NPORT-P false 0001398078 XXXXXXXX S000020792 C000058061 C000182622 C000058060 C000058062 BlackRock Funds II 811-22061 0001398078 549300D3TWJFD5S1P721 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Multi-Asset Income Portfolio S000020792 IBB3EVPMDEHKHDPXA468 2020-07-31 2020-04-30 N 16772070239.74 914790897.07 15857279342.67 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 207503025.09999999 AUD RUB DKK CZK SGD GBP CNY NOK TWD KRW CHF EGP EUR COP SAR CAD NZD PLN MXN SEK TRY INR CLP USD MYR THB CNY QAR ZAR PHP HKD AED JPY HUF IDR BRL N Global A&T Electronics Ltd. 54930083GODGBHODQ153 379390AH0 3000000.00000000 PA USD 2400000.00000000 0.015135004865 Long DBT CORP KY N 2 2023-01-12 Fixed 8.50000000 N N N N N N Trivium Packaging Finance BV 724500GMZWW3PVYET548 89686QAB2 8560000.00000000 PA USD 8945200.00000000 0.056410685633 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N Palmer Square CLO Ltd. N/A 69688AAJ0 1800000.00000000 PA USD 1415183.40000000 0.008924503185 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 4.33487900 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BD5 9720000.00000000 PA USD 10291050.00000000 0.064897954924 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N DiGi.Com Bhd. N/A N/A 326100.00000000 NS 350276.67000000 0.002208932960 Long EC CORP MY N 2 N N N BIM Birlesik Magazalar A/S N/A N/A 9937.00000000 NS 78902.80000000 0.000497580942 Long EC CORP TR N 2 N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AM9 500000.00000000 PA USD 532461.61000000 0.003357837107 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N Allegro CLO VI Ltd. 635400AREEXNEGDZE419 01749BAA7 5350000.00000000 PA USD 5020863.72000000 0.031662832012 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 2.26487900 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 228227BD5 1325000.00000000 PA USD 1446168.73000000 0.009119904485 Long DBT CORP US N 2 2023-01-15 Fixed 5.25000000 N N N N N N Shanghai Pharmaceuticals Holding Co. Ltd. 30030029J1KKCBY19820 N/A 27800.00000000 NS 72316.92000000 0.000456048723 Long EC CORP CN N 2 N N N Bear Stearns Asset-Backed Securities I Trust N/A 07389YAF8 5675058.36000000 PA USD 5694310.43000000 0.035909756692 Long ABS-O CORP US N 2 2037-03-25 Floating 0.62725000 N N N N N N 8th Avenue Food & Provisions, Inc. 549300PBCACU45IZ2V05 28253PAC3 2118197.47000000 PA USD 2021734.76000000 0.012749568928 Long LON CORP US N 2 2025-10-01 Variable 4.32888000 N N N N N N Saudi Basic Industries Corp. 213800ZCTFZZZJSK8645 N/A 23209.00000000 NS 460579.59000000 0.002904530973 Long EC CORP SA N 2 N N N China Pacific Insurance Group Co. Ltd. 529900BA5ILEL308WX03 N/A 62550.00000000 NS 268306.37000000 0.001692007589 Long EC CORP CN N 2 N N N Transocean Phoenix 2 Ltd. N/A 893828AA1 357500.01000000 PA USD 314600.01000000 0.001983946950 Long DBT CORP KY N 2 2024-10-15 Fixed 7.75000000 N N N N N N CITIC Ltd. 2549006I3Q3M98KHOT11 N/A 142000.00000000 NS 147481.72000000 0.000930056895 Long EC CORP HK N 2 N N N JPMBB Commercial Mortgage Securities Trust N/A 46643PBD1 540000.00000000 PA USD 566196.43000000 0.003570577384 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.40800000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AJ5 176000.00000000 PA USD 183907.68000000 0.001159768179 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N eG Global Finance plc 549300TL8Q5207VYET27 28228PAA9 1438000.00000000 PA USD 1308580.00000000 0.008252235277 Long DBT CORP GB N 2 2025-02-07 Fixed 6.75000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZQ9 2500000.00000000 PA USD 2350000.00000000 0.014819692263 Long DBT CORP US N 2 2024-03-18 Fixed 5.58400000 N N N N N N Albertsons Cos., Inc. N/A 013092AA9 70000.00000000 PA USD 76562.50000000 0.000482822420 Long DBT CORP US N 2 2026-03-15 Fixed 7.50000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BT5 1175000.00000000 PA USD 1328576.19000000 0.008378336291 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300200 N N N N N N Palmer Square Loan Funding Ltd. N/A 69689LAC0 2500000.00000000 PA USD 2305737.25000000 0.014540560206 Long ABS-CBDO CORP KY N 2 2027-08-20 Floating 3.29463000 N N N N N N TransDigm Group, Inc. N/A 893641100 546.00000000 NS USD 198241.68000000 0.001250161996 Long EC CORP US N 1 N N N SURA Asset Management SA 549300013ETMS1C0EA22 86425QAA6 4419000.00000000 PA USD 4510141.88000000 0.028442091373 Long DBT CORP CO N 2 2024-04-17 Fixed 4.87500000 N N N N N N goeasy Ltd. 5493009DJVZG2P8YV435 380355AD9 995000.00000000 PA USD 883062.50000000 0.005568814680 Long DBT CORP CA N 2 2024-12-01 Fixed 5.37500000 N N N N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625AA5 2440000.00000000 PA USD 2389516.40000000 0.015068892641 Long DBT CORP US N 2 2028-04-01 Fixed 4.87500000 N N N N N N CCO Holdings LLC N/A 1248EPBP7 1000000.00000000 PA USD 1027500.00000000 0.006479673957 Long DBT CORP US N 2 2024-04-01 Fixed 5.87500000 N N N N N N Progress Residential Trust N/A 74331CAF5 5500000.00000000 PA USD 4692082.45000000 0.029589454461 Long ABS-O CORP US N 2 2037-04-17 Fixed 3.43100000 N N N N N N CGI, Inc. 549300WSRCZY73ZG3090 12532H104 76890.00000000 NS 4903570.75000000 0.030923152982 Long EC CORP CA N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBB8 690000.00000000 PA USD 738827.57000000 0.004659232861 Long DBT CORP US N 2 2024-02-14 Fixed 3.80000000 N N N N N N LSTAR Securities Investment Trust N/A 54912QAA4 12585263.40000000 PA USD 12049586.77000000 0.075987730994 Long ABS-MBS CORP US N 2 2024-04-01 Floating 2.48450000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BH8 425000.00000000 PA USD 490609.19000000 0.003093905198 Long DBT CORP US N 2 2041-03-01 Fixed 6.37500000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498AV8 584000.00000000 PA USD 627800.00000000 0.003959065022 Long DBT CORP US N 2 2026-03-15 Fixed 4.87500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 6940000.00000000 PA USD 7829214.43000000 0.049372999370 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809HAH0 222000.00000000 PA USD 192543.54000000 0.001214228089 Long DBT CORP US N 2 2047-04-01 Fixed 5.80000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 N/A 1857.00000000 NS USD 86851.89000000 0.000547709907 Long EC CORP LR N 1 N N N Blue Racer Midstream LLC N/A 095796AA6 500000.00000000 PA USD 425000.00000000 0.002680157111 Long DBT CORP US N 2 2022-11-15 Fixed 6.12500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46642NBF2 6922766.52510000 PA USD 202933.98000000 0.001279752822 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.98613000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AQ4 395000.00000000 PA USD 357475.00000000 0.002254327443 Long DBT CORP US N 2 2026-12-01 Fixed 3.95000000 N N N N N N Banco Internacional del Peru SAA Interbank 5493001TRCGXJLRLHN14 05968DAC4 5084000.00000000 PA USD 4872696.25000000 0.030728450604 Long DBT CORP PE N 2 2026-10-04 Fixed 3.25000000 N N N N N N Benefit Street Partners CLO IV Ltd. 5493002BNZCV0YE1MG83 08180FAW1 8732000.00000000 PA USD 8432981.39000000 0.053180505985 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 2.38524800 N N N N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 22546QAP2 1600000.00000000 PA USD 1716333.26000000 0.010823630100 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N Castle US Holding Corp. N/A 14852DAC5 3479000.00000000 PA USD 2900616.25000000 0.018292017106 Long LON CORP US N 2 2027-01-29 Variable 5.20013000 N N N N N N Gogo Intermediate Holdings LLC N/A 38046XAE3 1813000.00000000 PA USD 1486660.00000000 0.009375252638 Long DBT CORP US N 2 2024-05-01 Fixed 9.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BPW39 22317858.80000000 PA USD 1518491.49000000 0.009575990037 Long ABS-MBS USGSE US N 2 2026-03-25 Variable 1.49787400 N N N N N N MPT Operating Partnership LP N/A 55342UAJ3 3030000.00000000 PA USD 3012971.40000000 0.019000556999 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 96122UAA2 15455000.00000000 PA USD 14969472.67000000 0.094401267370 Long DBT CORP AU N 2 2027-09-21 Variable 5.00000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAC4 661000.00000000 PA USD 677531.61000000 0.004272685089 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N Allergan plc 635400FWJZQC1IPYUH69 N/A 3575.00000000 NS USD 669740.50000000 0.004223552385 Long EC CORP IE N 1 N N N Metro Pacific Investments Corp. N/A N/A 1868000.00000000 NS 94178.92000000 0.000593916005 Long EC CORP PH N 2 N N N Perusahaan Listrik Negara PT 254900OYVDRYS9J51J61 71568QAF4 2900000.00000000 PA USD 3150125.00000000 0.019865482167 Long DBT NUSS ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RHJ4 2025000.00000000 PA USD 2275541.36000000 0.014350137314 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAM5 2250000.00000000 PA USD 2342793.08000000 0.014774243609 Long DBT CORP US N 2 2024-01-15 Fixed 5.87500000 N N N N N N Taiwan Cooperative Financial Holding Co. Ltd. N/A N/A 894050.00000000 NS 600366.25000000 0.003786060881 Long EC CORP TW N 2 N N N United States of America 254900HROIFWPRGM1V77 9128287D6 2310774.80000000 PA USD 2466241.81000000 0.015552742413 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523CK4 500000.00000000 PA USD 524630.88000000 0.003308454550 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N Inner Mongolia Yili Industrial Group Co. Ltd. 3003002Q2A863JPQFH06 N/A 33300.00000000 NS 136039.32000000 0.000857898237 Long EC CORP CN N 2 N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 84611WAB0 4077000.00000000 PA USD 3483592.65000000 0.021968413210 Long DBT CORP US N 2 2025-07-01 Fixed 6.75000000 N N N N N N Scenery Journey Ltd. 549300Q2FGQXKG7X0I83 N/A 7290000.00000000 PA USD 7283165.63000000 0.045929478018 Long DBT CORP VG N 2 2020-11-06 Fixed 11.00000000 N N N N N N Galaxy XX CLO Ltd. 549300S1CAKZT00VQL17 36320MAQ1 1000000.00000000 PA USD 883073.00000000 0.005568880896 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.88524900 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429CAH8 1271000.00000000 PA USD 1104419.94000000 0.006964750485 Long ABS-MBS CORP US N 2 2049-04-15 Variable 5.04978500 N N N N N N Abu Dhabi Commercial Bank PJSC 213800RWVKKIRX1AUH58 N/A 110017.00000000 NS 132222.60000000 0.000833829039 Long EC CORP AE N 2 N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RQ41 505000.00000000 PA USD 511310.11000000 0.003224450417 Long DBT CORP US N 2 2023-02-07 Fixed 1.90000000 N N N N N N Vistra Operations Co. LLC N/A 88233FAK6 4811.04000000 PA USD 4652.18000000 0.000029337819 Long LON CORP US N 2 2025-12-31 Variable 2.69329500 N N N N N N NXP BV N/A 62947QAW8 1087000.00000000 PA USD 1126264.70000000 0.007102509047 Long DBT CORP NL N 2 2022-09-01 Fixed 3.87500000 N N N N N N Yango Justice International Ltd. 3003007ELD2HAYCXPT77 N/A 630000.00000000 PA USD 577237.50000000 0.003640205154 Long DBT CORP HK N 2 2023-04-15 Fixed 9.25000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 41723.00000000 NS USD 1212053.15000000 0.007643512634 Long EC CORP US N 1 N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AG6 1593000.00000000 PA USD 1583043.75000000 0.009983072857 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N Joseph T Ryerson & Son, Inc. 54930086XMNNXPXPWJ34 48088LAA5 396000.00000000 PA USD 380160.00000000 0.002397384770 Long DBT CORP US N 2 2022-05-15 Fixed 11.00000000 N N N N N N Octagon Investment Partners 37 Ltd. N/A 67591VAG0 5250000.00000000 PA USD 4778905.95000000 0.030136985334 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 2.74137800 N N N N N N AHP Health Partners, Inc. N/A 00130MAB0 1077713.76000000 PA USD 995990.73000000 0.006280968560 Long LON CORP US N 2 2025-06-30 Variable 5.50000000 N N N N N N Ares LIII CLO Ltd. N/A 04009GAG2 4500000.00000000 PA USD 4207500.00000000 0.026533555404 Long ABS-CBDO CORP KY N 2 2031-04-24 Floating 3.67025000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAF1 1025000.00000000 PA USD 1110587.50000000 0.007003644673 Long DBT CORP US N 2 2027-09-15 Fixed 3.10000000 N N N N N N NGL Energy Partners LP N/A 62913TAP7 960000.00000000 PA USD 624000.00000000 0.003935101264 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAG9 1930000.00000000 PA USD 2169322.70000000 0.013680295674 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N Regatta VII Funding Ltd. 549300DA6HSLI0UPTQ25 75888AAU0 750000.00000000 PA USD 676480.13000000 0.004266054191 Long ABS-CBDO CORP KY N 2 2028-12-20 Floating 3.11575000 N N N N N N Top Glove Corp. Bhd. N/A N/A 59600.00000000 NS 100446.32000000 0.000633439809 Long EC CORP MY N 2 N N N Mitchell International, Inc. N/A N/A 1076666.67000000 PA USD 909514.17000000 0.005735625578 Long LON CORP US N 2 2025-12-01 Variable 7.65363000 N N N N N N Flatiron CLO 19 Ltd. N/A 33883JAD3 1500000.00000000 PA USD 1402500.00000000 0.008844518468 Long ABS-CBDO CORP KY N 2 2032-11-16 Floating 4.59491000 N N N N N N Industries Qatar QSC N/A N/A 111170.00000000 NS 213094.05000000 0.001343824784 Long EC CORP QA N 2 N N N Long Beach Mortgage Loan Trust N/A 54251RAD5 6971557.36400000 PA USD 3007069.03000000 0.018963335166 Long ABS-O CORP US N 2 2036-07-25 Floating 0.63725000 N N N N N N MED ParentCo. LP N/A 58401DAD6 419465.79000000 PA USD 352338.68000000 0.002221936514 Long LON CORP US N 2 2026-08-31 Variable 3.45544700 N N N N N N Commercial Mortgage Trust N/A 12593QBD1 770000.00000000 PA USD 809899.94000000 0.005107433138 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.35900000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 5900000.00000000 PA USD 4888150.00000000 0.030825905846 Long DBT NUSS MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 362773.00000000 NS 3633999.09000000 0.022916914128 Long EC CORP DE N 2 N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 800000.00000000 PA USD 711920.00000000 0.004489546943 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N LCM Loan Income Fund I Income Note Issuer Ltd. N/A 50200JAC5 4080000.00000000 PA USD 3880817.26000000 0.024473411712 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 2.25613100 N N N N N N Global Prime Capital Pte. Ltd. 254900BOZNNFPDZAEZ24 N/A 630000.00000000 PA USD 540815.63000000 0.003410519663 Long DBT CORP SG N 2 2023-10-18 Fixed 5.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CS2 548000.00000000 PA USD 378120.00000000 0.002384520016 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N Commercial Mortgage Trust 549300NMFC2YLCA2NF13 12625XAA5 960000.00000000 PA USD 1002236.54000000 0.006320356212 Long ABS-MBS CORP US N 2 2030-08-10 Fixed 4.35300000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 600000.00000000 PA 776920.07000000 0.004899453766 Long DBT NUSS FR N 2 2026-01-29 Variable 5.99999900 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAC0 605000.00000000 PA USD 421987.50000000 0.002661159527 Long DBT CORP US N 2 2022-12-01 Fixed 5.12500000 N N N N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 3940.00000000 NS USD 702147.40000000 0.004427918464 Long EC CORP US N 1 N N N Telenet Finance Luxembourg Notes SARL 2138007RI9GLJPCC3E25 N/A 500000.00000000 PA 560801.24000000 0.003536553956 Long DBT CORP LU N 2 2028-03-01 Fixed 3.50000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BY9 2550000.00000000 PA USD 2877499.64000000 0.018146237937 Long DBT CORP US N 2 2027-02-06 Fixed 3.30000000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAC7 333000.00000000 PA USD 329670.00000000 0.002078982105 Long DBT CORP US N 2 2022-12-15 Fixed 4.75000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816BU2 690000.00000000 PA USD 702733.96000000 0.004431617459 Long DBT CORP US N 2 2021-05-17 Fixed 3.37500000 N N N N N N Garmin Ltd. 2549001E0HIPIJQ0W046 N/A 10169.00000000 NS USD 825316.04000000 0.005204650950 Long EC CORP CH N 1 N N N Brookfield Finance, Inc. N/A 11271LAE2 1479000.00000000 PA USD 1569898.69000000 0.009900176796 Long DBT CORP CA N 2 2030-04-15 Fixed 4.35000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 N/A 4600000.00000000 PA USD 4634500.00000000 0.029226325019 Long DBT CORP NO N 2 2022-03-26 Variable 6.50000200 N N N N N N Press Metal Labuan Ltd. 254900WKR11VCPDZPO84 N/A 2400000.00000000 PA USD 1911750.00000000 0.012055977312 Long DBT CORP MY N 2 2022-10-30 Fixed 4.80000000 N N N N N N CCO Holdings LLC N/A 1248EPCE1 7924000.00000000 PA USD 8025427.20000000 0.050610366548 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142EJ8 360000.00000000 PA USD 370794.23000000 0.002338321864 Long DBT CORP US N 2 2021-06-23 Fixed 3.12500000 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855RAH3 1552000.00000000 PA USD 1559760.00000000 0.009836239661 Long DBT CORP US N 2 2025-06-15 Fixed 4.87500000 N N N N N N AGC, Inc. JE4WFFEELMVPFZ0G1E77 N/A 3900.00000000 NS 96174.66000000 0.000606501644 Long EC CORP JP N 2 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R102 79445.00000000 NS USD 2420689.15000000 0.015265475859 Long EC CORP US N 1 N N N Fortune Star BVI Ltd. 2549008CU8NYQQRSNU62 N/A 9460000.00000000 PA USD 9182112.50000000 0.057904715566 Long DBT CORP VG N 2 2023-07-02 Fixed 6.75000000 N N N N N N Capri Acquisitions Bidco Ltd. N/A G1988LAC4 4962679.79000000 PA USD 4532564.33000000 0.028583492994 Long LON CORP US N 2 2024-11-01 Variable 3.76013000 N N N N N N GNL Quintero SA 549300JJJIQXE6E1QY27 N/A 7171000.00000000 PA USD 7421985.00000000 0.046804907951 Long DBT CORP CL N 2 2029-07-31 Fixed 4.63400000 N N N N N N Aviva plc YF0Y5B0IB8SM0ZFG9G81 N/A 178999.00000000 NS 541316.03000000 0.003413675311 Long EC CORP GB N 2 N N N LSTAR Commercial Mortgage Trust N/A 54910TAQ5 3375000.00000000 PA USD 2836041.19000000 0.017884790503 Long ABS-MBS CORP US N 2 2050-03-10 Variable 4.86970900 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 N/A 1003000.00000000 PA 1026154.82000000 0.006471190913 Long DBT CORP LU N 2 2025-01-15 Fixed 2.25000000 N N N N N N Cable Onda SA 5299008Q5GONPYNF9J32 12686LAA7 2000000.00000000 PA USD 1900000.00000000 0.011981878851 Long DBT CORP PA N 2 2030-01-30 Fixed 4.50000000 N N N N N N Eldorado Resorts, Inc. 5299000BKFWWVND5L441 28470RAG7 220000.00000000 PA USD 221034.00000000 0.001393896110 Long DBT CORP US N 2 2026-09-15 Fixed 6.00000000 N N N N N N Seazen Group Ltd. 5493006M8GRAQRCSCD67 N/A 1500000.00000000 PA USD 1503281.25000000 0.009480070430 Long DBT CORP KY N 2 2021-01-22 Fixed 7.50000000 N N N N N N MPT Operating Partnership LP N/A 55342UAF1 255000.00000000 PA USD 263335.95000000 0.001660662868 Long DBT CORP US N 2 2024-03-01 Fixed 6.37500000 N N N N N N Aegon NV O4QK7KMMK83ITNTHUG69 N/A 200000.00000000 PA 219717.92000000 0.001385596578 Long DBT CORP NL N 2 2029-04-15 Variable 5.62499900 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAL3 600000.00000000 PA USD 658233.56000000 0.004150986722 Long DBT CORP US N 2 2026-03-11 Fixed 4.90000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02587AAN4 1960000.00000000 PA USD 2031062.54000000 0.012808392260 Long ABS-O CORP US N 2 2024-11-15 Fixed 2.67000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAC5 3204000.00000000 PA USD 3139920.00000000 0.019801126865 Long DBT CORP US N 2 2027-09-15 Fixed 4.87500000 N N N N N N OHA Credit Partners XIV Ltd. N/A 67706XAG8 1000000.00000000 PA USD 901523.20000000 0.005685232507 Long ABS-CBDO CORP KY N 2 2030-01-21 Floating 2.60899900 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AL8 517000.00000000 PA USD 380641.25000000 0.002400419654 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N Zhengzhou Yutong Bus Co. Ltd. 300300OMPRVW0Q75F037 N/A 45770.00000000 NS 83902.07000000 0.000529107599 Long EC CORP CN N 2 N N N Zhenro Properties Group Ltd. 549300I66TVJEL841P38 N/A 2055000.00000000 PA USD 2055630.47000000 0.012963323818 Long DBT CORP KY N 2 2022-03-08 Fixed 9.15000000 N N N N N N CFLD Cayman Investment Ltd. 3003006ZC30FH27GHL08 N/A 945000.00000000 PA USD 856406.25000000 0.005400713650 Long DBT CORP KY N 2 2023-01-13 Fixed 6.90000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UBP3 1210000.00000000 PA USD 1233411.48000000 0.007778203646 Long DBT CORP US N 2 2022-09-15 Fixed 2.75000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669GYY1 3884264.37000000 PA USD 3041011.16000000 0.019177382792 Long ABS-MBS CORP US N 2 2035-05-25 Floating 1.08725000 N N N N N N Infor US, Inc. CIOT8TLNSHRE7MIBDR09 45672NAG6 8015000.00000000 PA USD 8022213.50000000 0.050590100146 Long DBT CORP US N 2 2022-05-15 Fixed 6.50000000 N N N N N N Central American Bottling Corp. 549300DT8SH0CF6BTT37 15238XAB5 5119000.00000000 PA USD 5010221.25000000 0.031595717914 Long DBT CORP VG N 2 2027-01-31 Fixed 5.75000000 N N N N N N KOC Holding A/S 7890005U0H950VH19H45 N/A 34071.00000000 NS 74760.11000000 0.000471456095 Long EC CORP TR N 2 N N N Wells Fargo Commercial Mortgage Trust 549300SGFUCMB43V8P22 95000CBJ1 2750000.00000000 PA USD 1656300.25000000 0.010445046809 Long ABS-MBS CORP US N 2 2059-01-15 Variable 5.13615600 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AG0 969000.00000000 PA USD 1064131.03000000 0.006710678465 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N Dufry One BV 7245003K5MN9U7XW0808 N/A 1470000.00000000 PA 1232447.22000000 0.007772122779 Long DBT CORP NL N 2 2027-02-15 Fixed 2.00000000 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 630000.00000000 PA USD 637481.25000000 0.004020117425 Long DBT CORP KY N 2 2024-04-08 Fixed 6.50000000 N N N N N N Virginia Electric & Power Co. CQKUMNNZVDJLRYV2PT43 927804GA6 2050000.00000000 PA USD 2732042.56000000 0.017228948932 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X5S40 269986.35000000 PA USD 286224.94000000 0.001805006608 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.00000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081FX0 650000.00000000 PA USD 746568.11000000 0.004708046657 Long DBT CORP US N 2 2049-10-01 Fixed 3.15000000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JBT0 1250000.00000000 PA USD 1557602.33000000 0.009822632851 Long DBT CORP US N 2 2050-05-15 Fixed 3.70000000 N N N N N N NetEase, Inc. 5299004AF4DSJDB0PA32 64110W102 1355.00000000 NS USD 467420.80000000 0.002947673367 Long EC CORP KY N 1 N N N Amneal Pharmaceuticals LLC N/A 03167DAH7 2965086.68000000 PA USD 2646339.86000000 0.016688486106 Long LON CORP US N 2 2025-03-21 Variable 3.93750000 N N N N N N ABJA Investment Co. Pte. Ltd. 254900E6OE5YJ9WCCU19 N/A 630000.00000000 PA USD 505518.30000000 0.003187925804 Long DBT CORP SG N 2 2028-01-24 Fixed 5.45000000 N N N N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 14042TCS4 2480000.00000000 PA USD 2454176.63000000 0.015476656347 Long DBT CORP US N 2 2023-01-27 Variable 2.01399800 N N N N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896100 3075.00000000 NS USD 175551.75000000 0.001107073579 Long EC CORP US N 1 N N N Franklin Resources, Inc. RIFQSET379FOGTEFKS80 354613101 3563.00000000 NS USD 67126.92000000 0.000423319275 Long EC CORP US N 1 N N N RCO V Mortgage LLC N/A 74937LAA4 8605050.01000000 PA USD 7951838.94000000 0.050146300435 Long ABS-MBS CORP US N 2 2024-05-24 Variable 3.72100000 N N N N N N Assurant CLO IV Ltd. N/A 04622AAG2 1000000.00000000 PA USD 831249.30000000 0.005242067583 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 4.98525100 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000XAM9 1690000.00000000 PA USD 1053168.12000000 0.006641543591 Long ABS-MBS CORP US N 2 2050-09-15 Variable 4.49657300 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044DG3 450000.00000000 PA USD 530510.80000000 0.003345534807 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N Kayne CLO III Ltd. N/A 48661WAA6 15500000.00000000 PA USD 14669847.90000000 0.092511758057 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 2.69888000 N N N N N N Ukraine Government Bond 6354001WLTJXOMEXPY07 N/A 1112000.00000000 PA USD 1024152.00000000 0.006458560626 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAE1 1550000.00000000 PA USD 1661187.08000000 0.010475864390 Long DBT CORP US N 2 2026-04-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F8TL1 2509269.76000000 PA USD 2645679.64000000 0.016684322592 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N Hypera SA N/A N/A 57883.00000000 NS 309857.51000000 0.001954039550 Long EC CORP BR N 1 N N N Twitter, Inc. 549300I8RX485XMK6836 90184LAG7 964000.00000000 PA USD 961590.00000000 0.006064028886 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PDQ2 825000.00000000 PA USD 1061506.87000000 0.006694129850 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N Ajax Mortgage Loan Trust N/A 00970DAC1 2083595.02000000 PA USD 1975873.16000000 0.012460354120 Long ABS-O CORP US N 3 2057-06-25 Fixed 0.00000000 N N N N N N GS Mortgage Securities Corp. II 5493005BBCF84ICNQ550 36192CAF2 1099433.98000000 PA USD 1106256.08000000 0.006976329647 Long ABS-MBS CORP US N 2 2046-02-10 Fixed 2.56400000 N N N N N N MTN Infrastructure TopCo, Inc. N/A 55377KAB0 3039751.61000000 PA USD 2795629.16000000 0.017629942057 Long LON CORP US N 2 2024-11-15 Variable 4.00000000 N N N N N N TELUS Corp. L2TEUTQ8OSHMJWVLCE40 87971M103 978132.00000000 NS 15986567.76000000 0.100815325343 Long EC CORP CA N 1 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397XQ1 277000.00000000 PA USD 267305.00000000 0.001685692698 Long DBT CORP US N 2 2021-01-15 Fixed 3.20000000 N N N N N N Masonite International Corp. 549300H0H07ZFT4JYM32 575385AD1 2239000.00000000 PA USD 2132647.50000000 0.013449012620 Long DBT CORP CA N 2 2028-02-01 Fixed 5.37500000 N N N N N N Sunac China Holdings Ltd. 549300OLARYHDXP3WK18 N/A 926000.00000000 PA USD 895895.28000000 0.005649741425 Long DBT CORP KY N 2 2024-02-01 Fixed 7.50000000 N N N N N N First Financial Holding Co. Ltd. 529900BC1U046Q2GUZ64 N/A 1112690.00000000 NS 819466.76000000 0.005167763916 Long EC CORP TW N 2 N N N ALM VII R Ltd. 549300RLLUH00ZYECJ34 00163KAU2 1000000.00000000 PA USD 948374.80000000 0.005980690505 Long ABS-CBDO CORP KY N 2 2028-10-15 Floating 3.91888100 N N N N N N News Corp. 549300ITS31QK8VRBQ14 65249B109 4147.00000000 NS USD 41096.77000000 0.000259166589 Long EC CORP US N 1 N N N Hughes Satellite Systems Corp. N/A 444454AD4 3302000.00000000 PA USD 3483610.00000000 0.021968522624 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N Quicken Loans, Inc. 549300FGXN1K3HLB1R50 74840LAA0 825000.00000000 PA USD 808500.00000000 0.005098604763 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N KB Home 549300LGUCWQURMWLG09 48666KAX7 1225000.00000000 PA USD 1286250.00000000 0.008111416669 Long DBT CORP US N 2 2027-06-15 Fixed 6.87500000 N N N N N N Cairn CLO IV BV 724500WLQJ6PPMOCKT72 N/A 200000.00000000 PA 164751.38000000 0.001038963724 Long ABS-CBDO CORP NL N 2 2031-04-30 Floating 5.87999900 N N N N N N National Securities Clearing Corp. 549300RYC9NELN2ICA34 637639AB1 1534000.00000000 PA USD 1541886.13000000 0.009723522532 Long DBT CORP US N 2 2025-04-23 Fixed 1.50000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 00101JAF3 902000.00000000 PA USD 879450.00000000 0.005546033345 Long DBT CORP US N 2 2022-07-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9NG2 10349119.44850000 PA USD 11494244.24000000 0.072485601039 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N Banco Espirito Santo SA 635400JV7IJL16OWIT96 N/A 800000.00000000 PA 140268.80000000 0.000884570404 Long DBT CORP PT N 2 2017-05-08 Fixed 2.62500000 Y N N N N N Titan Acquisition Ltd. N/A 88827AAA1 3493000.00000000 PA USD 3257222.50000000 0.020540865993 Long DBT CORP US N 2 2026-04-15 Fixed 7.75000000 N N N N N N Zoomlion Heavy Industry Science and Technology Co. Ltd. 529900QZ3EMAU0QKFK85 N/A 316460.00000000 NS 284022.93000000 0.001791120178 Long EC CORP CN N 2 N N N APX Group, Inc. 549300OMQVKPRU98OE64 00213MAK0 3621000.00000000 PA USD 3459539.61000000 0.021816728678 Long DBT CORP US N 2 2022-12-01 Fixed 7.87500000 N N N N N N Ares XXXIV CLO Ltd. 549300VDFIIXSFET0S73 04015GAP4 12500000.00000000 PA USD 12062500.00000000 0.076069165077 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 2.02549000 N N N N N N GCI LLC 549300N3IE9H88Q20221 36155WAK2 300000.00000000 PA USD 309750.00000000 0.001953361565 Long DBT CORP US N 2 2025-04-15 Fixed 6.87500000 N N N N N N Sonic Healthcare Ltd. 549300NQQ5L2NONWR862 N/A 442350.00000000 NS 7812010.44000000 0.049264506673 Long EC CORP AU N 2 N N N Corteva, Inc. 549300WZN9I2QKLS0O94 22052L104 8396.00000000 NS USD 219891.24000000 0.001386689578 Long EC CORP US N 1 N N N Change Healthcare Holdings LLC N/A 15911NAA3 6626000.00000000 PA USD 6478372.72000000 0.040854251098 Long DBT CORP US N 2 2025-03-01 Fixed 5.75000000 N N N N N N Atacadao SA 549300SMI26ISJIRM371 N/A 14541.00000000 NS 53720.86000000 0.000338777282 Long EC CORP BR N 1 N N N Shandong Weigao Group Medical Polymer Co. Ltd. 5299005WQUU15JQU8S60 N/A 100000.00000000 NS 151914.44000000 0.000958010745 Long EC CORP CN N 2 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 9612.00000000 NS USD 1206882.72000000 0.007610906599 Long EC CORP US N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CC4 7358000.00000000 PA USD 7854665.00000000 0.049533497078 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N Refinitiv US Holdings, Inc. 549300NF240HXJO7N016 31740LAA1 6464000.00000000 PA USD 6889654.40000000 0.043447897026 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N ResMed, Inc. 529900T3QE5253CCXF22 761152107 2694.00000000 NS USD 418432.08000000 0.002638738152 Long EC CORP US N 1 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 4330.00000000 NS USD 1176114.60000000 0.007416875080 Long EC CORP US N 1 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCT6 3000000.00000000 PA USD 3511830.33000000 0.022146487137 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 N/A 2407000.00000000 PA 2450934.64000000 0.015456211541 Long DBT CORP US N 2 2028-03-01 Fixed 2.37500000 N N N N N N Taisei Corp. 529900TF7XJKIOWMLQ79 N/A 3900.00000000 NS 121571.18000000 0.000766658500 Long EC CORP JP N 2 N N N WFRBS Commercial Mortgage Trust 549300UVB571ELWL8972 92890FAX4 57078712.00000000 PA USD 1251867.44000000 0.007894591581 Long ABS-MBS CORP US N 2 2047-05-15 Variable 0.73324100 N N N N N N Progress Residential Trust N/A 74331AAJ1 12500000.00000000 PA USD 10897607.50000000 0.068723059388 Long ABS-O CORP US N 2 2036-10-17 Fixed 3.43500000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AK5 3145000.00000000 PA USD 3368887.61000000 0.021245054319 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAB0 153000.00000000 PA USD 150705.00000000 0.000950383711 Long DBT CORP US N 2 2025-09-15 Fixed 5.75000000 N N N N N N Telecom Italia SpA 549300W384M3RI3VXU42 87927YAA0 2295000.00000000 PA USD 2384023.05000000 0.015034250191 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30300000 N N N N N N Conseco Finance Corp. N/A 393505NC2 958743.15410000 PA USD 948400.42000000 0.005980852071 Long ABS-O CORP US N 2 2027-07-15 Variable 8.05000000 N N N N N N Amkor Technology, Inc. 529900VHLRTKPWZJBM84 031652BK5 1100000.00000000 PA USD 1130250.00000000 0.007127641353 Long DBT CORP US N 2 2027-09-15 Fixed 6.62500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 2650000.00000000 PA USD 2847647.12000000 0.017957980423 Long DBT CORP US N 2 2028-05-22 Variable 3.58400200 N N N N N N Panther BF Aggregator 2 LP N/A N/A 2746000.00000000 PA 2775990.78000000 0.017506097483 Long DBT CORP US N 2 2026-05-15 Fixed 4.37500000 N N N N N N TLG Finance SARL 549300VIITIKUS3JVN97 N/A 1000000.00000000 PA 1021880.12000000 0.006444233578 Long DBT CORP LU N 2 2024-09-23 Variable 3.37500200 N N N N N N Merrill Lynch International & Co. CV AHYI0DDQ2LCHPGHJC422 N/A 225263.00000000 NS USD 50928716.51000000 0.321169321731 Long SN CORP CW N 2 2020-05-01 Fixed 10.98000000 N Y N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658300 5469.00000000 NS USD 86957.10000000 0.000548373388 Long EC CORP PA N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LD1 1275000.00000000 PA USD 1377069.73000000 0.008684148776 Long DBT CORP US N 2 2028-01-10 Variable 3.88699900 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 18683KAM3 905000.00000000 PA USD 647075.00000000 0.004080618030 Long DBT CORP US N 2 2025-03-01 Fixed 5.75000000 N N N N N N Motorcity Casino Hotel N/A 12502TAJ3 878285.13000000 PA USD 809559.32000000 0.005105285102 Long LON CORP US N 2 2021-08-06 Variable 3.00000000 N N N N N N Republic of Maldives N/A N/A 2585000.00000000 PA USD 2119700.00000000 0.013367362421 Long DBT NUSS MV N 2 2022-06-07 Fixed 7.00000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MAT3 900000.00000000 PA USD 955506.68000000 0.006025665937 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311RAE6 600000.00000000 PA USD 567000.00000000 0.003575644899 Long DBT CORP US N 2 2021-09-30 Fixed 4.75000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBF1 400000.00000000 PA USD 414737.53000000 0.002615439389 Long DBT CORP US N 2 2024-04-24 Fixed 3.75000000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 389284AA8 505000.00000000 PA USD 507525.00000000 0.003200580560 Long DBT CORP US N 2 2027-05-15 Fixed 7.00000000 N N N N N N JSW Steel Ltd. 335800EK6HZSC4CVAJ09 N/A 630000.00000000 PA USD 525065.63000000 0.003311196193 Long DBT CORP IN N 2 2024-04-18 Fixed 5.95000000 N N N N N N VICI Properties 1 LLC N/A 92565EAB9 4816562.72000000 PA USD 4456524.66000000 0.028103967671 Long LON CORP US N 2 2024-12-22 Variable 2.41738000 N N N N N N National Westminster Bank plc 213800IBT39XQ9C4CP71 N/A 500000.00000000 PA USD 412500.00000000 0.002601328961 Long DBT CORP GB N 2 2020-08-14 Floating 1.87499900 N N N N N N Fubon Financial Holding Co. Ltd. 549300G7Y2TS2XNIB476 N/A 605000.00000000 NS 855457.49000000 0.005394730530 Long EC CORP TW N 2 N N N Dell International LLC N/A 25272KAK9 1775000.00000000 PA USD 1927587.70000000 0.012155853840 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 39018.00000000 NS 13511831.21000000 0.085209012958 Long EC CORP CH N 2 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 1075000.00000000 PA USD 1131338.50000000 0.007134505709 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N Progress Residential Trust N/A 74332WAL7 3000000.00000000 PA USD 2494971.00000000 0.015733915926 Long ABS-O CORP US N 2 2036-09-17 Fixed 3.86700000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBF6 1642000.00000000 PA USD 1506535.00000000 0.009500589397 Long DBT CORP US N 2 2025-02-15 Fixed 6.62500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17327GBC7 3976000.00000000 PA USD 3317114.77000000 0.020918561742 Long ABS-MBS CORP US N 2 2051-11-10 Variable 5.23534000 N N N N N N Greenko Investment Co. 21380023V4N5Y8KXN552 N/A 2238000.00000000 PA USD 1997415.00000000 0.012596202392 Long DBT CORP MU N 2 2023-08-16 Fixed 4.87500000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAF6 1683000.00000000 PA USD 1413720.00000000 0.008915274615 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267702 375000.00000000 NS USD 10657500.00000000 0.067208880979 Long EP CORP US N 1 N N N Boyd Gaming Corp. N/A 10330JAU2 1052757.36000000 PA USD 974463.80000000 0.006145214314 Long LON CORP US N 2 2023-09-15 Variable 2.38650000 N N N N N N NXP BV N/A 62954HAA6 400000.00000000 PA USD 419133.56000000 0.002643161862 Long DBT CORP US N 2 2026-06-18 Fixed 3.87500000 N N N N N N MH Sub I LLC N/A 45567YAJ4 5698412.00000000 PA USD 5260830.94000000 0.033176125779 Long LON CORP US N 2 2024-09-13 Variable 4.82200000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BG4 41000.00000000 PA USD 43583.00000000 0.000274845382 Long DBT CORP US N 2 2021-09-01 Fixed 7.87500000 N N N N N N Ingersoll-Rand Services Co. N/A 365556AU3 3347000.00000000 PA USD 3169609.00000000 0.019988353181 Long LON CORP US N 2 2027-03-01 Variable 2.15363000 N N N N N N Sangfor Technologies, Inc. N/A N/A 4700.00000000 NS 126275.57000000 0.000796325569 Long EC CORP CN N 2 N N N TopBuild Corp. 5493007YSKHOL4RWII46 89055FAA1 400000.00000000 PA USD 392000.00000000 0.002472050794 Long DBT CORP US N 2 2026-05-01 Fixed 5.62500000 N N N N N N Bajaj Finserv Ltd. 3358001EH4I4IDMGQ326 N/A 797.00000000 NS 53654.01000000 0.000338355709 Long EC CORP IN N 2 N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 N/A 230000.00000000 PA 237477.27000000 0.001497591515 Long DBT CORP US N 2 2025-01-15 Fixed 1.00000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604103 94781.00000000 NS USD 644510.80000000 0.004064447539 Long EC CORP US N 1 N N N GoldenTree Loan Opportunities IX Ltd. 549300IOBSI2NBFBJX90 38123HAS3 900000.00000000 PA USD 814118.04000000 0.005134033540 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 3.37450000 N N N N N N King Slide Works Co. Ltd. N/A N/A 14000.00000000 NS 145595.14000000 0.000918159646 Long EC CORP TW N 2 N N N Shanghai Industrial Holdings Ltd. 529900S37EMGYP84J616 N/A 73000.00000000 NS 124193.41000000 0.000783194943 Long EC CORP HK N 2 N N N Atrium Hotel Portfolio Trust N/A 04965JAJ2 1489843.00000000 PA USD 1066498.15000000 0.006725606120 Long ABS-MBS CORP US N 2 2036-12-15 Floating 3.86399900 N N N N N N China Resources Double Crane Pharmaceutical Co. Ltd. N/A N/A 36700.00000000 NS 65581.43000000 0.000413573025 Long EC CORP CN N 2 N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29364N108 94932.00000000 NS USD 2457789.48000000 0.015499439890 Long EP CORP US N 1 N N N Reynolds Group Holdings, Inc. 5493002QNV81KCX40V06 76173FAU1 10357637.81000000 PA USD 9854878.07000000 0.062147344806 Long LON CORP US N 2 2023-02-05 Variable 3.15363000 N N N N N N Citizens Bank NA DRMSV1Q0EKMEXLAU1P80 17401QAS0 1305000.00000000 PA USD 1334244.61000000 0.008414082776 Long DBT CORP US N 2 2022-02-14 Fixed 3.25000000 N N N N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826CAJ1 350000.00000000 PA USD 426873.80000000 0.002691973766 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N Greenko Solar Mauritius Ltd. 2138007S1PL541B3KP92 N/A 630000.00000000 PA USD 555975.00000000 0.003506118470 Long DBT CORP MU N 2 2025-01-29 Fixed 5.55000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752AK9 1050000.00000000 PA USD 1139342.75000000 0.007184982526 Long DBT CORP US N 2 2049-09-15 Fixed 3.70000000 N N N N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 81762P102 3323.00000000 NS USD 1168167.42000000 0.007366758160 Long EC CORP US N 1 N N N Rockwell Collins, Inc. XO75O7GICH1NPWLBRL05 774341AL5 1025000.00000000 PA USD 1238879.37000000 0.007812685538 Long DBT CORP US N 2 2047-04-15 Fixed 4.35000000 N N N N N N China Everbright Bank Co. Ltd. 549300U6PKQ4H1P34E17 N/A 147400.00000000 NS 77274.30000000 0.000487311211 Long EC CORP CN N 2 N N N Alternative Loan Trust N/A 02150JAT9 3500601.14000000 PA USD 1913601.51000000 0.012067653401 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N Shell Eln N/A N/A 112285.00000000 NS USD 42477415.50000000 0.267873287605 Long SN CORP US N 2 2020-07-16 Fixed 16.70000000 N N N N N N Bridgestone Corp. 549300DHPOF90OYYD780 N/A 15400.00000000 NS 479360.61000000 0.003022968818 Long EC CORP JP N 2 N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608102 2731.00000000 NS USD 198680.25000000 0.001252927729 Long EC CORP US N 1 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAP0 1931000.00000000 PA USD 2039618.75000000 0.012862349876 Long DBT CORP US N 2 2026-01-15 Fixed 6.50000000 N N N N N N American Water Works Co., Inc. 549300DXHIJQMD5WFW18 030420103 2012.00000000 NS USD 244840.28000000 0.001544024512 Long EC CORP US N 1 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBN4 2325000.00000000 PA USD 2617285.91000000 0.016505264575 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N GSR Mortgage Loan Trust N/A 362650AA1 12999.08000000 PA USD 29454.21000000 0.000185745671 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 5.00000000 N N N N N N KFC Holding Co. N/A 72584DAE4 2955249.67000000 PA USD 2812245.14000000 0.017734726615 Long LON CORP US N 2 2025-04-03 Variable 2.46825000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 N/A 783000.00000000 PA 879501.81000000 0.005546360072 Long DBT CORP NL N 2 2027-01-15 Fixed 4.25000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAU5 1015000.00000000 PA USD 1017181.00000000 0.006414599743 Long DBT CORP DK N 2 2022-09-20 Variable 3.00100000 N N N N N N Aeropuertos Argentina 2000 SA 549300349K24AVAQ7B24 00786PAC8 1312500.00000000 PA USD 795703.13000000 0.005017904476 Long DBT CORP AR N 2 2027-02-01 Fixed 6.87500000 N N N N N N INEOS Group Holdings SA 213800WOJR3Q33H3EB73 44986UAD1 400000.00000000 PA USD 389000.00000000 0.002453132038 Long DBT CORP LU N 2 2024-08-01 Fixed 5.62500000 N N N N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 3570000.00000000 PA 4378595.13000000 0.027612524414 Long DBT CORP IT N 2 2047-10-27 Variable 5.49999900 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 929740108 1968.00000000 NS USD 111034.56000000 0.000700211919 Long EC CORP US N 1 N N N Teva Pharmaceutical Finance Netherlands II BV 549300HSQCIKJAOYIT23 N/A 300000.00000000 PA 258689.09000000 0.001631358598 Long DBT CORP NL N 2 2028-10-15 Fixed 1.62500000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBG9 850000.00000000 PA USD 984640.00000000 0.006209387996 Long DBT CORP MX N 2 2049-04-22 Fixed 4.37500000 N N N N N N Alternative Loan Trust N/A 12668AZL2 84711.17000000 PA USD 79631.21000000 0.000502174479 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Icahn Enterprises LP N/A 451102BM8 6472000.00000000 PA USD 6488180.00000000 0.040916098277 Long DBT CORP US N 2 2024-02-01 Fixed 6.75000000 N N N N N N Ryman Hospitality Properties, Inc. 529900GCCWW9SRMPJR11 749571AE5 3963000.00000000 PA USD 3457717.50000000 0.021805237993 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N JPMorgan Mortgage Acquisition Trust N/A 46629TAM2 2975000.00000000 PA USD 2359136.62000000 0.014877310092 Long ABS-O CORP US N 2 2036-07-25 Floating 1.28724800 N N N N N N Ardagh Packaging Finance plc N/A 03969AAN0 4003000.00000000 PA USD 3902925.00000000 0.024612828693 Long DBT CORP US N 2 2026-08-15 Fixed 4.12500000 N N N N N N Ajax Mortgage Loan Trust N/A 00970FAC6 1075512.77000000 PA USD 885469.66000000 0.005583994838 Long ABS-O CORP US N 3 2059-01-25 Fixed 0.00000000 N N N N N N Dynasty Acquisition Co., Inc. N/A 26812CAF3 4611871.60900000 PA USD 4023857.98000000 0.025375462543 Long LON CORP US N 2 2026-04-06 Variable 4.95013000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBE5 1350000.00000000 PA USD 1410115.50000000 0.008892543730 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N N/A N/A N/A 100000.00000000 PA -6262.60000000 -0.00003949353 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Casino Guichard Perrachon SA Casino Guichard Perrachon SA Y Payout of notional amount upon default event with regard to the reference instrument 2023-06-20 0.00000000 USD 8415.00000000 USD 100000.00000000 EUR -6262.60000000 N N N AmeriGas Partners LP N/A 030981AH7 550000.00000000 PA USD 561000.00000000 0.003537807387 Long DBT CORP US N 2 2024-05-20 Fixed 5.62500000 N N N N N N N/A N/A N/A 1420000.00000000 PA 58540.33000000 0.000369170074 N/A DCR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Tesco plc Tesco plc Y Payout of notional amount upon default event with regard to the reference instrument 2028-12-20 0.00000000 USD 124947.75000000 USD 1420000.00000000 EUR 58540.33000000 N N N International Paper Co. 824LMFJDH41EY779Q875 460146CS0 900000.00000000 PA USD 1019304.24000000 0.006427989429 Long DBT CORP US N 2 2048-08-15 Fixed 4.35000000 N N N N N N Elan Microelectronics Corp. N/A N/A 36000.00000000 NS 115638.97000000 0.000729248488 Long EC CORP TW N 2 N N N IPG Photonics Corp. 5493002KZ51CADQ94G15 44980X109 383.00000000 NS USD 49533.39000000 0.000312370041 Long EC CORP US N 1 N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAH7 14800000.00000000 PA USD 14923284.00000000 0.094109989976 Long DBT CORP US N 2 2026-11-01 Variable 5.12500000 N N N N N N Yango Justice International Ltd. 3003007ELD2HAYCXPT77 N/A 200000.00000000 PA USD 198187.50000000 0.001249820323 Long DBT CORP HK N 2 2023-02-12 Fixed 10.00000000 N N N N N N Spark New Zealand Ltd. 529900HUN51H3Y7QBB66 N/A 96556.00000000 NS 261310.95000000 0.001647892708 Long EC CORP NZ N 2 N N N Virginia Electric & Power Co. CQKUMNNZVDJLRYV2PT43 927804FR0 875000.00000000 PA USD 1106784.58000000 0.006979662501 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAH4 575000.00000000 PA USD 659945.91000000 0.004161785232 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BE6 200000.00000000 PA USD 203419.40000000 0.001282814003 Long DBT CORP US N 2 2022-11-01 Fixed 2.25000000 N N N N N N Ajax Mortgage Loan Trust N/A 00969JAE7 1699172.52000000 PA USD 900552.94000000 0.005679113803 Long ABS-O CORP US N 2 2058-11-25 Fixed 0.00000000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 74797.00000000 NS USD 3715914.96000000 0.023433496249 Long EC CORP US N 1 N N N Vizient, Inc. 5493007V6T3HZ7777P70 92856JAB6 2319000.00000000 PA USD 2436573.30000000 0.015365645312 Long DBT CORP US N 2 2027-05-15 Fixed 6.25000000 N N N N N N Anchorage Capital Europe CLO 2 DAC 635400HYNZWTWNENDW97 N/A 499000.00000000 PA 392428.17000000 0.002474750942 Long ABS-CBDO CORP IE N 2 2031-05-15 Floating 5.65999900 N N N N N N JGC Ventures Pte. Ltd. 2549008PR2UO2K6SYH32 N/A 2500000.00000000 PA USD 1996875.00000000 0.012592797016 Long DBT CORP SG N 2 2021-08-30 Fixed 10.75000000 N N N N N N Zhejiang Expressway Co. Ltd. 213800X1ZRKM85U9H438 N/A 170000.00000000 NS 128570.54000000 0.000810798228 Long EC CORP CN N 2 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CZ1 950000.00000000 PA USD 1203859.37000000 0.007591840592 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540109 13322.00000000 NS USD 653444.10000000 0.004120783180 Long EC CORP US N 1 N N N Perusahaan Listrik Negara PT 254900OYVDRYS9J51J61 71568QAK3 1800000.00000000 PA USD 1732500.00000000 0.010925581637 Long DBT NUSS ID N 2 2049-07-17 Fixed 4.87500000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081ET6 975000.00000000 PA USD 1124140.76000000 0.007089114946 Long DBT CORP US N 2 2029-03-15 Fixed 3.45000000 N N N N N N Highbridge Loan Management Ltd. N/A 44330QAD3 1000000.00000000 PA USD 880330.70000000 0.005551587261 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 2.98525000 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A 32052AAA5 1761655.29000000 PA USD 1253229.07000000 0.007903178363 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.22176600 N N N N N N Cent CLO 19 Ltd. 549300TP4B0QBDWSY710 12518XAA5 814559.97000000 PA USD 808176.43000000 0.005096564249 Long ABS-CBDO CORP KY N 2 2025-10-29 Floating 2.17075000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -172669.50000000 -0.00108889738 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 17180000.00000000 GBP 21466272.56000000 USD 2020-05-15 -172669.50000000 N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017BT5 1300000.00000000 PA USD 1653074.54000000 0.010424704668 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Al Ahli Bank of Kuwait KSCP 254900PGVVLJTOEWLL80 N/A 630000.00000000 PA USD 578025.00000000 0.003645171328 Long DBT CORP KW N 2 2023-09-26 Variable 7.25000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034109 1554.00000000 NS USD 69727.98000000 0.000439722215 Long EC CORP US N 1 N N N Marriott Ownership Resorts, Inc. BW4532OH033VURR0IT68 57164PAD8 325000.00000000 PA USD 284375.00000000 0.001793340420 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 4207.00000000 NS USD 369374.60000000 0.002329369320 Long EC CORP US N 1 N N N Benefit Street Partners CLO VIII Ltd. 549300D98ZLKNSI8CN63 08180XAN2 1500000.00000000 PA USD 1434891.15000000 0.009048785223 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 2.23525100 N N N N N N Ardagh Packaging Finance plc N/A N/A 500000.00000000 PA 526172.38000000 0.003318175638 Long DBT CORP IE N 2 2026-08-15 Fixed 2.12500000 N N N N N N Global Partners LP N/A 37954FAD6 700000.00000000 PA USD 609000.00000000 0.003840507484 Long DBT CORP US N 2 2023-06-15 Fixed 7.00000000 N N N N N N AES Corp. 2NUNNB7D43COUIRE5295 00130HBT1 559000.00000000 PA USD 563080.70000000 0.003550928805 Long DBT CORP US N 2 2023-05-15 Fixed 4.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -17144.63000000 -0.00010811835 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 76083078.00000000 HKD 9790830.86000000 USD 2020-06-16 -17144.63000000 N N N N/A N/A N/A 750000.00000000 PA 32072.30000000 0.000202256006 N/A DCR GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 Altice Finco SA Altice Finco SA Y Receipt of notional amount upon default event with regard to the reference instrument 2024-12-20 0.00000000 USD 78439.47000000 USD 750000.00000000 EUR 32072.30000000 N N N Hilton Worldwide Finance LLC N/A 432891AH2 1373000.00000000 PA USD 1345540.00000000 0.008485314352 Long DBT CORP US N 2 2025-04-01 Fixed 4.62500000 N N N N N N Hindustan Unilever Ltd. 5493007IW5N37IKRPM32 N/A 43656.00000000 NS 1264082.74000000 0.007971624341 Long EC CORP IN N 2 N N N Largan Precision Co. Ltd. N/A N/A 1000.00000000 NS 136313.58000000 0.000859627790 Long EC CORP TW N 2 N N N Dynasty Acquisition Co., Inc. N/A 26812CAE6 8578079.66500000 PA USD 7484374.51000000 0.047198351925 Long LON CORP US N 2 2026-04-06 Variable 4.95013000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAE3 174000.00000000 PA USD 163769.69000000 0.001032772939 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N TIAA CLO III Ltd. 54930043TEPI4UKGHU90 87272HAA8 10000000.00000000 PA USD 9233155.00000000 0.058226602435 Long ABS-CBDO CORP KY N 2 2031-01-16 Floating 2.32612900 N N N N N N Qatar Insurance Co. SAQ 635400EDZIUBWVEZ5V30 N/A 72642.00000000 NS 39537.82000000 0.000249335457 Long EC CORP QA N 2 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002838 735000.00000000 NS USD 18816000.00000000 0.118658438143 Long EP CORP US N 1 N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448EU8 875000.00000000 PA USD 1055968.61000000 0.006659204187 Long DBT CORP US N 2 2050-03-19 Fixed 3.62500000 N N N N N N Global Prime Capital Pte. Ltd. 254900BOZNNFPDZAEZ24 N/A 3000000.00000000 PA USD 2856300.00000000 0.018012547665 Long DBT CORP SG N 2 2021-04-26 Fixed 7.25000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCF1 6300000.00000000 PA USD 5983597.68000000 0.037734074999 Long DBT CORP US N 2 2023-01-05 Fixed 3.25000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAE6 317000.00000000 PA USD 322547.50000000 0.002034065825 Long DBT CORP US N 2 2021-02-01 Fixed 5.37500000 N N N N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 2873.00000000 NS USD 315685.24000000 0.001990790684 Long EC CORP US N 1 N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBM6 1500000.00000000 PA USD 1563780.83000000 0.009861596029 Long DBT CORP US N 2 2023-04-06 Fixed 3.80000000 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044101 8844.00000000 NS USD 279558.84000000 0.001762968501 Long EC CORP US N 1 N N N SoFi Professional Loan Program Trust N/A 83401AAB4 377000.00000000 PA USD 388336.54000000 0.002448948092 Long ABS-O CORP US N 2 2048-02-25 Fixed 3.60000000 N N N N N N Ares XXXVR CLO Ltd. N/A 00192RAL2 1000000.00000000 PA USD 785240.10000000 0.004951921972 Long ABS-CBDO CORP US N 2 2030-07-15 Floating 4.21888000 N N N N N N OHA Credit Funding 4 Ltd. N/A 67098DAC7 11500000.00000000 PA USD 10943927.85000000 0.069015167189 Long ABS-CBDO CORP KY N 2 2032-10-22 Floating 2.42763100 N N N N N N Apartment Investment & Management Co. 549300O8FT5GJ4RU1D57 03748R754 1613.00000000 NS USD 60761.71000000 0.000383178656 Long EC CORP US N 1 N N N Rockford Tower CLO Ltd. 549300V5ZF7112UGSH89 77341DAA5 17000000.00000000 PA USD 15965108.00000000 0.100679994688 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 2.32525100 N N N N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 149123CJ8 2842000.00000000 PA USD 3114958.33000000 0.019643712283 Long DBT CORP US N 2 2050-04-09 Fixed 3.25000000 N N N N N N Bakrie Telecom Pte. Ltd. N/A N/A 1000000.00000000 PA USD 10000.00000000 0.000063062520 Long DBT CORP SG N 2 2015-05-07 Fixed 11.50000000 Y N N N N N Shimamura Co. Ltd. N/A N/A 1100.00000000 NS 69351.04000000 0.000437345136 Long EC CORP JP N 2 N N N SES GLOBAL Americas Holdings GP 5299000YGN3VJ3R60481 78413KAB8 300000.00000000 PA USD 276501.88000000 0.001743690541 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAA6 7320000.00000000 PA USD 3833579.16000000 0.024175516349 Long ABS-MBS CORP US N 2 2050-03-15 Variable 4.78243400 N N N N N N Fraser & Neave Holdings Bhd. N/A N/A 17200.00000000 NS 126496.46000000 0.000797718557 Long EC CORP MY N 2 N N N Penske Truck Leasing Co. LP N/A 709599AN4 325000.00000000 PA USD 339462.08000000 0.002140733430 Long DBT CORP US N 2 2023-01-17 Fixed 4.25000000 N N N N N N N/A N/A N/A 12837.00000000 PA -665.15000000 -0.00000419460 N/A DCR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Casino Guichard Perrachon SA Casino Guichard Perrachon SA Y Payout of notional amount upon default event with regard to the reference instrument 2023-06-20 0.00000000 USD 1219.01000000 USD 12837.00000000 EUR -665.15000000 N N N Telefonica Brasil SA 529900MTGG2HSDBIWG79 87936R106 160310.00000000 NS USD 1346604.00000000 0.008492024204 Long EC CORP BR N 1 N N N QIIB Tier 1 Sukuk Ltd. 5493009TSJJPS9PVNN68 N/A 630000.00000000 PA USD 586293.75000000 0.003697316149 Long DBT CORP KY N 2 2024-11-20 Variable 4.87500100 N N N N N N Radiate Holdco LLC N/A 75025KAB4 3174633.21900000 PA USD 3031266.78000000 0.019115932276 Long LON CORP US N 2 2024-02-01 Variable 3.75000000 N N N N N N Bank of China Ltd. 54930053HGCFWVHYZX42 N/A 1171900.00000000 NS 573908.55000000 0.003619211956 Long EC CORP CN N 2 N N N Cousins Properties, Inc. 5493007XPYD5EJABN062 222795502 632193.00000000 NS USD 19073262.81000000 0.120280802260 Long EC CORP US N 1 N N N 1011778 BC Unlimited Liability Co. 549300RHSHNRWI5LLA86 C6901LAH0 4000904.69000000 PA USD 3742086.17000000 0.023598538495 Long LON CORP CA N 2 2026-11-19 Variable 2.15363000 N N N N N N Dover Corp. 549300FMC2ALGA7N9E80 260003108 1572.00000000 NS USD 147217.80000000 0.000928392549 Long EC CORP US N 1 N N N Republic of Chile 549300FLZTJM5YJF8D34 168863BW7 3733000.00000000 PA USD 3949514.00000000 0.024906630668 Long DBT NUSS CL N 2 2025-03-27 Fixed 3.12500000 N N N N N N Park Avenue Institutional Advisers CLO Ltd. 549300SPM0J0RQRUOB94 700162AL4 2600000.00000000 PA USD 2407818.40000000 0.015184309666 Long ABS-CBDO CORP KY N 2 2031-08-23 Floating 3.48275200 N N N N N N Kone OYJ 2138001CNF45JP5XZK38 N/A 139056.00000000 NS 8420416.12000000 0.053101266226 Long EC CORP FI N 2 N N N Airports of Thailand PCL 5299006VS4CU6LW0TY22 N/A 571100.00000000 NS 1089280.56000000 0.006869277739 Long EC CORP TH N 2 N N N Intrum AB 549300UNCO2FCUWXX470 N/A 500000.00000000 PA 403089.79000000 0.002541985805 Long DBT CORP SE N 2 2027-09-15 Fixed 3.00000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140BK5 700000.00000000 PA USD 748781.75000000 0.004722006428 Long DBT CORP US N 2 2060-02-15 Fixed 3.10000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAB6 1900000.00000000 PA USD 1930262.06000000 0.012172719028 Long DBT CORP JP N 2 2021-03-09 Fixed 2.93400000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BE6 35406000.00000000 PA USD 34653622.50000000 0.218534477139 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N JELD-WEN, Inc. 549300XWE6NM0N1HFW16 475795AE0 902000.00000000 PA USD 912147.50000000 0.005752232020 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N CSAIL Commercial Mortgage Trust 549300C2HE5FJAWYZL57 12636MAL2 3950000.00000000 PA USD 3428282.03000000 0.021619610501 Long ABS-MBS CORP US N 2 2049-01-15 Variable 5.08864700 N N N N N N Grupo Financiero Banorte SAB de CV N/A N/A 1536311.00000000 NS 4205875.27000000 0.026523309447 Long EC CORP MX N 1 N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HJZ3 355000.00000000 PA USD 354968.90000000 0.002238523345 Long DBT CORP US N 2 2020-05-11 Fixed 2.50000000 N N N N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002101 3529.00000000 NS USD 358969.88000000 0.002263754533 Long EC CORP US N 1 N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AG5 1200000.00000000 PA USD 1345413.52000000 0.008484516737 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Dufry One BV 7245003K5MN9U7XW0808 N/A 200000.00000000 PA 229444.81000000 0.001446936798 Long DBT CORP NL N 2 2023-05-04 Fixed 1.00000000 N N N N N Dufry AG CHF XXXX N N N JPMBB Commercial Mortgage Securities Trust N/A 46642EAY2 1335000.00000000 PA USD 1410119.52000000 0.008892569081 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.77480000 N N N N N N Molson Coors Beverage Co. 54930073LBBH6ZCBE225 60871R209 2035.00000000 NS USD 83455.35000000 0.000526290470 Long EC CORP US N 1 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 N/A 200000.00000000 PA 178212.61000000 0.001123853633 Long DBT CORP US N 2 2026-02-17 Fixed 2.38600000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BZ1 350000.00000000 PA USD 417844.35000000 0.002635031779 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAT3 6323000.00000000 PA USD 7150364.55000000 0.045092000938 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 N/A 425878.00000000 NS USD 49494888.45000000 0.312127240622 Long SN CORP US N 2 2020-07-22 Fixed 21.17000000 N N N N N N Wyndham Hotels & Resorts, Inc. N/A 98310CAC6 985425.00000000 PA USD 901171.16000000 0.005683012454 Long LON CORP US N 2 2025-05-30 Variable 2.15363000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 013817AQ4 1255000.00000000 PA USD 1279927.07000000 0.008071542679 Long DBT CORP US N 2 2022-02-23 Fixed 5.87000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90351JAE4 4270253.29000000 PA USD 4012714.31000000 0.025305187751 Long LON CORP US N 2 2023-07-13 Variable 3.90363000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 N/A 520000.00000000 PA 568132.47000000 0.003582786540 Long DBT CORP NL N 2 2023-04-15 Fixed 5.00000000 N N N N N N ALM VII R-2 Ltd. 549300QWNMCKH2N9ZJ05 00164BBJ5 600000.00000000 PA USD 548867.16000000 0.003461294640 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 3.41888000 N N N N N N Berry Global, Inc. N/A 08579JBD3 2502758.86000000 PA USD 2434984.15000000 0.015355623732 Long LON CORP US N 2 2022-10-01 Variable 2.82888000 N N N N N N Catalent, Inc. N/A 14880BAG6 2978966.44000000 PA USD 2910688.53000000 0.018355535442 Long LON CORP US N 2 2026-05-18 Variable 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFAC0 1208514.54000000 PA USD 1274132.66000000 0.008035001669 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AS3 550000.00000000 PA USD 555314.00000000 0.003501950038 Long DBT CORP US N 2 2027-01-15 Fixed 3.00000000 N N N N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760108 2303.00000000 NS USD 18700.36000000 0.000117929183 Long EC CORP US N 1 N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAC9 550000.00000000 PA USD 569344.63000000 0.003590430727 Long DBT CORP US N 2 2025-03-31 Fixed 5.87500000 N N N N N N Matalan Finance plc 213800EPJJJM5JZZAT04 N/A 700000.00000000 PA 520050.08000000 0.003279566871 Long DBT CORP GB N 2 2023-01-31 Fixed 6.75000000 N N N N N N Aon Corp. LTS3U8DGK38SETRUWX71 037389BC6 550000.00000000 PA USD 603089.24000000 0.003803232742 Long DBT CORP US N 2 2029-05-02 Fixed 3.75000000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BC5 1380000.00000000 PA USD 1441883.64000000 0.009092881627 Long DBT CORP PA N 2 2023-04-01 Fixed 11.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61763QAW1 3392000.00000000 PA USD 3453666.22000000 0.021779689601 Long ABS-MBS CORP US N 2 2029-07-13 Variable 3.56035000 N N N N N N Regatta XIII Funding Ltd. N/A 75888FAG0 1250000.00000000 PA USD 1126332.50000000 0.007102936611 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 3.31888000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HET5 2380000.00000000 PA USD 2410112.57000000 0.015198777280 Long DBT CORP US N 2 2022-01-21 Fixed 1.75000000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BN8 1775000.00000000 PA USD 2015820.60000000 0.012712272745 Long DBT CORP US N 2 2029-05-23 Fixed 4.60000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAT6 150000.00000000 PA USD 170843.40000000 0.001077381537 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 874039100 72347.00000000 NS USD 3843796.11000000 0.024239947010 Long EC CORP TW N 1 N N N Summer BidCo BV 724500EOJYP21L3XM206 N/A 734000.00000000 PA 748049.13000000 0.004717386342 Long DBT CORP NL N 2 2025-11-15 Fixed 9.00000000 N N Y N N N Ares XL CLO Ltd. N/A 04016GAZ1 1000000.00000000 PA USD 831160.30000000 0.005241506326 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 4.61887900 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532BAB3 1000000.00000000 PA USD 1059764.30000000 0.006683140765 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.64360000 N N N N N N Travelport Finance (Luxembourg) SA N/A L9308UAQ3 4294794.28000000 PA USD 2603719.03000000 0.016419708411 Long LON CORP US N 2 2026-05-29 Variable 6.07200000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700BA3 4198000.00000000 PA USD 4554830.00000000 0.028723905920 Long DBT CORP US N 2 2024-04-01 Fixed 7.50000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170302 1087.00000000 NS USD 141907.85000000 0.000894906666 Long EC CORP US N 1 N N N Navient Private Education Refi Loan Trust N/A 63941MAC5 2180000.00000000 PA USD 2044243.77000000 0.012891516418 Long ABS-O CORP US N 2 2068-05-15 Floating 1.73400100 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 N/A 906000.00000000 PA 881642.01000000 0.005559856712 Long DBT CORP DE N 2 2027-05-15 Variable 3.87500000 N N Y N N N CPUK Finance Ltd. 6354003CVDDPNXREIR29 N/A 119000.00000000 PA 129479.44000000 0.000816529980 Long DBT CORP JE N 2 2025-08-28 Fixed 4.87500000 N N N N N N State of Mongolia N/A N/A 1259000.00000000 PA USD 1185033.75000000 0.007473121488 Long DBT NUSS MN N 2 2024-03-09 Fixed 8.75000000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502101 1711.00000000 NS USD 188552.20000000 0.001189057693 Long EC CORP US N 1 N N N Aetna, Inc. 549300QKBENKLBXQ8968 00817YAP3 850000.00000000 PA USD 1008860.00000000 0.006362125420 Long DBT CORP US N 2 2044-03-15 Fixed 4.75000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12596GAG4 5030000.00000000 PA USD 3509968.71000000 0.022134747292 Long ABS-MBS CORP US N 2 2051-11-15 Variable 5.05483900 N N N N N N LCCM Mortgage Trust 549300LIDRVT45XGLR93 50185VAA1 1545000.00000000 PA USD 1548614.68000000 0.009765954465 Long ABS-MBS CORP US N 2 2031-05-15 Fixed 3.38800000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 5633.00000000 NS USD 94803.39000000 0.000597854070 Long EC CORP US N 1 N N N CHL Mortgage Pass-Through Trust N/A 12545EAJ5 1209961.43000000 PA USD 719063.74000000 0.004534597168 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 149123101 6000.00000000 NS USD 698280.00000000 0.004403529665 Long EC CORP US N 1 N N N Norbord, Inc. 549300VL705RQ5PHI407 65548PAE6 173000.00000000 PA USD 170405.00000000 0.001074616876 Long DBT CORP CA N 2 2023-04-15 Fixed 6.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJE1 600000.00000000 PA USD 627871.00000000 0.003959512766 Long DBT CORP US N 2 2022-09-23 Fixed 3.25000000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887AW9 927000.00000000 PA USD 930430.66000000 0.005867530235 Long DBT CORP US N 2 2020-11-12 Fixed 3.25000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 37331NAK7 2600000.00000000 PA USD 2609621.27000000 0.016456929424 Long DBT CORP US N 2 2030-04-30 Fixed 2.30000000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AL5 960000.00000000 PA USD 849000.00000000 0.005354007971 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902VAF4 625000.00000000 PA USD 629841.88000000 0.003971941632 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300VOKB4Z9J8DIM89 94989YBA0 514000.00000000 PA USD 534273.03000000 0.003369260378 Long ABS-MBS CORP US N 2 2059-01-15 Fixed 3.32400000 N N N N N N Qatar Electricity & Water Co. QSC N/A N/A 31180.00000000 NS 127961.88000000 0.000806959865 Long EC CORP QA N 2 N N N BOC Hong Kong Holdings Ltd. N/A N/A 57000.00000000 NS 174940.58000000 0.001103219387 Long EC CORP HK N 2 N N N Altice France SA 5493001ZMCICV4N02J21 02156LAC5 5133000.00000000 PA USD 5169444.30000000 0.032599818596 Long DBT CORP FR N 2 2028-01-15 Fixed 5.50000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAL0 1179000.00000000 PA USD 1300248.36000000 0.008199693856 Long DBT CORP US N 2 2025-02-15 Fixed 5.87500000 N N N N N N Regatta XV Funding Ltd. N/A 75888RAJ8 1000000.00000000 PA USD 835619.20000000 0.005269625273 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 4.29138000 N N N N N N Indofood CBP Sukses Makmur Tbk. PT N/A N/A 156900.00000000 NS 103813.24000000 0.000654672455 Long EC CORP ID N 2 N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272104 1574.00000000 NS USD 96580.64000000 0.000609061856 Long EC CORP US N 1 N N N Dali Foods Group Co. Ltd. 52990093PPQC644N7T38 N/A 962500.00000000 NS 594616.67000000 0.003749802580 Long EC CORP KY N 2 N N N Level 3 Financing, Inc. N/A 527298BD4 1526000.00000000 PA USD 1529204.60000000 0.009643549608 Long DBT CORP US N 2 2022-08-15 Fixed 5.37500000 N N N N N N CarMax Auto Owner Trust N/A 14315VAB8 1900000.00000000 PA USD 1903329.94000000 0.012002878292 Long ABS-O CORP US N 2 2023-01-17 Fixed 1.75000000 N N N N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 300000.00000000 PA 332864.44000000 0.002099127049 Long DBT CORP IT N 2 2025-09-30 Fixed 3.00000000 N N N N N N Parsley Energy LLC N/A 701885AD7 1750000.00000000 PA USD 1570625.00000000 0.009904757090 Long DBT CORP US N 2 2025-01-15 Fixed 5.37500000 N N N N N N DISH DBS Corp. N/A 25470XAL9 230000.00000000 PA USD 218500.00000000 0.001377916067 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AE6 350000.00000000 PA USD 368953.71000000 0.002326715081 Long DBT CORP US N 2 2023-09-15 Fixed 3.65000000 N N N N N N Theta Capital Pte. Ltd. 2549003I5QVCGQHCYJ52 N/A 630000.00000000 PA USD 429784.49000000 0.002710329311 Long DBT CORP SG N 2 2026-10-31 Fixed 6.75000000 N N N N N N Mercedes-Benz Master Owner Trust N/A 58768UAK9 2000000.00000000 PA USD 1951333.20000000 0.012305598948 Long ABS-O CORP US N 2 2023-05-15 Floating 1.15400200 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AM3 972000.00000000 PA USD 709560.00000000 0.004474664188 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBM2 900000.00000000 PA USD 902275.34000000 0.005689975691 Long DBT CORP US N 2 2030-04-15 Fixed 2.25000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBU2 345000.00000000 PA USD 364128.51000000 0.002296286154 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 970000.00000000 PA USD 1008496.88000000 0.006359835493 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BZ6 1200000.00000000 PA USD 1495226.24000000 0.009429273507 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889208 3330.00000000 NS USD 87079.50000000 0.000549145273 Long EC CORP US N 1 N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AB8 4924000.00000000 PA USD 4388367.28000000 0.027674150055 Long DBT CORP US N 2 2024-06-01 Fixed 7.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5833.21000000 -0.00003678569 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 560000.00000000 EUR 607966.24000000 USD 2020-05-15 -5833.21000000 N N N BWAY Holding Co. N/A 05604XAP1 5938093.59000000 PA USD 5080811.02000000 0.032040874794 Long LON CORP US N 2 2024-04-03 Variable 4.56138000 N N N N N N Amsted Industries, Inc. N2VLGYMEEBIU3PFSUY86 032177AH0 360000.00000000 PA USD 360396.00000000 0.002272748005 Long DBT CORP US N 2 2027-07-01 Fixed 5.62500000 N N N N N N Verscend Escrow Corp. N/A 92535WAA8 11430000.00000000 PA USD 11915775.00000000 0.075143880248 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 N/A 8000000.00000000 PA 6312096.00000000 0.039805668195 Long DBT CORP ES N 2 2022-05-18 Variable 6.49999900 N N N N N N Kapla Holding SAS 894500PJ28XTH66K4X83 N/A 343000.00000000 PA 321374.45000000 0.002026668276 Long DBT CORP FR N 2 2026-12-15 Floating 3.25000100 N N N N N N Garda World Security Corp. N/A 36485MAK5 2028000.00000000 PA USD 1951950.00000000 0.012309488644 Long DBT CORP CA N 2 2027-02-15 Fixed 4.62500000 N N N N N N Constellium SE N/A 210383AF2 316000.00000000 PA USD 303360.00000000 0.001913064614 Long DBT CORP FR N 2 2025-03-01 Fixed 6.62500000 N N N N N N Gates Global LLC N/A 36740LAA0 3043000.00000000 PA USD 2769464.73000000 0.017464942567 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N Teva Pharmaceutical Finance Netherlands II BV 549300HSQCIKJAOYIT23 N/A 200000.00000000 PA 215129.05000000 0.001356658007 Long DBT CORP NL N 2 2022-04-15 Fixed 3.25000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAS1 775000.00000000 PA USD 795563.00000000 0.005017020781 Long DBT CORP KY N 2 2023-06-06 Fixed 2.80000000 N N N N N N Trane Technologies plc 549300BURLR9SLYY2705 N/A 2610.00000000 NS USD 228166.20000000 0.001438873561 Long EC CORP IE N 1 N N N Presidio Holdings, Inc. N/A 74101XAE0 2077000.00000000 PA USD 2045845.00000000 0.012901614178 Long DBT CORP US N 2 2027-02-01 Fixed 4.87500000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 N/A 109621.00000000 NS 10130340.10000000 0.063884477791 Long EC CORP FR N 2 N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 00846U101 4592.00000000 NS USD 352022.72000000 0.002219943991 Long EC CORP US N 1 N N N Diageo plc 213800ZVIELEA55JMJ32 N/A 243503.00000000 NS 8383772.65000000 0.052870183269 Long EC CORP GB N 2 N N N Yanlord Land HK Co. Ltd. 549300O56H3950RDWG19 N/A 3965000.00000000 PA USD 3796487.50000000 0.023941606992 Long DBT CORP HK N 2 2024-02-27 Fixed 6.80000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967KA8 4825000.00000000 PA USD 5285499.74000000 0.033331693449 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N GRACE Mortgage Trust N/A 38406HAN2 10255801.00000000 PA USD 10170796.82000000 0.064139608063 Long ABS-MBS CORP US N 2 2028-06-10 Variable 3.70977100 N N N N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515BC7 13425000.00000000 PA USD 10471500.00000000 0.066035918102 Long DBT CORP US N 2 2047-02-12 Floating 3.81663000 N N N N N N Anheuser-Busch Cos. LLC N/A 03522AAH3 5250000.00000000 PA USD 5876502.19000000 0.037058703848 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244AN9 845000.00000000 PA USD 882008.05000000 0.005562165053 Long DBT CORP US N 2 2023-03-01 Fixed 3.10000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAU4 170000.00000000 PA USD 122233.40000000 0.000770834626 Long DBT CORP US N 2 2023-02-15 Variable 6.87499900 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BB7 3800000.00000000 PA USD 3916182.26000000 0.024696432315 Long DBT CORP US N 2 2022-01-30 Fixed 2.75000000 N N N N N N PVH Corp. 123WALMHY1GZXG2YDL90 693656100 797.00000000 NS USD 39236.31000000 0.000247434059 Long EC CORP US N 1 N N N TIBCO Software, Inc. N/A 88632NAN0 5558937.00000000 PA USD 5155914.07000000 0.032514493555 Long LON CORP US N 2 2028-03-03 Variable 7.66000000 N N N N N N Pola Orbis Holdings, Inc. 353800E8OIV0XYBABS79 N/A 6600.00000000 NS 117779.79000000 0.000742749039 Long EC CORP JP N 2 N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278X109 1759.00000000 NS USD 76586.86000000 0.000482976041 Long EC CORP US N 1 N N N Muenchener Rueckversicherungs-Gesellschaft AG 529900MUF4C20K50JS49 N/A 34541.00000000 NS 7565325.93000000 0.047708851982 Long EC CORP DE N 2 N N N Flatiron CLO 17 Ltd. 549300ZUHE1G4KLVKW25 33882GAA6 3000000.00000000 PA USD 2866026.60000000 0.018073886056 Long ABS-CBDO CORP KY N 2 2030-05-15 Floating 2.94175100 N N N N N N MPT Operating Partnership LP N/A 55342UAH7 6974000.00000000 PA USD 7113480.00000000 0.044859397670 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Haier Electronics Group Co. Ltd. 2549005C2Y8BRVJ7PQ20 N/A 3058000.00000000 NS 8422017.19000000 0.053111362977 Long EC CORP BM N 2 N N N Commercial Mortgage Trust N/A 12593PAX0 13226668.55220000 PA USD 454882.33000000 0.002868602615 Long ABS-MBS CORP US N 2 2048-08-10 Variable 0.99083200 N N N N N N AssuredPartners, Inc. N/A 04621HAN3 2604114.13100000 PA USD 2427242.70000000 0.015306804197 Long LON CORP US N 2 2027-02-12 Variable 3.90363000 N N N N N N MCUBS MidCity Investment Corp. 353800WZPKHG2SQS1P32 N/A 12942.00000000 NS 8982626.51000000 0.056646706637 Long EC CORP JP N 2 N N N Vale Overseas Ltd. 254900BA3U6G5DNV5V04 91911TAP8 2700000.00000000 PA USD 2945700.00000000 0.018576326596 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N Eldorado Resorts, Inc. 5299000BKFWWVND5L441 28470RAF9 610000.00000000 PA USD 585600.00000000 0.003692941187 Long DBT CORP US N 2 2025-04-01 Fixed 6.00000000 N N N N N N EnLink Midstream Partners LP 88CPW63VL7KHJWS0NY83 29336UAH0 9499000.00000000 PA USD 2564730.00000000 0.016173833761 Long DBT CORP US N 2 2022-12-15 Variable 6.00000100 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362UAB0 1649000.00000000 PA USD 1653122.50000000 0.010425007116 Long DBT CORP US N 2 2026-02-10 Fixed 4.62500000 N N N N N N LHC3 plc 213800Q3UJN3YFW7VT63 N/A 2056000.00000000 PA 2118965.02000000 0.013362727452 Long DBT CORP JE N 2 2024-08-15 Fixed 4.12500000 N N Y N N N OZLM XIX Ltd. 5493009C40QUU66J8E83 67112CAA5 10000000.00000000 PA USD 9405982.00000000 0.059316493054 Long ABS-CBDO CORP KY N 2 2030-11-22 Floating 2.43888100 N N N N N N QL Resources Bhd. N/A N/A 65500.00000000 NS 123844.61000000 0.000780995322 Long EC CORP MY N 2 N N N Concho Resources, Inc. SYHS7HRDXLL4I0IQ8776 20605PAJ0 225000.00000000 PA USD 222725.15000000 0.001404560928 Long DBT CORP US N 2 2047-10-01 Fixed 4.87500000 N N N N N N Chongqing Rural Commercial Bank Co. Ltd. 300300C1126750000027 N/A 342000.00000000 NS 149198.95000000 0.000940886180 Long EC CORP CN N 2 N N N China Cinda Asset Management Co. Ltd. 3003008W60YAHL9CQE51 N/A 630000.00000000 PA USD 627834.38000000 0.003959281831 Long DBT NUSS CN N 2 2021-09-30 Variable 4.45000000 N N N N N N Nabors Industries Ltd. N/A 629571AB6 1091000.00000000 PA USD 436400.00000000 0.002752048384 Long DBT CORP BM N 2 2028-01-15 Fixed 7.50000000 N N N N N N Shell Eln N/A N/A 148537.00000000 NS USD 42163103.67000000 0.265891157990 Long SN CORP US N 2 2020-07-16 Fixed 13.90470000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAM2 1175000.00000000 PA USD 1244147.20000000 0.007845905802 Long DBT CORP US N 2 2027-01-15 Fixed 3.12500000 N N N N N N Galaxy XIX CLO Ltd. 5493000B2531UL3WQV87 36319QBM3 8578000.00000000 PA USD 8161952.42000000 0.051471328994 Long ABS-CBDO CORP KY N 2 2030-07-24 Floating 2.24025100 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GFD1 650000.00000000 PA USD 887730.38000000 0.005598251508 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Loxam SAS 969500BNA2YRNE1R5K91 N/A 708000.00000000 PA 694396.31000000 0.004379038137 Long DBT CORP FR N 2 2025-01-14 Fixed 3.25000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397XU2 2800000.00000000 PA USD 2439500.00000000 0.015384101820 Long DBT CORP US N 2 2026-01-08 Fixed 4.38900000 N N N N N N ACI Worldwide, Inc. 5493003BPVMZUJ6F5C02 004498AB7 180000.00000000 PA USD 179100.00000000 0.001129449738 Long DBT CORP US N 2 2026-08-15 Fixed 5.75000000 N N N N N N LYB International Finance III LLC N/A 50249AAA1 125000.00000000 PA USD 127608.40000000 0.000804730731 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 N/A 1596948.00000000 NS USD 48663236.07000000 0.306882631114 Long SN CORP US N 2 2020-07-22 Fixed 18.69000000 N N N N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAC9 2742000.00000000 PA USD 2789985.00000000 0.017594348562 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647AX5 500000.00000000 PA USD 461875.00000000 0.002912700155 Long DBT CORP US N 2 2024-07-15 Fixed 6.50000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 6800000.00000000 PA 7004673.20000000 0.044173234567 Long DBT CORP ES N 2 2024-06-13 Variable 6.74999900 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAF2 3825000.00000000 PA USD 3897482.41000000 0.024578506348 Long DBT CORP GB N 2 2023-01-10 Fixed 3.57100000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058100 9477.00000000 NS USD 355766.58000000 0.002243553716 Long EC CORP US N 1 N N N Anheuser-Busch Cos. LLC N/A 03522AAJ9 2300000.00000000 PA USD 2653718.52000000 0.016735017796 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAE4 925000.00000000 PA USD 1344373.52000000 0.008477958235 Long DBT CORP US N 2 2038-04-15 Fixed 6.05000000 N N N N N N Elanco Animal Health, Inc. N/A N/A 5457057.00000000 PA USD 5259238.68000000 0.033166084587 Long LON CORP US N 2 2027-02-04 Variable 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 17956.02000000 0.000113235187 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6082882.04000000 USD 5562168.00000000 EUR 2020-06-17 17956.02000000 N N N Velocity Commercial Capital Loan Trust N/A 92259LAH1 3480196.12000000 PA USD 3065528.32000000 0.019331994182 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.98000100 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 664397AK2 690000.00000000 PA USD 711417.95000000 0.004486380889 Long DBT CORP US N 2 2023-05-01 Fixed 2.80000000 N N N N N N Helmerich & Payne, Inc. 254900NAOGHJ88RZ4C73 423452101 1177.00000000 NS USD 23269.29000000 0.000146742007 Long EC CORP US N 1 N N N CSC Holdings LLC N/A 64072UAK8 3192685.78000000 PA USD 3033626.17000000 0.019130811184 Long LON CORP US N 2 2027-04-15 Variable 3.31400000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AZ5 200000.00000000 PA USD 200766.77000000 0.001266085850 Long DBT CORP US N 2 2022-09-26 Fixed 2.70000000 N N N N N N Outfront Media Capital LLC N/A 69007TAB0 3636000.00000000 PA USD 3472016.40000000 0.021895410460 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAS0 800000.00000000 PA USD 1047328.37000000 0.006604716656 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N W.R. Grace & Co. 549300GJVOEHHLSO6K25 383909AE8 4502000.00000000 PA USD 4524510.00000000 0.028532700359 Long DBT CORP US N 2 2021-10-01 Fixed 5.12500000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3132A86Y0 1801819.24230000 PA USD 1886253.28000000 0.011895188570 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.50000000 N N N N N N SL Green Realty Corp. 549300VQZPJU97H3GT17 78440X101 891.00000000 NS USD 47267.55000000 0.000298081083 Long EC CORP US N 1 N N N Vedanta Resources Ltd. 2138007MYEKPEAZQTW83 N/A 697000.00000000 PA USD 369410.00000000 0.002329592561 Long DBT CORP GB N 2 2021-06-07 Fixed 8.25000000 N N N N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875PAU5 300000.00000000 PA USD 333074.08000000 0.002100449092 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N OCP CLO Ltd. 254900FZYL5HDKV64882 67092DAQ2 1000000.00000000 PA USD 881442.80000000 0.005558600444 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 3.59138200 N N N N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 626717AJ1 612000.00000000 PA USD 422280.00000000 0.002663004106 Long DBT CORP US N 2 2025-08-15 Fixed 5.75000000 N N N N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073E105 25698.00000000 NS USD 2304082.68000000 0.014530126071 Long EC CORP US N 1 N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAD6 425000.00000000 PA USD 427660.56000000 0.002696935273 Long DBT CORP US N 2 2023-02-15 Fixed 1.92300000 N N N N N N Pampa Energia SA 254900QNIK0CVURGML24 71647XAA5 5795000.00000000 PA USD 3781237.50000000 0.023845436649 Long DBT CORP AR N 2 2023-07-21 Fixed 7.37500000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 70424.00000000 NS USD 15481307.92000000 0.097629029453 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61768HAW6 5892000.00000000 PA USD 6686802.52000000 0.042168661946 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.07100000 N N N N N N Lite-On Technology Corp. 2549005GU1PQ73SZBT32 N/A 2340000.00000000 NS 3636241.26000000 0.022931053817 Long EC CORP TW N 2 N N N Pershing Square Holdings Ltd. U7LC4KOKCTZ0YWGI2G56 71531QAA9 4100000.00000000 PA USD 4192250.00000000 0.026437385060 Long DBT CORP GG N 2 2022-07-15 Fixed 5.50000000 N N N N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 78573NAA0 430000.00000000 PA USD 399900.00000000 0.002521870185 Long DBT CORP US N 2 2023-04-15 Fixed 5.