fund, Series 2021-1A, Class A3
67190AAC0
2490625.00000000
PA
USD
2354655.31000000
0.027673089964
Long
ABS-O
CORP
US
Y
2
2051-01-20
Fixed
2.80000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2020-1, Class B1
85573AAE5
5410000.00000000
PA
USD
4500022.85000000
0.052886525107
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Variable
3.73299840
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AF0
1604000.00000000
PA
USD
1467722.56000000
0.017249411526
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
77688.00000000
NS
4860417.05000000
0.057122058468
Long
EC
CORP
CA
N
1
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
N/A
64209.00000000
NS
1330602.18000000
0.015637904060
Long
EC
CORP
NO
N
2
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BV8
3132000.00000000
PA
USD
3185022.35000000
0.037431979813
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
6.62500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13608JAA5
1257000.00000000
PA
USD
1278925.13000000
0.015030569455
Long
DBT
CORP
CA
N
2
2029-04-08
Fixed
5.26000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
850000.00000000
PA
USD
738626.63000000
0.008680710546
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAQ7
1402000.00000000
PA
USD
1443523.03000000
0.016965006515
Long
DBT
CORP
CA
Y
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates, Series 2004-3, Class M1
1266714T0
409915.51000000
PA
USD
411112.59000000
0.004831601313
Long
ABS-O
CORP
US
N
2
2034-06-25
Floating
5.60207160
N
N
N
N
N
N
Bausch & Lomb Corp., Inc.
549300NY6OZM39SO6475
Bausch & Lomb, Inc., 1st Lien Term Loan
C0787FAB8
373091.60300000
PA
USD
372703.59000000
0.004380199485
Long
LON
CORP
CA
N
2
2027-05-10
Variable
8.09461000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K089, Class X3
3137FL6S8
22283000.00000000
PA
USD
1885351.26000000
0.022157593432
Long
ABS-MBS
USGSE
US
N
2
2046-01-25
Variable
2.29789440
N
N
N
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696AA2
3980000.00000000
PA
USD
3874590.50000000
0.045536130501
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1
20754CAF6
1000000.00000000
PA
USD
1033130.00000000
0.012141861831
Long
ABS-MBS
CORP
US
Y
2
2040-01-25
Floating
8.22129840
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan
N/A
900000.00000000
PA
USD
922500.00000000
0.010841682595
Long
DBT
NUSS
JO
Y
2
2028-01-15
Fixed
7.75000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LWU6
23000.00000000
PA
USD
23780.20000000
0.000279476835
Long
DBT
CORP
CA
N
2
2028-09-25
Fixed
5.71700000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-6, Class A2
69360FAB1
3494556.88000000
PA
USD
3423443.00000000
0.040234018850
Long
ABS-O
CORP
US
Y
2
2026-07-25
Variable
6.47399880
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
N/A
179145.00000000
NS
5727553.02000000
0.067313075220
Long
EC
CORP
FR
N
2
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-J14, Class A7
12668AQ65
1073769.05890000
PA
USD
657952.96000000
0.007732593121
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
N/A
93074.00000000
NS
11612718.44000000
0.136478490401
Long
EC
CORP
FR
N
2
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
965000.00000000
PA
USD
796443.45000000
0.009360202807
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Jazz Financing Lux SARL
N/A
Jazz Financing Lux SARL, 1st Lien Term Loan B-2
G5080AAJ1
503302.63360000
PA
USD
503257.34000000
0.005914532622
Long
LON
CORP
LU
N
2
2028-05-05
Variable
6.93516000
N
N
N
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343AC7
773000.00000000
PA
USD
771549.70000000
0.009067638974
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to Targa Resources Corp.)
C79859705
36524.00000000
PA
USD
6062053.37000000
0.071244291071
Long
SN
CORP
CA
Y
2
2024-11-15
Fixed
16.70000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAB6
2040000.00000000
PA
USD
2091106.61000000
0.024575733483
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd.
3789001900ED06F65111
Eskom Holdings SOC Ltd.
N/A
1150000.00000000
PA
USD
1148206.00000000
0.013494292689
Long
DBT
NUSS
ZA
Y
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc.
37960BAB1
2320902.00000000
PA
USD
2320902.00000000
0.027276404139
Long
DBT
CORP
US
Y
2
2028-10-31
Fixed
10.00000000
N
N
Y
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GB37
149000.00000000
PA
USD
148832.41000000
0.001749153115
Long
DBT
CORP
US
N
2
2035-07-23
Variable
5.33000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
37000.00000000
PA
USD
32196.62000000
0.000378390823
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
N/A
24582.00000000
NS
1165163.32000000
0.013693583617
Long
EC
CORP
NL
N
2
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-5, Class 2CB5
93934NAU9
135908.09730000
PA
USD
100002.32000000
0.001175277411
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.50000000
N
N
N
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
273641.00000000
NS
11619067.71000000
0.136553110206
Long
EC
CORP
KR
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418EB90
50748.54000000
PA
USD
42122.84000000
0.000495048738
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
UKG, Inc.
529900FKHWSTQ1GXK240
UKG, Inc., 1st Lien Term Loan
89841EAB1
642101.40330000
PA
USD
642627.93000000
0.007552485684
Long
LON
CORP
US
N
2
2031-02-10
Variable
7.61721000
N
N
N
N
N
N
Home Equity Mortgage Loan Asset-Backed Trust
N/A
Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-C, Class M2
456606FV9
636042.40000000
PA
USD
541967.34000000
0.006369471953
Long
ABS-O
CORP
US
N
2
2035-03-25
Floating
4.52177640
N
N
N
N
N
N
LD Celulose International GmbH
529900EHUSQJVOTP9J45
LD Celulose International GmbH
50206BAA0
600000.00000000
PA
USD
613200.00000000
0.007206633894
Long
DBT
CORP
AT
Y
2
2032-01-26
Fixed
7.95000000
N
N
N
N
N
N
Beazley plc
213800VTOMUWD41GIT12
Beazley plc
N/A
117005.00000000
NS
1140595.89000000
0.013404854860
Long
EC
CORP
GB
N
2
N
N
N
Carnival Holdings Bermuda Ltd.