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFP9 3150000.00000000 PA USD 3392305.65000000 0.021392734382 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N Shriram Transport Finance Co. Ltd. 335800TM2YO24B76XL26 N/A 506062.00000000 NS 5191008.74000000 0.032735809389 Long EC CORP IN N 2 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBY0 1800000.00000000 PA USD 1825793.32000000 0.011513912825 Long DBT CORP US N 2 2021-04-30 Fixed 3.45000000 N N N N N N Atlas Senior Loan Fund XI Ltd. 635400RPGP64VI1SZW03 04941YAC3 2000000.00000000 PA USD 1879439.20000000 0.011852217264 Long ABS-CBDO CORP KY N 2 2031-07-26 Floating 2.09138000 N N N N N N Presidio Holdings Inc. N/A 74101YAD0 956000.00000000 PA USD 899041.52000000 0.005669582408 Long LON CORP US N 2 2027-01-22 Variable 5.28000000 N N N N N N GTCR AP Finance, Inc. N/A 40060QAA3 2239000.00000000 PA USD 2093465.00000000 0.013201917900 Long DBT CORP US N 2 2027-05-15 Fixed 8.00000000 N N N N N N Dryden 50 Senior Loan Fund 5493008NBEE3C4AF3K95 262431AE9 1000000.00000000 PA USD 907954.40000000 0.005725789275 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 3.46888100 N N N N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 827048AV1 225000.00000000 PA USD 221062.50000000 0.001394075838 Long DBT CORP US N 2 2028-02-01 Fixed 4.12500000 N N N N N N Mong Duong Finance Holdings BV 549300995KGQFMWSV879 N/A 3063000.00000000 PA USD 2886877.50000000 0.018205377086 Long DBT CORP NL N 2 2029-05-07 Fixed 5.12500000 N N N N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760AL2 953000.00000000 PA USD 992501.85000000 0.006258966803 Long DBT CORP US N 2 2023-05-15 Fixed 8.37500000 N N N N N N Lawson, Inc. 529900IWO8XQO92PR233 N/A 2300.00000000 NS 119552.91000000 0.000753930781 Long EC CORP JP N 2 N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887102 5258.00000000 NS USD 175827.52000000 0.001108812654 Long EC CORP US N 1 N N N Nidda BondCo GmbH 391200JPUEK6AMI9PQ76 N/A 800000.00000000 PA 826604.04000000 0.005212773402 Long DBT CORP DE N 2 2025-09-30 Fixed 5.00000000 N N N N N N Ajax Mortgage Loan Trust N/A 00970FAB8 420000.00000000 PA USD 294000.00000000 0.001854038095 Long ABS-O CORP US N 3 2059-01-25 Variable 5.24999900 N N N N N N Easy Tactic Ltd. 549300WYFMC41MKE6E16 N/A 4785000.00000000 PA USD 4236220.31000000 0.026714672917 Long DBT CORP VG N 2 2024-02-27 Fixed 8.62500000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 36962G4B7 225000.00000000 PA USD 280087.20000000 0.001766300472 Long DBT CORP US N 2 2039-01-10 Fixed 6.87500000 N N N N N N TerraForm Power Operating LLC 5493000S2OLR3UT5BE13 88104LAC7 1805000.00000000 PA USD 1849222.50000000 0.011661663139 Long DBT CORP US N 2 2023-01-31 Fixed 4.25000000 N N N N N N Wens Foodstuffs Group Co. Ltd. 3003005O7DXT61IXLJ96 N/A 49100.00000000 NS 207993.14000000 0.001311657160 Long EC CORP CN N 2 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 825.00000000 NS USD 318730.50000000 0.002009994861 Long EC CORP US N 1 N N N Allegro CLO II-S Ltd. 635400R1GOVCHJ4SNX58 01751EAG3 1300000.00000000 PA USD 1185689.70000000 0.007477258074 Long ABS-CBDO CORP KY N 2 2028-10-21 Floating 3.25900100 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BN3 693408.87490000 PA USD 698632.95000000 0.004405755457 Long ABS-O CORP US N 2 2030-08-15 Fixed 3.23000000 N N N N N N TICP CLO XIV Ltd. N/A 87250CAA5 7000000.00000000 PA USD 6839983.50000000 0.043134659812 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 2.47524800 N N N N N N Forest City Enterprises LP N/A 34555QAF7 1449794.50000000 PA USD 1319313.00000000 0.008319920280 Long LON CORP US N 2 2025-12-08 Variable 3.90363000 N N N N N N Veeva Systems, Inc. 549300YZEXPDB92M2F02 922475108 2305.00000000 NS USD 439794.00000000 0.002773451804 Long EC CORP US N 1 N N N Central China Real Estate Ltd. 549300JDML9PYG0CIJ22 N/A 1750000.00000000 PA USD 1741250.00000000 0.010980761342 Long DBT CORP KY N 2 2020-10-23 Fixed 6.87500000 N N N N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 053484101 125625.00000000 NS USD 20470593.75000000 0.129092723333 Long EC CORP US N 1 N N N Nucor Corp. 549300GGJCRSI2TIEJ46 670346AN5 225000.00000000 PA USD 281577.78000000 0.001775700445 Long DBT CORP US N 2 2043-08-01 Fixed 5.20000000 N N N N N N eResearchTechnology, Inc. N/A 29481PAH4 5114000.00000000 PA USD 4786141.46000000 0.030182614284 Long LON CORP US N 2 2027-02-04 Variable 5.50000000 N N N N N N NXP BV N/A 62947QAU2 1098000.00000000 PA USD 1121682.14000000 0.007073610269 Long DBT CORP NL N 2 2021-06-01 Fixed 4.12500000 N N N N N N Royal Capital BV 72450057BWJ6BYW0TI63 N/A 1014000.00000000 PA USD 972172.50000000 0.006130764798 Long DBT CORP NL N 2 2022-05-05 Fixed 5.87500000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61752JAE0 706610.66000000 PA USD 259991.46000000 0.001639571671 Long ABS-O CORP US N 2 2046-09-25 Variable 5.91880000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JQK8 4057000.00000000 PA USD 3651300.00000000 0.023026018026 Long DBT CORP US N 2 2020-07-15 Floating 4.82888200 N N N N N N Loxam SAS 969500BNA2YRNE1R5K91 N/A 109000.00000000 PA 110727.97000000 0.000698278485 Long DBT CORP FR N 2 2022-04-15 Fixed 3.50000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 896914.00000000 NS USD 47798322.80000000 0.301428270052 Long SN CORP FR N 2 2020-06-19 Fixed 16.86000000 N N N N N N Altice Financing SA N/A L0178UAG1 635348.24000000 PA USD 584717.34000000 0.003687374910 Long LON CORP US N 2 2025-07-15 Variable 3.56400000 N N N N N N Schlumberger Ltd. 213800ZUA17OK3QLGM62 806857108 15134.00000000 NS USD 254553.88000000 0.001605280921 Long EC CORP CW N 1 N N N Waste Pro USA, Inc. 549300BY1QXU5BI3UF28 94107JAA1 3036000.00000000 PA USD 3005640.00000000 0.018954323342 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CW3 3020000.00000000 PA USD 2265000.00000000 0.014283660841 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 1500000.00000000 PA 1644386.48000000 0.010369915572 Long DBT CORP FR N 2 2021-04-07 Variable 6.74999900 N N N N N N Long Beach Mortgage Loan Trust N/A 54251YAD0 4515449.54000000 PA USD 1852058.59000000 0.011679548237 Long ABS-O CORP US N 2 2036-11-25 Floating 0.64725100 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BB3 1000000.00000000 PA USD 996905.16000000 0.006286735186 Long DBT CORP US N 2 2020-11-05 Fixed 2.65000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216100 346118.00000000 NS USD 15883355.02000000 0.100164439793 Long EC CORP US N 1 N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78410G104 1222.00000000 NS USD 354282.24000000 0.002234193094 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJB6 3915000.00000000 PA USD 4017413.58000000 0.025334822532 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N KAR Auction Services, Inc. N/A 48562RAL3 964066.63000000 PA USD 872480.30000000 0.005502080660 Long LON CORP US N 3 2026-09-19 Variable 2.87500000 N N N N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 74736KAG6 2679000.00000000 PA USD 2668953.75000000 0.016831094996 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N Siemens Healthineers AG 529900QBVWXMWANH7H45 N/A 1091.00000000 NS 48030.05000000 0.000302889600 Long EC CORP DE N 2 N N N Regency Centers Corp. 529900053A7X7FJ97S58 758849103 1811.00000000 NS USD 79521.01000000 0.000501479530 Long EC CORP US N 1 N N N WW Grainger, Inc. 549300TWZSP6O1IH2V34 384802104 1491.00000000 NS USD 410889.78000000 0.002591174508 Long EC CORP US N 1 N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46590KAL8 5750000.00000000 PA USD 3911803.78000000 0.024668820517 Long ABS-MBS CORP US N 2 2049-01-15 Variable 4.39294700 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 N/A 4800000.00000000 PA USD 4791600.00000000 0.030217037213 Long DBT CORP SE N 2 2020-05-13 Variable 5.74999900 N N N N N N Banco Bradesco SA 549300CTUU1RFXHQJE44 05947KAZ3 3380000.00000000 PA USD 3195621.00000000 0.020152391409 Long DBT CORP BR N 2 2025-01-27 Fixed 3.20000000 N N N N N N Commercial Mortgage Trust N/A 200474BC7 2620000.00000000 PA USD 2740685.06000000 0.017283450715 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.18300000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 93935NAB0 5775493.84000000 PA USD 4379072.41000000 0.027615534262 Long ABS-MBS CORP US N 2 2046-12-25 Floating 2.59045600 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50076QAN6 1215000.00000000 PA USD 1418639.13000000 0.008946295889 Long DBT CORP US N 2 2040-02-09 Fixed 6.50000000 N N N N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 893830BB4 242000.00000000 PA USD 84458.00000000 0.000532613433 Long DBT CORP KY N 2 2021-12-15 Fixed 8.37499900 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BF0 4386000.00000000 PA USD 4429860.00000000 0.027935813605 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N N/A N/A N/A -2588.00000000 NC USD 5297317.88000000 0.033406221619 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange GBP/USD 2020-06-15 -203837350.00000000 USD 5297317.88000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2C6 475000.00000000 PA USD 506973.41000000 0.003197102094 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N Loxam SAS 969500BNA2YRNE1R5K91 N/A 673000.00000000 PA 678506.49000000 0.004278832928 Long DBT CORP FR N 2 2026-07-15 Fixed 3.75000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 N/A 7000000.00000000 PA USD 7595000.00000000 0.047895984146 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BN3 1241000.00000000 PA USD 1172745.00000000 0.007395625533 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CE9 261000.00000000 PA USD 250562.61000000 0.001580110967 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N Sercomm Corp. 254900MJ2QQG3VODNZ25 N/A 153000.00000000 NS 382322.63000000 0.002411022860 Long EC CORP TW N 2 N N N Al Rajhi Bank 558600BQZS4Y1DTU8589 N/A 116089.00000000 NS 1764651.94000000 0.011128339873 Long EC CORP SA N 2 N N N PDC Energy, Inc. 5493008W8H2T511J5Y59 78470VAC2 1742000.00000000 PA USD 1080040.00000000 0.006811004439 Long DBT CORP US N 2 2025-12-01 Fixed 6.25000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 36257PAE8 1980000.00000000 PA USD 1995870.29000000 0.012586461062 Long ABS-O CORP US N 2 2024-11-18 Fixed 2.21000000 N N N N N N CCO Holdings LLC N/A 1248EPCD3 5510000.00000000 PA USD 5604772.00000000 0.035345104786 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABL2 600000.00000000 PA USD 598075.36000000 0.003771613951 Long DBT CORP US N 2 2020-12-01 Fixed 2.55000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 37331NAJ0 4360000.00000000 PA USD 4370214.04000000 0.027559671148 Long DBT CORP US N 2 2025-09-30 Fixed 1.75000000 N N N N N N Aristocrat Leisure Ltd. N/A 04044PAF1 963654.82000000 PA USD 908023.03000000 0.005726222073 Long LON CORP US N 2 2024-10-19 Variable 2.85900000 N N N N N N Dow Chemical Co. (The) ZQUIP1CSZO8LXRBSOU78 260543CG6 325000.00000000 PA USD 347496.32000000 0.002191399372 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N N/A N/A N/A 90711.00000000 PA -5016.29000000 -0.00003163398 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Casino Guichard Perrachon SA Casino Guichard Perrachon SA Y Payout of notional amount upon default event with regard to the reference instrument 2023-06-20 0.00000000 USD 8297.91000000 USD 90711.00000000 EUR -5016.29000000 N N N Wilmar International Ltd. 549300H2EAI4YRLWBB20 N/A 185200.00000000 NS 466386.04000000 0.002941147910 Long EC CORP SG N 2 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CAL9 470000.00000000 PA USD 504302.82000000 0.003180260680 Long DBT CORP US N 2 2023-10-15 Fixed 3.95000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CE0 14000.00000000 PA USD 15050.00000000 0.000094909093 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Mobile TeleSystems PJSC 2534008FX8EXH1FMJA74 N/A 787976.00000000 NS 3408562.41000000 0.021495253607 Long EC CORP RU N 2 N N N Elm CLO Ltd. N/A 289247BA5 2250000.00000000 PA USD 2071328.40000000 0.013062318921 Long ABS-CBDO CORP KY N 2 2029-01-17 Floating 3.48487900 N N N N N N KFC Holding Co. N/A 48250NAB1 519000.00000000 PA USD 530677.50000000 0.003346586060 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535KAA1 620000.00000000 PA USD 615072.05000000 0.003878799362 Long ABS-O CORP US N 2 2028-11-15 Fixed 2.38000000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 N/A 1750000.00000000 PA USD 1095937.50000000 0.006911258081 Long DBT NUSS LK N 2 2022-01-18 Fixed 5.75000000 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RP83 1200000.00000000 PA USD 1232710.16000000 0.007773780945 Long DBT CORP US N 2 2022-05-10 Fixed 2.65000000 N N N N N N Banff Merger Sub, Inc. 549300DSDR5SWIGOZV63 N/A 720000.00000000 PA 737726.22000000 0.004652287470 Long DBT CORP US N 2 2026-09-01 Fixed 8.37500000 N N N N N N Ford Credit Auto Lease Trust N/A 34531MAD0 980000.00000000 PA USD 979280.97000000 0.006175592602 Long ABS-O CORP US N 2 2023-03-15 Fixed 1.85000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZB2 1178000.00000000 PA USD 1086705.00000000 0.006853035609 Long DBT CORP US N 2 2023-02-15 Fixed 4.14000000 N N N N N N USI, Inc. N/A 90351NAE5 7125228.68200000 PA USD 6694722.37000000 0.042218606517 Long LON CORP US N 2 2024-05-16 Variable 3.40363000 N N N N N N Anchorage Capital CLO 6 Ltd. 54930064GO7DB3TVDY21 03328QAN1 4189000.00000000 PA USD 4010625.68000000 0.025292016324 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 2.48888200 N N N N N N Atrium Hotel Portfolio Trust N/A 04965JAG8 11310000.00000000 PA USD 9129024.84000000 0.057569931403 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.76400100 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 1625000.00000000 PA USD 1735753.74000000 0.010946100541 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 099502106 36277.00000000 NS USD 2664182.88000000 0.016801008687 Long EC CORP US N 1 N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604BW2 1529000.00000000 PA USD 1534667.38000000 0.009677999276 Long DBT CORP US N 2 2030-05-01 Fixed 3.62500000 N N N N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAB6 430000.00000000 PA USD 449178.00000000 0.002832629673 Long DBT CORP US N 2 2025-08-15 Fixed 5.75000000 N N N N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 134429109 1822.00000000 NS USD 91063.56000000 0.000574269759 Long EC CORP US N 1 N N N CDW Corp. N/A 12514G108 1564.00000000 NS USD 173291.20000000 0.001092817981 Long EC CORP US N 1 N N N Bear Stearns Mortgage Funding Trust N/A 07401VAA9 2748774.37000000 PA USD 2338688.30000000 0.014748357832 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.62725000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBW9 950000.00000000 PA USD 983268.77000000 0.006200740674 Long DBT CORP JP N 2 2030-01-15 Fixed 2.75000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 243545.00000000 NS 20783757.89000000 0.131067615325 Long EC CORP CH N 2 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAF8 10995000.00000000 PA USD 12123653.24000000 0.076454812821 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N Alternative Loan Trust 549300EBNJLBIQBKE071 02147CAA1 15170873.44000000 PA USD 11705613.83000000 0.073818550944 Long ABS-MBS CORP US N 2 2046-07-25 Floating 0.67725000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBL5 1060000.00000000 PA USD 1073549.69000000 0.006770074908 Long DBT CORP US N 2 2023-04-15 Fixed 1.57100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHD4 6550000.00000000 PA USD 7029933.63000000 0.044332533205 Long DBT CORP US N 2 2028-12-20 Variable 3.41899900 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494103 3184.00000000 NS USD 198012.96000000 0.001248719630 Long EC CORP US N 1 N N N KLA Corp. 549300H0BF5JCG96TJ81 482480100 1712.00000000 NS USD 280922.08000000 0.001771565436 Long EC CORP US N 1 N N N Yamada Denki Co. Ltd. 353800MDZ4K1DQKLO464 N/A 4400.00000000 NS 20865.47000000 0.000131582912 Long EC CORP JP N 2 N N N Standard Industries, Inc. 54930064UHXCIUWVI755 N/A 1219000.00000000 PA 1137312.35000000 0.007172178312 Long DBT CORP US N 2 2026-11-21 Fixed 2.25000000 N N N N N N Adecco Group AG NI14Y5UMU60O7JE9P611 N/A 5410.00000000 NS 236745.55000000 0.001492977104 Long EC CORP CH N 2 N N N Charter Communications Operating LLC N/A 161175BB9 2670000.00000000 PA USD 2812741.72000000 0.017737858173 Long DBT CORP US N 2 2022-07-23 Fixed 4.46400000 N N N N N N China International Travel Service Corp. Ltd. N/A N/A 11700.00000000 NS 149430.90000000 0.000942348916 Long EC CORP CN N 2 N N N Banijay Entertainment SASU 969500CE0IE2EZ5VBG13 N/A 666000.00000000 PA 689334.58000000 0.004347117592 Long DBT CORP FR N 2 2025-03-01 Fixed 3.50000000 N N N N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639AV8 300000.00000000 PA USD 393247.26000000 0.002479916330 Long DBT CORP US N 2 2044-06-09 Fixed 5.45000000 N N N N N N LCPR Senior Secured Financing DAC 549300LE5FM8IKMXSP90 50201DAA1 2287000.00000000 PA USD 2377565.20000000 0.014993525362 Long DBT CORP IE N 2 2027-10-15 Fixed 6.75000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 N/A 80000000.00000000 PA 9180283.73000000 0.057893182882 Long DBT CORP KY N 2 2023-02-14 Fixed 4.25000000 N N N N N China Evergrande Group HKD XXXX N N N AerCap Ireland Capital DAC N/A 00774MAA3 500000.00000000 PA USD 465186.67000000 0.002933584380 Long DBT CORP IE N 2 2022-05-26 Fixed 3.50000000 N N N N N N Playa Resorts Holding BV N/A 72812NAD8 612522.87000000 PA USD 490783.95000000 0.003095007279 Long LON CORP US N 2 2024-04-29 Variable 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9EK5 395726.08160000 PA USD 427254.18000000 0.002694372538 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 4.00000000 N N N N N N Palmer Square CLO Ltd. 549300A8L0VCZ9626397 69703PAE9 1000000.00000000 PA USD 902499.00000000 0.005691386148 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 2.88524900 N N N N N N Apidos CLO XV 549300HXW2GBYSKFE344 03764QBL5 2000000.00000000 PA USD 1540231.40000000 0.009713087388 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.83524900 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAP8 445000.00000000 PA USD 414214.43000000 0.002612140588 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CH7 1527000.00000000 PA USD 1673973.75000000 0.010556500354 Long DBT NUSS ID N 2 2029-02-11 Fixed 4.75000000 N N N N N N Hong Leong Bank Bhd. 549300BUPYUQGB5BFX94 N/A 75000.00000000 NS 231366.23000000 0.001459053756 Long EC CORP MY N 2 N N N Penske Truck Leasing Co. LP N/A 709599BF0 1600000.00000000 PA USD 1658301.12000000 0.010457664799 Long DBT CORP US N 2 2024-07-01 Fixed 3.45000000 N N N N N N Structured Asset Securities Corp. N/A 863613AA3 1869798.15420000 PA USD 1175537.05000000 0.007413232904 Long ABS-O CORP US N 2 2037-01-25 Floating 0.71725000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142103 39919.00000000 NS USD 4852154.45000000 0.030598908836 Long EC CORP US N 1 N N N Star Energy Geothermal Wayang Windu Ltd. N/A N/A 498850.00000000 PA USD 462683.38000000 0.002917798003 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N Eregli Demir ve Celik Fabrikalari TAS 789000VYQF5IDGG49908 N/A 780050.00000000 NS 899317.35000000 0.005671321861 Long EC CORP TR N 2 N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AN8 350000.00000000 PA USD 334250.00000000 0.002107864740 Long DBT CORP US N 2 2026-06-01 Fixed 4.75000000 N N N N N N CIFC Funding Ltd. 254900JI8OLAMXS6KW67 12554AAA0 9000000.00000000 PA USD 8626389.30000000 0.054400185010 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 2.38488100 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610105 216479.00000000 NS USD 4846964.81000000 0.030566181658 Long EC CORP US N 1 N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 91911XAV6 800000.00000000 PA USD 884000.00000000 0.005574726792 Long DBT CORP US N 2 2026-04-01 Fixed 9.25000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCN9 550000.00000000 PA USD 780089.83000000 0.004919443071 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N CF Industries, Inc. 5FVKT86LAD2F40NPC183 12527GAD5 1075000.00000000 PA USD 1098510.25000000 0.006927482490 Long DBT CORP US N 2 2043-06-01 Fixed 4.95000000 N N N N N N Central China Real Estate Ltd. 549300JDML9PYG0CIJ22 N/A 630000.00000000 PA USD 596925.00000000 0.003764359491 Long DBT CORP KY N 2 2023-11-07 Fixed 7.90000000 N N N N N N Mueller Water Products, Inc. 549300F7ZU4P1F8V8L60 624758AE8 2411000.00000000 PA USD 2467176.30000000 0.015558635543 Long DBT CORP US N 2 2026-06-15 Fixed 5.50000000 N N N N N N Invitation Homes Trust N/A 46187VAL3 2096015.07000000 PA USD 1809006.89000000 0.011408053367 Long ABS-O CORP US N 2 2037-07-17 Floating 3.00075100 N N N N N N Hudbay Minerals, Inc. 549300WI524AL577IX21 443628AG7 310000.00000000 PA USD 280395.00000000 0.001768241537 Long DBT CORP CA N 2 2025-01-15 Fixed 7.62500000 N N N N N N State of Israel Government Bond 213800T8ZHTFZIBYPE21 46513JB34 4315000.00000000 PA USD 4526704.69000000 0.028546540627 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAJ1 855000.00000000 PA USD 871929.00000000 0.005498604023 Long DBT CORP CA N 2 2022-03-15 Fixed 6.50000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669GUR0 1685340.86000000 PA USD 1546824.89000000 0.009754667598 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.75724900 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAS5 673000.00000000 PA USD 715688.39000000 0.004513311360 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 72147KAE8 900000.00000000 PA USD 910755.00000000 0.005743450564 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1745.21000000 0.000011005734 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1644230.25000000 USD 12768270.00000000 HKD 2020-06-16 1745.21000000 N N N Ares XLVII CLO Ltd. 5493001J0ZSE1Y09WE50 04016WAC7 4500000.00000000 PA USD 2258662.50000000 0.014243694969 Long ABS-CBDO CORP KY N 2 2030-04-15 Variable 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H0B27 1424100.41000000 PA USD 1503291.27000000 0.009480133618 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N Diocle Spa 98450058C8B4646FKE32 N/A 309000.00000000 PA 332556.39000000 0.002097184408 Long DBT CORP IT N 2 2026-06-30 Floating 3.87499900 N N N N N N Boyne USA, Inc. N/A 103557AA2 300000.00000000 PA USD 300000.00000000 0.001891875608 Long DBT CORP US N 2 2025-05-01 Fixed 7.25000000 N N N N N N Petronas Chemicals Group Bhd. N/A N/A 39200.00000000 NS 50742.01000000 0.000319991903 Long EC CORP MY N 2 N N N Galaxy XV CLO Ltd. 549300MJK1HWQWCLYA68 36318WAE0 2500000.00000000 PA USD 2353257.50000000 0.014840234879 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 2.41888000 N N N N N N Cedar Funding V CLO Ltd. 635400NWFWJ92O7QGD64 15032AAN7 1750000.00000000 PA USD 1657090.40000000 0.010450029694 Long ABS-CBDO CORP KY N 2 2031-07-17 Floating 2.23488000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LBW8 6237273.75000000 PA USD 6037182.01000000 0.038071991288 Long LON CORP US N 2 2025-04-30 Variable 2.16000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61763KAA2 80982000.00000000 PA USD 1036747.76000000 0.006537992663 Long ABS-MBS CORP US N 2 2047-04-15 Variable 0.50710000 N N N N N N Kakaku.com, Inc. 353800KA15Y0DCPWYY65 N/A 43200.00000000 NS 881511.12000000 0.005559031287 Long EC CORP JP N 2 N N N Bank of Jiangsu Co. Ltd. 300300C1086832000046 N/A 573300.00000000 NS 486933.83000000 0.003070727452 Long EC CORP CN N 2 N N N Bright Scholar Education Holdings Ltd. 30030029PAIA7JHF7N33 N/A 4210000.00000000 PA USD 4125800.00000000 0.026018334613 Long DBT CORP KY N 2 2022-07-31 Fixed 7.45000000 N N N N N N Trend Micro, Inc. 3538005O5UJ5RNAGVE16 N/A 9000.00000000 NS 456586.67000000 0.002879350613 Long EC CORP JP N 2 N N N Jiangsu Expressway Co. Ltd. 529900UWWTWZ6AKLYD43 N/A 7254000.00000000 NS 8658847.86000000 0.054604876870 Long EC CORP CN N 2 N N N eG Global Finance plc 549300TL8Q5207VYET27 28228PAB7 2845000.00000000 PA USD 2773875.00000000 0.017492754841 Long DBT CORP GB N 2 2025-10-30 Fixed 8.50000000 N N N N N N Palmer Square CLO Ltd. 549300A8L0VCZ9626397 69703PAC3 10000000.00000000 PA USD 9011047.00000000 0.056825933410 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 2.58525000 N N N N N N Valvoline, Inc. 549300CMHPBEY6VPOT75 92047WAD3 2123000.00000000 PA USD 2064617.50000000 0.013019998294 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Allied Irish Banks plc 3U8WV1YX2VMUHH7Z1Q21 N/A 7190000.00000000 PA 7806515.63000000 0.049229855016 Long DBT CORP IE N 2 2020-12-03 Variable 7.37500000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAD3 100000.00000000 PA USD 105391.47000000 0.000664625171 Long DBT CORP US N 2 2024-10-15 Fixed 3.62500000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473QBG7 800000.00000000 PA USD 909202.56000000 0.005733660487 Long DBT CORP US N 2 2048-03-30 Fixed 3.95000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FD5 525000.00000000 PA USD 568045.60000000 0.003582238716 Long DBT CORP US N 2 2039-08-15 Fixed 3.55000000 N N N N N N QBE Insurance Group Ltd. 549300D2FBW76FPUSG65 N/A 677000.00000000 PA USD 680713.89000000 0.004292753348 Long DBT CORP AU N 2 2046-06-17 Variable 5.87499800 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BR9 3820000.00000000 PA USD 4107034.80000000 0.025899996533 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N Tempo Acquisition LLC N/A 88023JAA4 6707000.00000000 PA USD 6505790.00000000 0.041027151375 Long DBT CORP US N 2 2025-06-01 Fixed 6.75000000 N N N N N N Colgate-Palmolive India Ltd. 335800YWKI47DGFKWB26 N/A 7598.00000000 NS 146658.07000000 0.000924862751 Long EC CORP IN N 2 N N N Regatta IX Funding Ltd. 254900JVS76S6N8G1I74 75887VAC5 10000000.00000000 PA USD 9229212.00000000 0.058201736884 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 2.93487800 N N N N N N Manila Electric Co. N/A N/A 18760.00000000 NS 93668.87000000 0.000590699501 Long EC CORP PH N 2 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 37520.00000000 NS USD 2281591.20000000 0.014388289130 Long EC CORP US N 1 N N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 494368103 3719.00000000 NS USD 515007.12000000 0.003247764694 Long EC CORP US N 1 N N N Sunshine Luxembourg VII SARL N/A L8908YAB4 5489646.57000000 PA USD 5016164.55000000 0.031633197862 Long LON CORP US N 2 2026-10-01 Variable 5.32200000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 364725BC4 175000.00000000 PA USD 175875.00000000 0.001109112075 Long DBT CORP US N 2 2024-09-15 Fixed 5.50000000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 3992.00000000 NS USD 437523.20000000 0.002759131566 Long EC CORP US N 1 N N N Virginia Electric & Power Co. CQKUMNNZVDJLRYV2PT43 927804GC2 500000.00000000 PA USD 553875.37000000 0.003492877674 Long DBT CORP US N 2 2049-12-01 Fixed 3.30000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 891906AD1 165000.00000000 PA USD 167302.80000000 0.001055053621 Long DBT CORP US N 2 2021-04-01 Fixed 3.80000000 N N N N N N Targa Resources Partners LP N/A 87612BBJ0 3333000.00000000 PA USD 2988034.50000000 0.018843298622 Long DBT CORP US N 2 2026-04-15 Fixed 5.87500000 N N N N N N Sally Holdings LLC N/A 79546VAL0 895000.00000000 PA USD 733542.00000000 0.004625900724 Long DBT CORP US N 2 2025-12-01 Fixed 5.62500000 N N N N N N SunCoke Energy Partners LP N/A 86723CAF5 1100000.00000000 PA USD 838750.00000000 0.005289368887 Long DBT CORP US N 2 2025-06-15 Fixed 7.50000000 N N N N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 N/A 4925.00000000 NS USD 531949.25000000 0.003354606036 Long EC CORP CH N 1 N N N Mattel, Inc. 549300VELLG24KHTJ564 577081BB7 2615000.00000000 PA USD 2654225.00000000 0.016738211786 Long DBT CORP US N 2 2025-12-31 Fixed 6.75000000 N N N N N N Royal Capital BV 72450057BWJ6BYW0TI63 N/A 1000000.00000000 PA USD 930685.00000000 0.005869134167 Long DBT CORP NL N 2 2021-05-05 Variable 5.50000100 N N N N N N VICI Properties LP N/A 92564RAC9 2954000.00000000 PA USD 2776760.00000000 0.017510948378 Long DBT CORP US N 2 2025-02-15 Fixed 3.50000000 N N N N N N Six Flags Entertainment Corp. 549300JYTDUAA4JQ3717 83001AAB8 1012000.00000000 PA USD 890762.40000000 0.005617372190 Long DBT CORP US N 2 2024-07-31 Fixed 4.87500000 N N N N N N Crown Americas LLC N/A 22819KAB6 4926000.00000000 PA USD 4936098.30000000 0.031128279910 Long DBT CORP US N 2 2026-09-30 Fixed 4.25000000 N N N N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 947075AP2 1000000.00000000 PA USD 740000.00000000 0.004666626500 Long DBT CORP BM N 2 2024-12-01 Fixed 11.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148YAB4 280000.00000000 PA USD 275743.04000000 0.001738905104 Long DBT CORP US N 2 2022-10-31 Floating 1.54013000 N N N N N N Ohio Power Co. 06ZODLC132CY1O2Y7D77 677415CR0 1225000.00000000 PA USD 1523138.10000000 0.009605292730 Long DBT CORP US N 2 2049-06-01 Fixed 4.00000000 N N N N N N CCO Holdings LLC N/A 1248EPBG7 400000.00000000 PA USD 410175.00000000 0.002586666925 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 1262.00000000 NS USD 239123.76000000 0.001507974696 Long EC CORP US N 1 N N N Cerner Corp. 549300L4UJ40IEVVI304 156782104 11019.00000000 NS USD 764608.41000000 0.004821813335 Long EC CORP US N 1 N N N Realogy Group LLC N/A 75606DAE1 500000.00000000 PA USD 380190.00000000 0.002397573958 Long DBT CORP US N 2 2023-06-01 Fixed 4.87500000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AM1 1603000.00000000 PA USD 1438692.50000000 0.009072757494 Long DBT CORP US N 2 2026-04-01 Fixed 7.50000000 N N N N N N CFLD Cayman Investment Ltd. 3003006ZC30FH27GHL08 N/A 1355000.00000000 PA USD 1218229.69000000 0.007682463452 Long DBT CORP KY N 2 2024-04-08 Fixed 8.60000000 N N N N N N Diamond (BC) BV N/A N2611UAC9 3282713.54000000 PA USD 2816994.97000000 0.017764680240 Long LON CORP US N 2 2024-09-06 Variable 3.75921800 N N N N N N Aqueduct European CLO DAC 635400NHJN6HCPE9UC07 N/A 219000.00000000 PA 157043.13000000 0.000990353556 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 4.39999900 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KC4 2225000.00000000 PA USD 2734499.03000000 0.017244440051 Long DBT CORP US N 2 2049-05-15 Fixed 4.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBA7 658000.00000000 PA USD 671540.57000000 0.004234904080 Long DBT CORP US N 2 2024-05-01 Fixed 6.37500000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612G101 152783.00000000 NS USD 1980067.68000000 0.012486805820 Long EC CORP US N 1 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TAT4 465000.00000000 PA USD 478706.22000000 0.003018842070 Long DBT CORP US N 2 2021-11-01 Fixed 3.60000000 N N N N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 037411AZ8 393000.00000000 PA USD 356280.12000000 0.002246792228 Long DBT CORP US N 2 2022-04-15 Fixed 3.25000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408103 8412.00000000 NS USD 557126.76000000 0.003513381759 Long EC CORP US N 1 N N N CMA CGM SA 969500BZJ49IICIBZZ08 N/A 700000.00000000 PA 548242.80000000 0.003457357268 Long DBT CORP FR N 2 2022-07-15 Fixed 6.50000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534GAA1 1330000.00000000 PA USD 1322688.59000000 0.008341207601 Long ABS-O CORP US N 2 2029-02-15 Fixed 2.01000000 N N N N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 22550L2B6 780000.00000000 PA USD 798488.12000000 0.005035467325 Long DBT CORP CH N 2 2022-04-08 Fixed 2.80000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 1150000.00000000 PA USD 1325634.85000000 0.008359787460 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N ReNew Power Pvt Ltd. 335800BITJZHVZ1CN475 N/A 935000.00000000 PA USD 749168.75000000 0.004724446948 Long DBT CORP IN N 2 2027-03-05 Fixed 5.87500000 N N N N N N Henry Schein, Inc. VGO3WGL8H45T73F4RR92 806407102 34372.00000000 NS USD 1875336.32000000 0.011826343469 Long EC CORP US N 1 N N N SK Telecom Co. Ltd. 9884003WEA1PHW006037 N/A 6583.00000000 NS 1144150.69000000 0.007215302608 Long EC CORP KR N 2 N N N Harvest Commercial Capital Loan Trust N/A 41753CAE6 3150000.00000000 PA USD 2149298.55000000 0.013554018337 Long ABS-MBS CORP US N 2 2046-09-25 Variable 4.64000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368JFA3 16275000.00000000 PA USD 16519125.00000000 0.104173765518 Long DBT CORP FR N 2 2025-09-29 Variable 7.99999900 N N N N N N Ajax Mortgage Loan Trust N/A 00969KAB0 630000.00000000 PA USD 504000.00000000 0.003178351021 Long ABS-O CORP US N 3 2058-06-25 Variable 5.24999900 N N N N N N CoStar Group, Inc. N/A 22160N109 102.00000000 NS USD 66122.52000000 0.000416985275 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHW3 950000.00000000 PA USD 996925.51000000 0.006286863518 Long DBT CORP US N 2 2029-07-30 Fixed 3.00000000 N N N N N N Nationstar Mortgage Holdings, Inc. N/A 63861CAA7 3249000.00000000 PA USD 2771721.90000000 0.017479176850 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N Nomura Bank International plc WGII3666BEDR02O24131 N/A 391656.00000000 NS USD 47002464.72000000 0.296409388422 Long SN CORP GB N 2 2020-07-17 Fixed 12.76000000 N N N N N N Select Medical Corp. N/A 816196AT6 1830000.00000000 PA USD 1762473.00000000 0.011114598929 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 225000.00000000 PA USD 243404.47000000 0.001534969932 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 4240117.00000000 NS 5981428.24000000 0.037720393963 Long EC CORP GB N 2 N N N OHA Credit Partners XIV Ltd. N/A 67706XAJ2 2000000.00000000 PA USD 1757459.00000000 0.011082979381 Long ABS-CBDO CORP KY N 2 2030-01-21 Floating 2.90900200 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000XAL1 3268000.00000000 PA USD 2616059.49000000 0.016497530461 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 4.11800000 N N N N N N Comforia Residential REIT, Inc. N/A N/A 1557.00000000 NS 4623021.50000000 0.029153938705 Long EC CORP JP N 2 N N N Gecina SA 9695003E4MMA10IBTR26 N/A 102577.00000000 NS 13459229.99000000 0.084877296408 Long EC CORP FR N 2 N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBA0 625000.00000000 PA USD 674177.78000000 0.004251534991 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBD2 425000.00000000 PA USD 523500.55000000 0.003301326404 Long DBT CORP US N 2 2048-12-15 Fixed 4.15000000 N N N N N N Barclays Commercial Mortgage Trust N/A 05550MAZ7 3442000.00000000 PA USD 2616353.35000000 0.016499383617 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 4.17800000 N N N N N N Bank of East Asia Ltd. (The) CO6GC26LCGGRTUESIP55 N/A 4755000.00000000 PA USD 4469700.00000000 0.028187054685 Long DBT CORP HK N 2 2024-09-19 Variable 5.87499800 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738108 6187.00000000 NS USD 637632.22000000 0.004021069479 Long EC CORP US N 1 N N N CIFC Funding Ltd. N/A 12554XAA0 12500000.00000000 PA USD 11908230.00000000 0.075096299577 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 3.48070000 N N N N N N MASTR Asset-Backed Securities Trust N/A 57645FAQ0 3028741.87000000 PA USD 2596918.39000000 0.016376821861 Long ABS-O CORP US N 2 2036-06-25 Floating 0.74724800 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02588NAA3 4110000.00000000 PA USD 4079196.37000000 0.025724440377 Long ABS-O CORP US N 2 2025-02-18 Floating 1.19400100 N N N N N N N/A N/A N/A 1.00000000 NC N/A -20103.32000000 -0.00012677660 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1160000.00000000 EUR 1251338.40000000 USD 2020-05-15 -20103.32000000 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AW4 685000.00000000 PA USD 702117.38000000 0.004427729150 Long DBT CORP JP N 2 2021-07-26 Fixed 3.53500000 N N N N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021106 1705.00000000 NS USD 278767.50000000 0.001757978111 Long EC CORP US N 1 N N N CGMS Commercial Mortgage Trust N/A 17326CBA1 1125000.00000000 PA USD 1184887.46000000 0.007472198946 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.24300000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AZ8 1850000.00000000 PA USD 1893162.26000000 0.011938758339 Long DBT CORP US N 2 2030-01-22 Fixed 2.55000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 085790AX1 150000.00000000 PA USD 150036.00000000 0.000946164829 Long DBT CORP US N 2 2022-05-15 Fixed 5.50000000 N N N N N N Apidos CLO XXX N/A 03768CAC3 2000000.00000000 PA USD 1924434.40000000 0.012135968336 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 2.27525000 N N N N N N OCP CLO Ltd. 2549001TBA76KDJQIQ68 67106BAS6 2700000.00000000 PA USD 2432887.92000000 0.015342404377 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 3.28488100 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFU8 3950000.00000000 PA USD 4359828.30000000 0.027494176054 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Citizens Bank NA DRMSV1Q0EKMEXLAU1P80 17401QAQ4 460000.00000000 PA USD 481935.39000000 0.003039206030 Long DBT CORP US N 2 2023-03-29 Fixed 3.70000000 N N N N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284106 675.00000000 NS USD 128405.25000000 0.000809755868 Long EC CORP US N 1 N N N Wanda Group Overseas Ltd. 875500FNRQEY4G2KVW35 N/A 4935000.00000000 PA USD 4225593.75000000 0.026647659151 Long DBT CORP HK N 2 2022-07-24 Fixed 7.50000000 N N N N N N IG Investments Holdings LLC N/A 44958AAJ6 2986242.09000000 PA USD 2499723.53000000 0.015763886578 Long LON CORP US N 2 2025-05-23 Variable 5.45013000 N N N N N N Henderson Land Development Co. Ltd. 529900SYQB7IVR9QGN76 N/A 44000.00000000 NS 179326.79000000 0.001130879932 Long EC CORP HK N 2 N N N Jefferies Finance LLC N/A 47232UAB0 2300704.55000000 PA USD 2036123.53000000 0.012840308138 Long LON CORP US N 2 2026-06-03 Variable 4.25000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 55907RAA6 2295000.00000000 PA USD 2311795.04000000 0.014578762157 Long DBT CORP US N 2 2021-02-01 Fixed 4.25000000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PAU4 350000.00000000 PA USD 263375.00000000 0.001660909127 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N Church & Dwight Co., Inc. POOXSI30AWAQGYJZC921 171340102 2670.00000000 NS USD 186873.30000000 0.001178470126 Long EC CORP US N 1 N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 N/A 938700.00000000 PA 1234819.56000000 0.007787083353 Long DBT CORP GB N 2 2029-03-28 Fixed 6.25000000 N N N N N N Jaguar Land Rover Automotive plc 529900L73GEWN1O5NH84 47010BAF1 450000.00000000 PA USD 277875.00000000 0.001752349782 Long DBT CORP GB N 2 2027-10-01 Fixed 4.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EH3 20485000.00000000 PA USD 21349467.00000000 0.134635119547 Long DBT CORP US N 2 2024-09-05 Variable 6.25000000 N N N N N N Anchorage Capital CLO 4-R Ltd. 549300MP4QPQUMB6AD63 03328LAE2 600000.00000000 PA USD 543500.58000000 0.003427451634 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 2.73713000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661DN4 925000.00000000 PA USD 1006008.20000000 0.006344141250 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCS7 1132000.00000000 PA USD 1117261.36000000 0.007045731716 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N Constellium SE N/A N/A 280000.01400000 PA 294932.70000000 0.001859919937 Long DBT CORP FR N 2 2021-05-15 Fixed 4.62500000 N N N N N N Greenhill & Co., Inc. N/A N/A 1641194.57000000 PA USD 1493487.06000000 0.009418305799 Long LON CORP US N 3 2024-04-12 Variable 3.96825000 N N N N N N GS Mortgage Securities Trust N/A 36254CAA8 2749000.00000000 PA USD 1782874.40000000 0.011243255299 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.00000000 N N N N N N Marico Ltd. 3358003SFDQFGJPC5O84 N/A 103837.00000000 NS 394428.13000000 0.002487363194 Long EC CORP IN N 2 N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CW8 640000.00000000 PA USD 623200.00000000 0.003930056263 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N Charter Communications Operating LLC N/A 161175BS2 875000.00000000 PA USD 1041461.53000000 0.006567718884 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Bear Stearns Asset-Backed Securities I Trust N/A 07388HAB5 1192417.34000000 PA USD 1409884.93000000 0.008891089697 Long ABS-O CORP US N 2 2036-09-25 Floating 0.65724800 N N N N N N British American Tobacco plc 213800FKA5MF17RJKT63 N/A 655089.00000000 NS 25249914.01000000 0.159232321411 Long EC CORP GB N 2 N N N thyssenkrupp AG 549300UDG16DOYUPR330 N/A 3776000.00000000 PA 3920688.29000000 0.024724848476 Long DBT CORP DE N 2 2024-02-22 Fixed 2.87500000 N N N N N N Japan Airlines Co. Ltd. 3538002MH5L1QZZ93477 N/A 800.00000000 NS 14270.23000000 0.000089991666 Long EC CORP JP N 2 N N N Commercial Mortgage Trust N/A 12591TAC0 1544744.55000000 PA USD 1587035.48000000 0.010008245712 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 3.52800000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 1500000.00000000 PA USD 1499572.37000000 0.009456681298 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96949LAA3 1000000.00000000 PA USD 1011594.77000000 0.006379371568 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N Shenzhou International Group Holdings Ltd. 529900B4W41TCUKJFM73 N/A 57500.00000000 NS 663644.13000000 0.004185107140 Long EC CORP KY N 2 N N N GS Mortgage Securities Trust 549300WZ62L3Y22NOZ64 36252AAC0 1160000.00000000 PA USD 1256164.70000000 0.007921691185 Long ABS-MBS CORP US N 2 2048-11-10 Fixed 3.73400000 N N N N N N S-1 Corp. N/A N/A 81077.00000000 NS 5767760.30000000 0.036372950084 Long EC CORP KR N 2 N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DH7 950000.00000000 PA USD 787979.23000000 0.004969195616 Long DBT CORP US N 2 2049-09-13 Fixed 3.25000000 N N N N N N VOC Escrow Ltd. N/A 91832VAA2 600000.00000000 PA USD 471420.00000000 0.002972893330 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAF8 19000000.00000000 PA USD 16672500.00000000 0.105140986922 Long DBT CORP ES N 2 2027-11-16 Variable 6.12500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAC7 1000000.00000000 PA USD 1015942.12000000 0.006406787053 Long DBT CORP GB N 2 2022-01-11 Fixed 3.00000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833DL1 1090000.00000000 PA USD 1118266.29000000 0.007052069058 Long DBT CORP US N 2 2022-09-11 Fixed 1.70000000 N N N N N N VEON Holdings BV 5493000XDKGUH5NQGE22 92334VAA3 3128000.00000000 PA USD 3203072.00000000 0.020199379293 Long DBT CORP NL N 2 2025-04-09 Fixed 4.00000000 N N N N N N Dryden 50 Senior Loan Fund 5493008NBEE3C4AF3K95 262430AA9 4000000.00000000 PA USD 1795764.00000000 0.011324540365 Long ABS-CBDO CORP KY N 2 2030-07-15 Variable 0.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAB8 944000.00000000 PA USD 993560.00000000 0.006265639764 Long DBT CORP US N 2 2027-02-15 Fixed 5.62500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BW8 3756000.00000000 PA USD 4303624.80000000 0.027139742619 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 1725000.00000000 PA 1837721.71000000 0.011589136259 Long DBT CORP IT N 2 2026-06-03 Variable 7.50000200 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WK5F8 1216354.98500000 PA USD 1311576.99000000 0.008271135051 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.50000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBA8 12805000.00000000 PA USD 14245562.50000000 0.089836107393 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N BMW Floorplan Master Owner Trust N/A 05564UAM2 1230000.00000000 PA USD 1243284.62000000 0.007840466155 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.15000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BV7 500000.00000000 PA USD 531730.37000000 0.003353225723 Long DBT CORP US N 2 2024-09-01 Fixed 4.25000000 N N N N N N Alternative Loan Trust N/A 02150JAA0 607937.21000000 PA USD 353902.32000000 0.002231797222 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158109 94696.00000000 NS USD 989573.20000000 0.006240497998 Long EC CORP CO N 1 N N N NAVER Corp. N/A N/A 4453.00000000 NS 721967.43000000 0.004552908568 Long EC CORP KR N 2 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAP7 1500000.00000000 PA USD 1526355.00000000 0.009625579312 Long DBT CORP KY N 2 2021-11-28 Fixed 3.12500000 N N N N N N Regatta IX Funding Ltd. 254900JVS76S6N8G1I74 75887VAG6 750000.00000000 PA USD 624164.48000000 0.003936138517 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 5.03488100 N N N N N N Alternative Loan Trust N/A 02146SAG4 10851739.77200000 PA USD 8525300.39000000 0.053762692866 Long ABS-MBS CORP US N 2 2046-11-25 Floating 2.72045900 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 N/A 600000.00000000 PA USD 572448.00000000 0.003610001360 Long DBT CORP IE N 2 2027-09-19 Variable 4.12499900 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345102 3888.00000000 NS USD 38646.72000000 0.000243715956 Long EC CORP US N 1 N N N Titan Cement International SA 213800H2CDP9I374WH83 N/A 4251.00000000 NS 58789.74000000 0.000370742917 Long EC CORP BE N 1 N N N Charter Communications Operating LLC N/A 161175AX2 390000.00000000 PA USD 390534.30000000 0.002462807721 Long DBT CORP US N 2 2020-07-23 Fixed 3.57900000 N N N N N N Canadian Tire Corp. Ltd. 549300RLHDA7VQYMUB14 136681202 10797.00000000 NS 757601.20000000 0.004777624103 Long EC CORP CA N 1 N N N Banc of America Funding Trust N/A 058933AT9 399653.80000000 PA USD 356990.92000000 0.002251274712 Long ABS-MBS CORP US N 2 2036-05-20 Variable 3.52721200 N N N N N N Viper Energy Partners LP 5299009LINL232255G03 92763MAA3 770000.00000000 PA USD 689150.00000000 0.004345953584 Long DBT CORP US N 2 2027-11-01 Fixed 5.37500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCU8 1690000.00000000 PA USD 1633961.81000000 0.010304174976 Long DBT CORP US N 2 2022-07-08 Fixed 3.55000000 N N N N N N Banca Monte dei Paschi di Siena SpA J4CP7MHCXR8DAQMKIL78 N/A 1325000.00000000 PA 1233660.92000000 0.007779776677 Long DBT NUSS IT N 2 2025-04-28 Fixed 2.62500000 N N N N N N TICP CLO VII Ltd. N/A 87248TAS4 4000000.00000000 PA USD 2930997.20000000 0.018483607034 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 4.70999900 N N N N N N Match Group, Inc. 549300BIJKT86CPCKK96 57665RAL0 2845000.00000000 PA USD 2759650.00000000 0.017403048406 Long DBT CORP US N 2 2030-08-01 Fixed 4.12500000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 1800000.00000000 PA 1967338.30000000 0.012406531142 Long DBT NUSS FR N 2 2024-07-04 Variable 3.99999900 N N N N N N Alternative Loan Trust N/A 02149JAR7 2338953.27000000 PA USD 1740795.21000000 0.010977893321 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAJ3 1346000.00000000 PA USD 1574881.85000000 0.009931601859 Long DBT CORP US N 2 2060-04-01 Fixed 3.70000000 N N N N N N Future Retail Ltd. 335800XO19WYIUZC9H61 N/A 1000000.00000000 PA USD 250000.00000000 0.001576563006 Long DBT CORP IN N 2 2025-01-22 Fixed 5.60000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BR1 650000.00000000 PA USD 431990.00000000 0.002724237813 Long DBT CORP CA N 2 2024-12-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAZE3 2141356.28950000 PA USD 2292932.77000000 0.014459811928 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 3.50000000 N N N N N N Under Armour, Inc. 549300D4549QKWETZ406 904311107 2023.00000000 NS USD 21079.66000000 0.000132933648 Long EC CORP US N 1 N N N Neuberger Berman CLO XXIII Ltd. 549300Y4D7MPQZMHJR43 64131EAJ6 700000.00000000 PA USD 638669.71000000 0.004027612153 Long ABS-CBDO CORP KY N 2 2027-10-17 Floating 3.28488100 N N N N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 N/A 944000.00000000 PA USD 861400.00000000 0.005432205496 Long DBT CORP KY N 2 2024-07-31 Variable 7.87500000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98311AAA3 1424000.00000000 PA USD 1302960.00000000 0.008216794141 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 3495.00000000 NS USD 651572.85000000 0.004108982606 Long EC CORP US N 1 N N N Toyota Auto Receivables Owner Trust N/A 89238TAD5 2910368.03000000 PA USD 2950061.38000000 0.018603830557 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.96000000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AD2 858000.00000000 PA USD 861432.00000000 0.005432407296 Long DBT CORP US N 2 2022-06-15 Fixed 6.50000000 N N N N N N Cedar Funding X CLO Ltd. N/A 15033XAG1 2000000.00000000 PA USD 1694706.20000000 0.010687244409 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 4.98525100 N N N N N N Bear Stearns Mortgage Funding Trust N/A 07401YAA3 3537756.28000000 PA USD 3152683.89000000 0.019881619172 Long ABS-MBS CORP US N 2 2047-09-25 Floating 0.68725100 N N N N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 N/A 1410722.00000000 NS 4856418.07000000 0.030625796298 Long EC CORP BR N 1 N N N Gulf Stream Meridian 1 Ltd. N/A 402563AA8 7500000.00000000 PA USD 7147084.50000000 0.045071316116 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 2.99673000 N N N N N N Go Daddy Operating Co. LLC N/A 38016LAA3 1328000.00000000 PA USD 1364520.00000000 0.008605007016 Long DBT CORP US N 2 2027-12-01 Fixed 5.25000000 N N N N N N Shell Midstream Partners LP 529900YZVDXMTV4XGE96 822634101 237432.00000000 NS USD 3487876.08000000 0.021995425599 Long US N 1 N N N Empresa de Transporte de Pasajeros Metro SA 959800T4M5QUPYMSCH69 29246QAB1 3365000.00000000 PA USD 3523260.32000000 0.022218567535 Long DBT NUSS CL N 2 2047-01-25 Fixed 5.00000000 N N N N N N Realtek Semiconductor Corp. 5299002E7F36O00MYY75 N/A 25000.00000000 NS 214083.11000000 0.001350062046 Long EC CORP TW N 2 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CF1 4070000.00000000 PA USD 4277315.63000000 0.026973830362 Long DBT NUSS ID N 2 2028-04-24 Fixed 4.10000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12527EAH1 3027000.00000000 PA USD 3072710.42000000 0.019377286315 Long ABS-MBS CORP US N 2 2044-04-15 Variable 6.29166600 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAQ4 3964000.00000000 PA USD 4643028.48000000 0.029280107764 Long DBT CORP US N 2 2050-07-01 Fixed 4.15000000 N N N N N N Fomento Economico Mexicano SAB de CV 549300A8MDWDJNMLV153 344419106 33045.00000000 NS USD 2125784.85000000 0.013405735019 Long EC CORP MX N 1 N N N Moneta Money Bank A/S I6USJ58BDV2BO5KP3C31 N/A 211264.00000000 NS 438892.95000000 0.002767769555 Long EC CORP CZ N 2 N N N Merrill Lynch Mortgage Trust N/A 59022HJS2 133521.52000000 PA USD 135158.49000000 0.000852343501 Long ABS-MBS CORP US N 2 2038-07-12 Variable 6.19811300 N N N N N N Industrial Bank of Korea 988400RBIWE3YA18PK12 N/A 14156.00000000 NS 92217.55000000 0.000581547111 Long EC CORP KR N 2 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAT2 250000.00000000 PA USD 264402.50000000 0.001667388801 Long DBT CORP US N 2 2027-04-15 Fixed 5.37500000 N N N N N N PPL Electric Utilities Corp. N/A 69351UAU7 475000.00000000 PA USD 586189.81000000 0.003696660677 Long DBT CORP US N 2 2047-06-01 Fixed 3.95000000 N N N N N N Euro Garages Ltd. N/A N2820EAC2 2206263.28500000 PA USD 1880839.45000000 0.011861047594 Long LON CORP US N 2 2025-02-07 Variable 5.07200000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057CH5 895000.00000000 PA USD 895000.00000000 0.005644095564 Long DBT CORP US N 2 2020-05-01 Fixed 6.62500000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CL7 3000000.00000000 PA USD 2989242.30000000 0.018850915314 Long ABS-O CORP US N 2 2023-12-15 Floating 1.08400000 N N N N N N Vodacom Group Ltd. 37890012A8DC24B8D663 N/A 14104.00000000 NS 93760.35000000 0.000591276397 Long EC CORP ZA N 1 N N N Voya Financial, Inc. 549300T065Z4KJ686G75 929089AG5 16815000.00000000 PA USD 16646850.00000000 0.104979231558 Long DBT CORP US N 2 2023-09-15 Variable 6.12500000 N N N N N N TICP CLO VI Ltd. 254900JG2DPAYUCW8T83 87246MAG7 20900000.00000000 PA USD 20572820.95000000 0.129737393820 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 2.41888000 N N N N N N Calumet Specialty Products Partners LP N/A 131477AT8 1375000.00000000 PA USD 1065625.00000000 0.006720099816 Long DBT CORP US N 2 2025-04-15 Fixed 11.00000000 N N N N N N GreenPoint Mortgage Funding Trust N/A 39538WFJ2 5531618.26000000 PA USD 4922260.72000000 0.031041016643 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.65724800 N N N N N N ILFC E-Capital Trust II N/A 44965UAA2 11944000.00000000 PA USD 5942140.00000000 0.037472632420 Long SN CORP US N 2 2065-12-21 Floating 3.57000100 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 6751000.00000000 PA USD 6919775.00000000 0.043637845121 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N AlixPartners LLP N/A 01642PAW6 4717225.57000000 PA USD 4533772.67000000 0.028591113090 Long LON CORP US N 2 2024-04-04 Variable 2.90363000 N N N N N N Hang Lung Properties Ltd. 529900CIVTNMXQT59E61 N/A 2493000.00000000 NS 5333042.64000000 0.033631510959 Long EC CORP HK N 2 N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BD2 595000.00000000 PA USD 623953.13000000 0.003934805690 Long DBT CORP GB N 2 2023-09-12 Fixed 3.87500000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076BX9 975000.00000000 PA USD 1259152.68000000 0.007940534140 Long DBT CORP US N 2 2048-12-06 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17291CBS3 930000.00000000 PA USD 952202.45000000 0.006004828630 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.71000000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251YAE8 4331838.46000000 PA USD 1808524.36000000 0.011405010411 Long ABS-O CORP US N 2 2036-11-25 Floating 0.70724900 N N N N N N Power Finance Corp. Ltd. 3358003Q6D9LIJJZ1614 N/A 2581000.00000000 PA USD 2323706.56000000 0.014653879204 Long DBT NUSS IN N 2 2027-12-06 Fixed 3.75000000 N N N N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281AAU3 140000.00000000 PA USD 119000.00000000 0.000750443991 Long DBT CORP US N 2 2022-07-01 Fixed 5.87500000 N N N N N N T. Rowe Price Group, Inc. 549300SIV6FPS9Y7IH33 74144T108 2598.00000000 NS USD 300406.74000000 0.001894440613 Long EC CORP US N 1 N N N Harvest CLO XXIII DAC 635400H4BIBT9YC1IC52 N/A 118000.00000000 PA 76149.69000000 0.000480219136 Long ABS-CBDO CORP IE N 2 2032-10-20 Floating 5.33000200 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GT4 325000.00000000 PA USD 353308.22000000 0.002228050678 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N VNDO Mortgage Trust N/A 91830MAC0 121745000.00000000 PA USD 93743.65000000 0.000591171082 Long ABS-MBS CORP US N 2 2029-12-13 Variable 0.27073100 N N N N N N TICP CLO XI Ltd. N/A 87249QAG5 1100000.00000000 PA USD 850060.97000000 0.005360698715 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 4.18524800 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JHZ6 3010000.00000000 PA USD 3081234.96000000 0.019431044212 Long ABS-O CORP US N 2 2023-12-15 Fixed 2.99000000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585AAH5 625000.00000000 PA USD 568064.99000000 0.003582360994 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAR7 1900000.00000000 PA USD 2114743.76000000 0.013336107123 Long DBT CORP US N 2 2029-04-23 Variable 4.00500000 N N N N N N Puma International Financing SA 222100YFBPO7IDRUBR17 N/A 550000.00000000 PA USD 393248.96000000 0.002479927051 Long DBT CORP LU N 2 2026-01-24 Fixed 5.00000000 N N N N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBC1 1175000.00000000 PA USD 1190545.25000000 0.007507878396 Long DBT NUSS CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAA8 1424000.00000000 PA USD 1427389.12000000 0.009001475531 Long DBT CORP US N 2 2023-11-01 Fixed 7.50000000 N N N N N N James Hardie International Finance DAC 635400G32A4Q1LVQ8M88 47032FAB5 1000000.00000000 PA USD 947500.00000000 0.005975173795 Long DBT CORP IE N 2 2028-01-15 Fixed 5.00000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAM7 1075000.00000000 PA USD 1140867.10000000 0.007194595462 Long DBT CORP US N 2 2025-04-07 Fixed 3.05000000 N N N N N N Autostrade per l'Italia SpA 815600149448CEB9B230 N/A 300000.00000000 PA 371138.63000000 0.002340493737 Long DBT CORP IT N 2 2022-06-09 Fixed 6.25000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AX5 556000.00000000 PA USD 579841.28000000 0.003656625247 Long DBT CORP US N 2 2025-07-15 Fixed 7.75000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBY1 435000.00000000 PA USD 414472.58000000 0.002613768547 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBX0 500000.00000000 PA USD 491808.80000000 0.003101470241 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N Albertsons Cos., Inc. N/A 013093AB5 1286000.00000000 PA USD 1329402.50000000 0.008383547210 Long DBT CORP US N 2 2024-06-15 Fixed 6.62500000 N N N N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92552VAL4 6610000.00000000 PA USD 6510850.00000000 0.041059061011 Long DBT CORP US N 2 2027-04-15 Fixed 5.62500000 N N N N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 N/A 3853.00000000 NS 226653.69000000 0.001429335292 Long EC CORP DE N 2 N N N SinoPac Financial Holdings Co. Ltd. N/A N/A 1169000.00000000 NS 475799.81000000 0.003000513516 Long EC CORP TW N 2 N N N WR Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423102 1637.00000000 NS USD 88398.00000000 0.000557460066 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust 54930090HK5C8QSKLK76 95001PAN3 1402408.98000000 PA USD 1298775.16000000 0.008190403485 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.97081400 N N N N N N NextEra Energy Operating Partners LP 549300KJEC5IUVJWR786 65342QAB8 2471000.00000000 PA USD 2535863.75000000 0.015991795914 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80874YBE9 475000.00000000 PA USD 338437.50000000 0.002134272170 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 N/A 1260000.00000000 PA USD 1259307.00000000 0.007941507321 Long DBT CORP KY N 2 2022-03-07 Fixed 6.70000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05254HAA2 6914000.00000000 PA USD 7415265.00000000 0.046762529938 Long DBT CORP AU N 2 2026-06-15 Variable 6.75000000 N N N N N N Cabot Financial Luxembourg SA 2221003LZ2TH3GI7JG79 N/A 2355000.00000000 PA 2760985.50000000 0.017411470406 Long DBT CORP LU N 2 2023-10-01 Fixed 7.50000000 N N N N N N Summit Properties Ltd. 213800KLWIACHRBYR158 N/A 273000.00000000 PA 253125.24000000 0.001596271557 Long DBT CORP GG N 2 2025-01-31 Fixed 2.00000000 N N N N N N Telecom Italia Finance SA 549300O482B6CBF38D50 N/A 610000.00000000 PA 933168.66000000 0.005884796753 Long DBT CORP LU N 2 2033-01-24 Fixed 7.75000000 N N N N N N Dealer Tire LLC N/A 24228HAM0 5516667.50000000 PA USD 4827084.06000000 0.030440808638 Long LON CORP US N 3 2025-12-12 Variable 4.65363000 N N N N N N Creative Artists Agency LLC N/A 22526WAM0 3042861.50000000 PA USD 2715753.89000000 0.017126228474 Long LON CORP US N 2 2026-11-27 Variable 4.15363000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 N/A 2000000.00000000 PA USD 1981500.00000000 0.012495838391 Long DBT CORP SE N 2 2021-03-01 Variable 5.24999900 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 222217.00000000 NS USD 8722017.25000000 0.055003238963 Long EC CORP US N 1 N N N DTZ US Borrower LLC N/A 23340DAP7 4230271.66000000 PA USD 3889227.16000000 0.024526446661 Long LON CORP US N 2 2025-08-21 Variable 3.73938000 N N N N N N AerCap Ireland Capital DAC N/A 00772BAF8 3483000.00000000 PA USD 3380479.39000000 0.021318155005 Long DBT CORP IE N 2 2021-05-15 Fixed 4.50000000 N N N N N N W&T Offshore, Inc. 549300Q7EOY2YIO3YK85 92922PAL0 3210000.00000000 PA USD 1059300.00000000 0.006680212772 Long DBT CORP US N 2 2023-11-01 Fixed 9.75000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAQ3 900000.00000000 PA USD 929903.54000000 0.005864206084 Long DBT CORP US N 2 2030-01-15 Fixed 3.20000000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AG5 454000.00000000 PA USD 467438.35000000 0.002947784042 Long DBT CORP US N 2 2024-08-15 Fixed 6.75000000 N N N N N N RR 5 Ltd. 549300213Q1LH7O32902 74979VAG8 1250000.00000000 PA USD 1124773.75000000 0.007093106741 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 3.46888100 N N N N N N Flatiron CLO 19 Ltd. N/A 33883JAB7 3000000.00000000 PA USD 2857928.70000000 0.018022818657 Long ABS-CBDO CORP KY N 2 2032-11-16 Floating 3.21491200 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BB2 180000.00000000 PA USD 182391.33000000 0.001150205694 Long DBT CORP US N 2 2022-06-15 Fixed 2.60000000 N N N N N N Bear Stearns Asset-Backed Securities Trust N/A 07384YUU8 386988.58000000 PA USD 384658.87000000 0.002425755778 Long ABS-O CORP US N 2 2036-02-25 Floating 0.98725000 N N N N N N Xerox Holdings Corp. N/A 98421M106 2056.00000000 NS USD 37604.24000000 0.000237141814 Long EC CORP US N 1 N N N WFRBS Commercial Mortgage Trust N/A 92939KAE8 1130000.00000000 PA USD 1190071.59000000 0.007504891376 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.60700000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687FJ0 600000.00000000 PA USD 608322.70000000 0.003836236260 Long DBT CORP US N 2 2022-09-01 Fixed 1.65000000 N N N N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653CAC2 994000.00000000 PA USD 889630.00000000 0.005610230990 Long DBT CORP US N 2 2027-03-14 Fixed 7.25000000 N N N N N N Navistar International Corp. WNDD3CRVXJGC8I7GX671 63934EAT5 3340000.00000000 PA USD 2864718.00000000 0.018065633694 Long DBT CORP US N 2 2025-11-01 Fixed 6.62500000 N N N N N N CSMC Series N/A 225492AA5 811395.24000000 PA USD 731144.44000000 0.004610781106 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAV8 7488000.00000000 PA USD 7944019.20000000 0.050096987183 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N PulteGroup, Inc. N/A 745867AM3 135000.00000000 PA USD 155250.00000000 0.000979045627 Long DBT CORP US N 2 2032-06-15 Fixed 7.87500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AS8 2000000.00000000 PA USD 1947500.00000000 0.012281425822 Long DBT CORP GB N 2 2024-09-17 Variable 6.37499900 N N N N N N Palmer Square CLO Ltd. N/A 69688AAE1 1350000.00000000 PA USD 1226264.81000000 0.007733134943 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 2.88488200 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NAS8 1740000.00000000 PA USD 1831002.00000000 0.011546760074 Long DBT CORP NL N 2 2027-01-17 Fixed 7.37500000 N N N N N N Atotech Alpha 3 BV N/A 02079UAA3 10098000.00000000 PA USD 9591080.40000000 0.060483770215 Long DBT CORP NL N 2 2025-02-01 Fixed 6.25000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AC1 1197000.00000000 PA USD 1092262.50000000 0.006888082604 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N Sisal Group SpA 815600B11BCB2AFDE431 N/A 935000.00000000 PA 932403.97000000 0.005879974425 Long DBT CORP IT N 2 2023-07-31 Fixed 7.00000000 N N N N N N Pentair plc 549300EVR9D56WPSRP15 N/A 1807.00000000 NS USD 62504.13000000 0.000394166796 Long EC CORP IE N 1 N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAH8 2246000.00000000 PA USD 2521179.92000000 0.015899195981 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844BY3 750000.00000000 PA USD 895359.94000000 0.005646365436 Long DBT CORP US N 2 2048-02-28 Fixed 4.15000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AD3 3220000.00000000 PA USD 3179106.00000000 0.020048243657 Long DBT CORP US N 2 2026-05-01 Fixed 5.12500000 N N N N N N SMB Private Education Loan Trust 549300WEYOS38NWU8D22 78449TAB7 430000.00000000 PA USD 436311.93000000 0.002751492993 Long ABS-O CORP US N 2 2036-07-15 Fixed 3.44000000 N N N N N N OHA Credit Funding 3 Ltd. N/A 67112RAC8 8000000.00000000 PA USD 7775114.40000000 0.049031830946 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 2.45525000 N N N N N N iStar, Inc. QFFLKWYYS3UPWD86E794 45031UCG4 700000.00000000 PA USD 553000.00000000 0.003487357371 Long DBT CORP US N 2 2025-08-01 Fixed 4.25000000 N N N N N N Etihad Etisalat Co. 2549007BA9ABDE3HVK79 N/A 80664.00000000 NS 595812.94000000 0.003757346560 Long EC CORP SA N 2 N N N Beiersdorf AG L47NHHI0Z9X22DV46U41 N/A 315.00000000 NS 32957.95000000 0.000207841138 Long EC CORP DE N 2 N N N Wachovia Capital Trust II N/A 929768AA7 2055000.00000000 PA USD 1758124.18000000 0.011087174174 Long DBT CORP US N 2 2027-01-15 Floating 1.71888100 N N N N N N Target Healthcare REIT plc 213800RXPY9WULUSBC04 N/A 7001766.00000000 NS 9513833.88000000 0.059996634191 Long EC CORP GB N 2 N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 237194105 1438.00000000 NS USD 106110.02000000 0.000669156528 Long EC CORP US N 1 N N N Belron Finance US LLC N/A 08078UAC7 1568887.50000000 PA USD 1482598.69000000 0.009349640994 Long LON CORP US N 3 2024-11-07 Variable 3.99163000 N N N N N N Galaxy XX CLO Ltd. 549300S1CAKZT00VQL17 36320MAS7 1800000.00000000 PA USD 1380466.80000000 0.008705571555 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.73524800 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148LAF3 1125000.00000000 PA USD 1366938.48000000 0.008620258560 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 12943.00000000 NS USD 3782980.04000000 0.023856425545 Long EC CORP US N 1 N N N West Japan Railway Co. 353800QGUXHZ7EBCR121 N/A 600.00000000 NS 37078.58000000 0.000233826870 Long EC CORP JP N 2 N N N Refinitiv US Holdings, Inc. 549300NF240HXJO7N016 31740LAC7 5282000.00000000 PA USD 5730970.00000000 0.036140941180 Long DBT CORP US N 2 2026-11-15 Fixed 8.25000000 N N N N N N Want Want China Holdings Ltd. 5299005HZCEKX4O1J230 N/A 682000.00000000 NS 486089.92000000 0.003065405543 Long EC CORP KY N 2 N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440AK7 1448000.00000000 PA USD 1454660.80000000 0.009173457618 Long DBT CORP US N 2 2025-10-15 Fixed 4.37500000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822V101 128916.00000000 NS USD 20553077.88000000 0.129612889045 Long EC CORP US N 1 N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAN1 1025000.00000000 PA USD 1132548.31000000 0.007142135075 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69701FAE3 2000000.00000000 PA USD 1823531.20000000 0.011499647326 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 3.35900200 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AU9 1175000.00000000 PA USD 1570435.75000000 0.009903563631 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N Greenrock Finance, Inc. N/A N/A 796667.27000000 PA USD 693100.52000000 0.004370866559 Long LON CORP US N 3 2024-06-28 Variable 4.95013000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 444859102 1451.00000000 NS USD 554020.82000000 0.003493794919 Long EC CORP US N 1 N N N LCM XXIV Ltd. N/A 50188YAA2 1500000.00000000 PA USD 1412076.30000000 0.008904909029 Long ABS-CBDO CORP KY N 2 2030-03-20 Floating 2.44525000 N N N N N N Ultimate Software Group, Inc. (The) N/A 90385KAB7 5436931.89000000 PA USD 5176231.01000000 0.032642617299 Long LON CORP US N 2 2026-05-04 Variable 4.15363000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 2767.00000000 NS USD 776779.91000000 0.004898569882 Long EC CORP US N 1 N N N Huaneng Power International, Inc. 529900WU0SMVKMPG4V21 N/A 360000.00000000 NS 135339.80000000 0.000853486888 Long EC CORP CN N 2 N N N Overseas Chinese Town Asia Holdings Ltd. N/A N/A 6035000.00000000 PA USD 5997281.25000000 0.037820367040 Long DBT CORP KY N 2 2020-10-10 Variable 4.29999800 N N N N N N Samsung Fire & Marine Insurance Co. Ltd. 988400JMBDK47EW0Z936 N/A 2276.00000000 NS 356950.47000000 0.002251019625 Long EC CORP KR N 2 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCE9 875000.00000000 PA USD 1039171.39000000 0.006553276684 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780099CJ4 5425000.00000000 PA USD 5177511.50000000 0.032650692392 Long DBT CORP GB N 2 2020-08-10 Variable 7.49999900 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VAA1 3767000.00000000 PA USD 3088940.00000000 0.019479634136 Long DBT CORP US N 2 2022-04-01 Fixed 10.00000000 N N N N N N N/A N/A N/A 250000.00000000 PA -65060.93000000 -0.00041029062 N/A DCR GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 Garfunkelux Holdco 2 SA Garfunkelux Holdco 2 SA Y Payout of notional amount upon default event with regard to the reference instrument 2024-12-20 0.00000000 USD 3108.07000000 USD 250000.00000000 EUR -65060.93000000 N N N Ovintiv, Inc. N/A 292505AJ3 1890000.00000000 PA USD 1716317.60000000 0.010823531344 Long DBT CORP US N 2 2021-11-15 Fixed 3.90000000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427108 32878.00000000 NS USD 1423288.62000000 0.008975616745 Long EC CORP US N 1 N N N Cirsa Finance International SARL 254900KUJN6DHWH2K029 50200RAA1 817000.00000000 PA USD 662832.10000000 0.004179986274 Long DBT CORP LU N 2 2023-12-20 Fixed 7.87500000 N N N N N N Clear Channel Worldwide Holdings, Inc. N/A 18453HAA4 9498000.00000000 PA USD 8924320.80000000 0.056279016136 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N N Fantasia Holdings Group Co. Ltd. 5493005JQNLB3I01JW62 N/A 1735000.00000000 PA USD 1804400.00000000 0.011379001157 Long DBT CORP KY N 2 2021-12-18 Fixed 15.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -26004.48000000 -0.00016399080 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 2820000.00000000 EUR 3064914.18000000 USD 2020-05-15 -26004.48000000 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AU2 1175000.00000000 PA USD 1288298.67000000 0.008124336099 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -872.40000000 -0.00000550157 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 70000.00000000 EUR 75852.53000000 USD 2020-05-15 -872.40000000 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AJ4 2414000.00000000 PA USD 2674905.12000000 0.016868625835 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N Bilbao CLO I DAC 635400HO2KGIJXCZSO48 N/A 550000.00000000 PA 395318.55000000 0.002492978407 Long ABS-CBDO CORP IE N 2 2031-07-20 Floating 4.73000000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NAL2 350000.00000000 PA USD 352187.50000000 0.002220983135 Long DBT CORP US N 2 2023-05-15 Fixed 4.62500000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887BF5 1925000.00000000 PA USD 2078799.38000000 0.013109432804 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAA8 660000.00000000 PA USD 700110.33000000 0.004415072187 Long DBT CORP US N 2 2022-03-15 Fixed 4.70000000 N N N N N N N/A N/A N/A 506560349.00000000 PA USD 116257.68000000 0.000733150230 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 34-V1 Markit CDX North American High Yield Index Series 34-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 23316042.09000000 USD 0.00000000 USD 506560349.00000000 USD 116257.68000000 N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46642CBJ8 1000000.00000000 PA USD 1056079.40000000 0.006659902857 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 3.80460000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VCX0 475000.00000000 PA USD 626125.37000000 0.003948504383 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N Highland Gold Mining Ltd. 213800QQFH2CBTW5BX79 N/A 42956.00000000 NS 126836.94000000 0.000799865709 Long EC CORP JE N 2 N N N Race Point IX CLO Ltd. 549300C3570PBQ31OI09 74981HCC2 12500000.00000000 PA USD 11993906.25000000 0.075636595602 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 2.42888000 N N N N N N Veritas US, Inc. N/A 92346LAB9 924000.00000000 PA USD 897712.20000000 0.005661199381 Long DBT CORP US N 2 2023-02-01 Fixed 7.50000000 N N N N N N Alternative Loan Trust N/A 02150DAA3 5229801.42000000 PA USD 4416128.52000000 0.027849219431 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.65724800 N N N N N N Shea Homes LP N/A 82088KAE8 1941000.00000000 PA USD 1676538.75000000 0.010572675890 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 65341XAA6 670000.00000000 PA USD 654925.00000000 0.004130122108 Long DBT CORP US N 2 2024-08-01 Fixed 5.62500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48123UAB0 26321000.00000000 PA USD 20363110.05000000 0.128414904032 Long DBT CORP US N 2 2047-05-15 Floating 2.69174900 N N N N N N Belden, Inc. 68BKYO1JC791TTJHUE82 N/A 500000.00000000 PA 520528.75000000 0.003282585484 Long DBT CORP US N 2 2028-03-15 Fixed 3.87500000 N N N N N N Videotron Ltd. 549300LW4GNJRBECSD81 92660FAG9 400000.00000000 PA USD 424008.00000000 0.002673901309 Long DBT CORP CA N 2 2024-06-15 Fixed 5.37500000 N N N N N N Allied Universal Holdco LLC N/A 019576AA5 12768000.00000000 PA USD 13126780.80000000 0.082780788030 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFP4 1408000.00000000 PA USD 1553110.93000000 0.009794308950 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Levi Strauss & Co. MB0UERO0RDFKU8258G77 N/A 200000.00000000 PA 219608.34000000 0.001384905539 Long DBT CORP US N 2 2027-03-15 Fixed 3.37500000 N N N N N N Alternative Loan Trust N/A 12668BWC3 870980.63000000 PA USD 662648.60000000 0.004178829077 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N CoreCivic, Inc. 529900JFA3K6PTLT8B15 21871NAA9 1333000.00000000 PA USD 1119720.00000000 0.007061236519 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456B101 714176.00000000 NS USD 10876900.48000000 0.068592475701 Long EC CORP US N 1 N N N Shell Eln N/A N/A 25195.00000000 NS USD 8509611.25000000 0.053663753195 Long SN CORP US N 2 2020-07-21 Fixed 11.35000000 N N N N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281ABA6 3012000.00000000 PA USD 2650560.00000000 0.016715099373 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N N/A N/A 00C51QQJ9 -24.00000000 NC USD -31680.00000000 -0.00019978206 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index US78378X1072 100.00000000 3600.00000000 USD 2020-12-18 XXXX -10275.50000000 N N N Prologis, Inc. 529900DFH19P073LZ636 74340W103 299256.00000000 NS USD 26702612.88000000 0.168393406605 Long EC CORP US N 1 N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAG8 2550000.00000000 PA USD 2560571.31000000 0.016147608014 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 469202.00000000 PA -4431.00000000 -0.00002794300 N/A DCR GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 SES SA SES SA Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 12720.92000000 USD 0.00000000 USD 469202.00000000 EUR -4431.00000000 N N N Taiwan Business Bank 254900930YMK9AXL9O17 N/A 1173700.00000000 NS 425171.36000000 0.002681237750 Long EC CORP TW N 2 N N N Ardonagh Midco 3 plc 549300C8F38DVT8CAO43 48250PAA8 954000.00000000 PA USD 899145.00000000 0.005670234978 Long DBT CORP GB N 2 2023-07-15 Fixed 8.62500000 N N N N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875P101 6337.00000000 NS USD 301070.87000000 0.001898628784 Long EC CORP US N 1 N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762E102 1542.00000000 NS USD 56067.12000000 0.000353573389 Long EC CORP US N 1 N N N Parsley Energy LLC N/A 701885AJ4 2291000.00000000 PA USD 1878620.00000000 0.011847051183 Long DBT CORP US N 2 2028-02-15 Fixed 4.12500000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AQ9 1000000.00000000 PA USD 1043973.41000000 0.006583559433 Long DBT CORP JP N 2 2021-11-26 Fixed 4.00000000 N N N N N N GS Mortgage Securities Corp. Trust N/A 36253XAL9 1130000.00000000 PA USD 1081492.04000000 0.006820161369 Long ABS-MBS CORP US N 2 2032-07-15 Floating 2.11399900 N N N N N N Xylem, Inc. 549300DF5MV96DRYLQ48 98419M100 4862.00000000 NS USD 349577.80000000 0.002204525709 Long EC CORP US N 1 N N N Shell Eln N/A N/A 108439.00000000 NS USD 4502810.30000000 0.028395856582 Long SN CORP US N 2 2020-07-16 Fixed 15.00320000 N N N N N N Lepu Medical Technology Beijing Co. Ltd. 3003007FXUYE3WNDDO39 N/A 642281.00000000 NS 3419134.19000000 0.021561921916 Long EC CORP CN N 2 N N N Yue Yuen Industrial Holdings Ltd. 254900YUFIBANZ1XU687 N/A 100000.00000000 NS 159515.89000000 0.001005947404 Long EC CORP BM N 2 N N N President Chain Store Corp. N/A N/A 84000.00000000 NS 868621.44000000 0.005477745716 Long EC CORP TW N 2 N N N Industrial Bank Co. Ltd. 300300C1030935001303 N/A 130852.00000000 NS 304548.22000000 0.001920557829 Long EC CORP CN N 2 N N N Morgan Stanley Capital I Trust N/A 61764JAA4 1500000.00000000 PA USD 1532041.80000000 0.009661441706 Long ABS-MBS CORP US N 2 2033-08-11 Fixed 3.46900000 N N N N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAF7 1755000.00000000 PA USD 1891012.50000000 0.011925201411 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N N Vertiv Group Corp. N/A 92537EAB4 9642000.00000000 PA USD 9039375.00000000 0.057004576918 Long LON CORP US N 3 2027-03-02 Variable 3.99288000 N N N N N N AIG CLO Ltd. N/A 00140AAA6 7000000.00000000 PA USD 6901909.70000000 0.043525182036 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 3.22960000 N N N N N N Ashland LLC 6O4MRU8C1MS0K34UQF79 044209AF1 93000.00000000 PA USD 97089.21000000 0.000612269027 Long DBT CORP US N 2 2022-08-15 Fixed 4.74999800 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86881WAD4 1420000.00000000 PA USD 1313500.00000000 0.008283262037 Long DBT CORP US N 2 2027-04-15 Fixed 10.00000000 N N N N N N Nexi SpA 5493000P70CQRQG8SN85 N/A 1200000.00000000 PA 1322910.12000000 0.008342604626 Long DBT CORP IT N 2 2027-04-24 Fixed 1.75000000 N N N N N Nexi SpA EUR XXXX N N N OCI NV 549300NCMRGIBJYUOE57 67091GAA1 200000.00000000 PA USD 200030.89000000 0.001261445205 Long DBT CORP NL N 2 2023-04-15 Fixed 6.62500000 N N N N N N Colruyt SA 5493000O0NZ1BCXO8K39 N/A 2250.00000000 NS 134846.15000000 0.000850373806 Long EC CORP BE N 2 N N N Targa Resources Partners LP N/A 87612BBE1 1036000.00000000 PA USD 880600.00000000 0.005553285535 Long DBT CORP US N 2 2027-02-01 Fixed 5.37500000 N N N N N N Japan Post Holdings Co. Ltd. 5299003D9N4JBS256X18 N/A 267500.00000000 NS 2139703.81000000 0.013493511489 Long EC CORP JP N 2 N N N Petronas Gas Bhd. N/A N/A 58600.00000000 NS 209319.28000000 0.001320020133 Long EC CORP MY N 2 N N N CarMax, Inc. N/A 143130102 1797.00000000 NS USD 132349.05000000 0.000834626464 Long EC CORP US N 1 N N N Community Healthcare Trust, Inc. 549300FATSRCMKOV9536 20369C106 96326.00000000 NS USD 3583327.20000000 0.022597364418 Long EC CORP US N 1 N N N ALM VII R Ltd. 549300RLLUH00ZYECJ34 00163KAS7 1000000.00000000 PA USD 944070.60000000 0.005953547135 Long ABS-CBDO CORP KY N 2 2028-10-15 Floating 3.21887900 N N N N N N CGN Power Co. Ltd. 529900D2UINCGWQYBK45 N/A 2016000.00000000 NS 507123.66000000 0.003198049608 Long EC CORP CN N 2 N N N WEPA Hygieneprodukte GmbH 529900KQ44OJDIDU6J81 N/A 397000.00000000 PA 416562.72000000 0.002626949497 Long DBT CORP DE N 2 2026-12-15 Floating 2.87500000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833CD0 1550000.00000000 PA USD 1894127.11000000 0.011944842927 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N Verscend Holding Corp. N/A 92531HAB3 5466706.34000000 PA USD 5137337.28000000 0.032397343636 Long LON CORP US N 2 2025-08-27 Variable 4.90363000 N N N N N N Greystar Real Estate Partners LLC 254900HGC806SXAS4M46 39807UAB2 1645000.00000000 PA USD 1513400.00000000 0.009543881817 Long DBT CORP US N 2 2025-12-01 Fixed 5.75000000 N N N N N N Avoca CLO XV DAC 63540019ZRWR9Z7GEY65 N/A 670000.00000000 PA 480293.14000000 0.003028849587 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 4.12999900 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFL3 340000.00000000 PA USD 339387.77000000 0.002140264812 Long DBT CORP US N 2 2025-09-01 Fixed 1.45000000 N N N N N N Prime Mortgage Trust N/A 74159UAC1 533959.53000000 PA USD 404007.93000000 0.002547775827 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 5.50000000 N N N N N N Rockwell Collins, Inc. XO75O7GICH1NPWLBRL05 774341AK7 750000.00000000 PA USD 801672.57000000 0.005055549269 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 67438.00000000 NS 962114.41000000 0.006067335948 Long EC CORP IT N 2 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CP8 2520000.00000000 PA USD 2192400.00000000 0.013825826944 Long DBT CORP US N 2 2022-08-15 Fixed 2.70000000 N N N N N N SACI Falabella N/A N/A 150683.00000000 NS 411495.08000000 0.002594991682 Long EC CORP AR N 1 N N N Maxis Bhd. N/A N/A 127400.00000000 NS 161872.22000000 0.001020807015 Long EC CORP MY N 2 N N N VICI Properties LP N/A 92564RAB1 3042000.00000000 PA USD 2829060.00000000 0.017840765359 Long DBT CORP US N 2 2029-12-01 Fixed 4.62500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46640LAE2 1286201.72000000 PA USD 1321991.95000000 0.008336814414 Long ABS-MBS CORP US N 2 2046-08-15 Variable 3.76070000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BQ7 6203000.00000000 PA USD 6274722.19000000 0.039569979530 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJF8 1535000.00000000 PA USD 1577729.64000000 0.009949560740 Long ABS-O CORP US N 2 2024-02-15 Fixed 3.06000000 N N N N N N OCP CLO Ltd. 254900XV0U0WEM36A370 67091YAQ7 2000000.00000000 PA USD 1665839.60000000 0.010505204354 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 3.91888100 N N N N N N H&R Block, Inc. 549300CE3KUCWLZBG404 093671105 2169.00000000 NS USD 36113.85000000 0.000227743039 Long EC CORP US N 1 N N N Marble Point CLO XI Ltd. 549300DBVCVH5X7MO467 56607FAB1 1500000.00000000 PA USD 1298187.60000000 0.008186698184 Long ABS-CBDO CORP KY N 2 2030-12-18 Floating 2.63525000 N N N N N N Mexico City Airport Trust N/A 59284MAA2 5101000.00000000 PA USD 4593450.50000000 0.028967456527 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N Sotera Health Holdings LLC N/A 83600VAD3 12932153.63000000 PA USD 12395469.25000000 0.078168953085 Long LON CORP US N 2 2026-11-20 Variable 5.50000000 N N N N N N Pinnacle Bidco plc 2138006Z5V8OBL2A2Q06 N/A 239000.00000000 PA 242202.90000000 0.001527392529 Long DBT CORP GB N 2 2025-02-15 Fixed 6.37500000 N N N N N N AES Corp. 2NUNNB7D43COUIRE5295 00130HBX2 295000.00000000 PA USD 309750.00000000 0.001953361565 Long DBT CORP US N 2 2026-05-15 Fixed 6.00000000 N N N N N N Alternative Loan Trust N/A 12668BVG5 453120.93000000 PA USD 304209.94000000 0.001918424550 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 3600000.00000000 PA USD 4082280.05000000 0.025743886840 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Yuzhou Properties Co. Ltd. 213800MP59KHGJSPHE82 N/A 5630000.00000000 PA USD 5214787.50000000 0.032885764243 Long DBT CORP KY N 2 2024-02-26 Fixed 8.50000000 N N N N N N Projector SA N/A N/A 24388.00000000 NS USD 0.24000000 0.000000001513 Long EC CORP BZ N 3 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CN7 1965000.00000000 PA USD 1963438.30000000 0.012381936759 Long DBT CORP US N 2 2025-05-01 Fixed 1.50000000 N N N N N N Southern Copper Corp. 2549007U6NAP46Q9TU15 84265VAJ4 300000.00000000 PA USD 338550.00000000 0.002134981623 Long DBT CORP US N 2 2045-04-23 Fixed 5.87500000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 085770AA3 3529000.00000000 PA USD 3604652.94000000 0.022731849910 Long DBT CORP US N 2 2026-07-15 Fixed 4.87500000 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565CD4 833000.00000000 PA USD 851500.93000000 0.005369779465 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700BB1 7951000.00000000 PA USD 7533572.50000000 0.047508606849 Long DBT CORP US N 2 2026-12-15 Fixed 5.12500000 N N N N N N F-Brasile SpA N/A 30191BAB7 2887000.00000000 PA USD 1970377.50000000 0.012425697103 Long DBT CORP IT N 2 2026-08-15 Fixed 7.37500000 N N N N N N Ansell Ltd. 549300NEGJ5G23VCJM45 N/A 197410.00000000 NS 3640673.68000000 0.022959005774 Long EC CORP AU N 2 N N N Altice France Holding SA 5299000JVHXKJPOE6H40 N/A 100000.00000000 PA 93969.14000000 0.000592593079 Long DBT CORP LU N 2 2028-02-15 Fixed 4.00000000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506107 2553.00000000 NS USD 231888.99000000 0.001462350413 Long EC CORP US N 1 N N N Times China Holdings Ltd. 2549000KTINB9ZPZP710 N/A 2100000.00000000 PA USD 2126250.00000000 0.013408668372 Long DBT CORP KY N 2 2022-02-21 Fixed 7.62500000 N N N N N N Nidda BondCo GmbH 391200JPUEK6AMI9PQ76 N/A 774000.00000000 PA 826596.43000000 0.005212725412 Long DBT CORP DE N 2 2025-09-30 Fixed 7.25000000 N N N N N N Kraft Heinz Co. (The) N/A 500754106 6723.00000000 NS USD 203908.59000000 0.001285898959 Long EC CORP US N 1 N N N CCO Holdings LLC N/A 1248EPBK8 630000.00000000 PA USD 656105.63000000 0.004137567459 Long DBT CORP US N 2 2027-05-01 Fixed 5.87500000 N N N N N N Jababeka International BV 724500597QGV6VFRV064 46638AAC4 867000.00000000 PA USD 565717.50000000 0.003567557131 Long DBT CORP NL N 2 2023-10-05 Fixed 6.50000000 N N N N N N Electricity Generating PCL 5299009MZ255FT79SF55 N/A 57500.00000000 NS 503000.53000000 0.003172048111 Long EC CORP TH N 2 N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259AR1 325000.00000000 PA USD 296471.50000000 0.001869623997 Long DBT CORP US N 2 2024-08-01 Fixed 5.62500000 N N N N N N Far EasTone Telecommunications Co. Ltd. 529900L7W7BWDLVZL253 N/A 207000.00000000 NS 461045.93000000 0.002907471830 Long EC CORP TW N 2 N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199105 3458.00000000 NS USD 501617.48000000 0.003163326250 Long EC CORP US N 1 N N N N/A N/A N/A 208.00000000 NC USD 32830.46000000 0.000207037154 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2020-06-30 45849375.00000000 USD 32830.46000000 N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AM6 369000.00000000 PA USD 265680.00000000 0.001675445038 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N Pinewood Finance Co. Ltd. N/A N/A 826000.00000000 PA 1033486.97000000 0.006517429299 Long DBT CORP GB N 2 2025-09-30 Fixed 3.25000000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92937FAE1 1318298.88150000 PA USD 1334919.99000000 0.008418341893 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 2.83800000 N N N N N N CPUK Finance Ltd. 6354003CVDDPNXREIR29 N/A 300000.00000000 PA 334152.50000000 0.002107249880 Long DBT CORP JE N 2 2022-08-28 Fixed 4.25000000 N N N N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 72147KAC2 3645000.00000000 PA USD 3681923.85000000 0.023219139742 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N Holcim Finance Luxembourg SA 529900XU3Z9D2HLBR716 N/A 450000.00000000 PA 481898.94000000 0.003038976167 Long DBT CORP LU N 2 2024-07-05 Variable 3.00000100 N N N N N N CFLD Cayman Investment Ltd. 3003006ZC30FH27GHL08 N/A 1695000.00000000 PA USD 1697118.75000000 0.010702458557 Long DBT CORP KY N 2 2021-02-28 Fixed 8.62500000 N N N N N N Saudi Airlines Catering Co. N/A N/A 7727.00000000 NS 163828.94000000 0.001033146584 Long EC CORP SA N 2 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 20292.00000000 NS USD 1248972.60000000 0.007876335990 Long EC CORP US N 1 N N N Group 1 Automotive, Inc. 549300US8QAZJLWYAF63 398905AK5 275000.00000000 PA USD 261937.50000000 0.001651843890 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N Meritage Homes Corp. 52990044W9UMFJO2FB97 59001ABA9 1995000.00000000 PA USD 1905225.00000000 0.012014829018 Long DBT CORP US N 2 2027-06-06 Fixed 5.12500000 N N N N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 084670702 21273.00000000 NS USD 3985709.28000000 0.025134887226 Long EC CORP US N 1 N N N Level 3 Financing, Inc. N/A 527298BN2 2587000.00000000 PA USD 2563199.60000000 0.016164182673 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N VICI Properties, Inc. 254900RKH6RY9KCJQH63 925652109 685585.00000000 NS USD 11942890.70000000 0.075314878687 Long EC CORP US N 1 N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062X103 1976.00000000 NS USD 586536.08000000 0.003698844343 Long EC CORP US N 1 N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YAX8 1000000.00000000 PA USD 998584.49000000 0.006297325464 Long DBT CORP US N 2 2023-04-15 Fixed 2.70000000 N N N N N N Merrill Lynch International & Co. CV AHYI0DDQ2LCHPGHJC422 N/A 1402484.00000000 NS USD 58803513.87000000 0.370829778546 Long SN CORP CW N 2 2020-05-13 Fixed 14.59000000 N N N N N N Outfront Media Capital LLC N/A 12505FAD3 300000.00000000 PA USD 297750.00000000 0.001877686541 Long DBT CORP US N 2 2024-02-15 Fixed 5.62500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141G104 3523.00000000 NS USD 646188.66000000 0.004075028547 Long EC CORP US N 1 N N N HollyFrontier Corp. 549300J3U2WK73C9ZK26 436106108 1636.00000000 NS USD 54053.44000000 0.000340874615 Long EC CORP US N 1 N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 14752000.00000000 PA USD 14456960.00000000 0.091169233306 Long DBT CORP NL N 2 2024-04-16 Variable 6.75000000 N N N N N N BXP Trust N/A 05607CAN9 10985000.00000000 PA USD 7904654.41000000 0.049848742897 Long ABS-MBS CORP US N 2 2037-08-13 Variable 3.66988300 N N N N N N Bayview Commercial Asset Trust N/A 07326BAA5 1462006.66500000 PA USD 1118312.58000000 0.007052360974 Long ABS-O CORP US N 2 2037-09-25 Floating 0.93724900 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAB5 1016000.00000000 PA USD 1078484.00000000 0.006801191911 Long DBT CORP US N 2 2027-01-15 Fixed 7.75000000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAD5 670000.00000000 PA USD 649565.00000000 0.004096320598 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAQ8 1310000.00000000 PA USD 1323935.75000000 0.008349072507 Long DBT CORP GB N 2 2021-08-10 Fixed 3.20000000 N N N N N N LCCM Mortgage Trust 549300LIDRVT45XGLR93 50185VAN3 2500000.00000000 PA USD 2279683.25000000 0.014376257116 Long ABS-MBS CORP US N 2 2031-05-15 Variable 4.02782000 N N N N N N CityCenter Holdings LLC N/A 17875LAL3 3147609.56000000 PA USD 2764199.24000000 0.017431737060 Long LON CORP US N 2 2024-04-18 Variable 3.00000000 N N N N N N Mattel, Inc. 549300VELLG24KHTJ564 577081BD3 3488000.00000000 PA USD 3394521.60000000 0.021406708721 Long DBT CORP US N 2 2027-12-15 Fixed 5.87500000 N N N N N N Sound Point CLO XXII Ltd. N/A 83611KAA0 4000000.00000000 PA USD 3757452.40000000 0.023695441814 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 2.50525100 N N N N N N Ford Credit Auto Owner Trust N/A 34528FAD0 740017.52270000 PA USD 749310.14000000 0.004725338589 Long ABS-O CORP US N 2 2022-11-15 Fixed 3.03000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAZ8 425000.00000000 PA USD 407098.55000000 0.002567266056 Long DBT CORP CA N 2 2029-11-15 Fixed 3.12500000 N N N N N N Asustek Computer, Inc. 254900B3WB4OGRB7HM13 N/A 88000.00000000 NS 594848.16000000 0.003751262414 Long EC CORP TW N 2 N N N Sound Point CLO II Ltd. 549300Q00FJ0WHHYC788 83608GAN6 3400000.00000000 PA USD 3197371.22000000 0.020163428737 Long ABS-CBDO CORP KY N 2 2031-01-26 Floating 2.06138200 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFE9 840000.00000000 PA USD 893204.21000000 0.005632770859 Long DBT CORP US N 2 2023-04-01 Fixed 3.35000000 N N N N N N N/A N/A N/A -8.00000000 NC 855.50000000 0.000005394998 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Schatz 2020-06-08 -898360.00000000 EUR 855.50000000 N N N CK Hutchison International 16 Ltd. 254900OULDVPV9SGEO05 12563TAA8 905000.00000000 PA USD 904151.56000000 0.005701807608 Long DBT CORP KY N 2 2021-10-03 Fixed 1.87500000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700AX4 1103000.00000000 PA USD 1152193.80000000 0.007266024486 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N Albertsons Cos., Inc. N/A 013092AC5 2426000.00000000 PA USD 2450260.00000000 0.015451957092 Long DBT CORP US N 2 2027-01-15 Fixed 4.62500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBN2 12587000.00000000 PA USD 11324523.90000000 0.071415301801 Long DBT CORP US N 2 2077-08-16 Variable 5.24999900 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417E109 2814.00000000 NS USD 284804.94000000 0.001796051730 Long EC CORP US N 1 N N N Shimao Property Holdings Ltd. 254900WTJ6B5CU69ZD26 N/A 945000.00000000 PA USD 976893.75000000 0.006160538191 Long DBT CORP KY N 2 2024-02-21 Fixed 6.12500000 N N N N N N LG Uplus Corp. N/A N/A 5714.00000000 NS 62745.84000000 0.000395691080 Long EC CORP KR N 2 N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AK5 1551000.00000000 PA USD 1375543.13000000 0.008674521652 Long DBT CORP US N 2 2024-11-01 Fixed 4.87500000 N N N N N N LG Electronics, Inc. 988400RMQFTGZIOG0609 N/A 3343.00000000 NS 150452.00000000 0.000948788229 Long EC CORP KR N 2 N N N Komercni banka A/S IYKCAVNFR8QGF00HV840 N/A 39371.00000000 NS 833670.81000000 0.005257338235 Long EC CORP CZ N 2 N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BE3 1234000.00000000 PA USD 1267935.00000000 0.007995917664 Long DBT CORP US N 2 2026-09-15 Fixed 5.87500000 N N N N N N Maverick Purchaser Sub, LLC N/A 57776DAB9 690000.00000000 PA USD 657225.00000000 0.004144626488 Long LON CORP US N 2 2027-01-29 Variable 4.40363000 N N N N N N KWG Group Holdings Ltd. 549300LK82ZOM9ZE7H90 N/A 4445000.00000000 PA USD 4389437.50000000 0.027680899132 Long DBT CORP KY N 2 2023-09-01 Fixed 7.87500000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 700000.00000000 PA 690845.76000000 0.004356647474 Long DBT CORP JP N 2 2029-09-19 Fixed 4.00000000 N N N N N N Sino-Ocean Land Treasure IV Ltd. 213800EAGXDYG9QWS896 N/A 302000.00000000 PA USD 278500.63000000 0.001756295162 Long DBT CORP VG N 2 2029-08-05 Fixed 4.75000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAB9 1785000.00000000 PA USD 1816978.69000000 0.011458325547 Long DBT CORP US N 2 2022-09-26 Fixed 2.20000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BM5 2640000.00000000 PA USD 2970000.00000000 0.018729568520 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N Regata XII Funding Ltd. N/A 75888HAA9 21000000.00000000 PA USD 20074049.10000000 0.126592012830 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 2.53887800 N N N N N N China South Publishing & Media Group Co. Ltd. N/A N/A 173701.00000000 NS 266821.05000000 0.001682640787 Long EC CORP CN N 2 N N N Wolverine Escrow LLC N/A 97789LAB2 1422000.00000000 PA USD 985872.60000000 0.006217161082 Long DBT CORP US N 2 2026-11-15 Fixed 9.00000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AL2 1000000.00000000 PA USD 1028687.33000000 0.006487161560 Long DBT CORP US N 2 2021-06-15 Fixed 4.75000000 N N N N N N Regatta XVI Funding Ltd. 254900XPJFGKL5R4O429 75888TAJ4 1000000.00000000 PA USD 786528.20000000 0.004960045055 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 5.80250200 N N N N N N NextEra Energy Operating Partners LP 549300KJEC5IUVJWR786 65342QAK8 969000.00000000 PA USD 986248.20000000 0.006219529710 Long DBT CORP US N 2 2024-07-15 Fixed 4.25000000 N N N N N N Cedar Funding IX CLO Ltd. N/A 15033FAC9 3950000.00000000 PA USD 1771970.00000000 0.011174489404 Long ABS-CBDO CORP KY N 2 2031-04-20 Variable 0.00000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 200000.00000000 PA 225131.86000000 0.001419738248 Long DBT NUSS FR N 2 2026-01-22 Variable 4.99999900 N N N N N N BNP Paribas Issuance BV 7245009UXRIGIRYOBR48 N/A 1038889.00000000 NS USD 48099276.56000000 0.303326160311 Long SN CORP NL N 2 2020-07-17 Fixed 16.86000000 N N N N N N Navient Private Education Loan Trust 549300YZ4ZMNDBNO4U12 63939EAC7 806260.55000000 PA USD 799039.44000000 0.005038944088 Long ABS-O CORP US N 2 2028-12-15 Floating 2.01399800 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 1600000.00000000 PA 1407071.40000000 0.008873346868 Long DBT CORP ES N 2 2026-03-23 Variable 5.24999900 N N N N N N GS Mortgage Securities Corp. Trust 5493006UCJFJVDKIY756 36251GAJ3 2550000.00000000 PA USD 2514969.89000000 0.015860033967 Long ABS-MBS CORP US N 2 2029-02-10 Variable 4.20222200 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48126HAC4 2015000.00000000 PA USD 2065375.00000000 0.013024775280 Long DBT CORP US N 2 2024-10-01 Variable 6.09999800 N N N N N N BNP Paribas Issuance BV N/A N/A 151371.00000000 NS USD 42392946.97000000 0.267340607766 Long SN CORP US N 2 2020-07-20 Fixed 16.75000000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAN9 3682000.00000000 PA USD 3163663.65000000 0.019950860306 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Health & Happiness H&H International Holdings Ltd. 2138007WU5DJFZFDDV59 N/A 630000.00000000 PA USD 615825.00000000 0.003883547654 Long DBT CORP KY N 2 2024-10-24 Fixed 5.62500000 N N N N N N Arconic Corp. N/A 03966BAB7 957000.00000000 PA USD 947430.00000000 0.005974732358 Long LON CORP US N 3 2027-03-25 Variable 3.24000000 N N N N N N First Franklin Mortgage Loan Trust N/A 32028KAE6 4098964.23000000 PA USD 3450554.82000000 0.021760068328 Long ABS-O CORP US N 2 2036-12-25 Floating 0.63725000 N N N N N N Targa Resources Partners LP N/A 87612BBN1 4303000.00000000 PA USD 3946281.30000000 0.024886244447 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAB8 1850000.00000000 PA USD 1904499.19000000 0.012010251877 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Ardagh Packaging Finance plc N/A 03969AAL4 2000000.00000000 PA USD 2001740.00000000 0.012623476932 Long DBT CORP US N 2 2025-02-15 Fixed 6.00000000 N N N N N N Zhenro Properties Group Ltd. 549300I66TVJEL841P38 N/A 1260000.00000000 PA USD 1233225.00000000 0.007777027656 Long DBT CORP KY N 2 2021-02-28 Fixed 5.60000000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677105 10173.00000000 NS USD 1783326.90000000 0.011246108878 Long EC CORP US N 1 N N N Credicorp Ltd. 529900UYAEYQCQ2BKB17 N/A 218.00000000 NS USD 32645.50000000 0.000205870750 Long EC CORP BM N 1 N N N Central China Real Estate Ltd. 549300JDML9PYG0CIJ22 N/A 2540000.00000000 PA USD 2507411.80000000 0.015812370746 Long DBT CORP KY N 2 2021-03-05 Fixed 6.50000000 N N N N N N Aurium CLO II DAC 213800HRTED9UC792482 N/A 400000.00000000 PA 300367.14000000 0.001894190885 Long ABS-CBDO CORP IE N 2 2029-10-13 Floating 5.10000100 N N N N N N Standard Foods Corp. 529900Z75SWDTBZ8IC92 N/A 84000.00000000 NS 189322.95000000 0.001193918237 Long EC CORP TW N 2 N N N MGM Growth Properties Operating Partnership LP N/A 55303XAC9 3803000.00000000 PA USD 3860843.63000000 0.024347452968 Long DBT CORP US N 2 2024-05-01 Fixed 5.62500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZM8 551000.00000000 PA USD 535847.50000000 0.003379189383 Long DBT CORP US N 2 2022-01-07 Fixed 5.59600000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 2602000.00000000 PA USD 2704779.00000000 0.017057018051 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N Progress Residential Trust N/A 74331MAF3 30710000.00000000 PA USD 28114277.17000000 0.177295717395 Long ABS-O CORP US N 2 2035-10-17 Fixed 5.36800000 N N N N N N Mobile Mini, Inc. 529900IYC4GQUZJ42W95 60740FAM7 4773000.00000000 PA USD 4822161.90000000 0.030409768257 Long DBT CORP US N 2 2024-07-01 Fixed 5.87500000 N N N N N N Lenovo Group Ltd. 254900VUZRGD5U73RE46 N/A 690000.00000000 NS 372736.09000000 0.002350567723 Long EC CORP HK N 2 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 2600000.00000000 PA 2807748.30000000 0.017706368408 Long DBT CORP GB N 2 2079-01-03 Variable 3.10000200 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 2469.00000000 NS USD 144263.67000000 0.000909763061 Long EC CORP US N 1 N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKN8 1150000.00000000 PA USD 1127141.93000000 0.007108041080 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAL4 1136000.00000000 PA USD 318080.00000000 0.002005892644 Long DBT CORP US N 2 2025-06-01 Fixed 5.62500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VFD1 775000.00000000 PA USD 965381.56000000 0.006087939419 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N CCO Holdings LLC N/A 1248EPCJ0 9525000.00000000 PA USD 9462492.19000000 0.059672860555 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N Grinding Media, Inc. N/A 398545AA1 3167000.00000000 PA USD 3125512.30000000 0.019710268277 Long DBT CORP US N 2 2023-12-15 Fixed 7.37500000 N N N N N N Allergan, Inc. 6T6CAG8O6TSUTMO6BA21 018490AQ5 300000.00000000 PA USD 305975.82000000 0.001929560635 Long DBT CORP US N 2 2023-03-15 Fixed 2.80000000 N N N N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875PAT8 125000.00000000 PA USD 149825.44000000 0.000944836984 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 N/A 2500000.00000000 PA USD 1960937.50000000 0.012366166084 Long DBT CORP KY N 2 2023-06-28 Fixed 7.50000000 N N N N N N QEP Resources, Inc. Q6JQDZPXKEDQKVK58165 74733VAB6 1586000.00000000 PA USD 547170.00000000 0.003450591921 Long DBT CORP US N 2 2022-10-01 Fixed 5.37500000 N N N N N N CIFI Holdings Group Co. Ltd. 549300WGKSV867C0JF48 N/A 630000.00000000 PA USD 635512.50000000 0.004007701991 Long DBT CORP KY N 2 2021-03-02 Fixed 7.62500000 N N N N N N Alternative Loan Trust N/A 02146SAA7 7825026.36000000 PA USD 5971488.89000000 0.037657713917 Long ABS-MBS CORP US N 2 2046-11-25 Floating 3.60045700 N N N N N N Agricultural Bank of China Ltd. 549300E7TSGLCOVSY746 N/A 162000.00000000 NS 78901.72000000 0.000497574131 Long EC CORP CN N 2 N N N EnLink Midstream Partners LP 88CPW63VL7KHJWS0NY83 29336UAE7 1083000.00000000 PA USD 671460.00000000 0.004234395986 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N TechnipFMC plc 549300D5I93QWCJTCK36 N/A 4535.00000000 NS USD 40406.85000000 0.000254815779 Long EC CORP GB N 1 N N N Commercial Mortgage Trust N/A 12632QAU7 1578852.01000000 PA USD 1614707.11000000 0.010182749985 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 3.45200000 N N N N N N Studio City Co. Ltd. N/A N/A 1700000.00000000 PA USD 1677687.50000000 0.010579920197 Long DBT CORP VG N 2 2021-11-30 Fixed 7.25000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020U2H7 856320.09000000 PA USD 764906.55000000 0.004823693481 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.00943200 N N N N N N Virgin Media Receivables Financing Notes I DAC 635400OWHDEIMY4JKH31 N/A 1141000.00000000 PA 1429472.94000000 0.009014616625 Long DBT CORP IE N 2 2024-09-15 Fixed 5.50000000 N N N N N N Old Dominion Freight Line, Inc. 5299009TWK32WE417T96 679580100 1092.00000000 NS USD 158656.68000000 0.001000529009 Long EC CORP US N 1 N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 532716AU1 504000.00000000 PA USD 440294.40000000 0.002776607452 Long DBT CORP US N 2 2022-02-15 Fixed 5.62500000 N N N N N N CIFC Funding Ltd. 254900PA63PFHC11GD90 17181TAA9 2700000.00000000 PA USD 2549518.74000000 0.016077907722 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 2.28488000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CA8 425000.00000000 PA USD 456875.00000000 0.002881168894 Long DBT CORP US N 2 2026-05-15 Fixed 7.25000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BM5 322000.00000000 PA USD 314755.00000000 0.001984924356 Long DBT CORP US N 2 2027-11-15 Fixed 3.87500000 N N N N N N Kayne CLO II Ltd. N/A 48661TAC9 3750000.00000000 PA USD 3462289.88000000 0.021834072574 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 3.11888200 N N N N N N Triumph Group, Inc. 5493007L6S47Q14SL582 896818AQ4 475000.00000000 PA USD 375250.00000000 0.002366421073 Long DBT CORP US N 2 2024-09-15 Fixed 6.25000000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78410GAC8 2929000.00000000 PA USD 2991241.25000000 0.018863521196 Long DBT CORP US N 2 2027-02-15 Fixed 3.87500000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 1900000.00000000 PA 2218909.95000000 0.013993005370 Long DBT CORP NL N 2 2024-03-31 Variable 5.87499900 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5416.50000000 -0.00003415781 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 680000.00000000 EUR 739911.40000000 USD 2020-05-15 -5416.50000000 N N N CSC Holdings LLC N/A 64072UAE2 1740946.00000000 PA USD 1653620.15000000 0.010428145423 Long LON CORP US N 2 2025-07-17 Variable 3.06400000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBQ2 1490000.00000000 PA USD 1585563.91000000 0.009998965621 Long DBT CORP US N 2 2025-05-01 Fixed 2.75000000 N N N N N N Alternative Loan Trust N/A 02149MAT6 1718639.32000000 PA USD 930476.14000000 0.005867817044 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 34354P105 1417.00000000 NS USD 39916.89000000 0.000251725968 Long EC CORP US N 1 N N N Rossini SARL 549300EC5JCCW6F83R11 N/A 2217000.00000000 PA 2557193.94000000 0.016126309467 Long DBT CORP LU N 2 2025-10-30 Fixed 6.75000000 N N N N N N 1011778 BC ULC N/A 68245XAC3 1535000.00000000 PA USD 1534524.15000000 0.009677096031 Long DBT CORP CA N 2 2024-05-15 Fixed 4.25000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 225433AH4 270000.00000000 PA USD 280580.62000000 0.001769412103 Long DBT CORP GG N 2 2022-09-15 Fixed 3.80000000 N N N N N N Gamenet Group SpA 81560046335277E43118 N/A 700000.00000000 PA 663537.17000000 0.004184432623 Long DBT CORP IT N 2 2023-04-27 Floating 3.75000100 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 690872AA4 350000.00000000 PA USD 353500.00000000 0.002229260091 Long DBT CORP US N 2 2022-01-15 Fixed 5.00000000 N N N N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 363576109 2011.00000000 NS USD 157863.50000000 0.000995527016 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MFXV5 481989.11930000 PA USD 525231.26000000 0.003312240698 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.00000000 N N N N N N CIFC Funding Ltd. 5493006JGTCIL6LCS728 12552FAJ2 400000.00000000 PA USD 362060.68000000 0.002283245897 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 3.33488200 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759AV2 600000.00000000 PA USD 604808.35000000 0.003814073883 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903100 878.00000000 NS USD 92795.82000000 0.000585193827 Long EC CORP US N 1 N N N Sensata Technologies, Inc. N/A 81728UAA2 1020000.00000000 PA USD 989400.00000000 0.006239405755 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AC1 350000.00000000 PA USD 350875.00000000 0.002212706180 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N CIFI Holdings Group Co. Ltd. 549300WGKSV867C0JF48 N/A 2100000.00000000 PA USD 2071125.00000000 0.013061036229 Long DBT CORP KY N 2 2022-01-23 Fixed 5.50000000 N N N N N N N/A N/A N/A 2276.00000000 NC USD 11003694.96000000 0.069392073647 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2020-06-19 330293120.00000000 USD 11003694.96000000 N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 92553PBC5 7351000.00000000 PA USD 7203980.00000000 0.045430113478 Long DBT CORP US N 2 2057-02-28 Variable 6.25000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 N/A 700000.00000000 PA 628538.47000000 0.003963722000 Long DBT CORP MX N 2 2026-03-19 Fixed 3.12500000 N N N N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAA6 102000.00000000 PA USD 100015.08000000 0.000630720300 Long DBT CORP US N 2 2020-10-26 Fixed 5.00000000 N N N N N N Lupin Ltd. 335800HHXTESDEE2FC65 N/A 7499.00000000 NS 82696.89000000 0.000521507430 Long EC CORP IN N 2 N N N Jagged Peak Energy LLC 549300RX1X1CBWDBPJ74 47009LAC9 120000.00000000 PA USD 102000.00000000 0.000643237706 Long DBT CORP US N 2 2026-05-01 Fixed 5.87500000 N N N N N N Apergy Corp. 549300EP2909K6DYYP38 03755LAC8 1683000.00000000 PA USD 1380060.00000000 0.008703006172 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N McDonald's Holdings Co. Japan Ltd. 529900FY9FV0AYNRC729 N/A 700.00000000 NS 34227.10000000 0.000215844718 Long EC CORP JP N 2 N N N Sedgwick Claims Management Services, Inc. N/A 81527CAM9 2024324.40000000 PA USD 1885779.64000000 0.011892201677 Long LON CORP US N 2 2026-09-03 Variable 4.98938000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 N/A 1180000.00000000 PA 1325430.57000000 0.008358499218 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 N/A 945000.00000000 PA 1181300.81000000 0.007449580627 Long DBT CORP GB N 2 2027-01-15 Fixed 4.87500000 N N N N N N China Construction Bank Corp. 5493001KQW6DM7KEDR62 N/A 1205000.00000000 PA USD 1209142.19000000 0.007625155386 Long DBT CORP CN N 2 2020-12-16 Variable 4.65000100 N N N N N N China Aoyuan Group Ltd. 549300YSOKQO5QD6MP25 N/A 1995000.00000000 PA USD 2034900.00000000 0.012832592250 Long DBT CORP KY N 2 2022-01-23 Fixed 8.50000000 N N N N N N Dell International LLC N/A 25272KAD5 4450000.00000000 PA USD 4522264.31000000 0.028518538472 Long DBT CORP US N 2 2021-06-15 Fixed 4.42000000 N N N N N N National Oilwell Varco, Inc. 549300EHF3IW1AR6U008 637071101 4170.00000000 NS USD 52708.80000000 0.000332394976 Long EC CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CJ2 1504000.00000000 PA USD 909920.00000000 0.005738184844 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 217510.00000000 NS USD 59912654.06000000 0.377824296118 Long SN CORP CH N 2 2020-05-13 Fixed 20.60000000 N Y N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAB7 110000.00000000 PA USD 105006.00000000 0.000662194300 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N Galaxy Bidco Ltd. 2138006O8YW3QCHKDY76 N/A 567000.00000000 PA 689141.73000000 0.004345901431 Long DBT CORP JE N 2 2026-07-31 Fixed 6.50000000 N N N N N N BX Trust N/A 056058AA8 850000.00000000 PA USD 772874.49000000 0.004873941319 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.90059800 N N N N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 626717AH5 400000.00000000 PA USD 284000.00000000 0.001790975575 Long DBT CORP US N 2 2024-08-15 Fixed 6.87500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17290YAV0 2870000.00000000 PA USD 2726472.45000000 0.017193822414 Long ABS-MBS CORP US N 2 2049-05-10 Variable 5.11563200 N N N N N N Alternative Loan Trust N/A 02151CAR7 352315.05000000 PA USD 289622.56000000 0.001826432856 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 N/A 630000.00000000 PA USD 527625.00000000 0.003327336225 Long DBT CORP KY N 2 2024-04-11 Fixed 10.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 30297CAE2 765555.50000000 PA USD 802711.74000000 0.005062102537 Long ABS-MBS USGSE US N 2 2023-05-25 Variable 3.25000100 N N N N N N Flatiron CLO 17 Ltd. 549300ZUHE1G4KLVKW25 33882GAC2 1000000.00000000 PA USD 915164.30000000 0.005771256722 Long ABS-CBDO CORP KY N 2 2030-05-15 Floating 3.99174800 N N N N N N IDEX Corp. 549300U5Y5EL6PHYLF13 45167RAG9 350000.00000000 PA USD 355715.79000000 0.002243233421 Long DBT CORP US N 2 2030-05-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -8802.01000000 -0.00005550769 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 350000.00000000 GBP 432037.90000000 USD 2020-05-15 -8802.01000000 N N N NetApp, Inc. QTX3D84DZDD5JYOCYH15 64110D104 7001.00000000 NS USD 306433.77000000 0.001932448583 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAU4 925000.00000000 PA USD 1035349.30000000 0.006529173621 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444U700 38297.00000000 NS USD 25858134.40000000 0.163067912478 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAH3 2000000.00000000 PA USD 2023161.22000000 0.012758564544 Long DBT CORP US N 2 2021-02-15 Fixed 3.30000000 N N N N N N Amcor plc 549300GSODGFCDQ3DI89 N/A 1486947.00000000 NS 13550020.05000000 0.085449841408 Long EC CORP JE N 2 N N N Palmer Square CLO Ltd. N/A 69688AAG6 1300000.00000000 PA USD 1169274.08000000 0.007373737037 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 3.33488200 N N N N N N MISC Bhd. N/A N/A 53400.00000000 NS 97372.65000000 0.000614056471 Long EC CORP MY N 2 N N N Rockford Tower CLO Ltd. 5493001SZ764RMCNU069 77342KAG5 600000.00000000 PA USD 466054.26000000 0.002939055621 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 4.23524900 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200HF1 525000.00000000 PA USD 613095.54000000 0.003866334991 Long DBT CORP US N 2 2042-06-20 Fixed 4.00000000 N N N N N N Cirsa Finance International SARL 254900KUJN6DHWH2K029 N/A 1133000.00000000 PA 968446.48000000 0.006107267577 Long DBT CORP LU N 2 2025-05-22 Fixed 4.75000000 N N N N N N McAfee LLC N/A 57906PAG4 4751380.10000000 PA USD 4534907.22000000 0.028598267849 Long LON CORP US N 2 2024-09-30 Variable 4.18763000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RBN1 416000.00000000 PA USD 426560.40000000 0.002689997387 Long DBT CORP US N 2 2022-12-01 Fixed 2.62500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300TRQQDPEF728F16 95000PAL8 4000000.00000000 PA USD 3329934.00000000 0.020999403037 Long ABS-MBS CORP US N 2 2049-12-15 Variable 4.63988500 N N N N N N Mariner CLO 7 Ltd. N/A 56844AAC3 5000000.00000000 PA USD 4572256.00000000 0.028833798668 Long ABS-CBDO CORP KY N 2 2032-04-30 Floating 2.76013100 N N N N N N Almarai Co. JSC 549300B4EDUXYD2G6098 N/A 34243.00000000 NS 446486.20000000 0.002815654503 Long EC CORP SA N 2 N N N Alliant Energy Finance LLC 54930033ER6EOI5DL570 01882YAA4 270000.00000000 PA USD 286218.53000000 0.001804966185 Long DBT CORP US N 2 2023-06-15 Fixed 3.75000000 N N N N N N CBRE Group, Inc. 52990016II9MJ2OSWA10 12504L109 3634.00000000 NS USD 156007.62000000 0.000983823369 Long EC CORP US N 1 N N N Regions Financial Corp. CW05CS5KW59QTC0DG824 7591EP100 10451.00000000 NS USD 112348.25000000 0.000708496379 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKVC6 1147633.90680000 PA USD 1253390.44000000 0.007904196003 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620M106 6658.00000000 NS USD 878123.62000000 0.005537668858 Long EC CORP US N 1 N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FF0 1100000.00000000 PA USD 1222112.96000000 0.007706952331 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DBC8 15058000.00000000 PA USD 13656100.20000000 0.086118809569 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBC7 975000.00000000 PA USD 952373.05000000 0.006005904477 Long DBT CORP US N 2 2030-03-15 Fixed 2.90000000 N N N N N N Nanyang Commercial Bank Ltd. SC4P6WZO702RYEIU7J93 N/A 4045000.00000000 PA USD 3823214.67000000 0.024110155262 Long DBT CORP HK N 2 2022-06-02 Variable 5.00000000 N N N N N N Constellium SE N/A 210383AG0 8692000.00000000 PA USD 8018370.00000000 0.050565862067 Long DBT CORP FR N 2 2026-02-15 Fixed 5.87500000 N N N N N N Sampo OYJ 743700UF3RL386WIDA22 N/A 193513.00000000 NS 6414467.89000000 0.040451251134 Long EC CORP FI N 2 N N N Ladder Capital Finance Holdings LLLP N/A 505742AF3 700000.00000000 PA USD 577500.00000000 0.003641860545 Long DBT CORP US N 2 2022-03-15 Fixed 5.25000000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057BY9 425000.00000000 PA USD 426683.00000000 0.002690770533 Long DBT CORP US N 2 2022-01-15 Fixed 4.12500000 N N N N N N Alternative Loan Trust N/A 02151AAH3 730906.78000000 PA USD 518452.57000000 0.003269492570 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 6647.00000000 NS USD 379078.41000000 0.002390563991 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3138.05000000 -0.00001978933 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 230000.00000000 GBP 286556.75000000 USD 2020-05-15 -3138.05000000 N N N Federal Home Loan Mortgage Corp. N/A 30307NAS5 1500000.00000000 PA USD 1528195.50000000 0.009637185969 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 4.19382400 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAT6 520000.00000000 PA USD 520192.40000000 0.003280464377 Long DBT CORP US N 2 2020-05-14 Fixed 2.50000000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80874YBA7 3993000.00000000 PA USD 3014715.00000000 0.019011552580 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHX0 1950000.00000000 PA USD 2031679.92000000 0.012812285614 Long DBT CORP US N 2 2030-10-22 Variable 2.88400000 N N N N N N Jubilant Pharma Ltd. 254900FD7PRU3PQBQB82 N/A 1300000.00000000 PA USD 1170000.00000000 0.007378314871 Long DBT CORP SG N 2 2024-03-05 Fixed 6.00000000 N N N N N N Compass Group plc 2138008M6MH9OZ6U2T68 N/A 41962.00000000 NS 706111.78000000 0.004452918844 Long EC CORP GB N 2 N N N Morgan Stanley Capital I Trust N/A 61765DAC2 7725000.00000000 PA USD 5358223.00000000 0.033790304655 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.16548800 N N N N N N Vanguard International Semiconductor Corp. 2549001S5Q158BIJJO13 N/A 63000.00000000 NS 146161.14000000 0.000921728985 Long EC CORP TW N 2 N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150104 11215.00000000 NS USD 103626.60000000 0.000653495456 Long EC CORP US N 1 N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723AL7 104000.00000000 PA USD 101660.00000000 0.000641093581 Long DBT CORP US N 2 2027-07-15 Fixed 5.37500000 N N N N N N MGM Growth Properties Operating Partnership LP N/A 55303XAJ4 2046000.00000000 PA USD 2071575.00000000 0.013063874043 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N TRI Pointe Group, Inc. N/A 962178AN9 1665000.00000000 PA USD 1615216.50000000 0.010185962327 Long DBT CORP US N 2 2024-06-15 Fixed 5.87500000 N N N N N N Carrington Mortgage Loan Trust N/A 144538AD7 2876000.00000000 PA USD 1969646.43000000 0.012421086791 Long ABS-O CORP US N 2 2036-04-25 Floating 0.73725100 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000JAY4 22389902.12070000 PA USD 918250.19000000 0.005790717122 Long ABS-MBS CORP US N 2 2059-12-15 Variable 1.12869000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAA9 30525000.00000000 PA USD 30715781.25000000 0.193701457773 Long DBT CORP FI N 2 2026-03-26 Variable 6.62500100 N N N N N N York CLO 1 Ltd. 549300EJZ6JIZVXIHF06 986255BA4 2800000.00000000 PA USD 2224053.72000000 0.014025443280 Long ABS-CBDO CORP KY N 2 2029-10-22 Floating 4.10762900 N N N N N N Graftech International Ltd. N/A 38431EAB4 2215198.47000000 PA USD 2004754.62000000 0.012642487886 Long LON CORP US N 3 2025-02-12 Variable 4.50000000 N N N N N N PPB Group Bhd. N/A N/A 58000.00000000 NS 221094.62000000 0.001394278395 Long EC CORP MY N 2 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBL2 1960000.00000000 PA USD 2008760.29000000 0.012667748650 Long DBT CORP US N 2 2022-11-21 Fixed 2.30000000 N N N N N N Quanta Computer, Inc. 529900DE8BIV3XOXIK04 N/A 331000.00000000 NS 715181.44000000 0.004510114405 Long EC CORP TW N 2 N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAM0 5498000.00000000 PA USD 5695378.20000000 0.035916490319 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AH4 1350000.00000000 PA USD 843750.00000000 0.005320900147 Long DBT CORP US N 2 2027-06-01 Fixed 5.87500000 N N N N N N Aguas Andinas SA N/A N/A 306069.00000000 NS 102646.21000000 0.000647312869 Long EC CORP CL N 1 N N N Palmer Square CLO Ltd. 5493006ZPBFJJGSXB826 69689AAY6 1000000.00000000 PA USD 915184.10000000 0.005771381585 Long ABS-CBDO CORP KY N 2 2029-05-21 Floating 3.94600000 N N N N N N Sable International Finance Ltd. 2138009IE9A35LO5JS73 785712AG5 1375000.00000000 PA USD 1368125.00000000 0.008627741054 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N C&W Senior Financing DAC 5493009O8OIWZPZRY516 12674TAB2 625000.00000000 PA USD 625137.50000000 0.003942274626 Long DBT CORP IE N 2 2026-10-15 Fixed 7.50000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45669JAA3 145397.00000000 PA USD 110302.26000000 0.000695593850 Long ABS-MBS CORP US N 2 2037-08-25 Variable 3.69840200 N N N N N N Allergan Finance LLC 2549006TBOV0H6GV7T12 942683AF0 455000.00000000 PA USD 466801.54000000 0.002943768157 Long DBT CORP US N 2 2022-10-01 Fixed 3.25000000 N N N N N N BANK N/A 06541XAD2 1300000.00000000 PA USD 1368936.66000000 0.008632859587 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.26500000 N N N N N N Renaissance Learning, Inc. N/A 75972JAB0 88269.40000000 PA USD 79530.73000000 0.000501540827 Long LON CORP US N 2 2025-05-24 Variable 4.01013000 N N N N N N Repsol International Finance BV 5493002YCY6HTK0OUR29 N/A 300000.00000000 PA 325306.36000000 0.002051463892 Long DBT CORP NL N 2 2075-03-25 Variable 4.49999900 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824C109 14099.00000000 NS USD 141835.94000000 0.000894453184 Long EC CORP US N 1 N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BJ0 750000.00000000 PA USD 1022121.32000000 0.006445754646 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N TIBCO Software, Inc. N/A 88632NAP5 7406806.33000000 PA USD 6925363.92000000 0.043673090259 Long LON CORP US N 2 2026-06-30 Variable 4.16000000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBZ8 7051000.00000000 PA USD 7698834.60000000 0.048550791303 Long DBT CORP US N 2 2030-05-15 Fixed 4.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644FAE1 1577710.07000000 PA USD 1615281.66000000 0.010186373242 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.04200000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAN5 2601000.00000000 PA USD 2669276.25000000 0.016833128762 Long DBT CORP US N 2 2025-03-01 Fixed 6.37500000 N N N N N N Sanofi 549300E9PC51EN656011 N/A 268468.00000000 NS 26222280.84000000 0.165364311704 Long EC CORP FR N 2 N N N York CLO-7 Ltd. 25490036G9JNQQPHIX69 98625DAA8 3000000.00000000 PA USD 2824202.70000000 0.017810134001 Long ABS-CBDO CORP KY N 2 2033-01-22 Floating 3.16228000 N N N N N N Suntory Beverage & Food Ltd. 549300FONLMVK7YYYH41 N/A 6400.00000000 NS 241013.10000000 0.001519889350 Long EC CORP JP N 2 N N N Extraction Oil & Gas, Inc. 5493002FL3WIE1JVUP20 30227MAB1 3154000.00000000 PA USD 520410.00000000 0.003281836617 Long DBT CORP US N 2 2026-02-01 Fixed 5.62500000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AG0 185000.00000000 PA USD 188552.52000000 0.001189059711 Long DBT CORP US N 2 2021-12-15 Fixed 2.75000000 N N N N N N Stars Group Holdings BV N/A 85572NAA6 500000.00000000 PA USD 514000.00000000 0.003241413541 Long DBT CORP NL N 2 2026-07-15 Fixed 7.00000000 N N N N N N China Petroleum & Chemical Corp. 529900A2OB24EZ5B3J19 N/A 1364000.00000000 NS 679834.84000000 0.004287209837 Long EC CORP CN N 2 N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAK0 200000.00000000 PA USD 197000.00000000 0.001242331649 Long DBT CORP US N 2 2021-12-15 Fixed 5.37500000 N N N N N N WFRBS Commercial Mortgage Trust 549300UVB571ELWL8972 92890FAV8 1261714.54000000 PA USD 1299522.32000000 0.008195115264 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.63800000 N N N N N N Drax Finco plc 5493000MW6H7G7JFNQ88 26151AAA7 450000.00000000 PA USD 459000.00000000 0.002894569680 Long DBT CORP GB N 2 2025-11-01 Fixed 6.62500000 N N N N N N PetroChina Co. Ltd. 529900RPY4YG47TRSV05 N/A 992000.00000000 NS 356318.08000000 0.002247031614 Long EC CORP CN N 2 N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VAY3 825000.00000000 PA USD 895887.10000000 0.005649689840 Long DBT CORP US N 2 2023-11-15 Fixed 3.75000000 N N N N N N Regatta XVI Funding Ltd. 254900XPJFGKL5R4O429 75888TAE5 6700000.00000000 PA USD 6224119.10000000 0.039250863691 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 3.95250100 N N N N N N SCOR SE 96950056ULJ4JI7V3752 N/A 311829.00000000 NS 8785689.61000000 0.055404772913 Long EC CORP FR N 2 N N N Whatabrands LLC N/A 96244UAD9 2459134.59000000 PA USD 2262403.82000000 0.014267288676 Long LON CORP US N 2 2026-07-31 Variable 3.73163000 N N N N N N JPMorgan Structured Products BV XZYUUT6IYN31D9K77X08 N/A 38902.00000000 NS USD 4486465.92000000 0.028292784802 Long SN CORP NL N 2 2020-06-04 Fixed 18.14000000 N N N N N N N/A N/A N/A -7.00000000 NC USD -18677.79000000 -0.00011778685 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2020-06-19 -1099218.75000000 USD -18677.79000000 N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751AY7 3344000.00000000 PA USD 2508000.00000000 0.015816080084 Long DBT CORP CA N 2 2022-03-15 Fixed 5.75000000 N N N N N N GE Capital International Funding Co. Unlimited Co. 549300G6UZOB126GBY72 36164QMS4 493000.00000000 PA USD 494003.70000000 0.003115311834 Long DBT CORP IE N 2 2020-11-15 Fixed 2.34200000 N N N N N N Ardagh Packaging Finance plc N/A N/A 1268000.00000000 PA 1542027.78000000 0.009724415813 Long DBT CORP GB N 2 2027-07-15 Fixed 4.75000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513E101 99174.00000000 NS USD 6427466.94000000 0.040533226419 Long EC CORP US N 1 N N N Stevens Holding Co., Inc. N/A 86024TAA5 818000.00000000 PA USD 819799.60000000 0.005169862889 Long DBT CORP US N 2 2026-10-01 Fixed 6.12500000 N N N N N N Ecolab, Inc. 82DYEISM090VG8LTLS26 278865AY6 200000.00000000 PA USD 207437.13000000 0.001308150821 Long DBT CORP US N 2 2022-08-10 Fixed 2.37500000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AA3 1900000.00000000 PA USD 1901707.68000000 0.011992647912 Long DBT CORP US N 2 2020-08-21 Fixed 2.30000000 N N N N N N Palmer Square CLO Ltd. 549300Y43K78UTRMTN21 69700GAE2 2500000.00000000 PA USD 2337500.00000000 0.014740864113 Long ABS-CBDO CORP KY N 2 2032-11-14 Floating 4.58456000 N N N N N N Telenor ASA 549300IM1QSBY4SLPM26 N/A 14324.00000000 NS 219716.52000000 0.001385587749 Long EC CORP NO N 2 N N N Octagon Investment Partners XIV Ltd. 549300QEN35HTPJ3BX33 67590AAZ5 2200000.00000000 PA USD 2118446.66000000 0.013359458544 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 2.38888100 N N N N N N Charter NEX US, Inc. N/A 16125TAC6 4867728.82300000 PA USD 4593919.08000000 0.028970411510 Long LON CORP US N 2 2024-05-16 Variable 4.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAJ9 815000.00000000 PA USD 822742.50000000 0.005188421558 Long DBT NUSS MX N 2 2025-04-27 Fixed 3.90000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903202 2954.00000000 NS USD 268636.76000000 0.001694091112 Long EC CORP US N 1 N N N Octagon Loan Funding Ltd. 549300HJJWTCMWFILG24 67590RAY1 23211595.00000000 PA USD 22192578.13000000 0.139951990820 Long ABS-CBDO CORP KY N 2 2031-11-18 Floating 2.87174900 N N N N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250AE4 225000.00000000 PA USD 232312.50000000 0.001465021174 Long DBT CORP US N 2 2026-05-15 Fixed 5.25000000 N N N N N N China SCE Group Holdings Ltd. 549300Q8UEI2ERAP6P49 N/A 4830000.00000000 PA USD 4588500.00000000 0.028936237426 Long DBT CORP KY N 2 2023-04-19 Fixed 7.25000000 N N N N N N Siam Commercial Bank PCL (The) 54930068OELHUBHH1U03 N/A 84800.00000000 NS 177112.05000000 0.001116913224 Long EC CORP TH N 2 N N N Bear Stearns Asset-Backed Securities I Trust N/A 07389YAE1 4385730.97470000 PA USD 4082544.95000000 0.025745557366 Long ABS-O CORP US N 2 2037-03-25 Floating 0.62725000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48127FAA1 2250000.00000000 PA USD 1963125.00000000 0.012379961010 Long DBT CORP US N 2 2020-07-01 Floating 4.75337900 N N N N N N Asurion LLC N/A 04649VAV2 4411223.66000000 PA USD 4202484.56000000 0.026501926775 Long LON CORP US N 2 2023-11-03 Variable 3.40363000 N N N N N N Genesis Energy LP N/A 37185LAJ1 2663000.00000000 PA USD 2236920.00000000 0.014106581284 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 710000.00000000 PA -193599.94000000 -0.00122089001 N/A DCR GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 Garfunkelux Holdco 2 SA Garfunkelux Holdco 2 SA Y Payout of notional amount upon default event with regard to the reference instrument 2024-12-20 0.00000000 USD 0.04000000 USD 710000.00000000 EUR -193599.94000000 N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BK6 1000000.00000000 PA USD 1059024.36000000 0.006678474517 Long DBT CORP GB N 2 2025-03-22 Variable 4.26899900 N N N N N N Anchorage Capital CLO 8 Ltd. 549300PKM3N9LK4JM015 03329KAS2 1400000.00000000 PA USD 1303251.60000000 0.008218633044 Long ABS-CBDO CORP KY N 2 2028-07-28 Floating 2.48712800 N N N N N N Gentiva Health Services, Inc. N/A 37249UAU0 3103735.40000000 PA USD 2917511.28000000 0.018398561423 Long LON CORP US N 3 2025-07-02 Variable 3.68750000 N N N N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 031921AA7 190000.00000000 PA USD 195700.00000000 0.001234133521 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N Four Seasons Holdings, Inc. N/A 35100DAR7 1983483.01050000 PA USD 1832658.96000000 0.011557209281 Long LON CORP US N 2 2023-11-30 Variable 2.40363000 N N N N N N VOLT LXXXVIII LLC N/A 91835LAA1 23312599.59000000 PA USD 20960633.38000000 0.132183036743 Long ABS-O CORP US N 2 2050-03-25 Variable 2.98109900 N N N N N N OZLM XIV Ltd. 549300Y1XB6AVMQY8652 67110HBC1 7000000.00000000 PA USD 6680814.00000000 0.042130896830 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 2.37888000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 4394000.00000000 PA USD 4470895.00000000 0.028194590656 Long DBT NUSS ID N 2 2022-04-25 Fixed 3.75000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 7566.00000000 NS USD 1208971.14000000 0.007624076702 Long EC CORP US N 1 N N N Bear Stearns Commercial Mortgage Securities Trust N/A 07387BEF6 4000000.00000000 PA USD 3999620.00000000 0.025222611732 Long ABS-MBS CORP US N 2 2040-12-11 Variable 5.79185600 N N N N N N Tiffany & Co. 549300EJG9IEYQL5XT21 886547108 2021.00000000 NS USD 255656.50000000 0.001612234321 Long EC CORP US N 1 N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AF8 4683000.00000000 PA USD 4472265.00000000 0.028203230222 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N Croda International plc 2138004WCNBFJEEOXV26 N/A 2839.00000000 NS 174086.69000000 0.001097834541 Long EC CORP GB N 2 N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 10719.00000000 NS USD 753224.13000000 0.004750021196 Long EC CORP US N 1 N N N Shanghai Yuyuan Tourist Mart Group Co. Ltd. 3003009LKEYMR1CGTI26 N/A 84300.00000000 NS 90318.33000000 0.000569570151 Long EC CORP CN N 2 N N N Diageo Capital plc 213800L23DJLALFC4O95 25243YBE8 820000.00000000 PA USD 821779.27000000 0.005182347187 Long DBT CORP GB N 2 2032-04-29 Fixed 2.12500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBU6 1675000.00000000 PA USD 1816439.56000000 0.011454925657 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AH4 1977000.00000000 PA USD 1992025.20000000 0.012562212955 Long DBT CORP US N 2 2028-05-01 Fixed 5.75000000 N N N N N N Leggett & Platt, Inc. DKOVQUCDW4ZLYCUD4T55 524660107 1414.00000000 NS USD 49673.82000000 0.000313255628 Long EC CORP US N 1 N N N Madison Park Funding XXV Ltd. N/A 55820RAA0 2500000.00000000 PA USD 2408195.00000000 0.015186684600 Long ABS-CBDO CORP KY N 2 2029-04-25 Floating 2.17138000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460105 89424.00000000 NS USD 7089534.72000000 0.044708392699 Long EC CORP US N 1 N N N Nexa Resources SA 549300QRMRHM7GAU7L47 91832CAA4 1900000.00000000 PA USD 1711187.50000000 0.010791179640 Long DBT CORP LU N 2 2027-05-04 Fixed 5.37500000 N N N N N N NortonLifeLock, Inc. YF6ZV0M6AU4FY94MK914 668771108 10810.00000000 NS USD 229928.70000000 0.001449988330 Long EC CORP US N 1 N N N eG Global Finance plc 549300TL8Q5207VYET27 N/A 786000.00000000 PA 753533.02000000 0.004751969134 Long DBT CORP GB N 2 2024-02-07 Fixed 3.62500000 N N N N N N Wisconsin Electric Power Co. AENKIFMULUAWOUU8Q584 976656CD8 1000000.00000000 PA USD 1018268.17000000 0.006421455711 Long DBT CORP US N 2 2021-09-15 Fixed 2.95000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DE7 700000.00000000 PA USD 728780.87000000 0.004595875838 Long DBT CORP US N 2 2024-08-15 Fixed 2.62500000 N N N N N N Advanced Info Service PCL 529900DU2YW1NO5RMU78 N/A 140000.00000000 NS 852725.29000000 0.005377500588 Long EC CORP TH N 2 N N N Scenery Journey Ltd. 549300Q2FGQXKG7X0I83 N/A 629000.00000000 PA USD 577107.50000000 0.003639385341 Long DBT CORP VG N 2 2022-11-06 Fixed 13.00000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162BW9 730000.00000000 PA USD 730000.00000000 0.004603563979 Long DBT CORP US N 2 2020-05-01 Fixed 2.12500000 N N N N N N Bank of Beijing Co. Ltd. 300300C1080211000042 N/A 669640.00000000 NS 468672.03000000 0.002955563939 Long EC CORP CN N 2 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AD7 8900000.00000000 PA USD 9456250.00000000 0.059633495731 Long DBT CORP FR N 2 2024-01-23 Variable 7.87500000 N N N N N N Chesapeake Energy Corp. N/A 16516FAH2 5612303.00000000 PA USD 1982995.02000000 0.012505266364 Long LON CORP US N 2 2024-06-24 Variable 9.00000000 N N N N N N STG-Fairway Holdings LLC N/A 78477MAC5 2672000.00000000 PA USD 2299042.24000000 0.014498339786 Long LON CORP US N 2 2027-01-31 Variable 4.57200000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBE6 700000.00000000 PA USD 713942.25000000 0.004502299761 Long DBT CORP MX N 2 2049-05-24 Fixed 5.25000000 N N N N N N LSTAR Securities Investment Ltd. N/A 50220XAA4 16553462.26000000 PA USD 15967422.02000000 0.100694587482 Long ABS-MBS CORP US N 2 2024-04-01 Floating 2.48450000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807AU2 925000.00000000 PA USD 1079648.75000000 0.006808537118 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BP5 5158000.00000000 PA USD 4291456.00000000 0.027063003099 Long DBT CORP CA N 2 2021-12-01 Fixed 8.75000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690QAS8 2800000.00000000 PA USD 1954427.44000000 0.012325112005 Long ABS-MBS CORP US N 2 2050-07-15 Variable 4.29320500 N N N N N N TCW CLO Ltd. N/A 87240NAN6 5700000.00000000 PA USD 5155467.03000000 0.032511674408 Long ABS-CBDO CORP KY N 2 2029-07-29 Floating 2.89075000 N N N N N N Anhui Conch Cement Co. Ltd. 300300JVKW56SSAEQZ33 N/A 15700.00000000 NS 131160.56000000 0.000827131547 Long EC CORP CN N 2 N N N Commercial Bank PSQC (The) 2138004FUUD4I7X8H721 N/A 116820.00000000 NS 127686.19000000 0.000805221294 Long EC CORP QA N 2 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDA5 5125000.00000000 PA USD 5060937.50000000 0.031915547368 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N CVR Partners LP N/A 12663QAA3 350000.00000000 PA USD 307639.50000000 0.001940052220 Long DBT CORP US N 2 2023-06-15 Fixed 9.25000000 N N N N N N Vivendi SA 969500FU4DRAEVJW7U54 N/A 11505.00000000 NS 248659.40000000 0.001568108845 Long EC CORP FR N 2 N N N Everest Re Group Ltd. 549300N24XF2VV0B3570 N/A 461.00000000 NS USD 79812.93000000 0.000503320451 Long EC CORP BM N 1 N N N Icahn Enterprises LP N/A 451102BJ5 660000.00000000 PA USD 666600.00000000 0.004203747601 Long DBT CORP US N 2 2022-02-01 Fixed 6.25000000 N N N N N N Equifax, Inc. 5493004MCF8JDC86VS77 294429105 1399.00000000 NS USD 194321.10000000 0.001225437830 Long EC CORP US N 1 N N N Paycom Software, Inc. 254900LSB0HNJUDC6Q18 70432V102 531.00000000 NS USD 138601.62000000 0.000874056747 Long EC CORP US N 1 N N N SMB Private Education Loan Trust 5493008SQ2WS8HE83M61 78449GAB5 613754.66000000 PA USD 607883.24000000 0.003833464914 Long ABS-O CORP US N 2 2032-02-17 Fixed 2.43000000 N N N N N N Alrosa PJSC N/A N/A 80325.00000000 NS 66529.17000000 0.000419549713 Long EC CORP RU N 2 N N N Hualan Biological Engineering, Inc. N/A N/A 18980.00000000 NS 103537.95000000 0.000652936407 Long EC CORP CN N 2 N N N Wachovia Asset Securitization Issuance II LLC Trust N/A 92976YAA0 2923100.93000000 PA USD 2408468.21000000 0.015188407531 Long ABS-O CORP US N 2 2037-07-25 Floating 0.62725000 N N N N N N Jaguar Land Rover Automotive plc 529900L73GEWN1O5NH84 47010BAA2 150000.00000000 PA USD 122250.00000000 0.000770939310 Long DBT CORP GB N 2 2023-02-01 Fixed 5.62500000 N N N N N N Alliance Data Systems Corp. 549300G8S4PO686J7H97 018581108 441.00000000 NS USD 22080.87000000 0.000139247531 Long EC CORP US N 1 N N N Heineken NV 724500K5PTPSST86UQ23 N/A 55923.00000000 NS 4756803.50000000 0.029997601714 Long EC CORP NL N 1 N N N Alternative Loan Trust N/A 02150TAA8 13823123.16000000 PA USD 11686465.04000000 0.073697793848 Long ABS-MBS CORP US N 2 2047-04-25 Floating 0.62725000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18452RAD7 7770253.40000000 PA USD 6730982.01000000 0.042447268945 Long LON CORP US N 2 2026-08-21 Variable 4.25998500 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BA0 1100000.00000000 PA USD 1418979.82000000 0.008948444366 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N SMB Private Education Loan Trust 549300V1P5RKG8RJI005 78449QAC1 1000000.00000000 PA USD 973110.90000000 0.006136682585 Long ABS-O CORP US N 2 2035-11-15 Floating 1.56399800 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAF5 150000.00000000 PA USD 150000.00000000 0.000945937804 Long DBT CORP US N 2 2027-05-15 Fixed 7.25000000 N N N N N N Powertech Technology, Inc. 254900O6KNZXH2RI9Q14 N/A 685000.00000000 NS 2290682.50000000 0.014445621159 Long EC CORP TW N 2 N N N Suburban Propane Partners LP N/A 864486AK1 800000.00000000 PA USD 762760.00000000 0.004810156796 Long DBT CORP US N 2 2027-03-01 Fixed 5.87500000 N N N N N N Iron Mountain UK plc 213800OT3BUEZ7P7XW26 N/A 880000.00000000 PA 1037001.58000000 0.006539593316 Long DBT CORP GB N 2 2025-11-15 Fixed 3.87500000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26614NAA0 1155000.00000000 PA USD 1162705.55000000 0.007332314231 Long DBT CORP US N 2 2023-05-01 Fixed 2.16900000 N N N N N N Yunnan Baiyao Group Co. Ltd. N/A N/A 19400.00000000 NS 246283.11000000 0.001553123361 Long EC CORP CN N 2 N N N SMB Private Education Loan Trust 54930027GONY06ZX8P67 78449KAB6 1293650.78040000 PA USD 1286402.46000000 0.008112378121 Long ABS-O CORP US N 2 2034-09-15 Fixed 2.34000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 44969CBF6 2095412.90000000 PA USD 2007929.41000000 0.012662508912 Long LON CORP US N 2 2024-03-07 Variable 2.50000000 N N N N N N Third Pakistan International Sukuk Co. Ltd. (The) 529900OMZDJ2H3CXKF72 N/A 630000.00000000 PA USD 576450.00000000 0.003635238981 Long DBT NUSS PK N 2 2022-12-05 Fixed 5.62500000 N N N N N N Rossini SARL 549300EC5JCCW6F83R11 N/A 200000.00000000 PA 210841.54000000 0.001329619889 Long DBT CORP LU N 2 2025-10-30 Floating 3.87500000 N N N N N N Sunac China Holdings Ltd. 549300OLARYHDXP3WK18 N/A 1230000.00000000 PA USD 1234855.06000000 0.007787307225 Long DBT CORP KY N 2 2022-02-15 Fixed 7.87500000 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355L106 2831.00000000 NS USD 51326.03000000 0.000323674880 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CC3 5725000.00000000 PA USD 5567562.50000000 0.035110452301 Long DBT CORP US N 2 2023-03-15 Fixed 6.00000000 N N N N N N Alternative Loan Trust N/A 12668A3Q6 3101782.57000000 PA USD 2619153.89000000 0.016517044528 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.08725000 N N N N N N Casino Guichard Perrachon SA 969500VHL8F83GBL6L29 N/A 300000.00000000 PA 274510.42000000 0.001731131892 Long DBT CORP FR N 2 2026-08-05 Fixed 4.04800000 N N N N N N HPS Loan Management Ltd. 54930040W4QDWLO30S73 40437HAG6 1000000.00000000 PA USD 875872.90000000 0.005523475251 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 3.08525000 N N N N N N WRKCo, Inc. 549300JEB576INN13W07 96145DAF2 1425000.00000000 PA USD 1505616.78000000 0.009494798871 Long DBT CORP US N 2 2025-03-15 Fixed 3.75000000 N N N N N N Shenzhen Expressway Co. Ltd. N/A N/A 66000.00000000 NS 75672.34000000 0.000477208847 Long EC CORP CN N 2 N N N United Group BV 213800PC85O8BJ7DU398 N/A 487000.00000000 PA 497911.79000000 0.003139957235 Long DBT CORP NL N 2 2026-02-15 Floating 3.24999900 N N N N N N PDC Energy, Inc. 5493008W8H2T511J5Y59 69327RAG6 421000.00000000 PA USD 330485.00000000 0.002084121701 Long DBT CORP US N 2 2024-09-15 Fixed 6.12500000 N N N N N N EDP - Energias de Portugal SA 529900CLC3WDMGI9VH80 N/A 1935259.00000000 NS 8154933.72000000 0.051427067303 Long EC CORP PT N 2 N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBE7 762000.00000000 PA USD 776935.20000000 0.004899549179 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677QBS7 2050000.00000000 PA USD 2067446.81000000 0.013037840636 Long DBT CORP US N 2 2023-01-30 Fixed 1.80000000 N N N N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404AAG4 689000.00000000 PA USD 661440.00000000 0.004171207340 Long DBT CORP US N 2 2022-07-01 Fixed 5.12500000 N N N N N N Neuberger Berman CLO XXII Ltd. 549300FFV1EYI8ON7P41 64131BAH6 800000.00000000 PA USD 718653.04000000 0.004532007190 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 2.78488100 N N N N N N Rackspace Hosting, Inc. 549300QTYCKLMFSE8I97 45332JAA0 2082000.00000000 PA USD 2051019.84000000 0.012934248023 Long DBT CORP US N 2 2024-11-15 Fixed 8.62500000 N N N N N N Octagon Investment Partners 30 Ltd. 549300CDNDWWERRAUA43 675920AG7 750000.00000000 PA USD 629499.83000000 0.003969784579 Long ABS-CBDO CORP KY N 2 2030-03-17 Floating 4.63524800 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556BZ4 700000.00000000 PA USD 738942.30000000 0.004659956377 Long DBT CORP US N 2 2029-10-01 Fixed 2.60000000 N N N N N N China Power International Development Ltd. 529900MDOW3M0UV2ST42 N/A 772000.00000000 NS 157229.79000000 0.000991530681 Long EC CORP HK N 2 N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787107 1804.00000000 NS USD 161115.24000000 0.001016033308 Long EC CORP US N 1 N N N American Airlines, Inc. N/A 02376CBA2 3671428.22000000 PA USD 2811579.73000000 0.017730530371 Long LON CORP US N 2 2023-12-15 Variable 2.81400000 N N N N N N Morgan Stanley Capital I Trust N/A 61691DAN7 2930000.00000000 PA USD 2264011.59000000 0.014277427678 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.41853200 N N N N N N BMW Vehicle Owner Trust N/A 05588CAD4 1225000.00000000 PA USD 1256363.68000000 0.007922946003 Long ABS-O CORP US N 2 2026-01-26 Fixed 1.95000000 N N N N N N Baxalta, Inc. 5493000JW8DCO3T45R55 07177MAN3 225000.00000000 PA USD 315872.16000000 0.001991969449 Long DBT CORP US N 2 2045-06-23 Fixed 5.25000000 N N N N N N Reynolds Group Issuer, Inc. N/A 761735AV1 2935000.00000000 PA USD 2945859.50000000 0.018577332443 Long DBT CORP US N 2 2024-07-15 Fixed 7.00000000 N N N N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAD9 405000.00000000 PA USD 272362.50000000 0.001717586567 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746RG8 31125000.00000000 PA USD 31591875.00000000 0.199226325760 Long DBT CORP US N 2 2024-06-15 Variable 5.90000000 N N N N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 92553PBD3 7320000.00000000 PA USD 6665592.00000000 0.042034903062 Long DBT CORP US N 2 2057-02-28 Variable 5.87499800 N N N N N N Anchorage Capital CLO Ltd. 549300PXQERPW8QV9145 03331JAJ1 3000000.00000000 PA USD 2780250.90000000 0.017532962874 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 2.96888000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661107 8380.00000000 NS USD 877805.00000000 0.005535659560 Long EC CORP US N 1 N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AE8 2553000.00000000 PA USD 1761570.00000000 0.011108904383 Long DBT CORP CA N 2 2027-02-01 Fixed 7.12500000 N N N N N N Elm CLO Ltd. N/A 289247AW8 1900000.00000000 PA USD 1814866.70000000 0.011445006805 Long ABS-CBDO CORP KY N 2 2029-01-17 Floating 2.30487800 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAH4 23521000.00000000 PA USD 26456098.80000000 0.166838826688 Long DBT CORP US N 2 2030-04-15 Fixed 5.00000000 N N N N N N Secure Income REIT plc 213800M1VI451RU17H40 N/A 1501062.00000000 NS 5194476.42000000 0.032757677453 Long EC CORP GB N 2 N N N Mediclinic International plc 2138002S5BSBIZTD5I60 N/A 447079.00000000 NS 1397593.07000000 0.008813574130 Long EC CORP GB N 2 N N N Madison Park Funding XXXI Ltd. N/A 55819DAL0 750000.00000000 PA USD 577437.75000000 0.003641467981 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 4.04300200 N N N N N N CNOOC Ltd. 549300XIVJCBIGMRUD48 126132109 18653.00000000 NS USD 2096037.61000000 0.013218141427 Long EC CORP HK N 1 N N N VICI Properties LP N/A 92564RAE5 8697000.00000000 PA USD 7914270.00000000 0.049909381231 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809HAG2 1775000.00000000 PA USD 1609133.12000000 0.010147598999 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAU2 1374692.33000000 PA USD 1402694.40000000 0.008845744403 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 3.22410000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61763KBA1 520000.00000000 PA USD 550956.07000000 0.003474467833 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 4.05100000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAU0 700000.00000000 PA USD 720509.60000000 0.004543715125 Long DBT CORP US N 2 2021-12-03 Fixed 4.45000000 N N N N N N Benchmark Mortgage Trust N/A 08161BAA1 1250000.00000000 PA USD 718399.00000000 0.004530405150 Long ABS-MBS CORP US N 2 2051-04-10 Variable 3.05700100 N N N N N N Easy Tactic Ltd. 549300WYFMC41MKE6E16 N/A 800000.00000000 PA USD 768528.00000000 0.004846531257 Long DBT CORP VG N 2 2021-04-25 Fixed 7.00000000 N N N N N N OXEA Holding Vier GmbH N/A D7000RAD3 3762195.00000000 PA USD 3357759.04000000 0.021174874752 Long LON CORP US N 2 2024-10-14 Variable 4.50000000 N N N N N N Simon Property Group, Inc. 529900GQL5X8H7AO3T64 828806109 3324.00000000 NS USD 221943.48000000 0.001399631520 Long EC CORP US N 1 N N N Crown European Holdings SA 85OKW2SW05RZFQS1W718 N/A 300000.00000000 PA 314782.91000000 0.001985100364 Long DBT CORP FR N 2 2023-02-15 Fixed 0.75000000 N N N N N N Targa Resources Partners LP N/A 87612BBP6 1328000.00000000 PA USD 1132120.00000000 0.007139434044 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N Allegheny Technologies, Inc. ZW1LRE7C3H17O2ZN9B45 01741RAH5 420000.00000000 PA USD 346500.00000000 0.002185116327 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAQ4 3919000.00000000 PA USD 4100253.75000000 0.025857233522 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Ziggo Bond Co. BV 213800JYI4P7V5QDOG59 98954UAB9 783000.00000000 PA USD 786915.00000000 0.004962484313 Long DBT CORP NL N 2 2027-01-15 Fixed 6.00000000 N N N N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 N/A 900000.00000000 PA 735057.39000000 0.004635457155 Long DBT CORP ES N 2 2030-01-17 Variable 2.00000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GG2 575000.00000000 PA USD 642609.44000000 0.004052457083 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AB3 681000.00000000 PA USD 621412.50000000 0.003918783837 Long DBT CORP US N 2 2025-02-01 Fixed 3.10000000 N N N N N N PTC, Inc. 54930050SSMU8SKDJ030 69370CAB6 1490000.00000000 PA USD 1466905.00000000 0.009250672629 Long DBT CORP US N 2 2025-02-15 Fixed 3.62500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 N/A 2765000.00000000 PA 2961607.28000000 0.018676641913 Long DBT CORP CA N 2 2023-05-15 Fixed 4.50000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAE5 1050000.00000000 PA USD 1101187.50000000 0.006944365904 Long DBT CORP US N 2 2021-09-15 Fixed 7.25000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833DM9 170000.00000000 PA USD 176268.09000000 0.001111590999 Long DBT CORP US N 2 2024-09-11 Fixed 1.80000000 N N N N N N Sino-Ocean Land Treasure Finance II Ltd. N/A N/A 209000.00000000 PA USD 213575.70000000 0.001346862191 Long DBT CORP VG N 2 2027-02-04 Fixed 5.95000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCJ3 2000000.00000000 PA USD 1969537.78000000 0.012420401617 Long DBT CORP US N 2 2021-04-09 Fixed 3.55000000 N N N N N N Springleaf Finance Corp. 5493008I795YYBFWFU90 85172FAL3 630000.00000000 PA USD 598500.00000000 0.003774291838 Long DBT CORP US N 2 2023-03-15 Fixed 5.62500000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBG3 700000.00000000 PA USD 737059.15000000 0.004648080758 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBF2 440000.00000000 PA USD 437003.81000000 0.002755856162 Long DBT CORP US N 2 2021-03-01 Fixed 4.20000000 N N N N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 N/A 1651.00000000 NS 255968.54000000 0.001614202124 Long EC CORP DE N 2 N N N Superior Plus LP N/A 86828LAA0 300000.00000000 PA USD 296490.00000000 0.001869740663 Long DBT CORP CA N 2 2026-07-15 Fixed 7.00000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748102 5552.00000000 NS USD 540376.16000000 0.003407748254 Long EC CORP US N 1 N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320106 687.00000000 NS USD 76765.38000000 0.000484101833 Long EC CORP US N 1 N N N VZ Vendor Financing BV 724500PCPZM8UDR8VL53 N/A 1481000.00000000 PA 1590494.77000000 0.010030060867 Long DBT CORP NL N 2 2024-01-31 Fixed 2.50000000 N N N N N N Kimberly-Clark de Mexico SAB de CV 549300JGHL56QT00KT54 N/A 405349.00000000 NS 572678.87000000 0.003611457284 Long EC CORP MX N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 950000.00000000 PA USD 1132761.48000000 0.007143479379 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N CIT Group, Inc. N8O96ZZJQRFYQUJY7K79 125581GQ5 1200000.00000000 PA USD 1182000.00000000 0.007453989896 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N N Franco-Nevada Corp. N/A 351858105 7047.00000000 NS 932343.49000000 0.005879593023 Long EC CORP CA N 1 N N N Republic of Peru 254900STKLK2DBJJZ530 715638DE9 3358000.00000000 PA USD 3408370.00000000 0.021494040221 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N MS&AD Insurance Group Holdings, Inc. 529900CXROT5S2HMMP26 N/A 4800.00000000 NS 138288.43000000 0.000872081692 Long EC CORP JP N 2 N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46634SAC9 1787856.95950000 PA USD 1827006.74000000 0.011521564957 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.50740000 N N N N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 50048VAA8 200000.00000000 PA USD 207000.00000000 0.001305394169 Long DBT CORP NL N 2 2073-03-28 Variable 6.99999800 N N N N N N Hershey Co. (The) 21X2CX66SU2BR6QTAD08 427866108 27233.00000000 NS USD 3606466.19000000 0.022743284721 Long EC CORP US N 1 N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913Q2T5 990000.00000000 PA USD 1020771.99000000 0.006437245431 Long DBT CORP US N 2 2022-02-26 Fixed 2.95000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 1325000.00000000 PA USD 1574587.04000000 0.009929742712 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741108 5377.00000000 NS USD 168031.25000000 0.001059647410 Long EC CORP US N 1 N N N OCP CLO Ltd. 2549001TBA76KDJQIQ68 67106BAQ0 12000000.00000000 PA USD 11485076.40000000 0.072427786329 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 2.39487800 N N N N N N Tsingtao Brewery Co. Ltd. 300300OJ7D0Q1ESE8L15 N/A 6824.00000000 NS 50473.92000000 0.000318301260 Long EC CORP CN N 2 N N N TICP CLO VI Ltd. 254900JG2DPAYUCW8T83 87246MAL6 500000.00000000 PA USD 459776.90000000 0.002899469007 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 3.51888100 N N N N N N Octagon Investment Partners XXI Ltd. 549300XIS9D4AHDX5A35 67590QBA4 2500000.00000000 PA USD 2251896.00000000 0.014201023714 Long ABS-CBDO CORP KY N 2 2031-02-14 Floating 3.60375100 N N N N N N Adani Green Energy UP Ltd. N/A N/A 600000.00000000 PA USD 576750.00000000 0.003637130856 Long DBT CORP IN N 2 2024-12-10 Fixed 6.25000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072TAC9 2037000.00000000 PA USD 2130396.45000000 0.013434816931 Long DBT CORP US N 2 2025-10-15 Fixed 6.62500000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 10841.00000000 NS USD 126297.65000000 0.000796464811 Long EC CORP US N 1 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CB6 1441000.00000000 PA USD 1542411.41000000 0.009726835081 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAZ7 1100000.00000000 PA USD 1237063.51000000 0.007801234267 Long DBT CORP US N 2 2049-08-15 Fixed 3.20000000 N N N N N N Sunoco LP N/A 86765LAQ0 1260000.00000000 PA USD 1228500.00000000 0.007747230615 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 95252.00000000 NS USD 5472227.40000000 0.034509245134 Long EC CORP US N 1 N N N Rockford Tower Europe CLO DAC 635400J1BXSISHD5XN53 N/A 300000.00000000 PA 201850.84000000 0.001272922268 Long ABS-CBDO CORP IE N 2 2031-12-20 Floating 5.36000000 N N N N N N Morgan Stanley Capital I Trust N/A 61766CAM1 13600000.00000000 PA USD 1106224.00000000 0.006976127342 Long ABS-MBS CORP US N 2 2049-03-15 Variable 1.76272200 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 549300P1YQ48837ZOI22 61762MBW0 1380000.00000000 PA USD 1452133.98000000 0.009157522855 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.21842600 N N N N N N Nuance Communications, Inc. AEMSOT3SS15TNMJCE605 67020YAQ3 5606000.00000000 PA USD 5876209.20000000 0.037056856179 Long DBT CORP US N 2 2026-12-15 Fixed 5.62500000 N N N N N N GEO Group, Inc. (The) 5493003VOR6NTY465495 36159RAG8 2700000.00000000 PA USD 2261250.00000000 0.014260012396 Long DBT CORP US N 2 2023-04-01 Fixed 5.12500000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671D857 15678.00000000 NS USD 138436.74000000 0.000873016972 Long EC CORP US N 1 N N N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 225433AM3 1000000.00000000 PA USD 1015331.62000000 0.006402937086 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45000000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AK1 255000.00000000 PA USD 262409.97000000 0.001654823405 Long DBT CORP US N 2 2023-01-15 Fixed 2.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFZ7 920000.00000000 PA USD 937415.57000000 0.005911578838 Long DBT CORP US N 2 2022-10-21 Fixed 2.50300000 N N N N N N OZLM XI Ltd. 5493009CITK5BZZY6417 67109UAS1 8750000.00000000 PA USD 8209101.25000000 0.051768661398 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 2.01012800 N N N N N N Regatta Funding LP N/A 75885WAU5 2500000.00000000 PA USD 2305170.25000000 0.014536984562 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 3.06888100 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BW9 1425000.00000000 PA USD 1479128.24000000 0.009327755461 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AN2 6212000.00000000 PA USD 4907480.00000000 0.030947805698 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N CIFC Funding Ltd. 549300O8WGQU5B6HEB94 12548RAD6 500000.00000000 PA USD 456309.90000000 0.002877605231 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 2.92025200 N N N N N N IDEX Corp. 549300U5Y5EL6PHYLF13 45167R104 2936.00000000 NS USD 451057.68000000 0.002844483408 Long EC CORP US N 1 N N N Alliant Holdings Intermediate LLC 5493006Q26653NF8SI73 01881UAF2 1249505.26000000 PA USD 1170474.05000000 0.007381304350 Long LON CORP US N 2 2025-05-09 Variable 3.96825000 N N N N N N Treman Park CLO Ltd. 549300E4DX3Q8L455K94 89473LAP9 1000000.00000000 PA USD 804799.00000000 0.005075265325 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 3.78524900 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 23616.00000000 NS USD 1250939.52000000 0.007888739883 Long EC CORP US N 1 N N N Harvest CLO XXII DAC 635400MYQ7BBH2H3RR48 N/A 350000.00000000 PA 236902.76000000 0.001493968510 Long ABS-CBDO CORP IE N 2 2032-01-15 Floating 6.10999900 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1477.48000000 -0.00000931736 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 60000.00000000 GBP 74095.08000000 USD 2020-05-15 -1477.48000000 N N N JPMBB Commercial Mortgage Securities Trust N/A 46639NAQ4 910000.00000000 PA USD 946250.31000000 0.005967292935 Long ABS-MBS CORP US N 2 2045-07-15 Fixed 3.66370000 N N N N N N Jacobs Engineering Group, Inc. 549300CZ8QS1GE53O776 469814107 1560.00000000 NS USD 129090.00000000 0.000814074074 Long EC CORP US N 1 N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 159864AE7 1944000.00000000 PA USD 1961010.00000000 0.012366623287 Long DBT CORP US N 2 2028-05-01 Fixed 4.25000000 N N N N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 086516101 2504.00000000 NS USD 192131.92000000 0.001211632309 Long EC CORP US N 1 N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939U106 3409.00000000 NS USD 308684.95000000 0.001946645091 Long EC CORP US N 1 N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 93935EAG9 1275030.28000000 PA USD 647247.57000000 0.004081706300 Long ABS-MBS CORP US N 2 2036-10-25 Variable 4.29092300 N N N N N N Anchorage Capital CLO 8 Ltd. 549300PKM3N9LK4JM015 03329KAW3 4000000.00000000 PA USD 3245030.80000000 0.020463982060 Long ABS-CBDO CORP KY N 2 2028-07-28 Floating 3.88712900 N N N N N N SoFi Professional Loan Program LLC 5493002WMPR84WZ75V46 83406EAC9 1900000.00000000 PA USD 1882336.27000000 0.011870486918 Long ABS-O CORP US N 2 2042-02-25 Fixed 2.95000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 024747AE7 2451000.00000000 PA USD 2426490.00000000 0.015302057481 Long DBT CORP US N 2 2026-05-15 Fixed 5.87500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 678238.00000000 NS USD 50339850.71000000 0.317455785587 Long SN CORP CA N 2 2020-05-19 Fixed 22.32000000 N Y N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571FQ2 2425000.00000000 PA USD 2498894.84000000 0.015758660650 Long ABS-O CORP US N 2 2024-09-15 Fixed 2.16000000 N N N N N N Chevron Corp. N/A 166764100 20575.00000000 NS USD 1892900.00000000 0.011937104462 Long EC CORP US N 1 N N N Adjustable Rate Mortgage Trust N/A 007036SE7 1329019.95000000 PA USD 1249488.21000000 0.007879587557 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.02724900 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397YW7 200000.00000000 PA 178339.94000000 0.001124656608 Long DBT CORP US N 2 2025-02-07 Fixed 1.35500000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAD3 4020000.00000000 PA USD 3841512.00000000 0.024225542837 Long DBT CORP US N 2 2026-10-01 Fixed 5.62500000 N N N N N N William Hill plc 213800MDW41W5UZQIX82 N/A 800000.00000000 PA 924473.01000000 0.005829959793 Long DBT CORP GB N 2 2026-05-01 Fixed 4.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300AGZIS1CJS4RM30 95001JAC1 2150000.00000000 PA USD 1214661.21000000 0.007659959717 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 3.00000000 N N N N N N HDFC Bank Ltd. 335800ZQ6I4E2JXENC50 N/A 447103.00000000 NS 5871244.68000000 0.037025548665 Long EC CORP IN N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BPWG0 761178.84000000 PA USD 775307.38000000 0.004889283736 Long ABS-MBS USGSE US N 2 2021-10-25 Fixed 2.15800000 N N N N N N Infraestructura Energetica Nova SAB de CV 715K4H1JYF3O6JOK1411 N/A 82313.00000000 NS 273158.53000000 0.001722606533 Long EC CORP MX N 1 N N N WPP plc 549300LSGBXPYHXGDT93 N/A 75468.00000000 NS 585565.90000000 0.003692726143 Long EC CORP JE N 2 N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAF1 1275000.00000000 PA USD 1265641.22000000 0.007981452509 Long DBT CORP US N 2 2025-02-15 Fixed 2.24200000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CA1 2770000.00000000 PA USD 2758653.53000000 0.017396764415 Long ABS-O CORP US N 2 2026-12-15 Floating 1.41400100 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZU0 3011000.00000000 PA USD 2709900.00000000 0.017089312368 Long DBT CORP US N 2 2022-11-01 Fixed 3.35000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAY5 250000.00000000 PA USD 279766.96000000 0.001764280958 Long DBT CORP CA N 2 2048-05-15 Fixed 4.87500000 N N N N N N Greene King Finance plc 213800QIJMYMW6TSBG41 N/A 100000.00000000 PA 114597.56000000 0.000722681095 Long DBT CORP GB N 2 2034-12-15 Floating 2.28675000 N N N N N N Studio City Co. Ltd. N/A 86400GAB5 550000.00000000 PA USD 542781.25000000 0.003422915358 Long DBT CORP VG N 2 2021-11-30 Fixed 7.25000000 N N N N N N American Builders And Contractors Supply N/A 02474RAH6 4313930.11000000 PA USD 4032618.73000000 0.025430710040 Long LON CORP US N 2 2027-01-15 Variable 2.40363000 N N N N N N Under Armour, Inc. 549300D4549QKWETZ406 904311206 2090.00000000 NS USD 19374.30000000 0.000122179218 Long EC CORP US N 1 N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AR9 1537000.00000000 PA USD 1598480.00000000 0.010080417740 Long DBT CORP US N 2 2025-05-01 Fixed 6.37500000 N N N N N N GCL System Integration Technology Co. Ltd. N/A N/A 145800.00000000 NS 51633.73000000 0.000325615314 Long EC CORP CN N 2 N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674PAL7 675000.00000000 PA USD 603703.13000000 0.003807104087 Long DBT CORP US N 2 2021-11-01 Fixed 5.37500000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201AA6 2520000.00000000 PA USD 2569807.32000000 0.016205852621 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N CEMEX Finance LLC 529900USOXVC2TX3H980 N/A 300000.00000000 PA 301016.30000000 0.001898284652 Long DBT CORP US N 2 2024-06-15 Fixed 4.62500000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654AS4 2332000.00000000 PA USD 2432125.42000000 0.015337595860 Long DBT CORP US N 2 2025-04-01 Fixed 2.95000000 N N N N N N Regatta X Funding Ltd. 549300E2FIIBY7XTJE98 75884BAE8 1500000.00000000 PA USD 1322446.20000000 0.008339679029 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 2.93487800 N N N N N N Rain CII Carbon LLC N/A 75079RAC2 400000.00000000 PA USD 342400.00000000 0.002159260694 Long DBT CORP US N 2 2025-04-01 Fixed 7.25000000 N N N N N N HCL Technologies Ltd. 549300C1F8OLYSOQYB65 N/A 118638.00000000 NS 850859.74000000 0.005365735960 Long EC CORP IN N 2 N N N Amada Co. Ltd. 529900QF5O6TQGCPDX85 N/A 20800.00000000 NS 188012.13000000 0.001185651875 Long EC CORP JP N 2 N N N Dow, Inc. 5493003S21INSLK2IP73 260557103 8269.00000000 NS USD 303389.61000000 0.001913251343 Long EC CORP US N 1 N N N XYMAX REIT Investment Corp. N/A N/A 3295.00000000 NS 2796740.78000000 0.017636952213 Long EC CORP JP N 2 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162CP3 1000000.00000000 PA USD 1028297.14000000 0.006484700923 Long DBT CORP US N 2 2022-05-11 Fixed 2.65000000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46645WBJ1 2840000.00000000 PA USD 2656232.97000000 0.016750874551 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 5.54220000 N N N N N N Hochschild Mining plc 549300JK10TVQ3CCJQ89 N/A 107064.00000000 NS 186787.38000000 0.001177928293 Long EC CORP GB N 2 N N N TICP CLO XI Ltd. N/A 87249QAE0 3500000.00000000 PA USD 3158437.10000000 0.019917900364 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 3.28524800 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61762XAU1 1625000.00000000 PA USD 1731989.68000000 0.010922363430 Long ABS-MBS CORP US N 2 2046-10-15 Variable 4.25900200 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 24210000.00000000 PA USD 21933727.38000000 0.138319612753 Long DBT CORP IT N 2 2024-06-03 Variable 7.99999900 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAU2 1330000.00000000 PA USD 1333325.00000000 0.008408283484 Long DBT CORP US N 2 2027-09-01 Fixed 5.75000000 N N N N N N United Group BV 213800PC85O8BJ7DU398 N/A 830000.00000000 PA 845158.97000000 0.005329785467 Long DBT CORP NL N 2 2028-02-15 Fixed 3.62500000 N N N N N N Discovery, Inc. 5493006ZCRFWKF6B1K26 25470F302 3743.00000000 NS USD 76394.63000000 0.000481763790 Long EC CORP US N 1 N N N Palmer Square CLO Ltd. 5493006ZPBFJJGSXB826 69689ABA7 4100000.00000000 PA USD 3305910.36000000 0.020847903909 Long ABS-CBDO CORP KY N 2 2029-05-21 Floating 4.84600000 N N N N N N Wynn Las Vegas LLC N/A 983130AV7 800000.00000000 PA USD 712000.00000000 0.004490051443 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N Summer BC Holdco A SARL 984500EFA0BRE0008996 N/A 901052.63000000 PA 744286.46000000 0.004693657997 Long DBT CORP LU N 2 2027-10-31 Fixed 9.25000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161N101 10703.00000000 NS USD 396867.24000000 0.002502744836 Long EC CORP US N 1 N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 1478000.00000000 PA 1686684.85000000 0.010636659754 Long DBT CORP IT N 2 2024-04-11 Fixed 4.00000000 N N N N N N SGS SA 2138007JNS19JHNA2336 N/A 1563.00000000 NS 3525661.31000000 0.022233708783 Long EC CORP CH N 2 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBV1 1675000.00000000 PA USD 1697775.06000000 0.010706597413 Long DBT CORP JP N 2 2025-01-15 Fixed 2.34800000 N N N N N N Atrium VIII 549300YWZ8HFDYP0MR16 04964JAC8 11500000.00000000 PA USD 504850.00000000 0.003183711335 Long ABS-CBDO CORP KY N 2 2024-10-23 Variable 0.00000000 N N N N N N Pregis TopCo LLC N/A 74045BAC1 1373557.50000000 PA USD 1229910.86000000 0.007756127854 Long LON CORP US N 2 2026-07-31 Variable 4.40363000 N N N N N N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 225433AT8 1200000.00000000 PA USD 1256036.87000000 0.007920885057 Long DBT CORP GG N 2 2023-06-09 Fixed 3.80000000 N N N N N N Simmons Foods, Inc. 5493002Z1TVWRIL6NM97 82873LAB1 2959000.00000000 PA USD 3077360.00000000 0.019406607738 Long DBT CORP US N 2 2024-01-15 Fixed 7.75000000 N N N N N N Novatek PJSC 2138008R6GCRVBDFA581 669888109 200.00000000 NS USD 28046.39000000 0.000176867603 Long EC CORP RU N 2 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBB1 1300000.00000000 PA USD 1341077.48000000 0.008457172576 Long DBT CORP US N 2 2023-04-01 Variable 3.20699900 N N N N N N Boxer Parent Co., Inc. N/A 05988HAB3 1114625.88000000 PA USD 958578.26000000 0.006045036095 Long LON CORP US N 2 2025-10-02 Variable 4.65363000 N N N N N N Wink Holdco, Inc. N/A 97417AAB6 918850.00000000 PA USD 851773.95000000 0.005371501198 Long LON CORP US N 2 2024-12-02 Variable 4.45013000 N N N N N N Puma International Financing SA 222100YFBPO7IDRUBR17 N/A 350000.00000000 PA USD 251999.65000000 0.001589173303 Long DBT CORP LU N 2 2024-10-06 Fixed 5.12500000 N N N N N N Invictus Co. N/A 46184GAB1 954253.79000000 PA USD 825429.53000000 0.005205366646 Long LON CORP US N 3 2025-03-28 Variable 4.77925000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137L204 1746.00000000 NS USD 44627.76000000 0.000281433901 Long EC CORP US N 1 N N N Change Healthcare Holdings LLC N/A 15911AAC7 5588455.61200000 PA USD 5371902.96000000 0.033876573931 Long LON CORP US N 2 2024-03-01 Variable 3.50000000 N N N N N N Harley-Davidson, Inc. ZDNAWZWXIKMWI51R2A08 412822108 1685.00000000 NS USD 36783.55000000 0.000231966336 Long EC CORP US N 1 N N N Operadora de Servicios Mega SA de CV Sofom ER 4469000001BP4DCM0P31 68373NAA3 3375000.00000000 PA USD 2140425.00000000 0.013498059495 Long DBT CORP MX N 2 2025-02-11 Fixed 8.25000000 N N N N N N Ares XXVII CLO Ltd. 549300BC3E2Y44TL8536 00190YAX3 1500000.00000000 PA USD 1265527.35000000 0.007980734416 Long ABS-CBDO CORP KY N 2 2029-07-28 Floating 4.63713100 N N N N N N Turkcell Iletisim Hizmetleri A/S 7890003EX1LTLS2FFL84 900111204 24109.00000000 NS USD 119821.73000000 0.000755626027 Long EC CORP TR N 1 N N N Rockford Tower CLO Ltd. 5493001SZ764RMCNU069 77342KAC4 1125000.00000000 PA USD 1024743.38000000 0.006462290017 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 2.93524900 N N N N N N Neuberger Berman Loan Advisers CLO Ltd. 549300P0MOXZPIM3AS61 64131QAC4 1500000.00000000 PA USD 1381912.20000000 0.008714686612 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 2.63525000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AK0 455000.00000000 PA USD 400832.25000000 0.002527749189 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PAR1 490000.00000000 PA USD 373135.00000000 0.002353083350 Long DBT CORP US N 2 2025-04-01 Fixed 6.25000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAF1 1415000.00000000 PA USD 1541769.47000000 0.009722786845 Long DBT CORP US N 2 2030-04-01 Fixed 2.85000000 N N N N N N TDC A/S 529900N96EOVRB114D28 N/A 200000.00000000 PA 259472.12000000 0.001636296582 Long DBT CORP DK N 2 2023-02-23 Fixed 6.87499900 N N N N N N Yankuang Group Cayman Ltd. 549300TM4QBVI14AXM65 N/A 1535000.00000000 PA USD 1523564.25000000 0.009607980140 Long DBT CORP KY N 2 2020-11-30 Fixed 4.75000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884U109 390708.00000000 NS USD 11494629.36000000 0.072488029702 Long EC CORP US N 1 N N N Achmea BV 7245007QUMI1FHIQV531 N/A 300000.00000000 PA 313841.36000000 0.001979162712 Long DBT CORP NL N 2 2029-03-24 Variable 4.62499900 N N N N N N Regatta IX Funding Ltd. 254900JVS76S6N8G1I74 75887VAE1 1000000.00000000 PA USD 923618.50000000 0.005824571037 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 3.58488000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BD6 1615000.00000000 PA USD 1653356.25000000 0.010426481203 Long DBT CORP US N 2 2025-06-01 Variable 5.37500200 N N N N N N Fantasia Holdings Group Co. Ltd. 5493005JQNLB3I01JW62 N/A 1650000.00000000 PA USD 1503562.50000000 0.009481844063 Long DBT CORP KY N 2 2022-07-05 Fixed 7.95000000 N N N N N N Dell International LLC N/A 25272KAG8 835000.00000000 PA USD 883749.10000000 0.005573144553 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N BXP Trust N/A 05607CAL3 6800000.00000000 PA USD 6302284.88000000 0.039743796800 Long ABS-MBS CORP US N 2 2037-08-13 Variable 3.66988300 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 65343HAA9 700000.00000000 PA USD 668500.00000000 0.004215729480 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N Hilcorp Energy I LP N/A 431318AS3 220000.00000000 PA USD 113850.00000000 0.000717966793 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691LAA7 2000000.00000000 PA USD 1932461.20000000 0.012186587359 Long ABS-MBS CORP US N 2 2034-11-15 Floating 1.51400200 N N N N N N Synlab Bondco plc 5493007KBBOGQWJ10272 N/A 200000.00000000 PA 210703.46000000 0.001328749121 Long DBT CORP GB N 2 2022-07-01 Floating 3.49999900 N N N N N N CrownRock LP N/A 228701AF5 7346000.00000000 PA USD 5951068.06000000 0.037528935017 Long DBT CORP US N 2 2025-10-15 Fixed 5.62500000 N N N N N N WuXi AppTec Co. Ltd. 254900OEPQLZSPLN9175 N/A 6200.00000000 NS 87411.87000000 0.000551241282 Long EC CORP CN N 2 N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L2D6 3125000.00000000 PA USD 3144531.25000000 0.019830206569 Long DBT NUSS SA N 2 2029-04-16 Fixed 3.50000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 N/A 100000.00000000 PA 89791.21000000 0.000566246000 Long DBT CORP MX N 2 2026-03-19 Fixed 3.12500000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 12094.00000000 NS USD 509157.40000000 0.003210874885 Long EC CORP US N 1 N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBA5 850000.00000000 PA USD 866033.03000000 0.005461422551 Long DBT CORP US N 2 2021-09-01 Fixed 4.00000000 N N N N N N Nielsen Finance LLC N/A 65409YBE4 88.63000000 PA USD 85.08000000 0.000000536535 Long LON CORP US N 2 2023-10-04 Variable 2.86350000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859104 2494.00000000 NS USD 197425.04000000 0.001245012058 Long EC CORP US N 1 N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525AV5 500000.00000000 PA USD 607099.93000000 0.003828525164 Long DBT CORP US N 2 2047-05-20 Fixed 4.30000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBG2 3032000.00000000 PA USD 3083222.18000000 0.019443576122 Long DBT CORP US N 2 2050-05-01 Fixed 3.75000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCR0 1450000.00000000 PA USD 1588356.55000000 0.010016576713 Long DBT CORP US N 2 2024-04-15 Fixed 3.70000000 N N N N N N GSR Mortgage Loan Trust N/A 362631AA1 28095374.08550000 PA USD 8993006.15000000 0.056712163263 Long ABS-MBS CORP US N 2 2046-08-25 Floating 0.70724900 N N N N N N Voyager Aviation Holdings LLC N/A 46122XAG8 790000.00000000 PA USD 647800.00000000 0.004085190063 Long DBT CORP US N 2 2021-08-15 Fixed 8.50000000 N N N N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 912909AN8 445000.00000000 PA USD 282931.00000000 0.001784234192 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N Colorado Plaza N/A N/A 9600000.00000000 PA USD 7680000.00000000 0.048432015568 Long LON CORP US N 3 2100-12-31 Variable 4.57600000 N N N N N N GoldenTree Loan Opportunities X Ltd. 549300IGEA8MXF2YEF61 38137PAW0 1000000.00000000 PA USD 902044.00000000 0.005688516803 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 3.23525200 N N N N N N GS Mortgage Securities Trust N/A 36252WAY4 1655977.34000000 PA USD 1708623.84000000 0.010775012554 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 3.65500000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 42250P103 5483.00000000 NS USD 143325.62000000 0.000903847481 Long EC CORP US N 1 N N N WFRBS Commercial Mortgage Trust N/A 92890KBG9 1300000.00000000 PA USD 1113433.36000000 0.007021591383 Long ABS-MBS CORP US N 2 2057-09-15 Variable 3.90782200 N N N N N N Commercial Mortgage Trust N/A 12625EAA7 328344.43000000 PA USD 323578.71000000 0.002040568895 Long ABS-MBS CORP US N 2 2035-04-12 Fixed 1.87260000 N N N N N N Hubei Energy Group Co. Ltd. 300300X7OMGIUK3FRJ72 N/A 122000.00000000 NS 63772.74000000 0.000402166970 Long EC CORP CN N 2 N N N VICI Properties LP N/A 92564RAA3 4770000.00000000 PA USD 4457994.30000000 0.028113235591 Long DBT CORP US N 2 2026-12-01 Fixed 4.25000000 N N N N N N WP CityMD Bidco LLC N/A 92940KAG0 2486702.50000000 PA USD 2346377.88000000 0.014796850262 Long LON CORP US N 2 2026-08-13 Variable 5.76106500 N N N N N N Alternative Loan Trust N/A 12668BLF8 958401.14000000 PA USD 644010.58000000 0.004061293025 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 5.50000000 N N N N N N Xerox Corp. 4KF48RN45X1OO8UBLY20 984121CM3 1000000.00000000 PA USD 1000000.00000000 0.006306252027 Long DBT CORP US N 2 2020-08-20 Fixed 3.50000000 N N N N N N Octagon Investment Partners 27 Ltd. 6354001JUH8Y4IJVGL43 67590XAQ5 1500000.00000000 PA USD 1342844.40000000 0.008468315219 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 3.31888000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6.88000000 0.000000043387 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 7914570.00000000 HKD 1020285.12000000 USD 2020-06-16 6.88000000 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 13484.00000000 NS USD 508616.48000000 0.003207463708 Long EC CORP US N 1 N N N Equatorial Energia SA N/A N/A 53669.00000000 NS 181794.99000000 0.001146445024 Long EC CORP BR N 1 N N N LHOME Mortgage Trust N/A 501878AA0 7000000.00000000 PA USD 6485365.60000000 0.040898349961 Long ABS-MBS CORP US N 2 2024-07-25 Fixed 3.86800000 N N N N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 48238TAA7 1875000.00000000 PA USD 1596937.50000000 0.010070690346 Long DBT CORP US N 2 2025-06-01 Fixed 5.12500000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 N/A 2062000.00000000 PA USD 2211495.00000000 0.013946244826 Long DBT CORP AU N 2 2026-06-15 Variable 6.75000000 N N N N N N FMG Resources Pty. Ltd. 549300EFD6S2NFE9D745 30251GAU1 555000.00000000 PA USD 557497.50000000 0.003515719739 Long DBT CORP AU N 2 2022-05-15 Fixed 4.75000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43814UAH2 2000000.00000000 PA USD 2072265.00000000 0.013068225357 Long ABS-O CORP US N 2 2024-08-19 Fixed 3.16000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 307457.00000000 NS USD 48812903.28000000 0.307826470261 Long SN CORP FR N 2 2020-06-04 Fixed 27.09000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 3400000.00000000 PA 3774922.71000000 0.023805613992 Long DBT CORP ES N 2 2021-04-14 Variable 8.87499900 N N N N N N BWAY Mortgage Trust N/A 05604FAN5 3600000.00000000 PA USD 3349707.84000000 0.021124101856 Long ABS-MBS CORP US N 2 2033-03-10 Fixed 3.63320000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PCR1 700000.00000000 PA USD 928306.76000000 0.005854136387 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N Domino's Pizza, Inc. 5299004V0Y8MI5D9FF45 25754A201 2562.00000000 NS USD 927264.66000000 0.005847564641 Long EC CORP US N 1 N N N HSBC Bank plc MP6I5ZYZBEU3UXPYFY54 N/A 827835.00000000 NS USD 24294639.31000000 0.153208118397 Long SN CORP GB N 2 2020-07-17 Fixed 16.15000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 7937.00000000 NS USD 671946.42000000 0.004237463473 Long EC CORP US N 1 N N N TripAdvisor, Inc. N/A 896945201 24138.00000000 NS USD 482035.86000000 0.003039839619 Long EC CORP US N 1 N N N APX Group, Inc. 549300OMQVKPRU98OE64 00213MAV6 235000.00000000 PA USD 199750.00000000 0.001259673842 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 4472.00000000 NS USD 283301.20000000 0.001786568766 Long EC CORP US N 1 N N N CDW LLC N/A 12513GBA6 4463000.00000000 PA USD 4753095.00000000 0.029974214979 Long DBT CORP US N 2 2024-12-01 Fixed 5.50000000 N N N N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAG8 2610000.00000000 PA USD 2505600.00000000 0.015800945079 Long DBT CORP US N 2 2023-08-01 Fixed 8.25000000 N N N N N N Jointown Pharmaceutical Group Co. Ltd. 300300875YINDA6F8T86 N/A 57500.00000000 NS 144454.76000000 0.000910968123 Long EC CORP CN N 2 N N N N/A N/A N/A 10000000.00000000 PA USD -65968.23000000 -0.00041601228 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. Y Receipt of notional amount upon default event with regard to the reference instrument 2020-12-20 0.00000000 USD 3346.67000000 USD 10000000.00000000 USD -65968.23000000 N N N Shandong Gold Mining Co. Ltd. 300300KC2K8BC07OSV77 N/A 89200.00000000 NS 452305.07000000 0.002852349764 Long EC CORP CN N 2 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BC2 13674000.00000000 PA USD 13708185.00000000 0.086447269444 Long DBT CORP GB N 2 2021-06-01 Variable 6.87499900 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 28370TAE9 3000000.00000000 PA USD 3061150.62000000 0.019304387302 Long DBT CORP US N 2 2021-10-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 190000.00000000 PA -20574.64000000 -0.00012974886 N/A DCR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Altice Luxembourg SA Altice Luxembourg SA Y Payout of notional amount upon default event with regard to the reference instrument 2024-12-20 20659.47000000 USD 0.00000000 USD 190000.00000000 EUR -20574.64000000 N N N Discovery, Inc. 5493006ZCRFWKF6B1K26 25470F104 1699.00000000 NS USD 38091.58000000 0.000240215103 Long EC CORP US N 1 N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 775109BP5 650000.00000000 PA USD 698330.84000000 0.004403850275 Long DBT CORP CA N 2 2049-11-15 Fixed 3.70000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CJ1 250000.00000000 PA USD 333766.64000000 0.002104816550 Long DBT CORP US N 2 2048-04-17 Fixed 4.70000000 N N N N N N Rollins, Inc. 549300F2A0BXT4SGWD84 775711104 1514.00000000 NS USD 60560.00000000 0.000381906622 Long EC CORP US N 1 N N N Kestrel Bidco, Inc. N/A C4927UAB8 5250840.00000000 PA USD 4204767.66000000 0.026516324579 Long LON CORP US N 2 2026-12-11 Variable 4.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GRD8 1690000.00000000 PA USD 1772607.39000000 0.011178508946 Long DBT CORP US N 2 2023-01-22 Fixed 3.62500000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKA6 1000000.00000000 PA USD 1001021.92000000 0.006312696512 Long DBT CORP US N 2 2020-09-01 Fixed 2.87500000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89238KAE2 1250000.00000000 PA USD 1265272.13000000 0.007979124934 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.12000000 N N N N N N Frontier Communications Corp. 549300ZCZ76HYCS0H445 35906ABC1 12539000.00000000 PA USD 12786018.30000000 0.080631853823 Long DBT CORP US N 2 2027-04-01 Fixed 8.00000000 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 5676.00000000 NS USD 319388.52000000 0.002014144501 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2D5 1550000.00000000 PA USD 1616306.09000000 0.010192833556 Long DBT CORP FR N 2 2025-01-09 Fixed 3.37500000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAH9 675000.00000000 PA USD 844096.34000000 0.005323084255 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797104 2497.00000000 NS USD 29689.33000000 0.000187228397 Long EC CORP US N 1 N N N thyssenkrupp AG 549300UDG16DOYUPR330 N/A 100000.00000000 PA 103091.43000000 0.000650120539 Long DBT CORP DE N 2 2025-02-25 Fixed 2.50000000 N N N N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 626717AM4 680000.00000000 PA USD 461516.00000000 0.002910436210 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N Bouygues SA 969500MOCLNQFNZN0D63 N/A 331790.00000000 NS 10208577.13000000 0.064377860220 Long EC CORP FR N 2 N N N Greenpoint Manufactured Housing N/A 395383AN2 6962642.57680000 PA USD 6579742.49000000 0.041493514415 Long ABS-O CORP US N 2 2030-03-20 Variable 8.14000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17308CC53 1425000.00000000 PA USD 1460694.45000000 0.009211507336 Long DBT CORP US N 2 2030-11-05 Variable 2.97600100 N N N N N N Commercial Mortgage Trust N/A 12593YBD4 2415000.00000000 PA USD 2529625.32000000 0.015952454802 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.49500000 N N N N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579YBP5 3814000.00000000 PA USD 4554198.46000000 0.028719923270 Long DBT CORP US N 2 2050-04-15 Fixed 3.70000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 446027.00000000 NS USD 62314195.78000000 0.392969023458 Long SN CORP GB N 2 2020-05-07 Fixed 26.75000000 N N N N N N Dr Reddy's Laboratories Ltd. 335800OVDPY3DVZR2798 N/A 5255.00000000 NS 272195.31000000 0.001716532225 Long EC CORP IN N 2 N N N OZLM VI Ltd. N/A 67108LBA0 1000000.00000000 PA USD 888804.70000000 0.005605026441 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 3.23488100 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AF1 691000.00000000 PA USD 611535.00000000 0.003856493833 Long DBT CORP US N 2 2026-07-01 Fixed 4.65000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 502647.00000000 NS USD 19281538.92000000 0.121594243901 Long EC CORP US N 1 N N N Host Hotels & Resorts, Inc. N6EL63S0K3PB1YFTDI24 44107P104 7887.00000000 NS USD 97088.97000000 0.000612267513 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBK0 950000.00000000 PA USD 1030290.83000000 0.006497273635 Long DBT CORP GB N 2 2030-06-20 Variable 5.08799900 N N N N N N Lineage Logistics LLC 5493003V5XTRX1K1PV14 53566NAD6 5572777.61000000 PA USD 5372157.62000000 0.033878179881 Long LON CORP US N 2 2025-02-27 Variable 4.00000000 N N N N N N Blue Cube Spinco LLC N/A 095370AD4 6427000.00000000 PA USD 6810691.90000000 0.042949939600 Long DBT CORP US N 2 2025-10-15 Fixed 10.00000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69700VAG4 5000000.00000000 PA USD 4252003.50000000 0.026814205691 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 4.28524900 N N N N N N Santander UK plc PTCQB104N23FMNK2RZ28 80283LAJ2 600000.00000000 PA USD 646040.02000000 0.004074091185 Long DBT CORP GB N 2 2024-03-13 Fixed 4.00000000 N N N N N N Bear Stearns Asset-Backed Securities I Trust N/A 073859AE0 19661010.28000000 PA USD 18379814.31000000 0.115907741251 Long ABS-O CORP US N 2 2047-06-25 Floating 0.70724900 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BV0 1475000.00000000 PA USD 1782748.28000000 0.011242459954 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAR4 450000.00000000 PA USD 454500.00000000 0.002866191546 Long DBT CORP US N 2 2023-08-15 Fixed 5.87500000 N N N N N N Samsung Biologics Co. Ltd. N/A N/A 317.00000000 NS 151425.42000000 0.000954926861 Long EC CORP KR N 2 N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747206 753.00000000 NS USD 62702.31000000 0.000395416569 Long EC CORP US N 1 N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 N/A 500000.00000000 PA 541662.22000000 0.003415858472 Long DBT CORP US N 2 2028-05-25 Fixed 2.25000000 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 N/A 140288.00000000 NS USD 47421281.55000000 0.299050552905 Long SN CORP US N 2 2020-07-22 Fixed 12.59000000 N N N N N N Repsol International Finance BV 5493002YCY6HTK0OUR29 N/A 600000.00000000 PA 645161.96000000 0.004068553918 Long DBT CORP NL N 2 2021-03-25 Variable 3.87499900 N N N N N N Long Beach Mortgage Loan Trust N/A 542514NT7 2474068.50000000 PA USD 2205368.83000000 0.013907611654 Long ABS-O CORP US N 2 2045-08-25 Floating 1.00725100 N N N N N N Regata XII Funding Ltd. N/A 75888HAJ0 1000000.00000000 PA USD 788807.80000000 0.004974420787 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 4.96887800 N N N N N N Gulf Stream Meridian 1 Ltd. N/A 402563AE0 2000000.00000000 PA USD 1856750.80000000 0.011709138496 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 3.62673000 N N N N N N AIMCO CLO N/A 00900GAC9 2700000.00000000 PA USD 2536974.54000000 0.015998800835 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 2.15488100 N N N N N N Cabot Oil & Gas Corp. FCNMH6O7VWU7LHXMK351 127097103 4521.00000000 NS USD 97744.02000000 0.000616398424 Long EC CORP US N 1 N N N Trivium Packaging Finance BV 724500GMZWW3PVYET548 N/A 1234000.00000000 PA 1324219.11000000 0.008350859446 Long DBT CORP NL N 2 2026-08-15 Fixed 3.75000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 N/A 1870000.00000000 PA 1946265.21000000 0.012273638925 Long DBT CORP US N 2 2025-01-15 Fixed 3.00000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 631103108 1439.00000000 NS USD 157815.13000000 0.000995221983 Long EC CORP US N 1 N N N Alternative Loan Trust N/A 12667GWF6 1817299.65000000 PA USD 1463327.11000000 0.009228109553 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.79724900 N N N N N N Team Health Holdings, Inc. 549300PVTQ4UDTTMQT11 88047PAA2 432000.00000000 PA USD 237513.60000000 0.001497820621 Long DBT CORP US N 2 2025-02-01 Fixed 6.37500000 N N N N N N Endeavor Energy Resources LP N/A 29260FAD2 1745000.00000000 PA USD 1544150.50000000 0.009737802220 Long DBT CORP US N 2 2026-01-30 Fixed 5.50000000 N N N N N N Wipro Ltd. 335800IFS1IJHESG8362 N/A 233198.00000000 NS 592054.46000000 0.003733644638 Long EC CORP IN N 2 N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BB6 26358000.00000000 PA USD 26885160.00000000 0.169544594750 Long DBT CORP GB N 2 2021-08-15 Variable 8.62499900 N N N N N N Kaisa Group Holdings Ltd. 254900N8L3L7NRJT0120 N/A 629000.00000000 PA USD 620940.94000000 0.003915810061 Long DBT CORP KY N 2 2022-04-09 Fixed 11.25000000 N N N N N N Arcor SAIC 529900B2ROYOJG45VO88 03965PAC5 8494000.00000000 PA USD 6816435.00000000 0.042986157036 Long DBT CORP AR N 2 2023-07-06 Fixed 6.00000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15137TAA8 4601000.00000000 PA USD 4871538.80000000 0.030721151432 Long DBT CORP US N 2 2026-06-01 Fixed 5.37500000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369105 1831.00000000 NS USD 446580.90000000 0.002816251705 Long EC CORP US N 1 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AH0 4991000.00000000 PA USD 5190140.90000000 0.032730336571 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N Yingde Gases Investment Ltd. 549300NJCRDM5D0WEL88 98584QAC4 630000.00000000 PA USD 617400.00000000 0.003893480001 Long DBT CORP VG N 2 2023-01-19 Fixed 6.25000000 N N N N N N Bayview Commercial Asset Trust N/A 07325YAB4 5439592.90000000 PA USD 4365070.95000000 0.027527237527 Long ABS-MBS CORP US N 2 2037-07-25 Floating 0.77725100 N N N N N N Zhejiang Baron BVI Co. Ltd. 3003008JG9MKV1NT1Y13 N/A 2995000.00000000 PA USD 2980025.00000000 0.018792788697 Long DBT CORP VG N 2 2021-08-27 Fixed 6.80000000 N N N N N N China Mobile Ltd. 529900U2JJ7GK68NI589 N/A 1407000.00000000 NS 11310957.67000000 0.071329749735 Long EC CORP HK N 2 N N N GS Mortgage Securities Trust N/A 36248GAE0 1506910.56000000 PA USD 1559323.77000000 0.009833488685 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 3.81300000 N N N N N N Towd Point Mortgage Trust N/A 89172YAA8 739066.02000000 PA USD 737483.24000000 0.004650755177 Long ABS-O CORP US N 2 2056-04-25 Variable 2.25000000 N N N N N N PetSmart, Inc. N/A 716768AC0 5830000.00000000 PA USD 5873725.00000000 0.037041190188 Long DBT CORP US N 2 2025-06-01 Fixed 5.87500000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBF1 1000000.00000000 PA USD 1047109.06000000 0.006603333632 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Hua Nan Financial Holdings Co. Ltd. N/A N/A 875773.00000000 NS 568886.08000000 0.003587538995 Long EC CORP TW N 2 N N N Copa Holdings SA 529900BB9UQJV6QQHA59 N/A 83292.00000000 NS USD 3682339.32000000 0.023221759801 Long EC CORP PA N 1 N N N DBJPM Mortgage Trust N/A 23312VAS5 5845000.00000000 PA USD 3634704.48000000 0.022921362495 Long ABS-MBS CORP US N 2 2049-08-10 Variable 3.63232800 N N N N N N Easy Tactic Ltd. 549300WYFMC41MKE6E16 N/A 630000.00000000 PA USD 591868.05000000 0.003732469090 Long DBT CORP VG N 2 2022-07-28 Fixed 9.12500000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAE3 1561000.00000000 PA USD 1425739.35000000 0.008991071666 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N Ronshine China Holdings Ltd. 549300GNBBT32SFSEC47 N/A 5685000.00000000 PA USD 5699212.50000000 0.035940670381 Long DBT CORP KY N 2 2022-10-25 Fixed 8.75000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93364BAA8 7908321.64000000 PA USD 6672562.56000000 0.042078861170 Long ABS-MBS CORP US N 2 2047-06-25 Floating 2.62045800 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609W102 7118.00000000 NS USD 1442605.06000000 0.009097431084 Long EC CORP KY N 1 N N N Kayne CLO III Ltd. N/A 48661WAC2 4000000.00000000 PA USD 3709078.80000000 0.023390385701 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 3.26887900 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332102 262.00000000 NS USD 267323.84000000 0.001685811507 Long EC CORP US N 1 N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 22546QAR8 580000.00000000 PA USD 594774.90000000 0.003750800418 Long DBT CORP CH N 2 2021-10-29 Fixed 3.00000000 N N N N N N Targa Resources Partners LP N/A 87612BAP7 1330000.00000000 PA USD 1200325.00000000 0.007569551964 Long DBT CORP US N 2 2023-11-15 Fixed 4.25000000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 91911XAW4 3689000.00000000 PA USD 4066753.60000000 0.025645973133 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N TICP CLO IX Ltd. 549300T5OQR4UD880D68 87249AAA3 4750000.00000000 PA USD 4580580.33000000 0.028886293991 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 2.27525000 N N N N N N Progress Residential Trust N/A 74333NAL6 5580000.00000000 PA USD 5062475.09000000 0.031925243798 Long ABS-O CORP US N 2 2036-05-17 Fixed 4.83700000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAM8 2486000.00000000 PA USD 2552279.15000000 0.016095315563 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N Tesla, Inc. 54930043XZGB27CTOV49 88160RAE1 2504000.00000000 PA USD 2441400.00000000 0.015396083699 Long DBT CORP US N 2 2025-08-15 Fixed 5.30000000 N N N N N N Livzon Pharmaceutical Group, Inc. 529900Y4GWTVVTORJ443 N/A 26900.00000000 NS 149523.08000000 0.000942930226 Long EC CORP CN N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHVY5 3511294.74750000 PA USD 3694794.45000000 0.023300304990 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.50000000 N N N N N N Cabot Financial Luxembourg II SA 222100HFIGXFXSXUFI06 N/A 267000.00000000 PA 269289.93000000 0.001698210166 Long DBT CORP LU N 2 2024-06-14 Floating 6.37499900 N N N N N N CK Asset Holdings Ltd. 5299006GJZSGP78B8S35 N/A 4152500.00000000 NS 26238593.11000000 0.165467180989 Long EC CORP KY N 2 N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBT4 350000.00000000 PA USD 380621.13000000 0.002400292772 Long DBT CORP US N 2 2048-10-06 Fixed 4.43900000 N N N N N N JBS USA LUX SA N/A 466112AR0 10418000.00000000 PA USD 10404977.50000000 0.065616410451 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N Neuberger Berman CLO XVIII Ltd. 549300FCSYYS3J0RKL34 64128QAW5 1500000.00000000 PA USD 1329854.10000000 0.008386395113 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 3.25900100 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DNBJ7A0SEFVK31 95000GAA2 11784000.00000000 PA USD 750169.44000000 0.004730757551 Long ABS-MBS CORP US N 2 2049-08-15 Variable 1.40263200 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BD5 712000.00000000 PA USD 720900.00000000 0.004546177086 Long DBT CORP US N 2 2025-07-15 Fixed 5.50000000 N N N N N N Pinnacle West Capital Corp. TWSEY0NEDUDCKS27AH81 723484101 1214.00000000 NS USD 93465.86000000 0.000589419269 Long EC CORP US N 1 N N N Copart, Inc. 549300KVYX3JWMYEHU61 217204106 2240.00000000 NS USD 179446.40000000 0.001131634223 Long EC CORP US N 1 N N N DNB Bank ASA 549300GKFG0RYRRQ1414 N/A 2000000.00000000 PA USD 1877500.00000000 0.011839988180 Long DBT CORP NO N 2 2024-11-12 Variable 4.87500100 N N N N N N Cedar Funding IV CLO Ltd. 549300PPJP6KEORGHQ85 150323AN3 8375000.00000000 PA USD 8052691.48000000 0.050782301969 Long ABS-CBDO CORP KY N 2 2030-07-23 Floating 2.27300000 N N N N N N B&M European Value Retail SA 213800UK7ZRLY2K1X530 N/A 650000.00000000 PA 779473.58000000 0.004915556843 Long DBT CORP LU N 2 2022-02-01 Fixed 4.12500000 N N N N N N Dabur India Ltd. 335800MJPUA2E1FSFL38 N/A 140022.00000000 NS 905843.40000000 0.005712476777 Long EC CORP IN N 2 N N N Norwegian Cruise Line Holdings Ltd. N/A N/A 2327.00000000 NS USD 38162.80000000 0.000240664234 Long EC CORP BM N 1 N N N KT Corp. 9884005ACF8449EANY26 48268K101 55771.00000000 NS USD 547113.51000000 0.003450235681 Long EC CORP KR N 1 N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887BG3 450000.00000000 PA USD 546814.80000000 0.003448351940 Long DBT CORP US N 2 2044-12-15 Fixed 4.68500000 N N N N N N Banc of America Mortgage Trust N/A 05949AZG8 10532.47820000 PA USD 9361.21000000 0.000059034149 Long ABS-MBS CORP US N 2 2035-01-25 Variable 3.85596400 N N N N N N TIAA CLO IV Ltd. 5493000Q4E256SBMCY29 88631YAE7 1000000.00000000 PA USD 890615.90000000 0.005616448324 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 2.83524800 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3298.63000000 -0.00002080199 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 120000.00000000 GBP 147846.48000000 USD 2020-05-15 -3298.63000000 N N N BBCMS Trust N/A 05547HAG6 35000000.00000000 PA USD 472150.00000000 0.002977496894 Long ABS-MBS CORP US N 2 2035-08-10 Variable 0.29514600 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENTN9 667932.92000000 PA USD 706065.59000000 0.004452627558 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 4.00000000 N N N N N N Royal Capital BV 72450057BWJ6BYW0TI63 N/A 508000.00000000 PA USD 472983.56000000 0.002982753534 Long DBT CORP NL N 2 2024-05-05 Variable 4.87500100 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AN9 350000.00000000 PA USD 304570.00000000 0.001920695179 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N Nexstar Broadcasting, Inc. N/A 65336RAW8 960618.93000000 PA USD 899379.47000000 0.005671713605 Long LON CORP US N 2 2026-09-18 Variable 3.73450000 N N N N N N Bowman Park CLO Ltd. 549300RY1CYH5GR2HE67 10302VBA2 1451318.40000000 PA USD 1444443.94000000 0.009109027524 Long ABS-CBDO CORP KY N 2 2025-11-23 Floating 2.86274900 N N N N N N NBCUniversal Enterprise, Inc. N/A 63946CAE8 146000.00000000 PA USD 148014.80000000 0.000933418632 Long DBT CORP US N 2 2021-03-19 Fixed 5.25000000 N N N N N N Manappuram Finance Ltd. 335800JL5WTUSKOSPN77 N/A 630000.00000000 PA USD 492975.00000000 0.003108824593 Long DBT CORP IN N 2 2023-01-13 Fixed 5.90000000 N N N N N N Aeropuertos Dominicanos Siglo XXI SA 254900KJA5MXNPYB4W32 007866AC0 1800000.00000000 PA USD 1476000.00000000 0.009308027992 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857LAP3 10433000.00000000 PA USD 11081522.58000000 0.069882874234 Long DBT CORP US N 2 2025-04-13 Fixed 4.10000000 N N N N N N GSAMP Trust N/A 36245TAA3 8331081.96080000 PA USD 4515086.52000000 0.028473273519 Long ABS-O CORP US N 2 2036-11-25 Floating 0.62725000 N N N N N N Nationwide Financial Services, Inc. 5493001H7AZNDS6BKJ36 638612AJ0 900000.00000000 PA USD 999604.09000000 0.006303755318 Long DBT CORP US N 2 2037-05-15 Fixed 6.75000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AE6 6765000.00000000 PA USD 5940346.50000000 0.037461322157 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N Mongolian Mortgage Corp. HFC LLC 254900PVFSFJVINH0P02 N/A 3000000.00000000 PA USD 2344687.50000000 0.014786190299 Long DBT CORP MN N 2 2022-01-29 Fixed 9.75000000 N N N N N N SRS Distribution, Inc. N/A 78466YAL2 2874827.66900000 PA USD 2557044.22000000 0.016125365295 Long LON CORP US N 2 2025-05-23 Variable 4.07200000 N N N N N N MarketAxess Holdings, Inc. 5493002U1CA1XJOVID83 57060D108 425.00000000 NS USD 193379.25000000 0.001219498287 Long EC CORP US N 1 N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAV5 1575000.00000000 PA USD 1756045.94000000 0.011074068268 Long DBT CORP ES N 2 2038-03-06 Fixed 4.66500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAK6 1644000.00000000 PA USD 657600.00000000 0.004146991333 Long DBT CORP US N 2 2022-11-15 Fixed 6.12500000 N N N N N N Verisure Midholding AB 549300496LYEZ55X1M49 N/A 929000.00000000 PA 975144.25000000 0.006149505403 Long DBT CORP SE N 2 2023-12-01 Fixed 5.75000000 N N N N N N OGE Energy Corp. CE5OG6JPOZMDSA0LAQ19 670837103 27697.00000000 NS USD 873009.44000000 0.005505417550 Long EC CORP US N 1 N N N LifePoint Health, Inc. 549300G8ZVHRTBBBSZ90 53219LAT6 1540000.00000000 PA USD 1586816.00000000 0.010006861616 Long DBT CORP US N 2 2025-04-15 Fixed 6.75000000 N N N N N N Republic of Philippines 529900RAHBALMYIJ3T08 718286BN6 8685000.00000000 PA USD 10153307.81000000 0.064029317959 Long DBT NUSS PH N 2 2026-03-30 Fixed 5.50000000 N N N N N N IRB Holding Corp. N/A 44988LAF4 4228520.80000000 PA USD 3680335.36000000 0.023209122324 Long LON CORP US N 2 2025-02-05 Variable 3.75052100 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29279FAA7 1825000.00000000 PA USD 1760307.04000000 0.011100939839 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651107 974.00000000 NS USD 115720.94000000 0.000729765412 Long EC CORP US N 1 N N N GS Mortgage Securities Corp. Trust N/A 36192HAA2 863000.00000000 PA USD 871260.12000000 0.005494385897 Long ABS-MBS CORP US N 2 2034-04-10 Fixed 3.55100000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAU0 1600000.00000000 PA USD 1639563.44000000 0.010339500267 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAQ6 272000.00000000 PA USD 247550.38000000 0.001561115085 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N Comunicaciones Celulares SA N/A 200303AA3 1045000.00000000 PA USD 1045000.00000000 0.006590033368 Long DBT CORP KY N 2 2024-02-06 Fixed 6.87500000 N N N N N N PPL Corp. 9N3UAJSNOUXFKQLF3V18 69351T106 8318.00000000 NS USD 211443.56000000 0.001333416378 Long EC CORP US N 1 N N N Par Pharmaceutical, Inc. 549300KK5WR4MGN4YT97 69888XAA7 7999000.00000000 PA USD 8128983.75000000 0.051263420252 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N PulteGroup, Inc. N/A 745867AX9 2005000.00000000 PA USD 2084598.50000000 0.013146003516 Long DBT CORP US N 2 2027-01-15 Fixed 5.00000000 N N N N N N Beijing New Building Materials plc 3003000VY5ALEC09Q824 N/A 1027470.00000000 NS 3666349.37000000 0.023120923146 Long EC CORP CN N 2 N N N Refinitiv US Holdings, Inc. 549300NF240HXJO7N016 N/A 2815000.00000000 PA 3208210.46000000 0.020231783716 Long DBT CORP US N 2 2026-05-15 Fixed 4.50000000 N N N N N N Western Union Co. (The) 28ID94QU1140NC23S047 959802109 4580.00000000 NS USD 87340.60000000 0.000550791835 Long EC CORP US N 1 N N N China United Network Communications Ltd. N/A N/A 235700.00000000 NS 172235.51000000 0.001086160534 Long EC CORP CN N 2 N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361ZM3 2000000.00000000 PA USD 1918316.98000000 0.012097390343 Long DBT CORP US N 2 2021-04-19 Fixed 3.40000000 N N N N N N Naturgy Finance BV 2138005FTXOJUBQ5J563 N/A 200000.00000000 PA 218074.15000000 0.001375230550 Long DBT CORP NL N 2 2024-04-24 Variable 3.37499900 N N N N N N Ukraine Government Bond 6354001WLTJXOMEXPY07 N/A 522000.00000000 PA USD 511560.00000000 0.003226026287 Long DBT NUSS UA N 2 2028-11-01 Fixed 9.75000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271109 163105.00000000 NS USD 25622164.45000000 0.161579826503 Long EC CORP US N 1 N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAG0 2625000.00000000 PA USD 2620119.81000000 0.016523135863 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XCSH9 1953477.46120000 PA USD 2204293.22000000 0.013900828587 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N Madison Park Funding XII Ltd. N/A 55818PAL4 177938.80000000 PA USD 176931.10000000 0.001115772108 Long ABS-CBDO CORP KY N 2 2026-07-20 Floating 2.39524900 N N N N N N BB-UBS Trust N/A 05538UAJ2 2672000.00000000 PA USD 2077443.13000000 0.013100879949 Long ABS-MBS CORP US N 2 2036-11-05 Variable 4.16020000 N N N N N N Masraf Al Rayan QSC 254900KFL51VLXABR231 N/A 261370.00000000 NS 271517.67000000 0.001712258856 Long EC CORP QA N 2 N N N CSMC Trust N/A 12645KAC5 7152113.00000000 PA USD 6043175.02000000 0.038109784720 Long ABS-MBS CORP US N 2 2037-09-27 Floating 3.08112800 N N N N N N EnLink Midstream Partners LP 88CPW63VL7KHJWS0NY83 29336UAD9 156000.00000000 PA USD 63180.00000000 0.000398429003 Long DBT CORP US N 2 2045-04-01 Fixed 5.05000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109104 3813.00000000 NS USD 209409.96000000 0.001320591984 Long EC CORP US N 1 N N N New Metro Global Ltd. 549300HJRNTCANEH0D47 N/A 3445000.00000000 PA USD 3415924.20000000 0.021541678910 Long DBT CORP VG N 2 2021-04-23 Fixed 6.50000000 N N N N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 300000.00000000 PA 316042.04000000 0.001993040755 Long DBT CORP IT N 2 2022-03-26 Fixed 1.12500000 N N N N N Telecom Italia SpA EUR XXXX N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGE4 1425000.00000000 PA USD 1671088.81000000 0.010538307195 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Jazz Pharmaceuticals plc 635400GAUMJCLEZRRV50 N/A 2522.00000000 NS USD 278050.50000000 0.001753456529 Long EC CORP IE N 1 N N N Cedar Funding VIII CLO Ltd. 549300PTCF9P2JDL1E69 15032EAJ8 1895000.00000000 PA USD 1540530.21000000 0.009714971759 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 4.38487900 N N N N N N MDC Partners, Inc. 529900SR4J92B5C43M74 552697AQ7 1010000.00000000 PA USD 782750.00000000 0.004936218774 Long DBT CORP CA N 2 2024-05-01 Fixed 6.50000000 N N N N N N China Minmetals Corp. 3003002ULBI4T3DT7Z09 N/A 520000.00000000 PA USD 513337.50000000 0.003237235649 Long DBT NUSS CN N 2 2022-11-13 Variable 3.75000100 N N N N N N Crestwood Midstream Partners LP N/A 226373AP3 350000.00000000 PA USD 252000.00000000 0.001589175510 Long DBT CORP US N 2 2025-04-01 Fixed 5.75000000 N N N N N N Fiberhome Telecommunication Technologies Co. Ltd. N/A N/A 21900.00000000 NS 97467.03000000 0.000614651655 Long EC CORP CN N 2 N N N Nielsen Co. Luxembourg SARL (The) 549300MFMRJBOPHHM352 65410CAC4 762000.00000000 PA USD 735330.00000000 0.004637176303 Long DBT CORP LU N 2 2025-02-01 Fixed 5.00000000 N N N N N N National Westminster Bank plc 213800IBT39XQ9C4CP71 N/A 2100000.00000000 PA USD 1732500.00000000 0.010925581637 Long DBT CORP GB N 2 2020-05-28 Floating 1.86324800 N N N N N N Banco BPM SpA 815600E4E6DCD2D25E30 N/A 800000.00000000 PA 833840.15000000 0.005258406136 Long DBT CORP IT N 2 2024-06-21 Fixed 2.50000000 N N N N N N Bear Stearns Asset-Backed Securities I Trust N/A 073879PS1 1175365.09000000 PA USD 1124414.89000000 0.007090843679 Long ABS-O CORP US N 2 2035-01-25 Floating 1.73225200 N N N N N N AngloGold Ashanti Ltd. 378900EF3BA9A5F42A59 N/A 12837.00000000 NS 313353.31000000 0.001976084946 Long EC CORP ZA N 2 N N N FLIR Systems, Inc. VOBD35NEPH6WISIRTJ85 302445101 1465.00000000 NS USD 63581.00000000 0.000400957810 Long EC CORP US N 1 N N N OCI NV 549300NCMRGIBJYUOE57 67091GAC7 660000.00000000 PA USD 650204.69000000 0.004100354644 Long DBT CORP NL N 2 2024-11-01 Fixed 5.25000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GR8 525000.00000000 PA USD 660371.47000000 0.004164468921 Long DBT CORP US N 2 2049-03-01 Fixed 4.87500000 N N N N N N Bank AlBilad 558600YCBMF3KW9QH647 N/A 58494.00000000 NS 352562.26000000 0.002223346466 Long EC CORP SA N 2 N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 912909AM0 245000.00000000 PA USD 165375.00000000 0.001042896428 Long DBT CORP US N 2 2025-08-15 Fixed 6.87500000 N N N N N N Algeco Global Finance plc 5493000PLZTCKZAJDO03 01551UAC8 415000.00000000 PA USD 363125.00000000 0.002289957767 Long DBT CORP GB N 2 2023-02-15 Fixed 8.00000000 N N N N N N Filtration Group Corp. N/A 31732FAM8 3649778.72000000 PA USD 3461194.65000000 0.021827165777 Long LON CORP US N 2 2025-03-31 Variable 3.40363000 N N N N N N Chobani LLC N/A 17027NAA0 3068000.00000000 PA USD 3050573.76000000 0.019237686958 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AQ3 2950000.00000000 PA USD 3412789.04000000 0.021521907801 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N Astellas Pharma, Inc. 529900IB708DY2HBBB35 N/A 1100.00000000 NS 18193.07000000 0.000114730084 Long EC CORP JP N 2 N N N Springleaf Finance Corp. 5493008I795YYBFWFU90 85172FAM1 3615000.00000000 PA USD 3418705.50000000 0.021559218489 Long DBT CORP US N 2 2025-03-15 Fixed 6.87500000 N N N N N N LSTAR Securities Financing N/A BRTTD7N84 12820433.47000000 PA USD 12820433.47000000 0.080848884559 Long LON CORP US N 3 2100-12-31 Variable 2.98450000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417EAQ2 410000.00000000 PA USD 407310.31000000 0.002568601468 Long DBT CORP US N 2 2050-04-27 Fixed 2.55000000 N N N N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857LAQ1 10249000.00000000 PA USD 11025461.68000000 0.069529340069 Long DBT CORP US N 2 2027-04-13 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1016.94000000 -0.00000641307 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80000.00000000 EUR 86668.70000000 USD 2020-05-15 -1016.94000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGG8 225000.00000000 PA USD 273515.20000000 0.001724855784 Long DBT CORP US N 2 2048-01-20 Variable 4.44300100 N N N N N N SMB Private Education Loan Trust 549300INMCHM7L5O6M41 78449LAC2 734311.04000000 PA USD 678725.53000000 0.004280214249 Long ABS-O CORP US N 2 2037-01-15 Floating 1.53400000 N N N N N N FCE Bank plc TU5V87TL5Q0UV1EW4H93 N/A 900000.00000000 PA 880557.12000000 0.005553015123 Long DBT CORP GB N 2 2023-05-11 Fixed 1.61500000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAT8 450000.00000000 PA USD 519558.97000000 0.003276469807 Long DBT CORP LU N 2 2035-03-15 Fixed 4.55000000 N N N N N N TICP CLO VII Ltd. N/A 87248TAN5 2000000.00000000 PA USD 1760154.00000000 0.011099974730 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 3.21000100 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29372EBW7 607838.75000000 PA USD 607370.90000000 0.003830233969 Long ABS-O CORP US N 2 2022-07-20 Fixed 2.60000000 N N N N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579Y101 7128.00000000 NS USD 1082885.76000000 0.006828950519 Long EC CORP US N 1 N N N Spirax-Sarco Engineering plc 213800WFVZQMHOZP2W17 N/A 3187.00000000 NS 348783.70000000 0.002199517915 Long EC CORP GB N 2 N N N Fantasia Holdings Group Co. Ltd. 5493005JQNLB3I01JW62 N/A 1730000.00000000 PA USD 1689453.13000000 0.010654117225 Long DBT CORP KY N 2 2021-03-08 Fixed 8.37500000 N N N N N N PulteGroup, Inc. N/A 745867AP6 3229000.00000000 PA USD 3423224.35000000 0.021587715496 Long DBT CORP US N 2 2033-05-15 Fixed 6.37500000 N N N N N N Sun Pharmaceutical Industries Ltd. 335800KJ7GE29LB4SS73 N/A 25333.00000000 NS 154504.45000000 0.000974344001 Long EC CORP IN N 2 N N N Sprint Capital Corp. 549300L17W0GQBR1PO80 852060AT9 4287000.00000000 PA USD 6023235.00000000 0.037984037928 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Alliant Energy Corp. 5493009ML300G373MZ12 018802108 2673.00000000 NS USD 129774.15000000 0.000818388496 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CR9 11800000.00000000 PA USD 9853000.00000000 0.062135501223 Long DBT CORP US N 2 2020-06-08 Floating 4.57913200 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFU0 2150000.00000000 PA USD 2193274.99000000 0.013831344851 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.72000000 N N N N N N BX Commercial Mortgage Trust N/A 056059AU2 11550000.01000000 PA USD 10142237.50000000 0.063959505794 Long ABS-MBS CORP US N 2 2035-11-15 Floating 3.81399800 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBF9 1850000.00000000 PA USD 2320570.31000000 0.014634101221 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -21438.22000000 -0.00013519481 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1230000.00000000 EUR 1326728.43000000 USD 2020-05-15 -21438.22000000 N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498AS5 300000.00000000 PA USD 310350.00000000 0.001957145316 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78388JAV8 12143000.00000000 PA USD 12501218.50000000 0.078835834507 Long DBT CORP US N 2 2024-09-01 Fixed 4.87500000 N N N N N N Grippen Park CLO Ltd. 549300P7KR0IARP7PG22 39862EAA2 5900000.00000000 PA USD 5635328.95000000 0.035537804614 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 2.39524900 N N N N N N Globe Life, Inc. 5493001JFHKQOPP6XA71 37959E102 1085.00000000 NS USD 89338.90000000 0.000563393619 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LV1 135000.00000000 PA USD 138163.49000000 0.000871293788 Long DBT CORP US N 2 2023-01-24 Variable 3.14200100 N N N N N N Targa Resources Partners LP N/A 87612BBL5 400000.00000000 PA USD 360000.00000000 0.002270250729 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CE6 1700000.00000000 PA USD 1765845.45000000 0.011135866448 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F4TS1 2492031.87000000 PA USD 2586345.81000000 0.016310148507 Long ABS-MBS USGSE US N 2 2045-10-15 Fixed 3.50000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638AS1 5886000.00000000 PA USD 7368536.25000000 0.046467846663 Long DBT NUSS PE N 2 2025-07-21 Fixed 7.35000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 4766.00000000 NS USD 2001005.10000000 0.012618842468 Long EC CORP US N 1 N N N Banff Merger Sub, Inc. 549300DSDR5SWIGOZV63 05988LAA6 8095000.00000000 PA USD 7265262.50000000 0.045816576368 Long DBT CORP US N 2 2026-09-01 Fixed 9.75000000 N N N N N N Plains All American Pipeline LP 5521FA2ITF25TVH63740 726503105 3163854.00000000 NS USD 27936830.82000000 0.176176695991 Long US N 1 N N N Textron, Inc. 3PPKBHUG1HD6BO7RNR87 883203101 2487.00000000 NS USD 65557.32000000 0.000413420982 Long EC CORP US N 1 N N N Ares XXXIV CLO Ltd. 549300VDFIIXSFET0S73 04015GAV1 7250000.00000000 PA USD 5447861.70000000 0.034355588889 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 3.87549000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 81725000.00000000 PA 5150024.11000000 0.032477349983 Long STIV NUSS EG N 2 2020-05-26 None 0.00000000 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813109 5601.00000000 NS USD 497256.78000000 0.003135826576 Long EC CORP US N 1 N N N Monster Beverage Corp. 52990090AP0E7HCB6F33 61174X109 6665.00000000 NS USD 411963.65000000 0.002597946602 Long EC CORP US N 1 N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AD9 625000.00000000 PA USD 611375.00000000 0.003855484833 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523BQ2 1500000.00000000 PA USD 1562201.84000000 0.009851638520 Long DBT CORP US N 2 2022-02-15 Fixed 3.90000000 N N N N N N Ronshine China Holdings Ltd. 549300GNBBT32SFSEC47 N/A 1325000.00000000 PA USD 1371375.00000000 0.008648236373 Long DBT CORP KY N 2 2021-08-22 Fixed 11.25000000 N N N N N N PetSmart, Inc. N/A 04021LAA8 2152000.00000000 PA USD 2060540.00000000 0.012994284552 Long DBT CORP US N 2 2023-03-15 Fixed 7.12500000 N N N N N N Huaxia Bank Co. Ltd. 300300AKNDEHIGVDZW37 N/A 80900.00000000 NS 74587.64000000 0.000470368455 Long EC CORP CN N 2 N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BG8 635000.00000000 PA USD 636397.00000000 0.004013279871 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 1332000.00000000 PA 1493162.92000000 0.009416261691 Long DBT CORP GB N 2 2078-10-03 Variable 4.20000000 N N N N N N Froneri International Ltd. N/A G3679YAC6 8770000.00000000 PA USD 8094008.40000000 0.051042856880 Long LON CORP US N 2 2027-01-29 Variable 2.25000000 N N N N N N CDK Global, Inc. 5493000L10CYRTHIJ385 12508EAJ0 1445000.00000000 PA USD 1473900.00000000 0.009294784862 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N Laredo Petroleum, Inc. 549300X0PTWU2QSLSL14 516806AF3 500000.00000000 PA USD 212500.00000000 0.001340078555 Long DBT CORP US N 2 2025-01-15 Fixed 9.50000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AW0 7000000.00000000 PA USD 7729604.12000000 0.048744831650 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N GoldenTree Loan Management US CLO 3 Ltd. 549300TB55YBQBSW5Z77 38138BAE0 2000000.00000000 PA USD 1848791.00000000 0.011658941991 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 2.43524900 N N N N N N SES SA 5493008JPA4HYMH1HX51 N/A 1315000.00000000 PA 1398944.13000000 0.008822094255 Long DBT CORP LU N 2 2024-01-29 Variable 5.62499900 N N N N N N Allegheny Technologies, Inc. ZW1LRE7C3H17O2ZN9B45 01741RAF9 1575000.00000000 PA USD 1444101.75000000 0.009106869588 Long DBT CORP US N 2 2023-08-15 Fixed 7.87500000 N N N N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440AM3 1469000.00000000 PA USD 1491035.00000000 0.009402842491 Long DBT CORP US N 2 2028-02-01 Fixed 4.62500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BFC9 3000000.00000000 PA USD 3109324.47000000 0.019608183742 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N Shell Eln N/A N/A 101843.00000000 NS USD 20144545.40000000 0.127036580265 Long SN CORP US N 2 2020-07-21 Fixed 14.90000000 N N N N N N Archrock Partners LP N/A 03959KAC4 1000000.00000000 PA USD 745000.00000000 0.004698157760 Long DBT CORP US N 2 2028-04-01 Fixed 6.25000000 N N N N N N TICP CLO XII Ltd. N/A 87250FAE0 500000.00000000 PA USD 453327.50000000 0.002858797465 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 3.21887900 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAM3 3292000.00000000 PA USD 3506309.20000000 0.022111669500 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17325DAE3 1900000.00000000 PA USD 1955170.68000000 0.012329799064 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.84100000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 N/A 3600000.00000000 PA 3890815.42000000 0.024536462629 Long DBT CORP GB N 2 2022-09-16 Variable 5.24999900 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAQ1 1250000.00000000 PA USD 1268750.00000000 0.008001057259 Long DBT CORP US N 2 2024-07-15 Fixed 5.12500000 N N N N N N Wyndham Destinations, Inc. T4VNTWMFQ7JQB65L7T35 98310WAQ1 134000.00000000 PA USD 113900.00000000 0.000718282105 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281AAY5 2283000.00000000 PA USD 2100360.00000000 0.013245399507 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BF2 1075000.00000000 PA USD 1309123.90000000 0.008255665248 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N Vornado Realty Trust N/A 929042109 1711.00000000 NS USD 74976.02000000 0.000472817678 Long EC CORP US N 1 N N N W.R. Grace & Co. 549300GJVOEHHLSO6K25 383909AF5 2303000.00000000 PA USD 2308757.50000000 0.014559606664 Long DBT CORP US N 2 2024-10-01 Fixed 5.62500000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAJ4 1821000.00000000 PA USD 2031726.98000000 0.012812582386 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332PAD3 4865000.00000000 PA USD 4799079.25000000 0.030264203248 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N HT Global IT Solutions Holdings Ltd. 254900RX0APGH88R0Z16 N/A 485000.00000000 PA USD 404975.00000000 0.002553874414 Long DBT CORP MU N 2 2021-07-14 Fixed 7.00000000 N N N N N N JPMorgan Trust N/A 46644MAU0 787561.59000000 PA USD 788356.48000000 0.004971574650 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.49999900 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAA6 6684000.00000000 PA USD 6865737.96000000 0.043297073928 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 215718.00000000 NS USD 62965479.66000000 0.397076183747 Long SN CORP CA N 2 2020-06-03 Fixed 19.68000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779AZ6 2326000.00000000 PA USD 2109914.60000000 0.013305653223 Long DBT CORP US N 2 2025-02-01 Fixed 5.62500000 N N N N N N Enterprise Fleet Financing LLC N/A 29374DAB4 1200000.00000000 PA USD 1200452.28000000 0.007570354624 Long ABS-O CORP US N 2 2025-02-20 Fixed 2.29000000 N N N N N N Emirates NBD Bank PJSC 54930029BCN8HF3B1286 N/A 5235000.00000000 PA USD 4943803.13000000 0.031176868510 Long DBT CORP AE N 2 2025-03-20 Variable 6.12500000 N N N N N N GS Mortgage Securities Trust N/A 36253BAU7 1155000.00000000 PA USD 1228143.96000000 0.007744985337 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.86200000 N N N N N N LifePoint Health, Inc. 549300G8ZVHRTBBBSZ90 53219LAS8 1962000.00000000 PA USD 1844280.00000000 0.011630494488 Long DBT CORP US N 2 2027-02-15 Fixed 4.37500000 N N N N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639AX4 1025000.00000000 PA USD 1051192.07000000 0.006629082122 Long DBT CORP US N 2 2029-10-01 Fixed 2.80000000 N N N N N N Bankia SA 549300685QG7DJS55M76 N/A 3600000.00000000 PA 3295111.36000000 0.020779802693 Long DBT CORP ES N 2 2023-09-19 Variable 6.37499900 N N N N N N Tricon American Homes Trust N/A 89613FAF5 7938000.00000000 PA USD 7240589.55000000 0.045660982527 Long ABS-O CORP US N 2 2036-01-17 Fixed 5.10400000 N N N N N N Global Telecom Holding SAE 549300KHZMXF57E8LG44 N/A 201938.00000000 NS 62825.16000000 0.000396191292 Long EC CORP EG N 3 N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 626717AF9 350000.00000000 PA USD 280903.00000000 0.001771445113 Long DBT CORP US N 2 2022-12-01 Fixed 4.45000000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46651EAN4 2800000.00000000 PA USD 2126851.44000000 0.013412461204 Long ABS-MBS CORP US N 2 2039-06-05 Variable 3.90889400 N N N N N N OCP CLO Ltd. 254900QIJ8IQOK988683 67110DAN7 1000000.00000000 PA USD 967139.10000000 0.006099022909 Long ABS-CBDO CORP KY N 2 2030-10-26 Floating 2.26138000 N N N N N N Daito Trust Construction Co. Ltd. 353800QQ4DRI3KXS3038 N/A 14600.00000000 NS 1388247.59000000 0.008754639178 Long EC CORP JP N 2 N N N Carlyle Global Market Strategies Euro CLO Ltd. 6354006SCMVW8LXU4P40 N/A 384000.00000000 PA 279724.58000000 0.001764013699 Long ABS-CBDO CORP IE N 2 2031-11-17 Floating 5.69999900 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46590TAL9 1486000.00000000 PA USD 1228441.72000000 0.007746863087 Long ABS-MBS CORP US N 2 2050-03-15 Variable 4.51220000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323CAM9 3000000.00000000 PA USD 2564524.80000000 0.016172539718 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.56728800 N N N N N N Cimarex Energy Co. 11KYOFXPU1C4CQL1CL44 171798AC5 196000.00000000 PA USD 179860.09000000 0.001134243057 Long DBT CORP US N 2 2024-06-01 Fixed 4.37500000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50076QAE6 3010000.00000000 PA USD 3057685.83000000 0.019282537463 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CK4 2370000.00000000 PA USD 2464989.60000000 0.015544845661 Long DBT CORP US N 2 2022-07-20 Fixed 3.50000000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46645FAL4 2132000.00000000 PA USD 2101852.45000000 0.013254811273 Long ABS-MBS CORP US N 2 2032-09-05 Variable 3.74170000 N N N N N N TICP CLO VIII Ltd. N/A 87248WAC2 3000000.00000000 PA USD 2776377.90000000 0.017508538760 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 2.78525200 N N N N N N Capitol Investment Merger Sub 2 LLC N/A 14065HAA3 508000.00000000 PA USD 472440.00000000 0.002979325707 Long DBT CORP US N 2 2024-08-01 Fixed 10.00000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBB5 3338000.00000000 PA USD 3254550.00000000 0.020524012535 Long DBT CORP US N 2 2024-01-15 Fixed 8.62500000 N N N N N N Topsports International Holdings Ltd. N/A N/A 3876000.00000000 NS 4899896.46000000 0.030899981983 Long EC CORP KY N 2 N N N China Evergrande Group 549300CUF7B1LAB15T90 N/A 3295000.00000000 PA USD 2817225.00000000 0.017766130867 Long DBT CORP KY N 2 2023-04-11 Fixed 10.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 13124.30000000 0.000082765143 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1236396.01000000 USD 1140000.00000000 EUR 2020-05-15 13124.30000000 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AQ2 1000000.00000000 PA USD 1274639.58000000 0.008038198435 Long DBT CORP GB N 2 2044-03-14 Fixed 5.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 18595000.00000000 PA USD 19943137.50000000 0.125766451287 Long DBT CORP CH N 2 2025-02-19 Variable 6.99999800 N N N N N N JBS USA LUX SA N/A 466112AP4 911000.00000000 PA USD 921248.75000000 0.005809626797 Long DBT CORP US N 2 2024-07-15 Fixed 5.87500000 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411R208 249099.00000000 NS USD 11630432.31000000 0.073344437331 Long EC CORP US N 1 N N N WEX, Inc. N/A 96208UAP6 5873785.14000000 PA USD 5509610.46000000 0.034744992132 Long LON CORP US N 2 2026-05-15 Variable 2.65363000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 N/A 24620000.00000000 PA USD 24066050.00000000 0.151766576598 Long DBT CORP DK N 2 2025-06-26 Variable 6.99999800 N N N N N N WFRBS Commercial Mortgage Trust 549300QGM7D5K3CV2643 96221TAH0 47188773.19430000 PA USD 1612374.32000000 0.010168038824 Long ABS-MBS CORP US N 2 2047-03-15 Variable 1.37592400 N N N N N N MPH Acquisition Holdings LLC N/A 55328HAE1 348125.16000000 PA USD 319624.15000000 0.002015630443 Long LON CORP US N 2 2023-06-07 Variable 4.20013000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323CAF4 1033969.51000000 PA USD 1056994.56000000 0.006665674086 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 2.94400000 N N N N N N Avantor, Inc. 5493003VM0XB4U8YD238 05352AAC4 5073000.00000000 PA USD 5501668.50000000 0.034694908130 Long DBT CORP US N 2 2025-10-01 Fixed 9.00000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AM8 1525000.00000000 PA USD 1598186.60000000 0.010078567486 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N China SCE Group Holdings Ltd. 549300Q8UEI2ERAP6P49 N/A 3000000.00000000 PA USD 2985300.00000000 0.018826054176 Long DBT CORP KY N 2 2021-04-17 Fixed 7.45000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565ALQ4 6785000.00000000 PA USD 5665475.00000000 0.035727913203 Long DBT CORP FR N 2 2030-02-25 Variable 4.50000000 N N N N N N IndyMac IMSC Mortgage Loan Trust N/A 45670JAD4 856194.15000000 PA USD 755875.94000000 0.004766744178 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N Aramark International Finance SARL 5493006HLPNGDDC12P30 N/A 1000000.00000000 PA 988237.53000000 0.006232074926 Long DBT CORP LU N 2 2025-04-01 Fixed 3.12500000 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86360QAE5 11610186.17000000 PA USD 9645515.11000000 0.060827049215 Long ABS-MBS CORP US N 2 2036-06-25 Floating 0.67725000 N N N N N N Hunt Cos., Inc. 549300ODPWDNCH5TKM49 445587AC2 540000.00000000 PA USD 459000.00000000 0.002894569680 Long DBT CORP US N 2 2026-02-15 Fixed 6.25000000 N N N N N N Seazen Group Ltd. 5493006M8GRAQRCSCD67 N/A 1900000.00000000 PA USD 1893468.75000000 0.011940691143 Long DBT CORP KY N 2 2020-09-12 Fixed 6.50000000 N N N N N N China National Medicines Corp. Ltd. N/A N/A 23567.00000000 NS 103057.07000000 0.000649903856 Long EC CORP CN N 2 N N N PQ Corp. 2H1FRGMQKKSWC9PFJY28 693522AH7 6909000.00000000 PA USD 6773583.60000000 0.042715925308 Long DBT CORP US N 2 2025-12-15 Fixed 5.75000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBA0 502000.00000000 PA USD 518995.15000000 0.003272914216 Long DBT CORP US N 2 2022-02-14 Fixed 3.49000000 N N N N N N Asurion LLC N/A 04649VAT7 788420.68000000 PA USD 757672.27000000 0.004778072288 Long LON CORP US N 2 2022-08-04 Variable 4.00000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525103 15060.00000000 NS USD 1184770.20000000 0.007471459475 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 5968.00000000 NS USD 346263.36000000 0.002183624015 Long EC CORP US N 1 N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAL3 1790000.00000000 PA USD 1628156.15000000 0.010267563021 Long DBT CORP US N 2 2024-12-01 Fixed 2.87500000 N N N N N N 280 Park Avenue Mortgage Trust N/A 90205FAA8 975000.00000000 PA USD 928621.40000000 0.005856120586 Long ABS-MBS CORP US N 2 2034-09-15 Floating 1.69400200 N N N N N N Jacobs Entertainment, Inc. 5493004U9JIWY3HSUO63 469815AH7 40000.00000000 PA USD 30300.00000000 0.000191079436 Long DBT CORP US N 2 2024-02-01 Fixed 7.87500000 N N N N N N Alternative Loan Trust N/A 02149JAK2 3447513.78000000 PA USD 2092792.90000000 0.013197679468 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N Barings Euro CLO BV 724500PFR6WLJ2ZQX914 N/A 270000.00000000 PA 182301.04000000 0.001149636303 Long ABS-CBDO CORP NL N 2 2031-07-27 Floating 5.78999900 N N N N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 33616C100 1818.00000000 NS USD 189599.22000000 0.001195660465 Long EC CORP US N 1 N N N Adjustable Rate Mortgage Trust N/A 007036QT6 1587327.87000000 PA USD 1437498.88000000 0.009065230226 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.04725100 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 335591.00000000 NS USD 46975978.37000000 0.296242358823 Long SN CORP CA N 2 2020-07-22 Fixed 11.74000000 N N N N N N Lamar Media Corp. N/A 513075BS9 958000.00000000 PA USD 876570.00000000 0.005527871339 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081DE0 325000.00000000 PA USD 413924.75000000 0.002610313793 Long DBT CORP US N 2 2043-06-15 Fixed 4.30000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CK0 7225000.00000000 PA USD 7349125.50000000 0.046345437582 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 200000.00000000 PA 238344.74000000 0.001503061999 Long DBT CORP IT N 2 2048-06-08 Variable 5.00000000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AS4 120000.00000000 PA USD 122145.34000000 0.000770279297 Long DBT CORP US N 2 2023-04-13 Fixed 2.12500000 N N N N N N Connect Finco SARL N/A 20752TAA2 11009000.00000000 PA USD 10431027.50000000 0.065780688317 Long DBT CORP US N 2 2026-10-01 Fixed 6.75000000 N N N N N N NXP BV N/A 62954HAE8 315000.00000000 PA USD 318494.44000000 0.002008506207 Long DBT CORP US N 2 2025-05-01 Fixed 2.70000000 N N N N N N Mercer International, Inc. 549300Z5IAG39VRTY874 588056AY7 500000.00000000 PA USD 478950.00000000 0.003020379408 Long DBT CORP US N 2 2025-01-15 Fixed 7.37500000 N N N N N N Public Bank Bhd. 549300L2RSQCVMOHGM20 N/A 318500.00000000 NS 1210481.77000000 0.007633603115 Long EC CORP MY N 2 N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAD2 641000.00000000 PA USD 670024.48000000 0.004225343235 Long DBT CORP US N 2 2026-08-01 Fixed 4.75000000 N N N N N N Madison Park Funding XX Ltd. N/A 55819TAW1 1315000.00000000 PA USD 1002599.00000000 0.006322641976 Long ABS-CBDO CORP KY N 2 2030-07-27 Floating 3.99138100 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAN5 13675000.00000000 PA USD 12239125.00000000 0.077183006841 Long DBT CORP CA N 2 2077-01-15 Variable 6.00000100 N N N N N N Wynn Las Vegas LLC N/A 983130AX3 3068000.00000000 PA USD 2669160.00000000 0.016832395660 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 390000.00000000 PA -128750.57000000 -0.00081193354 N/A DCR GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 Garfunkelux Holdco 2 SA Garfunkelux Holdco 2 SA Y Payout of notional amount upon default event with regard to the reference instrument 2024-12-20 22406.92000000 USD 0.00000000 USD 390000.00000000 EUR -128750.57000000 N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAQ8 1060000.00000000 PA USD 1065897.82000000 0.006721820288 Long DBT CORP CA N 2 2022-07-15 Fixed 2.90000000 N N N N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 N/A 282586.00000000 NS 18026168.31000000 0.113677560446 Long EC CORP DK N 2 N N N ADLER Real Estate AG 529900Y6QFNN3D363B76 N/A 200000.00000000 PA 208891.37000000 0.001317321625 Long DBT CORP DE N 2 2022-04-17 Fixed 1.50000000 N N N N N N Element Solutions, Inc. 549300FLGN6P5CU20J91 72766QAD7 7692000.00000000 PA USD 7620849.00000000 0.048058994454 Long DBT CORP US N 2 2025-12-01 Fixed 5.87500000 N N N N N N Regatta Funding LP N/A 75885WAY7 4500000.00000000 PA USD 3540496.95000000 0.022327266068 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 4.91888200 N N N N N N N/A N/A N/A 1.00000000 NC N/A 26535.18000000 0.000167337532 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 2934501.70000000 USD 2702000.00000000 EUR 2020-05-05 26535.18000000 N N N Zayo Group LLC N/A 98919XAB7 19271406.00000000 PA USD 18061354.42000000 0.113899452924 Long LON CORP US N 2 2027-03-09 Variable 3.98938000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2808.67000000 0.000017712180 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 951481.45000000 USD 870031.61000000 EUR 2020-06-17 2808.67000000 N N N Diamond Resorts International, Inc. 5493008MIJR7VMQP7U77 23422RAB8 300000.00000000 PA USD 241662.00000000 0.001523981477 Long DBT CORP US N 2 2023-09-01 Fixed 7.75000000 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 630000.00000000 PA USD 594562.50000000 0.003749460970 Long DBT CORP KY N 2 2027-01-14 Fixed 5.12500000 N N N N N N Intrum AB 549300UNCO2FCUWXX470 N/A 952000.00000000 PA 792869.39000000 0.005000034197 Long DBT CORP SE N 2 2026-07-15 Fixed 3.50000000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N/A 2789.00000000 NS USD 161622.55000000 0.001019232533 Long EC CORP NL N 1 N N N Neuberger Berman CLO XXII Ltd. 549300FFV1EYI8ON7P41 64131BAJ2 1000000.00000000 PA USD 886916.30000000 0.005593117714 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 3.33488200 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAC3 1200000.00000000 PA USD 1247794.28000000 0.007868905207 Long DBT CORP IE N 2 2023-09-23 Fixed 2.87500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 3026000.00000000 PA 3506347.28000000 0.022111909642 Long DBT CORP GB N 2 2025-12-15 Variable 6.37499900 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBQ2 14595000.00000000 PA USD 16717761.60000000 0.105426417979 Long DBT CORP GB N 2 2079-04-04 Variable 6.99999800 N N N N N N Nomura Bank International plc WGII3666BEDR02O24131 N/A 533059.00000000 NS USD 48007404.55000000 0.302746792262 Long SN CORP GB N 2 2020-07-15 Fixed 18.19840000 N N N N N N Antero Midstream Partners LP N/A 03690AAC0 450000.00000000 PA USD 351000.00000000 0.002213494461 Long DBT CORP US N 2 2024-09-15 Fixed 5.37500000 N N N N N N SLM Corp. 4K8SLPBF5DXXGPW03H93 78442P502 136000.00000000 NS USD 5573280.00000000 0.035146508297 Long EP CORP US N 1 N N N CSWF N/A 12653BAA8 289972.45000000 PA USD 267430.51000000 0.001686484195 Long ABS-MBS CORP US N 2 2035-08-15 Floating 1.81400000 N N N N N N Asurion LLC N/A 04649VAU4 2886000.00000000 PA USD 2784990.00000000 0.017562848833 Long LON CORP US N 2 2025-08-04 Variable 6.90363000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AD7 3453000.00000000 PA USD 3641937.94000000 0.022966978516 Long DBT CORP US N 2 2025-05-15 Fixed 4.50000000 N N N N N N Saka Energi Indonesia PT 25490049636XFM5KBR83 N/A 630000.00000000 PA USD 541012.50000000 0.003411761174 Long DBT CORP ID N 2 2024-05-05 Fixed 4.45000000 N N N N N N Clicks Group Ltd. 378900E967958A677472 N/A 9208.00000000 NS 114611.30000000 0.000722767742 Long EC CORP ZA N 1 N N N Toorak Mortgage Corp. Ltd. N/A 89052WAA7 33000000.00000000 PA USD 33232831.50000000 0.209574611015 Long ABS-MBS CORP US N 2 2023-03-25 Variable 2.73430100 N N N N N N TICP CLO XIV Ltd. N/A 87250CAG2 3250000.00000000 PA USD 3038750.00000000 0.019163123347 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 3.83524900 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 6748.00000000 NS USD 133542.92000000 0.000842155309 Long EC CORP US N 1 N N N Ziggo BV 213800TQASLF9JXH5J59 98954NAA7 4942000.00000000 PA USD 5027002.40000000 0.031701544075 Long DBT CORP NL N 2 2027-01-15 Fixed 5.50000000 N N N N N N PDC Energy, Inc. 5493008W8H2T511J5Y59 69327RAJ0 1885000.00000000 PA USD 1437689.50000000 0.009066432323 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N China Minsheng Banking Corp. Ltd. 549300HBUGSQD1VCXG94 N/A 401800.00000000 NS 332624.91000000 0.002097616512 Long EC CORP CN N 2 N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498AK7 48000.00000000 PA USD 45600.00000000 0.000287565092 Long DBT CORP US N 2 2043-11-01 Fixed 5.35000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 549300PFVBG5704L7K74 61762DAW1 1850000.00000000 PA USD 1894911.16000000 0.011949787344 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.10200000 N N N N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886F107 1066.00000000 NS USD 560588.08000000 0.003535209715 Long EC CORP US N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AD9 1604000.00000000 PA USD 1664150.00000000 0.010494549311 Long DBT CORP CA N 2 2028-01-15 Fixed 7.00000000 N N N N N N Verisure Holding AB 549300VQQCWGISM3N408 N/A 1205000.00000000 PA 1304521.21000000 0.008226639525 Long DBT CORP SE N 2 2023-05-15 Fixed 3.50000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAC9 250000.00000000 PA USD 221955.00000000 0.001399704168 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N York CLO-3 Ltd. 549300TKWX739FHPEQ97 98625UBA9 2000000.00000000 PA USD 1650126.60000000 0.010406114216 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 4.73524900 N N N N N N OCP CLO Ltd. 2549003HLFPQ7ATPYA23 67113LAF3 2500000.00000000 PA USD 2337500.00000000 0.014740864113 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 3.68525200 N N N N N N Kamigumi Co. Ltd. N/A N/A 2100.00000000 NS 36971.47000000 0.000233151407 Long EC CORP JP N 2 N N N Broadcom Corp. N/A 11134LAF6 660000.00000000 PA USD 689086.49000000 0.004345553074 Long DBT CORP US N 2 2024-01-15 Fixed 3.62500000 N N N N N N Wynn Las Vegas LLC N/A 983130AU9 300000.00000000 PA USD 279750.00000000 0.001764174004 Long DBT CORP US N 2 2023-05-30 Fixed 4.25000000 N N N N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 34959E109 5059.00000000 NS USD 545056.66000000 0.003437264667 Long EC CORP US N 1 N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 92553PAT9 200000.00000000 PA USD 210147.96000000 0.001325245998 Long DBT CORP US N 2 2023-09-01 Fixed 4.25000000 N N N N N N VLL International, Inc. N/A N/A 2000000.00000000 PA USD 2040000.00000000 0.012864754135 Long DBT CORP KY N 2 2022-06-18 Fixed 7.37500000 N N N N N N Ferrari NV 549300RIVY5EX8RCON76 N/A 125.00000000 NS 19536.92000000 0.000123204741 Long EC CORP NL N 2 N N N IndyMac INDX Mortgage Loan Trust N/A 45669JAC9 640072.73000000 PA USD 487375.64000000 0.003073513617 Long ABS-MBS CORP US N 2 2037-08-25 Variable 3.57955600 N N N N N N American Home Mortgage Assets Trust N/A 02660UAA8 14093733.99000000 PA USD 12072326.10000000 0.076131130940 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.84045800 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PDL3 1150000.00000000 PA USD 1437700.92000000 0.009066504341 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XAZ7 1300000.00000000 PA USD 1234341.86000000 0.007784070856 Long DBT CORP US N 2 2021-03-01 Fixed 2.50000000 N N N N N N Cameron LNG LLC 549300C39FLHGVD73K22 133434AB6 1025000.00000000 PA USD 1019005.78000000 0.006426107265 Long DBT CORP US N 2 2035-01-15 Fixed 3.30200000 N N N N N N LCM 26 Ltd. N/A 50200FAC3 5000000.00000000 PA USD 4764174.50000000 0.030044085098 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 2.20524800 N N N N N N Research Now, Inc. N/A 76100LAH5 1559112.50000000 PA USD 1287250.05000000 0.008117723237 Long LON CORP US N 2 2024-12-07 Variable 7.26325000 N N N N N N Northern States Power Co. 3S1GHB0TEH85KX44SB51 665772CR8 350000.00000000 PA USD 383726.56000000 0.002419876396 Long DBT CORP US N 2 2050-03-01 Fixed 2.90000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 04650NAB0 200000.00000000 PA USD 240833.12000000 0.001518754351 Long DBT CORP US N 2 2040-09-01 Fixed 5.35000000 N N N N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849AP1 2075000.00000000 PA USD 1609541.79000000 0.010150176175 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503M108 1269.00000000 NS USD 126113.22000000 0.000795301749 Long EC CORP US N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VBR4 626000.00000000 PA USD 711311.48000000 0.004485709462 Long DBT CORP US N 2 2023-09-15 Fixed 5.15000000 N N N N N N Olin Corp. 549300GKK294V7W57P06 680665AJ5 500000.00000000 PA USD 456700.00000000 0.002880065300 Long DBT CORP US N 2 2027-09-15 Fixed 5.12500000 N N N N N N AMMC CLO XII Ltd. 549300YZO1X7UK2OVY35 00176CAN1 2000000.00000000 PA USD 1879127.20000000 0.011850249714 Long ABS-CBDO CORP KY N 2 2030-11-10 Floating 2.93413000 N N N N N N BBCMS Mortgage Trust N/A 05548WAG2 2000000.00000000 PA USD 1777517.80000000 0.011209475229 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.26249900 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAP4 685000.00000000 PA USD 594954.41000000 0.003751932454 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Taylor Wimpey plc 21380089BTRXTD8S3R66 N/A 3246504.00000000 NS 5995777.98000000 0.037810887040 Long EC CORP GB N 2 N N N Ajax Mortgage Loan Trust N/A 00970DAA5 6514508.32000000 PA USD 5797912.40000000 0.036563096825 Long ABS-O CORP US N 3 2057-06-25 Variable 4.37500100 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 1000000.00000000 PA 893965.94000000 0.005637574521 Long DBT CORP IT N 2 2025-06-03 Variable 5.37500100 N N N N N N Metropolitan Light Co. Ltd. 254900BVLNDWU5RB5359 92940QAA0 395000.00000000 PA USD 393518.75000000 0.002481628414 Long DBT CORP KY N 2 2022-11-21 Fixed 5.50000000 N N N N N N Atrium XV N/A 04965FAL5 500000.00000000 PA USD 402501.65000000 0.002538276846 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 4.04300200 N N N N N N CDK Global, Inc. 5493000L10CYRTHIJ385 12508EAD3 350000.00000000 PA USD 362250.00000000 0.002284439796 Long DBT CORP US N 2 2024-10-15 Fixed 5.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAW5 475000.00000000 PA USD 539182.00000000 0.003400217580 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBE0 425000.00000000 PA USD 480304.71000000 0.003028922551 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N Benefit Street Partners CLO XIX Ltd. N/A 08182RAC7 4250000.00000000 PA USD 3882812.33000000 0.024485993127 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 3.87799900 N N N N N N Atotech Alpha 2 BV 52990021652PQB07L470 02073MAA7 2725471.00000000 PA USD 2561942.74000000 0.016156256597 Long DBT CORP NL N 2 2023-06-01 Fixed 8.75000000 N N Y N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639AT3 220000.00000000 PA USD 226270.77000000 0.001426920502 Long DBT CORP US N 2 2023-03-15 Fixed 3.70000000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 900000.00000000 PA 982684.86000000 0.006197058390 Long DBT CORP NL N 2 2022-03-15 Variable 3.74999900 N N N N N N CSMC Trust N/A 12653AAA0 22107052.56000000 PA USD 21753302.14000000 0.137181805717 Long ABS-O CORP US N 2 2058-07-25 Variable 4.12499900 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 200000.00000000 PA 204011.33000000 0.001286546863 Long DBT CORP ES N 2 2023-09-24 Variable 5.87499900 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FC7 450000.00000000 PA USD 545184.93000000 0.003438073569 Long DBT CORP US N 2 2049-03-01 Fixed 4.30000000 N N N N N N H-Food Incremental N/A 40422KAD3 1559945.07000000 PA USD 1437832.57000000 0.009067334559 Long LON CORP US N 2 2025-05-23 Variable 4.40363000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TFX8 300000.00000000 PA USD 307528.51000000 0.001939352289 Long DBT CORP US N 2 2022-04-12 Fixed 2.65000000 N N N N N N JPMorgan Trust II N/A 928989417 675836.29000000 NS USD 675836.29000000 0.004261993973 Long STIV RF US N 1 N N N Zebra Technologies Corp. PO0I32GKZ3HZMMDPZZ08 989207105 618.00000000 NS USD 141929.88000000 0.000895045593 Long EC CORP US N 1 N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CAG4 620000.00000000 PA USD 623918.06000000 0.003934584530 Long DBT CORP US N 2 2020-10-15 Fixed 3.60000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AA6 1100000.00000000 PA USD 1146951.01000000 0.007232962131 Long DBT CORP CH N 2 2030-08-13 Variable 3.12599900 N N N N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 N/A 600000.00000000 PA 755700.01000000 0.004765634719 Long DBT CORP GB N 2 2027-04-15 Fixed 5.00000000 N N N N N N AHP Health Partners, Inc. 549300QMM8MQ6SM5KX05 00150LAA9 2762000.00000000 PA USD 2734380.00000000 0.017243689418 Long DBT CORP US N 2 2026-07-15 Fixed 9.75000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAJ5 750000.00000000 PA USD 774468.26000000 0.004883992034 Long DBT CORP US N 2 2022-03-22 Fixed 3.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBM1 675000.00000000 PA USD 724475.36000000 0.004568724207 Long DBT CORP US N 2 2029-11-01 Fixed 2.75000000 N N N N N N China Steel Corp. 529900D3N7UIJMVJ9120 N/A 150000.00000000 NS 100465.11000000 0.000633558303 Long EC CORP TW N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526BN8 700000.00000000 PA USD 627970.00000000 0.003960137085 Long DBT CORP DE N 2 2032-12-01 Variable 4.87500100 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BS2 750000.00000000 PA USD 873883.03000000 0.005510926629 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N Goodman Group N/A N/A 2073294.00000000 NS 17658732.09000000 0.111360415039 Long EC CORP AU N 2 N N N Arca Continental SAB de CV 254900U2BSJCQHJCXN24 N/A 117920.00000000 NS 453361.57000000 0.002859012319 Long EC CORP MX N 1 N N N DISH DBS Corp. N/A 25470XAW5 2300000.00000000 PA USD 2212232.00000000 0.013950892534 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N RR 7 Ltd. N/A 74980EAC2 3700000.00000000 PA USD 3487487.17000000 0.021992973035 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 2.56888100 N N N N N N CIFI Holdings Group Co. Ltd. 549300WGKSV867C0JF48 N/A 630000.00000000 PA USD 623700.00000000 0.003933209389 Long DBT CORP KY N 2 2024-03-28 Fixed 6.55000000 N N N N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAB4 600000.00000000 PA USD 546000.00000000 0.003443213606 Long DBT CORP US N 2 2024-10-25 Fixed 5.87500000 N N N N N N Charter Communications Operating LLC N/A 161175AZ7 2300000.00000000 PA USD 2953386.71000000 0.018624800926 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AS0 600000.00000000 PA USD 462000.00000000 0.002913488436 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N Hankyu Hanshin Holdings, Inc. N/A N/A 1100.00000000 NS 37634.12000000 0.000237330245 Long EC CORP JP N 2 N N N Hilong Holding Ltd. 5493007WSRWZ0UF15X65 N/A 1415000.00000000 PA USD 925056.25000000 0.005833637851 Long DBT CORP KY N 2 2022-09-26 Fixed 8.25000000 N N N N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AL8 3687000.00000000 PA USD 2715106.80000000 0.017122147761 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N Charter NEX US, Inc. N/A 16125TAD4 959294.83000000 PA USD 916126.56000000 0.005777324976 Long LON CORP US N 2 2024-05-16 Variable 3.90363000 N N N N N N Listrindo Capital BV N/A 536576AD3 630000.00000000 PA USD 589837.50000000 0.003719663930 Long DBT CORP NL N 2 2026-09-14 Fixed 4.95000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 9572.00000000 NS USD 12890612.40000000 0.081291450578 Long EC CORP US N 1 N N N Zayo Group Holdings. Inc. 529900Z6OTS7RT0V0I47 98919VAA3 11119000.00000000 PA USD 10783539.77000000 0.068003719534 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N PCCW Ltd. 254900SI7GPUPA1TJX39 N/A 4307000.00000000 NS 2638402.37000000 0.016638430294 Long EC CORP HK N 2 N N N Ajax Mortgage Loan Trust N/A 00969JAC1 719334.38000000 PA USD 575467.50000000 0.003629043088 Long ABS-O CORP US N 3 2058-11-25 Variable 5.24999900 N N N N N N Explorer II A/S 98450067B64D440ED557 N/A 551000.00000000 PA 425084.60000000 0.002680690620 Long DBT CORP NO N 2 2025-02-24 Fixed 3.37500000 N N N N N N BlueMountain CLO Ltd. 549300KGXMRFX2DKIX03 09626YAN0 996033.72000000 PA USD 955521.34000000 0.006025758387 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 2.27763000 N N N N N N HD Supply, Inc. N/A 42206JAT9 4771194.78000000 PA USD 4583734.54000000 0.028906185234 Long LON CORP US N 2 2023-10-17 Variable 2.15363000 N N N N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 500000.00000000 PA 564006.82000000 0.003556769151 Long DBT CORP IT N 2 2025-11-21 Variable 4.59600000 N N N N N N ManpowerGroup, Inc. ERO1WSFOSR0JJ6CRQ987 56418H100 787.00000000 NS USD 58426.88000000 0.000368454630 Long EC CORP US N 1 N N N Maruti Suzuki India Ltd. 335800D27PBEESKKD357 N/A 85004.00000000 NS 6034573.71000000 0.038055542691 Long EC CORP IN N 2 N N N Lennox International, Inc. S7DWAC87RDMPBF77GJ92 526107107 927.00000000 NS USD 173052.36000000 0.001091311796 Long EC CORP US N 1 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057CM4 2060000.00000000 PA USD 2121800.00000000 0.013380605551 Long DBT CORP US N 2 2021-12-15 Fixed 6.25000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 179155.00000000 NS USD 14726541.00000000 0.092869279034 Long EC CORP US N 1 N N N Bayview Commercial Asset Trust N/A 07324SCB6 953864.09000000 PA USD 799452.67000000 0.005041550020 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.80725000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AM2 204000.00000000 PA USD 205050.16000000 0.001293097987 Long DBT CORP GB N 2 2021-04-15 Fixed 4.12500000 N N N N N N CITIC Ltd. 2549006I3Q3M98KHOT11 N/A 1240000.00000000 PA USD 1320600.00000000 0.008328036427 Long DBT CORP HK N 2 2028-01-11 Fixed 4.00000000 N N N N N N Tervita Corp. N/A 88158UAA6 4039000.00000000 PA USD 2665740.00000000 0.016810828278 Long DBT CORP CA N 2 2021-12-01 Fixed 7.62500000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859AQ7 20575000.00000000 PA USD 19546250.00000000 0.123263578685 Long DBT CORP US N 2 2026-10-01 Variable 4.60000100 N N N N N N Jardine Cycle & Carriage Ltd. 254900WEP6OCEXFWML09 N/A 5500.00000000 NS 78198.53000000 0.000493139638 Long EC CORP SG N 2 N N N Credit-Based Asset Servicing & Securitization LLC N/A 1248RHAD9 1758605.13000000 PA USD 1200275.26000000 0.007569238291 Long ABS-O CORP US N 2 2037-07-25 Floating 0.82725100 N N N N N N Canyon CLO Ltd. N/A 13877BAC2 1000000.00000000 PA USD 945069.60000000 0.005959847080 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 2.91888000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AD0 4359000.00000000 PA USD 3574380.00000000 0.022540941120 Long DBT CORP CA N 2 2025-01-15 Fixed 6.50000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409V104 3405.00000000 NS USD 997256.40000000 0.006288950194 Long EC CORP US N 1 N N N TCW CLO AMR Ltd. 549300RWQDI4UTTLDE63 87241EAC9 1000000.00000000 PA USD 970099.70000000 0.006117693199 Long ABS-CBDO CORP KY N 2 2029-02-15 Floating 2.76175100 N N N N N N FMG Resources Pty. Ltd. 549300EFD6S2NFE9D745 30251GBA4 595000.00000000 PA USD 581315.00000000 0.003665918897 Long DBT CORP AU N 2 2027-09-15 Fixed 4.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DK8 201000.00000000 PA USD 121605.00000000 0.000766871777 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N AES Panama SRL 549300FHNTXK4WDDXS04 00107TAA6 8333000.00000000 PA USD 8231441.56000000 0.051909545024 Long DBT NUSS PA N 2 2022-06-25 Fixed 6.00000000 N N N N N N Guojing Capital BVI Ltd. 549300R9R19G0ZF76G73 N/A 1597000.00000000 PA USD 1633930.63000000 0.010303978347 Long DBT CORP VG N 2 2022-12-11 Fixed 3.95000000 N N N N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 518439104 2418.00000000 NS USD 426535.20000000 0.002689838469 Long EC CORP US N 1 N N N Broadcom Corp. N/A 11134LAM1 700000.00000000 PA USD 713170.89000000 0.004497435370 Long DBT CORP US N 2 2023-01-15 Fixed 2.65000000 N N N N N N Progress Residential Trust N/A 74332WAJ2 10000000.00000000 PA USD 9301533.00000000 0.058657811336 Long ABS-O CORP US N 2 2036-09-17 Fixed 3.36900000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251525AM3 1200000.00000000 PA USD 1081037.34000000 0.006817293916 Long DBT CORP DE N 2 2028-05-24 Variable 4.29599900 N N N N N N Athenahealth, Inc. N/A 04685YAK5 5499477.43000000 PA USD 5059519.24000000 0.031906603463 Long LON CORP US N 3 2026-02-05 Variable 5.28413000 N N N N N N Morgan Stanley Capital I Trust N/A 61763QAU5 5625000.00000000 PA USD 5727261.94000000 0.036117557219 Long ABS-MBS CORP US N 2 2029-07-13 Variable 3.56035000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YBD8 1275000.00000000 PA USD 1191948.68000000 0.007516728779 Long DBT CORP US N 2 2050-03-01 Fixed 3.05000000 N N N N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAH3 838000.00000000 PA USD 876204.42000000 0.005525565899 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N N Telesat Canada N/A 87952VAP1 3667000.00000000 PA USD 3611995.00000000 0.022778150790 Long DBT CORP CA N 2 2027-06-01 Fixed 4.87500000 N N N N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAF5 1141000.00000000 PA USD 1229541.60000000 0.007753799207 Long DBT CORP LU N 2 2033-11-15 Fixed 6.37500000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 902653104 3175.00000000 NS USD 118967.25000000 0.000750237461 Long EC CORP US N 1 N N N CNOOC Ltd. 549300XIVJCBIGMRUD48 N/A 1761000.00000000 NS 1947000.67000000 0.012278276922 Long EC CORP HK N 2 N N N GLP Capital LP N/A 361841AH2 217000.00000000 PA USD 216186.25000000 0.001363324977 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Drive Auto Receivables Trust N/A 26209AAD3 1010000.00000000 PA USD 1013930.62000000 0.006394102027 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.16000000 N N N N N N Bancolombia SA 54930052NWJRPNMP1W58 05968LAM4 2355000.00000000 PA USD 2179858.65000000 0.013746738030 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N KFC Holding Co. N/A 48250NAA3 1000000.00000000 PA USD 1030500.00000000 0.006498592713 Long DBT CORP US N 2 2024-06-01 Fixed 5.00000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K107 6546.00000000 NS USD 8828328.36000000 0.055673663616 Long EC CORP US N 1 N N N Pacific National Finance Pty. Ltd. 213800SSTRDXLWWVF948 N/A 5000000.00000000 PA USD 4953500.00000000 0.031238019416 Long DBT CORP AU N 2 2028-03-22 Fixed 4.75000000 N N N N N N Shanghai Electric Group Co. Ltd. 529900WHVV4GODE91T37 N/A 274000.00000000 NS 84213.30000000 0.000531070293 Long EC CORP CN N 2 N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAU9 4129000.00000000 PA USD 4118677.50000000 0.025973418333 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N Alternative Loan Trust N/A 12667GMC4 558405.03000000 PA USD 473468.22000000 0.002985809922 Long ABS-MBS CORP US N 2 2035-06-25 Floating 3.51545800 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AS9 1300000.00000000 PA USD 1374893.00000000 0.008670421768 Long DBT CORP US N 2 2022-11-15 Fixed 6.00000000 N N N N N N BlackRock Liquidity Funds 5493002L9DNZ83RX7V61 09248U718 1014621742.30000000 NS USD 1014621741.88000000 6.398460416534 Long STIV RF US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 88101.00000000 NS USD 2118829.05000000 0.013361869991 Long EC CORP US N 1 N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAW5 1459000.00000000 PA USD 1559391.66000000 0.009833916817 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N NXP BV N/A 62954HAD0 1190000.00000000 PA USD 1189613.33000000 0.007502001473 Long DBT CORP US N 2 2030-05-01 Fixed 3.40000000 N N N N N N RKPF Overseas 2019 A Ltd. 254900P8BXRCW5458103 N/A 630000.00000000 PA USD 603421.88000000 0.003805330453 Long DBT CORP VG N 2 2024-09-30 Fixed 6.70000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BA7 225000.00000000 PA USD 256688.26000000 0.001618740859 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGQ6 1015000.00000000 PA USD 1042653.95000000 0.006575238585 Long DBT CORP US N 2 2023-07-21 Variable 2.81599900 N N N N N N CIFI Holdings Group Co. Ltd. 549300WGKSV867C0JF48 N/A 944000.00000000 PA USD 969960.00000000 0.006116812216 Long DBT CORP KY N 2 2023-02-28 Fixed 7.62500000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17309MAG8 2766095.89940000 PA USD 2114579.91000000 0.013335073844 Long ABS-O CORP US N 2 2036-08-25 Floating 0.79724900 N N N N N N Carlyle Global Market Strategies CLO Ltd. 549300K65HYRGER5BW54 14314LAC9 1500000.00000000 PA USD 1389609.90000000 0.008763230248 Long ABS-CBDO CORP KY N 2 2031-05-15 Floating 2.74174900 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAW0 292000.00000000 PA USD 291728.95000000 0.001839716282 Long DBT CORP US N 2 2022-10-15 Fixed 6.25000000 N N N N N N Palmer Square CLO Ltd. 549300Y43K78UTRMTN21 69700GAC6 7000000.00000000 PA USD 6419206.50000000 0.040481134003 Long ABS-CBDO CORP KY N 2 2032-11-14 Floating 3.78456100 N N N N N N VNDO Mortgage Trust N/A 91830CAN8 3000000.00000000 PA USD 2552232.30000000 0.016095020115 Long ABS-MBS CORP US N 2 2030-11-15 Variable 3.44844000 N N N N N N Avantor, Inc. 5493003VM0XB4U8YD238 05352AAA8 9760000.00000000 PA USD 10291920.00000000 0.064903441363 Long DBT CORP US N 2 2024-10-01 Fixed 6.00000000 N N N N N N OHA Credit Partners XI Ltd. 549300OYGEU6QQMCEG78 67109FAQ8 400000.00000000 PA USD 305469.20000000 0.001926365761 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 4.08525100 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 054966AU0 3225000.00000000 PA USD 2885859.00000000 0.018198954168 Long ABS-MBS CORP US N 2 2032-11-15 Floating 2.31400100 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAF9 365000.00000000 PA USD 372263.50000000 0.002347587451 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N HD Supply, Inc. 549300G8FYZDYZMZED76 40415RAS4 8886000.00000000 PA USD 9062831.40000000 0.057152498888 Long DBT CORP US N 2 2026-10-15 Fixed 5.37500000 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 N/A 344321.00000000 NS USD 46148748.63000000 0.291025639598 Long SN CORP US N 2 2020-07-23 Fixed 13.27000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080106 763111.00000000 NS USD 31386755.43000000 0.197932790056 Long US N 1 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 46019.00000000 NS USD 2138502.93000000 0.013485938437 Long EC CORP US N 1 N N N Bear Stearns Asset-Backed Securities I Trust N/A 07387UCF6 1126798.82000000 PA USD 930684.33000000 0.005869129942 Long ABS-MBS CORP US N 2 2036-02-25 Variable 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5288.40000000 -0.00003334998 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490000.00000000 EUR 531786.12000000 USD 2020-05-15 -5288.40000000 N N N Mongolian Mining Corp. N/A N/A 4000000.00000000 PA USD 2405000.00000000 0.015166536125 Long DBT CORP US N 2 2024-04-15 Fixed 9.25000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAD6 3999000.00000000 PA USD 3687877.80000000 0.023256686852 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N Knight Castle Investments Ltd. 3003003J95CVXYR89C16 N/A 231000.00000000 PA USD 120408.75000000 0.000759327923 Long DBT CORP VG N 2 2021-01-23 Fixed 7.99000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCL3 2050000.00000000 PA USD 2576477.27000000 0.016247915006 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N Rockford Tower CLO Ltd. 549300GGUAM1ZV2SKK63 77342MAG1 1000000.00000000 PA USD 935000.00000000 0.005896345645 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 3.88525000 N N N N N N Lloyds Bank plc H7FNTJ4851HG0EXQ1Z70 53944VAS8 1500000.00000000 PA USD 1518213.77000000 0.009574238664 Long DBT CORP GB N 2 2022-08-14 Fixed 2.25000000 N N N N N N Ball Metalpack Finco LLC N/A 05850FAB2 1972129.74000000 PA USD 1663156.17000000 0.010488281968 Long LON CORP US N 2 2025-07-31 Variable 6.11325000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556CG5 1270000.00000000 PA USD 1543957.33000000 0.009736584042 Long DBT CORP US N 2 2030-03-25 Fixed 4.49700000 N N N N N N Murphy Oil USA, Inc. N32S6DTR2ZZ5222WHV58 626738AE8 1825000.00000000 PA USD 1879202.50000000 0.011850724575 Long DBT CORP US N 2 2029-09-15 Fixed 4.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBE9 1900000.00000000 PA USD 1826882.03000000 0.011520778505 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N Allied Universal Holdco LLC N/A 01957TAC1 8121161.30000000 PA USD 7536437.69000000 0.047526675460 Long LON CORP US N 2 2026-07-10 Variable 4.65363000 N N N N N N Aventura Mall Trust N/A 05357HAA8 2000000.00000000 PA USD 2024816.60000000 0.012769003788 Long ABS-MBS CORP US N 2 2032-12-05 Variable 3.86742600 N N N N N N Crestwood Midstream Partners LP N/A 226373AL2 570000.00000000 PA USD 416100.00000000 0.002624031468 Long DBT CORP US N 2 2023-04-01 Fixed 6.25000000 N N N N N N Thai Union Group PCL 25490047VDGNFMEYZW95 N/A 436500.00000000 NS 176093.99000000 0.001110493081 Long EC CORP TH N 2 N N N Ingram Micro, Inc. 549300KJMEWPKRQZHX63 457153AG9 375000.00000000 PA USD 358686.44000000 0.002261967089 Long DBT CORP US N 2 2024-12-15 Fixed 5.45000000 N N N N N N CITIC Ltd. 2549006I3Q3M98KHOT11 N/A 3000000.00000000 PA USD 3338437.50000000 0.021053028251 Long DBT CORP HK N 2 2023-01-17 Fixed 6.80000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081FP7 875000.00000000 PA USD 1080605.77000000 0.006814572327 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Transocean Pontus Ltd. N/A 89382PAA3 167000.00000000 PA USD 135270.00000000 0.000853046711 Long DBT CORP KY N 2 2025-08-01 Fixed 6.12500000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057BN3 450000.00000000 PA USD 459000.00000000 0.002894569680 Long DBT CORP US N 2 2022-11-15 Fixed 4.74999800 N N N N N N William Carter Co. (The) TGI2A0HXEYNQPU7TYV27 96926JAC1 2360000.00000000 PA USD 2392473.60000000 0.015087541489 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HBH35 142413.88240000 PA USD 160668.47000000 0.001013215864 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAP1 1335000.00000000 PA USD 1410537.97000000 0.008895207932 Long DBT CORP US N 2 2024-04-23 Variable 3.55900000 N N N N N N Octagon Investment Partners 32 Ltd. N/A 67573CAJ8 1000000.00000000 PA USD 913053.50000000 0.005757945485 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 3.46888100 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216BL4 350000.00000000 PA USD 281807.85000000 0.001777151325 Long DBT CORP US N 2 2030-03-01 Fixed 2.92000000 N N N N N N CH Robinson Worldwide, Inc. 529900WNWN5L0OVDHA79 12541W209 4066.00000000 NS USD 288279.40000000 0.001817962550 Long EC CORP US N 1 N N N SDIC Power Holdings Co. Ltd. 300300LQJ91PHBNFC721 N/A 252181.00000000 NS 272584.61000000 0.001718987249 Long EC CORP CN N 2 N N N Motion Finco Sarl 2549002L1LBQZKA7UN30 N/A 896000.00000000 PA 981881.60000000 0.006191992830 Long DBT CORP LU N 2 2025-05-15 Fixed 7.00000000 N N N N N N Easy Tactic Ltd. 549300WYFMC41MKE6E16 N/A 630000.00000000 PA USD 624487.50000000 0.003938175562 Long DBT CORP VG N 2 2021-01-10 Fixed 8.75000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BK2 5616000.00000000 PA USD 5840640.00000000 0.036832547839 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523100 4046.00000000 NS USD 792125.88000000 0.004995345436 Long EC CORP US N 1 N N N CF Industries Holdings, Inc. 529900CG8YAQFZ2JMV97 125269100 2359.00000000 NS USD 64872.50000000 0.000409102334 Long EC CORP US N 1 N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAH6 1038000.00000000 PA USD 940739.40000000 0.005932539748 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N N/A N/A N/A 480000.00000000 PA -115942.26000000 -0.00073116111 N/A DCR GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 Intrum AB Intrum AB Y Payout of notional amount upon default event with regard to the reference instrument 2024-12-20 14898.35000000 USD 0.00000000 USD 480000.00000000 EUR -115942.26000000 N N N Arconic Corp. 549300B4YFWH3U74B152 03966VAB3 4235000.00000000 PA USD 4282643.75000000 0.027007430830 Long DBT CORP US N 2 2025-05-15 Fixed 6.00000000 N N N N N N Corning, Inc. 549300X2937PB0CJ7I56 219350105 8438.00000000 NS USD 185720.38000000 0.001171199522 Long EC CORP US N 1 N N N Commercial Mortgage Trust N/A 126171AR8 2517857.05000000 PA USD 2514383.16000000 0.015856333899 Long ABS-MBS CORP US N 2 2044-06-10 Variable 5.91711100 N N N N N N Commercial Mortgage Trust N/A 12591RBF6 2050000.00000000 PA USD 1953281.21000000 0.012317883590 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.89457800 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565CE2 3159000.00000000 PA USD 3285360.00000000 0.020718308159 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N CHL Mortgage Pass-Through Trust N/A 126694E95 3013827.72000000 PA USD 1252418.11000000 0.007898064245 Long ABS-MBS CORP US N 2 2046-04-25 Floating 2.83045700 N N N N N N Commercial Mortgage Trust N/A 126192AD5 1354687.46000000 PA USD 1369114.48000000 0.008633980964 Long ABS-MBS CORP US N 2 2044-12-10 Fixed 3.28800000 N N N N N N Fantasia Holdings Group Co. Ltd. 5493005JQNLB3I01JW62 N/A 1210000.00000000 PA USD 1191850.00000000 0.007516106478 Long DBT CORP KY N 2 2022-10-18 Fixed 12.25000000 N N N N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387108 5922.00000000 NS USD 480451.86000000 0.003029850516 Long EC CORP US N 1 N N N Ennis-Flint Road Infrastructure Investment N/A 76970RAC0 1630212.30000000 PA USD 1373453.86000000 0.008661346188 Long LON CORP US N 2 2023-06-13 Variable 4.50000000 N N N N N N BDO Unibank, Inc. 3FGIIBS1PEI1FYQBGN97 N/A 154360.00000000 NS 303729.10000000 0.001915392252 Long EC CORP PH N 2 N N N Cincinnati Bell, Inc. 549300JYVZOCUJOHL272 171871AP1 1175000.00000000 PA USD 1189323.25000000 0.007500172156 Long DBT CORP US N 2 2024-07-15 Fixed 7.00000000 N N N N N N Smurfit Kappa Acquisitions ULC 6354002XN4LUSDRPTR29 N/A 200000.00000000 PA 222724.94000000 0.001404559604 Long DBT CORP IE N 2 2024-02-01 Fixed 2.37500000 N N N N N N Allied Universal Holdco LLC N/A 019576AB3 4190000.00000000 PA USD 4231900.00000000 0.026687427953 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N Station Casinos LLC N/A 85769EAZ4 2377808.67000000 PA USD 2090165.16000000 0.013181108277 Long LON CORP US N 2 2027-02-08 Variable 2.66000000 N N N N N N Malayan Banking Bhd. 5493004OT3TOY404V310 N/A 2913700.00000000 NS 5113712.90000000 0.032248362341 Long EC CORP MY N 2 N N N Enel Chile SA 549300YM5CWCAUVOPB53 N/A 1014665.00000000 NS 82629.15000000 0.000521080244 Long EC CORP CL N 1 N N N PFS Financing Corp. N/A 69335PCV5 3000000.00000000 PA USD 3004168.20000000 0.018945041801 Long ABS-O CORP US N 2 2023-04-17 Fixed 3.19000000 N N N N N N IQVIA Holdings, Inc. 549300W3R20NM4KQPH86 46266C105 1967.00000000 NS USD 280474.53000000 0.001768743073 Long EC CORP US N 1 N N N Nikon Corp. 549300X7LIS9RFELXJ98 654111103 25900.00000000 NS 240917.16000000 0.001519284328 Long EC CORP JP N 2 N N N FleetCor Technologies, Inc. 549300DG6RR0NQSFLN74 339041105 935.00000000 NS USD 225568.75000000 0.001422493386 Long EC CORP US N 1 N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 3741.00000000 NS USD 176650.02000000 0.001113999546 Long EC CORP US N 1 N N N Telekomunikasi Indonesia Persero Tbk. PT 529900M5SQZAOKV1PC81 N/A 1469000.00000000 NS 337799.59000000 0.002130249349 Long EC CORP ID N 2 N N N Hess Midstream Operations LP N/A 428102AC1 1418000.00000000 PA USD 1318740.00000000 0.008316306798 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N Invesco Euro CLO III DAC 549300UGKXS54R7N7T14 N/A 300000.00000000 PA 228989.66000000 0.001444066507 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 8.07000100 N N N N N N Persimmon plc 213800XI72Y57UWN6F31 N/A 314406.00000000 NS 8711014.67000000 0.054933853921 Long EC CORP GB N 2 N N N Apidos CLO XXVII 549300EW146C7Q4UV387 03767JAB1 2000000.00000000 PA USD 1839453.60000000 0.011600057993 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 2.83488100 N N N N N N TICP CLO XI Ltd. N/A 87249QAA8 17000000.00000000 PA USD 16135201.50000000 0.101752647168 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 2.31525000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036P108 1856.00000000 NS USD 305664.64000000 0.001927598255 Long EC CORP US N 1 N N N Hughes Satellite Systems Corp. N/A 444454AF9 2035000.00000000 PA USD 2169310.00000000 0.013680215585 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N CIFC Funding Ltd. 549300QSQ98IRWUWDV20 12549FBN8 1700000.00000000 PA USD 1589169.35000000 0.010021702434 Long ABS-CBDO CORP KY N 2 2031-04-27 Floating 2.29137800 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 3051.00000000 NS USD 377866.35000000 0.002382920435 Long EC CORP US N 1 N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826C839 18617.00000000 NS USD 3327230.24000000 0.020982352445 Long EC CORP US N 1 N N N Sunac China Holdings Ltd. 549300OLARYHDXP3WK18 N/A 630000.00000000 PA USD 618778.13000000 0.003902170836 Long DBT CORP KY N 2 2023-10-11 Fixed 7.95000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AP5 675000.00000000 PA USD 759482.55000000 0.004789488370 Long DBT CORP US N 2 2058-04-15 Fixed 4.75000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89231AAD3 3000000.00000000 PA USD 3051679.50000000 0.019244660033 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.02000000 N N N N N N Kajima Corp. N/A N/A 10900.00000000 NS 113259.41000000 0.000714242383 Long EC CORP JP N 2 N N N Targa Resources Partners LP N/A 87612BBB7 1692000.00000000 PA USD 1522800.00000000 0.009603160586 Long DBT CORP US N 2 2025-02-01 Fixed 5.12500000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAE1 1050000.00000000 PA USD 1026375.00000000 0.006472579424 Long DBT CORP US N 2 2028-03-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 215034.00000000 PA -13273.72000000 -0.00008370742 N/A DCR GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Casino Guichard Perrachon SA Casino Guichard Perrachon SA Y Payout of notional amount upon default event with regard to the reference instrument 2023-06-20 0.00000000 USD 18288.10000000 USD 215034.00000000 EUR -13273.72000000 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724PAA7 265000.00000000 PA USD 271800.46000000 0.001714042201 Long DBT CORP US N 2 2023-02-01 Fixed 1.70000000 N N N N N N Antares CLO Ltd. N/A 03665AAA5 5000000.00000000 PA USD 4641342.00000000 0.029269472396 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 2.66524900 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531YAW8 3330000.00000000 PA USD 2883675.11000000 0.018185182008 Long ABS-MBS CORP US N 2 2058-05-10 Variable 5.03497400 N N N N N N Gold Fields Ltd. 5299003KXIBJQYCBBD72 N/A 25484.00000000 NS 189693.08000000 0.001196252370 Long EC CORP ZA N 2 N N N Forterra Finance LLC N/A 34960TAC7 3521908.77000000 PA USD 3014155.18000000 0.019008022214 Long LON CORP US N 2 2023-10-25 Variable 4.00000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AH0 120000.00000000 PA USD 111847.69000000 0.000705339721 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N Astra International Tbk. PT 529900L49TRJOMG4DK47 N/A 21819300.00000000 NS 5580645.71000000 0.035192958321 Long EC CORP ID N 2 N N N Bear Stearns Commercial Mortgage Securities Trust N/A 07401DAL5 2239037.00150000 PA USD 2277112.72000000 0.014360046706 Long ABS-MBS CORP US N 2 2050-06-11 Variable 6.69447000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343E102 7688.00000000 NS USD 1610559.12000000 0.010156591715 Long EC CORP US N 1 N N N Ardagh Packaging Finance plc N/A 03969AAP5 1163000.00000000 PA USD 1129563.75000000 0.007123313688 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N Kallpa Generacion SA 549300NG1PWEI5BZG095 N/A 4804000.00000000 PA USD 4899089.42000000 0.030894892586 Long DBT CORP PE N 2 2026-05-24 Fixed 4.87500000 N N N N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 78573NAB8 305000.00000000 PA USD 282125.00000000 0.001779151353 Long DBT CORP US N 2 2023-11-15 Fixed 5.25000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAH4 2225000.00000000 PA USD 2383298.47000000 0.015029680807 Long DBT CORP US N 2 2029-12-01 Fixed 2.50000000 N N N N N N Stars Group Holdings BV N/A N8233BAC6 3238560.54000000 PA USD 3214271.34000000 0.020270005153 Long LON CORP US N 3 2025-07-10 Variable 4.95013000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017CY3 1550000.00000000 PA USD 1798993.63000000 0.011344907226 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Refinitiv US Holdings, Inc. 549300NF240HXJO7N016 N/A 2331000.00000000 PA 2656603.40000000 0.016753210576 Long DBT CORP US N 2 2026-05-15 Fixed 4.50000000 N N N N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 149123CH2 4424000.00000000 PA USD 4689608.20000000 0.029573851217 Long DBT CORP US N 2 2030-04-09 Fixed 2.60000000 N N N N N N Nomura Bank International plc WGII3666BEDR02O24131 N/A 142885.00000000 NS USD 33954034.90000000 0.214122701418 Long SN CORP GB N 2 2020-07-22 Fixed 16.75930000 N N N N N N Quatrim SASU 9695009HF8DZ2EWJAN45 N/A 300000.00000000 PA 333229.36000000 0.002101428327 Long DBT CORP FR N 2 2024-01-15 Fixed 5.87500000 N N N N N N Alternative Loan Trust N/A 126694R75 1962503.05000000 PA USD 1400666.29000000 0.008832954630 Long ABS-MBS CORP US N 2 2046-05-20 Floating 0.92824900 N N N N N N Neerg Energy Ltd. N/A N/A 2070000.00000000 PA USD 1868175.00000000 0.011781182380 Long DBT CORP MU N 2 2022-02-13 Fixed 6.00000000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448C104 252037.00000000 NS USD 4463575.27000000 0.028148430594 Long EC CORP US N 1 N N N Kaisa Group Holdings Ltd. 254900N8L3L7NRJT0120 N/A 4800000.00000000 PA USD 4125000.00000000 0.026013289612 Long DBT CORP KY N 2 2024-06-30 Fixed 9.37500000 N N N N N N BNP Paribas Issuance BV N/A N/A 134448.00000000 NS USD 31761981.54000000 0.200299060473 Long SN CORP US N 2 2020-07-20 Fixed 14.79000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -963.21000000 -0.00000607424 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 110000.00000000 EUR 119604.54000000 USD 2020-05-15 -963.21000000 N N N Cedar Fair LP N/A 150190AB2 380000.00000000 PA USD 338200.00000000 0.002132774435 Long DBT CORP US N 2 2027-04-15 Fixed 5.37500000 N N N N N N Metropolitan Bank & Trust Co. 549300SQYI82RVWFN715 N/A 39550.00000000 NS 30248.87000000 0.000190756997 Long EC CORP PH N 2 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122BJ6 65000.00000000 PA USD 68322.34000000 0.000430857895 Long DBT CORP US N 2 2023-02-15 Fixed 2.75000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WCY5 1600000.00000000 PA USD 1606247.55000000 0.010129401868 Long DBT CORP US N 2 2022-06-27 Fixed 2.20000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAB7 2125000.00000000 PA USD 2335733.28000000 0.014729722731 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 700000.00000000 PA USD 602644.00000000 0.003800424946 Long DBT CORP JP N 2 2023-07-19 Variable 6.00000100 N N N N N N Momentive Performance Materials, Inc. N/A 60877JAB8 995477.50000000 PA USD 884551.44000000 0.005578204311 Long LON CORP US N 2 2024-05-15 Variable 3.66000000 N N N N N N Reynolds Consumer Products LLC N/A 76171JAB7 1393000.00000000 PA USD 1340107.79000000 0.008451057467 Long LON CORP US N 2 2027-02-04 Variable 2.15363000 N N N N N N Avery Dennison Corp. 549300PW7VPFCYKLIV37 053611109 910.00000000 NS USD 100454.90000000 0.000633493916 Long EC CORP US N 1 N N N Rockford Tower CLO Ltd. 549300GGUAM1ZV2SKK63 77342MAE6 3000000.00000000 PA USD 2754807.90000000 0.017372512903 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 3.18525100 N N N N N N Western Digital Corp. N/A 95810DAR2 2264720.57000000 PA USD 2165639.05000000 0.013657065649 Long LON CORP US N 2 2023-04-29 Variable 2.76625000 N N N N N N ADLER Real Estate AG 529900Y6QFNN3D363B76 N/A 700000.00000000 PA 725855.97000000 0.004577430682 Long DBT CORP DE N 2 2026-04-27 Fixed 3.00000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604BX0 3018000.00000000 PA USD 3028268.78000000 0.019097026132 Long DBT CORP US N 2 2040-05-01 Fixed 4.25000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AE7 351000.00000000 PA USD 334008.27000000 0.002106340329 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N TICP CLO XIII Ltd. N/A 87250AAG6 1000000.00000000 PA USD 820485.30000000 0.005174187086 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 4.66888000 N N N N N N Octagon Investment Partners 34 Ltd. N/A 675922AE8 2000000.00000000 PA USD 1799303.80000000 0.011346863236 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 2.53525000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498AM3 3069000.00000000 PA USD 3360171.38000000 0.021190087576 Long DBT CORP US N 2 2025-04-01 Fixed 7.75000000 N N N N N N NEC Corp. 5493000QYMPFRTEY4K28 N/A 11400.00000000 NS 437472.80000000 0.002758813731 Long EC CORP JP N 2 N N N Yango Justice International Ltd. 3003007ELD2HAYCXPT77 N/A 3070000.00000000 PA USD 2981737.50000000 0.018803588153 Long DBT CORP HK N 2 2021-03-11 Fixed 6.80000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BH2 600000.00000000 PA USD 844972.24000000 0.005328607901 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N Ascend Performance Materials LLC N/A 04350TAB0 4536112.46000000 PA USD 4127862.34000000 0.026031340249 Long LON CORP US N 3 2026-08-14 Variable 6.70013000 N N N N N N Morgan Stanley Capital I Trust N/A 61767YBE9 2880000.00000000 PA USD 2368400.83000000 0.014935732535 Long ABS-MBS CORP US N 2 2051-07-15 Variable 5.01196700 N N N N N N CD Projekt SA 259400TYO5Q8SH8TL437 N/A 1164.00000000 NS 101906.57000000 0.000642648513 Long EC CORP PL N 2 N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAH7 1350000.00000000 PA USD 1533660.98000000 0.009671652664 Long DBT CORP US N 2 2029-03-15 Fixed 3.45000000 N N N N N N International Paper Co. 824LMFJDH41EY779Q875 460146103 223882.00000000 NS USD 7667958.50000000 0.048356078834 Long EC CORP US N 1 N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 00507V109 28001.00000000 NS USD 1784503.73000000 0.011253530264 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HLL2 2175000.00000000 PA USD 2758069.95000000 0.017393084213 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N American Airlines, Inc. N/A 02376CAT2 1881683.47600000 PA USD 1436797.05000000 0.009060804309 Long LON CORP US N 2 2023-04-28 Variable 2.43763000 N N N N N N Dryden 70 CLO Ltd. 549300S32UW0TE4JM250 26252EAJ8 1000000.00000000 PA USD 808849.80000000 0.005100810690 Long ABS-CBDO CORP KY N 2 2032-01-16 Floating 4.92612800 N N N N N N Varian Medical Systems, Inc. TK3LAKL7I0QNTCVWSY07 92220P105 1741.00000000 NS USD 199135.58000000 0.001255799155 Long EC CORP US N 1 N N N MSCI, Inc. 549300HTIN2PD78UB763 55354G100 973.00000000 NS USD 318171.00000000 0.002006466513 Long EC CORP US N 1 N N N RR 3 Ltd. 549300YH0VOGWM5JZF65 74988LAA2 4500000.00000000 PA USD 4275125.10000000 0.026960016328 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 2.30888200 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331107 2081.00000000 NS USD 215882.94000000 0.001361412228 Long EC CORP US N 1 N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 622764.00000000 NS 21588498.85000000 0.136142514636 Long EC CORP KR N 2 N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477AY9 36000000.00000000 PA USD 28800000.00000000 0.181620058382 Long DBT CORP US N 2 2047-06-15 Floating 1.74049900 N N N N N N Moog, Inc. 549300WM2I4U7OBAHG07 615394AM5 1005000.00000000 PA USD 942187.50000000 0.005941671831 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 N/A 1200000.00000000 PA 1253392.90000000 0.007904211516 Long DBT CORP NL N 2 2024-11-08 Variable 2.03333500 N N N N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 00790RAA2 3101000.00000000 PA USD 3046732.50000000 0.019213463004 Long DBT CORP US N 2 2027-09-30 Fixed 5.00000000 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 630000.00000000 PA USD 666923.10000000 0.004205785151 Long DBT CORP KY N 2 2024-01-27 Fixed 8.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 165461.00000000 NS USD 20945384.93000000 0.132086876174 Long SN CORP FR N 2 2020-06-23 Fixed 28.33000000 N N N N N N N/A N/A N/A 3404.00000000 NC USD 46854230.17000000 0.295474583990 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2020-06-19 616230375.00000000 USD 46854230.17000000 N N N BBVA Bancomer SA 549300WIWQK5Q9MCUN92 05533UAC2 1800000.00000000 PA USD 1867500.00000000 0.011776925660 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75000000 N N N N N N Informatica LLC N/A 45673YAB2 11176761.00000000 PA USD 10478213.44000000 0.066078254747 Long LON CORP US N 2 2027-02-25 Variable 3.65363000 N N N N N N Endeavor Energy Resources LP N/A 29260FAE0 4939000.00000000 PA USD 4410527.00000000 0.027813894834 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N PBF Holding Co. LLC N/A 69318FAH1 455000.00000000 PA USD 323914.50000000 0.002042686472 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N Zhenro Properties Group Ltd. 549300I66TVJEL841P38 N/A 4930000.00000000 PA USD 4831400.00000000 0.030468026044 Long DBT CORP KY N 2 2022-08-03 Fixed 8.70000000 N N N N N N Prime Security Services Borrower LLC N/A 74166MAE6 885000.00000000 PA USD 785260.50000000 0.004952050619 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Highbridge Loan Management Ltd. N/A 40436KAJ4 1100000.00000000 PA USD 983542.56000000 0.006202467262 Long ABS-CBDO CORP KY N 2 2031-02-05 Floating 3.49099900 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAX3 1383000.00000000 PA USD 1534741.52000000 0.009678466821 Long DBT CORP US N 2 2050-05-01 Fixed 3.45000000 N N N N N N JPMorgan Structured Products BV XZYUUT6IYN31D9K77X08 N/A 334568.00000000 NS USD 20197081.62000000 0.127367886908 Long SN CORP NL N 2 2020-06-23 Fixed 14.60000000 N N N N N N Mattamy Group Corp. 5493008TNY7A82WCXU31 57701RAM4 2361000.00000000 PA USD 2090429.40000000 0.013182774641 Long DBT CORP CA N 2 2030-03-01 Fixed 4.62500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAN0 1462000.00000000 PA USD 398395.00000000 0.002512379276 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N Cincinnati Financial Corp. 254900Q4WEDMZBOZ0002 172062101 1641.00000000 NS USD 107977.80000000 0.000680935220 Long EC CORP US N 1 N N N Truist Bank JJKC32MCHWDI71265Z06 86787EBA4 535000.00000000 PA USD 540683.16000000 0.003409684273 Long DBT CORP US N 2 2021-10-26 Variable 3.52500100 N N N N N N Neptune Energy Bondco plc 549300CPMT8I2QBRYF88 64073KAA1 1568000.00000000 PA USD 1042720.00000000 0.006575655113 Long DBT CORP GB N 2 2025-05-15 Fixed 6.62500000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205677AB3 361000.00000000 PA USD 312268.61000000 0.001969244554 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 3327000.00000000 PA USD 3548245.50000000 0.022376130377 Long DBT NUSS SA N 2 2025-04-17 Fixed 4.00000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CB2 1150000.00000000 PA USD 1315931.45000000 0.008298595374 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N PulteGroup, Inc. N/A 745867AW1 1485000.00000000 PA USD 1579668.75000000 0.009961789256 Long DBT CORP US N 2 2026-03-01 Fixed 5.50000000 N N N N N N Ralph Lauren Corp. HO1QNWM0IXBZ0QSMMO20 751212101 5096.00000000 NS USD 375982.88000000 0.002371042799 Long EC CORP US N 1 N N N IQVIA, Inc. 549300PLWY28YB00C717 449934AD0 1657000.00000000 PA USD 1706710.00000000 0.010762943397 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N Commercial Mortgage Trust N/A 12595EAN5 3425000.00000000 PA USD 2021930.26000000 0.012750801800 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.00000000 N N N N N N Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 529900ROARJHMUIME057 N/A 14500.00000000 NS 62659.37000000 0.000395145779 Long EC CORP CN N 2 N N N Jingrui Holdings Ltd. 549300RXCFKI6KHCMP52 N/A 1200000.00000000 PA USD 1116000.00000000 0.007037777262 Long DBT CORP KY N 2 2021-04-23 Fixed 9.45000000 N N N N N N Benchmark Mortgage Trust N/A 08162TBF9 4769725.00000000 PA USD 4321848.78000000 0.027254667629 Long ABS-MBS CORP US N 2 2053-05-15 Variable 5.01684800 N N N N N N Berkeley Group Holdings plc 2138009OQSSLVVHQAL78 N/A 2532.00000000 NS 132912.49000000 0.000838179659 Long EC CORP GB N 2 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MK4 17710000.00000000 PA USD 15407700.00000000 0.097164839358 Long DBT CORP US N 2 2025-01-30 Variable 4.70000200 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBG2 648000.00000000 PA USD 660150.00000000 0.004163072275 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.12500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22534PAA1 1550000.00000000 PA USD 1579692.82000000 0.009961941048 Long DBT CORP FR N 2 2025-01-22 Fixed 2.37500000 N N N N N N MEDNAX, Inc. N/A 58502BAC0 1226000.00000000 PA USD 1110069.44000000 0.007000377656 Long DBT CORP US N 2 2027-01-15 Fixed 6.25000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAL7 900000.00000000 PA USD 928630.60000000 0.005856178603 Long DBT CORP US N 2 2021-05-05 Fixed 4.75000000 N N N N N N WEX, Inc. T9M5IGROL1TL1G5OV478 96208TAA2 1759000.00000000 PA USD 1697435.00000000 0.010704452909 Long DBT CORP US N 2 2023-02-01 Fixed 4.75000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CV0 515000.00000000 PA USD 507918.75000000 0.003203063646 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N AMMB Holdings Bhd. 254900R0GQB7U67SCH62 N/A 221700.00000000 NS 153132.37000000 0.000965691318 Long EC CORP MY N 2 N N N Ares XLV CLO Ltd. 549300VFCO6SQG8OL714 04016QAD8 1850000.00000000 PA USD 1472127.88000000 0.009283609427 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 4.26888000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BW9 1075000.00000000 PA USD 1371817.29000000 0.008651025565 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HK2 650000.00000000 PA USD 794297.32000000 0.005009039084 Long DBT CORP US N 2 2048-03-01 Fixed 4.30000000 N N N N N N Archrock Partners LP N/A 03959KAA8 1144000.00000000 PA USD 858000.00000000 0.005410764239 Long DBT CORP US N 2 2027-04-01 Fixed 6.87500000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAF1 4206000.00000000 PA USD 4374240.00000000 0.027585059867 Long DBT CORP CA N 2 2026-12-15 Fixed 5.12500000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AK6 675000.00000000 PA USD 869085.42000000 0.005480671691 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 9775.00000000 NS USD 24183350.00000000 0.152506299961 Long EC CORP US N 1 N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348AX4 150000.00000000 PA USD 181337.12000000 0.001143557580 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAF2 500000.00000000 PA USD 515147.59000000 0.003248650533 Long DBT CORP CA N 2 2023-10-01 Fixed 4.00000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834107 3660.00000000 NS USD 175753.20000000 0.001108343973 Long EC CORP US N 1 N N N Entergy Texas, Inc. LWXX58X12AJXISQ28573 29365T104 146739.00000000 NS USD 3847496.58000000 0.024263283107 Long EP CORP US N 1 N N Juniper Networks, Inc. AUHIXNGG7U2U7JEHM527 48203R104 3737.00000000 NS USD 80719.20000000 0.000509035618 Long EC CORP US N 1 N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46590MAS9 2250000.00000000 PA USD 2298371.18000000 0.014494107913 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.71300000 N N N N N N Cedar Funding VIII CLO Ltd. 549300PTCF9P2JDL1E69 15032EAA7 19880000.00000000 PA USD 19004838.66000000 0.119849302325 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 2.38488100 N N N N N N Digicel International Finance Ltd. N/A P3562BAD4 2159551.60000000 PA USD 1751936.24000000 0.011048151464 Long LON CORP US N 2 2024-05-27 Variable 4.87000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 1623.00000000 NS USD 300985.35000000 0.001898089473 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CU2 700000.00000000 PA USD 712817.71000000 0.004495208128 Long DBT CORP US N 2 2022-06-15 Fixed 2.60000000 N N N N N N LHOME Mortgage Trust N/A 501888AB7 19000000.00000000 PA USD 17745595.30000000 0.111908196333 Long ABS-MBS CORP US N 2 2024-03-25 Fixed 3.84400000 N N N N N N Vivo Energy plc 213800TR7V9QN896AU56 N/A 1989984.00000000 NS 1957486.58000000 0.012344403713 Long EC CORP GB N 1 N N N Topchoice Medical Corp. N/A N/A 9981.00000000 NS 171062.84000000 0.001078765381 Long EC CORP CN N 2 N N N Atrium XV N/A 04965FAG6 1000000.00000000 PA USD 910070.60000000 0.005739134566 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 2.79299900 N N N N N N Summit Materials LLC N/A 86614RAG2 400000.00000000 PA USD 400380.00000000 0.002524897186 Long DBT CORP US N 2 2023-07-15 Fixed 6.12500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAV7 7617000.00000000 PA USD 7998002.34000000 0.050437418469 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N Midcontinent Communications N/A 59565TAH2 1204096.79000000 PA USD 1156438.64000000 0.007292793517 Long LON CORP US N 2 2026-08-15 Variable 2.73938000 N N N N N N Malaysia Airports Holdings Bhd. 2549003NBM1LN55SZ370 N/A 128300.00000000 NS 155984.93000000 0.000983680281 Long EC CORP MY N 2 N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AB0 215000.00000000 PA USD 208012.50000000 0.001311779249 Long DBT CORP US N 2 2022-07-01 Fixed 4.00000000 N N N N N N Alternative Loan Trust N/A 12668BXX6 1038266.76000000 PA USD 705968.24000000 0.004452013644 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N CyrusOne, Inc. 5493006S177ZK2ZNBU43 23283R100 197427.00000000 NS USD 13849504.05000000 0.087338462990 Long EC CORP US N 1 N N N Greenland Global Investment Ltd. 549300RR3CIGB2A33O28 N/A 3600000.00000000 PA USD 3498534.00000000 0.022062637129 Long DBT CORP VG N 2 2021-09-26 Floating 6.08238000 N N N N N N SL Liquidity Series, LLC 549300I0RQO84VDWQP47 N/A 665660.66250000 NS USD 666126.62000000 0.004200762347 Long STIV RF US N N/A N N DBUBS Mortgage Trust N/A 23305JAN2 3710000.00000000 PA USD 2876171.56000000 0.018137862730 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.64766800 N N N N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 N/A 630000.00000000 PA USD 610903.13000000 0.003852509101 Long DBT CORP KY N 2 2027-10-01 Fixed 5.50000000 N N N N N N Qatar Islamic Bank SAQ N/A N/A 79060.00000000 NS 333512.71000000 0.002103215203 Long EC CORP QA N 2 N N N Terex Corp. N/A 88078FBJ6 419760.00000000 PA USD 398772.00000000 0.002514756733 Long LON CORP US N 3 2024-01-31 Variable 3.50000000 N N N N N N Cascades, Inc. N/A 14739LAB8 700000.00000000 PA USD 703150.00000000 0.004434241112 Long DBT CORP US N 2 2028-01-15 Fixed 5.37500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 4584000.00000000 PA 5186636.13000000 0.032708234608 Long DBT CORP CH N 2 2022-02-19 Variable 5.74999900 N N N N N N CHL Mortgage Pass-Through Trust N/A 12545EAG1 792372.30000000 PA USD 470896.16000000 0.002969589863 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N OHA Credit Funding 4 Ltd. N/A 67098DAL7 2000000.00000000 PA USD 1566285.60000000 0.009877391740 Long ABS-CBDO CORP KY N 2 2032-10-22 Floating 4.84763000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PAC7 400000.00000000 PA USD 591537.79000000 0.003730386387 Long DBT CORP NL N 2 2030-06-15 Fixed 8.75000200 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46637WAD5 2042382.23000000 PA USD 2071772.11000000 0.013065117068 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 3.48340000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAS7 400000.00000000 PA USD 405000.00000000 0.002554032071 Long DBT CORP US N 2 2023-12-15 Fixed 6.37500000 N N N N N N Ellie Mae, Inc. N/A 28849TAC6 6206447.75000000 PA USD 5841818.94000000 0.036839982532 Long LON CORP US N 2 2026-04-17 Variable 5.20013000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 23832.00000000 NS USD 1157281.92000000 0.007298111453 Long EC CORP US N 1 N N N Noble Energy, Inc. 02VFQXG2D1LR5ZH3K186 655044105 5168.00000000 NS USD 50698.08000000 0.000319714869 Long EC CORP US N 1 N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370860 42348.00000000 NS USD 215551.32000000 0.001359320948 Long EC CORP US N 1 N N N US Ecology N/A 90349YAF3 580545.00000000 PA USD 563128.65000000 0.003551231190 Long LON CORP US N 3 2026-11-02 Variable 2.90363000 N N N N N N InterGen NV 549300E3XRGX2JMPEC79 45867XAG9 500000.00000000 PA USD 443750.00000000 0.002798399337 Long DBT CORP NL N 2 2023-06-30 Fixed 7.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAM1 1875000.00000000 PA USD 2186801.78000000 0.013790523158 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N Genting Singapore Ltd. 254900Y2N3AK93K1O866 N/A 1047900.00000000 NS 581446.84000000 0.003666750313 Long EC CORP SG N 2 N N N Mid-America Apartment Communities, Inc. 549300FQZKFR5YNSHZ21 59522J103 1276.00000000 NS USD 142809.92000000 0.000900595347 Long EC CORP US N 1 N N N Grippen Park CLO Ltd. 549300P7KR0IARP7PG22 39862EAC8 1000000.00000000 PA USD 916563.40000000 0.005780079799 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 3.43525000 N N N N N N Commercial Mortgage Trust N/A 12593GAC6 599913.42000000 PA USD 623045.48000000 0.003929081821 Long ABS-MBS CORP US N 2 2050-07-10 Fixed 3.60800000 N N N N N N Credit Acceptance Corp. N/A 225310AM3 1404000.00000000 PA USD 1263600.00000000 0.007968580061 Long DBT CORP US N 2 2026-03-15 Fixed 6.62500000 N N N N N N Alfresa Holdings Corp. N/A N/A 17100.00000000 NS 340997.43000000 0.002150415734 Long EC CORP JP N 2 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAU0 2725000.00000000 PA USD 2992867.50000000 0.018873776738 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Jack Henry & Associates, Inc. 529900X1QS8C54W0JB21 426281101 832.00000000 NS USD 136073.60000000 0.000858114415 Long EC CORP US N 1 N N N Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. N/A N/A 8800.00000000 NS 44499.64000000 0.000280625944 Long EC CORP CN N 2 N N N Castle US Holding Corp. N/A 14852LAA1 2352000.00000000 PA USD 2210880.00000000 0.013942366481 Long DBT CORP US N 2 2028-02-15 Fixed 9.50000000 N N N N N N Yango Justice International Ltd. 3003007ELD2HAYCXPT77 N/A 800000.00000000 PA USD 794500.00000000 0.005010317235 Long DBT CORP HK N 2 2020-11-16 Fixed 7.50000000 N N N N N N Park Avenue Institutional Advisers CLO Ltd. N/A 70017WAJ2 2500000.00000000 PA USD 1962416.00000000 0.012375489878 Long ABS-CBDO CORP KY N 2 2032-05-15 Floating 5.54175000 N N N N N N Summit Materials LLC N/A 86614RAM9 445000.00000000 PA USD 440550.00000000 0.002778219330 Long DBT CORP US N 2 2027-03-15 Fixed 6.50000000 N N N N N N Asahi Mutual Life Insurance Co. 549300ZTKF2W3KCEJ782 N/A 4260000.00000000 PA USD 4359825.26000000 0.027494156883 Long DBT CORP JP N 2 2023-09-05 Variable 6.50000200 N N N N N N VLL International, Inc. N/A N/A 2000000.00000000 PA USD 1846250.00000000 0.011642917805 Long DBT CORP KY N 2 2024-11-28 Fixed 5.75000000 N N N N N N Hargray Communications Group, Inc. N/A 41254HAG4 1714765.46000000 PA USD 1618670.00000000 0.010207740968 Long LON CORP US N 2 2024-05-16 Variable 4.00000000 N N N N N N Genting Malaysia Bhd. N/A N/A 790400.00000000 NS 434455.86000000 0.002739788147 Long EC CORP MY N 2 N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389B100 5666.00000000 NS USD 360130.96000000 0.002271076596 Long EC CORP US N 1 N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A 5800000.00000000 PA 5513769.27000000 0.034771218636 Long DBT CORP ES N 2 2026-01-14 Variable 4.37499900 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B6ZN4 41516110.68230000 PA USD 15385.87000000 0.000097027173 Long ABS-MBS USGSE US N 2 2020-10-25 Variable 0.88807300 N N N N N N Allegro CLO VII Ltd. 635400EBXLHIKFL2MP73 01750CAA1 1700000.00000000 PA USD 1605866.41000000 0.010126998303 Long ABS-CBDO CORP KY N 2 2031-06-13 Floating 2.31887900 N N N N N N Heimstaden Bostad AB 549300TJR3PR8EXILG79 N/A 450000.00000000 PA 446077.80000000 0.002813079030 Long DBT CORP SE N 2 2024-11-19 Variable 3.24800100 N N N N N N PetSmart, Inc. N/A 71677HAG0 7896334.01000000 PA USD 7649573.57000000 0.048240138832 Long LON CORP US N 2 2022-03-11 Variable 5.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBE8 365000.00000000 PA USD 376985.80000000 0.002377367465 Long DBT CORP US N 2 2021-11-14 Fixed 3.37500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAJ4 675000.00000000 PA USD 690120.00000000 0.004352070648 Long DBT CORP US N 2 2024-01-15 Fixed 6.50000000 N N N N N N China Oil & Gas Group Ltd. 52990063CVI7GDV4JZ06 N/A 630000.00000000 PA USD 589050.00000000 0.003714697756 Long DBT CORP BM N 2 2023-01-25 Fixed 5.50000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 78149.00000000 NS USD 12239299.65000000 0.077184108228 Long SN CORP FR N 2 2020-05-19 Fixed 10.74000000 N Y N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 789000.00000000 PA USD 792945.00000000 0.005000511013 Long DBT CORP KY N 2 2021-04-04 Fixed 7.25000000 N N N N N N BBCMS Trust N/A 05547GAJ2 375000.00000000 PA USD 366306.11000000 0.002310018648 Long ABS-MBS CORP US N 2 2028-09-10 Variable 4.42716100 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCM6 4364000.00000000 PA USD 3534840.00000000 0.022291591915 Long DBT CORP US N 2 2028-09-30 Variable 6.50000200 N N N N N N Mesaieed Petrochemical Holding Co. N/A N/A 70782.00000000 NS 34736.79000000 0.000219058952 Long EC CORP QA N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGT1 1225000.00000000 PA USD 1380504.77000000 0.008705811004 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26614N102 8056.00000000 NS USD 378793.12000000 0.002388764880 Long EC CORP US N 1 N N N Sun Communities, Inc. 549300H5GEOJYN41ZG57 866674104 137474.00000000 NS USD 18476505.60000000 0.116517500894 Long EC CORP US N 1 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAU4 750000.00000000 PA USD 770498.77000000 0.004858959430 Long DBT CORP JP N 2 2022-10-18 Fixed 2.77800000 N N N N N N Xerox Corp. 4KF48RN45X1OO8UBLY20 984121CL5 1315000.00000000 PA USD 1121037.50000000 0.007069545006 Long DBT CORP US N 2 2035-03-01 Fixed 4.80000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866F104 9944.00000000 NS USD 889490.80000000 0.005609353160 Long EC CORP US N 1 N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L2C8 590000.00000000 PA USD 596785.00000000 0.003763476616 Long DBT NUSS SA N 2 2024-04-16 Fixed 2.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -19044.93000000 -0.00012010212 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 1590000.00000000 EUR 1723707.08000000 USD 2020-05-15 -19044.93000000 N N N BorgWarner, Inc. 549300DSFX2IE88NSX47 099724106 11777.00000000 NS USD 336468.89000000 0.002121857619 Long EC CORP US N 1 N N N Neuberger Berman CLO XXIII Ltd. 549300Y4D7MPQZMHJR43 64131EAL1 600000.00000000 PA USD 478534.20000000 0.003017757268 Long ABS-CBDO CORP KY N 2 2027-10-17 Floating 4.03488000 N N N N N N WCG Purchaser Corp. N/A 23343FAB0 2115000.00000000 PA USD 1993387.50000000 0.012570803962 Long LON CORP US N 2 2027-01-08 Variable 5.23825000 N N N N N N RWE AG 529900GB7KCA94ACC940 N/A 1000000.00000000 PA 1082097.08000000 0.006823976904 Long DBT CORP DE N 2 2075-04-21 Variable 2.75000100 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAF8 445000.00000000 PA USD 426087.50000000 0.002687015160 Long DBT CORP US N 2 2029-09-15 Fixed 4.87500000 N N N N N N Levi Strauss & Co. MB0UERO0RDFKU8258G77 52736RBH4 1579000.00000000 PA USD 1593447.85000000 0.010048683734 Long DBT CORP US N 2 2025-05-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31326KM20 1492114.20000000 PA USD 1531470.61000000 0.009657839638 Long ABS-MBS USGSE US N 2 2045-11-01 Variable 2.93100100 N Y N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBD0 1350000.00000000 PA USD 1654958.70000000 0.010436586656 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N Towd Point Mortgage Trust N/A 89172UAA6 1497360.82000000 PA USD 1493161.47000000 0.009416252547 Long ABS-O CORP US N 2 2056-07-25 Variable 2.25000000 N N N N N N CDK Global, Inc. 5493000L10CYRTHIJ385 12508EAF8 3745000.00000000 PA USD 3735637.50000000 0.023557871557 Long DBT CORP US N 2 2027-06-01 Fixed 4.87500000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AE4 884000.00000000 PA USD 784550.00000000 0.004947570027 Long DBT CORP US N 2 2025-06-01 Fixed 3.95000000 N N N N N N Honda Auto Receivables Owner Trust 54930055DOVJH2UEOS50 43814UAD1 2330000.00000000 PA USD 2381494.17000000 0.015018302437 Long ABS-O CORP US N 2 2024-05-15 Fixed 2.83000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 600000.00000000 PA 659515.41000000 0.004159070391 Long DBT CORP IT N 2 2029-02-20 Variable 4.87499900 N N N N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 05348EBG3 1725000.00000000 PA USD 1700005.54000000 0.010720663382 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N Newark BSL CLO 1 Ltd. 549300R0C043JWD1XY94 65023TAJ1 4750000.00000000 PA USD 3968627.85000000 0.025027167424 Long ABS-CBDO CORP KY N 2 2029-12-21 Floating 2.09138000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46637YAA7 1611732.65500000 PA USD 1624229.39000000 0.010242799883 Long ABS-MBS CORP US N 2 2032-07-05 Fixed 3.09340000 N N N N N N Nielsen Co. Luxembourg SARL (The) 549300MFMRJBOPHHM352 65410CAA8 100000.00000000 PA USD 98875.00000000 0.000623530669 Long DBT CORP LU N 2 2021-10-01 Fixed 5.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 4285000.00000000 PA 3935598.02000000 0.024818872991 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.37500000 N N N N N N Yuanta Financial Holding Co. Ltd. 21380045JG57LJEFFE13 N/A 167000.00000000 NS 95186.55000000 0.000600270373 Long EC CORP TW N 2 N N N Medtronic, Inc. D56MRZY2INAN94ZONZ37 585055BT2 625000.00000000 PA USD 794321.49000000 0.005009191506 Long DBT CORP US N 2 2035-03-15 Fixed 4.37500000 N N N N N N OHA Credit Funding 4 Ltd. N/A 67098DAJ2 2000000.00000000 PA USD 1870000.00000000 0.011792691290 Long ABS-CBDO CORP KY N 2 2032-10-22 Floating 3.74762900 N N N N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636QAQ7 2821000.00000000 PA USD 3518170.54000000 0.022186470099 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 1000000.00000000 PA 1026044.35000000 0.006470494262 Long DBT NUSS FR N 2 2027-09-03 Variable 3.00000100 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809H107 2797.00000000 NS USD 136046.08000000 0.000857940867 Long EC CORP US N 1 N N N Clorox Co. (The) 54930044KVSC06Z79I06 189054109 4751.00000000 NS USD 885776.44000000 0.005585929470 Long EC CORP US N 1 N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 5835.00000000 NS USD 240810.45000000 0.001518611388 Long EC CORP US N 1 N N N Pidilite Industries Ltd. 335800APXGEBZ349GN74 N/A 20638.00000000 NS 416059.96000000 0.002623778966 Long EC CORP IN N 2 N N N Central Japan Railway Co. 353800YAR3OVUITHTG64 N/A 600.00000000 NS 94412.67000000 0.000595390091 Long EC CORP JP N 2 N N N Voya CLO Ltd. 54930068MLVF3BECCK93 92917KAA2 3300000.00000000 PA USD 3158216.49000000 0.019916509142 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 2.36887900 N N N N N N OZLME II DAC 635400ELHZ6IQR4JZL07 N/A 148000.00000000 PA 101301.58000000 0.000638833294 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 4.90000000 N N N N N N Equinox Holdings, Inc. 549300W05QKLNGQIIA73 29446CAP9 4835008.05000000 PA USD 3798237.27000000 0.023952641483 Long LON CORP US N 2 2024-03-08 Variable 4.07200000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80874YBC3 1055000.00000000 PA USD 759600.00000000 0.004790229039 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 N/A 1800000.00000000 PA 1611754.26000000 0.010164128569 Long DBT CORP US N 2 2025-11-25 Fixed 2.33000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AF4 322000.00000000 PA USD 296215.68000000 0.001868010732 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Hellenic Telecommunications Organization SA ELPUFM0XZRZO4LFXW404 N/A 508285.00000000 NS 6715209.89000000 0.042347805981 Long EC CORP GR N 2 N N N Housing Development Finance Corp. Ltd. 335800OX2H9AP7NHLT64 N/A 10665.00000000 NS 269769.07000000 0.001701231744 Long EC CORP IN N 2 N N N Washington Mutual Asset-Backed CertificatesTrust N/A 93934XAA1 18365637.52000000 PA USD 13782970.18000000 0.086918883637 Long ABS-O CORP US N 2 2036-10-25 Floating 0.64225100 N N N N N N SRS Distribution, Inc. 549300ZQ3XP75BCYM468 78471RAA4 4649000.00000000 PA USD 4269176.70000000 0.026922504218 Long DBT CORP US N 2 2026-07-01 Fixed 8.25000000 N N N N N N Alexion Pharmaceuticals, Inc. M1YXUUZR0EIMU8T0EM75 015351109 2423.00000000 NS USD 260399.81000000 0.001642146829 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AP9 395000.00000000 PA USD 402727.73000000 0.002539702563 Long DBT CORP JP N 2 2022-07-25 Fixed 2.66500000 N N N N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 461202103 14375.00000000 NS USD 3878518.75000000 0.024458916729 Long EC CORP US N 1 N N N RRE 1 Loan Management DAC 2138003YMUA5ITUQKJ47 N/A 1050000.00000000 PA 765953.72000000 0.004830297199 Long ABS-CBDO CORP IE N 2 2032-04-15 Floating 5.95000100 N N N N N N Wistron Corp. 254900DIEONKUALBFM06 N/A 2377000.00000000 NS 2229013.69000000 0.014056722101 Long EC CORP TW N 2 N N N Mitchell International, Inc. N/A 60662WAM4 2802717.96000000 PA USD 2436795.10000000 0.015367044039 Long LON CORP US N 2 2024-11-29 Variable 3.65363000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 353784.00000000 NS USD 34736532.41000000 0.219057327927 Long SN CORP CA N 2 2020-05-20 Fixed 8.28000000 N Y N N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 N/A 10127.00000000 NS 95878.96000000 0.000604636885 Long EC CORP MX N 1 N N N Commercial Mortgage Trust N/A 12591UAD5 477539.17440000 PA USD 489397.05000000 0.003086261138 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.47200000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 191108.00000000 NS USD 58055543.85000000 0.366112891092 Long SN CORP GB N 2 2020-05-27 Fixed 9.94000000 N N N N N N Huntington National Bank (The) 2WHM8VNJH63UN14OL754 44644AAH0 695000.00000000 PA USD 717007.54000000 0.004521630252 Long DBT CORP US N 2 2022-04-01 Fixed 3.12500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCY4 3316000.00000000 PA USD 3261949.20000000 0.020570673755 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N Embotelladora Andina SA 254900NNPKP1J9XTSA53 29081PAF2 1545000.00000000 PA USD 1481268.75000000 0.009341254057 Long DBT CORP CL N 2 2050-01-21 Fixed 3.95000000 N N N N N N CarMax Auto Owner Trust N/A 14315PAE5 1590000.00000000 PA USD 1615950.39000000 0.010190590422 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.30000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 5027.00000000 NS USD 325548.52000000 0.002052991014 Long EC CORP US N 1 N N N Rockford Tower CLO Ltd. 5493001SZ764RMCNU069 77342KAA8 3500000.00000000 PA USD 3297395.85000000 0.020794209263 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 2.29524800 N N N N N N Merrill Lynch International & Co. CV AHYI0DDQ2LCHPGHJC422 N/A 86581.00000000 NS USD 8465084.98000000 0.053382959315 Long SN CORP CW N 2 2020-07-20 Fixed 15.68000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 74432QCE3 825000.00000000 PA USD 943855.95000000 0.005952193498 Long DBT CORP US N 2 2050-02-25 Fixed 4.35000000 N N N N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 39.00000000 NS USD 120900.00000000 0.000762425870 Long EC CORP US N 1 N N N CA, Inc. Y7ET3D9SDOFUZ515FE28 12673PAH8 375000.00000000 PA USD 380489.10000000 0.002399460158 Long DBT CORP US N 2 2022-08-15 Fixed 3.60000000 N N N N N N CVC Cordatus Loan Fund VIII DAC 6354005PH9S8HT3WW464 N/A 153500.00000000 PA 105824.16000000 0.000667353823 Long ABS-CBDO CORP IE N 2 2030-04-23 Floating 4.90000000 N Y N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DAZ8 6605000.00000000 PA USD 6610284.00000000 0.041686116875 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 911363109 833.00000000 NS USD 107040.50000000 0.000675024370 Long EC CORP US N 1 N N N Illinois Tool Works, Inc. 76NA4I14SZCFAYMNSV04 452308109 3181.00000000 NS USD 516912.50000000 0.003259780500 Long EC CORP US N 1 N N N KFC Holding Co. N/A 48250NAC9 525000.00000000 PA USD 541899.75000000 0.003417356396 Long DBT CORP US N 2 2027-06-01 Fixed 4.75000000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 45824TAR6 1040000.00000000 PA USD 1067872.00000000 0.006734269964 Long DBT CORP LU N 2 2024-02-15 Fixed 8.00000000 N N N N N N Scenery Journey Ltd. 549300Q2FGQXKG7X0I83 N/A 3240000.00000000 PA USD 2879550.00000000 0.018159168024 Long DBT CORP VG N 2 2022-10-24 Fixed 11.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAN3 2013000.00000000 PA USD 2070032.32000000 0.013054145514 Long DBT CORP US N 2 2022-08-09 Fixed 2.85000000 N N N N N N Anchorage Capital CLO 3-R Ltd. 549300V7DN3VJ8H1GE96 03330AAE2 1250000.00000000 PA USD 1108314.13000000 0.006989308229 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 2.73713000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 5792.00000000 NS USD 816787.84000000 0.005150869971 Long EC CORP US N 1 N N N Block Communications, Inc. M5G68A9OHJWIL4SFC742 093645AJ8 1221000.00000000 PA USD 1214895.00000000 0.007661434056 Long DBT CORP US N 2 2028-03-01 Fixed 4.87500000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017104 2572.00000000 NS USD 225641.56000000 0.001422952545 Long EC CORP US N 1 N N N China Aoyuan Group Ltd. 549300YSOKQO5QD6MP25 N/A 1978000.00000000 PA USD 1992835.00000000 0.012567319758 Long DBT CORP KY N 2 2021-09-07 Fixed 7.95000000 N N N N N N Tesco Corporate Treasury Services plc 21380018AJDKNF3A6712 N/A 350000.00000000 PA 456936.28000000 0.002881555342 Long DBT CORP GB N 2 2030-04-27 Fixed 2.75000000 N N N N N N Macquarie Infrastructure Corp. 529900IZSJ64GH477714 55608B105 52982.00000000 NS USD 1461773.38000000 0.009218311340 Long EC CORP US N 1 N N N China Tower Corp. Ltd. N/A N/A 1000000.00000000 NS 222544.34000000 0.001403420695 Long EC CORP CN N 2 N N N DBUBS Mortgage Trust N/A 23305JAL6 10428000.00000000 PA USD 8739249.01000000 0.055111906785 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.64766800 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAK8 1130000.00000000 PA USD 1162035.50000000 0.007328088727 Long DBT CORP CA N 2 2024-03-15 Fixed 7.00000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 N/A 800000.00000000 PA 888953.52000000 0.005605964937 Long DBT CORP US N 2 2025-06-15 Fixed 3.00000000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607107 1624.00000000 NS USD 255162.88000000 0.001609121429 Long EC CORP US N 1 N N N Six Flags Theme Parks, Inc. 5493003MX0ZXTM8EVY68 83001WAC8 5168000.00000000 PA USD 5347846.40000000 0.033724867200 Long DBT CORP US N 2 2025-07-01 Fixed 7.00000000 N N N N N N Bharti Airtel Ltd. 335800KQ1FPKOQ84OR26 N/A 550618.00000000 NS 3749778.20000000 0.023647046375 Long EC CORP IN N 2 N N N Rockford Tower CLO Ltd. 549300IG5M07NI4QKK80 77341GAA8 3000000.00000000 PA USD 2809557.30000000 0.017717776418 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 3.02463000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 10867.63000000 0.000068534013 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1041360.00000000 USD 960000.00000000 EUR 2020-05-15 10867.63000000 N N N Kayne CLO II Ltd. N/A 48661TAA3 5375000.00000000 PA USD 5048688.05000000 0.031838299249 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 2.45887900 N N N N N N Ares XXVII CLO Ltd. 549300BC3E2Y44TL8536 00190YAV7 1000000.00000000 PA USD 935000.00000000 0.005896345645 Long ABS-CBDO CORP KY N 2 2029-07-28 Floating 3.28713100 N N N N N N China Gas Holdings Ltd. 254900KTSZLZ21VV8T33 N/A 14400.00000000 NS 52397.84000000 0.000330433984 Long EC CORP BM N 2 N N N Cent CLO 17 Ltd. N/A 14307PAJ4 1000000.00000000 PA USD 901192.30000000 0.005683145768 Long ABS-CBDO CORP KY N 2 2031-04-30 Floating 3.61950100 N N N N N N Seven & i Holdings Co. Ltd. 52990037G8JRM3TWGY86 N/A 2300.00000000 NS 76169.22000000 0.000480342298 Long EC CORP JP N 2 N N N Ascend Learning LLC 549300T466HKRLVCD610 02083JAC8 1254117.79000000 PA USD 1170718.96000000 0.007382848814 Long LON CORP US N 2 2024-07-12 Variable 4.00000000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 N/A 97882.00000000 NS 8018691.17000000 0.050567887446 Long EC CORP FR N 2 N N N Learfield Communications LLC N/A 00165HAB9 7168853.76000000 PA USD 4131051.98000000 0.026051454923 Long LON CORP US N 2 2023-12-01 Variable 4.25000000 N N N N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639106 8983.00000000 NS USD 534308.84000000 0.003369486205 Long EC CORP US N 1 N N N Invitation Homes Trust N/A 46185HAL6 10227855.43000000 PA USD 8846307.40000000 0.055787043974 Long ABS-O CORP US N 2 2037-06-17 Floating 3.06400000 N N N N N N Shimizu Corp. 353800BRAE0QFP3ZLY22 N/A 6900.00000000 NS 52992.45000000 0.000334183745 Long EC CORP JP N 2 N N N Codere Finance 2 Luxembourg SA 2221005CUH65GSJUKB29 19200EAA5 500000.00000000 PA USD 188460.00000000 0.001188476257 Long DBT CORP LU N 2 2021-11-01 Fixed 7.62500000 N N N N N N Natixis Commercial Mortgage Securities Trust N/A 63874EAE0 27000000.00000000 PA USD 104109.30000000 0.000656539484 Long ABS-MBS CORP US N 2 2037-04-10 Variable 0.10870900 N N N N N N Brand Energy & Infrastructure Services, Inc. N/A 10524MAN7 5837884.54000000 PA USD 4920227.47000000 0.031028194456 Long LON CORP US N 2 2024-06-21 Variable 5.45485100 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BU7 550000.00000000 PA USD 647494.60000000 0.004083264133 Long DBT CORP US N 2 2036-03-01 Fixed 3.55000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BG4 850000.00000000 PA USD 1111217.02000000 0.007007614584 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N Springleaf Finance Corp. 5493008I795YYBFWFU90 85172FAN9 8474000.00000000 PA USD 7986745.00000000 0.050366426846 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AN8 10775000.00000000 PA USD 9109939.25000000 0.057449572862 Long DBT CORP US N 2 2027-10-30 Variable 5.50000100 N N N N N N BX Commercial Mortgage Trust N/A 056059AA6 1696373.84100000 PA USD 1639776.87000000 0.010340846210 Long ABS-MBS CORP US N 2 2035-11-15 Floating 1.56399800 N N N N N N Concho Resources, Inc. SYHS7HRDXLL4I0IQ8776 20605PAG6 3930000.00000000 PA USD 3897799.23000000 0.024580504295 Long DBT CORP US N 2 2025-01-15 Fixed 4.37500000 N N N N N N Grupo Bimbo SAB de CV 5493000RIXURZEBFEV60 N/A 4605000.00000000 PA USD 4697100.00000000 0.029621096396 Long DBT CORP MX N 2 2022-01-25 Fixed 4.50000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BF8 350000.00000000 PA USD 412194.69000000 0.002599403599 Long DBT CORP NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N Alcoa Nederland Holding BV 5493000UL1QLQLT1VQ42 013822AB7 450000.00000000 PA USD 445500.00000000 0.002809435278 Long DBT CORP NL N 2 2026-09-30 Fixed 7.00000000 N N N N N N Serta Simmons Bedding LLC N/A 81753HAB7 1158162.07000000 PA USD 511247.48000000 0.003224055457 Long LON CORP US N 2 2023-11-08 Variable 4.60964100 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 44485HAA2 2252000.00000000 PA USD 2344557.20000000 0.014785368595 Long DBT CORP CA N 2 2026-06-01 Fixed 7.00000000 N N N N N N California Street CLO XII Ltd. 549300V3WPNYI44G1B47 13080BAA9 491765.88000000 PA USD 485229.38000000 0.003059978761 Long ABS-CBDO CORP KY N 2 2025-10-15 Floating 2.24888000 N N N N N N Genesis Energy LP N/A 37185LAG7 300000.00000000 PA USD 264840.00000000 0.001670147786 Long DBT CORP US N 2 2023-05-15 Fixed 6.00000000 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 N/A 2002125.00000000 NS USD 48097667.97000000 0.303316016137 Long SN CORP US N 2 2020-07-08 Fixed 19.64000000 N N N N N N Eyecare Partners LLC N/A 30233PAB6 2355928.85000000 PA USD 1939706.90000000 0.012232280570 Long LON CORP US N 2 2027-02-18 Variable 4.82200000 N N N N N N Unilever Indonesia Tbk. PT 549300MUHUFNRRI19O72 N/A 776600.00000000 NS 430623.18000000 0.002715618301 Long EC CORP ID N 2 N N N Resolute Forest Products, Inc. N/A 76117WAB5 450000.00000000 PA USD 371430.00000000 0.002342331190 Long DBT CORP US N 2 2023-05-15 Fixed 5.87500000 N N N N N N Asia Cement Corp. 213800EFQXH43HMGJL59 N/A 33000.00000000 NS 48480.32000000 0.000305729116 Long EC CORP TW N 2 N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 013817AW1 2551000.00000000 PA USD 2453143.64000000 0.015470142052 Long DBT CORP US N 2 2024-10-01 Fixed 5.12500000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBH7 1850000.00000000 PA USD 1970664.03000000 0.012427504034 Long DBT CORP MX N 2 2029-04-22 Fixed 3.62500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAH7 250000.00000000 PA USD 322182.00000000 0.002031760890 Long DBT CORP US N 2 2048-09-21 Fixed 4.25000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBQ8 1550000.00000000 PA USD 1407651.63000000 0.008877005945 Long DBT CORP US N 2 2026-10-06 Fixed 4.00000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAY2 5286000.00000000 PA USD 5266420.29000000 0.033211373629 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CF7 605000.00000000 PA USD 623997.56000000 0.003935085877 Long DBT CORP NL N 2 2025-04-06 Fixed 2.37500000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 1783000.00000000 PA 1899949.44000000 0.011981560007 Long DBT CORP JP N 2 2025-07-30 Fixed 4.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAG6 25816000.00000000 PA USD 23156952.00000000 0.146033575492 Long DBT CORP US N 2 2025-02-01 Variable 4.60000100 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829BN6 2501000.00000000 PA USD 3091416.52000000 0.019495251696 Long DBT CORP US N 2 2050-04-01 Fixed 6.60000000 N N N N N N GoldenTree Loan Opportunities IX Ltd. 549300IOBSI2NBFBJX90 38123HAN4 6500000.00000000 PA USD 6222231.60000000 0.039238960640 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 2.88450000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RDH2 950000.00000000 PA USD 1137354.66000000 0.007172445130 Long DBT CORP US N 2 2042-03-15 Fixed 5.15000000 N N N N N N OCP Euro CLO DAC 635400KNK84TMOLEE581 N/A 200000.00000000 PA 115597.67000000 0.000728988040 Long ABS-CBDO CORP IE N 2 2032-01-15 Floating 6.40000100 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61765TAN3 3435000.00000000 PA USD 1987940.99000000 0.012536456898 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.06800000 N N N N N N Zayo Group Holdings. Inc. 529900Z6OTS7RT0V0I47 98919VAB1 7016000.00000000 PA USD 6612720.32000000 0.041701480923 Long DBT CORP US N 2 2028-03-01 Fixed 6.12500000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAQ3 2000000.00000000 PA USD 2044695.28000000 0.012894363754 Long DBT CORP JP N 2 2022-07-12 Fixed 2.78400000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCA1 1100000.00000000 PA USD 1146047.87000000 0.007227266703 Long DBT CORP US N 2 2024-01-29 Fixed 3.90000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHL6 1400000.00000000 PA USD 1492687.27000000 0.009413262122 Long DBT CORP US N 2 2024-07-23 Variable 3.86399900 N N N N N N Arrow Global Group plc 213800CUJ6YMLEO33C88 N/A 72929.00000000 NS 92600.57000000 0.000583962532 Long EC CORP GB N 2 N N N Rock International Investment, Inc. N/A N/A 2883000.00000000 PA USD 1209171.43000000 0.007625339781 Long DBT CORP VG N 2 2020-03-27 Fixed 6.62500000 Y Y N N N N Compal Electronics, Inc. 529900ZPKWFDL21LW166 N/A 813000.00000000 NS 518282.23000000 0.003268418363 Long EC CORP TW N 2 N N N SPIE SA 969500TJNS5GSFWJ8X85 N/A 800000.00000000 PA 844270.89000000 0.005324185011 Long DBT CORP FR N 2 2026-06-18 Fixed 2.62500000 N N N N N N BX Commercial Mortgage Trust N/A 056054AL3 7165504.05000000 PA USD 6519610.53000000 0.041114307121 Long ABS-MBS CORP US N 2 2036-10-15 Floating 3.46399900 N N N N N N HUB International Ltd. N/A 44332EAT3 4796792.50000000 PA USD 4586884.86000000 0.028926051946 Long LON CORP US N 2 2025-04-25 Variable 5.69175000 N N N N N N BHP Billiton Finance USA Ltd. 5493003NUVITP3TMY274 055451AV0 500000.00000000 PA USD 686135.31000000 0.004326942189 Long DBT CORP AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N Anchorage Capital CLO 1-R Ltd. 549300L8BI45FDIJHO17 03328YAA2 2400000.00000000 PA USD 2294444.64000000 0.014469346162 Long ABS-CBDO CORP KY N 2 2031-04-13 Floating 2.30137900 N N N N N N Natixis Commercial Mortgage Securities Trust N/A 63874EAC4 40610000.00000000 PA USD 610213.98000000 0.003848163148 Long ABS-MBS CORP US N 2 2037-04-10 Variable 0.33506300 N N N N N N Open Text Holdings, Inc. N/A 683720AA4 2427000.00000000 PA USD 2360742.90000000 0.014887439698 Long DBT CORP US N 2 2030-02-15 Fixed 4.12500000 N N N N N N Oak Hill Credit Partners X-R Ltd. N/A 67707CAL2 1300000.00000000 PA USD 1162695.95000000 0.007332253691 Long ABS-CBDO CORP KY N 2 2030-12-12 Floating 3.33524900 N N N N N N Banco Espirito Santo SA 635400JV7IJL16OWIT96 N/A 1500000.00000000 PA 263004.00000000 0.001658569508 Long DBT CORP PT N 2 2018-01-15 Fixed 4.75000000 Y N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AT8 1092000.00000000 PA USD 1010100.00000000 0.006369945172 Long DBT CORP US N 2 2025-03-01 Fixed 4.12500000 N N N N N N Capri Holdings Ltd. 549300LPG8W0H1OX3A26 N/A 1630.00000000 NS USD 24857.50000000 0.000156757659 Long EC CORP VG N 1 N N N Monitchem HoldCo 3 SA 222100SJHJ1CNJMSW162 N/A 807000.00000000 PA 842756.38000000 0.005314634129 Long DBT CORP LU N 2 2025-03-15 Fixed 5.25000000 N N N N N N Level 3 Financing, Inc. N/A 527298BK8 555000.00000000 PA USD 559162.50000000 0.003526219649 Long DBT CORP US N 2 2024-01-15 Fixed 5.37500000 N N N N N N N/A N/A N/A 1126.00000000 NC USD -2197652.30000000 -0.01385894927 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2020-06-19 253103687.50000000 USD -2197652.30000000 N N N SES SA 5493008JPA4HYMH1HX51 78413HAB5 300000.00000000 PA USD 276262.00000000 0.001742177797 Long DBT CORP LU N 2 2043-04-04 Fixed 5.30000000 N N N N N N First Franklin Mortgage Loan Trust N/A 30247DAA9 3943950.79880000 PA USD 2773338.48000000 0.017489371411 Long ABS-O CORP US N 2 2036-10-25 Floating 0.60725200 N N N N N N Plastipak Holdings, Inc. N/A 727610AN7 350000.00000000 PA USD 312480.00000000 0.001970577633 Long DBT CORP US N 2 2025-10-15 Fixed 6.25000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAE0 1151000.00000000 PA USD 1174135.10000000 0.007404391854 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N UPC Holding BV 213800G1DU7LKI6ZCD69 90320LAG2 400000.00000000 PA USD 387520.00000000 0.002443798785 Long DBT CORP NL N 2 2028-01-15 Fixed 5.50000000 N N N N N N Clark Equipment Co. N/A 18143EAE9 682809.10000000 PA USD 637573.00000000 0.004020696023 Long LON CORP US N 2 2024-05-18 Variable 3.20013000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BY9 1463097.92200000 PA USD 1465950.96000000 0.009244656213 Long ABS-O CORP US N 2 2031-04-15 Fixed 2.94000000 N N N N N N Costco Wholesale Corp. 29DX7H14B9S6O3FD6V18 22160K105 14829.00000000 NS USD 4493187.00000000 0.028335169627 Long EC CORP US N 1 N N N US Foods, Inc. N/A 90351HAB4 3859796.04000000 PA USD 3548001.72000000 0.022374593039 Long LON CORP US N 2 2023-06-27 Variable 2.73938000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AH8 4910000.00000000 PA USD 5315075.00000000 0.033518202493 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 925524BG4 80000.00000000 PA USD 82739.28000000 0.000521774752 Long DBT CORP US N 2 2021-03-01 Fixed 4.50000000 N N N N N N SoFi Professional Loan Program LLC 5493005DZE8VF033DB25 83402DAC5 214598.46000000 PA USD 213897.92000000 0.001348894191 Long ABS-O CORP US N 2 2032-12-27 Fixed 2.36000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 36962G5J9 2000000.00000000 PA USD 2077342.18000000 0.013100243333 Long DBT CORP US N 2 2021-10-17 Fixed 4.65000000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149Y108 3222.00000000 NS USD 159424.56000000 0.001005371454 Long EC CORP US N 1 N N N Greif, Inc. 54930070FVGKR0Z1FI24 397624AH0 495000.00000000 PA USD 495000.00000000 0.003121594753 Long DBT CORP US N 2 2027-03-01 Fixed 6.50000000 N N N N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAR9 85000.00000000 PA USD 95395.50000000 0.000601588065 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBD7 625000.00000000 PA USD 639337.50000000 0.004031823405 Long DBT CORP US N 2 2026-11-18 Fixed 2.90000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AU5 646000.00000000 PA USD 581400.00000000 0.003666454928 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Air Liquide SA 969500MMPQVHK671GT54 N/A 935.00000000 NS 118795.82000000 0.000749156380 Long EC CORP FR N 2 N N N Union Life Insurance Co. Ltd. 300300F2005242000011 N/A 708000.00000000 PA USD 573480.00000000 0.003616509412 Long DBT CORP CN N 2 2021-09-19 Fixed 3.00000000 N N N N N N Prime Bloom Holdings Ltd. 3003000PGGCESUU1G875 N/A 2783000.00000000 PA USD 1295486.50000000 0.008169664366 Long DBT CORP VG N 2 2022-07-05 Fixed 6.95000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAN7 2225000.00000000 PA USD 2352436.96000000 0.014835060347 Long DBT CORP US N 2 2027-06-01 Fixed 3.60000000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26078JAE0 375000.00000000 PA USD 455571.93000000 0.002872951407 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N Dexus N/A N/A 3708177.00000000 NS 22012953.24000000 0.138819230993 Long EC CORP AU N 2 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDA6 1725000.00000000 PA USD 1838290.39000000 0.011592722498 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N China Singyes Solar Technologies Holdings Ltd. 2549000UC1DPF536BS12 N/A 1546901.00000000 PA USD 1239454.43000000 0.007816312011 Long DBT CORP BM N 2 2022-12-19 Fixed 6.00000000 N N Y N N N Banco de Chile 8B4EZFY8IHJC44TT2K84 N/A 7225024.00000000 NS 636916.72000000 0.004016557356 Long EC CORP CL N 1 N N N Melco Resorts Finance Ltd. N/A N/A 1260000.00000000 PA USD 1228500.00000000 0.007747230615 Long DBT CORP KY N 2 2026-04-26 Fixed 5.25000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AE0 193000.00000000 PA USD 198569.98000000 0.001252232338 Long DBT CORP US N 2 2021-09-17 Fixed 3.40000000 N N N N N N Kao Corp. 353800HM38HFCB8RGL63 N/A 700.00000000 NS 53981.44000000 0.000340420565 Long EC CORP JP N 2 N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CX6 135000.00000000 PA USD 134496.45000000 0.000848168510 Long DBT CORP US N 2 2030-04-22 Fixed 9.62500000 N N N N N N Icahn Enterprises LP N/A 451102BZ9 2504000.00000000 PA USD 2378825.04000000 0.015001470230 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAJ7 650000.00000000 PA USD 648375.00000000 0.004088816158 Long DBT CORP US N 2 2022-07-15 Fixed 5.00000000 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216101 9510.00000000 NS USD 99855.00000000 0.000629710796 Long EC CORP US N 1 N N N Sika AG 549300R3N69ECGYPU434 N/A 30479.00000000 NS 5041507.34000000 0.031793015882 Long EC CORP CH N 2 N N N GOME Retail Holdings Ltd. 549300JIWQNRJRLOJ771 N/A 1324000.00000000 NS 153709.18000000 0.000969328827 Long EC CORP BM N 2 N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAR2 1384000.00000000 PA USD 1418470.85000000 0.008945234673 Long DBT CORP LU N 2 2022-03-15 Fixed 3.45000000 N N N N N N Shanghai Pudong Development Bank Co. Ltd. 300300C1031031001330 N/A 90833.00000000 NS 135494.64000000 0.000854463348 Long EC CORP CN N 2 N N N Crown Americas LLC N/A 228189AB2 750000.00000000 PA USD 768900.00000000 0.004848877183 Long DBT CORP US N 2 2023-01-15 Fixed 4.50000000 N N N N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 N/A 55800.00000000 NS 1270768.90000000 0.008013788951 Long EC CORP JP N 2 N N N MAD Mortgage Trust N/A 55282MAJ3 3305000.00000000 PA USD 3032723.52000000 0.019125118845 Long ABS-MBS CORP US N 2 2034-08-15 Variable 4.10801800 N N N N N N Messer Industries GmbH N/A D6000EAB8 3511097.59000000 PA USD 3311421.47000000 0.020882658357 Long LON CORP US N 2 2026-03-02 Variable 3.95013000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 7750000.00000000 PA USD 8979212.39000000 0.056625176336 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N C&W Senior Financing DAC 5493009O8OIWZPZRY516 12674TAA4 985000.00000000 PA USD 972687.50000000 0.006134012518 Long DBT CORP IE N 2 2027-09-15 Fixed 6.87500000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBA7 900000.00000000 PA USD 937366.68000000 0.005911270525 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N Foshan Haitian Flavouring & Food Co. Ltd. N/A N/A 4644.00000000 NS 79881.95000000 0.000503755709 Long EC CORP CN N 2 N N N Alternative Loan Trust N/A 02151AAD2 1502253.19000000 PA USD 1065590.10000000 0.006719879728 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N SoFi Professional Loan Program Trust N/A 78490DAB0 383000.00000000 PA USD 387217.60000000 0.002441891774 Long ABS-O CORP US N 2 2048-01-25 Fixed 3.59000000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 700000.00000000 PA 753871.82000000 0.004754105693 Long DBT CORP NL N 2 2026-06-22 Variable 3.87500100 N N N N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919106 6938.00000000 NS USD 395674.14000000 0.002495220847 Long EC CORP US N 1 N N N BWX Technologies, Inc. 549300NP85N265KWMS58 05605HAA8 3016000.00000000 PA USD 3080090.00000000 0.019423823806 Long DBT CORP US N 2 2026-07-15 Fixed 5.37500000 N N N N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAA9 1080000.00000000 PA USD 996300.00000000 0.006282918894 Long DBT CORP US N 2 2024-11-01 Fixed 5.87500000 N N N N N N GS Mortgage Securities Trust N/A 36254CAE0 1260000.00000000 PA USD 758156.36000000 0.004781125082 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.00000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 N/A 5000000.00000000 PA 5451853.75000000 0.034380763762 Long DBT CORP BE N 2 2024-03-05 Variable 4.74999900 N N N N N N Consus Real Estate AG 9676007H44QN6VYEBV03 N/A 471000.00000000 PA 467059.93000000 0.002945397630 Long DBT CORP DE N 2 2024-05-15 Fixed 9.62500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAG7 1575000.00000000 PA USD 1567985.63000000 0.009888112557 Long DBT CORP FR N 2 2025-01-14 Fixed 2.37500000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BE0 615000.00000000 PA USD 576193.50000000 0.003633621427 Long DBT CORP US N 2 2023-11-15 Fixed 5.12500000 N N N N N N Suning.com Co. Ltd. N/A N/A 59000.00000000 NS 69652.73000000 0.000439247669 Long EC CORP CN N 2 N N N Open Text Corp. 549300HP7ONDQODZJV16 683715AC0 3955000.00000000 PA USD 3875900.00000000 0.024442402232 Long DBT CORP CA N 2 2028-02-15 Fixed 3.87500000 N N N N N N Alternative Loan Trust N/A 12668BDE0 6174871.39000000 PA USD 5223744.84000000 0.032942251486 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.87045600 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361702 6253.00000000 NS USD 162015.23000000 0.001021708872 Long EC CORP US N 1 N N N Commercial Mortgage Trust N/A 12593FBH6 6010000.00000000 PA USD 5172186.77000000 0.032617113303 Long ABS-MBS CORP US N 2 2048-07-10 Variable 4.48805900 N N N N N N Albertsons Cos., Inc. N/A 013092AE1 2096000.00000000 PA USD 2124820.00000000 0.013399650432 Long DBT CORP US N 2 2030-02-15 Fixed 4.87500000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730109 1568.00000000 NS USD 103362.56000000 0.000651830353 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage Trust N/A 17290YAA6 980000.00000000 PA USD 714299.95000000 0.004504555507 Long ABS-MBS CORP US N 2 2049-05-10 Variable 5.11563200 N N N N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 3867.00000000 NS USD 251587.02000000 0.001586571154 Long EC CORP US N 1 N N N Elisa OYJ 743700TU2S3DXWGU7H32 N/A 381.00000000 NS 23152.72000000 0.000146006887 Long EC CORP FI N 2 N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46639YAR8 1341218.95000000 PA USD 1352140.76000000 0.008526940408 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 2.55390000 N N N N N N STERIS plc N/A N/A 912.00000000 NS USD 129960.00000000 0.000819560513 Long EC CORP IE N 1 N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818EJ3 825000.00000000 PA USD 950599.61000000 0.005994720717 Long DBT CORP US N 2 2046-03-01 Fixed 4.05000000 N N N N N N Summer BidCo BV 724500EOJYP21L3XM206 N/A 522000.00000000 PA 534279.48000000 0.003369301053 Long DBT CORP NL N 2 2025-11-15 Fixed 9.00000000 N N Y N N N CIFC Funding Ltd. 635400VBVF8AYJQBI411 12551RAC2 1000000.00000000 PA USD 899174.60000000 0.005670421644 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 2.53525000 N N N N N N Carrefour SA 549300B8P6MUJ1YWTS08 N/A 12833.00000000 NS 190585.99000000 0.001201883285 Long EC CORP FR N 2 N N N Sinopec Shanghai Petrochemical Co. Ltd. 5299008RZ0G8ACZ8ZU65 N/A 544000.00000000 NS 147696.79000000 0.000931413181 Long EC CORP CN N 2 N N N Taisho Pharmaceutical Holdings Co. Ltd. N/A N/A 400.00000000 NS 24990.51000000 0.000157596454 Long EC CORP JP N 2 N N N Merrill Lynch Mortgage Investors Trust N/A 59020U4S1 466045.51020000 PA USD 424191.31000000 0.002675057308 Long ABS-MBS CORP US N 2 2036-02-25 Variable 3.57653200 N N N N N N Kunlun Energy Co. Ltd. 5299007GRIKP15GM4927 N/A 286000.00000000 NS 186327.83000000 0.001175030255 Long EC CORP BM N 2 N N N AES Corp. 2NUNNB7D43COUIRE5295 00130H105 7173.00000000 NS USD 95042.25000000 0.000599360381 Long EC CORP US N 1 N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 159864AC1 2826000.00000000 PA USD 2945822.40000000 0.018577098481 Long DBT CORP US N 2 2026-04-01 Fixed 5.50000000 N N N N N N Arrow Global Finance plc 213800X2NPSOGFBX9Q67 N/A 556000.00000000 PA 599329.35000000 0.003779521928 Long DBT CORP GB N 2 2024-09-15 Fixed 5.12500000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 05523RAD9 1443000.00000000 PA USD 1561951.94000000 0.009850062587 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N Cedar Funding VII CLO Ltd. 549300G87EGFMLOYN341 15032FAA4 7800000.00000000 PA USD 7449644.28000000 0.046979334342 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 2.13525000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918AW4 800000.00000000 PA USD 883243.17000000 0.005569954031 Long DBT CORP US N 2 2023-12-15 Fixed 3.62500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 6920000.00000000 PA 7580430.68000000 0.047804106342 Long DBT CORP FR N 2 2021-06-23 Variable 6.49999900 N N N N N N Atrium IX 549300UTF8S11AHH4P70 04964KAL5 13500000.00000000 PA USD 12799428.30000000 0.080716420663 Long ABS-CBDO CORP KY N 2 2030-05-28 Floating 2.85324800 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCA2 17997000.00000000 PA USD 14313104.09000000 0.090262041682 Long DBT CORP US N 2 2027-09-30 Variable 5.74999900 N N N N N N RELX plc 549300WSX3VBUFFJOO66 N/A 261215.00000000 NS 5893482.32000000 0.037165784827 Long EC CORP GB N 2 N N N Woori Bank 549300VUVMRL6RE7R376 N/A 1260000.00000000 PA USD 1184400.00000000 0.007469124900 Long DBT CORP KR N 2 2024-10-04 Variable 4.25000200 N N N N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222401 7747.00000000 NS 301876.71000000 0.001903710614 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2922.50000000 -0.00001843002 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 310000.00000000 GBP 387535.71000000 USD 2020-05-15 -2922.50000000 N N N VEREIT, Inc. 5493002H54FNIBW75H44 92339V100 1581482.00000000 NS USD 8666521.36000000 0.054653267894 Long EC CORP US N 1 N N N China Resources Gas Group Ltd. 529900A0E1J5JSOKEK83 N/A 80000.00000000 NS 449626.59000000 0.002835458594 Long EC CORP BM N 2 N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YAY6 625000.00000000 PA USD 619939.49000000 0.003909494665 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAB9 3692000.00000000 PA USD 3692000.00000000 0.023282682484 Long DBT CORP US N 2 2024-03-01 Fixed 5.50000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BD4 675000.00000000 PA USD 911955.55000000 0.005751021535 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N CHG Healthcare Services, Inc. N/A 12541HAR4 2883795.45000000 PA USD 2725705.78000000 0.017188987600 Long LON CORP US N 2 2023-06-07 Variable 4.07297200 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAP0 400000.00000000 PA USD 430228.00000000 0.002713126197 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N Saudi Telecom Co. 21380028ATJ79OTA9W17 N/A 48924.00000000 NS 1178207.39000000 0.007430072741 Long EC CORP SA N 2 N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 71654V408 153966.00000000 NS USD 1063905.06000000 0.006709253441 Long EC CORP BR N 1 N N N Orange SA 969500MCOONR8990S771 N/A 53884.00000000 NS 654639.00000000 0.004128318520 Long EC CORP FR N 2 N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAG4 1949000.00000000 PA USD 1841805.00000000 0.011614886514 Long DBT CORP US N 2 2030-02-01 Fixed 6.99999800 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABA2 1250000.00000000 PA USD 1321775.00000000 0.008335446273 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 626717AG7 150000.00000000 PA USD 87000.00000000 0.000548643926 Long DBT CORP US N 2 2042-12-01 Fixed 5.87499800 N N N N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518CZ7 875000.00000000 PA USD 999692.74000000 0.006304314368 Long DBT CORP US N 2 2046-08-15 Fixed 3.25000000 N N N N N N JBS USA LUX SA N/A 46590XAB2 1394000.00000000 PA USD 1411425.00000000 0.008900801767 Long DBT CORP US N 2 2030-01-15 Fixed 5.50000000 N N N N N N JUMBO SA 549300TGIVUUMY40MZ05 N/A 3527.00000000 NS 55197.29000000 0.000348088021 Long EC CORP GR N 2 N N N Powerlong Real Estate Holdings Ltd. 549300R3K12EPXCGDP22 N/A 500000.00000000 PA USD 497885.00000000 0.003139788290 Long DBT CORP KY N 2 2021-04-17 Fixed 6.95000000 N N N N N N William Morris Endeavor Entertainment LLC N/A 96925HAF9 3676037.24000000 PA USD 2720267.56000000 0.017154692814 Long LON CORP US N 2 2025-05-18 Variable 3.73064100 N N N N N N Aboitiz Power Corp. 254900UHTKF4VBSFTL94 N/A 75600.00000000 NS 40799.13000000 0.000257289596 Long EC CORP PH N 2 N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NAK5 6370000.00000000 PA USD 6331381.88000000 0.039927289815 Long DBT CORP NL N 2 2044-03-17 Fixed 7.25000000 N N N N N N Gilbert Park CLO Ltd. N/A 375415AA4 2250000.00000000 PA USD 2114320.05000000 0.013333435101 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 2.40887900 N N N N N N American Home Mortgage Assets Trust N/A 02660UAE0 6353708.44500000 PA USD 4788409.47000000 0.030196916927 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.81045900 N N N N N N Rockford Tower CLO Ltd. 5493001SZ764RMCNU069 77342KAE0 700000.00000000 PA USD 631595.37000000 0.003982999582 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 3.33524900 N N N N N N Bayview Commercial Asset Trust N/A 07325MAA2 5861919.39000000 PA USD 5280412.30000000 0.033299610771 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.70724900 N N N N N N California Resources Corp. N/A N/A 2587253.00000000 PA USD 92183.82000000 0.000581334401 Long LON CORP US N 2 2021-12-31 Variable 11.98825000 N N N N N N Callon Petroleum Co. 549300EFOWPEB0WLZW21 13123XAT9 176000.00000000 PA USD 33880.00000000 0.000213655818 Long DBT CORP US N 2 2024-10-01 Fixed 6.12500000 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480AG5 950000.00000000 PA USD 1076507.32000000 0.006788726469 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 200000.00000000 PA 211938.27000000 0.001336536144 Long DBT CORP JP N 2 2025-04-20 Fixed 4.50000000 N N N N N N CIFC Funding Ltd. 635400VBVF8AYJQBI411 12551RAG3 2250000.00000000 PA USD 1747833.53000000 0.011022278741 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 3.78524900 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887109 3799.00000000 NS USD 959361.47000000 0.006049975214 Long EC CORP US N 1 N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 05348EAV1 1525000.00000000 PA USD 1626912.40000000 0.010259719620 Long DBT CORP US N 2 2025-06-01 Fixed 3.45000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAB3 942000.00000000 PA USD 892545.00000000 0.005628613715 Long DBT CORP US N 2 2028-03-15 Fixed 3.50000000 N N N N N N Hapvida Participacoes e Investimentos SA N/A N/A 13823.00000000 NS 132640.20000000 0.000836462530 Long EC CORP BR N 1 N N N Ortho-Clinical Diagnostics, Inc. N/A 68752DAA6 5330000.00000000 PA USD 4852272.10000000 0.030599650766 Long DBT CORP US N 2 2028-02-01 Fixed 7.25000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756BS8 4643000.00000000 PA USD 4741663.75000000 0.029902126635 Long DBT NUSS BR N 2 2021-01-22 Fixed 4.87500000 N N N N N N Solera LLC N/A 83421MAB4 563647.00000000 PA USD 533249.52000000 0.003362805866 Long LON CORP US N 2 2023-03-03 Variable 4.36325000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EGR0 900000.00000000 PA USD 954675.36000000 0.006020423424 Long ABS-O CORP US N 2 2024-12-07 Fixed 3.21000000 N N N N N N N/A N/A N/A -42.00000000 NC USD -34440.00000000 -0.00021718731 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index US78378X1072 100.00000000 3500.00000000 USD 2020-09-18 XXXX 13676.14000000 N N N SVB Financial Group 549300D2KJ20JMXE7542 78486Q101 557.00000000 NS USD 107595.69000000 0.000678525538 Long EC CORP US N 1 N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EUX5 205000.00000000 PA USD 214691.24000000 0.001353897067 Long DBT CORP US N 2 2024-03-07 Fixed 2.60000000 N N N N N N Tendam Brands SAU 959800F8A7CLAN0C2203 N/A 370000.00000000 PA 271612.56000000 0.001712857257 Long DBT CORP ES N 2 2024-09-15 Fixed 5.00000000 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BN9 455000.00000000 PA USD 467931.21000000 0.002950892141 Long DBT CORP US N 2 2021-10-01 Fixed 3.75000000 N N N N N N Commercial Mortgage Trust N/A 12594CBD1 500000.00000000 PA USD 523187.10000000 0.003299349709 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.55000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAK1 325000.00000000 PA USD 444076.01000000 0.002800455238 Long DBT CORP US N 2 2049-01-25 Fixed 5.57600000 N N N N N N Palmer Square CLO Ltd. 549300EYS8N79JYSXL17 69688MAA3 8000000.00000000 PA USD 7715012.80000000 0.048652815109 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 2.27612900 N N N N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAV0 154000.00000000 PA USD 178640.00000000 0.001126548862 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72100000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585ABG6 3720000.00000000 PA USD 3726548.61000000 0.023500554726 Long DBT CORP US N 2 2023-05-01 Fixed 4.50000000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAH5 350000.00000000 PA USD 383810.00000000 0.002420402590 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N Applied Systems, Inc. N/A 03827FAX9 4773682.35000000 PA USD 4563735.80000000 0.028780068140 Long LON CORP US N 2 2024-09-19 Variable 4.70013000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 14594.00000000 NS USD 544648.08000000 0.003434688058 Long EC CORP US N 1 N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AC2 769000.00000000 PA USD 545990.00000000 0.003443150544 Long DBT CORP CA N 2 2024-03-31 Fixed 7.00000000 N N N N N N Rockford Tower CLO Ltd. 549300KPFGDIQ0PMP224 77342JAC7 1000000.00000000 PA USD 907192.00000000 0.005720981389 Long ABS-CBDO CORP KY N 2 2031-05-20 Floating 3.41462900 N N N N N N FMG Resources Pty. Ltd. 549300EFD6S2NFE9D745 30251GAW7 545000.00000000 PA USD 553011.45000000 0.003487429577 Long DBT CORP AU N 2 2024-05-15 Fixed 5.12500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VCK8 1400000.00000000 PA USD 1899903.77000000 0.011981272000 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189T107 5441.00000000 NS USD 92660.23000000 0.000584338763 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 34111.00000000 NS USD 3266469.36000000 0.020599179023 Long EC CORP US N 1 N N N Panther BF Aggregator 2 LP N/A C8000CAB9 9321489.06000000 PA USD 8417304.62000000 0.053081644323 Long LON CORP US N 2 2026-04-30 Variable 3.90363000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284V101 3102.00000000 NS USD 75006.36000000 0.000473009009 Long EC CORP US N 1 N N N Pinduoduo, Inc. 5493000573DS7005T657 722304102 1956.00000000 NS USD 92792.64000000 0.000585173774 Long EC CORP KY N 1 N N N Santander UK plc PTCQB104N23FMNK2RZ28 80283LAV5 990000.00000000 PA USD 1016921.57000000 0.006412963712 Long DBT CORP GB N 2 2021-11-15 Fixed 3.75000000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664100 1149.00000000 NS USD 21578.22000000 0.000136077693 Long EC CORP US N 1 N N N CCO Holdings LLC N/A 1248EPBT9 5442000.00000000 PA USD 5650700.70000000 0.035634742744 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N Vale SA 254900SMTWBX7RU2SR20 N/A 627983.00000000 NS 5207111.84000000 0.032837359596 Long EC CORP BR N 1 N N N Sedgwick Claims Management Services, Inc. N/A 81527CAL1 5272267.11000000 PA USD 4828816.72000000 0.030451735229 Long LON CORP US N 2 2025-12-31 Variable 3.65363000 N N N N N N Springleaf Finance Corp. 5493008I795YYBFWFU90 85172FAP4 1885000.00000000 PA USD 1761890.65000000 0.011110926483 Long DBT CORP US N 2 2024-03-15 Fixed 6.12500000 N N N N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 74736K101 1273.00000000 NS USD 124792.19000000 0.000786971001 Long EC CORP US N 1 N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 N/A 967500.00000000 PA 1070794.81000000 0.006752701941 Long DBT CORP US N 2 2024-11-01 Fixed 4.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJJ0 1680000.00000000 PA USD 1759198.76000000 0.011093950746 Long DBT CORP US N 2 2023-05-01 Fixed 3.37500000 N N N N N N Telenet Finance Luxembourg Notes SARL 2138007RI9GLJPCC3E25 N/A 3600000.00000000 PA USD 3672000.00000000 0.023156557443 Long DBT CORP LU N 2 2028-03-01 Fixed 5.50000000 N N N N N N Assura plc 21380026T19N2Y52XF72 N/A 23801351.00000000 NS 22829145.40000000 0.143966344457 Long EC CORP GB N 2 N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 N/A 630000.00000000 PA USD 606375.00000000 0.003823953572 Long DBT CORP KY N 2 2024-10-01 Fixed 4.87500000 N N N N N N Vallourec SA 969500P2Q1B47H4MCJ34 N/A 700000.00000000 PA 399809.91000000 0.002521302055 Long DBT CORP FR N 2 2022-10-15 Fixed 6.62500000 N N N N N N CBAM Ltd. 254900EGQJ2K45U5LM27 12481HAC9 10000000.00000000 PA USD 9453329.00000000 0.059615075169 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 2.36488000 N N N N N N Telecom Argentina SA 549300MKPIRSJD8SB782 12686NAT2 6992000.00000000 PA USD 6327760.00000000 0.039904449327 Long DBT CORP AR N 2 2021-06-15 Fixed 6.50000000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46637YAL3 810000.00000000 PA USD 804968.93000000 0.005076336946 Long ABS-MBS CORP US N 2 2032-07-05 Variable 4.67493800 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 80627DAC0 600000.00000000 PA USD 510000.00000000 0.003216188533 Long DBT CORP DE N 2 2026-09-15 Fixed 4.75000000 N N Y N N N OCP CLO Ltd. 2549001TBA76KDJQIQ68 67106BAR8 7500000.00000000 PA USD 6868145.25000000 0.043312254905 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 2.85487900 N N N N N N Madison Avenue Trust N/A 55660CAL2 6670000.00000000 PA USD 6678452.89000000 0.042116007075 Long ABS-MBS CORP US N 2 2032-10-12 Variable 4.16888600 N N N N N N Ares XXXIIR CLO Ltd. N/A 04017EAL6 700000.00000000 PA USD 615408.15000000 0.003880918893 Long ABS-CBDO CORP KY N 2 2030-05-15 Floating 3.49175200 N N N N N N National CineMedia LLC 7LJEQIVQVLNGS4X6T547 63530QAJ8 850000.00000000 PA USD 603500.00000000 0.003805823098 Long DBT CORP US N 2 2028-04-15 Fixed 5.87500000 N N N N N N GrubHub Holdings, Inc. N/A 40010PAA6 700000.00000000 PA USD 654500.00000000 0.004127441951 Long DBT CORP US N 2 2027-07-01 Fixed 5.50000000 N N N N N N Avantor Funding, Inc. N/A 05350NAC8 1586332.74000000 PA USD 1554606.09000000 0.009803737806 Long LON CORP US N 2 2024-11-21 Variable 3.25000000 N N N N N N Ooredoo QPSC 549300D3EIDZJB62TR20 N/A 94446.00000000 NS 164018.16000000 0.001034339853 Long EC CORP QA N 2 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VDQ4 1050000.00000000 PA USD 1092369.74000000 0.006888758887 Long DBT CORP US N 2 2022-03-15 Fixed 2.94600000 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251V102 3956.00000000 NS USD 144037.96000000 0.000908339677 Long EC CORP US N 1 N N N QEP Resources, Inc. Q6JQDZPXKEDQKVK58165 74733VAA8 172000.00000000 PA USD 82560.00000000 0.000520644167 Long DBT CORP US N 2 2021-03-01 Fixed 6.87500000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076C106 1380.00000000 NS USD 158617.20000000 0.001000280039 Long EC CORP US N 1 N N N Autostrade per l'Italia SpA 815600149448CEB9B230 N/A 400000.00000000 PA 455476.46000000 0.002872349349 Long DBT CORP IT N 2 2025-09-16 Fixed 4.37500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBA2 18490000.00000000 PA USD 17842850.00000000 0.112521508982 Long DBT CORP GB N 2 2023-09-15 Variable 7.75000100 N N N N N N Ardagh Packaging Finance plc N/A 03969AAQ3 2017000.00000000 PA USD 2072427.16000000 0.013069247978 Long DBT CORP US N 2 2025-04-30 Fixed 5.25000000 N N N N N N Concho Resources, Inc. SYHS7HRDXLL4I0IQ8776 20605P101 2173.00000000 NS USD 123252.56000000 0.000777261706 Long EC CORP US N 1 N N N BBCMS Trust N/A 05547HAE1 78000000.00000000 PA USD 4075500.00000000 0.025701130136 Long ABS-MBS CORP US N 2 2035-08-10 Variable 1.12219200 N N N N N N Krung Thai Bank PCL 54930007ZQMYCRFQGE36 N/A 3213600.00000000 NS 1080289.56000000 0.006812578227 Long EC CORP TH N 2 N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 92553PAX0 905000.00000000 PA USD 932317.93000000 0.005879431836 Long DBT CORP US N 2 2024-04-01 Fixed 3.87500000 N N N N N N Sprint Capital Corp. 549300L17W0GQBR1PO80 852060AD4 7140000.00000000 PA USD 8599059.00000000 0.054227833250 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N GS Mortgage Securities Trust N/A 36252WAZ1 754968.72370000 PA USD 20029.92000000 0.000126313723 Long ABS-MBS CORP US N 2 2047-04-10 Variable 1.22195900 N N N N N N LEG Immobilien AG 391200SO40AKONBO0Z96 N/A 54750.00000000 NS 6285574.31000000 0.039638415734 Long EC CORP DE N 2 N N N Hong Leong Financial Group Bhd. 549300EGI40XD5GGWS62 N/A 18200.00000000 NS 55430.80000000 0.000349560594 Long EC CORP MY N 2 N N N CPG Merger Sub LLC N/A 12626CAA0 1173000.00000000 PA USD 1141680.90000000 0.007199727489 Long DBT CORP US N 2 2021-10-01 Fixed 8.00000000 N N N N N N NXP BV N/A 62954HAC2 745000.00000000 PA USD 752716.58000000 0.004746820458 Long DBT CORP US N 2 2027-05-01 Fixed 3.15000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AJ3 2327000.00000000 PA USD 1751067.50000000 0.011042672971 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N Sequa Mezzanine Holdings LLC N/A 81733HAB2 2008075.89000000 PA USD 1663349.50000000 0.010489501156 Long LON CORP US N 2 2021-11-28 Variable 6.74163000 N N N N N N Delta Electronics, Inc. 529900UVZWNWGDLJSM52 N/A 37000.00000000 NS 172575.65000000 0.001088305542 Long EC CORP TW N 2 N N N N/A N/A N/A 3750000.00000000 PA USD -660075.91000000 -0.00416260504 N/A DCR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Markit CMBX North American BBB- 9 Markit CMBX North American BBB- 9 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 367279.12000000 USD 3750000.00000000 USD -660075.91000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 5176000.00000000 PA USD 5350690.00000000 0.033742799659 Long DBT CORP CH N 2 2025-08-07 Variable 6.87499900 N N N N N N China Construction Bank Corp. 5493001KQW6DM7KEDR62 N/A 15370000.00000000 NS 12336940.41000000 0.077799855469 Long EC CORP CN N 2 N N N Cooper Cos., Inc. (The) QJKMVPIGLH7530PCUE20 216648402 536.00000000 NS USD 153671.20000000 0.000969089316 Long EC CORP US N 1 N N N Raia Drogasil SA N/A N/A 10197.00000000 NS 197586.92000000 0.001246032914 Long EC CORP BR N 1 N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAB3 830000.00000000 PA USD 705500.00000000 0.004449060805 Long DBT CORP US N 2 2025-04-15 Fixed 8.25000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAK5 7447000.00000000 PA USD 8296423.44000000 0.052319337136 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.37500000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549207 420705.00000000 NS USD 17900997.75000000 0.112888203349 Long US N 1 N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 744573106 5464.00000000 NS USD 277079.44000000 0.001747332780 Long EC CORP US N 1 N N N General Electric Co. 3C7474T6CDKPR9K6YT90 36962G6F6 500000.00000000 PA USD 511678.19000000 0.003226771622 Long DBT CORP US N 2 2022-09-07 Fixed 3.15000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDE1 415000.00000000 PA USD 440625.25000000 0.002778693876 Long DBT CORP NL N 2 2023-09-26 Fixed 3.87500000 N N N N N N Country Garden Services Holdings Co. Ltd. N/A N/A 28000.00000000 NS 129364.85000000 0.000815807347 Long EC CORP KY N 2 N N N Dufry One BV 7245003K5MN9U7XW0808 N/A 400000.00000000 PA 360096.31000000 0.002270858084 Long DBT CORP NL N 2 2024-10-15 Fixed 2.50000000 N N N N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434L105 27800.00000000 NS USD 431178.00000000 0.002719117136 Long EC CORP US N 1 N N N OI European Group BV 72450053F5WRDY8CDZ66 N/A 566000.00000000 PA 583346.16000000 0.003678727904 Long DBT CORP NL N 2 2025-02-15 Fixed 2.87500000 N N N N N N Regatta Funding LP N/A 75885WAW1 5000000.00000000 PA USD 4679595.00000000 0.029510705455 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 3.91888100 N N N N N N Alternative Loan Trust N/A 23245LAE0 1625125.03000000 PA USD 1007118.10000000 0.006351140559 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N Signature Aviation US Holdings, Inc. 213800CSNQ87U1MC8N11 05545MAC6 2736000.00000000 PA USD 2325600.00000000 0.014665819714 Long DBT CORP US N 2 2028-03-01 Fixed 4.00000000 N N N N N N Postal Savings Bank of China Co. Ltd. 300300C1040311005298 N/A 667000.00000000 NS 398567.62000000 0.002513467861 Long EC CORP CN N 2 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZH9 545000.00000000 PA USD 512300.00000000 0.003230692913 Long DBT CORP US N 2 2021-10-12 Fixed 3.81300000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -14904.17000000 -0.00009398945 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 2940000.00000000 EUR 3207542.94000000 USD 2020-05-15 -14904.17000000 N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179M103 4129.00000000 NS USD 51488.63000000 0.000324700277 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 3497.00000000 NS USD 282207.90000000 0.001779674141 Long EC CORP US N 1 N N N Bupa Arabia for Cooperative Insurance Co. 558600B2WJHD5P31XS68 N/A 3976.00000000 NS 113244.93000000 0.000714151069 Long EC CORP SA N 2 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556102 6506.00000000 NS USD 2177428.08000000 0.013731410243 Long EC CORP US N 1 N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EUT4 820000.00000000 PA USD 849984.50000000 0.005360216476 Long DBT CORP US N 2 2022-04-01 Fixed 2.95000000 N N N N N N Plains All American Pipeline LP 5521FA2ITF25TVH63740 726503AE5 3545000.00000000 PA USD 2376319.85000000 0.014985671871 Long DBT CORP US N 2 2022-11-15 Variable 6.12500000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187109 2163.00000000 NS USD 76721.61000000 0.000483825808 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61691NAN5 1570000.00000000 PA USD 884384.77000000 0.005577153248 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 2.73000000 N N N N N N Emaar Malls PJSC N/A N/A 130402.00000000 NS 45442.76000000 0.000286573497 Long EC CORP AE N 2 N N N Ingles Markets, Inc. 549300XH5RYBMYP8TF26 457030AJ3 389000.00000000 PA USD 389000.00000000 0.002453132038 Long DBT CORP US N 2 2023-06-15 Fixed 5.75000000 N N N N N N Enterprise Products Partners LP K4CDIF4M54DJZ6TB4Q48 293792107 2595022.00000000 NS USD 45568586.32000000 0.287366989855 Long US N 1 N N N EQM Midstream Partners LP 549300NELT611CL6XM83 26885BAB6 178000.00000000 PA USD 152635.00000000 0.000962554778 Long DBT CORP US N 2 2026-12-01 Fixed 4.12500000 N N N N N N Fomento Economico Mexicano SAB de CV 549300A8MDWDJNMLV153 N/A 330540.00000000 NS 2132786.00000000 0.013449886036 Long EC CORP MX N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 71524.00000000 NS USD 4290009.52000000 0.027053881232 Long EC CORP US N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCU2 990000.00000000 PA USD 925650.00000000 0.005837382188 Long DBT CORP US N 2 2025-05-01 Fixed 5.12500000 N N N N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440101 18686.00000000 NS USD 936168.60000000 0.005903715131 Long EC CORP US N 1 N N N Benesse Holdings, Inc. 549300XOPEJA8L2IV934 N/A 3100.00000000 NS 88279.95000000 0.000556715613 Long EC CORP JP N 2 N N N Sabana Shari'ah Compliant Industrial REIT 5493005OCDJ0XQ8KGS87 N/A 12890900.00000000 NS 2959152.42000000 0.018661160947 Long EC CORP SG N 2 N N N Voya CLO Ltd. 549300ITL5IR423IJ183 92915PAP0 1000000.00000000 PA USD 878291.50000000 0.005538727552 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 3.03525000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148BAB4 12395000.00000000 PA USD 11540612.65000000 0.072778011918 Long DBT CORP US N 2 2020-05-10 Variable 5.37500200 N N N N N N Progress Residential Trust N/A 74333NAJ1 13495000.00000000 PA USD 12835049.97000000 0.080941059892 Long ABS-O CORP US N 2 2036-05-17 Fixed 4.14200000 N N N N N N Jarir Marketing Co. N/A N/A 11717.00000000 NS 459596.72000000 0.002898332747 Long EC CORP SA N 2 N N N Jinyu Bio-Technology Co. Ltd. N/A N/A 35700.00000000 NS 118676.79000000 0.000748405747 Long EC CORP CN N 2 N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172441AZ0 500000.00000000 PA USD 420000.00000000 0.002648625851 Long DBT CORP US N 2 2023-06-01 Fixed 4.87500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AK0 3346000.00000000 PA USD 3306517.20000000 0.020851730795 Long DBT CORP US N 2 2026-08-15 Fixed 5.00000000 N N N N N N Alternative Loan Trust Resecuritization N/A 02147LAF0 1360907.28000000 PA USD 1067765.54000000 0.006733598601 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N Synlab Unsecured Bondco plc 549300US0Y3NXR23K397 N/A 682000.00000000 PA 731932.03000000 0.004615747847 Long DBT CORP GB N 2 2023-07-01 Fixed 8.25000000 N N N N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636Q104 16565.00000000 NS USD 4554878.05000000 0.028724208936 Long EC CORP US N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377508 2734.00000000 NS USD 91671.02000000 0.000578100555 Long EC CORP US N 1 N N N Core & Main LP N/A 40416VAB1 5721334.97000000 PA USD 5369129.59000000 0.033859084361 Long LON CORP US N 2 2024-08-01 Variable 3.98763400 N N N N N N Benefit Street Partners CLO XV Ltd. N/A 08179MAA7 2200000.00000000 PA USD 2035429.88000000 0.012835933806 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 2.28525100 N N N N N N Fortress Transportation & Infrastructure Investors LLC 529900E7PUVK6BC8PE80 34960PAA9 545000.00000000 PA USD 492489.25000000 0.003105761331 Long DBT CORP US N 2 2022-03-15 Fixed 6.75000000 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 3860000.00000000 PA USD 3851866.21000000 0.024290839095 Long DBT CORP KY N 2 2025-09-17 Fixed 6.15000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 N/A 14600000.00000000 PA USD 16176800.00000000 0.102014977793 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475105 4774.00000000 NS USD 509242.58000000 0.003211412052 Long EC CORP US N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 700000.00000000 PA USD 739375.00000000 0.004662685092 Long DBT CORP CH N 2 2023-12-11 Variable 7.49999900 N N N N N N Octagon Loan Funding Ltd. 549300HJJWTCMWFILG24 67590RBA2 1500000.00000000 PA USD 1361360.10000000 0.008585079890 Long ABS-CBDO CORP KY N 2 2031-11-18 Floating 3.39175100 N N N N N N Prudential plc 5493001Z3ZE83NGK8Y12 N/A 436966.00000000 NS 6164461.95000000 0.038874650668 Long EC CORP GB N 2 N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 N/A 1058000.00000000 PA USD 960465.63000000 0.006056938326 Long DBT CORP KY N 2 2023-03-07 Variable 6.87499900 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAG6 400000.00000000 PA USD 424575.11000000 0.002677477648 Long DBT CORP US N 2 2024-09-01 Fixed 3.20000000 N N N N N N Prime Security Services Borrower LLC N/A 74166MAB2 1494000.00000000 PA USD 1463656.86000000 0.009230189040 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBV7 1825000.00000000 PA USD 1846630.25000000 0.011645315757 Long DBT CORP US N 2 2029-08-05 Fixed 3.10000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BC9 1525000.00000000 PA USD 1713126.52000000 0.010803407589 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N Yuzhou Properties Co. Ltd. 213800MP59KHGJSPHE82 N/A 2995000.00000000 PA USD 2639343.75000000 0.016644366873 Long DBT CORP KY N 2 2023-10-25 Fixed 6.00000000 N N N N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 892356106 3313.00000000 NS USD 336037.59000000 0.002119137733 Long EC CORP US N 1 N N N Hilton Washington Dupont Hotel N/A BRTTBAH60 14250000.00000000 PA USD 11400000.00000000 0.071891273109 Long LON CORP US N 3 2100-12-31 Variable 3.36400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 1225000.00000000 PA USD 1344344.60000000 0.008477775858 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 3000000.00000000 PA USD 2981250.00000000 0.018800513855 Long DBT CORP FR N 2 2024-03-25 Variable 6.62500100 N N N N N N Nucor Corp. 549300GGJCRSI2TIEJ46 670346105 3276.00000000 NS USD 134938.44000000 0.000850955810 Long EC CORP US N 1 N N N Tricon American Homes Trust N/A 89613DAD5 3035000.00000000 PA USD 2915233.74000000 0.018384198682 Long ABS-O CORP US N 2 2034-09-17 Fixed 3.41400000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457108 11363.00000000 NS USD 1757174.32000000 0.011081184117 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJM3 1125000.00000000 PA USD 1554168.94000000 0.009800981028 Long DBT CORP US N 2 2043-08-16 Fixed 5.62500000 N N N N N N Wand Newco 3, Inc. 549300Y3VZEWMSQW8494 93369PAF1 2206554.79000000 PA USD 1955559.18000000 0.012332249043 Long LON CORP US N 2 2026-02-05 Variable 4.07200000 N N N N N N SMB Private Education Loan Trust 54930039BHEBCRK29U41 78449FAB7 523702.87000000 PA USD 523589.12000000 0.003301884949 Long ABS-O CORP US N 2 2031-05-15 Fixed 2.70000000 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936100 271321.00000000 NS USD 7909007.15000000 0.049876192372 Long EC CORP US N 1 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057BW3 2383000.00000000 PA USD 2442575.00000000 0.015403493545 Long DBT CORP US N 2 2023-12-15 Fixed 4.87500000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAK1 3097000.00000000 PA USD 3660963.70000000 0.023086959754 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N Barwa Real Estate Co. N/A N/A 185470.00000000 NS 144611.43000000 0.000911956123 Long EC CORP QA N 2 N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 70959WAG8 320000.00000000 PA USD 292800.00000000 0.001846470593 Long DBT CORP US N 2 2026-05-15 Fixed 5.50000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AF4 5044000.00000000 PA USD 4890309.32000000 0.030839523062 Long DBT CORP US N 2 2029-06-01 Fixed 5.87500000 N N N N N N Alliant Holdings Intermediate LLC N/A 01883LAA1 8185000.00000000 PA USD 8165356.00000000 0.051492792827 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JNAE0 161370.15360000 PA USD 183532.17000000 0.001157400119 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Sodexo SA 969500LCBOG12HXPYM84 N/A 1252.00000000 NS 100091.80000000 0.000631204116 Long EC CORP FR N 2 N N N Avis Budget Car Rental LLC N/A 053773AV9 73000.00000000 PA USD 47844.20000000 0.000301717583 Long DBT CORP US N 2 2023-04-01 Fixed 5.50000000 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 N/A 786000.00000000 PA 842819.33000000 0.005315031108 Long DBT CORP DE N 2 2027-02-11 Fixed 3.50000000 N N N N N N Banc of America Funding Trust N/A 05952GAA9 1632894.48000000 PA USD 1300345.89000000 0.008200308904 Long ABS-MBS CORP US N 2 2047-06-20 Floating 0.92824900 N N N N N N Elmwood CLO II Ltd. N/A 29001LAC5 10500000.00000000 PA USD 9954924.00000000 0.062778259655 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.23525200 N N N N N N Qatar Gas Transport Co. Ltd. N/A N/A 8319105.00000000 NS 5665828.10000000 0.035730139941 Long EC CORP QA N 1 N N N TIAA CLO I Ltd. 549300SWQCCOXV4X1761 87271LAN2 1000000.00000000 PA USD 868093.60000000 0.005474417024 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 3.48525000 N N N N N N Uni-President China Holdings Ltd. 529900JUA05094TOKA73 N/A 209000.00000000 NS 209823.14000000 0.001323197601 Long EC CORP KY N 2 N N N Beazer Homes USA, Inc. 549300DUPYT2T0F60I45 07556QBT1 660000.00000000 PA USD 514800.00000000 0.003246458543 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N N NGL Energy Partners LP N/A 62913TAJ1 1150000.00000000 PA USD 779125.00000000 0.004913358610 Long DBT CORP US N 2 2023-11-01 Fixed 7.50000000 N N N N N N Charter Communications Operating LLC N/A 161175AY0 1250000.00000000 PA USD 1410816.11000000 0.008896961953 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83051GAM0 1710000.00000000 PA USD 1742496.31000000 0.010988620887 Long DBT CORP SE N 2 2022-12-12 Fixed 2.20000000 N N N N N N CeramTec BondCo GmbH 391200SCCALTCWGIF224 N/A 300000.00000000 PA 286345.60000000 0.001805767520 Long DBT CORP DE N 2 2025-12-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHW89 397969.95000000 PA USD 415438.96000000 0.002619862783 Long ABS-MBS USGSE US N 2 2036-05-25 Fixed 3.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BB2 952000.00000000 PA USD 814721.60000000 0.005137839741 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N eG Global Finance plc 549300TL8Q5207VYET27 N/A 453000.00000000 PA 424439.14000000 0.002676620187 Long DBT CORP GB N 2 2025-02-07 Fixed 4.37500000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08579JBF8 752269.40000000 PA USD 716461.38000000 0.004518186030 Long LON CORP US N 2 2026-07-01 Variable 2.82888000 N N N N N N Tutor Perini Corp. 549300FHXYVPW8LJ6D98 901109AF5 740000.00000000 PA USD 582750.00000000 0.003674968368 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N Benefit Street Partners CLO IV Ltd. 5493002BNZCV0YE1MG83 08180FBA8 2000000.00000000 PA USD 1859987.80000000 0.011729551834 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 3.78524900 N N N N N N N/A N/A N/A 980000.00000000 PA 63841.78000000 0.000402602354 N/A DCR GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 Altice Finco SA Altice Finco SA Y Receipt of notional amount upon default event with regard to the reference instrument 2024-12-20 0.00000000 USD 124428.21000000 USD 980000.00000000 EUR 63841.78000000 N N N AA Bond Co. Ltd. 2138002EPF6QVRZBMC58 N/A 290000.00000000 PA 359760.11000000 0.002268737922 Long DBT CORP JE N 2 2020-07-31 Fixed 4.24870000 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAA8 680000.00000000 PA USD 421600.00000000 0.002658715854 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457100 458735.00000000 NS USD 8885696.95000000 0.056035444403 Long EC CORP US N 1 N N N N/A N/A N/A 42.00000000 NC USD 68880.00000000 0.000434374639 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased S&P 500 Index US78378X1072 100.00000000 3400.00000000 USD 2020-09-18 XXXX -27353.06000000 N N N Tempo Acquisition LLC N/A 88023HAC4 11478412.23000000 PA USD 10753894.85000000 0.067816771197 Long LON CORP US N 2 2024-05-01 Variable 3.15363000 N N N N N N OCP CLO Ltd. 254900U8BS6KLMI9K654 67092RAH1 1000000.00000000 PA USD 806309.40000000 0.005084790288 Long ABS-CBDO CORP KY N 2 2028-10-18 Floating 4.13525200 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 21650.00000000 NS 6323651.19000000 0.039878538136 Long EC CORP NL N 2 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFA7 900000.00000000 PA USD 1125826.35000000 0.007099744701 Long DBT CORP US N 2 2045-12-09 Fixed 4.87500000 N N N N N N Mega Financial Holding Co. Ltd. N/A N/A 927000.00000000 NS 932496.85000000 0.005880560150 Long EC CORP TW N 2 N N N Paychex, Inc. 529900K900DW6SUBM174 704326107 189460.00000000 NS USD 12981799.20000000 0.081866497521 Long EC CORP US N 1 N N N Hilton Worldwide Finance LLC N/A 432891AK5 1175000.00000000 PA USD 1139280.00000000 0.007184586809 Long DBT CORP US N 2 2027-04-01 Fixed 4.87500000 N N N N N N Genuine Financial Holdings LLC N/A 37190DAF0 2256863.84000000 PA USD 1703932.20000000 0.010745425890 Long LON CORP US N 2 2025-07-11 Variable 4.15363000 N N N N N N ReNew Power Synthetic N/A N/A 4300000.00000000 PA USD 3689937.50000000 0.023269675839 Long DBT CORP IN N 2 2024-03-12 Fixed 6.67000000 N N N N N N Matterhorn Telecom SA 549300MTB0YI26SMUT22 N/A 1100000.00000000 PA 1193525.30000000 0.007526671342 Long DBT CORP LU N 2 2027-11-15 Fixed 4.00000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135B101 6307.00000000 NS USD 419920.06000000 0.002648121729 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 197917.00000000 NS USD 7223970.50000000 0.045556178609 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1297378.00000000 NS USD 41173253.03000000 0.259648910385 Long SN CORP GB N 2 2020-06-01 Fixed 12.99000000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WAN6 1675000.00000000 PA USD 1887942.75000000 0.011905842794 Long DBT CORP KY N 2 2029-04-11 Fixed 3.97500000 N N N N N N Tele2 AB 213800EKD193RVI9HL76 N/A 1167047.00000000 NS 15048631.49000000 0.094900462839 Long EC CORP SE N 2 N N N CIFC Funding Ltd. 254900PA63PFHC11GD90 17181TAE1 1000000.00000000 PA USD 897208.30000000 0.005658021660 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 3.23488100 N N N N N N Danone SA 969500KMUQ2B6CBAF162 N/A 743.00000000 NS 51784.94000000 0.000326568882 Long EC CORP FR N 2 N N N NextEra Energy, Inc. N/A 65339F101 5334.00000000 NS USD 1232794.08000000 0.007774310166 Long EC CORP US N 1 N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NAU2 795000.00000000 PA USD 819843.75000000 0.005170141310 Long DBT CORP US N 2 2025-04-15 Fixed 5.37500000 N N N N N N USA Compression Partners LP N/A 91740PAC2 2974000.00000000 PA USD 2394070.00000000 0.015097608790 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 93935AAA0 6484424.22000000 PA USD 4274661.49000000 0.026957092686 Long ABS-MBS CORP US N 2 2046-06-25 Floating 2.85045800 N N N N N N CBAM Ltd. 254900JYLIAZT0YFW632 12481KAG3 1000000.00000000 PA USD 917762.40000000 0.005787640995 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 3.53488000 N N N N N N Arconic Corp. 549300B4YFWH3U74B152 03966VAA5 1986000.00000000 PA USD 1861875.00000000 0.011741452993 Long DBT CORP US N 2 2028-02-15 Fixed 6.12500000 N N N N N N SPAR Group Ltd. (The) N/A N/A 3816.00000000 NS 36373.33000000 0.000229379386 Long EC CORP ZA N 2 N N N Novolipetsk Steel PJSC 213800913TPW32I84456 N/A 185643.00000000 NS 317841.59000000 0.002004389171 Long EC CORP RU N 2 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAS4 1435000.00000000 PA USD 1452937.50000000 0.009162590054 Long DBT CORP US N 2 2025-04-15 Fixed 5.12500000 N N N N N N Kaisa Group Holdings Ltd. 254900N8L3L7NRJT0120 N/A 630000.00000000 PA USD 603225.00000000 0.003804088879 Long DBT CORP KY N 2 2023-01-30 Fixed 11.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATY99 3881735.12000000 PA USD 4095055.10000000 0.025824449525 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.00000000 N N N N N N CSAIL Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281AZ7 120000.00000000 PA USD 127348.12000000 0.000803089339 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.50500000 N N N N N N Fortune Brands Home & Security, Inc. 54930032LHW54PQUJD44 34964C106 1512.00000000 NS USD 72878.40000000 0.000459589557 Long EC CORP US N 1 N N N CVR Energy, Inc. 529900SOYZIXZBTXB558 12662PAD0 576000.00000000 PA USD 487013.76000000 0.003071231511 Long DBT CORP US N 2 2028-02-15 Fixed 5.75000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 203372AM9 325000.00000000 PA USD 287625.00000000 0.001813835739 Long DBT CORP US N 2 2024-06-15 Fixed 5.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A 7500000.00000000 PA 8140138.17000000 0.051333762835 Long DBT CORP ES N 2 2022-04-25 Variable 6.74999900 N N N N N N j2 Cloud Services LLC N/A 466253AA9 465000.00000000 PA USD 469650.00000000 0.002961731264 Long DBT CORP US N 2 2025-07-15 Fixed 6.00000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAC6 475000.00000000 PA USD 511524.73000000 0.003225803865 Long DBT CORP US N 2 2049-08-15 Fixed 4.15000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAR6 1003000.00000000 PA USD 1025567.50000000 0.006467487125 Long DBT CORP US N 2 2022-04-15 Fixed 4.00000000 N N N N N N Ronshine China Holdings Ltd. 549300GNBBT32SFSEC47 N/A 1150000.00000000 PA USD 1187734.38000000 0.007490152341 Long DBT CORP KY N 2 2022-03-01 Fixed 10.50000000 N N N N N N Alternative Loan Trust N/A 02151NBH4 324829.70000000 PA USD 278799.84000000 0.001758182056 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CN3 1149000.00000000 PA USD 686527.50000000 0.004329415438 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 13641.00000000 NS USD 4824003.24000000 0.030421380211 Long EC CORP US N 1 N N N Targa Resources Partners LP N/A 87612BAM4 500000.00000000 PA USD 472300.00000000 0.002978442832 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N Regatta VI Funding Ltd. 2549001NU08X5ZRD6A39 75887NAQ2 1000000.00000000 PA USD 912767.20000000 0.005756140005 Long ABS-CBDO CORP KY N 2 2028-07-20 Floating 3.18525100 N N N N N N Aldesa Financial Services SA 54930027PB1WOLARBL81 N/A 790000.00000000 PA 831092.64000000 0.005241079645 Long DBT CORP LU N 2 2021-04-01 Fixed 7.25000000 N N N N N N Westports Holdings Bhd. N/A N/A 127100.00000000 NS 108480.06000000 0.000684102598 Long EC CORP MY N 2 N N N IHH Healthcare Bhd. N/A N/A 354100.00000000 NS 430881.40000000 0.002717246702 Long EC CORP MY N 2 N N N TreeHouse Foods, Inc. 5493007M7EVHE470Q576 89469AAC8 530000.00000000 PA USD 540600.00000000 0.003409159845 Long DBT CORP US N 2 2024-02-15 Fixed 6.00000000 N N N N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 073685AD1 786000.00000000 PA USD 694627.50000000 0.004380496079 Long DBT CORP US N 2 2025-11-01 Fixed 4.87500000 N N N N N N Bear Stearns Asset-Backed Securities Trust N/A 07384YRY4 3691740.78000000 PA USD 3591999.54000000 0.022652054380 Long ABS-O CORP US N 2 2034-04-25 Floating 2.21225000 N N N N N N AmeriGas Partners LP N/A 030981AL8 750000.00000000 PA USD 763125.00000000 0.004812458578 Long DBT CORP US N 2 2027-05-20 Fixed 5.75000000 N N N N N N CIFC Funding Ltd. 5493006JGTCIL6LCS728 12552FAC7 4400000.00000000 PA USD 4246325.60000000 0.026778399422 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 2.26487900 N N N N N N Baidu, Inc. 254900AL64IANZYI1E02 056752AQ1 650000.00000000 PA USD 664109.16000000 0.004188039736 Long DBT CORP KY N 2 2025-04-07 Fixed 3.07500000 N N N N N N Big River Steel LLC N/A 08949LAA8 2626000.00000000 PA USD 2461875.00000000 0.015525204209 Long DBT CORP US N 2 2025-09-01 Fixed 7.25000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700AT3 2894000.00000000 PA USD 2894000.00000000 0.018250293366 Long DBT CORP US N 2 2042-03-15 Fixed 7.65000000 N N N N N N Bank of the Philippine Islands 549300UW4UH6XT2X8C50 N/A 4981450.00000000 NS 5721449.98000000 0.036080905534 Long EC CORP PH N 2 N N N Altice France Holding SA 5299000JVHXKJPOE6H40 02156TAA2 2918000.00000000 PA USD 2654796.40000000 0.016741815179 Long DBT CORP LU N 2 2028-02-15 Fixed 6.00000000 N N N N N N CIFI Holdings Group Co. Ltd. 549300WGKSV867C0JF48 N/A 630000.00000000 PA USD 615037.50000000 0.003878581481 Long DBT CORP KY N 2 2024-11-07 Fixed 6.45000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDH1 1320000.00000000 PA USD 1514999.20000000 0.009553966776 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BS7 1000000.00000000 PA USD 1117800.00000000 0.007049128515 Long DBT CORP US N 2 2026-02-15 Fixed 5.87500000 N N N N N N Diageo Capital plc 213800L23DJLALFC4O95 25243YBD0 1960000.00000000 PA USD 1955830.73000000 0.012333961505 Long DBT CORP GB N 2 2030-04-29 Fixed 2.00000000 N N N N N N Verisure Holding AB 549300VQQCWGISM3N408 N/A 346000.00000000 PA 383903.65000000 0.002420993171 Long DBT CORP SE N 2 2025-04-15 Floating 5.00000000 N N N N N N DEMIRE Deutsche Mittelstand Real Estate AG 391200FHEFGXUKL2BO93 N/A 200000.00000000 PA 200731.23000000 0.001265861726 Long DBT CORP DE N 2 2024-10-15 Fixed 1.87500000 N N N N N N Shell Eln N/A N/A 196317.00000000 NS USD 17138474.10000000 0.108079537035 Long SN CORP US N 2 2020-07-16 Fixed 16.70000000 N N N N N N Elmwood CLO IV Ltd. N/A 29002GAC5 1250000.00000000 PA USD 1131388.63000000 0.007134821841 Long ABS-CBDO CORP KY N 3 2033-04-15 Floating 2.88180000 N N N N N N HBOS Capital Funding LP 213800KYUD5TC7VH5419 N/A 5130000.00000000 PA USD 5117831.64000000 0.032274336154 Long DBT CORP JE N 2 2020-06-23 Fixed 6.85000000 N N N N N N Ventas, Inc. ORQTRC074CWLT3DKHT41 92276F100 4026.00000000 NS USD 130241.10000000 0.000821333200 Long EC CORP US N 1 N N N American Home Mortgage Assets Trust N/A 026935AJ5 1012889.35000000 PA USD 882351.41000000 0.005564330367 Long ABS-MBS CORP US N 2 2037-06-25 Variable 6.25000000 N N N N N N Republic of Philippines 529900RAHBALMYIJ3T08 718286BY2 4039000.00000000 PA USD 4340662.81000000 0.027373313644 Long DBT NUSS PH N 2 2024-01-21 Fixed 4.20000000 N N N N N N Ascend Learning LLC 549300T466HKRLVCD610 043502AA1 1369000.00000000 PA USD 1355310.00000000 0.008546926434 Long DBT CORP US N 2 2025-08-01 Fixed 6.87500000 N N N N N N Belron Finance LLC N/A 08078UAE3 2127060.00000000 PA USD 1999436.40000000 0.012608949850 Long LON CORP US N 3 2026-10-30 Variable 3.26013000 N N N N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAK4 1450000.00000000 PA USD 1220900.00000000 0.007699303099 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RDS8 1300000.00000000 PA USD 1648061.09000000 0.010393088589 Long DBT CORP US N 2 2047-03-01 Fixed 5.45000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAM7 12393.79000000 PA USD 12387.04000000 0.000078115796 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 2.72600000 N N N N N N ANSYS, Inc. 549300VJV8H15Z5FJ571 03662Q105 1508.00000000 NS USD 394839.64000000 0.002489958280 Long EC CORP US N 1 N N N Cedar Funding II CLO Ltd. 254900Q56WTD2BRLBE32 15032TAS5 3600000.00000000 PA USD 3484422.36000000 0.021973645571 Long ABS-CBDO CORP KY N 2 2030-06-09 Floating 2.22887900 N N N N N N Open Text Corp. 549300HP7ONDQODZJV16 683715AB2 300000.00000000 PA USD 315000.00000000 0.001986469388 Long DBT CORP CA N 2 2026-06-01 Fixed 5.87500000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 1699.00000000 NS USD 561808.33000000 0.003542904919 Long EC CORP US N 1 N N N Infosys Ltd. 335800TYLGG93MM7PR89 456788108 464962.00000000 NS USD 4291599.26000000 0.027063906533 Long EC CORP IN N 1 N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDD6 3500000.00000000 PA USD 3645636.86000000 0.022990304838 Long DBT CORP NL N 2 2022-02-08 Fixed 3.87500000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AR0 1065000.00000000 PA USD 899925.00000000 0.005675153855 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027X100 4829.00000000 NS USD 1149302.00000000 0.007247788067 Long EC CORP US N 1 N N N NorthWest Healthcare Properties REIT N/A 667495105 681317.00000000 NS 4777221.83000000 0.030126364849 Long EC CORP CA N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38144GAB7 6755000.00000000 PA USD 6248375.00000000 0.039403827510 Long DBT CORP US N 2 2025-02-10 Variable 4.95000000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834L100 17226.00000000 NS USD 1896754.86000000 0.011961414180 Long EC CORP US N 1 N N N CitiMortgage Alternative Loan Trust N/A 12566QAE3 107301.71000000 PA USD 101359.21000000 0.000639196723 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N KT&G Corp. 988400ZJV6ISYBLQX875 N/A 21295.00000000 NS 1421812.66000000 0.008966308969 Long EC CORP KR N 2 N N N Ziggo BV 213800TQASLF9JXH5J59 98955DAA8 1610000.00000000 PA USD 1591163.00000000 0.010034274894 Long DBT CORP NL N 2 2030-01-15 Fixed 4.87500000 N N N N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 92556H206 6324.00000000 NS USD 109152.24000000 0.000688341534 Long EC CORP US N 1 N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661CX3 450000.00000000 PA USD 537104.03000000 0.003387113377 Long DBT CORP US N 2 2042-04-15 Fixed 4.65000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBW8 1500000.00000000 PA USD 1593685.26000000 0.010050180901 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 N/A 1690000.00000000 PA 1862098.35000000 0.011742861494 Long DBT CORP US N 2 2025-03-15 Fixed 3.25000000 N N N N N N MDC Holdings, Inc. 5299005FV4VNV75R8R35 552676AQ1 750000.00000000 PA USD 723750.00000000 0.004564149904 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273V100 4353698.00000000 NS USD 36571063.20000000 0.230626341440 Long US N 1 N N N Telefonica Brasil SA 529900MTGG2HSDBIWG79 N/A 208431.00000000 NS 1765065.11000000 0.011130945428 Long EC CORP BR N 1 N N N Ancestry.com Operations, Inc. N/A 03280FAK7 992500.00000000 PA USD 857520.00000000 0.005407737238 Long LON CORP US N 2 2026-08-27 Variable 4.66000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAW5 18300000.00000000 PA USD 16753650.00000000 0.105652739274 Long DBT CORP CA N 2 2078-03-01 Variable 6.25000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAB2 400000.00000000 PA USD 412445.79000000 0.002600987099 Long DBT CORP US N 2 2022-03-08 Fixed 3.10000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 N/A 525000.00000000 PA 578462.50000000 0.003647930313 Long DBT CORP US N 2 2025-03-15 Fixed 3.25000000 N N N N N N Fastenal Co. 529900PP0C7H2HHPSJ32 311900104 6196.00000000 NS USD 224419.12000000 0.001415243530 Long EC CORP US N 1 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718FJ3 475000.00000000 PA USD 571357.51000000 0.003603124455 Long DBT CORP US N 2 2040-03-25 Fixed 3.55000000 N N N N N N Madison Park Funding XXVI Ltd. 549300FNRP3W5DX0O430 55819YAA8 3500000.00000000 PA USD 3385439.05000000 0.021349431871 Long ABS-CBDO CORP KY N 2 2030-07-29 Floating 2.04075000 N N N N N N Radian Group, Inc. 54930005OUP720S5U385 750236AU5 650000.00000000 PA USD 630500.00000000 0.003976091903 Long DBT CORP US N 2 2024-10-01 Fixed 4.50000000 N N N N N N Yuexiu Property Co. Ltd. 529900GASK6R1FD08W10 N/A 322000.00000000 NS 61221.74000000 0.000386079721 Long EC CORP HK N 2 N N N Ares XLI CLO Ltd. 549300X38KZ67Q2FQG11 04016DAJ4 7250000.00000000 PA USD 7012909.05000000 0.044225171912 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 2.41888000 N N N N N N N/A N/A N/A -6401.00000000 NC USD -23019174.59000000 -0.14516471642 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short MSCI Emerging Markets E-Mini Index MXEF Index 2020-06-19 -289933295.00000000 USD -23019174.59000000 N N N Cast & Crew Payroll LLC N/A 14835JAN0 3509282.48000000 PA USD 2957447.81000000 0.018650411247 Long LON CORP US N 2 2026-01-16 Variable 4.75000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AG0 300000.00000000 PA USD 321750.00000000 0.002029036589 Long DBT CORP US N 2 2023-05-01 Fixed 5.87500000 N N N N N N McDermott International, Inc. N/A 58004GAK4 703943.05000000 PA USD 663114.35000000 0.004181766213 Long LON CORP US N 2 2020-10-21 Variable 10.36996600 N N N N N N RKPF Overseas 2019 A Ltd. 254900P8BXRCW5458103 N/A 1545000.00000000 PA USD 1552725.00000000 0.009791875178 Long DBT CORP VG N 2 2023-02-01 Fixed 7.87500000 N N N N N N Atrium XIV LLC N/A 04965LAL2 1000000.00000000 PA USD 886008.00000000 0.005587389746 Long ABS-CBDO CORP KY N 2 2030-08-23 Floating 3.12612800 N N N N N N Xylem, Inc. 549300DF5MV96DRYLQ48 98419MAB6 735000.00000000 PA USD 772653.40000000 0.004872547070 Long DBT CORP US N 2 2021-10-01 Fixed 4.87500000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514SW5 2122603.77100000 PA USD 1690535.25000000 0.010660941347 Long ABS-O CORP US N 2 2036-01-25 Floating 0.78725200 N N N N N N SoFi Professional Loan Program LLC 549300JC8TEF7BQ48X56 78470NAB2 548484.09000000 PA USD 549627.68000000 0.003466090671 Long ABS-O CORP US N 2 2036-10-27 Fixed 2.72000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 N/A 5825000.00000000 PA 6768002.05000000 0.042680726647 Long DBT CORP GB N 2 2024-06-24 Variable 6.74999900 N N N N N N Springleaf Finance Corp. 5493008I795YYBFWFU90 85172FAQ2 3075000.00000000 PA USD 2713687.50000000 0.017113197297 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N Allegany Park CLO Ltd. N/A 017154AA3 4000000.00000000 PA USD 3784531.60000000 0.023866210074 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 3.16125000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142EC3 1550000.00000000 PA USD 2026463.55000000 0.012779389870 Long DBT CORP US N 2 2048-06-29 Fixed 4.05000000 N N N N N N Shenzhen Mindray Bio-Medical Electronics Co. Ltd. N/A N/A 3700.00000000 NS 132079.32000000 0.000832925479 Long EC CORP CN N 2 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EN0 11538000.00000000 PA USD 12214126.80000000 0.077025361892 Long DBT CORP US N 2 2025-03-17 Variable 6.09999800 N N N N N N Aimbridge Acquisition, Inc. N/A 00900YAD8 512057.46000000 PA USD 415191.55000000 0.002618302553 Long LON CORP US N 2 2026-02-02 Variable 5.01700000 N N N N N N Braskem Idesa SAPI YH0V7ZHY352ITDGEYB83 10554NAA6 1900000.00000000 PA USD 1389850.00000000 0.008764744379 Long DBT CORP MX N 2 2029-11-15 Fixed 7.45000000 N N N N N N Baker Hughes a GE Co. LLC N/A 05723KAD2 410000.00000000 PA USD 413564.78000000 0.002608043732 Long DBT CORP US N 2 2022-12-15 Fixed 2.77300000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89232HAC9 1905000.00000000 PA USD 1929315.23000000 0.012166748080 Long ABS-O CORP US N 2 2024-05-15 Fixed 1.66000000 N N N N N N USA Compression Partners LP N/A 91740PAF5 3175000.00000000 PA USD 2540000.00000000 0.016017880148 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N Twitter, Inc. 549300I8RX485XMK6836 90184L102 24024.00000000 NS USD 689008.32000000 0.004345060114 Long EC CORP US N 1 N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190104 647.00000000 NS USD 56754.84000000 0.000357910324 Long EC CORP US N 1 N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KAU4 486000.00000000 PA USD 500774.40000000 0.003158009575 Long DBT CORP US N 2 2023-04-01 Fixed 5.25000000 N N N N N N ExGen Renewables IV LLC N/A 30204KAB2 3493152.72000000 PA USD 3351260.86000000 0.021133895591 Long LON CORP US N 2 2024-11-28 Variable 4.62000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336V100 1598190.00000000 NS USD 28927239.00000000 0.182422459583 Long US N 1 N N N Harley-Davidson Motorcycle Trust N/A 41284UAD6 900000.00000000 PA USD 898096.68000000 0.005663624008 Long ABS-O CORP US N 2 2024-10-15 Fixed 1.87000000 N N N N N N Alternative Loan Trust N/A 02151WAA0 2373083.95000000 PA USD 1920387.10000000 0.012110445042 Long ABS-MBS CORP US N 2 2047-11-25 Floating 3.25045800 N N N N N N Palmer Square CLO Ltd. 549300UP5H2PFBIITY41 69688XAY7 500000.00000000 PA USD 384048.90000000 0.002421909154 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 3.78488200 N N N N N N Ziggo Finance Partnership BV N/A N9833RAJ8 2902000.00000000 PA USD 2702487.50000000 0.017042567275 Long LON CORP US N 2 2028-04-30 Variable 3.31400000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92258LAH2 3309000.00000000 PA USD 3011270.08000000 0.018989828046 Long ABS-MBS CORP US N 2 2044-09-25 Variable 8.35549900 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094104 1388.00000000 NS USD 219470.56000000 0.001384036663 Long EC CORP US N 1 N N N Mariner CLO 5 Ltd. 635400SMPSPMTZRZQF40 56844YAA5 1550000.00000000 PA USD 1476779.09000000 0.009312941129 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 2.10138100 N N N N N N First Abu Dhabi Bank PJSC 2138002Y3WMK6RZS8H90 N/A 248500.00000000 NS 774903.93000000 0.004886739479 Long EC CORP AE N 2 N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 124857AG8 19000.00000000 PA USD 19406.53000000 0.000122382469 Long DBT CORP US N 2 2022-03-01 Fixed 3.37500000 N N N N N N Brink's Co. (The) XFP140TFNOQMIVFTVQ13 109696AA2 425000.00000000 PA USD 397375.00000000 0.002505946899 Long DBT CORP US N 2 2027-10-15 Fixed 4.62500000 N N N N N N Deer Creek CLO Ltd. N/A 24380LAE3 1000000.00000000 PA USD 915963.10000000 0.005776294156 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 2.78525200 N N N N N N N/A N/A N/A 454966.00000000 PA -29306.91000000 -0.00018481676 N/A DCR GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Casino Guichard Perrachon SA Casino Guichard Perrachon SA Y Payout of notional amount upon default event with regard to the reference instrument 2023-06-20 0.00000000 USD 37471.16000000 USD 454966.00000000 EUR -29306.91000000 N N N Citigroup Commercial Mortgage Trust N/A 17290XAA8 3446000.00000000 PA USD 2110845.23000000 0.013311522010 Long ABS-MBS CORP US N 2 2049-04-10 Fixed 2.78800000 N N N N N N APL Realty Holdings Pte. Ltd. 2549002FEDJKTISCJV28 N/A 600000.00000000 PA USD 273000.00000000 0.001721606803 Long DBT CORP SG N 2 2024-06-02 Fixed 5.95000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EVA4 1045000.00000000 PA USD 1066240.86000000 0.006723983584 Long DBT CORP US N 2 2022-06-13 Fixed 1.95000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918K108 1037.00000000 NS USD 81933.37000000 0.000516692480 Long EC CORP US N 1 N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AH3 160000.00000000 PA USD 162000.00000000 0.001021612828 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N Dryden XXVIII Senior Loan Fund 549300K4FV16ICO2FF98 26251BAS5 1500000.00000000 PA USD 1218883.20000000 0.007686584650 Long ABS-CBDO CORP KY N 2 2030-08-15 Floating 4.84175200 N N N N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 037411105 4063.00000000 NS USD 53144.04000000 0.000335139709 Long EC CORP US N 1 N N N Commercial Mortgage Trust N/A 200474AE4 2490000.00000000 PA USD 1669582.35000000 0.010528807079 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 2.86700000 N N N N N N Align Technology, Inc. 549300N5YSE0U3LCP840 016255101 785.00000000 NS USD 168657.25000000 0.001063595124 Long EC CORP US N 1 N N N Garda World Security Corp. N/A 36257BAA7 1436000.00000000 PA USD 1436000.00000000 0.009055777911 Long DBT CORP CA N 2 2027-11-01 Fixed 9.50000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BA6 2500000.00000000 PA USD 2622590.45000000 0.016538716341 Long DBT CORP GB N 2 2023-05-25 Fixed 3.60000000 N N N N N N CIFC Funding Ltd. 635400BTAKRBKGRV3X14 12551MAE9 500000.00000000 PA USD 442645.70000000 0.002791435342 Long ABS-CBDO CORP KY N 2 2030-11-16 Floating 2.98487900 N N N N N N Prime Mortgage Trust N/A 74159UAB3 7057.78000000 PA USD 6222.99000000 0.000039243743 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 6.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWZ3 2075000.00000000 PA USD 2303464.26000000 0.014526226159 Long DBT CORP US N 2 2029-05-01 Variable 4.22300200 N N N N N N Team Health Holdings, Inc. N/A 87817JAE8 1790643.05000000 PA USD 1312022.07000000 0.008273941838 Long LON CORP US N 2 2024-02-06 Variable 3.75000000 N N N N N N Shandong Buchang Pharmaceuticals Co. Ltd. N/A N/A 56800.00000000 NS 174576.03000000 0.001100920443 Long EC CORP CN N 2 N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158BB1 480000.00000000 PA USD 484268.76000000 0.003053920849 Long DBT CORP US N 2 2025-10-15 Fixed 1.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000AAC1 1093000.00000000 PA USD 697097.04000000 0.004396069621 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.24100000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599BY0 2286000.00000000 PA USD 2183130.00000000 0.013767367988 Long DBT CORP US N 2 2021-02-01 Fixed 4.10000000 N N N N N N Delhi International Airport Ltd. 335800HBF5DARYMEUD12 N/A 2825000.00000000 PA USD 2461281.25000000 0.015521459872 Long DBT CORP IN N 2 2029-06-04 Fixed 6.45000000 N N N N N N Powerlong Real Estate Holdings Ltd. 549300R3K12EPXCGDP22 N/A 5163000.00000000 PA USD 5157423.96000000 0.032524015302 Long DBT CORP KY N 2 2020-07-19 Fixed 5.95000000 N N N N N N Lonza Group AG 549300EFW4H2TCZ71055 N/A 7986.00000000 NS 3487211.26000000 0.021991233077 Long EC CORP CH N 2 N N N Allegro CLO VI Ltd. 635400AREEXNEGDZE419 01749BAB5 1000000.00000000 PA USD 896186.60000000 0.005651578562 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 2.63488000 N N N N N N 1011778 BC ULC N/A 68245XAE9 7095000.00000000 PA USD 7130475.00000000 0.044966572423 Long DBT CORP CA N 2 2025-10-15 Fixed 5.00000000 N N N N N N Kapla Holding SAS 894500PJ28XTH66K4X83 N/A 398000.00000000 PA 371816.43000000 0.002344768115 Long DBT CORP FR N 2 2026-12-15 Fixed 3.37500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 350000.00000000 PA USD 416372.05000000 0.002625747084 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N ReNew Power Synthetic N/A 75973NAA2 630000.00000000 PA USD 541996.88000000 0.003417968923 Long DBT CORP IN N 2 2024-03-12 Fixed 6.67000000 N N N N N N Axiata Group Bhd. 254900DM0V7OCPDUUC55 N/A 311800.00000000 NS 284290.61000000 0.001792808235 Long EC CORP MY N 2 N N N Fortune Star BVI Ltd. 2549008CU8NYQQRSNU62 N/A 630000.00000000 PA USD 600862.50000000 0.003789190358 Long DBT CORP VG N 2 2023-01-29 Fixed 5.95000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140AJ9 110000.00000000 PA USD 114173.25000000 0.000720005289 Long DBT CORP US N 2 2021-10-01 Fixed 3.30000000 N N N N N N Hartalega Holdings Bhd. N/A N/A 324600.00000000 NS 573423.11000000 0.003616150649 Long EC CORP MY N 2 N N N Commercial Mortgage Trust N/A 12624UAQ7 5000000.00000000 PA USD 4823846.00000000 0.030420388616 Long ABS-MBS CORP US N 2 2028-02-10 Variable 3.53121100 N N N N N N USI, Inc. N/A 90351NAF2 259350.00000000 PA USD 246545.89000000 0.001554780518 Long LON CORP US N 2 2026-12-02 Variable 4.40363000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156109 1023.00000000 NS USD 98872.95000000 0.000623517741 Long EC CORP US N 1 N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 N/A 16652.00000000 NS 6437545.94000000 0.040596787134 Long EC CORP FR N 2 N N N Kratos Defense & Security Solutions, Inc. 5493000EKBN0UY1F3F88 50077BAM0 2560000.00000000 PA USD 2497024.00000000 0.015746862661 Long DBT CORP US N 2 2025-11-30 Fixed 6.50000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 N/A 1000000.00000000 PA USD 991250.00000000 0.006251072321 Long DBT CORP SE N 2 2022-05-13 Variable 5.62500000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PAR9 2000000.00000000 PA USD 2033159.20000000 0.012821614326 Long DBT CORP US N 2 2022-05-09 Fixed 2.70000000 N N N N N N Bausch Health Cos., Inc. N/A C9413PAZ6 12615255.39000000 PA USD 12189490.52000000 0.076869999301 Long LON CORP US N 2 2025-06-02 Variable 3.71825000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 389375AK2 325000.00000000 PA USD 318370.00000000 0.002007721457 Long DBT CORP US N 2 2024-10-15 Fixed 5.12500000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 N/A 195702.00000000 NS 4751715.75000000 0.029965517080 Long EC CORP NL N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AAQ6 13792000.00000000 PA USD 14033360.00000000 0.088497904947 Long DBT CORP FR N 2 2021-03-30 Variable 7.62500200 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 1000000.00000000 PA 1112287.75000000 0.007014366878 Long DBT CORP NL N 2 2024-12-14 Variable 4.37499900 N N N N N N Link REIT 529900XUE70U36QX5M62 N/A 1172600.00000000 NS 10452847.87000000 0.065918293069 Long EC CORP HK N 2 N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432100 1480.00000000 NS USD 89554.80000000 0.000564755139 Long EC CORP US N 1 N N N CIFC Funding Ltd. N/A 12555XAA9 8500000.00000000 PA USD 8178436.50000000 0.051575281757 Long ABS-CBDO CORP KY N 2 2033-01-16 Floating 2.50612900 N N N N N N Peak 10 Holding Corp. N/A 70469CAE0 1409000.00000000 PA USD 500195.00000000 0.003154355732 Long LON CORP US N 2 2025-08-01 Variable 8.71275000 N N N N N N IAA, Inc. 549300PZCOPC5178W747 449253AB9 3513000.00000000 PA USD 3505271.40000000 0.022105124872 Long DBT CORP US N 2 2027-06-15 Fixed 5.50000000 N N N N N N Invitation Homes Trust N/A 46187VAA7 5599934.82000000 PA USD 5434139.79000000 0.034269055066 Long ABS-O CORP US N 2 2037-07-17 Floating 1.75074800 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752AJ2 190000.00000000 PA USD 195533.92000000 0.001233086179 Long DBT CORP US N 2 2025-01-15 Fixed 2.37500000 N N N N N N 245 Park Avenue Trust N/A 90187LAN9 9251000.00000000 PA USD 8478252.87000000 0.053465999348 Long ABS-MBS CORP US N 2 2037-06-05 Variable 3.77931200 N N N N N N Alaska Air Group, Inc. 529900G48RT4KWLC6C27 011659109 1332.00000000 NS USD 43316.64000000 0.000273165648 Long EC CORP US N 1 N N N Toyota Auto Receivables Owner Trust N/A 89237RAE8 2000000.00000000 PA USD 2018602.00000000 0.012729812954 Long ABS-O CORP US N 2 2022-12-15 Fixed 1.98000000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 26483EAK6 3619000.00000000 PA USD 3962805.00000000 0.024990447064 Long DBT CORP US N 2 2027-02-15 Fixed 10.25000000 N N N N N N Itau Unibanco Holding SA 5493002W2IVG62O3ZJ94 46556JAB5 3245000.00000000 PA USD 3147650.00000000 0.019849874193 Long DBT CORP BR N 2 2025-01-24 Fixed 3.25000000 N N N N N N Sensata Technologies UK Financing Co. plc 635400EUADS212PJER83 81727TAA6 500000.00000000 PA USD 515000.00000000 0.003247719793 Long DBT CORP GB N 2 2026-02-15 Fixed 6.25000000 N N N N N N Baker Hughes Co. N/A 05722G100 7014.00000000 NS USD 97845.30000000 0.000617037121 Long EC CORP US N 1 N N N Kennedy-Wilson, Inc. 5EA4464UK7FM5QNNKL62 489399AG0 585000.00000000 PA USD 559523.25000000 0.003528494629 Long DBT CORP US N 2 2024-04-01 Fixed 5.87500000 N N N N N N Millicom International Cellular SA 549300CTHC1CP86P2G96 600814AN7 5600000.00000000 PA USD 5169500.00000000 0.032600169854 Long DBT CORP LU N 2 2028-01-15 Fixed 5.12500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABC8 2902000.00000000 PA USD 3116835.06000000 0.019655547415 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Picard Groupe SAS 969500C0PA29TV19CT55 N/A 1200000.00000000 PA 1242693.90000000 0.007836740926 Long DBT CORP FR N 2 2023-11-30 Floating 2.99999900 N N N N N N Ronshine China Holdings Ltd. 549300GNBBT32SFSEC47 N/A 630000.00000000 PA USD 613462.50000000 0.003868649134 Long DBT CORP KY N 2 2023-06-09 Fixed 8.10000000 N N N N N N Mettler-Toledo International, Inc. 5493000BD5GJNUDIUG10 592688105 267.00000000 NS USD 192223.98000000 0.001212212863 Long EC CORP US N 1 N N N ZTO Express Cayman, Inc. 549300SCJPK3YZJTJR78 98980A105 8090.00000000 NS USD 240758.40000000 0.001518283148 Long EC CORP KY N 1 N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AE8 3221000.00000000 PA USD 2998751.00000000 0.018910879572 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AT2 825000.00000000 PA USD 959090.63000000 0.006048267229 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HP2 1585000.00000000 PA USD 1614483.69000000 0.010181341042 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.53000000 N N N N N N Ares LIII CLO Ltd. N/A 04009GAJ6 3000000.00000000 PA USD 2418055.50000000 0.015248867398 Long ABS-CBDO CORP KY N 2 2031-04-24 Floating 4.77024800 N N N N N N Teva Pharmaceutical Finance Netherlands II BV 549300HSQCIKJAOYIT23 N/A 200000.00000000 PA 212594.90000000 0.001340677019 Long DBT CORP NL N 2 2025-03-01 Fixed 4.50000000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498AR7 400000.00000000 PA USD 419000.00000000 0.002642319599 Long DBT CORP US N 2 2022-03-15 Fixed 5.00000000 N N N N N N Deerfield Dakota Holding, LLC N/A 24440EAB3 3957684.00000000 PA USD 3759799.80000000 0.023710245110 Long LON CORP US N 2 2027-04-09 Variable 4.75000000 N N N N N N Sunac China Holdings Ltd. 549300OLARYHDXP3WK18 N/A 4240000.00000000 PA USD 4185233.19000000 0.026393135288 Long DBT CORP KY N 2 2022-06-14 Fixed 7.25000000 N N N N N N Octagon Investment Partners 31 LLC N/A 67575XAG6 1250000.00000000 PA USD 1015627.13000000 0.006404800647 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 4.83525000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397WK5 586000.00000000 PA USD 533260.00000000 0.003362871956 Long DBT CORP US N 2 2023-08-06 Fixed 4.37500000 N N N N N N Cheil Worldwide, Inc. N/A N/A 4522.00000000 NS 65997.75000000 0.000416198444 Long EC CORP KR N 2 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBS7 350000.00000000 PA USD 403534.69000000 0.002544791456 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Dryden 32 Euro CLO BV 724500WP61EEVPL97G44 N/A 460000.00000000 PA 347101.88000000 0.002188911934 Long ABS-CBDO CORP NL N 2 2031-08-15 Floating 5.28999800 N N N N N N AG Issuer LLC N/A 00119LAA9 270000.00000000 PA USD 238455.90000000 0.001503763002 Long DBT CORP US N 2 2028-03-01 Fixed 6.25000000 N N N N N N Emaar Development PJSC N/A N/A 157196.00000000 NS 97891.32000000 0.000617327335 Long EC CORP AE N 2 N N N CJ Logistics Corp. N/A N/A 2372.00000000 NS 288073.51000000 0.001816664156 Long EC CORP KR N 2 N N N Nielsen Holdings plc 549300ZVCBHQE0XHG367 N/A 3843.00000000 NS USD 56607.39000000 0.000356980467 Long EC CORP GB N 1 N N N Long Beach Mortgage Loan Trust N/A 54251TAA7 8255295.75660000 PA USD 4813811.55000000 0.030357108845 Long ABS-O CORP US N 2 2036-08-25 Floating 0.64225100 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBG9 2900000.00000000 PA USD 2892750.00000000 0.018242410551 Long DBT CORP GB N 2 2024-06-15 Variable 7.99999900 N N N N N N Adient US LLC 213800SOTRCDGZUHL712 00688JAB3 105000.00000000 PA USD 109462.50000000 0.000690298112 Long DBT CORP US N 2 2025-04-15 Fixed 9.00000000 N N N N N N Apidos CLO XXIX 549300AVJUID3QNR9M59 03767MAG3 1000000.00000000 PA USD 895808.60000000 0.005649194799 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 2.54138000 N N N N N N Neiman Marcus Group Ltd. LLC N/A 64021SAD1 986023.29000000 PA USD 364828.62000000 0.002300701224 Long LON CORP US N 2 2023-10-25 Variable 7.50000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816BY4 1700000.00000000 PA USD 1754562.67000000 0.011064714394 Long DBT CORP US N 2 2021-11-05 Fixed 3.70000000 N N N N N N N/A N/A N/A 3750000.00000000 PA USD -266616.91000000 -0.00168135342 N/A DCR GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 Markit CMBX North American A 9 Markit CMBX North American A 9 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 109829.99000000 USD 3750000.00000000 USD -266616.91000000 N N N Brookfield Residential Properties, Inc. N/A 11283YAD2 2684000.00000000 PA USD 2204100.80000000 0.013899615138 Long DBT CORP CA N 2 2030-02-15 Fixed 4.87500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17290XAX8 2640000.00000000 PA USD 2301494.98000000 0.014513807383 Long ABS-MBS CORP US N 2 2049-04-10 Variable 5.08444600 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585A102 7064.00000000 NS USD 226613.12000000 0.001429079447 Long EC CORP US N 1 N N N Hannover Rueck SE 529900KIN5BE45V5KB18 N/A 32063.00000000 NS 5108746.64000000 0.032217043854 Long EC CORP DE N 2 N N N EnPro Industries, Inc. 549300Y5CFT2LKCFDN54 29355XAG2 559000.00000000 PA USD 545025.00000000 0.003437065011 Long DBT CORP US N 2 2026-10-15 Fixed 5.75000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691LAN9 3998000.00000000 PA USD 3768852.23000000 0.023767332015 Long ABS-MBS CORP US N 2 2034-11-15 Floating 2.76400100 N N N N N N Ajax Mortgage Loan Trust N/A 00970FAA0 3528773.90000000 PA USD 3554552.30000000 0.022415902647 Long ABS-O CORP US N 2 2059-01-25 Variable 3.75000100 N N N N N N Commercial Mortgage Trust N/A 12631DBB8 1120000.00000000 PA USD 1194537.46000000 0.007533054278 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.97700000 N N N N N N QEP Resources, Inc. Q6JQDZPXKEDQKVK58165 74733VAD2 2110000.00000000 PA USD 675200.00000000 0.004257981368 Long DBT CORP US N 2 2026-03-01 Fixed 5.62500000 N N N N N N GS Mortgage Securities Corp. Trust N/A 36253XAN5 1650000.00000000 PA USD 1572441.59000000 0.009916212964 Long ABS-MBS CORP US N 2 2032-07-15 Floating 2.31400100 N N N N N N Delhi International Airport Ltd. 335800HBF5DARYMEUD12 246724AA6 945000.00000000 PA USD 823331.25000000 0.005192134364 Long DBT CORP IN N 2 2029-06-04 Fixed 6.45000000 N N N N N N Dell International LLC N/A 25272KAW3 3433000.00000000 PA USD 3557274.60000000 0.022433070157 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N ENN Clean Energy International Investment Ltd. 3003009YZ3S5V395NR77 N/A 200000.00000000 PA USD 196250.00000000 0.001237601960 Long DBT CORP VG N 2 2021-02-27 Fixed 7.50000000 N N N N N N RFMSI Trust N/A 76200RAV0 59783.03000000 PA USD 54565.48000000 0.000344103668 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N DISH DBS Corp. N/A 25470XAJ4 15959000.00000000 PA USD 16000493.40000000 0.100903143939 Long DBT CORP US N 2 2022-07-15 Fixed 5.87500000 N N N N N N Cromwell European REIT 21380093RFHTC319NL93 N/A 25319100.00000000 NS 10882039.23000000 0.068624881953 Long EC CORP SG N 2 N N State of Qatar 52990074F6OJOAXK4P65 N/A 4627000.00000000 PA USD 5297915.00000000 0.033409987208 Long DBT NUSS QA N 2 2028-04-23 Fixed 4.50000000 N N N N N N PACCAR, Inc. KDTEY8BWE486IKZ3CC07 693718108 3743.00000000 NS USD 259127.89000000 0.001634125781 Long EC CORP US N 1 N N N Sankyo Co. Ltd. 3538009H2R9ZBZAOAK48 N/A 9200.00000000 NS 252599.97000000 0.001592959072 Long EC CORP JP N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251525AX9 8400000.00000000 PA USD 6090000.00000000 0.038405074845 Long DBT CORP DE N 2 2025-10-30 Variable 5.99999900 N N N N N N ABIOMED, Inc. 5493001EZN4ZTB4Z5887 003654100 490.00000000 NS USD 93712.50000000 0.000590974643 Long EC CORP US N 1 N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DAU9 685000.00000000 PA USD 690274.50000000 0.004353044964 Long DBT CORP US N 2 2022-03-01 Fixed 3.55000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AJ6 425000.00000000 PA USD 548322.54000000 0.003457860129 Long DBT CORP US N 2 2047-07-15 Fixed 4.85000000 N N N N N N Radiate Holdco LLC N/A 75026JAA8 2097000.00000000 PA USD 2076030.00000000 0.013091968395 Long DBT CORP US N 2 2025-02-15 Fixed 6.62500000 N N N N N N Mattel, Inc. 549300VELLG24KHTJ564 577081AU6 134000.00000000 PA USD 114067.50000000 0.000719338403 Long DBT CORP US N 2 2040-10-01 Fixed 6.20000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 1150000.00000000 PA USD 1175126.33000000 0.007410642800 Long DBT CORP US N 2 2031-01-22 Variable 2.69899900 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BD4 2932000.00000000 PA USD 3064131.75000000 0.019323187059 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498AL5 5135000.00000000 PA USD 5237700.00000000 0.033030256242 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N Air Products & Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158106 2381.00000000 NS USD 537105.98000000 0.003387125675 Long EC CORP US N 1 N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 N/A 800000.00000000 PA 631863.60000000 0.003984691108 Long DBT CORP ES N 2 2022-11-23 Variable 6.12499900 N N N N N N Playtika Holding Corp. N/A 72814CAE8 2320967.02000000 PA USD 2291954.93000000 0.014453645423 Long LON CORP US N 2 2024-12-10 Variable 7.07200000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBG9 800000.00000000 PA USD 813968.15000000 0.005133088295 Long DBT CORP US N 2 2024-09-06 Fixed 2.78900000 N N N N N N CIFC Funding Ltd. 5493006JGTCIL6LCS728 12552FAG8 1000000.00000000 PA USD 908746.70000000 0.005730785719 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 2.78488100 N N N N N N DPL, Inc. N/A 256882AD3 73000.00000000 PA USD 73492.75000000 0.000463463803 Long DBT CORP US N 2 2021-10-15 Fixed 7.25000000 N N N N N N First Franklin Mortgage Loan Trust N/A 320276AF5 1450000.00000000 PA USD 1084842.01000000 0.006841287124 Long ABS-O CORP US N 2 2036-06-25 Floating 0.73725100 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6700.64000000 -0.00004225592 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 860000.00000000 EUR 935919.94000000 USD 2020-05-15 -6700.64000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LM1 1000000.00000000 PA USD 1023684.76000000 0.006455614092 Long DBT CORP US N 2 2023-07-24 Variable 2.87600000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AB1 2000000.00000000 PA USD 2029139.98000000 0.012796268112 Long DBT CORP US N 2 2022-08-21 Fixed 2.95000000 N N N N N N Beijing Enterprises Holdings Ltd. 529900896ODARUEY2V26 N/A 63500.00000000 NS 224954.30000000 0.001418618510 Long EC CORP HK N 2 N N N Xilinx, Inc. 6EY4K7ZMF9UX1CU6KC79 983919101 2730.00000000 NS USD 238602.00000000 0.001504684346 Long EC CORP US N 1 N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GH0 350000.00000000 PA USD 353224.54000000 0.002227522971 Long DBT CORP US N 2 2021-03-01 Fixed 2.90000000 N N N N N N SS&C Technologies Holdings, Inc. N/A 78466DBD5 2730847.03000000 PA USD 2621913.54000000 0.016534447576 Long LON CORP US N 2 2025-04-16 Variable 2.73938000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 1275000.00000000 PA USD 1412936.81000000 0.008910335622 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N PTC, Inc. 54930050SSMU8SKDJ030 69370CAC4 1628000.00000000 PA USD 1595440.00000000 0.010061246734 Long DBT CORP US N 2 2028-02-15 Fixed 4.00000000 N N N N N N Mphasis Ltd. 335800NSYTIQLQKUYP62 N/A 17789.00000000 NS 172866.96000000 0.001090142616 Long EC CORP IN N 2 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172AT6 730000.00000000 PA USD 754312.29000000 0.004756883407 Long DBT CORP US N 2 2022-08-22 Fixed 2.50000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AM1 2750000.00000000 PA USD 2972841.91000000 0.018747490321 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 20250.00000000 NS USD 730620.00000000 0.004607473856 Long EC CORP US N 1 N N N Booz Allen Hamilton, Inc. 549300D7XCH2480XU542 099500AA8 2037000.00000000 PA USD 2016630.00000000 0.012717377025 Long DBT CORP US N 2 2025-05-01 Fixed 5.12500000 N N N N N N Aldar Properties PJSC N/A N/A 79017.00000000 NS 38571.33000000 0.000243240528 Long EC CORP AE N 2 N N N Albertsons Cos., Inc. N/A 013093AD1 2841000.00000000 PA USD 2919127.50000000 0.018408753714 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N National Westminster Bank plc 213800IBT39XQ9C4CP71 N/A 380000.00000000 PA USD 313500.00000000 0.001977010010 Long DBT CORP GB N 2 2020-07-11 Floating 2.06250100 N N N N N N EnLink Midstream Partners LP 88CPW63VL7KHJWS0NY83 29336UAB3 1979000.00000000 PA USD 1246770.00000000 0.007862445839 Long DBT CORP US N 2 2024-04-01 Fixed 4.40000000 N N N N N N MPT Operating Partnership LP N/A 55342UAE4 169000.00000000 PA USD 168155.00000000 0.001060427809 Long DBT CORP US N 2 2024-05-01 Fixed 5.50000000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92939LAE6 1400000.00000000 PA USD 1465054.50000000 0.009239002910 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.63100000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 853496AB3 13000.00000000 PA USD 13000.00000000 0.000081981276 Long DBT CORP US N 2 2023-02-15 Fixed 5.50000000 N N N N N N iShares Trust 549300T14S5IX7V5T008 464288646 1587302.00000000 NS USD 85190498.34000000 0.537232752851 Long RF US N 1 N N Melco Resorts Finance Ltd. N/A N/A 630000.00000000 PA USD 611100.00000000 0.003853750613 Long DBT CORP KY N 2 2027-07-17 Fixed 5.62500000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FE3 975000.00000000 PA USD 1105873.91000000 0.006973919586 Long DBT CORP US N 2 2059-08-15 Fixed 3.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4209.13000000 -0.00002654383 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 390000.00000000 EUR 423258.34000000 USD 2020-05-15 -4209.13000000 N N N Korea Electric Power Corp. 988400QG33WS7JEIV602 N/A 3325.00000000 NS 64985.89000000 0.000409817400 Long EC CORP KR N 2 N N N China SCE Group Holdings Ltd. 549300Q8UEI2ERAP6P49 N/A 1525000.00000000 PA USD 1431117.19000000 0.009024985680 Long DBT CORP KY N 2 2024-04-09 Fixed 7.37500000 N N N N N N Santander UK plc PTCQB104N23FMNK2RZ28 80283LAY9 315000.00000000 PA USD 317165.32000000 0.002000124442 Long DBT CORP GB N 2 2023-01-13 Fixed 2.10000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3460.41000000 -0.00002182221 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 290000.00000000 EUR 314400.02000000 USD 2020-05-15 -3460.41000000 N N N Ascend Learning LLC 549300T466HKRLVCD610 043502AB9 5608000.00000000 PA USD 5551920.00000000 0.035011806754 Long DBT CORP US N 2 2025-08-01 Fixed 6.87500000 N N N N N N Co. for Cooperative Insurance (The) 549300J2GTNKWJRJ8581 N/A 2951.00000000 NS 56606.03000000 0.000356971891 Long EC CORP SA N 2 N N N Commercial Mortgage Trust N/A 12636GAJ0 3200000.00000000 PA USD 2753921.92000000 0.017366925690 Long ABS-MBS CORP US N 2 2036-10-10 Variable 3.28455400 N N N N N N Bank of Shanghai Co. Ltd. 300300C1091231000098 N/A 365000.00000000 NS 419219.64000000 0.002643704704 Long EC CORP CN N 2 N N N Greenko Solar Mauritius Ltd. 2138007S1PL541B3KP92 N/A 4630000.00000000 PA USD 4062825.00000000 0.025621198392 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95000000 N N N N N N Coty, Inc. 549300BO9IWPF3S48F93 N/A 600000.00000000 PA 539158.20000000 0.003400067491 Long DBT CORP US N 2 2026-04-15 Fixed 4.75000000 N N N N N N Nationstar Mortgage Holdings, Inc. N/A 93369KAB1 2042000.00000000 PA USD 1952662.50000000 0.012313981848 Long DBT CORP US N 2 2026-07-15 Fixed 9.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 406000.00000000 PA USD 402851.78000000 0.002540484854 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 N/A 661000.00000000 PA 671442.58000000 0.004234286131 Long DBT CORP US N 2 2024-04-15 Fixed 4.75000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AH2 1642000.00000000 PA USD 1453170.00000000 0.009164056258 Long DBT CORP US N 2 2022-03-15 Fixed 4.10000000 N N N N N N Dewolf Park CLO Ltd. N/A 25211AAA7 3000000.00000000 PA USD 2816805.60000000 0.017763486025 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 2.42888000 N N N N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106AK9 5655000.00000000 PA USD 6137988.40000000 0.038707701790 Long DBT CORP US N 2 2030-03-27 Fixed 2.85000000 N N N N N N Navistar International Corp. WNDD3CRVXJGC8I7GX671 63934EAW8 475000.00000000 PA USD 498750.00000000 0.003145243198 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N Pretium Mortgage Credit Partners I LLC N/A 74142NAA1 7549210.75000000 PA USD 7083746.80000000 0.044671892617 Long ABS-O CORP US N 2 2058-12-25 Variable 3.84410200 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BH9 3005000.00000000 PA USD 2735451.50000000 0.017250446567 Long DBT CORP US N 2 2027-03-15 Fixed 7.50000000 N N N N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BL4 1700000.00000000 PA USD 1899256.42000000 0.011977189648 Long DBT CORP GB N 2 2030-05-08 Variable 4.44499900 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CD4 1000000.00000000 PA USD 1017196.08000000 0.006414694841 Long DBT CORP US N 2 2021-04-16 Fixed 3.20000000 N N N N N N Golden Nugget, Inc. N/A 51508PAG9 2264269.24000000 PA USD 1806615.14000000 0.011392970388 Long LON CORP US N 2 2023-10-04 Variable 3.45498600 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537101 5428.00000000 NS USD 451121.08000000 0.002844883225 Long EC CORP US N 1 N N N RP Crown Parent LLC N/A 74966FAJ2 4516782.42000000 PA USD 4313527.21000000 0.027202189712 Long LON CORP US N 3 2023-10-12 Variable 3.75000000 N N N N N N Olin Corp. 549300GKK294V7W57P06 680665AH9 1214000.00000000 PA USD 1235245.00000000 0.007789766285 Long DBT CORP US N 2 2022-08-15 Fixed 5.50000000 N N N N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92552VAK6 500000.00000000 PA USD 470000.00000000 0.002963938452 Long DBT CORP US N 2 2025-09-15 Fixed 5.62500000 N N N N N N Ulta Beauty, Inc. 529900CIV6HN8M28YM82 90384S303 650.00000000 NS USD 141648.00000000 0.000893267987 Long EC CORP US N 1 N N N Springleaf Finance Corp. 5493008I795YYBFWFU90 85172FAR0 649000.00000000 PA USD 538793.25000000 0.003397766025 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N LSTAR Commercial Mortgage Trust N/A 54910TBA9 42870403.43260000 PA USD 1539253.26000000 0.009706918991 Long ABS-MBS CORP US N 2 2050-03-10 Variable 1.14870200 N N N N N N IAA, Inc. N/A 44932UAB0 474753.41000000 PA USD 447455.09000000 0.002821764568 Long LON CORP US N 2 2026-06-28 Variable 2.68750000 N N N N N N Brand Industrial Services, Inc. 549300B658W2BPDQMW42 10524PAB6 3391000.00000000 PA USD 2509340.00000000 0.015824530461 Long DBT CORP US N 2 2025-07-15 Fixed 8.50000000 N N N N N N Ithaca Energy North Sea plc 213800BMMUN3AKWBIO91 46567TAA2 625000.00000000 PA USD 375000.00000000 0.002364844510 Long DBT CORP GB N 2 2024-07-15 Fixed 9.37500000 N N N N N N Commercial Mortgage Trust 549300C72XVZH4MIKU63 12625UBF9 1550000.00000000 PA USD 1632107.38000000 0.010292480473 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.36249400 N N N N N N Cairn CLO VII BV 724500FMO1EJJ6L6CI24 N/A 400000.00000000 PA 322110.95000000 0.002031312831 Long ABS-CBDO CORP NL N 2 2030-01-31 Floating 6.35000000 N N N N N N Celltrion, Inc. N/A N/A 439.00000000 NS 75875.07000000 0.000478487313 Long EC CORP KR N 2 N N N Icahn Enterprises LP N/A 451102BW6 2616000.00000000 PA USD 2460400.32000000 0.015515904505 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N PVH Corp. 123WALMHY1GZXG2YDL90 N/A 1050000.00000000 PA 1148732.43000000 0.007244196215 Long DBT CORP US N 2 2024-07-15 Fixed 3.62500000 N N N N N N C-BASS Mortgage Loan Trust N/A 17311YAA1 6674774.48000000 PA USD 3153682.76000000 0.019887918298 Long ABS-O CORP US N 2 2037-03-25 Variable 3.64661600 N N N N N N CGDBB Commercial Mortgage Trust N/A 125282AA1 1132793.81000000 PA USD 1100547.59000000 0.006940330470 Long ABS-MBS CORP US N 2 2032-07-15 Floating 1.60400200 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAB6 8830000.00000000 PA USD 7797993.75000000 0.049176113893 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N Randstad NV 7245009EAAUUQJ0U4T57 N/A 46085.00000000 NS 1854717.96000000 0.011696318895 Long EC CORP NL N 2 N N N Regatta VIII Funding Ltd. 2549002R0TTC87W9EH67 75888KAA2 3500000.00000000 PA USD 3319121.75000000 0.020931218264 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 2.38488100 N N N N N N TerraForm Power Operating LLC 5493000S2OLR3UT5BE13 88104LAG8 1976000.00000000 PA USD 2025400.00000000 0.012772682855 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N OZLME BV 7245005PU4T31PXX6910 N/A 238000.00000000 PA 180233.43000000 0.001136597433 Long ABS-CBDO CORP NL N 2 2030-01-18 Floating 5.90000000 N N N N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 N/A 16391.00000000 NS 5196838.00000000 0.032772570172 Long EC CORP CH N 2 N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769106 2404.00000000 NS USD 449860.52000000 0.002836933816 Long EC CORP US N 1 N N N York CLO-2 Ltd. 5493009C48K5WG4EX118 98625TAJ4 17600000.00000000 PA USD 16757584.80000000 0.105677553115 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 2.24763100 N N N N N N OHA Credit Partners XII Ltd. N/A 67109YAU8 1000000.00000000 PA USD 772405.10000000 0.004870981227 Long ABS-CBDO CORP US N 2 2030-07-23 Floating 3.94300100 N N N N N N Ares XLVI CLO Ltd. N/A 04016UAU1 2250000.00000000 PA USD 1366195.50000000 0.008615573141 Long ABS-CBDO CORP KY N 2 2030-01-15 Variable 0.00000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 74166NAA2 8259000.00000000 PA USD 7350510.00000000 0.046354168588 Long DBT CORP US N 2 2032-07-15 Fixed 4.87500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BG8 1200000.00000000 PA USD 1232409.36000000 0.007771884024 Long DBT CORP JP N 2 2022-03-07 Fixed 3.21800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EL4 7382000.00000000 PA USD 7861830.00000000 0.049578681374 Long DBT CORP US N 2 2024-10-23 Variable 6.50000200 N N N N N N Distribuidora Internacional de Alimentacion SA 54930063C6K2TNFL6H10 N/A 400000.00000000 PA 337521.80000000 0.002128497535 Long DBT CORP ES N 2 2021-04-28 Fixed 1.00000000 N N N N N N Assurant CLO I Ltd. 635400A6LSLGJQHVOZ36 04625AAA2 4000000.00000000 PA USD 3793281.60000000 0.023921389779 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 2.38524800 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057BV5 532000.00000000 PA USD 546614.04000000 0.003447085897 Long DBT CORP US N 2 2025-05-30 Fixed 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 9785.66000000 0.000061710838 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 921874.22000000 USD 850000.00000000 EUR 2020-05-15 9785.66000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 3900000.00000000 PA 4348606.76000000 0.027423410195 Long DBT CORP FR N 2 2022-06-17 Variable 6.12499900 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A29 433000.00000000 PA USD 389564.69000000 0.002456693116 Long DBT CORP US N 2 2023-01-09 Fixed 3.08700000 N N N N N N Alam Synergy Pte. Ltd. 254900JU5LO6H7HSUP96 N/A 607857.14550000 PA USD 479637.28000000 0.003024713569 Long DBT CORP SG N 2 2021-04-22 Fixed 11.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 24146.23000000 0.000152272211 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 2702000.00000000 EUR 2985183.11000000 USD 2020-05-05 24146.23000000 N N N McDermott International, Inc. N/A 58004GAL2 802605.46000000 PA USD 756054.34000000 0.004767869214 Long LON CORP US N 2 2020-10-21 Variable 10.64663000 N N N N N N West Corp. N/A 68162RAD3 1179000.00000000 PA USD 913229.82000000 0.005759057403 Long LON CORP US N 2 2024-10-10 Variable 4.95013000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397VU4 1779000.00000000 PA USD 1761210.00000000 0.011106634132 Long DBT CORP US N 2 2021-08-02 Fixed 5.87500000 N N N N N N Shimao Property Holdings Ltd. 254900WTJ6B5CU69ZD26 N/A 2150000.00000000 PA USD 2207089.60000000 0.013918463264 Long DBT CORP KY N 2 2021-10-15 Fixed 6.37500000 N N N N N N DH Europe Finance II SARL 222100KDGL314CKTZ511 23291KAF2 715000.00000000 PA USD 725862.39000000 0.004577471168 Long DBT CORP LU N 2 2022-11-15 Fixed 2.05000000 N N N N N N Dominican Republic N/A N/A 3450000.00000000 PA USD 3296906.25000000 0.020791121722 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.87500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91831AAC5 3484000.00000000 PA USD 3527550.00000000 0.022245619338 Long DBT CORP CA N 2 2025-04-15 Fixed 6.12500000 N N N N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAJ2 432000.00000000 PA USD 375840.00000000 0.002370141761 Long DBT CORP US N 2 2027-10-15 Fixed 5.25000000 N N N N N N Ares XXXVII CLO Ltd. 635400YF4AHA6NB2CU53 04015NAG9 3000000.00000000 PA USD 2842971.00000000 0.017928491631 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 2.38888100 N N N N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769AE6 625000.00000000 PA USD 671403.16000000 0.004234037538 Long DBT CORP US N 2 2027-06-15 Fixed 3.50000000 N N N N N N GCP Applied Technologies, Inc. 5493007G654QKQVEKV09 36164YAB7 1931000.00000000 PA USD 1858587.50000000 0.011720721189 Long DBT CORP US N 2 2026-04-15 Fixed 5.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61765TAC7 1045000.00000000 PA USD 1086356.19000000 0.006850835925 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.38300000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CD9 900000.00000000 PA USD 922079.74000000 0.005814867229 Long DBT CORP US N 2 2022-05-20 Fixed 2.75000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 17025WAA2 223378.99000000 PA USD 165301.73000000 0.001042434369 Long ABS-MBS CORP US N 2 2038-02-25 Fixed 6.25000000 N N N N N N Daiwa House Industry Co. Ltd. N/A N/A 4200.00000000 NS 106429.38000000 0.000671170493 Long EC CORP JP N 2 N N N Eyecare Partners LLC N/A 30233PAC4 549716.67000000 PA USD 452598.23000000 0.002854198505 Long LON CORP US N 2 2027-02-18 Variable 0.00000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 1007000.00000000 PA USD 1108987.15000000 0.006993552462 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200JX0 2200000.00000000 PA USD 2287516.00000000 0.014425652412 Long DBT CORP US N 2 2022-05-13 Fixed 2.85000000 N N N N N N Hopson Capital International Group Co. Ltd. 5493008CWVL0WASC0A08 N/A 3100000.00000000 PA USD 3041875.00000000 0.019182830385 Long DBT CORP VG N 2 2021-02-17 Fixed 6.00000000 N N N N N N Anchorage Capital CLO 3-R Ltd. 549300V7DN3VJ8H1GE96 03330AAC6 3400000.00000000 PA USD 3137276.56000000 0.019784456666 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 2.38713100 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BL7 675000.00000000 PA USD 917474.22000000 0.005785823659 Long DBT CORP US N 2 2045-11-03 Fixed 4.45000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587107 11402.00000000 NS USD 646835.46000000 0.004079107430 Long EC CORP US N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 3783000.00000000 PA USD 3839745.00000000 0.024214399690 Long DBT CORP FR N 2 2025-09-29 Variable 7.99999900 N N N N N N WFRBS Commercial Mortgage Trust 549300QGM7D5K3CV2643 96221TAD9 605000.00000000 PA USD 628149.78000000 0.003961270823 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 3.76600000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325WAA6 1325000.00000000 PA USD 1318559.27000000 0.008315167069 Long DBT CORP GB N 2 2026-01-30 Variable 2.81900200 N N N N N N Alpha 3 BV N/A N0287GAB9 6221473.77000000 PA USD 5791818.79000000 0.036524668985 Long LON CORP US N 2 2024-01-31 Variable 4.45013000 N N N N N N China Railway Signal & Communication Corp. Ltd. 529900GK68ZHDM38WD21 N/A 393000.00000000 NS 194235.58000000 0.001224898520 Long EC CORP CN N 2 N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HJ5 1050000.00000000 PA USD 1172545.02000000 0.007394364409 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 900000.00000000 PA 912295.12000000 0.005753162949 Long DBT CORP JP N 2 2025-09-19 Fixed 3.12500000 N N N N N N Ukraine Government Bond 6354001WLTJXOMEXPY07 N/A 3160000.00000000 PA USD 3090480.00000000 0.019489345764 Long DBT NUSS UA N 2 2024-02-01 Fixed 8.99400000 N N N N N N Seven Generations Energy Ltd. 549300XZHTA2VXQWAL67 81783QAC9 495000.00000000 PA USD 394762.50000000 0.002489471815 Long DBT CORP CA N 2 2025-09-30 Fixed 5.37500000 N N N N N N Garfunkelux Holdco 3 SA 2221007QVSNJV7EWBX69 N/A 1470000.00000000 PA 1304828.59000000 0.008228577940 Long DBT CORP LU N 2 2022-08-01 Fixed 7.50000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BP8 240000.00000000 PA USD 242924.60000000 0.001531943751 Long DBT CORP US N 2 2021-08-08 Fixed 1.55000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284PAQ7 200000.00000000 PA USD 202000.00000000 0.001273862909 Long DBT CORP US N 2 2023-08-15 Fixed 6.00000000 N N N N N N SMG US Midco 2, Inc. N/A N/A 3038587.48000000 PA USD 2127011.24000000 0.013413468944 Long LON CORP US N 3 2025-01-23 Variable 3.40001100 N N N N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 N/A 1127000.00000000 PA 1194884.70000000 0.007535244061 Long DBT CORP US N 2 2028-06-01 Fixed 2.25000000 N N N N N N Beijing Tiantan Biological Products Corp. Ltd. N/A N/A 33037.00000000 NS 157445.84000000 0.000992893147 Long EC CORP CN N 2 N N N Tuspark Forward Ltd. 254900VWWKC9HU6TON78 N/A 600000.00000000 PA USD 360000.00000000 0.002270250729 Long DBT CORP VG N 2 2021-08-15 Fixed 7.95000000 N N N N N N Commercial Mortgage Trust N/A 12593ABD6 9520000.00000000 PA USD 9457246.06000000 0.059639777137 Long ABS-MBS CORP US N 2 2048-05-10 Variable 4.18299800 N N N N N N RHB Bank Bhd. 549300ZHRPSV7QIUJT80 N/A 475800.00000000 NS 523615.24000000 0.003302049668 Long EC CORP MY N 2 N N N Greeneden US Holdings I LLC 549300CVRD4OUCPHWQ42 39479UAJ2 4441159.14000000 PA USD 4196895.39000000 0.026466680060 Long LON CORP US N 2 2023-12-01 Variable 3.65363000 N N N N N N Regatta VII Funding Ltd. 549300DA6HSLI0UPTQ25 75888AAW6 1000000.00000000 PA USD 783961.00000000 0.004943855645 Long ABS-CBDO CORP KY N 2 2028-12-20 Floating 3.86574800 N N N N N N Cia Brasileira de Distribuicao 5299003V5B6KLICZCC14 20440T300 57666.00000000 NS USD 704101.86000000 0.004440243781 Long EC CORP BR N 1 N N N Arbour CLO IV DAC 635400DBGXHI7ZJXYU29 N/A 468000.00000000 PA 349242.46000000 0.002202410971 Long ABS-CBDO CORP IE N 2 2030-01-15 Floating 5.60000200 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CN4 10410000.00000000 PA USD 10149750.00000000 0.064006881512 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 N/A 676000.00000000 PA 677827.06000000 0.004274548271 Long DBT CORP LU N 2 2028-01-15 Fixed 3.00000000 N N N N N N Grifols Worldwide Operations Ltd. N/A 39843PAG8 3141111.69000000 PA USD 3036418.44000000 0.019148419942 Long LON CORP US N 2 2027-11-15 Variable 2.13650000 N N N N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345Y106 2243.00000000 NS USD 342797.69000000 0.002161768627 Long EC CORP US N 1 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 1015000.00000000 PA USD 1042912.50000000 0.006576869067 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N CarMax Auto Owner Trust N/A 14314AAC3 2223319.07000000 PA USD 2237185.24000000 0.014108253954 Long ABS-O CORP US N 2 2022-11-15 Fixed 2.48000000 N N N N N N ZF Europe Finance BV 549300RI533US2G6G542 N/A 900000.00000000 PA 877237.35000000 0.005532079816 Long DBT CORP NL N 2 2027-10-23 Fixed 2.50000000 N N N N N N Britannia Industries Ltd. 335800RRN5EVHNNAXN80 N/A 11444.00000000 NS 478903.57000000 0.003020086609 Long EC CORP IN N 2 N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAJ0 770000.00000000 PA USD 793831.50000000 0.005006101506 Long DBT CORP US N 2 2025-01-15 Fixed 4.75000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BJ2 4525000.00000000 PA USD 4789202.85000000 0.030201920181 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N Sunoco LP N/A 86765LAL1 2874000.00000000 PA USD 2773410.00000000 0.017489822434 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N Reliance Industries Ltd. 5493003UOETFYRONLG31 N/A 15417.00000000 NS 299752.97000000 0.001890317774 Long EC CORP IN N 2 N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAU5 3696000.00000000 PA USD 3723720.00000000 0.023482716798 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N LABL Escrow Issuer LLC N/A 50168AAB6 2675000.00000000 PA USD 2764077.50000000 0.017430969337 Long DBT CORP US N 2 2026-07-15 Fixed 6.75000000 N N N N N N Octagon Investment Partners XVII Ltd. 54930007Y57X4ONHQV20 67590GBG3 2000000.00000000 PA USD 1929042.20000000 0.012165026284 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 1.99138000 N N N N N N Altice France Holding SA 5299000JVHXKJPOE6H40 N/A 500000.00000000 PA 555904.98000000 0.003505676907 Long DBT CORP LU N 2 2027-05-15 Fixed 8.00000000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 168471.00000000 NS USD 19857676.77000000 0.125227514385 Long EC CORP US N 1 N N N Aon plc 635400FALWQYX5E6QC64 00185AAG9 775000.00000000 PA USD 929902.74000000 0.005864201039 Long DBT CORP IE N 2 2044-06-14 Fixed 4.60000000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498AT3 1163000.00000000 PA USD 1285115.00000000 0.008104259073 Long DBT CORP US N 2 2025-07-01 Fixed 5.25000000 N N N N N N KDB Life Insurance Co. Ltd. 988400K1TBF4L6T06Y80 N/A 3000000.00000000 PA USD 2715937.50000000 0.017127386365 Long DBT CORP KR N 2 2023-05-21 Variable 7.49999900 N N N N N N Syngenta Finance NV 54930042S3BYCEGOCN86 N/A 422000.00000000 PA 474920.94000000 0.002994971140 Long DBT CORP NL N 2 2026-04-16 Fixed 3.37500000 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 N/A 5574.00000000 NS USD 93475.98000000 0.000589483088 Long EC CORP NL N 1 N N N JPMorgan Structured Products BV XZYUUT6IYN31D9K77X08 N/A 119237.00000000 NS USD 6013491.02000000 0.037922589935 Long SN CORP NL N 2 2020-06-05 Fixed 22.11000000 N N N N N N SBA Senior Finance II LLC N/A 78404XAH8 1974874.35000000 PA USD 1903285.15000000 0.012002595835 Long LON CORP US N 2 2025-04-06 Variable 2.16000000 N N N N N N Prima Capital CRE Securitization Ltd. N/A 74165WAA3 16500000.00000000 PA USD 16495050.00000000 0.104021942500 Long ABS-CBDO CORP KY N 3 2040-08-24 Fixed 4.00000000 N N N N N N Mineral Resources Ltd. 5299007V1ACKFFX2P066 603051AA1 615000.00000000 PA USD 632681.25000000 0.003989847415 Long DBT CORP AU N 2 2027-05-01 Fixed 8.12500000 N N N N N N WPG Holdings Ltd. N/A N/A 1278000.00000000 NS 1664822.81000000 0.010498792220 Long EC CORP TW N 2 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 4900000.00000000 PA 5396513.32000000 0.034031773063 Long DBT CORP IT N 2 2022-06-03 Variable 9.25000200 N N N N N N Dubai Islamic Bank PJSC 5493003E7YRAQY3JGW88 N/A 485428.00000000 NS 484249.96000000 0.003053802291 Long EC CORP AE N 2 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 1000000.00000000 PA USD 1046650.00000000 0.006600438684 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UCT4 400000.00000000 PA USD 400122.63000000 0.002523274146 Long DBT CORP US N 2 2020-07-01 Fixed 2.57900000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 120111BN8 2847000.00000000 PA USD 2932410.00000000 0.018492516506 Long DBT CORP US N 2 2025-10-15 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAU0 940000.00000000 PA USD 1003588.78000000 0.006328883778 Long DBT CORP US N 2 2024-07-23 Variable 3.79699900 N N N N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAB1 2054000.00000000 PA USD 2115414.60000000 0.013340337609 Long DBT CORP US N 2 2025-10-15 Fixed 5.75000000 N N N N N N Robert Half International, Inc. 529900VPCUY9H3HLIC08 770323103 27294.00000000 NS USD 1290187.38000000 0.008136246780 Long EC CORP US N 1 N N N Adient US LLC 213800SOTRCDGZUHL712 00688JAA5 1400000.00000000 PA USD 1393000.00000000 0.008784609073 Long DBT CORP US N 2 2026-05-15 Fixed 7.00000000 N N N N N N Altice Financing SA N/A L0178UAK2 2756432.70000000 PA USD 2535918.08000000 0.015992138532 Long LON CORP US N 2 2026-01-31 Variable 3.37463000 N N N N N N Tingyi Cayman Islands Holding Corp. 5299009MPI9B60VN4P25 N/A 146000.00000000 NS 259164.68000000 0.001634357788 Long EC CORP KY N 2 N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 N/A 443350.00000000 NS 4939640.55000000 0.031150618231 Long EC CORP IT N 2 N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 10865000.00000000 PA USD 10905743.75000000 0.068774368631 Long DBT CORP CH N 2 2021-03-22 Variable 6.87499900 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAW7 1000000.00000000 PA USD 1021716.84000000 0.006443203893 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879QAL3 954000.00000000 PA USD 983812.50000000 0.006204169572 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N NXP BV N/A 62954HAB4 1875000.00000000 PA USD 1989603.53000000 0.012546941294 Long DBT CORP US N 2 2029-06-18 Fixed 4.30000000 N N N N N N Linde plc 8945002PAZHZLBGKGF02 N/A 5862.00000000 NS USD 1078549.38000000 0.006801604214 Long EC CORP IE N 1 N N N Cia Brasileira de Distribuicao 5299003V5B6KLICZCC14 N/A 179104.00000000 NS 2201787.90000000 0.013885029407 Long EC CORP BR N 1 N N N Modernland Overseas Pte. Ltd. N/A N/A 1296000.00000000 PA USD 820329.12000000 0.005173202175 Long DBT CORP SG N 2 2024-04-13 Fixed 6.95000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 36962G4R2 500000.00000000 PA USD 503695.04000000 0.003176427867 Long DBT CORP US N 2 2020-09-16 Fixed 4.37500000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585ABH4 1110000.00000000 PA USD 1117592.86000000 0.007047822238 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9F88 1547923.70000000 PA USD 1634205.56000000 0.010305712125 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Toll Brothers Finance Corp. N/A 88947EAT7 80000.00000000 PA USD 78800.00000000 0.000496932659 Long DBT CORP US N 2 2028-02-15 Fixed 4.35000000 N N N N N N CVR Energy, Inc. 529900SOYZIXZBTXB558 12662PAB4 1723000.00000000 PA USD 1412860.00000000 0.008909851239 Long DBT CORP US N 2 2025-02-15 Fixed 5.25000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 N/A 213828.00000000 NS 9321298.23000000 0.058782455858 Long EC CORP NL N 2 N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAJ4 2042000.00000000 PA USD 2343195.00000000 0.014776778218 Long DBT CORP US N 2 2025-02-15 Fixed 7.62500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAU9 1187000.00000000 PA USD 1222966.10000000 0.007712332447 Long DBT CORP US N 2 2026-02-01 Fixed 4.50000000 N N N N N N Bayview Commercial Mortgage Pass-Through Trust 549300LFP60SWPOYB540 07324MAF2 1499082.88000000 PA USD 1496587.21000000 0.009437856126 Long ABS-MBS CORP US N 2 2036-04-25 Floating 1.34224900 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546104 4814.00000000 NS USD 352240.38000000 0.002221316610 Long EC CORP US N 1 N N N Palmer Square CLO Ltd. N/A 69688AAA9 500000.00000000 PA USD 475211.45000000 0.002996803169 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 2.33488100 N N N N N N Invesco Euro CLO III DAC 549300UGKXS54R7N7T14 N/A 300000.00000000 PA 261819.92000000 0.001651102401 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 4.00000000 N N N N N N China Mengniu Dairy Co. Ltd. 2549005Q343BSJ8RSS21 N/A 1473000.00000000 NS 5216053.84000000 0.032893750102 Long EC CORP KY N 2 N N N Jollibee Foods Corp. 2138009XN3KTAAKUPR35 N/A 67120.00000000 NS 189625.65000000 0.001195827139 Long EC CORP PH N 2 N N N Altice France SA 5493001ZMCICV4N02J21 67054KAA7 11432000.00000000 PA USD 11946440.00000000 0.075337261467 Long DBT CORP FR N 2 2026-05-01 Fixed 7.37500000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AF2 4825000.00000000 PA USD 5158117.47000000 0.032528388751 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N N eBay, Inc. OML71K8X303XQONU6T67 278642103 86592.00000000 NS USD 3448959.36000000 0.021750006955 Long EC CORP US N 1 N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AD0 326000.00000000 PA USD 306342.20000000 0.001931871119 Long DBT CORP US N 2 2025-05-15 Fixed 7.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHC6 5165000.00000000 PA USD 5337779.12000000 0.033661380396 Long DBT CORP US N 2 2023-12-20 Variable 3.00399800 N N N N N N Olympic Tower Mortgage Trust N/A 68162MAN2 8300000.00000000 PA USD 6882231.35000000 0.043401085402 Long ABS-MBS CORP US N 2 2039-05-10 Variable 4.07675500 N N N N N N United Microelectronics Corp. 391200YJCAGH9LF96P73 N/A 96000.00000000 NS 49667.05000000 0.000313212934 Long EC CORP TW N 2 N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 N/A 200000.00000000 PA 218483.56000000 0.001377812393 Long DBT CORP NL N 2 2025-12-29 Variable 4.62499900 N N N N N N Springleaf Finance Corp. 5493008I795YYBFWFU90 85172FAD1 250000.00000000 PA USD 248750.00000000 0.001568680191 Long DBT CORP US N 2 2021-10-01 Fixed 7.75000000 N N N N N N Industrial & Commercial Bank of China Ltd. 5493002ERZU2K9PZDL40 N/A 127400.00000000 NS 92645.01000000 0.000584242782 Long EC CORP CN N 2 N N N GoldenTree Loan Management US CLO 3 Ltd. 549300TB55YBQBSW5Z77 38138BAL4 500000.00000000 PA USD 453418.20000000 0.002859369442 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 3.03525000 N N N N N N Coca-Cola Femsa SAB de CV 5493008KEVFYPMGTXO33 191241108 5645.00000000 NS USD 233194.95000000 0.001470586126 Long EC CORP MX N 1 N N N China Telecom Corp. Ltd. 529900JXXCCUCX634T88 N/A 4254000.00000000 NS 1469333.52000000 0.009265987489 Long EC CORP CN N 2 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 822.00000000 NS USD 1217028.54000000 0.007674888697 Long EC CORP US N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CV0 310000.00000000 PA USD 328477.83000000 0.002071463981 Long DBT CORP US N 2 2023-03-09 Fixed 3.70000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAR6 1250000.00000000 PA USD 1262628.45000000 0.007962453222 Long DBT CORP CA N 2 2027-07-15 Fixed 3.70000000 N N N N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 92769XAM7 500000.00000000 PA USD 516075.00000000 0.003254499014 Long DBT CORP GB N 2 2026-08-15 Fixed 5.50000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 2075000.00000000 PA 2239780.42000000 0.014124619814 Long DBT CORP JP N 2 2023-04-20 Fixed 4.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BD6 10300000.00000000 PA USD 11893281.25000000 0.075002028992 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.12500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBK0 3680000.00000000 PA USD 3728383.46000000 0.023512125752 Long DBT CORP US N 2 2021-09-15 Fixed 1.90000000 N N N N N N Iceland Bondco plc 2138002DRBYIA8QXHO36 N/A 971000.00000000 PA 1058961.40000000 0.006678077475 Long DBT CORP GB N 2 2025-03-15 Fixed 4.62500000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AD6 1420000.00000000 PA USD 1061450.00000000 0.006693771214 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N OCP CLO Ltd. 2549003HLFPQ7ATPYA23 67113LAH9 1500000.00000000 PA USD 1200179.85000000 0.007568636612 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.08524800 N N N N N N UPCB Finance VII Ltd. 5493006V3WX8F38SQ991 N/A 590000.00000000 PA 637448.05000000 0.004019908057 Long DBT CORP KY N 2 2029-06-15 Fixed 3.62500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 4642000.00000000 PA USD 4556413.13000000 0.028733889537 Long DBT NUSS CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N Nomad Foods Bondco plc 213800BPK5X4TY4RZ619 N/A 400000.00000000 PA 438233.92000000 0.002763613546 Long DBT CORP GB N 2 2024-05-15 Fixed 3.25000000 N N N N N N Avon International Capital plc N/A 05409AAA1 1260000.00000000 PA USD 1184400.00000000 0.007469124900 Long DBT CORP GB N 2 2022-08-15 Fixed 6.50000000 N N N N N N Leidos Holdings, Inc. 549300IUTGTP6EJP8124 525327102 1457.00000000 NS USD 143966.17000000 0.000907886951 Long EC CORP US N 1 N N N Wal-Mart de Mexico SAB de CV N/A N/A 2610570.00000000 NS 6300852.95000000 0.039734766688 Long EC CORP MX N 1 N N N GSAA Home Equity Trust N/A 362334FD1 4017975.98000000 PA USD 3012272.98000000 0.018996152586 Long ABS-O CORP US N 2 2036-03-25 Variable 3.61083600 N N N N N N Scientific Games International, Inc. N/A 80875AAP6 1543163.62000000 PA USD 1271829.16000000 0.008020475218 Long LON CORP US N 2 2024-08-14 Variable 3.52145700 N N N N N N Global Aircraft Leasing Co. Ltd. N/A 37960JAA6 3085000.00000000 PA USD 1866425.00000000 0.011770146439 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N China Aoyuan Group Ltd. 549300YSOKQO5QD6MP25 N/A 3100000.00000000 PA USD 3057375.00000000 0.019280577291 Long DBT CORP KY N 2 2021-02-18 Fixed 4.80000000 N N N N N N GRACE Mortgage Trust N/A 38406HAA0 1500000.00000000 PA USD 1504529.25000000 0.009487940632 Long ABS-MBS CORP US N 2 2028-06-10 Fixed 3.36870000 N N N N N N PowerSchool, Inc. N/A 81812HAB6 5930621.27000000 PA USD 5604437.10000000 0.035342992822 Long LON CORP US N 3 2025-07-31 Variable 4.74163000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054109 2124.00000000 NS USD 257110.20000000 0.001621401719 Long EC CORP US N 1 N N N Ares XXXVR CLO Ltd. N/A 00192RAE8 1500000.00000000 PA USD 1383115.05000000 0.008722272087 Long ABS-CBDO CORP US N 2 2030-07-15 Floating 2.61888100 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AN6 2910000.00000000 PA USD 3059491.53000000 0.019293924663 Long DBT CORP US N 2 2025-05-01 Fixed 3.84400000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559D2A6 3392000.00000000 PA USD 3413200.00000000 0.021524499419 Long DBT CORP FI N 2 2026-03-26 Variable 6.62500100 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788JAB5 2300000.00000000 PA USD 2295242.15000000 0.014474375461 Long DBT CORP US N 2 2023-03-09 Fixed 1.25000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MG3 22425000.00000000 PA USD 20391164.63000000 0.128591823284 Long DBT CORP US N 2 2024-09-12 Variable 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300ZVNWG0TX42H716 94989VAJ8 1600000.00000000 PA USD 1495678.08000000 0.009432122923 Long ABS-MBS CORP US N 2 2057-09-15 Variable 4.69411600 N N N N N N Monitchem HoldCo 2 SA 222100IQ8LHD0M05LB11 N/A 600000.00000000 PA 609840.52000000 0.003845808015 Long DBT CORP LU N 2 2026-09-15 Fixed 9.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAUM0 107010.00000000 PA USD 114292.74000000 0.000720758823 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.00000000 N N N N N N Vedanta Resources Ltd. 2138007MYEKPEAZQTW83 N/A 4150000.00000000 PA USD 1519937.50000000 0.009585108940 Long DBT CORP GB N 2 2023-05-31 Fixed 7.12500000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AL5 430000.00000000 PA USD 444287.30000000 0.002801787686 Long DBT CORP US N 2 2021-12-01 Fixed 3.65000000 N N N N N N AES Corp. 2NUNNB7D43COUIRE5295 00130HCA1 375000.00000000 PA USD 374145.00000000 0.002359452664 Long DBT CORP US N 2 2023-03-15 Fixed 4.50000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 94973VBB2 650000.00000000 PA USD 794842.26000000 0.005012475613 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N KB Home 549300LGUCWQURMWLG09 48666KAY5 1085000.00000000 PA USD 1014475.00000000 0.006397535025 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N CCC Information Services, Inc. N/A 124886AH5 6516859.15000000 PA USD 6174724.04000000 0.038939365994 Long LON CORP US N 2 2024-04-29 Variable 3.75000000 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 629568AV8 116000.00000000 PA USD 110200.00000000 0.000694948973 Long DBT CORP US N 2 2020-09-15 Fixed 5.00000000 N N N N N N Postal Savings Bank of China Co. Ltd. 300300C1040311005298 N/A 1439000.00000000 PA USD 1446195.00000000 0.009120070150 Long DBT CORP CN N 2 2022-09-27 Variable 4.50000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700AM8 3087000.00000000 PA USD 3152073.96000000 0.019877772800 Long DBT CORP US N 2 2039-09-15 Fixed 7.60000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAL0 837000.00000000 PA USD 898555.44000000 0.005666517065 Long DBT CORP US N 2 2035-07-15 Fixed 5.00000000 N N N N N N 1011778 BC ULC N/A 68245XAH2 3660000.00000000 PA USD 3549870.60000000 0.022386378667 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N ENN Energy Holdings Ltd. 549300V7BXPWT6WIPR03 N/A 903500.00000000 NS 10184670.27000000 0.064227097536 Long EC CORP KY N 2 N N N Chase Home Lending Mortgage Trust N/A 16159GAC3 552653.39000000 PA USD 557428.92000000 0.003515287256 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.49999900 N N N N N N China Resources Beer Holdings Co. Ltd. N/A N/A 92000.00000000 NS 433302.59000000 0.002732515336 Long EC CORP HK N 2 N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 N/A 1758000.00000000 PA USD 1793160.00000000 0.011308118885 Long DBT CORP KY N 2 2021-07-18 Fixed 8.50000000 N N N N N N Geely Automobile Holdings Ltd. 549300YS3T1KVQ2SNI84 N/A 3116000.00000000 NS 4847008.84000000 0.030566459322 Long EC CORP KY N 2 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCM1 1700000.00000000 PA USD 2229413.73000000 0.014059244854 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AB7 2262000.00000000 PA USD 2194140.00000000 0.013836799822 Long DBT CORP US N 2 2024-09-01 Fixed 4.25000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAQ3 1500000.00000000 PA USD 1567468.50000000 0.009884851405 Long DBT CORP US N 2 2023-06-15 Fixed 3.00000000 N N N N N N GSAA Home Equity Trust N/A 362334GQ1 4389390.61430000 PA USD 1852992.66000000 0.011685438718 Long ABS-O CORP US N 2 2036-03-25 Floating 0.66724900 N N N N N N Nissan Auto Receivables Owner Trust N/A 65478NAE5 2000000.00000000 PA USD 2090423.80000000 0.013182739326 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.27000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320102 4486.00000000 NS USD 279791.82000000 0.001764437732 Long EC CORP US N 1 N N N Acrisure LLC N/A 00489LAC7 945000.00000000 PA USD 973350.00000000 0.006138190410 Long DBT CORP US N 2 2024-02-15 Fixed 8.12500000 N N N N N N Techem Verwaltungsgesellschaft 675 mbH 529900N0M7FQHNAV1A41 N/A 700000.00000000 PA 724904.77000000 0.004571432175 Long DBT CORP DE N 2 2025-07-15 Fixed 2.00000000 N N N N N N Landry's Finance Acquisition Co. N/A 51509HAB7 312086.95000000 PA USD 320928.37000000 0.002023855183 Long LON CORP US N 2 2023-10-04 Variable 0.00000000 N N N N N N Palmer Square CLO Ltd. 549300PACXK2KP6J2T91 69689CBC9 1400000.00000000 PA USD 1077689.90000000 0.006796184116 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 3.88525000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137L105 3830.00000000 NS USD 99082.10000000 0.000624836693 Long EC CORP US N 1 N N N Atlas Senior Loan Fund VII Ltd. N/A 04941TAS9 5750000.00000000 PA USD 5451798.68000000 0.034380416477 Long ABS-CBDO CORP KY N 2 2031-11-27 Floating 2.91763100 N N N N N N Horizon Therapeutics USA, Inc. N/A 44055PAA4 1200000.00000000 PA USD 1248000.00000000 0.007870202529 Long DBT CORP US N 2 2027-08-01 Fixed 5.50000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAG8 175000.00000000 PA USD 175875.00000000 0.001109112075 Long DBT CORP NL N 2 2023-10-15 Fixed 4.87500000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017DB2 90000.00000000 PA USD 97266.92000000 0.000613389711 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N 280 Park Avenue Mortgage Trust N/A 90205FAN0 29015000.00000000 PA USD 26761750.23000000 0.168766341638 Long ABS-MBS CORP US N 2 2034-09-15 Floating 2.93289800 N N N N N N Asian Paints Ltd. 335800HEHXGYRUNERD75 N/A 41263.00000000 NS 962794.28000000 0.006071623379 Long EC CORP IN N 2 N N N Prima Capital CRE Securitization Ltd. N/A 74165GAB6 3210000.00000000 PA USD 3297312.00000000 0.020793680484 Long ABS-CBDO CORP KY N 3 2049-08-24 Fixed 4.00000000 N N N N N N Stewart Park CLO Ltd. 549300FC1IHOM4H6GL63 860444AU2 1700000.00000000 PA USD 1311454.97000000 0.008270365563 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 3.81888000 N N N N N N US Foods, Inc. N/A 90351HAD0 2446397.00000000 PA USD 2169146.83000000 0.013679186593 Long LON CORP US N 2 2026-08-14 Variable 3.07200000 N N N N N N SoFi Professional Loan Program LLC 549300MIP15HTYPHSM46 78469PAA2 706682.80000000 PA USD 699210.55000000 0.004409397948 Long ABS-O CORP US N 2 2036-08-25 Floating 2.23724900 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057CD4 1755000.00000000 PA USD 1798875.00000000 0.011344159115 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 166237.00000000 NS USD 24942199.48000000 0.157291796032 Long EC CORP US N 1 N N N Ford Credit Auto Owner Trust N/A 34532DAE7 970000.00000000 PA USD 997681.38000000 0.006291630225 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.24000000 N N N N N N Conseco Finance Securitizations Corp. N/A 20846QHZ4 9799016.83000000 PA USD 9421815.44000000 0.059416342718 Long ABS-O CORP US N 2 2033-09-01 Floating 2.73449900 N N N N N N RALI Trust N/A 74923HAL5 247950.99000000 PA USD 209257.39000000 0.001319629839 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAM7 700000.00000000 PA USD 706755.00000000 0.004456975151 Long DBT CORP US N 2 2023-03-01 Fixed 6.00000000 N N N N N N WEG SA N/A N/A 5912.00000000 NS 43215.58000000 0.000272528338 Long EC CORP BR N 1 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AH8 1346000.00000000 PA USD 1574894.27000000 0.009931680182 Long DBT CORP US N 2 2050-04-03 Fixed 4.12500000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 36186CBY8 10996000.00000000 PA USD 13442610.00000000 0.084772486562 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CN8 700000.00000000 PA USD 874960.03000000 0.005517718462 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAB3 2779000.00000000 PA USD 2693795.86000000 0.016987755602 Long DBT CORP US N 2 2025-03-15 Fixed 5.37500000 N N N N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AE5 380000.00000000 PA USD 385700.00000000 0.002432321406 Long DBT CORP FI N 2 2027-06-12 Fixed 4.37500000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAV0 1136000.00000000 PA USD 1127480.00000000 0.007110173035 Long DBT CORP US N 2 2029-09-01 Fixed 6.12500000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 054967AL8 11982148.00000000 PA USD 9458565.04000000 0.059648094957 Long ABS-MBS CORP US N 2 2034-09-15 Floating 2.51399900 N N N N N N Neuberger Berman CLO XVIII Ltd. 549300FCSYYS3J0RKL34 64128QAY1 1250000.00000000 PA USD 947048.00000000 0.005972323369 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 4.10900000 N N N N N N Firstar Realty LLC N/A 33765A202 5000.00000000 NS USD 5450000.00000000 0.034369073548 Long EP CORP US N 2 N N N Hilcorp Energy I LP N/A 431318AN4 100000.00000000 PA USD 56500.00000000 0.000356303239 Long DBT CORP US N 2 2024-12-01 Fixed 5.00000000 N N N N N N Ashford Hospitality Trust N/A 04410RAL0 3467000.00000000 PA USD 2852552.95000000 0.017988917823 Long ABS-MBS CORP US N 2 2035-04-15 Floating 2.91399800 N N N N N N Nitori Holdings Co. Ltd. N/A N/A 1600.00000000 NS 245241.18000000 0.001546552688 Long EC CORP JP N 2 N N N Hill-Rom Holdings, Inc. JLZ01A0E2071OH26RE45 431475AD4 370000.00000000 PA USD 374625.00000000 0.002362479665 Long DBT CORP US N 2 2027-09-15 Fixed 4.37500000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBG0 300000.00000000 PA USD 320971.03000000 0.002024124208 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N 1MDB Energy Ltd. N/A N/A 5700000.00000000 PA USD 5642998.86000000 0.035586173000 Long DBT CORP MY N 2 2022-05-11 Fixed 5.99000000 N N N N N N McCormick & Co., Inc. 549300JQQA6MQ4OJP259 579780206 1380.00000000 NS USD 216439.20000000 0.001364920143 Long EC CORP US N 1 N N N Uni-President Enterprises Corp. 254900DAXBDMVEXU5959 N/A 510000.00000000 NS 1187478.00000000 0.007488535544 Long EC CORP TW N 2 N N N Curo Group Holdings Corp. 54930007KH8KCGJ4YE72 23131LAA5 1175000.00000000 PA USD 938237.50000000 0.005916762136 Long DBT CORP US N 2 2025-09-01 Fixed 8.25000000 N N N N N N Gibson Energy, Inc. 549300WYW5D9I3FR0643 374825206 584484.00000000 NS 8326676.76000000 0.052510122197 Long EC CORP CA N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CD1 261000.00000000 PA USD 233595.00000000 0.001473108942 Long DBT CORP US N 2 2026-09-01 Fixed 4.62500000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CR9 59000.00000000 PA USD 46757.50000000 0.000294864579 Long DBT CORP US N 2 2026-12-08 Fixed 4.34600000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NBS9 2725000.00000000 PA USD 2973012.14000000 0.018748563834 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N Applied Systems, Inc. N/A 03827FAZ4 736000.00000000 PA USD 699200.00000000 0.004409331417 Long LON CORP US N 2 2025-09-19 Variable 8.45013000 N N N N N N Qwest Corp. 549300R2L4N683OO1509 74913GAX3 500000.00000000 PA USD 523045.55000000 0.003298457059 Long DBT CORP US N 2 2021-12-01 Fixed 6.75000000 N N N N N N Nidda Healthcare Holding GmbH 549300Q89C4WAO6L0L19 N/A 2034000.00000000 PA 2155046.62000000 0.013590267116 Long DBT CORP DE N 2 2024-09-30 Fixed 3.50000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AV2 4331000.00000000 PA USD 4659590.24000000 0.029384550396 Long DBT CORP GB N 2 2025-04-01 Fixed 5.37500000 N N N N N N Citycon OYJ 549300P8N0P6KDGTJ206 N/A 800000.00000000 PA 643483.12000000 0.004057966729 Long DBT CORP FI N 2 2024-11-24 Variable 4.49599900 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAA7 1339000.00000000 PA USD 1392426.10000000 0.008780989915 Long DBT CORP US N 2 2026-07-15 Fixed 6.37500000 N N N N N N N/A N/A N/A 3430000.00000000 PA -24474.24000000 -0.00015434072 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 ITRAXX EUROPE CROSSOVER Index Series 32-V1 ITRAXX EUROPE CROSSOVER Index Series 32-V1 Y Payout of notional amount upon default event with regard to the reference instrument 2024-12-20 86837.17000000 USD 0.00000000 USD 3430000.00000000 EUR -24474.24000000 N N N News Corp. 549300ITS31QK8VRBQ14 65249B208 1309.00000000 NS USD 13377.98000000 0.000084364913 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RHA3 925000.00000000 PA USD 1110431.22000000 0.007002659132 Long DBT CORP US N 2 2046-11-15 Fixed 5.15000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335BEU6 53539.63300000 PA USD 59508.54000000 0.000375275851 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Alternative Loan Trust N/A 12668BB77 11081573.06000000 PA USD 8984455.17000000 0.056658238628 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.69725200 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KA8 1175000.00000000 PA USD 1326770.24000000 0.008366947515 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N Conseco Finance Corp. N/A 393505N99 5173837.01000000 PA USD 5293666.18000000 0.033383193078 Long ABS-O CORP US N 2 2030-09-01 Fixed 6.28000000 N N N N N N AMSR Trust N/A 00180AAF6 19850000.00000000 PA USD 16569118.56000000 0.104489037507 Long ABS-O CORP US N 2 2037-04-17 Fixed 3.56600000 N N N N N N Inter RAO UES PJSC 253400PMFKF8Q8G1FA17 N/A 2717729.00000000 NS 182062.92000000 0.001148134658 Long EC CORP RU N 2 N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBF6 780000.00000000 PA USD 805774.27000000 0.005081415623 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N Tupras Turkiye Petrol Rafinerileri A/S 789000RCNG97UV50EE03 N/A 286526.00000000 NS 3720855.04000000 0.023464649638 Long EC CORP TR N 2 N N N Ferrovial Netherlands BV 72450048UYBX1IY3XM22 N/A 1600000.00000000 PA 1566276.49000000 0.009877334290 Long DBT CORP NL N 2 2023-02-14 Variable 2.12400100 N N N N N N Asurion LLC N/A 04649VAW0 5484444.67000000 PA USD 5219052.39000000 0.032912659714 Long LON CORP US N 2 2024-11-03 Variable 3.40363000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 N/A 1375529.00000000 NS 8773721.34000000 0.055329297986 Long EC CORP GB N 2 N N N ENN Energy Holdings Ltd. 549300V7BXPWT6WIPR03 N/A 2155000.00000000 PA USD 2179243.75000000 0.013742860316 Long DBT CORP KY N 2 2022-07-24 Fixed 3.25000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBL3 1300000.00000000 PA USD 1401235.58000000 0.008836544716 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AM6 1500000.00000000 PA USD 1535625.00000000 0.009684038269 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N Simmons Foods, Inc. 5493002Z1TVWRIL6NM97 82873LAA3 385000.00000000 PA USD 358050.00000000 0.002257953538 Long DBT CORP US N 2 2024-11-01 Fixed 5.75000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAP5 981000.00000000 PA USD 274680.00000000 0.001732201306 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PAL4 318000.00000000 PA USD 265530.00000000 0.001674499100 Long DBT CORP US N 2 2022-10-15 Fixed 6.62500000 N N N N N N Turkcell Iletisim Hizmetleri A/S 7890003EX1LTLS2FFL84 N/A 108009.00000000 NS 215172.29000000 0.001356930690 Long EC CORP TR N 2 N N N MGM Growth Properties Operating Partnership LP N/A 55303XAB1 1754000.00000000 PA USD 1696995.00000000 0.010701678158 Long DBT CORP US N 2 2026-09-01 Fixed 4.50000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 2075000.00000000 PA USD 2037390.63000000 0.012848298790 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AM7 825000.00000000 PA USD 835168.50000000 0.005266783046 Long DBT CORP FR N 2 2030-01-14 Fixed 3.25000000 N N N N N N Inner Mongolia High-Grade High Way Construction and Development Co. Ltd. 300300RKDQTHSIAEMR68 N/A 432000.00000000 PA USD 424219.68000000 0.002675236216 Long DBT NUSS CN N 2 2020-12-04 Fixed 4.37500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 861997.00000000 NS USD 48140862.37000000 0.303588410910 Long SN CORP CA N 2 2020-05-19 Fixed 17.74000000 N Y N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 150532.00000000 NS 5188006.59000000 0.032716877075 Long EC CORP SE N 2 N N N Bank Polska Kasa Opieki SA 5493000LKS7B3UTF7H35 N/A 134120.00000000 NS 1701285.89000000 0.010728737592 Long EC CORP PL N 2 N N N Shanghai Pharmaceuticals Holding Co. Ltd. 30030029J1KKCBY19820 N/A 112700.00000000 NS 198375.17000000 0.001251003817 Long EC CORP CN N 2 N N N Meituan Dianping 21380033K525E5JLIA77 N/A 25700.00000000 NS 344099.55000000 0.002169978484 Long EC CORP KY N 2 N N N Expeditors International of Washington, Inc. 984500B055A804AB6E40 302130109 13090.00000000 NS USD 937309.45000000 0.005910909619 Long EC CORP US N 1 N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAL9 2085000.00000000 PA USD 1750338.11000000 0.011038073254 Long ABS-MBS CORP US N 2 2048-07-10 Variable 4.57406300 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAD9 300000.00000000 PA USD 249000.00000000 0.001570256754 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 N/A 42056.00000000 NS 25407.05000000 0.000160223260 Long EC CORP MX N 1 N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAG3 680000.00000000 PA USD 639744.00000000 0.004034386896 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N Targa Resources Partners LP N/A 87612BBG6 4494000.00000000 PA USD 3752490.00000000 0.023664147669 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N IDEXX Laboratories, Inc. OGMTXK0LUU1HKV2P0J84 45168D104 930.00000000 NS USD 258168.00000000 0.001628072473 Long EC CORP US N 1 N N N Park Avenue Tower N/A BRTTPWKX4 32333333.45000000 PA USD 32268666.78000000 0.203494345295 Long LON CORP US N 3 2100-12-31 Variable 2.71085700 N N N N N N Republic of Chile 549300FLZTJM5YJF8D34 168863CA4 4700000.00000000 PA USD 5015781.25000000 0.031630780675 Long DBT NUSS CL N 2 2026-01-21 Fixed 3.12500000 N N N N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550108 2560.00000000 NS USD 334387.20000000 0.002108729957 Long EC CORP US N 1 N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAH3 1539000.00000000 PA USD 485400.60000000 0.003061058517 Long DBT CORP US N 2 2024-01-15 Fixed 5.00000000 N N N N N N JBS USA LUX SA N/A 472141AA8 1906000.00000000 PA USD 2023938.52000000 0.012763466394 Long DBT CORP US N 2 2028-02-15 Fixed 6.75000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 14265000.00000000 PA USD 15575845.37000000 0.098225206439 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Pug LLC N/A 74530DAC9 6505487.52000000 PA USD 5269444.89000000 0.033230447519 Long LON CORP US N 2 2027-02-12 Variable 3.90363000 N N N N N N Crown Cork & Seal Co., Inc. 7HLDMDH0ZXNUH6PT7Z42 228255AH8 368000.00000000 PA USD 402960.00000000 0.002541167316 Long DBT CORP US N 2 2026-12-15 Fixed 7.37500000 N N N N N N Structured Asset Securities Corp. Mortgage Loan Trust N/A 86359PAA8 7904893.78000000 PA USD 5976101.28000000 0.037686800811 Long ABS-O CORP US N 2 2036-10-25 Floating 0.64725100 N N N N N N JPMorgan Structured Products BV XZYUUT6IYN31D9K77X08 N/A 125870.00000000 NS USD 48936111.02000000 0.308603449321 Long SN CORP NL N 2 2020-07-17 Fixed 16.01000000 N N N N N N Banco BPM SpA 815600E4E6DCD2D25E30 N/A 570000.00000000 PA 589679.95000000 0.003718670380 Long DBT CORP IT N 2 2023-04-24 Fixed 1.75000000 N N N N N N Plains All American Pipeline LP N/A 72650RBH4 538000.00000000 PA USD 449960.73000000 0.002837565765 Long DBT CORP US N 2 2045-02-15 Fixed 4.90000000 N N N N N N BX Commercial Mortgage Trust N/A 056054AK5 7165504.05000000 PA USD 6595992.65000000 0.041595992020 Long ABS-MBS CORP US N 2 2036-10-15 Floating 3.11400000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498101 19304.00000000 NS USD 1668444.72000000 0.010521632897 Long EC CORP US N 1 N N N CFCRE Commercial Mortgage Trust N/A 12532ABD0 63455883.39080000 PA USD 3554481.31000000 0.022415454966 Long ABS-MBS CORP US N 2 2049-11-10 Variable 1.27950100 N N N N N N N/A N/A N/A 840000.00000000 PA -8316.10000000 -0.00005244342 N/A DCR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Standard Chartered Bank Standard Chartered Bank Y Receipt of notional amount upon default event with regard to the reference instrument 2020-12-20 2434.52000000 USD 0.00000000 USD 840000.00000000 EUR -8316.10000000 N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 00101JAH9 737000.00000000 PA USD 733315.00000000 0.004624469205 Long DBT CORP US N 2 2023-06-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418RRK9 295661.31000000 PA USD 316047.02000000 0.001993072160 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.50000000 N N N N N N Commercial Mortgage Trust N/A 20048KAC1 2500000.00000000 PA USD 2320191.00000000 0.014631709197 Long ABS-MBS CORP US N 2 2033-09-15 Floating 2.21400000 N N N N N N Spirit Realty Capital, Inc. 549300LTU6LVPZSHMJ25 84860W300 490518.00000000 NS USD 15088333.68000000 0.095150834856 Long EC CORP US N 1 N N N Novafives SAS 9695005GQAG112FYVW69 N/A 787000.00000000 PA 450363.01000000 0.002840102644 Long DBT CORP FR N 2 2025-06-15 Fixed 5.00000000 N N N N N N Petronas Dagangan Bhd. N/A N/A 31200.00000000 NS 147179.11000000 0.000928148560 Long EC CORP MY N 2 N N N Pearl Holding III Ltd. 5493006KBFRFAYN8S550 N/A 1200000.00000000 PA USD 513000.02000000 0.003235107416 Long DBT CORP KY N 2 2022-12-11 Fixed 9.50000000 N N N N N N Ritchie Bros Auctioneers, Inc. 5493002H8U24DJXQ4886 767744AA3 1068000.00000000 PA USD 1078680.00000000 0.006802427936 Long DBT CORP CA N 2 2025-01-15 Fixed 5.37500000 N N N N N N Calpine Corp. N/A 13134NAG6 1617382.16000000 PA USD 1548643.42000000 0.009766135706 Long LON CORP US N 2 2025-01-15 Variable 2.40363000 N N N N N N Techem Verwaltungsgesellschaft 674 mbH 549300W2QKB8BC676O97 N/A 1004000.00000000 PA 1095841.27000000 0.006910651230 Long DBT CORP DE N 2 2026-07-30 Fixed 6.00000000 N N N N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 16248.00000000 NS 754210.45000000 0.004756241179 Long EC CORP GB N 2 N N N Petronet LNG Ltd. 335800KIIKNA7GRD9351 N/A 2395281.00000000 NS 7716707.35000000 0.048663501368 Long EC CORP IN N 2 N N N Coway Co. Ltd. N/A N/A 1477.00000000 NS 74857.06000000 0.000472067486 Long EC CORP KR N 2 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 1775000.00000000 PA USD 1739482.25000000 0.010969613465 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N Epicor Software Corp. N/A 29426NAE4 2368296.41000000 PA USD 2281332.57000000 0.014386658144 Long LON CORP US N 2 2022-06-01 Variable 3.66000000 N N N N N N Zhongjin Gold Corp. Ltd. 300300Q0ZK8HFP814Z87 N/A 199600.00000000 NS 235309.81000000 0.001483922966 Long EC CORP CN N 2 N N N Aventura Mall Trust N/A 05357HAN0 5635220.00000000 PA USD 5705143.50000000 0.035978072762 Long ABS-MBS CORP US N 2 2032-12-05 Variable 3.86742600 N N N N N N UCB SA 2138008J191VLSGY5A09 N/A 375.00000000 NS 34364.63000000 0.000216712017 Long EC CORP BE N 2 N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BG6 1150000.00000000 PA USD 1340117.69000000 0.008451119899 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 N/A 945000.00000000 PA USD 557486.97000000 0.003515653334 Long DBT NUSS LK N 2 2024-06-28 Fixed 6.35000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 12678.00000000 NS USD 499893.54000000 0.003152454649 Long EC CORP US N 1 N N N BTS Group Holdings PCL N/A N/A 2704800.00000000 NS 955632.63000000 0.006026460210 Long EC CORP TH N 2 N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86363GAF1 307677.79000000 PA USD 192963.91000000 0.001216879048 Long ABS-MBS CORP US N 2 2047-04-25 Variable 3.90629900 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604BY8 2646000.00000000 PA USD 2666141.27000000 0.016813358788 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045V100 13932.00000000 NS USD 310544.28000000 0.001958370495 Long EC CORP US N 1 N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 55223.00000000 NS 5775889.71000000 0.036424216192 Long EC CORP GB N 2 N N N Taylor Morrison Communities, Inc. 549300O1Z08HI2MRK572 87724RAA0 300000.00000000 PA USD 276000.00000000 0.001740525559 Long DBT CORP US N 2 2027-06-15 Fixed 5.87500000 N N N N N N Benefit Street Partners CLO XIX Ltd. N/A 08182RAA1 7000000.00000000 PA USD 6591536.70000000 0.041567891676 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 3.22800100 N N N N N N Parkland Fuel Corp. 549300Q72GWZCL8MQC95 70137TAL9 330000.00000000 PA USD 317625.00000000 0.002003023300 Long DBT CORP CA N 2 2026-04-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -360011.00000000 -0.00227032009 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 93450000.00000000 EUR 102067772.10000000 USD 2020-05-15 -360011.00000000 N N N MGM Growth Properties Operating Partnership LP N/A 55303XAF2 3197000.00000000 PA USD 3005180.00000000 0.018951422466 Long DBT CORP US N 2 2028-01-15 Fixed 4.50000000 N N N N N N OHA Loan Funding Ltd. 25490072LQI0R2J4XC93 67109BCN2 23875000.00000000 PA USD 22553709.75000000 0.142229377830 Long ABS-CBDO CORP KY N 2 2032-11-15 Floating 3.03175100 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAM2 930000.00000000 PA USD 944671.16000000 0.005957334417 Long DBT CORP JP N 2 2022-01-11 Fixed 2.84600000 N N N N N N Altice France SA N/A F6628DAM6 4253030.05000000 PA USD 3937072.45000000 0.024828171118 Long LON CORP US N 2 2026-08-14 Variable 4.81400000 N N N N N N Jiangsu Hengrui Medicine Co. Ltd. N/A N/A 27310.00000000 NS 353883.28000000 0.002231677151 Long EC CORP CN N 2 N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AJ9 1130000.00000000 PA USD 1158250.00000000 0.007304216410 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N GE Capital International Funding Co. Unlimited Co. 549300G6UZOB126GBY72 36164QNA2 1325000.00000000 PA USD 1380871.83000000 0.008708125777 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N ALM XVI Ltd. N/A 00162LCW5 3000000.00000000 PA USD 2476449.60000000 0.015617115310 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 3.91888100 N N N N N N Easy Tactic Ltd. 549300WYFMC41MKE6E16 N/A 630000.00000000 PA USD 567787.50000000 0.003580611072 Long DBT CORP VG N 2 2023-02-27 Fixed 8.12500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VES9 3455000.00000000 PA USD 3982940.31000000 0.025117425404 Long DBT CORP US N 2 2029-02-08 Fixed 3.87500000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAT1 750000.00000000 PA USD 903127.06000000 0.005695346852 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 N/A 1200000.00000000 PA 1141529.41000000 0.007198772155 Long DBT CORP IE N 2 2024-10-09 Variable 5.24999900 N N N N N N Bear Stearns Asset-Backed Securities I Trust N/A 07389UAP4 1348956.76000000 PA USD 1308740.58000000 0.008253247935 Long ABS-O CORP US N 2 2037-01-25 Floating 0.64725100 N N N N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 141740.00000000 NS USD 13838076.20000000 0.087266396088 Long EC CORP IE N 1 N N N JBS USA LUX SA N/A 46590XAA4 7282000.00000000 PA USD 7700787.82000000 0.048563108800 Long DBT CORP US N 2 2029-04-15 Fixed 6.50000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAG2 1157000.00000000 PA USD 934277.50000000 0.005891789378 Long DBT CORP US N 2 2025-07-15 Fixed 5.37500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AU1 1425000.00000000 PA USD 1478295.00000000 0.009322500840 Long DBT CORP US N 2 2026-05-15 Fixed 5.50000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397XL2 3078000.00000000 PA USD 2613006.54000000 0.016478277789 Long DBT CORP US N 2 2025-08-04 Fixed 4.13400000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDC1 4062000.00000000 PA USD 3980760.00000000 0.025103675819 Long DBT CORP US N 2 2024-09-01 Fixed 4.62500000 N N N N N N Azalea TopCo, Inc. N/A 29102TAB8 2846695.00000000 PA USD 2667353.22000000 0.016821001650 Long LON CORP US N 2 2026-07-24 Variable 4.25923400 N N N N N N Mobile Telecommunications Co. Saudi Arabia N/A N/A 40813.00000000 NS 132513.27000000 0.000835662077 Long EC CORP SA N 1 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829BP1 1389000.00000000 PA USD 1557603.20000000 0.009822638337 Long DBT CORP US N 2 2025-04-01 Fixed 5.65000000 N N N N N N Tampa Electric Co. WS423EPRKJIIJUITXD73 875127BF8 375000.00000000 PA USD 472067.90000000 0.002976979151 Long DBT CORP US N 2 2049-06-15 Fixed 4.45000000 N N N N N N Kronos, Inc. 5493000E2HBSA8M27B95 50105JAM9 10267895.30000000 PA USD 9902152.87000000 0.062445471609 Long LON CORP US N 2 2023-11-01 Variable 4.76325000 N N N N N N Entra ASA 549300APU14LQKTYCH34 N/A 973397.00000000 NS 12255877.01000000 0.077288649238 Long EC CORP NO N 2 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBM3 375000.00000000 PA USD 410167.50000000 0.002586619628 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N TMK Hawk Parent Corp. N/A 02337NAB5 5212962.59000000 PA USD 3388425.68000000 0.021368266313 Long LON CORP US N 2 2024-08-28 Variable 4.58000600 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZX4 200000.00000000 PA USD 174000.00000000 0.001097287852 Long DBT CORP US N 2 2024-11-01 Fixed 4.06300000 N N N N N N RR 5 Ltd. 549300213Q1LH7O32902 74979VAJ2 1200000.00000000 PA USD 886579.44000000 0.005590993390 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 4.31888000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92936QAG3 2347142.22000000 PA USD 2374755.88000000 0.014975809082 Long ABS-MBS CORP US N 2 2045-04-15 Fixed 3.44000000 N N N N N N N/A N/A N/A 54427.00000000 PA -3328.19000000 -0.00002098840 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Casino Guichard Perrachon SA Casino Guichard Perrachon SA Y Payout of notional amount upon default event with regard to the reference instrument 2023-06-20 0.00000000 USD 4660.38000000 USD 54427.00000000 EUR -3328.19000000 N N N AES Corp. 2NUNNB7D43COUIRE5295 00130HBY0 360000.00000000 PA USD 375300.00000000 0.002366736385 Long DBT CORP US N 2 2027-09-01 Fixed 5.12500000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 N/A 630000.00000000 PA USD 602831.25000000 0.003801605792 Long DBT CORP KY N 2 2021-06-28 Fixed 6.25000000 N N N N N N Medco Platinum Road Pte. Ltd. 254900CW3HTAEZITE455 N/A 318000.00000000 PA USD 197160.00000000 0.001243340649 Long DBT CORP SG N 2 2025-01-30 Fixed 6.75000000 N N N N N N Regatta Funding LP N/A 75885WAS0 6075000.00000000 PA USD 5893483.86000000 0.037165794539 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 2.46888000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBF5 1850000.00000000 PA USD 1642899.51000000 0.010360538365 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Unique Pub Finance Co. plc (The) 213800FOMWLKHQTI5562 N/A 1000000.00000000 PA 1352278.19000000 0.008527807076 Long DBT CORP GB N 2 2032-03-30 Fixed 6.46400000 N N N N N N TRI Pointe Group, Inc. N/A 87265HAF6 2600000.00000000 PA USD 2353000.00000000 0.014838611019 Long DBT CORP US N 2 2027-06-01 Fixed 5.25000000 N N N N N N Videotron Ltd. 549300LW4GNJRBECSD81 92660FAK0 569000.00000000 PA USD 594605.00000000 0.003749728986 Long DBT CORP CA N 2 2027-04-15 Fixed 5.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBF2 350000.00000000 PA USD 357281.12000000 0.002253104787 Long DBT CORP US N 2 2025-10-15 Variable 2.30100100 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCF0 3151000.00000000 PA USD 2933896.10000000 0.018501888228 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BT0 1475000.00000000 PA USD 1813894.98000000 0.011438878894 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N Ambev SA 549300TH5Q6VRP8OT012 N/A 17892.00000000 NS 37410.04000000 0.000235917140 Long EC CORP BR N 1 N N N AMSR Trust N/A 00180AAE9 10250000.00000000 PA USD 8886118.60000000 0.056038103434 Long ABS-O CORP US N 2 2037-04-17 Fixed 3.21800000 N N N N N N IPS Acquisition LLC N/A 29251LAF5 2711995.85000000 PA USD 2440796.27000000 0.015392276425 Long LON CORP US N 2 2024-11-07 Variable 4.25000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 1444775.00000000 NS 9868465.83000000 0.062233032645 Long EC CORP IT N 2 N N N European TopSoho SARL 222100WPZ89Z7MJRFX19 N/A 1300000.00000000 PA 668495.90000000 0.004215703624 Long DBT CORP LU N 2 2021-09-21 Fixed 4.00000000 N N N N N SMCP SA EUR XXXX N N N Nestle SA KY37LUS27QQX7BB93L28 N/A 255679.00000000 NS 27078970.70000000 0.170766813870 Long EC CORP CH N 2 N N N Cent CLO 17 Ltd. N/A 14307PAC9 8000000.00000000 PA USD 7666027.20000000 0.048343899570 Long ABS-CBDO CORP KY N 2 2031-04-30 Floating 2.79950000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 66695.00000000 NS USD 5291581.30000000 0.033370045300 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAJ5 775000.00000000 PA USD 875554.51000000 0.005521467403 Long DBT CORP US N 2 2038-07-24 Variable 3.88199900 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362UAC8 1898000.00000000 PA USD 1900372.50000000 0.011984227930 Long DBT CORP US N 2 2028-04-15 Fixed 4.37500000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 N/A 6145000.00000000 PA USD 3456009.45000000 0.021794466599 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 N N N N N N Targa Resources Partners LP N/A 87612BAY8 400000.00000000 PA USD 378000.00000000 0.002383763266 Long DBT CORP US N 2 2024-03-15 Fixed 6.75000000 N N N N N N Essex Property Trust, Inc. 549300TR2H2VEFX0NC60 297178105 710.00000000 NS USD 173311.00000000 0.001092942845 Long EC CORP US N 1 N N N EnLink Midstream Partners LP 88CPW63VL7KHJWS0NY83 29336UAC1 1050000.00000000 PA USD 420000.00000000 0.002648625851 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 N/A 1400000.00000000 PA 1589420.84000000 0.010023288394 Long DBT CORP FR N 2 2027-02-01 Fixed 5.87500000 N N N N N N Fantasia Holdings Group Co. Ltd. 5493005JQNLB3I01JW62 N/A 1550000.00000000 PA USD 1536565.69000000 0.009689970497 Long DBT CORP KY N 2 2022-04-17 Fixed 11.75000000 N N N N N N Vedanta Resources Finance II plc 8945002DGA3BBXO3N634 N/A 1574000.00000000 PA USD 619762.50000000 0.003908378521 Long DBT CORP GB N 2 2026-04-23 Fixed 9.25000000 N N N N N N Schaeffler AG 549300Q7E782X7GC1P43 N/A 200000.00000000 PA 210556.62000000 0.001327823111 Long DBT CORP DE N 2 2022-03-26 Fixed 1.12500000 N N N N N N Nestle India Ltd. 3358008SYYY9CPWH5D94 N/A 3218.00000000 NS 763313.40000000 0.004813646676 Long EC CORP IN N 2 N N N Tempur Sealy International, Inc. 549300HFEKVR3US71V91 88023UAG6 500000.00000000 PA USD 476520.00000000 0.003005055215 Long DBT CORP US N 2 2026-06-15 Fixed 5.50000000 N N N N N N Navios Maritime Acquisition Corp. N/A 63938MAD8 400000.00000000 PA USD 260000.00000000 0.001639625527 Long DBT CORP US N 2 2021-11-15 Fixed 8.12500000 N N N N N N Octagon Investment Partners 26 Ltd. 549300ZYOSZSIH0Y3392 67590YAQ3 6000000.00000000 PA USD 5398518.60000000 0.034044418864 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 2.81887900 N N N N N N ARD Finance SA 6354006P6QPGGPVJW880 00191AAD8 3287113.00000000 PA USD 3051098.29000000 0.019240994776 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N Y N N N Ortho-Clinical Diagnostics, Inc. N/A 22663AAA7 3736000.00000000 PA USD 3399760.00000000 0.021439743391 Long DBT CORP US N 2 2022-05-15 Fixed 6.62500000 N N N N N N Dell International LLC N/A 24703DBB6 4197000.00000000 PA USD 4565212.09000000 0.028789377996 Long DBT CORP US N 2 2025-07-15 Fixed 5.85000000 N N N N N N Guangdong Haid Group Co. Ltd. 300300Y7LIHH4R4TWD50 N/A 15400.00000000 NS 93562.00000000 0.000590025552 Long EC CORP CN N 2 N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278N509 625000.00000000 NS USD 13218750.00000000 0.083360768984 Long EP CORP US N 1 N N N CFLD Cayman Investment Ltd. 3003006ZC30FH27GHL08 N/A 2000000.00000000 PA USD 1697500.00000000 0.010704862816 Long DBT CORP KY N 2 2025-01-13 Fixed 8.05000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAY2 380000.00000000 PA USD 384750.00000000 0.002426330467 Long DBT CORP US N 2 2025-06-15 Fixed 3.62500000 N N N N N N TAMKO Building Products, Inc. N/A 87510EAB5 942360.52000000 PA USD 890530.69000000 0.005615910969 Long LON CORP US N 3 2026-05-29 Variable 3.65363000 N N N N N N SM Investments Corp. 254900YB8UATFP21AF80 N/A 2900.00000000 NS 48336.07000000 0.000304819439 Long EC CORP PH N 2 N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030107 3100.00000000 NS USD 46128.00000000 0.000290894793 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAF8 10555000.00000000 PA USD 9816150.00000000 0.061903115836 Long DBT CORP US N 2 2024-08-01 Variable 5.00000000 N N N N N N York CLO 1 Ltd. 549300EJZ6JIZVXIHF06 986255AY3 1800000.00000000 PA USD 1635749.10000000 0.010315446077 Long ABS-CBDO CORP KY N 2 2029-10-22 Floating 3.19763200 N N N N N N Notre Dame Intermedica Participacoes SA N/A N/A 426376.00000000 NS 4313235.58000000 0.027200350620 Long EC CORP BR N 1 N N N TICP CLO XIII Ltd. N/A 87250AAE1 1000000.00000000 PA USD 935000.00000000 0.005896345645 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 3.71887900 N N N N N N Midas Intermediate Holdco II LLC N/A 59562TAK8 1646274.72000000 PA USD 1334519.68000000 0.008415817437 Long LON CORP US N 3 2021-08-18 Variable 4.01700000 N N N N N N Cott Holdings, Inc. N/A 221644AA5 500000.00000000 PA USD 502500.00000000 0.003168891643 Long DBT CORP US N 2 2025-04-01 Fixed 5.50000000 N N N N N N Charter Communications Operating LLC N/A 161175BQ6 655000.00000000 PA USD 709822.64000000 0.004476320462 Long DBT CORP US N 2 2024-02-01 Fixed 4.50000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 505637.00000000 NS 25003177.26000000 0.157676337281 Long EC CORP DE N 2 N N N Trader Corp. N/A C8989LAD0 4660294.38000000 PA USD 3961250.22000000 0.024980642229 Long LON CORP US N 3 2023-09-28 Variable 4.00000000 N N N N N N JPMorgan Structured Products BV XZYUUT6IYN31D9K77X08 N/A 138246.00000000 NS USD 48576486.50000000 0.306335566463 Long SN CORP NL N 2 2020-06-11 Fixed 11.36000000 N N N N N N Clean Harbors, Inc. 5493000SJVZVZJKHJF48 184496AN7 3523000.00000000 PA USD 3637497.50000000 0.022938975983 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N BWAY Mortgage Trust N/A 05604LAL6 2000000.00000000 PA USD 1773333.40000000 0.011183087348 Long ABS-MBS CORP US N 2 2035-01-10 Variable 4.80575900 N N N N N N First Franklin Mortgage Loan Trust N/A 32027NZM6 10000000.00000000 PA USD 9113726.00000000 0.057473453062 Long ABS-O CORP US N 2 2036-01-25 Floating 0.85725000 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86360UAF3 13698918.85000000 PA USD 9877249.26000000 0.062288423168 Long ABS-MBS CORP US N 2 2046-07-25 Floating 0.67725000 N N N N N N Bank of Communications Co. Ltd. 549300AX1UM10U30HK09 N/A 2434000.00000000 NS 1542441.42000000 0.009727024331 Long EC CORP CN N 2 N N N Coty, Inc. 549300BO9IWPF3S48F93 222070203 3163.00000000 NS USD 17238.35000000 0.000108709379 Long EC CORP US N 1 N N N Elmwood CLO I Ltd. N/A 290015AA4 2500000.00000000 PA USD 2391392.00000000 0.015080720647 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 2.48524900 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CQ1 2544000.00000000 PA USD 1621800.00000000 0.010227479537 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N USS Co. Ltd. 5299000RRQD6UZXG4W72 N/A 9700.00000000 NS 153598.06000000 0.000968628077 Long EC CORP JP N 2 N N N Premier Foods Finance plc 2138003G41QDLK9DB177 N/A 400000.00000000 PA 506470.15000000 0.003193928410 Long DBT CORP GB N 2 2023-10-15 Fixed 6.25000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 19276.00000000 NS USD 1775126.84000000 0.011194397233 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAB6 680000.00000000 PA USD 718623.82000000 0.004531822921 Long DBT CORP US N 2 2023-01-31 Fixed 3.50000000 N N N N N N CCO Holdings LLC N/A 1248EPBF9 800000.00000000 PA USD 810248.00000000 0.005109628092 Long DBT CORP US N 2 2023-05-01 Fixed 5.12500000 N N N N N N AEP Transmission Co. LLC 549300X123Z1I0LA3Y84 00115AAL3 525000.00000000 PA USD 578411.65000000 0.003647609640 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N Pernod Ricard SA 52990097YFPX9J0H5D87 N/A 38911.00000000 NS 5941544.03000000 0.037468874083 Long EC CORP FR N 2 N N N Vertex Pharmaceuticals, Inc. 54930015RAQRRZ5ZGJ91 92532F100 12960.00000000 NS USD 3255552.00000000 0.020530331399 Long EC CORP US N 1 N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751Y106 771.00000000 NS USD 93221.61000000 0.000587878967 Long EC CORP US N 1 N N N KWG Group Holdings Ltd. 549300LK82ZOM9ZE7H90 N/A 630000.00000000 PA USD 634528.13000000 0.004001494306 Long DBT CORP KY N 2 2021-08-09 Fixed 7.87500000 N N N N N N Muthoot Finance Ltd. 335800HAMJMBFL4RRF02 62828M2B6 475000.00000000 PA USD 406125.00000000 0.002561126604 Long DBT CORP IN N 2 2023-09-02 Fixed 4.40000000 N N N N N N KDDI Corp. 5299003FU7V4I45FU310 N/A 42400.00000000 NS 1228086.09000000 0.007744620394 Long EC CORP JP N 2 N N N Palmer Square CLO Ltd. 549300Y43K78UTRMTN21 69700GAG7 1500000.00000000 PA USD 1176782.10000000 0.007421084503 Long ABS-CBDO CORP KY N 2 2032-11-14 Floating 5.68455800 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AF0 1000000.00000000 PA USD 991500.00000000 0.006252648884 Long DBT CORP NL N 2 2025-04-16 Variable 6.50000200 N N N N N N Assurant CLO I Ltd. 635400A6LSLGJQHVOZ36 04625AAE4 1250000.00000000 PA USD 1122583.13000000 0.007079292139 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 3.23525200 N N N N N N Realogy Group LLC N/A 75606DAC5 320000.00000000 PA USD 268800.00000000 0.001695120544 Long DBT CORP US N 2 2021-12-01 Fixed 5.25000000 N N N N N N EQM Midstream Partners LP 549300NELT611CL6XM83 26885B100 338073.00000000 NS USD 6808790.22000000 0.042937947127 Long US N 1 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057CK8 1156000.00000000 PA USD 1184900.00000000 0.007472278026 Long DBT CORP US N 2 2021-01-15 Fixed 8.37500000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142EE9 1125000.00000000 PA USD 1303042.13000000 0.008217312073 Long DBT CORP US N 2 2028-06-26 Fixed 3.70000000 N N N N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AR5 600000.00000000 PA USD 443370.00000000 0.002796002961 Long DBT CORP US N 2 2029-06-15 Fixed 7.50000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AS1 4563000.00000000 PA USD 4004032.50000000 0.025250438069 Long DBT CORP US N 2 2025-02-15 Fixed 5.12500000 N N N N N N BW Gas & Convenience Holdings LLC N/A N/A 689698.74000000 PA USD 617280.37000000 0.003892725584 Long LON CORP US N 2 2026-11-13 Variable 6.88000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 1000000.00000000 PA 1117767.00000000 0.007048920409 Long DBT CORP DE N 2 2074-07-01 Variable 3.74999900 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 556079AB7 31745000.00000000 PA USD 30633925.00000000 0.193185251631 Long DBT CORP AU N 2 2027-03-08 Variable 6.12500000 N N N N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106AM5 4129000.00000000 PA USD 4629396.44000000 0.029194140684 Long DBT CORP US N 2 2050-03-27 Fixed 3.37500000 N N N N N N BNP Paribas Issuance BV N/A N/A 148723.00000000 NS USD 8519730.91000000 0.053727570322 Long SN CORP US N 2 2020-07-20 Fixed 17.33000000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 88834.00000000 NS USD 10310962.38000000 0.065023527410 Long EC CORP US N 1 N N N AO Smith Corp. 549300XG4US7UJNECY36 831865209 21027.00000000 NS USD 891124.26000000 0.005619654171 Long EC CORP US N 1 N N N CDK Global, Inc. 5493000L10CYRTHIJ385 12508EAG6 545000.00000000 PA USD 570887.50000000 0.003600160454 Long DBT CORP US N 2 2026-06-15 Fixed 5.87500000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QAJ9 2300000.00000000 PA USD 2367698.98000000 0.014931306492 Long DBT CORP US N 2 2022-05-06 Fixed 3.24500000 N N N N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 827263.00000000 NS 329936.58000000 0.002080663226 Long EC CORP IT N 2 N N N CDW LLC N/A 12513GBE8 1947000.00000000 PA USD 1954301.25000000 0.012324316219 Long DBT CORP US N 2 2025-05-01 Fixed 4.12500000 N N N N N N Galaxy XXIV CLO Ltd. 6354006LLTU5DRVJLQ86 36321BAC5 500000.00000000 PA USD 435694.10000000 0.002747596801 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 2.91888000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 02154CAE3 9933000.00000000 PA USD 10355152.50000000 0.065302201444 Long DBT CORP LU N 2 2026-05-15 Fixed 7.50000000 N N N N N N Douglas GmbH 5299009RL189JFHRYU70 N/A 600000.00000000 PA 525100.64000000 0.003311416975 Long DBT CORP DE N 2 2022-07-15 Fixed 6.25000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200JY8 1250000.00000000 PA USD 1338453.78000000 0.008440626863 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69700VAC3 7500000.00000000 PA USD 7042509.00000000 0.044411836657 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 2.78525200 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 845000.00000000 PA USD 855330.64000000 0.005393930582 Long DBT CORP US N 2 2026-04-28 Variable 2.18800100 N N N N N N CIFC Funding Ltd. 549300KEIUMRD7WX5J42 12549QBG9 1000000.00000000 PA USD 904240.70000000 0.005702369747 Long ABS-CBDO CORP KY N 2 2031-10-22 Floating 3.44763000 N N N N N N Cedar Funding X CLO Ltd. N/A 15033XAA4 12500000.00000000 PA USD 11696082.50000000 0.073758443975 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 2.47524800 N N N N N N Alternative Loan Trust N/A 12668AXH3 2931883.49000000 PA USD 2310325.07000000 0.014569492156 Long ABS-MBS CORP US N 2 2035-11-25 Variable 3.64281800 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 95501.00000000 NS USD 12633827.29000000 0.079672098958 Long EC CORP US N 1 N N N Sunoco LP N/A 86765LAN7 436000.00000000 PA USD 414200.00000000 0.002612049589 Long DBT CORP US N 2 2028-03-15 Fixed 5.87500000 N N N N N N Hopson Development Holdings Ltd. 549300HYMKPTC1DTZS42 N/A 1495000.00000000 PA USD 1404116.11000000 0.008854710065 Long DBT CORP BM N 2 2022-06-27 Fixed 7.50000000 N N N N N N Virgin Media Finance plc 2138001LVYC87DDHT482 92769VAF6 300000.00000000 PA USD 303750.00000000 0.001915524053 Long DBT CORP GB N 2 2024-10-15 Fixed 6.00000000 N N N N N N Stena AB 213800CWLTI7WZCC2R35 858577AR0 500000.00000000 PA USD 435000.00000000 0.002743219631 Long DBT CORP SE N 2 2024-02-01 Fixed 7.00000000 N N N N N N GoldenTree Loan Management US CLO 5 Ltd. 549300O473GD3F35WC55 38138DAC0 7000000.00000000 PA USD 6614319.60000000 0.041711566385 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 2.43524900 N N N N N N Galaxy XXVII CLO Ltd. 549300GJYHKO4BDEN716 36320UAC4 7000000.00000000 PA USD 6516455.40000000 0.041094410076 Long ABS-CBDO CORP KY N 2 2031-05-16 Floating 2.71175000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBD6 300000.00000000 PA USD 306093.75000000 0.001930304331 Long DBT CORP MX N 2 2022-07-16 Fixed 3.12500000 N N N N N N PCI Gaming Authority, Inc. N/A 70455DAG9 583838.58000000 PA USD 538486.00000000 0.003395828429 Long LON CORP US N 2 2026-05-29 Variable 2.90363000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AE1 450000.00000000 PA USD 274500.00000000 0.001731066181 Long DBT CORP US N 2 2027-03-15 Fixed 7.00000000 N N N N N N Maxim Integrated Products, Inc. SO0H5YEO14Y4PVKQH532 57772K101 33867.00000000 NS USD 1862007.66000000 0.011742289580 Long EC CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 650000.00000000 PA USD 885585.06000000 0.005584722579 Long DBT CORP US N 2 2040-07-15 Fixed 5.37500000 N N N N N N N/A N/A N/A 90623.00000000 PA -5011.46000000 -0.00003160352 N/A DCR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Casino Guichard Perrachon SA Casino Guichard Perrachon SA Y Payout of notional amount upon default event with regard to the reference instrument 2023-06-20 0.00000000 USD 8289.82000000 USD 90623.00000000 EUR -5011.46000000 N N N Huachen Energy Co. Ltd. N/A N/A 901000.00000000 PA USD 354205.63000000 0.002233709972 Long DBT CORP CN N 2 2020-05-18 Fixed 6.62500000 Y Y N N N N Wells Fargo Commercial Mortgage Trust N/A 95000JBB3 8320000.00000000 PA USD 6884961.41000000 0.043418301848 Long ABS-MBS CORP US N 2 2059-12-15 Variable 4.56520000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCE8 4425000.00000000 PA USD 4459515.00000000 0.028122825508 Long DBT CORP US N 2 2022-04-01 Fixed 8.12500000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311RAH9 375000.00000000 PA USD 172500.00000000 0.001087828474 Long DBT CORP US N 2 2043-05-21 Variable 5.85000000 N N N N N N Numericable US LLC N/A F6628DAL8 3185325.00000000 PA USD 2933238.38000000 0.018497740480 Long LON CORP US N 2 2026-01-31 Variable 4.50150000 N N N N N N ZF Europe Finance BV 549300RI533US2G6G542 N/A 1200000.00000000 PA 1168724.02000000 0.007370268220 Long DBT CORP NL N 2 2026-02-23 Fixed 2.00000000 N N N N N N BOC Aviation Ltd. 254900H06V5RMEB3KE72 N/A 509000.00000000 NS 3480478.84000000 0.021948776740 Long EC CORP SG N 2 N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAB2 5605000.00000000 PA USD 5338711.77000000 0.033667261922 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N Chipotle Mexican Grill, Inc. N/A 169656105 285.00000000 NS USD 250386.75000000 0.001579001949 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBG3 720000.00000000 PA USD 729248.36000000 0.004598823948 Long DBT CORP US N 2 2021-11-19 Fixed 2.15000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 19125.65000000 0.000120611169 N/A DFE N/A N 2 Bank of New York WFLLPEPC7FZXENRZV188 2249740.17000000 USD 2070000.00000000 EUR 2020-05-15 19125.65000000 N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 46162.00000000 NS USD 1459180.82000000 0.009201962004 Long EC CORP US N 1 N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 629568AX4 52000.00000000 PA USD 33020.00000000 0.000208232441 Long DBT CORP US N 2 2021-09-15 Fixed 4.62500000 N N N N N N Marriott Ownership Resorts, Inc. N/A 57165PAB1 248000.00000000 PA USD 234980.00000000 0.001481843101 Long DBT CORP US N 2 2026-09-15 Fixed 6.50000000 N N N N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAD0 160000.00000000 PA USD 159200.00000000 0.001003955322 Long DBT CORP US N 2 2021-07-26 Fixed 6.62500000 N N N N N N Morgan Stanley Capital I Trust N/A 617453AX3 2670000.00000000 PA USD 2626342.03000000 0.016562374750 Long ABS-MBS CORP US N 2 2042-10-15 Variable 6.22243400 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAB9 6875000.00000000 PA USD 4924631.25000000 0.031055965803 Long DBT CORP US N 2 2028-02-15 Variable 6.62500100 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 9363000.00000000 PA USD 9602926.88000000 0.060558477103 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N Hilcorp Energy I LP N/A 431318AQ7 550000.00000000 PA USD 302500.00000000 0.001907641238 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N Wynn Resorts Finance LLC N/A 983133AB5 1605000.00000000 PA USD 1633280.10000000 0.010299875941 Long DBT CORP US N 2 2025-04-15 Fixed 7.75000000 N N N N N N Anhui Expressway Co. Ltd. N/A N/A 66000.00000000 NS 34016.11000000 0.000214514162 Long EC CORP CN N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9VQ0 482765.38000000 PA USD 511958.07000000 0.003228536616 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N Videotron Ltd. 549300LW4GNJRBECSD81 92658TAQ1 450000.00000000 PA USD 462375.00000000 0.002915853281 Long DBT CORP CA N 2 2022-07-15 Fixed 5.00000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296103 3939.00000000 NS USD 359867.04000000 0.002269412250 Long EC CORP US N 1 N N N AerCap Ireland Capital DAC N/A 00772BAR2 2055000.00000000 PA USD 1923837.24000000 0.012132202494 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N Bank Mandiri Persero Tbk. PT 549300RSKQN4Z5ZSGH94 N/A 25760700.00000000 NS 7657660.55000000 0.048291137366 Long EC CORP ID N 2 N N N Waters Corp. 5T547R1474YC9HOD8Q74 941848103 1326.00000000 NS USD 247962.00000000 0.001563710865 Long EC CORP US N 1 N N N Commercial Mortgage Trust N/A 12591RAY6 1574182.87000000 PA USD 1626782.14000000 0.010258898168 Long ABS-MBS CORP US N 2 2047-02-10 Fixed 3.59500000 N N N N N N Octagon Investment Partners 30 Ltd. 549300CDNDWWERRAUA43 675920AA0 2625000.00000000 PA USD 2531438.18000000 0.015963887154 Long ABS-CBDO CORP KY N 2 2030-03-17 Floating 2.45525000 N N N N N N SPX FLOW, Inc. 5493003YXEKRBINIEM78 78469XAD9 1551000.00000000 PA USD 1562632.50000000 0.009854354370 Long DBT CORP US N 2 2024-08-15 Fixed 5.62500000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDG3 1375000.00000000 PA USD 1543911.33000000 0.009736293954 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAT3 425000.00000000 PA USD 430423.00000000 0.002714355916 Long DBT CORP US N 2 2022-03-28 Fixed 3.70000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759100 2288.00000000 NS USD 179241.92000000 0.001130344721 Long EC CORP US N 1 N N N Guangdong Investment Ltd. N/A N/A 540000.00000000 NS 1122372.15000000 0.007077961646 Long EC CORP HK N 2 N N N Huntington National Bank (The) 2WHM8VNJH63UN14OL754 44644MAA9 2190000.00000000 PA USD 2217135.57000000 0.013981815682 Long DBT CORP US N 2 2023-02-03 Fixed 1.80000000 N N N N N N Mill City Mortgage Loan Trust N/A 59980TAA4 1116504.88000000 PA USD 1115199.91000000 0.007032731693 Long ABS-O CORP US N 2 2057-04-25 Variable 2.49999800 N N N N N N Transcanada Trust N/A 89356BAB4 31704000.00000000 PA USD 30010847.88000000 0.189255970280 Long DBT CORP CA N 2 2076-08-15 Variable 5.87499800 N N N N N N WFRBS Commercial Mortgage Trust 549300UVB571ELWL8972 92890FAT3 760446.84000000 PA USD 793370.01000000 0.005003191233 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.72300000 N N N N N N Henan Shuanghui Investment & Development Co. Ltd. N/A N/A 57597.00000000 NS 326298.49000000 0.002057720514 Long EC CORP CN N 2 N N N ZTE Corp. 3003004FBGVVG1CW5U45 N/A 12400.00000000 NS 34951.40000000 0.000220412337 Long EC CORP CN N 2 N N N Extraction Oil & Gas, Inc. 5493002FL3WIE1JVUP20 30227MAA3 2776000.00000000 PA USD 436276.16000000 0.002751267418 Long DBT CORP US N 2 2024-05-15 Fixed 7.37500000 N N N N N N Ares XLVII CLO Ltd. 5493001J0ZSE1Y09WE50 04016VAJ4 3500000.00000000 PA USD 2721981.50000000 0.017165501352 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 3.91888100 N N N N N N Five Point Operating Co. LP N/A 33834YAA6 4450000.00000000 PA USD 4299812.50000000 0.027115701294 Long DBT CORP US N 2 2025-11-15 Fixed 7.87500000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAV1 481000.00000000 PA USD 435477.49000000 0.002746230804 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CY4 1425000.00000000 PA USD 1681998.24000000 0.010607104810 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAE8 200000.00000000 PA USD 172000.00000000 0.001084675348 Long DBT CORP DE N 2 2027-05-15 Fixed 6.00000000 N N Y N N N JPMorgan Structured Products BV XZYUUT6IYN31D9K77X08 N/A 152991.00000000 NS USD 21117517.38000000 0.133172386786 Long SN CORP NL N 2 2020-07-17 Fixed 21.42000000 N N N N N N Colbun SA 5493003VQJLE2QB8IF36 N/A 386280.00000000 NS 56676.61000000 0.000357416986 Long EC CORP CL N 1 N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 1200000.00000000 PA USD 1320945.31000000 0.008330214038 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N Network i2i Ltd. 2549003L8M1FGHLHOX45 N/A 1260000.00000000 PA USD 1130850.00000000 0.007131425104 Long DBT CORP MU N 2 2025-01-15 Variable 5.64999800 N N N N N N Spin Holdco, Inc. N/A 84850XAG7 6559512.84000000 PA USD 5995394.74000000 0.037808470232 Long LON CORP US N 2 2022-11-14 Variable 4.25000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348AW6 770000.00000000 PA USD 827624.81000000 0.005219210635 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N China Biologic Products Holdings, Inc. 529900C439Y0Z6RPYG51 N/A 1836.00000000 NS USD 191384.64000000 0.001206919773 Long EC CORP KY N 1 N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAC8 765000.00000000 PA USD 730575.00000000 0.004607190074 Long DBT CORP US N 2 2027-11-15 Fixed 4.62500000 N N N N N N Ardagh Packaging Finance plc N/A 03969AAM2 500000.00000000 PA USD 502650.00000000 0.003169837581 Long DBT CORP US N 2 2022-09-15 Fixed 4.25000000 N N N N N N Verizon Owner Trust 549300XY7L2MRX0BQH89 92348TAA2 690000.00000000 PA USD 697489.67000000 0.004398545645 Long ABS-O CORP US N 2 2024-07-22 Fixed 1.85000000 N N N N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 N/A 2296000.00000000 NS 23161588.51000000 0.146062814493 Long EC CORP TW N 2 N N N Loblaw Cos. Ltd. 5493008LN3O1DIDTSH67 539481101 35238.00000000 NS 1734116.17000000 0.010935773612 Long EC CORP CA N 1 N N N CCO Holdings LLC N/A 1248EPBX0 1891000.00000000 PA USD 1941466.06000000 0.012243374276 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Williams Scotsman International, Inc. 549300V3TCHCBOBTGH07 96950GAB8 4064000.00000000 PA USD 4053840.00000000 0.025564536717 Long DBT CORP US N 2 2023-08-15 Fixed 6.87500000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AA2 400000.00000000 PA USD 407800.00000000 0.002571689576 Long DBT CORP US N 2 2024-11-01 Fixed 4.62500000 N N N N N N United States Cellular Corp. N/A 911684AD0 199000.00000000 PA USD 208950.00000000 0.001317691361 Long DBT CORP US N 2 2033-12-15 Fixed 6.70000000 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86359LSM2 1324164.19000000 PA USD 1081795.93000000 0.006822077776 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.71725000 N N N N N N China CITIC Bank Corp. Ltd. 300300C1030211000384 N/A 2423000.00000000 NS 1183719.18000000 0.007464831478 Long EC CORP CN N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBHS0 2245434.99860000 PA USD 2448229.64000000 0.015439153130 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.50000000 N N N N N N Beazer Homes USA, Inc. 549300DUPYT2T0F60I45 07556QBR5 1200000.00000000 PA USD 924000.00000000 0.005826976873 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076307 1874.00000000 NS USD 269499.94000000 0.001699534542 Long EC CORP US N 1 N N N GoldenTree Loan Opportunities XI Ltd. 549300ZH5R2TCUAYC824 38137HBU1 2187500.00000000 PA USD 2127107.06000000 0.013414073209 Long ABS-CBDO CORP KY N 2 2031-01-18 Floating 2.20524800 N N N N N N Icahn Enterprises LP N/A 451102BT3 7358000.00000000 PA USD 7230117.96000000 0.045594946041 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N Greenko Dutch BV 724500PT585P4JPVRP08 N/A 630000.00000000 PA USD 555187.50000000 0.003501152297 Long DBT CORP NL N 2 2024-07-24 Fixed 5.25000000 N N N N N N Citrix Systems, Inc. HCTKJGUQOPZ5NBK7NP58 177376100 1330.00000000 NS USD 192863.30000000 0.001216244576 Long EC CORP US N 1 N N N Unum Group 549300E32YFDO6TZ8R31 91529Y106 2244.00000000 NS USD 39157.80000000 0.000246938955 Long EC CORP US N 1 N N N BWAY Mortgage Trust N/A 05604FAQ8 2000000.00000000 PA USD 1787752.80000000 0.011274019719 Long ABS-MBS CORP US N 2 2033-03-10 Fixed 3.71720000 N N N N N N Lions Gate Capital Holdings LLC N/A 53627MAB9 1827487.23000000 PA USD 1687008.29000000 0.010638699448 Long LON CORP US N 2 2025-03-24 Variable 2.65363000 N N N N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 N/A 492700.00000000 NS 6936778.21000000 0.043745071648 Long EC CORP SG N 2 N N X5 Retail Group NV 213800J17UJJJDGUVF56 98387E205 136469.00000000 NS USD 4027637.85000000 0.025399299356 Long EC CORP NL N 2 N N N Renault SA 969500F7JLTX36OUI695 N/A 200000.00000000 PA 197994.23000000 0.001248601514 Long DBT CORP FR N 2 2025-06-24 Fixed 1.25000000 N N N N N N Harvest Commercial Capital Loan Trust N/A 41753CAF3 2000000.00000000 PA USD 1409825.00000000 0.008890711764 Long ABS-MBS CORP US N 2 2046-09-25 Variable 5.73000100 N N N N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 4564.00000000 NS USD 381094.00000000 0.002403274810 Long EC CORP IE N 1 N N N Ares XXXVII CLO Ltd. 635400YF4AHA6NB2CU53 04015NAK0 1017000.00000000 PA USD 903116.14000000 0.005695277988 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 3.01888100 N N N N N N NOVA Chemicals Corp. 5493007M1XGU5E55ZJ25 66977WAQ2 311000.00000000 PA USD 279122.50000000 0.001760216831 Long DBT CORP CA N 2 2024-06-01 Fixed 4.87500000 N N N N N N West Corp. 5493005Z5DB0O5S30R71 68162RAC5 2907692.18000000 PA USD 2269831.75000000 0.014314131074 Long LON CORP US N 2 2024-10-10 Variable 5.45013000 N N N N N N Anchorage Capital CLO 5-R Ltd. 549300687XYK5L55VX28 03329AAG0 1850000.00000000 PA USD 1660354.65000000 0.010470614877 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 3.06888100 N N N N N N Morgan Stanley Capital I Trust N/A 61691MAQ0 4040000.00000000 PA USD 2971834.50000000 0.018741137340 Long ABS-MBS CORP US N 2 2035-07-15 Floating 3.36399800 N N N N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 12667.00000000 NS USD 663624.13000000 0.004184981015 Long EC CORP US N 1 N N N Cia de Minas Buenaventura SAA 529900WQB1ZU9KB6EL71 204448104 10594.00000000 NS USD 79349.06000000 0.000500395170 Long EC CORP PE N 1 N N N United Group BV 213800PC85O8BJ7DU398 N/A 866000.00000000 PA 929950.06000000 0.005864499451 Long DBT CORP NL N 2 2024-07-01 Fixed 4.87500000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 N/A 11520.00000000 NS USD 335347.20000000 0.002114783959 Long EC CORP IE N 1 N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAG5 1470000.00000000 PA USD 1575869.15000000 0.009937828021 Long DBT CORP US N 2 2023-05-25 Fixed 4.05700000 N N N N N N Brookfield Residential Properties, Inc. N/A 11283YAB6 4823000.00000000 PA USD 4413045.00000000 0.027829773977 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N CIT Group, Inc. N8O96ZZJQRFYQUJY7K79 125581GR3 4388000.00000000 PA USD 4294842.76000000 0.027084360861 Long DBT CORP US N 2 2023-08-01 Fixed 5.00000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAF7 400000.00000000 PA USD 350132.23000000 0.002208022085 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAN8 1400000.00000000 PA USD 1456188.83000000 0.009183093761 Long DBT CORP US N 2 2023-01-23 Fixed 3.12500000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBC9 760000.00000000 PA USD 781242.00000000 0.004926708946 Long DBT CORP US N 2 2024-11-18 Fixed 2.62500000 N N N N N N Harvest CLO XVI DAC 635400HU8ASOJYEX2I14 N/A 235000.00000000 PA 169818.10000000 0.001070915737 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 5.56999900 N N N N N N Cintas Corp. N/A 172908105 918.00000000 NS USD 203639.94000000 0.001284204784 Long EC CORP US N 1 N N N Benefit Street Partners CLO VI Ltd. 549300O9WKD0C6OLPZ76 08180NAN4 10000000.00000000 PA USD 9676494.00000000 0.061022409903 Long ABS-CBDO CORP KY N 2 2029-10-18 Floating 2.37525100 N N N N N N Azure Power Solar Energy Pvt Ltd. 549300N77HEXIINE3X94 N/A 630000.00000000 PA USD 579600.00000000 0.003655103674 Long DBT CORP MU N 2 2024-12-24 Fixed 5.65000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 140121.00000000 NS USD 25111084.41000000 0.158356826964 Long EC CORP US N 1 N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 775109200 306106.00000000 NS 12820848.31000000 0.080851500644 Long EC CORP CA N 1 N N N Banijay Entertainment SASU 969500CE0IE2EZ5VBG13 060335AA4 200000.00000000 PA USD 186000.00000000 0.001172962877 Long DBT CORP FR N 2 2025-03-01 Fixed 5.37500000 N N N N N N DISH DBS Corp. N/A 25470XAE5 1476000.00000000 PA USD 1470096.00000000 0.009270795880 Long DBT CORP US N 2 2021-06-01 Fixed 6.75000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAC9 650000.00000000 PA USD 563779.02000000 0.003555332587 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N Kasikornbank PCL 5493004COSQ54937AW41 N/A 1301800.00000000 NS 3412925.74000000 0.021522769866 Long EC CORP TH N 2 N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61767CBA5 3161000.00000000 PA USD 2603915.79000000 0.016420949229 Long ABS-MBS CORP US N 2 2050-05-15 Variable 4.55800000 N N N N N N thyssenkrupp AG 549300UDG16DOYUPR330 N/A 637000.00000000 PA 652850.31000000 0.004117038590 Long DBT CORP DE N 2 2023-03-06 Fixed 1.87500000 N N N N N N Phosagro OAO 635400F8A3KGJIIBIK95 71922LAC3 4047000.00000000 PA USD 4001471.25000000 0.025234286181 Long DBT CORP IE N 2 2025-01-23 Fixed 3.05000000 N N N N N N Shinhan Financial Group Co. Ltd. 988400EB8A6G49E5KO54 N/A 3200000.00000000 PA USD 3293000.00000000 0.020766487925 Long DBT CORP KR N 2 2023-08-13 Variable 5.87499800 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 N/A 527000.00000000 PA 545749.74000000 0.003441635404 Long DBT CORP NL N 2 2030-01-15 Fixed 2.87500000 N N N N N N Logan Property Holdings Co. Ltd. 549300NJ0E6Q0S1VOG90 N/A 5145000.00000000 PA USD 5136960.94000000 0.032394970341 Long DBT CORP KY N 2 2023-07-16 Fixed 6.50000000 N N N N N N Quebecor Media, Inc. 5493006O1E1TBNKPQW25 74819RAP1 3380000.00000000 PA USD 3562283.40000000 0.022464656912 Long DBT CORP CA N 2 2023-01-15 Fixed 5.75000000 N N N N N N Willis Towers Watson plc 549300WHC56FF48KL350 N/A 1394.00000000 NS USD 248536.26000000 0.001567332293 Long EC CORP IE N 1 N N N Caesars Resort Collection LLC N/A 12769LAB5 6495689.46000000 PA USD 5467226.95000000 0.034477711036 Long LON CORP US N 2 2024-12-23 Variable 3.15363000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 26439XAH6 1578000.00000000 PA USD 919185.00000000 0.005796612269 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05523GAN1 20187000.00000000 PA USD 16498804.82000000 0.104045621341 Long ABS-MBS CORP US N 2 2034-08-14 Variable 3.72651100 N N N N N N MonotaRO Co. Ltd. N/A N/A 1900.00000000 NS 61049.67000000 0.000384994605 Long EC CORP JP N 2 N N N Redsun Properties Group Ltd. 549300TYWIIKAOK07L47 N/A 3100000.00000000 PA USD 3032187.50000000 0.019121738568 Long DBT CORP KY N 2 2021-03-04 Fixed 11.50000000 N N N N N N BB Seguridade Participacoes SA N/A N/A 802849.00000000 NS 3915400.33000000 0.024691501268 Long EC CORP BR N 1 N N N DISH Network Corp. 529900U350CWHH15G169 25470M109 3066.00000000 NS USD 76695.99000000 0.000483664242 Long EC CORP US N 1 N N N ABJA Investment Co. Pte. Ltd. 254900E6OE5YJ9WCCU19 N/A 1260000.00000000 PA USD 1123762.50000000 0.007086729543 Long DBT CORP SG N 2 2024-07-31 Fixed 5.95000000 N N N N N N CSMC Trust N/A 12596QAA5 5473279.84480000 PA USD 5138491.36000000 0.032404621555 Long ABS-O CORP US N 2 2066-09-27 Variable 4.09500000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NAV1 13605000.00000000 PA USD 13144572.79000000 0.082892988803 Long DBT CORP NL N 2 2025-01-27 Fixed 5.29900000 N N N N N N Ajax Mortgage Loan Trust N/A 00969JAA5 6431378.72000000 PA USD 5723927.06000000 0.036096526625 Long ABS-O CORP US N 3 2058-11-25 Variable 4.37500100 N N N N N N NortonLifeLock, Inc. YF6ZV0M6AU4FY94MK914 871503AU2 1240000.00000000 PA USD 1247750.00000000 0.007868625966 Long DBT CORP US N 2 2025-04-15 Fixed 5.00000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AU3 3975000.00000000 PA USD 3935250.00000000 0.024816678289 Long DBT CORP GB N 2 2025-09-27 Variable 7.49999900 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAL5 925000.00000000 PA USD 1062465.39000000 0.006700174519 Long DBT CORP US N 2 2029-02-15 Fixed 4.30000000 N N N N N N MGM China Holdings Ltd. 529900VZFN87OS7WJM66 N/A 1260000.00000000 PA USD 1223775.00000000 0.007717433574 Long DBT CORP KY N 2 2026-05-15 Fixed 5.87500000 N N N N N N Immucor, Inc. N/A 45252HAH5 5165748.17000000 PA USD 4541002.59000000 0.028636706788 Long LON CORP US N 2 2021-06-15 Variable 6.45013000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CR8 300000.00000000 PA USD 348893.55000000 0.002200210656 Long DBT CORP US N 2 2042-11-15 Fixed 3.85000000 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690100 4184.00000000 NS USD 71044.32000000 0.000448023387 Long EC CORP US N 1 N N N Greenland Global Investment Ltd. 549300RR3CIGB2A33O28 N/A 630000.00000000 PA USD 620550.00000000 0.003913344695 Long DBT CORP VG N 2 2022-03-12 Fixed 7.25000000 N N N N N N Webster Park CLO Ltd. N/A 948214AQ4 3800000.00000000 PA USD 3553869.82000000 0.022411598756 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.48524900 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428X106 2593.00000000 NS USD 328714.61000000 0.002072957175 Long EC CORP US N 1 N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017CX5 1025000.00000000 PA USD 1373859.09000000 0.008663901671 Long DBT CORP US N 2 2048-11-16 Fixed 4.62500000 N N N N N N AOA Mortgage Trust N/A 00183HAA9 1250000.00000000 PA USD 1248462.88000000 0.007873121567 Long ABS-MBS CORP US N 2 2029-12-13 Fixed 2.95700000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 29957.00000000 NS USD 3654475.71000000 0.023046044854 Long SN CORP CA N 2 2020-05-20 Fixed 13.33000000 N Y N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CS7 404000.00000000 PA USD 273964.52000000 0.001727689309 Long DBT CORP US N 2 2046-12-08 Fixed 5.29100000 N N N N N N Palmer Square CLO Ltd. 549300Y43K78UTRMTN21 69700GAA0 7000000.00000000 PA USD 6826006.60000000 0.043046517958 Long ABS-CBDO CORP KY N 2 2032-11-14 Floating 3.27456000 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 630000.00000000 PA USD 649731.60000000 0.004097371219 Long DBT CORP KY N 2 2022-04-25 Fixed 7.12500000 N N N N N N ZF Europe Finance BV 549300RI533US2G6G542 N/A 200000.00000000 PA 198737.69000000 0.001253289960 Long DBT CORP NL N 2 2023-10-23 Fixed 1.25000000 N N N N N N Callon Petroleum Co. 549300EFOWPEB0WLZW21 144577AH6 4268000.00000000 PA USD 885610.00000000 0.005584879857 Long DBT CORP US N 2 2023-04-15 Fixed 6.25000000 N N N N N N Givaudan SA 213800SVRMQA1TD91D41 N/A 22.00000000 NS 73772.28000000 0.000465226590 Long EC CORP CH N 2 N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBX5 1100000.00000000 PA USD 1224737.64000000 0.007723504224 Long DBT CORP US N 2 2025-01-23 Fixed 4.15000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 00101JAK2 925000.00000000 PA USD 951270.00000000 0.005998948365 Long DBT CORP US N 2 2021-10-15 Fixed 6.25000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAA6 1000000.00000000 PA USD 1008215.47000000 0.006358060851 Long DBT CORP US N 2 2021-03-15 Fixed 2.50000000 N N N N N N Accenture plc N/A N/A 10725.00000000 NS USD 1986162.75000000 0.012525242868 Long EC CORP IE N 1 N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46645FAN0 3750000.00000000 PA USD 3665817.75000000 0.023117570617 Long ABS-MBS CORP US N 2 2032-09-05 Variable 3.74170000 N N N N N N Easy Tactic Ltd. 549300WYFMC41MKE6E16 N/A 4330000.00000000 PA USD 3706209.38000000 0.023372290415 Long DBT CORP VG N 2 2024-07-11 Fixed 8.12500000 N N N N N N Colfax Corp. 635400OP2DYYYMOIYL17 15723RAC8 2787000.00000000 PA USD 2873954.40000000 0.018123880760 Long DBT CORP US N 2 2026-02-15 Fixed 6.37500000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAX6 1000000.00000000 PA USD 1005426.44000000 0.006340472525 Long DBT CORP US N 2 2021-02-15 Fixed 4.12500000 N N N N N N Albemarle Corp. HDBLS2Q6GV1LSKQPBS54 012653101 1140.00000000 NS USD 70030.20000000 0.000441628090 Long EC CORP US N 1 N N N United Overseas Bank Ltd. IO66REGK3RCBAMA8HR66 N/A 331400.00000000 NS 4735413.53000000 0.029862711173 Long EC CORP SG N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AWR96 239451.44000000 PA USD 252986.64000000 0.001595397511 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 4.50000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913Q3C1 1930000.00000000 PA USD 1969406.66000000 0.012419574741 Long DBT CORP US N 2 2022-11-18 Fixed 1.95000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAF7 290000.00000000 PA USD 291450.00000000 0.001837957153 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700106 10608.00000000 NS USD 112656.96000000 0.000710443182 Long EC CORP US N 1 N N N Crown Resorts Ltd. 549300D88XW2GD6R0Y98 N/A 33366.00000000 NS 213595.65000000 0.001346988000 Long EC CORP AU N 2 N N N Altice France SA 5493001ZMCICV4N02J21 02156LAA9 8241000.00000000 PA USD 8879677.50000000 0.055997484234 Long DBT CORP FR N 2 2027-02-01 Fixed 8.12500000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 120111BM0 2930000.00000000 PA USD 2937325.00000000 0.018523511735 Long DBT CORP US N 2 2024-11-15 Fixed 5.37500000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAJ3 535000.00000000 PA USD 537675.00000000 0.003390714058 Long DBT CORP CA N 2 2025-06-01 Fixed 4.25000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAQ4 250000.00000000 PA USD 245030.98000000 0.001545227114 Long DBT CORP US N 2 2024-09-12 Fixed 2.45000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 36962G3P7 650000.00000000 PA USD 738695.16000000 0.004658397850 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAS8 940000.00000000 PA USD 914950.89000000 0.005769910904 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N 21Vianet Group, Inc. 529900672GYJQ3T38I58 N/A 4555000.00000000 PA USD 4156710.80000000 0.026213265908 Long DBT CORP KY N 2 2021-10-15 Fixed 7.87500000 N N N N N N Ajax Mortgage Loan Trust N/A 00969KAC8 1571789.67000000 PA USD 1076844.26000000 0.006790851297 Long ABS-O CORP US N 2 2058-06-25 Variable 0.00001100 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364G103 2157.00000000 NS USD 206015.07000000 0.001299182952 Long EC CORP US N 1 N N N Samsung SDI Co. Ltd. 9884002AESDO4YW87G32 N/A 31415.00000000 NS 7421350.99000000 0.046800909724 Long EC CORP KR N 2 N N N Milos CLO Ltd. 254900GFWI4EEB8IJS18 60162PAE2 2300000.00000000 PA USD 2207245.37000000 0.013919445589 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 2.20524800 N N N N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971T101 1783.00000000 NS USD 174216.93000000 0.001098655867 Long EC CORP US N 1 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057104 3032.00000000 NS USD 151812.24000000 0.000957366246 Long EC CORP US N 1 N N N Greenland Global Investment Ltd. 549300RR3CIGB2A33O28 N/A 630000.00000000 PA USD 589050.00000000 0.003714697756 Long DBT CORP VG N 2 2022-11-13 Fixed 5.60000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAL5 2280000.00000000 PA USD 2376900.00000000 0.014989330443 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N Oak Hill Credit Partners X-R Ltd. N/A 67707CAJ7 2150000.00000000 PA USD 1946848.22000000 0.012277315533 Long ABS-CBDO CORP KY N 2 2030-12-12 Floating 2.88524900 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAH8 250000.00000000 PA USD 256007.08000000 0.001614445167 Long DBT CORP GB N 2 2024-01-05 Variable 3.37299800 N N N N N N FXI Holdings, Inc. 549300VLKCUZW3MSVS50 36120RAA7 395000.00000000 PA USD 288350.00000000 0.001818407772 Long DBT CORP US N 2 2024-11-01 Fixed 7.87500000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AV0 575000.00000000 PA USD 686222.91000000 0.004327494617 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N Taiwan High Speed Rail Corp. N/A N/A 75000.00000000 NS 85658.11000000 0.000540181629 Long EC CORP TW N 2 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CW8 3125000.00000000 PA USD 3447201.13000000 0.021738919114 Long DBT CORP US N 2 2025-03-25 Fixed 4.10000000 N N N N N N Voya CLO Ltd. 549300JHU3YI1LLL3V27 92914RBC5 500000.00000000 PA USD 439028.65000000 0.002768625314 Long ABS-CBDO CORP KY N 2 2031-07-14 Floating 3.40138100 N N N N N N Neuberger Berman Loan Advisers CLO 26 Ltd. 549300P0MOXZPIM3AS61 64131QAA8 14850000.00000000 PA USD 14247603.81000000 0.089848980409 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 2.30524900 N N N N N N Kaisa Group Holdings Ltd. 254900N8L3L7NRJT0120 N/A 2382000.00000000 PA USD 2204094.38000000 0.013899574651 Long DBT CORP KY N 2 2022-06-30 Fixed 8.50000000 N N N N N N BX Commercial Mortgage Trust N/A 056059AS7 10150000.02000000 PA USD 9133132.42000000 0.057595834837 Long ABS-MBS CORP US N 2 2035-11-15 Floating 2.86400200 N N N N N N SS&C Technologies Holdings, Inc. 549300KY09TR3J12JU49 78466DBF0 3047533.06400000 PA USD 2924595.58000000 0.018443236805 Long LON CORP US N 2 2025-04-16 Variable 2.15363000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973833 442000.00000000 NS USD 11938420.00000000 0.075286685326 Long EP CORP US N 1 N N N Zijin Mining Group Co. Ltd. 529900ABI5CBFXD01Q05 N/A 573000.00000000 NS 312275.06000000 0.001969285230 Long EC CORP CN N 2 N N N N/A N/A N/A -2269.00000000 NC USD 9125187.12000000 0.057545729773 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange EUR/USD 2020-06-15 -310909725.00000000 USD 9125187.12000000 N N N Vedanta Resources Finance II plc 8945002DGA3BBXO3N634 N/A 1574000.00000000 PA USD 574510.00000000 0.003623004852 Long DBT CORP GB N 2 2023-04-23 Fixed 8.00000000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAC1 400000.00000000 PA USD 404000.00000000 0.002547725818 Long DBT CORP FR N 2 2025-09-15 Fixed 4.87500000 N N N N N N OCP CLO Ltd. 5493006T10144GM16690 67091RAT6 3000000.00000000 PA USD 2532864.90000000 0.015972884410 Long ABS-CBDO CORP KY N 2 2027-04-17 Floating 3.93487900 N N N N N N Bankia SA 549300685QG7DJS55M76 N/A 7400000.00000000 PA 6785756.56000000 0.042792691062 Long DBT CORP ES N 2 2022-07-18 Variable 5.99999900 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86364NAA6 3411026.07100000 PA USD 3187507.67000000 0.020101226705 Long ABS-MBS CORP US N 2 2047-09-25 Floating 0.66724900 N N N N N N Albertsons Cos., Inc. N/A 013092AB7 3403000.00000000 PA USD 3555114.10000000 0.022419445499 Long DBT CORP US N 2 2028-02-15 Fixed 5.87500000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 3586.00000000 NS USD 154090.42000000 0.000971733023 Long EC CORP US N 1 N N N N/A N/A N/A 1305.00000000 NC USD 4133056.99000000 0.026064099021 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2020-06-19 181476562.50000000 USD 4133056.99000000 N N N Impac CMB Trust N/A 45254NQG5 2324047.59000000 PA USD 2013351.71000000 0.012696703302 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.98725000 N N N N N N Sunoco LP N/A 86765LAJ6 1832000.00000000 PA USD 1777040.00000000 0.011206462102 Long DBT CORP US N 2 2023-01-15 Fixed 4.87500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690VAE8 3232000.00000000 PA USD 1794261.28000000 0.011315063834 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.06000000 N N N N N N CP ALL PCL 894500LSBZLM09TY1A91 N/A 824700.00000000 NS 1802731.52000000 0.011368479302 Long EC CORP TH N 2 N N N Aker BP ASA 549300NFTY73920OYK69 00973RAC7 350000.00000000 PA USD 327101.57000000 0.002062784938 Long DBT CORP NO N 2 2025-03-31 Fixed 5.87500000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BW5 850000.00000000 PA USD 953875.98000000 0.006015382332 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAG4 350000.00000000 PA USD 346179.23000000 0.002183093470 Long DBT CORP US N 2 2045-03-15 Fixed 4.50000000 N N N N N N Lamar Media Corp. N/A 513075BE0 335000.00000000 PA USD 335000.00000000 0.002112594429 Long DBT CORP US N 2 2023-05-01 Fixed 5.00000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CM6 5143000.00000000 PA USD 4986652.80000000 0.031447089328 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N eBay, Inc. OML71K8X303XQONU6T67 278642AV5 720000.00000000 PA USD 716488.42000000 0.004518356551 Long DBT CORP US N 2 2025-03-11 Fixed 1.90000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844108 2866.00000000 NS USD 490372.60000000 0.003092413202 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 7199.63000000 0.000045402681 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 383258.58000000 USD 310000.00000000 GBP 2020-05-15 7199.63000000 N N N Edwards Lifesciences Corp. YA13X31F3V31L8TMPR58 28176E108 11699.00000000 NS USD 2544532.50000000 0.016046463236 Long EC CORP US N 1 N N N Barrick North America Finance LLC N/A 06849RAK8 250000.00000000 PA USD 352313.67000000 0.002221778795 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N Carlyle Global Market Strategies CLO Ltd. 549300ODZUR61VZRRZ07 14311AAS1 10500000.00000000 PA USD 9837516.15000000 0.062037856163 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 2.35887800 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 760942BB7 4050000.00000000 PA USD 4411968.75000000 0.027822986873 Long DBT NUSS UY N 2 2027-10-27 Fixed 4.37500000 N N N N N N Imperial Brands plc 549300DFVPOB67JL3A42 N/A 40587.00000000 NS 853888.55000000 0.005384836399 Long EC CORP GB N 2 N N N Madison Park Funding XXX Ltd. N/A 55821TAG2 1500000.00000000 PA USD 1160091.60000000 0.007315830004 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 3.71887900 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QHF4 1590000.00000000 PA USD 1530887.78000000 0.009654164165 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.44000000 N N N N N N Atlas Senior Loan Fund X Ltd. N/A 04942JAE1 1300000.00000000 PA USD 1120230.93000000 0.007064458573 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 2.71887800 N N N N N N Wells Fargo Commercial Mortgage Trust 549300RD723OFH36TP29 94989XBL8 898000.00000000 PA USD 581726.82000000 0.003668515937 Long ABS-MBS CORP US N 2 2048-12-15 Variable 3.82520900 N N N N N N Centennial Resource Production LLC 5493004CTVUMQLRPOE23 15138AAC4 844000.00000000 PA USD 253200.00000000 0.001596743013 Long DBT CORP US N 2 2027-04-01 Fixed 6.87500000 N N N N N N Calpine Corp. N/A 13134MBE2 2549844.94000000 PA USD 2459274.45000000 0.015508804485 Long LON CORP US N 2 2024-01-15 Variable 2.66000000 N N N N N N Consolidated Energy Finance SA 549300PUNIS0USNSL750 20914UAD8 350000.00000000 PA USD 269500.00000000 0.001699534921 Long DBT CORP LU N 2 2025-06-15 Fixed 6.87500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 819383.00000000 NS USD 47290927.01000000 0.298228504323 Long SN CORP FR N 2 2020-06-23 Fixed 8.69000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 68241.02000000 0.000430345070 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 2719814.00000000 EUR 3051389.24000000 USD 2020-06-16 68241.02000000 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122157 6087.00000000 NS USD 27452.37000000 0.000173121563 Long CORP US N 1 N N N CSMC Mortgage-Backed Trust N/A 22942MAA4 21201.75000000 PA USD 19033.67000000 0.000120031120 Long ABS-MBS CORP US N 2 2021-10-25 Fixed 4.50000000 N N N N N N Panther BF Aggregator 2 LP N/A 69867DAC2 9909000.00000000 PA USD 8397877.50000000 0.052959132008 Long DBT CORP US N 2 2027-05-15 Fixed 8.50000000 N N N N N N Diamond Sports Group LLC N/A 25277LAC0 730000.00000000 PA USD 399675.00000000 0.002520451278 Long DBT CORP US N 2 2027-08-15 Fixed 6.62500000 N N N N N N Allegion plc N/A N/A 1871.00000000 NS USD 188110.34000000 0.001186271212 Long EC CORP IE N 1 N N N Beijing Sinnet Technology Co. Ltd. N/A N/A 14600.00000000 NS 55478.40000000 0.000349860772 Long EC CORP CN N 2 N N N Clear Creek CLO N/A 18452LAJ7 3000000.00000000 PA USD 2699181.30000000 0.017021717544 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 2.73525100 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 48128KAS0 500000.00000000 PA USD 516948.40000000 0.003260006895 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.10850000 N N N N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 N/A 233947.00000000 NS 6949909.39000000 0.043827880179 Long EC CORP DE N 2 N N N Fortune Star BVI Ltd. 2549008CU8NYQQRSNU62 N/A 945000.00000000 PA USD 936731.25000000 0.005907263344 Long DBT CORP VG N 2 2021-01-31 Fixed 6.87500000 N N N N N N Hon Hai Precision Industry Co. Ltd. 30030004CM3GSZXX7O56 N/A 2914000.00000000 NS 7488886.71000000 0.047226806996 Long EC CORP TW N 2 N N N Greene King Finance plc 213800QIJMYMW6TSBG41 N/A 100000.00000000 PA 94462.50000000 0.000595704332 Long SN CORP GB N 2 2036-03-15 Floating 2.56675100 N N N N N N ElSewedy Electric Co. 5299005BDEN01BARSB46 N/A 107748.00000000 NS 60803.11000000 0.000383439735 Long EC CORP EG N 2 N N N Aptiv plc N/A N/A 2828.00000000 NS USD 196687.40000000 0.001240360314 Long EC CORP JE N 1 N N N Rumo Luxembourg SARL 222100HOIQFT7YOSPB46 781467AB1 2900000.00000000 PA USD 2860125.00000000 0.018036669079 Long DBT CORP LU N 2 2025-01-18 Fixed 5.87500000 N N N N N N Cipla Ltd. 335800KMJJYEDDK82Q34 N/A 12200.00000000 NS 94947.95000000 0.000598765702 Long EC CORP IN N 2 N N N Mobile TeleSystems PJSC 2534008FX8EXH1FMJA74 607409109 440301.00000000 NS USD 3773379.57000000 0.023795882562 Long EC CORP RU N 1 N N N MED ParentCo. LP N/A 58401DAC8 1675280.59000000 PA USD 1407185.44000000 0.008874066033 Long LON CORP US N 2 2026-07-31 Variable 4.65363000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 N/A 400000.00000000 PA 425628.14000000 0.002684118320 Long DBT CORP NL N 2 2024-11-01 Fixed 3.12500000 N N N N N N Banco Espirito Santo SA 635400JV7IJL16OWIT96 N/A 5400000.00000000 PA 946814.40000000 0.005970850229 Long DBT CORP PT N 2 2019-01-21 Fixed 4.00000000 Y N N N N N Barratt Developments plc 2138006R85VEOF5YNK29 N/A 699875.00000000 NS 4562736.02000000 0.028773763275 Long EC CORP GB N 2 N N N King Talent Management Ltd. 54930092IZYKIMITSS51 N/A 1136000.00000000 PA USD 969150.00000000 0.006111704152 Long DBT CORP KY N 2 2022-12-04 Variable 5.60000200 N N N N N N Universal Robina Corp. N/A N/A 50740.00000000 NS 125590.42000000 0.000792004840 Long EC CORP PH N 2 N N N JBS Investments II GmbH 529900V1Q46CPWIWT649 46650CAA7 350000.00000000 PA USD 363090.00000000 0.002289737048 Long DBT CORP AT N 2 2026-01-15 Fixed 7.00000000 N N N N N N PBF Holding Co. LLC N/A 69318FAG3 2385000.00000000 PA USD 1788750.00000000 0.011280308313 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAE4 3028000.00000000 PA USD 3304123.32000000 0.020836634384 Long DBT CORP CA N 2 2027-05-01 Fixed 8.50000000 N N N N N N BNP Paribas Issuance BV 7245009UXRIGIRYOBR48 N/A 754236.00000000 NS USD 46579974.28000000 0.293745057228 Long SN CORP NL N 2 2020-05-08 Fixed 12.79000000 N Y N N N N Teva Pharmaceutical Finance Netherlands II BV 549300HSQCIKJAOYIT23 N/A 300000.00000000 PA 272044.76000000 0.001715582819 Long DBT CORP NL N 2 2027-03-31 Fixed 1.87500000 N N N N N N ServiceMaster Co. LLC (The) HZPA4EQ289DXC7NQGK91 817610AA6 3185000.00000000 PA USD 3249337.00000000 0.020491138043 Long DBT CORP US N 2 2024-11-15 Fixed 5.12500000 N N N N N N Ply Gem, Inc. N/A 72431HAB6 576202.98000000 PA USD 492653.55000000 0.003106797448 Long LON CORP US N 2 2025-04-01 Variable 4.57888000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBC1 7306000.00000000 PA USD 7704907.60000000 0.048589089171 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N Elmwood CLO II Ltd. N/A 29001LAA9 9250000.00000000 PA USD 8925483.18000000 0.056286346397 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.58525000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AC1 2758000.00000000 PA USD 2908586.80000000 0.018342281403 Long DBT CORP CA N 2 2027-08-15 Fixed 5.75000000 N N N N N N Madison Park Funding XVIII Ltd. N/A 55819BAL4 12250000.00000000 PA USD 11788159.08000000 0.074339102094 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 2.29900000 N N N N N N Madison Park Funding XV Ltd. N/A 55818VBA4 1450000.00000000 PA USD 1371197.87000000 0.008647119347 Long ABS-CBDO CORP KY N 2 2026-01-27 Floating 3.19137800 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8HC2 6424909.07590000 PA USD 7056756.35000000 0.044501684037 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Callon Petroleum Co. 549300EFOWPEB0WLZW21 13123XAZ5 1217000.00000000 PA USD 194720.00000000 0.001227953394 Long DBT CORP US N 2 2026-07-01 Fixed 6.37500000 N N N N N N Celulosa Arauco y Constitucion SA 549300QEKV8G0AMNQD28 151191BB8 875000.00000000 PA USD 832343.75000000 0.005248969460 Long DBT CORP CL N 2 2027-11-02 Fixed 3.87500000 N N N N N N Option Care Health, Inc. N/A 09071FAK7 2747115.00000000 PA USD 2561684.74000000 0.016154629584 Long LON CORP US N 2 2026-08-06 Variable 4.90363000 N N N N N N Connect Finco SARL N/A L2000DAC8 15984010.01000000 PA USD 14572142.41000000 0.091895602613 Long LON CORP US N 2 2026-12-11 Variable 5.50000000 N N N N N N Bangkok Bank PCL 549300CCL2BKJGMYXV60 N/A 75100.00000000 NS 238755.47000000 0.001505652166 Long EC CORP TH N 2 N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAT4 1190000.00000000 PA USD 1215315.82000000 0.007664087853 Long DBT CORP US N 2 2022-08-01 Fixed 2.45000000 N N N N N N Reynolds Group Issuer, Inc. N/A 761735AR0 1838000.00000000 PA USD 1810430.00000000 0.011417027857 Long DBT CORP US N 2 2021-07-15 Floating 4.71888000 N N N N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636QAP9 2725000.00000000 PA USD 3102564.39000000 0.019565552973 Long DBT CORP US N 2 2030-03-26 Fixed 3.35000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFH2 425000.00000000 PA USD 520952.76000000 0.003285259398 Long DBT CORP US N 2 2048-09-01 Fixed 4.45000000 N N N N N N Sinopharm Group Co. Ltd. 529900N54X78YH9JYK92 N/A 136400.00000000 NS 367783.65000000 0.002319336388 Long EC CORP CN N 2 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368C866 55109.00000000 NS USD 20199023.27000000 0.127380131443 Long SN CORP CA N 2 2020-06-11 Fixed 19.49000000 N N N N N N PGT Innovations, Inc. 549300LRW9WM59C1S579 69344BAA3 310000.00000000 PA USD 306032.00000000 0.001929914920 Long DBT CORP US N 2 2026-08-01 Fixed 6.75000000 N N N N N N Phoenix Group Holdings plc 2138001P49OLAEU33T68 N/A 732526.00000000 NS 5558644.52000000 0.035054213272 Long EC CORP GB N 2 N N N Sberbank of Russia PJSC 549300WE6TAF5EEWQS81 80585Y308 583737.00000000 NS USD 6197213.51000000 0.039081190260 Long EC CORP RU N 2 N N N Kronos, Inc. 5493000E2HBSA8M27B95 50105JAL1 871845.00000000 PA USD 832611.98000000 0.005250660986 Long LON CORP US N 2 2024-11-01 Variable 10.01325000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 024747AF4 3424000.00000000 PA USD 3248759.68000000 0.020487497317 Long DBT CORP US N 2 2028-01-15 Fixed 4.00000000 N N N N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAJ1 310000.00000000 PA USD 312777.80000000 0.001972455635 Long DBT CORP US N 2 2020-11-15 Fixed 4.62500000 N N N N N N Ashland Services BV 549300S52OPXPKGJS029 N/A 1120000.00000000 PA 1146039.93000000 0.007227216631 Long DBT CORP NL N 2 2028-01-30 Fixed 2.00000000 N N N N N N Savola Group (The) N/A N/A 26607.00000000 NS 286506.73000000 0.001806783646 Long EC CORP SA N 2 N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JHJ2 2000000.00000000 PA USD 2011868.60000000 0.012687350437 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.04000000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AS5 695000.00000000 PA USD 677625.00000000 0.004273274029 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BF7 102000.00000000 PA USD 72930.00000000 0.000459914960 Long DBT CORP CA N 2 2023-01-15 Fixed 6.12500000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAY7 250000.00000000 PA USD 321617.16000000 0.002028198867 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N Alternative Loan Trust N/A 02147MAJ0 611694.34000000 PA USD 409115.00000000 0.002579982298 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N Eastern Co. SAE N/A N/A 74458.00000000 NS 57295.34000000 0.000361318854 Long EC CORP EG N 2 N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 93936RAA2 4166252.43000000 PA USD 3337641.48000000 0.021048008349 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.71045800 N N N N N N Avon International Operations, Inc. 549300TLB866S6OTS133 05409QAA6 1495000.00000000 PA USD 1455756.25000000 0.009180365802 Long DBT CORP US N 2 2022-08-15 Fixed 7.87500000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAL6 2690000.00000000 PA USD 2865414.90000000 0.018070028521 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N OCP CLO Ltd. 2549003HLFPQ7ATPYA23 67113LAB2 6500000.00000000 PA USD 6296756.70000000 0.039708934703 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 2.46525100 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450Y103 16533.00000000 NS USD 2033559.00000000 0.012824135566 Long EC CORP US N 1 N N N Cogent Communications Group, Inc. 549300KFWFYF8Q1U0Y26 19240CAA1 675000.00000000 PA USD 684045.00000000 0.004313760167 Long DBT CORP US N 2 2022-03-01 Fixed 5.37500000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 1056932.00000000 NS 10514135.12000000 0.066304785914 Long EC CORP ES N 2 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RAZ5 2000000.00000000 PA USD 2062619.04000000 0.013007395502 Long DBT CORP US N 2 2021-08-15 Fixed 3.87500000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816BS7 840000.00000000 PA USD 879115.34000000 0.005543922894 Long DBT CORP US N 2 2023-02-27 Fixed 3.40000000 N N N N N N Avianca Holdings SA 529900VB3L5MRBU13P27 05367GAB6 3100000.00000000 PA USD 527000.00000000 0.003323394818 Long DBT CORP PA N 2 2023-05-10 Fixed 9.00000000 N N N N N N CBAM Ltd. 25490038OT2B8HTRW786 12481QAE5 2500000.00000000 PA USD 2237781.25000000 0.014112012544 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 2.53487900 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4L38 10881335.40000000 PA USD 11527965.39000000 0.072698255109 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.00000000 N N N N N N Callon Petroleum Co. 549300EFOWPEB0WLZW21 144577AJ2 652000.00000000 PA USD 117360.00000000 0.000740101737 Long DBT CORP US N 2 2025-07-15 Fixed 8.25000000 N N N N N N Kangwon Land, Inc. N/A N/A 25173.00000000 NS 520256.74000000 0.003280870121 Long EC CORP KR N 2 N N N New Lion Bridge Co. Ltd. 549300SJ99DP6RGCLB88 N/A 945000.00000000 PA USD 861131.25000000 0.005430510690 Long DBT CORP VG N 2 2020-10-10 Fixed 9.75000000 N N N N N N Gold Fields Orogen Holdings BVI Ltd. 213800CLGJ2E9KGU2F20 38060AAB0 4309000.00000000 PA USD 4422111.25000000 0.027886948034 Long DBT CORP VG N 2 2024-05-15 Fixed 5.12500000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TGW9 350000.00000000 PA USD 366866.87000000 0.002313554942 Long DBT CORP US N 2 2023-03-30 Fixed 2.90000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BT7 3609000.00000000 PA USD 2336827.50000000 0.014736623159 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAH3 595000.00000000 PA USD 603275.66000000 0.003804408353 Long DBT CORP JP N 2 2021-10-19 Fixed 2.44200000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BA4 3707000.00000000 PA USD 3854121.56000000 0.024305061900 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N T-Mobile USA, Inc. N/A N/A 11005000.00000000 PA USD 10932256.95000000 0.068941567552 Long LON CORP US N 2 2027-04-01 Variable 0.00000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364W108 32274.00000000 NS USD 829764.54000000 0.005232704312 Long EP CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAD2 1580000.00000000 PA USD 1671640.00000000 0.010541783138 Long DBT CORP US N 2 2024-10-15 Fixed 5.87500000 N N N N N N Sound Point CLO XXI Ltd. 5493001O6AOY43J70E72 83613HAA5 6600000.00000000 PA USD 6178468.56000000 0.038962979881 Long ABS-CBDO CORP KY N 2 2031-10-26 Floating 2.17138000 N N N N N N Advantech Co. Ltd. 2549002OSTKE9HB9IY03 N/A 96000.00000000 NS 907995.68000000 0.005726049597 Long EC CORP TW N 2 N N N United States of America 254900HROIFWPRGM1V77 912828YL8 4466503.20000000 PA USD 4569284.72000000 0.028815061028 Long DBT UST US N 2 2024-10-15 Fixed 0.12500000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BAS9 1000000.00000000 PA USD 1007952.43000000 0.006356402054 Long DBT CORP US N 2 2021-03-15 Fixed 2.40000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CH3 1139000.00000000 PA USD 1218730.00000000 0.007685618533 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N Loews Corp. R8V1FN4M5ITGZOG7BS19 540424108 2773.00000000 NS USD 96112.18000000 0.000606107629 Long EC CORP US N 1 N N N Republic of Panama 549300SHS4T08CL0LP14 698299BF0 1187000.00000000 PA USD 1279734.38000000 0.008070327528 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MFDL9 2111889.78000000 PA USD 2278712.60000000 0.014370135953 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JM5T5 15723.15400000 PA USD 16849.05000000 0.000106254355 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.00000000 N N N N N N Anchorage Capital CLO Ltd. 5493008PWA7TS1SR9447 033292AQ6 9000000.00000000 PA USD 8585252.10000000 0.054140763459 Long ABS-CBDO CORP KY N 2 2030-10-13 Floating 2.56137800 N N N N N N Medco Oak Tree Pte. Ltd. 254900AU06KP3JTGZL51 N/A 1200000.00000000 PA USD 732000.00000000 0.004616176483 Long DBT CORP SG N 2 2026-05-14 Fixed 7.37500000 N N N N N N Kuala Lumpur Kepong Bhd. 2549009JSTRFMR7A8D34 N/A 10000.00000000 NS 48596.90000000 0.000306464299 Long EC CORP MY N 2 N N N Golden Eagle Retail Group Ltd. N/A 38100RAA7 630000.00000000 PA USD 563062.50000000 0.003550814032 Long DBT CORP KY N 2 2023-05-21 Fixed 4.62500000 N N N N N N CIMB Group Holdings Bhd. 549300FYDN5UD7USZW18 N/A 651900.00000000 NS 521246.66000000 0.003287112806 Long EC CORP MY N 2 N N N Alternative Loan Trust N/A 02150LBG1 2320216.54000000 PA USD 1570525.57000000 0.009904130059 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 5.75000000 N N N N N N Morgan Stanley Capital I Trust N/A 61763QAN1 950000.00000000 PA USD 967270.91000000 0.006099854137 Long ABS-MBS CORP US N 2 2029-07-13 Variable 3.56035000 N N N N N N VS Buyer LLC N/A 91834WAC4 3742000.00000000 PA USD 3517480.00000000 0.022182115380 Long LON CORP US N 2 2027-02-28 Variable 4.86325000 N N N N N N Autostrade per l'Italia SpA 815600149448CEB9B230 N/A 1800000.00000000 PA 2112362.65000000 0.013321091243 Long DBT CORP IT N 2 2024-06-09 Fixed 5.87500000 N N N N N N Belron Finance US LLC N/A N/A 1327200.00000000 PA USD 1240932.00000000 0.007825629940 Long LON CORP US N 3 2025-11-06 Variable 3.95725000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92927BAA0 4279428.03000000 PA USD 3379008.56000000 0.021308879581 Long ABS-MBS CORP US N 2 2047-07-25 Floating 2.68045600 N N N N N N Avoca CLO XX DAC 549300CWET3O72JWIJ09 N/A 358000.00000000 PA 238164.43000000 0.001501924919 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 5.74999900 N N N N N N ALM VII R-2 Ltd. 549300QWNMCKH2N9ZJ05 00164BBG1 2000000.00000000 PA USD 1866680.40000000 0.011771757056 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 2.86888000 N N N N N N Bumrungrad Hospital PCL N/A N/A 105700.00000000 NS 380504.06000000 0.002399554499 Long EC CORP TH N 2 N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAC5 982000.00000000 PA USD 913603.70000000 0.005761415185 Long DBT CORP US N 2 2024-02-01 Fixed 6.37500000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756BZ2 6631000.00000000 PA USD 6863085.00000000 0.043280343693 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12528DAG4 2100000.00000000 PA USD 1944595.38000000 0.012263108557 Long ABS-MBS CORP US N 2 2033-02-15 Fixed 5.29480000 N N N N N N MPT Operating Partnership LP N/A 55342UAG9 1055000.00000000 PA USD 1065550.00000000 0.006719626847 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N OHA Credit Funding 3 Ltd. N/A 67112RAN4 1250000.00000000 PA USD 1035135.75000000 0.006527826921 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 4.68524900 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61691GAT7 31881024.55150000 PA USD 1143467.14000000 0.007210991969 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.86485700 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PDT6 1600000.00000000 PA USD 1787637.54000000 0.011273292860 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCB7 9388000.00000000 PA USD 9904433.88000000 0.062459856233 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N GS Mortgage Securities Trust N/A 36254CAW0 490000.00000000 PA USD 516095.59000000 0.003254628860 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.20300000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BH1 1025000.00000000 PA USD 1089652.79000000 0.006871625115 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N Expedia Group, Inc. CI7MUJI4USF3V0NJ1H64 30212P303 1511.00000000 NS USD 107250.78000000 0.000676350448 Long EC CORP US N 1 N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBW2 950000.00000000 PA USD 942254.28000000 0.005942092963 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N Aligned Energy LLC N/A BRTP3KSV8 40000000.00000000 PA USD 40000000.00000000 0.252250081086 Long LON CORP US N 3 2100-12-31 Variable 4.54214000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DP7 5872000.00000000 PA USD 5945400.00000000 0.037493190802 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N Alternative Loan Trust N/A 23242GAE4 466621.33000000 PA USD 393208.59000000 0.002479672467 Long ABS-MBS CORP US N 2 2046-10-25 Floating 0.67725000 N N N N N N Glodon Co. Ltd. N/A N/A 23200.00000000 NS 169784.09000000 0.001070701261 Long EC CORP CN N 2 N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364D761 102000.00000000 NS USD 2575500.00000000 0.016241752095 Long EP CORP US N 1 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857LAR9 15213000.00000000 PA USD 16888979.09000000 0.106506158623 Long DBT CORP US N 2 2030-04-13 Fixed 4.62500000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 14042RNW7 2265000.00000000 PA USD 2257210.26000000 0.014234536777 Long DBT CORP US N 2 2022-09-06 Fixed 2.15000000 N N N N N N ContourGlobal Power Holdings SA 549300O5AGIFK0PQ1516 N/A 904000.00000000 PA 966991.72000000 0.006098093494 Long DBT CORP LU N 2 2023-08-01 Fixed 3.37500000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 N/A 800000.00000000 PA 884752.47000000 0.005579472057 Long DBT CORP US N 2 2024-10-15 Fixed 3.50000000 N N N N N N Republic of Chile 549300FLZTJM5YJF8D34 168863CF3 14208000.00000000 PA USD 15224760.00000000 0.096011173613 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24000000 N N N N N N Octagon Investment Partners 28 Ltd. 254900BI638DCRT6IN48 67591EAW3 4000000.00000000 PA USD 3615566.00000000 0.022800670416 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 3.27025100 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 421924BK6 1252000.00000000 PA USD 1258260.00000000 0.007934904675 Long DBT CORP US N 2 2024-11-01 Fixed 5.75000000 N N N N N N Sichuan Chuantou Energy Co. Ltd. 300300WW1VOIP39YTJ43 N/A 276440.00000000 NS 349389.47000000 0.002203338053 Long EC CORP CN N 2 N N N CD Mortgage Trust N/A 12514MBA2 1155000.00000000 PA USD 1168320.96000000 0.007367726422 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.62200000 N N N N N N Alternative Loan Trust N/A 02151UAS5 3968223.34000000 PA USD 2721688.91000000 0.017163656205 Long ABS-MBS CORP US N 2 2037-11-25 Fixed 6.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABE4 15870000.00000000 PA USD 17416214.10000000 0.109831035473 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Commercial Mortgage Trust N/A 12592KBJ2 12675000.00000000 PA USD 393432.00000000 0.002481081347 Long ABS-MBS CORP US N 2 2047-09-10 Variable 0.84128800 N N N N N N Cembra Money Bank AG 549300ZDHOETLAIVTE82 N/A 29169.00000000 NS 2773034.86000000 0.017487456707 Long EC CORP CH N 2 N N N Santos Finance Ltd. 213800BKUBSWG53XNS94 N/A 1100000.00000000 PA USD 1083687.83000000 0.006834008574 Long DBT CORP AU N 2 2029-03-13 Fixed 5.25000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 6864000.00000000 PA USD 7430280.00000000 0.046857218312 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75000000 N N N N N N MOL Hungarian Oil & Gas plc 213800R83KX5FQFGXS67 N/A 24069.00000000 NS 152376.47000000 0.000960924422 Long EC CORP HU N 2 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 124324.00000000 NS USD 10056919.03000000 0.063421466019 Long SN CORP FR N 2 2020-05-19 Fixed 15.23000000 N Y N N N N Dresdner Funding Trust I 549300ZEO4BKB37E3J03 26156FAA1 650000.00000000 PA USD 819000.00000000 0.005164820410 Long DBT CORP US N 2 2031-06-30 Fixed 8.15100000 N N N N N N Genesys Telecommunications Laboratories, Inc. N/A 39479TAA4 5674000.00000000 PA USD 5971885.00000000 0.037660211887 Long DBT CORP US N 2 2024-11-30 Fixed 10.00000000 N N N N N N Carbone CLO Ltd. 5493005I53NEC017LN87 141312AA6 750000.00000000 PA USD 723317.10000000 0.004561419928 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 2.27525000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 N/A 310000.00000000 PA USD 303626.40000000 0.001914744600 Long LON CORP LU N 2 2023-11-27 Variable 6.00000000 N N N N N N Logan Property Holdings Co. Ltd. 549300NJ0E6Q0S1VOG90 N/A 1830000.00000000 PA USD 1866600.00000000 0.011771250033 Long DBT CORP KY N 2 2022-08-25 Fixed 7.50000000 N N N N N N Parkland Fuel Corp. 549300Q72GWZCL8MQC95 70137TAP0 2224000.00000000 PA USD 2135040.00000000 0.013464100328 Long DBT CORP CA N 2 2027-07-15 Fixed 5.87500000 N N N N N N Unique Pub Finance Co. plc (The) 213800FOMWLKHQTI5562 N/A 690392.88910000 PA 957475.63000000 0.006038082632 Long DBT CORP GB N 2 2027-06-30 Fixed 5.65900000 N N N N N N Clear Channel Worldwide Holdings, Inc. N/A 18451QAN8 3536000.00000000 PA USD 2943720.00000000 0.018563840217 Long DBT CORP US N 2 2024-02-15 Fixed 9.25000000 N N N N N N eBay, Inc. OML71K8X303XQONU6T67 278642AS2 870000.00000000 PA USD 897567.92000000 0.005660289515 Long DBT CORP US N 2 2023-01-30 Fixed 2.75000000 N N N N N N Yuzhou Properties Co. Ltd. 213800MP59KHGJSPHE82 N/A 1630000.00000000 PA USD 1473621.88000000 0.009293030968 Long DBT CORP KY N 2 2024-10-30 Fixed 8.37500000 N N N N N N SMB Private Education Loan Trust N/A 78449UAC2 150000.00000000 PA USD 138069.38000000 0.000870700307 Long ABS-O CORP US N 2 2037-09-15 Floating 1.64400100 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAQ8 650000.00000000 PA USD 662740.00000000 0.004179405468 Long DBT CORP US N 2 2024-04-15 Fixed 6.00000000 N N N N N N AmWINS Group, Inc. N/A 03234TAR9 4814210.23000000 PA USD 4641957.79000000 0.029273355723 Long LON CORP US N 2 2024-01-25 Variable 3.75000000 N N N N N N Studio City Finance Ltd. 254900D6R731QAUIG324 N/A 3360000.00000000 PA USD 3192000.00000000 0.020129556470 Long DBT CORP VG N 2 2024-02-11 Fixed 7.25000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CAN5 1160000.00000000 PA USD 1262185.63000000 0.007959660687 Long DBT CORP US N 2 2024-04-15 Fixed 3.75000000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807AT5 950000.00000000 PA USD 1293376.30000000 0.008156356913 Long DBT CORP US N 2 2049-03-15 Fixed 4.87500000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368C874 294644.00000000 NS USD 46092637.83000000 0.290671790752 Long SN CORP CA N 2 2020-06-11 Fixed 16.00000000 N N N N N N Anchorage Capital CLO 4-R Ltd. 549300MP4QPQUMB6AD63 03328LAG7 2250000.00000000 PA USD 1712683.35000000 0.010800612847 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 3.48712900 N N N N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 N/A 600000.00000000 PA 662362.42000000 0.004177024353 Long DBT CORP US N 2 2025-03-15 Fixed 3.25000000 N N N N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512109 24832.00000000 NS USD 2837304.32000000 0.017892756119 Long EC CORP US N 1 N N N Altice Financing SA 549300DIYGW8HVDF7Q17 02154CAF0 3532000.00000000 PA USD 3443700.00000000 0.021716840105 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PAW8 2000000.00000000 PA USD 2038718.86000000 0.012856674943 Long DBT CORP US N 2 2022-11-07 Fixed 2.65000000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516BW5 190000.00000000 PA USD 199243.70000000 0.001256480987 Long DBT CORP US N 2 2024-08-15 Fixed 2.30000000 N N N N N N Nissan Master Owner Trust Receivables N/A 65474VAP6 1960000.00000000 PA USD 1949150.62000000 0.012291835048 Long ABS-O CORP US N 2 2022-10-17 Floating 1.13400000 N N N N N N Genworth Holdings, Inc. PXDECZED7L8SRUP41R09 37247DAP1 550000.00000000 PA USD 522500.00000000 0.003295016684 Long DBT CORP US N 2 2021-09-24 Fixed 7.62500000 N N N N N N BBCMS Mortgage Trust N/A 05491VAL0 1750000.00000000 PA USD 1158937.68000000 0.007308553093 Long ABS-MBS CORP US N 2 2038-08-05 Variable 4.40871800 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095101 3212.00000000 NS USD 283491.12000000 0.001787766450 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RDJ8 525000.00000000 PA USD 600594.73000000 0.003787501733 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N Wheaton Precious Metals Corp. 549300XSFG5ZCGVYD886 962879102 47668.00000000 NS 1811243.59000000 0.011422158561 Long EC CORP CA N 1 N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160109 1469.00000000 NS USD 165952.93000000 0.001046541001 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAL3 2310000.00000000 PA USD 2401938.00000000 0.015147226381 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N Cedar Fair LP N/A 150190AF3 4124000.00000000 PA USD 4124000.00000000 0.026006983360 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N MP CLO III Ltd. 549300FWSFBNCWDD1P18 553205AC9 6250000.00000000 PA USD 5777866.88000000 0.036436684724 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 2.38524800 N N N N N N Singapore Technologies Engineering Ltd. 254900OEXGGWCR24DG90 N/A 143000.00000000 NS 346309.26000000 0.002183913472 Long EC CORP SG N 2 N N N Sotheby's N/A 08883CAB4 6932449.31000000 PA USD 6135217.64000000 0.038690228679 Long LON CORP US N 2 2027-01-15 Variable 6.50000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 31049.00000000 NS USD 2608116.00000000 0.016447436812 Long EC CORP US N 1 N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAE3 1299000.00000000 PA USD 1166268.18000000 0.007354781074 Long DBT CORP US N 2 2024-09-15 Fixed 5.25000000 N N N N N N Orion OYJ 74370029VAHCXDR7B745 N/A 3219.00000000 NS 163584.29000000 0.001031603760 Long EC CORP FI N 2 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 3050000.00000000 PA USD 3307413.17000000 0.020857381007 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587CY1 7475000.00000000 PA USD 7526335.98000000 0.047462971530 Long DBT CORP US N 2 2057-03-15 Variable 5.50000100 N N N N N N Adjustable Rate Mortgage Trust N/A 007036QD1 2702203.41000000 PA USD 2259195.00000000 0.014247053048 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.36513300 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAS0 6218000.00000000 PA USD 6808710.00000000 0.042937441239 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Octagon Investment Partners 26 Ltd. N/A N/A 1250000.00000000 PA USD 948389.00000000 0.005980780053 Long ABS-CBDO CORP US N 2 2031-04-20 Floating 4.06887800 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 600000.00000000 PA USD 615000.00000000 0.003878344996 Long DBT CORP CH N 2 2024-12-18 Variable 6.25000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334104 28421.00000000 NS USD 1702133.69000000 0.010734084033 Long EC CORP US N 1 N N N CIFI Holdings Group Co. Ltd. 549300WGKSV867C0JF48 N/A 2800000.00000000 PA USD 2800000.00000000 0.017657505676 Long DBT CORP KY N 2 2020-05-02 Fixed 6.37500000 N N N N N N Sunac China Holdings Ltd. 549300OLARYHDXP3WK18 N/A 1285000.00000000 PA USD 1285000.00000000 0.008103533854 Long DBT CORP KY N 2 2020-08-08 Fixed 6.87500000 N N N N N N OCP Euro CLO DAC 635400AITKFDK9OZEW62 N/A 400000.00000000 PA 319619.34000000 0.002015600110 Long ABS-CBDO CORP IE N 2 2030-04-20 Floating 5.74999900 N N N N N N Invitation Homes Trust N/A 46187XAA3 2937999.39840000 PA USD 2859185.21000000 0.018030742526 Long ABS-O CORP US N 2 2038-01-17 Floating 1.85074900 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBU8 420000.00000000 PA USD 427616.02000000 0.002696654392 Long DBT CORP US N 2 2023-01-30 Fixed 3.20000000 N N N N N N Carriage Services, Inc. N/A 143905AN7 1600000.00000000 PA USD 1577760.00000000 0.009949752198 Long DBT CORP US N 2 2026-06-01 Fixed 6.62500000 N N N N N N Oakwood Mortgage Investors, Inc. N/A 674135EB0 949391.76000000 PA USD 949464.20000000 0.005987560535 Long ABS-O CORP US N 2 2029-01-15 Fixed 7.41500000 N N N N N N CarMax Auto Owner Trust N/A 14315EAC4 2000000.00000000 PA USD 2051142.20000000 0.012935019656 Long ABS-O CORP US N 2 2023-09-15 Fixed 3.36000000 N N N N N N Bayview Commercial Asset Trust 5493003DOWFR7J1QCW02 07326FAE8 2150000.00000000 PA USD 1854491.10000000 0.011694888258 Long ABS-MBS CORP US N 2 2037-12-25 Floating 1.98725000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332EAP1 1932610.28000000 PA USD 1806546.11000000 0.011392535068 Long LON CORP US N 2 2025-04-25 Variable 4.01985800 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAE1 2341000.00000000 PA USD 2159572.50000000 0.013618808455 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AM0 1725000.00000000 PA USD 1721490.50000000 0.010856152955 Long DBT CORP CH N 2 2025-09-11 Variable 2.59300100 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAD5 1109000.00000000 PA USD 1111772.50000000 0.007011117581 Long DBT CORP US N 2 2026-03-01 Fixed 6.00000000 N N N N N N Qatar National Bank QPSC 549300FFSRVBS0SQXY75 N/A 178739.00000000 NS 836887.40000000 0.005277622862 Long EC CORP QA N 2 N N N Oversea-Chinese Banking Corp. Ltd. 5493007O3QFXCPOGWK22 N/A 25900.00000000 NS 165250.16000000 0.001042109156 Long EC CORP SG N 2 N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAN1 1250000.00000000 PA USD 1268000.00000000 0.007996327570 Long DBT CORP US N 2 2028-08-09 Variable 4.68200200 N N N N N N Anchorage Capital CLO 13 LLC N/A 033291AA3 10500000.00000000 PA USD 10129508.55000000 0.063879233827 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 2.68888000 N N N N N N Jaguar Holding Co. I N/A 47009YAK3 12474667.41000000 PA USD 12212449.90000000 0.077014786938 Long LON CORP US N 2 2022-08-18 Variable 2.90363000 N N N N N N Summer BC Holdco B SARL 984500NRF59D5DB9B654 N/A 2600000.00000000 PA 2519556.40000000 0.015888957655 Long DBT CORP LU N 2 2026-10-31 Fixed 5.75000000 N N N N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404AAJ8 758000.00000000 PA USD 725785.00000000 0.004576983127 Long DBT CORP US N 2 2023-02-15 Fixed 5.62500000 N N N N N N PerkinElmer, Inc. 549300IKL1SDPFI7N655 714046109 1200.00000000 NS USD 108636.00000000 0.000685085995 Long EC CORP US N 1 N N N Intertrust Group BV 724500E2H60ZHP192G28 N/A 1711000.00000000 PA 1866186.85000000 0.011768644605 Long DBT CORP NL N 2 2025-11-15 Fixed 3.37500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61763XAB2 105685.62660000 PA USD 105598.84000000 0.000665932898 Long ABS-MBS CORP US N 2 2047-10-15 Fixed 3.19400000 N N N N N N EnLink Midstream Partners LP 88CPW63VL7KHJWS0NY83 29336UAF4 39000.00000000 PA USD 23790.00000000 0.000150025735 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N GS Mortgage Securities Trust 549300SSCQUZ3RRV2T53 36197XAL8 1203493.53000000 PA USD 1213153.49000000 0.007650451655 Long ABS-MBS CORP US N 2 2046-06-10 Fixed 2.67800000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 1000000.00000000 PA 1112287.75000000 0.007014366878 Long DBT CORP NL N 2 2024-12-14 Variable 4.37499900 N N N N N N Eldorado Resorts, Inc. N/A 28470YAB3 201783.38000000 PA USD 190307.96000000 0.001200129958 Long LON CORP US N 2 2024-04-17 Variable 3.25000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659T2A8 1450000.00000000 PA USD 1546193.57000000 0.009750686335 Long DBT CORP FR N 2 2033-03-01 Variable 4.37500100 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YAX3 1025000.00000000 PA USD 1182098.30000000 0.007454609800 Long DBT CORP US N 2 2029-03-07 Fixed 3.40000000 N N N N N N Chicony Electronics Co. Ltd. N/A N/A 619000.00000000 NS 1743616.64000000 0.010995685970 Long EC CORP TW N 2 N N N Envision Healthcare Corp. N/A 29373UAC5 3426625.00000000 PA USD 2341515.66000000 0.014766187877 Long LON CORP US N 2 2025-10-10 Variable 4.15363000 N N N N N N China City Construction International Co. Ltd. N/A N/A 6794457.00000000 PA 52797.09000000 0.000332951755 Long DBT CORP HK N 2 2017-07-03 Fixed 5.35000000 Y N N N N N Heathrow Finance plc 549300F740QSGMPHQJ60 N/A 1071000.00000000 PA 1244045.63000000 0.007845265276 Long DBT CORP GB N 2 2029-09-01 Fixed 4.12500000 N N N N N N THL Credit Wind River CLO Ltd. 254900O4MB1WR6URTC91 88433RAC6 10000000.00000000 PA USD 9411899.00000000 0.059353807148 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.36525000 N N N N N N Match Group, Inc. 549300BIJKT86CPCKK96 57665RAJ5 1965000.00000000 PA USD 2058337.50000000 0.012980395031 Long DBT CORP US N 2 2029-02-15 Fixed 5.62500000 N N N N N N Level 3 Financing, Inc. N/A 52729KAP1 4741443.22000000 PA USD 4532013.67000000 0.028580020393 Long LON CORP US N 2 2027-03-01 Variable 2.15363000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAA9 1493000.00000000 PA USD 1134680.00000000 0.007155578050 Long DBT CORP US N 2 2024-09-15 Fixed 5.50000000 N N N N N N SoFi Professional Loan Program LLC N/A 83404LAC5 316966.59000000 PA USD 319555.45000000 0.002015197204 Long ABS-O CORP US N 2 2033-04-25 Fixed 2.34000000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 26483EAJ9 4126000.00000000 PA USD 4342615.00000000 0.027385624646 Long DBT CORP US N 2 2026-08-15 Fixed 6.87500000 N N N N N N AU Optronics Corp. 391200L7PIS4QXYJUQ72 N/A 229000.00000000 NS 60222.61000000 0.000379778956 Long EC CORP TW N 2 N N N QEP Resources, Inc. Q6JQDZPXKEDQKVK58165 74733VAC4 2656000.00000000 PA USD 889760.00000000 0.005611050803 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N Power Assets Holdings Ltd. 254900JOWYUW1ZX4DF47 N/A 157500.00000000 NS 1055292.85000000 0.006654942674 Long EC CORP HK N 2 N N N Equifax, Inc. 5493004MCF8JDC86VS77 294429AR6 485000.00000000 PA USD 491206.97000000 0.003097674950 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N Rockford Tower CLO Ltd. 549300GGUAM1ZV2SKK63 77342MAJ5 2000000.00000000 PA USD 1620324.00000000 0.010218171509 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 4.98525100 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324P102 11313.00000000 NS USD 3308713.11000000 0.020865578757 Long EC CORP US N 1 N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BAL9 350000.00000000 PA USD 295750.00000000 0.001865074037 Long DBT CORP US N 2 2025-03-15 Fixed 4.75000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAT0 16000000.00000000 PA USD 12510400.00000000 0.078893735360 Long DBT CORP US N 2 2030-05-15 Variable 7.12500100 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38143U8H7 2725000.00000000 PA USD 2936307.05000000 0.018517092286 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222AL9 1200000.00000000 PA USD 1324630.99000000 0.008353456865 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N Huadian Power International Corp. Ltd. 529900207FCOKWBDRE79 N/A 356800.00000000 NS 184299.74000000 0.001162240608 Long EC CORP CN N 2 N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348106 906.00000000 NS USD 485951.22000000 0.003064530866 Long EC CORP US N 1 N N N CNX Resources Corp. N/A 20855DAJ4 866194.98000000 PA USD 519179.95000000 0.003274079612 Long LON CORP US N 2 2022-11-28 Variable 4.91000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493006021R83VCLAO08 95001NBD9 1158000.00000000 PA USD 940208.22000000 0.005929189993 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.72700000 N N N N N N GSAA Home Equity Trust N/A 3622ELAG1 3994974.36000000 PA USD 1508303.77000000 0.009511743707 Long ABS-O CORP US N 2 2036-11-25 Variable 5.68158800 N N N N N N Park Avenue Institutional Advisers CLO Ltd. N/A 70016RAA3 2000000.00000000 PA USD 1938743.40000000 0.012226204496 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 2.41525100 N N N N N N Seagate Technology plc 396PBGKP6TE3O062MS44 N/A 2547.00000000 NS USD 127222.65000000 0.000802298094 Long EC CORP IE N 1 N N N Hengan International Group Co. Ltd. N/A N/A 70000.00000000 NS 622506.59000000 0.003925683445 Long EC CORP KY N 2 N N N Dentsu Group, Inc. 5299007PBBE83ZLJZG91 N/A 2100.00000000 NS 43856.11000000 0.000276567682 Long EC CORP JP N 2 N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AH3 4031000.00000000 PA USD 3957938.13000000 0.024959755355 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 N/A 14517.00000000 NS 936748.42000000 0.005907371622 Long EC CORP RU N 2 N N N China Evergrande Group 549300CUF7B1LAB15T90 N/A 4696000.00000000 PA USD 4120740.00000000 0.025986424978 Long DBT CORP KY N 2 2024-01-22 Fixed 12.00000000 N N N N N N Commercial Mortgage Trust N/A 12593FBB9 1045000.00000000 PA USD 1081392.54000000 0.006819533897 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.42100000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AP6 777000.00000000 PA USD 551670.00000000 0.003478970055 Long DBT CORP US N 2 2044-10-15 Fixed 5.60000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397YG2 3777000.00000000 PA USD 3352087.50000000 0.021139108592 Long DBT CORP US N 2 2024-01-09 Fixed 3.81000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687106 19602.00000000 NS USD 2119956.30000000 0.013368978714 Long EC CORP US N 1 N N N Faurecia SE 969500F0VMZLK2IULV85 N/A 300000.00000000 PA 308207.81000000 0.001943636126 Long DBT CORP FR N 2 2025-06-15 Fixed 2.62500000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CD6 1220000.00000000 PA USD 1229150.00000000 0.007751329679 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N Garfunkelux Holdco 3 SA 2221007QVSNJV7EWBX69 N/A 300000.00000000 PA 304169.25000000 0.001918167949 Long DBT CORP LU N 2 2022-11-01 Fixed 8.50000000 N N N N N N NextEra Energy Operating Partners LP 549300KJEC5IUVJWR786 65342QAC6 733000.00000000 PA USD 743995.00000000 0.004691819976 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940X102 3273.00000000 NS USD 543383.46000000 0.003426713046 Long EC CORP US N 1 N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 3000000.00000000 PA 2638258.87000000 0.016637525347 Long DBT CORP ES N 2 2026-03-23 Variable 5.24999900 N N N N N N HBOS Capital Funding LP 213800KYUD5TC7VH5419 N/A 675000.00000000 PA USD 673398.90000000 0.004246623178 Long DBT CORP JE N 2 2020-06-23 Fixed 6.85000000 N N N N N N Invesco Ltd. ECPGFXU8A2SHKVVGJI15 N/A 4785.00000000 NS USD 41246.70000000 0.000260112085 Long EC CORP BM N 1 N N N Unilever plc 549300MKFYEKVRWML317 N/A 367451.00000000 NS 18920853.75000000 0.119319672316 Long EC CORP GB N 2 N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 N/A 473000.00000000 PA USD 328143.75000000 0.002069357188 Long DBT NUSS LK N 2 2021-07-27 Fixed 6.25000000 N N N N N N Dealer Tire LLC N/A 24229JAA1 1988000.00000000 PA USD 1389115.00000000 0.008760109284 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AC0 4012000.00000000 PA USD 3900867.60000000 0.024599854210 Long DBT CORP US N 2 2026-09-30 Fixed 5.87500000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525AT0 1300000.00000000 PA USD 1387353.53000000 0.008749001010 Long DBT CORP US N 2 2024-05-20 Fixed 2.90000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAR2 4355000.00000000 PA USD 4669860.23000000 0.029449315542 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAY1 1205000.00000000 PA USD 1410332.00000000 0.008893909033 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Sophia LP N/A 83578BAJ2 4747058.19000000 PA USD 4569043.51000000 0.028813539897 Long LON CORP US N 2 2022-09-30 Variable 4.70013000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAW6 1024000.00000000 PA USD 1008908.80000000 0.006362433165 Long DBT CORP US N 2 2039-10-01 Fixed 4.62500000 N N N N N N Melco Resorts Finance Ltd. N/A N/A 431000.00000000 PA USD 405140.00000000 0.002554914946 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106L109 4305.00000000 NS USD 430586.10000000 0.002715384465 Long EC CORP US N 1 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833DP2 1800000.00000000 PA USD 1913977.93000000 0.012070027201 Long DBT CORP US N 2 2029-09-11 Fixed 2.20000000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 1745.00000000 NS USD 246481.25000000 0.001554372882 Long EC CORP US N 1 N N N Accredited Mortgage Loan Trust N/A 004375CH2 1335252.30000000 PA USD 1153734.76000000 0.007275742169 Long ABS-O CORP US N 2 2035-01-25 Floating 2.06224900 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216BK6 475000.00000000 PA USD 385594.02000000 0.002431653070 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AN8 1080000.00000000 PA USD 966600.00000000 0.006095623209 Long DBT CORP CH N 2 2030-01-24 Variable 5.10000100 N N N N N N Qatar International Islamic Bank QSC 2549007SZGKT5N5ND952 N/A 96658.00000000 NS 210688.43000000 0.001328654338 Long EC CORP QA N 2 N N N Taconic Park CLO Ltd. 5493003DVTX8QGKNET67 873549AJ8 575000.00000000 PA USD 541534.31000000 0.003415051840 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 2.13525000 N N N N N N Daqin Railway Co. Ltd. 30030098LARO7YWJL882 N/A 741217.00000000 NS 749279.34000000 0.004725144356 Long EC CORP CN N 2 N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 124857AS2 225000.00000000 PA USD 225299.97000000 0.001420798392 Long DBT CORP US N 2 2023-02-15 Fixed 2.50000000 N N N N N N Sinclair Television Group, Inc. N/A 829229AQ6 812522.46000000 PA USD 752598.93000000 0.004746078527 Long LON CORP US N 2 2024-01-03 Variable 2.66000000 N N N N N N RP Crown Parent LLC 549300B1M4J69ECRY452 47215YAA5 2645000.00000000 PA USD 2598712.50000000 0.016388135971 Long DBT CORP US N 2 2024-10-15 Fixed 7.37500000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057CT9 2707000.00000000 PA USD 2815280.00000000 0.017753865207 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N K. Hovnanian Enterprises, Inc. 549300JJCQ0KAI7CJG32 48251UAF5 2464000.00000000 PA USD 2291520.00000000 0.014450902645 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416LQY5 12191.74000000 PA USD 12931.69000000 0.000081550496 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.50000000 N N N N N N E.Sun Financial Holding Co. Ltd. 549300X6CNQE512OPC90 N/A 1547003.00000000 NS 1405591.84000000 0.008864016390 Long EC CORP TW N 2 N N N N/A N/A N/A -502.00000000 NC USD 1686262.02000000 0.010633993281 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange JPY/USD 2020-06-15 -58564575.00000000 USD 1686262.02000000 N N N Cerence, Inc. N/A 15672UAC2 1456146.25000000 PA USD 1325093.09000000 0.008356370984 Long LON CORP US N 2 2024-10-01 Variable 7.01625000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 7654.00000000 NS USD 143053.26000000 0.000902129910 Long EC CORP US N 1 N N N CPG Merger Sub LLC N/A 12626JAE7 2125399.78000000 PA USD 1914985.20000000 0.012076379299 Long LON CORP US N 2 2024-05-05 Variable 5.93325000 N N N N N N Camelot Finance SA N/A 13323AAB6 5938000.00000000 PA USD 5982535.00000000 0.037727373471 Long DBT CORP LU N 2 2026-11-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 17650.00000000 NS 534.60000000 0.000003371322 N/A DE TH N 2 BTS Group Holdings PCL N/A Call Purchased BTS Group Holdings PCL BTS Group Holdings PCL 1.00000000 14.00000000 THB 2021-02-16 XXXX 534.60000000 N N N Chong Hing Bank Ltd. 549300UE27D3HDTZET39 N/A 630000.00000000 PA USD 572709.38000000 0.003611649688 Long DBT CORP HK N 2 2024-07-15 Variable 5.69999900 N N N N N N Edgewater Generation LLC N/A 28031FAD2 1638689.26000000 PA USD 1505545.76000000 0.009494351000 Long LON CORP US N 2 2025-12-13 Variable 4.15363000 N N N N N N JM Smucker Co. (The) 5493000WDH6A0LHDJD55 832696405 2587.00000000 NS USD 297272.17000000 0.001874673224 Long EC CORP US N 1 N N N Fresenius Medical Care AG & Co. KGaA 549300CP8NY40UP89Q40 N/A 8753.00000000 NS 685977.83000000 0.004325949081 Long EC CORP DE N 2 N N N Alternative Loan Trust N/A 12668AVL6 301945.00000000 PA USD 256371.90000000 0.001616745814 Long ABS-MBS CORP US N 2 2035-12-25 Floating 1.00725100 N N N N N N Infosys Ltd. 335800TYLGG93MM7PR89 N/A 369763.00000000 NS 3456223.62000000 0.021795817209 Long EC CORP IN N 2 N N N Wells Fargo Commercial Mortgage Trust N/A 95001AAD8 787000.00000000 PA USD 440664.36000000 0.002778940513 Long ABS-MBS CORP US N 2 2050-11-15 Variable 2.59999900 N N N N N N Unilever NV 549300TK7G7NZTVM1Z30 N/A 4976.00000000 NS 247801.39000000 0.001562698018 Long EC CORP NL N 2 N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AJ3 325000.00000000 PA USD 264875.00000000 0.001670368505 Long DBT CORP US N 2 2023-10-15 Fixed 5.62500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17320DAE8 1580750.72520000 PA USD 1611567.30000000 0.010162949552 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 2.81500000 N N N N N N Tokyu Corp. 3538005PGNIBTZYXAE45 N/A 1300.00000000 NS 19567.56000000 0.000123397964 Long EC CORP JP N 2 N N N Rostelecom PJSC 2534001D752JPNM0H170 N/A 63419.00000000 NS 70043.23000000 0.000441710261 Long EC CORP RU N 2 N N N Atlantia SpA 8156008DEC771409C487 N/A 200000.00000000 PA 192409.34000000 0.001213381790 Long DBT CORP IT N 2 2027-07-13 Fixed 1.87500000 N N N N N N SK Holdings Co. Ltd. N/A N/A 27829.00000000 NS 4153926.57000000 0.026195707852 Long EC CORP KR N 2 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CD9 1900000.00000000 PA USD 1968969.15000000 0.012416815693 Long DBT CORP US N 2 2022-11-02 Fixed 2.50000000 N N N N N N WestRock Co. 549300JEB576INN13W07 96145D105 3047.00000000 NS USD 98082.93000000 0.000618535676 Long EC CORP US N 1 N N N East Japan Railway Co. 353800SENYJ2DSM6PS44 N/A 1000.00000000 NS 73019.98000000 0.000460482396 Long EC CORP JP N 2 N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBF6 975000.00000000 PA USD 999375.00000000 0.006302310619 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N Hostess Brands LLC N/A 44108HAJ0 993064.84000000 PA USD 946519.89000000 0.005968992975 Long LON CORP US N 2 2025-08-03 Variable 3.00737000 N N N N N N Deutsche Pfandbriefbank AG DZZ47B9A52ZJ6LT6VV95 N/A 200000.00000000 PA 204749.28000000 0.001291200562 Long DBT CORP DE N 2 2027-02-22 Fixed 4.60000000 N N N N N N Heathrow Finance plc 549300F740QSGMPHQJ60 N/A 200000.00000000 PA 247054.45000000 0.001557987626 Long DBT CORP GB N 2 2024-03-01 Fixed 4.75000000 N N N N N N Baltimore Gas & Electric Co. 88V8C2WYSOD1SPSSLH72 059165EL0 725000.00000000 PA USD 792185.00000000 0.004995718262 Long DBT CORP US N 2 2049-09-15 Fixed 3.20000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 69346VAA7 355000.00000000 PA USD 337257.10000000 0.002126828270 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N Legrand SA 969500XXRPGD7HCAFA90 N/A 7939.00000000 NS 532251.66000000 0.003356513109 Long EC CORP FR N 2 N N N Yanlord Land HK Co. Ltd. 549300O56H3950RDWG19 N/A 7230000.00000000 PA USD 7053768.75000000 0.044482843478 Long DBT CORP HK N 2 2023-04-23 Fixed 6.75000000 N N N N N N Ladder Capital Finance Holdings LLLP N/A 505742AM8 2959000.00000000 PA USD 2056505.00000000 0.012968838825 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AC9 2016000.00000000 PA USD 2152080.00000000 0.013571558862 Long DBT CORP FI N 2 2039-05-15 Fixed 6.62500000 N N N N N N Colfax Corp. 635400OP2DYYYMOIYL17 15723RAA2 2040000.00000000 PA USD 2070600.00000000 0.013057725447 Long DBT CORP US N 2 2024-02-15 Fixed 6.00000000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902V107 83071.00000000 NS USD 4229144.61000000 0.026670051769 Long EC CORP US N 1 N N N Oakwood Mortgage Investors, Inc. N/A 67087TAK7 4252254.37000000 PA USD 3918528.09000000 0.024711225711 Long ABS-O CORP US N 2 2027-08-15 Fixed 7.47500000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78410GAB0 7900000.00000000 PA USD 7941870.00000000 0.050083433786 Long DBT CORP US N 2 2022-10-01 Fixed 4.00000000 N N N N N N Alternative Loan Trust N/A 02150NAA1 7717220.82340000 PA USD 5356962.08000000 0.033782352976 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.73725100 N N N N N N Alcoa Nederland Holding BV 5493000UL1QLQLT1VQ42 013822AA9 500000.00000000 PA USD 494900.00000000 0.003120964128 Long DBT CORP NL N 2 2024-09-30 Fixed 6.75000000 N N N N N N American Financial Group, Inc. 549300AFOM7IVKIU1G39 025932104 13337.00000000 NS USD 883442.88000000 0.005571213452 Long EC CORP US N 1 N N N Hess Corp. UASVRYNXNK17ULIGK870 42809HAD9 1000000.00000000 PA USD 874751.54000000 0.005516403672 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RHP0 1000000.00000000 PA USD 1084428.21000000 0.006838677597 Long DBT CORP US N 2 2023-12-15 Fixed 4.05000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAK7 1075000.00000000 PA USD 1185414.78000000 0.007475524359 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AP3 383000.00000000 PA USD 373425.00000000 0.002354912163 Long DBT CORP US N 2 2025-04-01 Fixed 5.00000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EUQ0 460000.00000000 PA USD 476603.06000000 0.003005579013 Long DBT CORP US N 2 2022-01-10 Fixed 3.20000000 N N N N N N Wilsonart LLC N/A 97246FAF3 5982997.44000000 PA USD 5196233.28000000 0.032768756655 Long LON CORP US N 2 2023-12-19 Variable 4.71000000 N N N N N N Greywolf CLO V Ltd. 549300RJBZLY8V18YD77 39808PAL0 5290000.00000000 PA USD 5058677.29000000 0.031901293914 Long ABS-CBDO CORP KY N 2 2031-01-27 Floating 2.15138200 N N N N N N Mariner CLO LLC 549300SC4HK60KIV1S28 56844XBL2 2000000.00000000 PA USD 1791327.20000000 0.011296560786 Long ABS-CBDO CORP US N 2 2029-04-20 Floating 3.03525000 N N N N N N Level 3 Financing, Inc. N/A 527298BH5 1147000.00000000 PA USD 1155143.70000000 0.007284627299 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N Tenaga Nasional Bhd. 549300FV8X6UID6I1413 N/A 434100.00000000 NS 1229155.97000000 0.007751367327 Long EC CORP MY N 2 N N N Heungkuk Life Insurance Co. Ltd. 988400EEEB3WBUD4BW44 N/A 1721000.00000000 PA USD 1548900.00000000 0.009767753764 Long DBT CORP KR N 2 2022-11-09 Variable 4.47500200 N N N N N N GT Loan Financing I Ltd. N/A 36248MAN7 1000000.00000000 PA USD 909997.30000000 0.005738672317 Long ABS-CBDO CORP KY N 2 2031-07-28 Floating 2.98712900 N N N N N N DISH DBS Corp. N/A 25470XAY1 3882000.00000000 PA USD 3823770.00000000 0.024113657313 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N Sun Art Retail Group Ltd. 3003009IMRZ363PQCP28 N/A 190500.00000000 NS 317159.66000000 0.002000088748 Long EC CORP HK N 2 N N N L'Oreal SA 529900JI1GG6F7RKVI53 N/A 1997.00000000 NS 580610.21000000 0.003661474313 Long EC CORP FR N 2 N N N Incyte Corp. 549300Z4WN6JVZ3T4680 45337C102 1929.00000000 NS USD 188386.14000000 0.001188010477 Long EC CORP US N 1 N N N TAL Education Group 5493003PJZS0EC085V72 874080104 5517.00000000 NS USD 298966.23000000 0.001885356393 Long EC CORP KY N 1 N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887BW8 2175000.00000000 PA USD 2370351.58000000 0.014948034456 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Platin 1426 GmbH 213800NMYXIGFN77O655 N/A 288000.00000000 PA 269778.98000000 0.001701294239 Long DBT CORP DE N 2 2023-06-15 Fixed 5.37500000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978V103 5160.00000000 NS USD 667239.60000000 0.004207781080 Long EC CORP US N 1 N N N HOCHTIEF AG 529900Y25S8NZIYTT924 N/A 3120.00000000 NS 244143.97000000 0.001539633405 Long EC CORP DE N 2 N N N Industrial & Commercial Bank of China Ltd. 5493002ERZU2K9PZDL40 N/A 15993000.00000000 NS 10723456.58000000 0.067624819795 Long EC CORP CN N 2 N N N Arab National Bank 213800CYWGYQVT1ZBQ57 N/A 58825.00000000 NS 318133.19000000 0.002006228074 Long EC CORP SA N 2 N N N TICP CLO VIII Ltd. N/A 87248WAG3 1000000.00000000 PA USD 792107.90000000 0.004995232050 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 4.23524900 N N N N N N MediaTek, Inc. 254900UEGBK1I4DM4E14 N/A 32000.00000000 NS 441870.06000000 0.002786543961 Long EC CORP TW N 2 N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAD3 775000.00000000 PA USD 782750.00000000 0.004936218774 Long DBT CORP US N 2 2022-05-15 Fixed 4.75000000 N N N N N N Boston Properties, Inc. 549300OF70FSEUQBT254 101121101 150566.00000000 NS USD 14632003.88000000 0.092273104129 Long EC CORP US N 1 N N N Iridium Satellite LLC N/A 46269KAJ3 685000.00000000 PA USD 675581.25000000 0.004260385627 Long LON CORP US N 2 2026-11-04 Variable 4.75000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 3793000.00000000 PA 3844817.12000000 0.024246385757 Long DBT CORP IT N 2 2021-09-10 Variable 6.74999900 N N N N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 1704.00000000 NS USD 843871.92000000 0.005321669006 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1RK2 1441376.81000000 PA USD 1489175.60000000 0.009391116646 Long ABS-MBS USGSE US N 2 2045-04-25 Fixed 3.50000000 N N N N N N Atrium XV N/A 04965FAJ0 500000.00000000 PA USD 444777.85000000 0.002804881218 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 3.24299900 N N N N N N FMG Resources Pty. Ltd. 549300EFD6S2NFE9D745 30251GAY3 360000.00000000 PA USD 363384.00000000 0.002291591086 Long DBT CORP AU N 2 2023-03-15 Fixed 5.12500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBC2 288000.00000000 PA USD 309937.17000000 0.001954541906 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N Mosaic Co. (The) 2YD5STGSJNMUB7H76907 61945C103 3836.00000000 NS USD 44152.36000000 0.000278435909 Long EC CORP US N 1 N N N Kering SA 549300VGEJKB7SVUZR78 N/A 9584.00000000 NS 4875426.60000000 0.030745668879 Long EC CORP FR N 2 N N N Chugai Pharmaceutical Co. Ltd. 529900T9LAII161DCN95 N/A 1000.00000000 NS 119201.72000000 0.000751716088 Long EC CORP JP N 2 N N N Fairstone Financial, Inc. 549300CWWT866A22GS52 30575FAA6 1217000.00000000 PA USD 1156150.00000000 0.007290973281 Long DBT CORP CA N 2 2024-07-15 Fixed 7.87500000 N N N N N N Vedanta Resources Ltd. 2138007MYEKPEAZQTW83 N/A 6000000.00000000 PA USD 2197500.00000000 0.013857988829 Long DBT CORP GB N 2 2023-05-31 Fixed 7.12500000 N N N N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAJ7 2820000.00000000 PA USD 2545050.00000000 0.016049726721 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AM9 475000.00000000 PA USD 500366.50000000 0.003155437254 Long DBT CORP US N 2 2026-01-15 Fixed 4.45000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 90921.00000000 NS USD 20418181.10000000 0.128762195952 Long SN CORP CA N 2 2020-07-08 Fixed 14.43000000 N N N N N N Ecolab, Inc. 82DYEISM090VG8LTLS26 278865BE9 1252000.00000000 PA USD 1539929.70000000 0.009711184792 Long DBT CORP US N 2 2030-03-24 Fixed 4.80000000 N N N N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 N/A 800000.00000000 PA 815312.40000000 0.005141565475 Long DBT CORP DE N 2 2025-01-01 Variable 2.87500000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211K100 1662.00000000 NS USD 47516.58000000 0.000299651528 Long EC CORP US N 1 N N N HPCL-Mittal Energy Ltd. 3358008CSQJBZUGQXP26 N/A 1260000.00000000 PA USD 1086750.00000000 0.006853319390 Long DBT CORP IN N 2 2026-10-22 Fixed 5.45000000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448CS8 600000.00000000 PA USD 684232.01000000 0.004314939500 Long DBT CORP US N 2 2050-03-01 Fixed 3.20000000 N N N N N N United Airlines Holdings, Inc. 98450079DA0B78DD6764 910047109 2711.00000000 NS USD 80191.38000000 0.000505707052 Long EC CORP US N 1 N N N Ajax Mortgage Loan Trust N/A 00969KAA2 6146554.42000000 PA USD 6272687.25000000 0.039557146686 Long ABS-O CORP US N 2 2058-06-25 Variable 4.37500100 N N N N N N Exelon Generation Co. LLC S2PEWKCZFFECR4533P43 30161MAR4 1400000.00000000 PA USD 1444246.01000000 0.009107779328 Long DBT CORP US N 2 2022-03-15 Fixed 3.40000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CQ6 150000.00000000 PA USD 119899.07000000 0.000756113753 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Broadridge Financial Solutions, Inc. N/A 11133T103 14864.00000000 NS USD 1724224.00000000 0.010873391095 Long EC CORP US N 1 N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AB4 2341000.00000000 PA USD 2188835.00000000 0.013803345155 Long DBT CORP US N 2 2023-05-15 Fixed 6.62500000 N N N N N N HLA Corp. Ltd. N/A N/A 231833.00000000 NS 208146.56000000 0.001312624665 Long EC CORP CN N 2 N N N Norbord, Inc. 549300VL705RQ5PHI407 65548PAF3 430000.00000000 PA USD 391300.00000000 0.002467636418 Long DBT CORP CA N 2 2027-07-15 Fixed 5.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAE3 3170000.00000000 PA USD 3234270.23000000 0.020396123194 Long DBT CORP CH N 2 2023-08-15 Variable 2.85900100 N N N N N N Conseco Finance Corp. N/A 393505XW7 3637467.35000000 PA USD 3619658.67000000 0.022826479825 Long ABS-O CORP US N 2 2028-07-15 Variable 7.03000100 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746SK8 290000.00000000 PA USD 297143.15000000 0.001873859592 Long DBT CORP US N 2 2023-01-24 Fixed 3.06900000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CU7 4983000.00000000 PA USD 4659105.00000000 0.029381490351 Long DBT CORP US N 2 2021-08-13 Fixed 2.60000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322AAH5 2278000.00000000 PA USD 2091894.69000000 0.013192015129 Long ABS-MBS CORP US N 2 2047-03-10 Variable 5.26147200 N N N N N N GS Mortgage Securities Corp. II N/A 36228CVG5 1500000.00000000 PA USD 1251207.90000000 0.007890432355 Long ABS-MBS CORP US N 2 2032-05-03 Fixed 5.86200000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 425000.00000000 PA USD 402986.06000000 0.002541331657 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 10853000.00000000 PA USD 10744470.00000000 0.067757335718 Long DBT CORP GB N 2 2022-03-15 Variable 7.87500000 N N N N N N Diamond Sports Group LLC N/A 25277LAA4 4371000.00000000 PA USD 3321960.00000000 0.020949116984 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 013817AJ0 2650000.00000000 PA USD 2546332.00000000 0.016057811336 Long DBT CORP US N 2 2027-02-01 Fixed 5.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WQF64 1076754.50000000 PA USD 1136685.07000000 0.007168222526 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N CEZ A/S 529900S5R9YHJHYKKG94 N/A 8726.00000000 NS 162229.35000000 0.001023059167 Long EC CORP CZ N 2 N N N N/A N/A N/A 1.00000000 NC N/A -610728.14000000 -0.00385140557 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 158530000.00000000 EUR 173149319.54000000 USD 2020-05-15 -610728.14000000 N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AG3 7371000.00000000 PA USD 7092228.78000000 0.044725382120 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N Segro plc 213800XC35KGM9NFC641 N/A 1182057.00000000 NS 12389766.10000000 0.078132987584 Long EC CORP GB N 2 N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 14036.00000000 NS USD 1991708.40000000 0.012560215135 Long EC CORP US N 1 N N N eG Global Finance plc 549300TL8Q5207VYET27 N/A 2401000.00000000 PA 2368022.26000000 0.014933345177 Long DBT CORP GB N 2 2025-10-30 Fixed 6.25000000 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 N/A 574323.00000000 NS USD 46077594.54000000 0.290576923974 Long SN CORP US N 2 2020-07-23 Fixed 13.17000000 N N N N N N ADLER Real Estate AG 529900Y6QFNN3D363B76 N/A 600000.00000000 PA 620845.93000000 0.003915210904 Long DBT CORP DE N 2 2023-04-27 Fixed 1.87500000 N N N N N N Kingdee International Software Group Co. Ltd. 529900SWRZN94C5SZO63 N/A 40000.00000000 NS 57206.98000000 0.000360761633 Long EC CORP KY N 2 N N N Nuoxi Capital Ltd. 549300ED8J4IE3JZHD75 N/A 664000.00000000 PA USD 141307.50000000 0.000891120708 Long DBT CORP VG N 2 2022-01-28 Fixed 7.50000000 N N N N N N Yuzhou Properties Co. Ltd. 213800MP59KHGJSPHE82 N/A 1392000.00000000 PA USD 1378205.28000000 0.008691309840 Long DBT CORP KY N 2 2021-03-06 Fixed 6.37500000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RDN9 70000.00000000 PA USD 72586.73000000 0.000457750213 Long DBT CORP US N 2 2022-03-01 Fixed 3.20000000 N N N N N N RR 6 Ltd. 549300KSO6EE9C4GF767 74990FAC7 20500000.00000000 PA USD 19527691.15000000 0.123146541900 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 2.46888000 N N N N N N GreenPoint Mortgage Funding Trust N/A 39538WGJ1 1941942.74840000 PA USD 1732401.30000000 0.010924959209 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.87045700 N N N N N N Cyfrowy Polsat SA 259400EM1ITR201TTX36 N/A 20580.00000000 NS 127242.51000000 0.000802423336 Long EC CORP PL N 2 N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 N/A 83500.00000000 NS 1555025.04000000 0.009806379810 Long EC CORP JP N 2 N N N China Hongqiao Group Ltd. 3003009Q4IBFSDE24571 N/A 1955000.00000000 PA USD 1656251.56000000 0.010444739757 Long DBT CORP KY N 2 2022-07-22 Fixed 7.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300CFP9NBBMZH1008 95000KBH7 4783000.00000000 PA USD 3976880.83000000 0.025079212795 Long ABS-MBS CORP US N 2 2049-11-15 Variable 4.45765300 N N N N N N SPX FLOW, Inc. 5493003YXEKRBINIEM78 78469XAE7 702000.00000000 PA USD 709020.00000000 0.004471258812 Long DBT CORP US N 2 2026-08-15 Fixed 5.87500000 N N N N N N Brookfield Property REIT, Inc. N/A 11284DAA3 3144000.00000000 PA USD 2515200.00000000 0.015861485098 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBB0 1718107.00000000 PA USD 1195510.39000000 0.007539189820 Long LON CORP US N 2 2025-06-27 Variable 2.23725000 N N N N N N iShares Trust 549300M0TH0IE2E6RP07 464288588 6801422.00000000 NS USD 755637984.20000000 4.765243569662 Long RF US N 1 N N N Truist Bank JJKC32MCHWDI71265Z06 86788X203 15.00000000 NS USD 1496250.00000000 0.009435729595 Long EP CORP US N 3 N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261F104 61861.00000000 NS USD 6933380.88000000 0.043723647229 Long EC CORP US N 1 N N N Entercom Media Corp. 549300S5JUSXRHNCHD80 29365DAA7 508000.00000000 PA USD 374650.00000000 0.002362637321 Long DBT CORP US N 2 2027-05-01 Fixed 6.50000000 N N N N N N Flatiron CLO 19 Ltd. N/A 33883JAE1 3500000.00000000 PA USD 2771798.05000000 0.017479657071 Long ABS-CBDO CORP KY N 2 2032-11-16 Floating 5.79490900 N N N N N N Madison Park Funding XXVII Ltd. N/A 55820YAE7 1000000.00000000 PA USD 760648.70000000 0.004796842406 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 3.73524800 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874784 9400.00000000 NS USD 239042.00000000 0.001507459097 Long EC CORP US N 1 N N N Husky III Holding Ltd. N/A 44810RAA6 2210000.00000000 PA USD 2011100.00000000 0.012682503451 Long DBT CORP CA N 2 2025-02-15 Fixed 13.00000000 N N Y N N N Agricultural Bank of China Ltd. 549300E7TSGLCOVSY746 N/A 3853000.00000000 NS 1602778.92000000 0.010107527813 Long EC CORP CN N 2 N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849106 8688.00000000 NS USD 53170.56000000 0.000335306951 Long EC CORP US N 1 N N N Telekom Malaysia Bhd. 254900SNFPTSDGGVEK77 N/A 157700.00000000 NS 147189.22000000 0.000928212317 Long EC CORP MY N 2 N N N Weyerhaeuser Co. 08IRJODWFYBI7QWRGS31 962166104 8050.00000000 NS USD 176053.50000000 0.001110237741 Long EC CORP US N 1 N N N ESR Cayman Ltd. 549300C81AR42BZUFZ09 N/A 5764400.00000000 NS 12619153.08000000 0.079579559691 Long EC CORP KY N 2 N N N Midcontinent Communications N/A 59565XAC4 554000.00000000 PA USD 559983.20000000 0.003531395190 Long DBT CORP US N 2 2027-08-15 Fixed 5.37500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AH0 757000.00000000 PA USD 726483.44000000 0.004581387666 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599AY0 675000.00000000 PA USD 677909.99000000 0.004275071248 Long DBT CORP US N 2 2023-03-14 Fixed 2.70000000 N N N N N N N/A N/A 00C51QQH3 24.00000000 NC USD 56400.00000000 0.000355672614 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased S&P 500 Index US78378X1072 100.00000000 3500.00000000 USD 2020-12-18 XXXX 15988.04000000 N N N Alternative Loan Trust N/A 02150LAE7 514889.26000000 PA USD 357079.82000000 0.002251835338 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 209115104 3680.00000000 NS USD 289984.00000000 0.001828712187 Long EC CORP US N 1 N N N Loxam SAS 969500BNA2YRNE1R5K91 N/A 720000.00000000 PA 731808.63000000 0.004614969656 Long DBT CORP FR N 2 2023-05-03 Fixed 3.50000000 N N N N N N Chobani LLC 549300ISVDMZ91KNTR38 17026YAD1 4811975.46700000 PA USD 4566035.40000000 0.028794569997 Long LON CORP US N 2 2023-10-10 Variable 4.50000000 N N N N N N Shionogi & Co. Ltd. 35380049VXDTHZI3DY35 N/A 1500.00000000 NS 82841.28000000 0.000522417989 Long EC CORP JP N 2 N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477103 4098.00000000 NS USD 258337.92000000 0.001629144031 Long EC CORP US N 1 N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 N/A 944000.00000000 PA USD 532180.00000000 0.003356061203 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.55000000 N N N N N N Hilton Worldwide Holdings, Inc. 549300HVGPK36ICB0B89 43300A203 3100.00000000 NS USD 234701.00000000 0.001480083657 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61691LAQ2 7904000.00000000 PA USD 7447096.63000000 0.046963268219 Long ABS-MBS CORP US N 2 2034-11-15 Floating 3.41399900 N N N N N N Wynn Resorts Ltd. 254900CEKKWIHTEAB172 983134107 1047.00000000 NS USD 89549.91000000 0.000564724301 Long EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 34712.00000000 NS USD 13505050.72000000 0.085166253479 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATKQ6 619899.54000000 PA USD 660573.26000000 0.004165741459 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.50000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 16384YAF4 1490183.65200000 PA USD 1356335.36000000 0.008553392613 Long LON CORP US N 2 2025-04-03 Variable 2.16000000 N N N N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106AL7 5622000.00000000 PA USD 6108355.68000000 0.038520830389 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N Matterhorn Telecom SA 549300MTB0YI26SMUT22 N/A 200000.00000000 PA 212827.22000000 0.001342142087 Long DBT CORP LU N 2 2024-09-15 Fixed 2.62500000 N N N N N N Alliant Holdings Intermediate LLC N/A 01881UAE5 5183571.21000000 PA USD 4831088.37000000 0.030466060826 Long LON CORP US N 2 2025-05-09 Variable 3.98938000 N N N N N N Golden Nugget, Inc. 91D14OD6M4H1RVBN7R43 38113YAE9 6625000.00000000 PA USD 5167500.00000000 0.032587557350 Long DBT CORP US N 2 2024-10-15 Fixed 6.75000000 N N N N N N TICP CLO VII Ltd. N/A 87248TAQ8 5500000.00000000 PA USD 4887105.30000000 0.030819317705 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 3.66000100 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDE7 1589000.00000000 PA USD 1708969.50000000 0.010777192373 Long DBT CORP US N 2 2025-04-01 Fixed 7.50000000 N N N N N N EnQuest plc 2138008LJU6WFQWOXJ73 N/A 193545.00000000 PA USD 65844.01000000 0.000415228921 Long DBT CORP GB N 2 2022-04-15 Variable 7.00000000 N N Y N N N China Yangtze Power Co. Ltd. 3003008VX8JFJXA6QP74 N/A 2754400.00000000 NS 6760022.47000000 0.042630405405 Long EC CORP CN N 2 N N N Hermes International 969500Y4IJGHJE2MTJ13 N/A 615.00000000 NS 449608.42000000 0.002835344010 Long EC CORP FR N 2 N N N Catskill Park CLO Ltd. 549300QY7L9WFVGWC115 149420AJ0 1000000.00000000 PA USD 833698.40000000 0.005257512225 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 4.83525000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CJ3 100000.00000000 PA USD 99125.00000000 0.000625107232 Long DBT CORP US N 2 2024-02-01 Fixed 5.50000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 2343000.00000000 PA USD 2108700.00000000 0.013297993649 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327109 1738.00000000 NS USD 554474.14000000 0.003496653669 Long EC CORP US N 1 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 N/A 3200000.00000000 PA 3615077.65000000 0.022797590758 Long DBT CORP AT N 2 2021-10-15 Variable 8.87499900 N N N N N N Sounds Point CLO IV-R Ltd. 549300HOEGQTNS4MTZ12 83609YAC0 6000000.00000000 PA USD 5501190.00000000 0.034691890589 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 2.28525100 N N N N N N Laobaixing Pharmacy Chain JSC N/A N/A 3800.00000000 NS 40442.37000000 0.000255039777 Long EC CORP CN N 2 N N N Equifax, Inc. 5493004MCF8JDC86VS77 294429AS4 4194000.00000000 PA USD 4231575.30000000 0.026685380313 Long DBT CORP US N 2 2030-05-15 Fixed 3.10000000 N N N N N N Ares XLVII CLO Ltd. 5493001J0ZSE1Y09WE50 04016VAG0 800000.00000000 PA USD 705081.44000000 0.004446421260 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 2.96888000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746RN3 3330000.00000000 PA USD 3554775.00000000 0.022417307049 Long DBT CORP US N 2 2025-06-15 Variable 5.87499800 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AE6 2420000.00000000 PA USD 1210000.00000000 0.007630564952 Long DBT CORP US N 2 2026-09-15 Fixed 5.87500000 N N N N N N Bank Central Asia Tbk. PT 254900BR956G2OHVOM21 N/A 932000.00000000 NS 1614401.23000000 0.010180821029 Long EC CORP ID N 2 N N N Alinma Bank 558600HPAUTN6XSVBK93 N/A 106369.00000000 NS 449724.51000000 0.002836076102 Long EC CORP SA N 2 N N N Bear Stearns Asset-Backed Securities I Trust N/A 0738794J4 962299.35000000 PA USD 843658.14000000 0.005320320855 Long ABS-MBS CORP US N 2 2035-12-25 Variable 6.25000000 N N N N N N Noble Energy, Inc. 02VFQXG2D1LR5ZH3K186 655044AR6 1065000.00000000 PA USD 723476.73000000 0.004562426595 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N Tele Columbus AG 3912004GMFDLY04RUQ19 N/A 800000.00000000 PA 733448.02000000 0.004625308062 Long DBT CORP DE N 2 2025-05-02 Fixed 3.87500000 N N N N N N Crown European Holdings SA 85OKW2SW05RZFQS1W718 N/A 289000.00000000 PA 330097.09000000 0.002081675442 Long DBT CORP FR N 2 2025-05-15 Fixed 3.37500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BA1 815000.00000000 PA USD 862492.48000000 0.005439094950 Long DBT CORP JP N 2 2023-07-26 Fixed 3.76100000 N N N N N N DB Insurance Co. Ltd. 9884000ZF26VNJBWSJ91 N/A 7842.00000000 NS 286429.21000000 0.001806294786 Long EC CORP KR N 2 N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199BJ3 841000.00000000 PA USD 929876.01000000 0.005864032473 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N B&G Foods, Inc. N/A 05508TAU6 263206.68000000 PA USD 253831.26000000 0.001600723897 Long LON CORP US N 2 2026-10-10 Variable 2.90363000 N N N N N N Macquarie Group Ltd. 4ZHCHI4KYZG2WVRT8631 N/A 1680000.00000000 PA USD 1621200.00000000 0.010223695786 Long DBT CORP AU N 2 2027-03-08 Variable 6.12500000 N N N N N N New Oriental Education & Technology Group, Inc. 529900NHZVBZQZ8EKN29 647581107 5036.00000000 NS USD 642895.76000000 0.004054262689 Long EC CORP KY N 1 N N N Banc of America Funding Trust N/A 05951KAZ6 565988.88000000 PA USD 521117.11000000 0.003286295831 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.69480000 N N N N N N DTI Holdco, Inc. N/A 23358EAD1 1738386.95000000 PA USD 1301373.85000000 0.008206791479 Long LON CORP US N 2 2023-09-29 Variable 5.75000000 N N N N N N Yum China Holdings, Inc. 529900DO9BYZ7VA3K502 98850P109 21416.00000000 NS USD 1037819.36000000 0.006544750442 Long EC CORP US N 1 N N N RELX plc 549300WSX3VBUFFJOO66 N/A 278491.00000000 NS 6337388.58000000 0.039965169579 Long EC CORP GB N 2 N N N Credicorp Ltd. 529900UYAEYQCQ2BKB17 N/A 6601.00000000 NS USD 983681.02000000 0.006203340426 Long EC CORP BM N 1 N N N LCM XX LP 549300VQTTD2PAP2Y421 50188WAE8 1400000.00000000 PA USD 1339911.30000000 0.008449818351 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 2.17525000 N N N N N N FMC Corp. CKDHZ2X64EEBQCSP7013 302491303 1409.00000000 NS USD 129487.10000000 0.000816578286 Long EC CORP US N 1 N N N FedEx Corp. 549300E707U7WNPZN687 31428XBY1 2900000.00000000 PA USD 3106277.87000000 0.019588971114 Long DBT CORP US N 2 2025-05-15 Fixed 3.80000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BU3 1395000.00000000 PA USD 1411683.63000000 0.008902432753 Long DBT CORP US N 2 2023-01-15 Fixed 3.70000000 N N N N N N SK Hynix, Inc. 988400XAIK6XISWQV045 N/A 1901.00000000 NS 130822.18000000 0.000824997637 Long EC CORP KR N 2 N N N NCSoft Corp. N/A N/A 1892.00000000 NS 1002475.09000000 0.006321860568 Long EC CORP KR N 2 N N N Fidelity National Financial, Inc. 549300CAZYIH39SYQ287 31620R303 93110.00000000 NS USD 2518625.50000000 0.015883087165 Long EC CORP US N 1 N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902VAB3 275000.00000000 PA USD 281254.99000000 0.001773664850 Long DBT CORP US N 2 2050-02-15 Fixed 3.36200000 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 N/A 128220.00000000 NS USD 4694593.71000000 0.029605291100 Long SN CORP US N 2 2020-07-22 Fixed 20.90000000 N N N N N N BCE, Inc. 5493001I9203PRB5KR45 05534B760 29958.00000000 NS 1211491.66000000 0.007639971736 Long EC CORP CA N 1 N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BM2 2871000.00000000 PA USD 1851795.00000000 0.011677885972 Long DBT CORP CA N 2 2025-03-15 Fixed 7.50000000 N N N N N N Transocean Guardian Ltd. N/A 893800AA0 192050.00000000 PA USD 146918.25000000 0.000926503511 Long DBT CORP KY N 2 2024-01-15 Fixed 5.87500000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 3900000.00000000 PA USD 3396900.00000000 0.021421707511 Long DBT CORP JP N 2 2027-07-19 Variable 6.87499900 N N N N N N Auto Trader Group plc 213800QLK9BZILB1DI86 N/A 1106316.00000000 NS 6368515.84000000 0.040161465926 Long EC CORP GB N 2 N N N Kaiser Aluminum Corp. N/A 483007AJ9 1034000.00000000 PA USD 962654.00000000 0.006070738738 Long DBT CORP US N 2 2028-03-01 Fixed 4.62500000 N N N N N N OZLM VI Ltd. N/A 67108LAY9 1400000.00000000 PA USD 1276988.86000000 0.008053013587 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 2.88488200 N N N N N N Siam Cement PCL (The) 529900SEH9QK8ZZDCQ89 N/A 8400.00000000 NS 89228.38000000 0.000562696652 Long EC CORP TH N 2 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 6732000.00000000 PA USD 6601533.84000000 0.041630936160 Long DBT CORP FR N 2 2023-12-18 Variable 7.87500000 N N N N N N Crestwood Midstream Partners LP N/A 226373AQ1 3436000.00000000 PA USD 2233400.00000000 0.014084383277 Long DBT CORP US N 2 2027-05-01 Fixed 5.62500000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBG3 700000.00000000 PA USD 795312.25000000 0.005015439488 Long DBT CORP US N 2 2029-06-15 Fixed 3.45000000 N N N N N N TC PipeLines LP 6HL0C5LCIE4TN8UZHL06 87233Q108 191077.00000000 NS USD 6401079.50000000 0.040366820572 Long US N 1 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAK2 350000.00000000 PA USD 369056.30000000 0.002327362040 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N N GMACM Mortgage Loan Trust N/A 36185N6Q8 56121.09000000 PA USD 48429.87000000 0.000305410965 Long ABS-MBS CORP US N 2 2035-05-25 Variable 3.57458000 N N N N N N Anglo American plc 549300S9XF92D1X8ME43 N/A 6732.00000000 NS 119889.41000000 0.000756052834 Long EC CORP GB N 2 N N N Teleflex, Inc. UUL85LWXB4NGSWWXIQ25 879369106 500.00000000 NS USD 167700.00000000 0.001057558464 Long EC CORP US N 1 N N N Hudson Pacific Properties, Inc. N/A 444097109 348282.00000000 NS USD 8560771.56000000 0.053986383004 Long EC CORP US N 1 N N N N/A N/A N/A 490798.00000000 PA -3411.61000000 -0.00002151447 N/A DCR GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 SES SA SES SA Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 12083.09000000 USD 0.00000000 USD 490798.00000000 EUR -3411.61000000 N N N Anhui Conch Cement Co. Ltd. 300300JVKW56SSAEQZ33 N/A 1125500.00000000 NS 8874995.71000000 0.055967959687 Long EC CORP CN N 2 N N N NH Hotel Group SA 959800LM1RW3PKJ4A296 N/A 463091.21830000 PA 446814.53000000 0.002817725035 Long DBT CORP ES N 2 2023-10-01 Fixed 3.75000000 N N N N N N Radian Group, Inc. 54930005OUP720S5U385 750236AW1 1905000.00000000 PA USD 1670780.25000000 0.010536361338 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N N/A N/A N/A -7574.00000000 NC -2935409.35000000 -0.01851143116 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short EURO STOXX 50 Index EU0009658145 2020-06-19 -218661380.00000000 EUR -2935409.35000000 N N N FWD Ltd. 254900FMA87JW77SVS91 N/A 760000.00000000 PA USD 699200.00000000 0.004409331417 Long DBT CORP KY N 2 2023-02-01 Variable 5.50000100 N N N N N N Constellium SE N/A 210383AA3 695000.00000000 PA USD 670675.00000000 0.004229445578 Long DBT CORP FR N 2 2024-05-15 Fixed 5.75000000 N N N N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAF5 645000.00000000 PA USD 624037.50000000 0.003935337749 Long DBT CORP US N 2 2022-06-15 Fixed 6.50000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 731011AT9 6700000.00000000 PA USD 7020343.75000000 0.044272057004 Long DBT NUSS PL N 2 2023-03-17 Fixed 3.00000000 N N N N N N Comerica, Inc. I9Q57JVPWHHZ3ZGBW498 200340107 29791.00000000 NS USD 1038514.26000000 0.006549132657 Long EC CORP US N 1 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RAM9 1020000.00000000 PA USD 1037944.87000000 0.006545541940 Long DBT CORP US N 2 2023-01-27 Fixed 1.85000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 200750.00000000 NS USD 14975950.00000000 0.094442115046 Long EC CORP US N 1 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DAV7 7399000.00000000 PA USD 7496648.23000000 0.047275753097 Long DBT CORP US N 2 2022-08-15 Fixed 2.76400000 N N N N N N Tech Mahindra Ltd. 3358005FZUZ1I25XQH69 N/A 84416.00000000 NS 607127.34000000 0.003828698018 Long EC CORP IN N 2 N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BP0 575000.00000000 PA USD 605538.95000000 0.003818681230 Long DBT CORP US N 2 2043-03-01 Fixed 5.00000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBH7 1350000.00000000 PA USD 1378051.10000000 0.008690337542 Long DBT CORP US N 2 2029-09-06 Fixed 3.46200000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368C858 85343.00000000 NS USD 9081550.35000000 0.057270545304 Long SN CORP CA N 2 2020-06-11 Fixed 17.12000000 N N N N N N Palmer Square CLO Ltd. 549300A8L0VCZ9626397 69703PAA7 12500000.00000000 PA USD 12121902.50000000 0.076443772213 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 2.16524900 N N N N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 74736KAF8 1052000.00000000 PA USD 1104600.00000000 0.006965885989 Long DBT CORP US N 2 2026-07-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 85258.87000000 0.000537663921 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 5553000.00000000 EUR 6176041.05000000 USD 2020-06-17 85258.87000000 N N N SS&C Technologies Holdings, Inc. N/A 78466DBE3 1948607.61000000 PA USD 1870877.65000000 0.011798225972 Long LON CORP US N 2 2025-04-16 Variable 2.73938000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6652.90000000 -0.00004195486 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 340000.00000000 EUR 366011.05000000 USD 2020-05-15 -6652.90000000 N N N Guangshen Railway Co. Ltd. 529900YIR2NSEPF1UU41 N/A 113900.00000000 NS 37949.58000000 0.000239319615 Long EC CORP CN N 2 N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MBR4 5630062.41000000 PA USD 4914875.58000000 0.030994444089 Long LON CORP US N 2 2025-12-09 Variable 2.65363000 N N N N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAL7 1907000.00000000 PA USD 1554205.00000000 0.009801208431 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N Fidelity & Guaranty Life Holdings, Inc. 549300WCR5QBFH98VZ75 315786AC7 640000.00000000 PA USD 676000.00000000 0.004263026370 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 1056.00000000 NS USD 173659.20000000 0.001095138682 Long EC CORP US N 1 N N N Times China Holdings Ltd. 2549000KTINB9ZPZP710 N/A 289000.00000000 PA USD 282439.70000000 0.001781135930 Long DBT CORP KY N 2 2022-04-26 Fixed 5.75000000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 180000.00000000 PA USD 154350.00000000 0.000973370000 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 2219.00000000 NS USD 265614.30000000 0.001675030717 Long EC CORP US N 1 N N N Coty, Inc. 549300BO9IWPF3S48F93 N/A 800000.00000000 PA 737594.72000000 0.004651458198 Long DBT CORP US N 2 2023-04-15 Fixed 4.00000000 N N N N N N CNX Resources Corp. 549300JK3KH8PWM3B226 20854PAL3 5486000.00000000 PA USD 5396852.50000000 0.034033912018 Long DBT CORP US N 2 2022-04-15 Fixed 5.87500000 N N N N N N Springleaf Finance Corp. 5493008I795YYBFWFU90 85172FAK5 800000.00000000 PA USD 790000.00000000 0.004981939101 Long DBT CORP US N 2 2022-05-15 Fixed 6.12500000 N N N N N N Ping An Insurance Group Co. of China Ltd. 529900M9MC28JLN35U89 N/A 790000.00000000 NS 8039246.56000000 0.050697514915 Long EC CORP CN N 2 N N N AMSR Trust N/A 00180AAG4 7500000.00000000 PA USD 6067275.00000000 0.038261765268 Long ABS-O CORP US N 2 2037-04-17 Fixed 4.31100000 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829BL0 2672000.00000000 PA USD 3157794.05000000 0.019913845129 Long DBT CORP US N 2 2030-04-01 Fixed 5.95000000 N N N N N N Liberty Interactive LLC 549300SZUIU7Z32Q0664 530715AJ0 43000.00000000 PA USD 38012.00000000 0.000239713252 Long DBT CORP US N 2 2030-02-01 Fixed 8.25000000 N N N N N N Belden, Inc. 68BKYO1JC791TTJHUE82 N/A 1260000.00000000 PA 1317034.61000000 0.008305552179 Long DBT CORP US N 2 2026-10-15 Fixed 4.12500000 N N N N N N GSAA Home Equity Trust N/A 362341B32 1024874.37300000 PA USD 369642.16000000 0.002331056620 Long ABS-O CORP US N 2 2035-12-25 Floating 0.83724800 N N N N N N Transocean Proteus Ltd. 5493000CTMQ2LH21VM89 893829AA9 315000.00000000 PA USD 266332.50000000 0.001679559868 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAM7 350000.00000000 PA USD 294715.32000000 0.001858549084 Long DBT CORP IE N 2 2024-08-14 Fixed 2.87500000 N N N N N N Tata Consultancy Services Ltd. 335800ZJKU9GPQRE2U66 N/A 47379.00000000 NS 1254233.17000000 0.007909510470 Long EC CORP IN N 2 N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAD1 1925000.00000000 PA USD 2090643.46000000 0.013184124557 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N Qualitytech LP N/A 74759BAD5 182000.00000000 PA USD 183137.50000000 0.001154911230 Long DBT CORP US N 2 2025-11-15 Fixed 4.75000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50076QAR7 2541000.00000000 PA USD 3043514.28000000 0.019193168097 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N Apidos CLO XX 5493008YDOADR1DMZM86 03765LAV4 1750000.00000000 PA USD 1601421.33000000 0.010098966508 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 3.12612800 N N N N N N Perrigo Co. plc 549300IFOQS6R1QLY196 N/A 1463.00000000 NS USD 77977.90000000 0.000491748289 Long EC CORP IE N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225436AA2 40534000.00000000 PA USD 41547350.00000000 0.262008060160 Long DBT CORP CH N 2 2024-12-18 Variable 6.25000000 N N N N N N Dentsply Sirona, Inc. 9NHEHR1SOZCYXDO8HO28 24906P109 3793.00000000 NS USD 160974.92000000 0.001015148415 Long EC CORP US N 1 N N N Deer Creek CLO Ltd. N/A 24380LAC7 1000000.00000000 PA USD 938101.40000000 0.005915903855 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 2.31525000 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 N/A 2800000.00000000 PA 3076050.95000000 0.019398352539 Long DBT CORP AT N 2 2024-04-15 Variable 6.49999900 N N N N N N Atlas Senior Loan Fund XII Ltd. N/A 04942UAC0 1700000.00000000 PA USD 1599013.54000000 0.010083782378 Long ABS-CBDO CORP KY N 2 2031-10-24 Floating 2.20025200 N N N N N N Solera LLC N/A 83422AAA1 11746000.00000000 PA USD 11687270.00000000 0.073702870129 Long DBT CORP US N 2 2024-03-01 Fixed 10.50000000 N N N N N N Hungary 5299008DH62LEB10JK83 445545AJ5 6520000.00000000 PA USD 7261650.00000000 0.045793795033 Long DBT NUSS HU N 2 2023-11-22 Fixed 5.75000000 N N N N N N Tronox, Inc. 549300EPZ4YXC7E5P181 897051AA6 500000.00000000 PA USD 452500.00000000 0.002853579042 Long DBT CORP US N 2 2026-04-15 Fixed 6.50000000 N N N N N N CIFC Funding Ltd. 5493006JGTCIL6LCS728 12552FAL7 750000.00000000 PA USD 606445.88000000 0.003824400560 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 4.33487900 N N N N N N Invitation Homes Trust N/A 