N/A
Carnival Holdings Bermuda Ltd.
14366RAA7
12172000.00000000
PA
USD
13066800.24000000
0.153567588876
Long
DBT
CORP
BM
Y
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
Taylor Wimpey plc
21380089BTRXTD8S3R66
Taylor Wimpey plc
N/A
863776.00000000
NS
1633126.85000000
0.019193325686
Long
EC
CORP
GB
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418EHK9
86594.13000000
PA
USD
82299.78000000
0.000967228284
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
240000.00000000
PA
USD
230737.34000000
0.002711740924
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
APA Group
N/A
APA Group
N/A
19331.00000000
NS
88511.88000000
0.001040235998
Long
EC
CORP
AU
N
2
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A45
8068000.00000000
PA
USD
7887748.37000000
0.092700774221
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAX5
841000.00000000
PA
USD
860438.67000000
0.010112306724
Long
DBT
CORP
SE
Y
2
2026-09-12
Fixed
6.13600000
N
N
N
N
N
N
Aviva plc
YF0Y5B0IB8SM0ZFG9G81
Aviva plc
N/A
243842.00000000
NS
1428987.85000000
0.016794181791
Long
EC
CORP
GB
N
2
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205AU8
680000.00000000
PA
USD
642600.00000000
0.007552157437
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
Mitie Group plc
213800MTCLTKEHWZMJ03
Mitie Group plc
N/A
1067990.00000000
NS
1602129.89000000
0.018829033868
Long
EC
CORP
GB
N
2
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BR2
1583000.00000000
PA
USD
1585589.17000000
0.018634639032
Long
DBT
CORP
PA
Y
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Mallinckrodt plc
N/A
Mallinckrodt plc
N/A
66036.00000000
NS
USD
5002227.00000000
0.058788680112
Long
EC
CORP
US
N
3
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-3A, Class E
23345RAJ5
1000000.00000000
PA
USD
1072469.30000000
0.012604197012
Long
ABS-O
CORP
US
Y
2
2029-07-16
Fixed
10.99000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust
N/A
JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D
46647TAA6
7577000.00000000
PA
USD
6249610.37000000
0.073448554987
Long
ABS-MBS
CORP
US
Y
2
2050-03-15
Variable
4.50253440
N
N
N
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAC7
2721000.00000000
PA
USD
2858592.81000000
0.033595616168
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
8.62500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
676000.00000000
PA
USD
676719.26000000
0.007953144090
Long
DBT
CORP
CH
Y
2
2025-02-19
Variable
7.00000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AH0
2375000.00000000
PA
USD
1520000.00000000
0.017863802216
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
PCCW Ltd.
254900SI7GPUPA1TJX39
PCCW Ltd.
N/A
437000.00000000
NS
240026.50000000
0.002820911791
Long
EC
CORP
HK
N
1
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
N/A
1590000.00000000
PA
USD
1578567.90000000
0.018552121546
Long
DBT
NUSS
BH
Y
2
2047-09-20
Fixed
7.50000000
N
N
N
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAA1
4442000.00000000
PA
USD
4590673.74000000
0.053951899824
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
Wand Newco 3, Inc.
N/A
Wand Newco 3, Inc., 1st Lien Term Loan
93369PAL8
379050.00000000
PA
USD
378940.07000000
0.004453493725
Long
LON
CORP
US
N
2
2031-01-30
Variable
8.03647423
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AB7
3301000.00000000
PA
USD
3306278.30000000
0.038857040542
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
Garda World Security Corp.
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36485MAP4
1402000.00000000
PA
USD
1401884.19000000
0.016475645987
Long
DBT
CORP
CA
Y
2
2032-11-15
Fixed
8.37500000
N
N
N
N
N
N
Baytex Energy Corp.
549300R5LTV2H7I1I079
Baytex Energy Corp.
07317QAJ4
4335000.00000000
PA
USD
4410953.54000000
0.051839737911
Long
DBT
CORP
CA
Y
2
2030-04-30
Fixed
8.50000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BV3
2949000.00000000
PA
USD
2967107.54000000
0.034870935691
Long
DBT
CORP
LR
Y
2
2033-02-01
Fixed
6.00000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2014-C22, Class D
92890KAJ4
5505000.00000000
PA
USD
2738962.10000000
0.032189656074
Long
ABS-MBS
CORP
US
Y
2
2057-09-15
Variable
3.77267040
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428102AE7
2708000.00000000
PA
USD
2528591.64000000
0.029717276936
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
522000.00000000
PA
USD
488072.31000000
0.005736070535
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
122097.00000000
NS
USD
11041231.71000000
0.129762091774
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418EBS8
16780.84000000
PA
USD
13922.29000000
0.000163621733
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada, ELN, (linked to The Progressive Corp.)
C79859689
32381.00000000
PA
USD
7885094.20000000
0.092669581084
Long
SN
CORP
CA
Y
2
2024-11-15
Fixed
8.90000000
N
N
N
N
N
N
Hillenbrand, Inc.
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AF5
769000.00000000
PA
USD
771901.50000000
0.009071773504
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Gates Corp.
984500F43C791F4C7894
Gates Corp.
367398AA2
873000.00000000
PA
USD
896946.39000000
0.010541363756
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
6.87500000
N
N
N
N
N
N
2024-12-02
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer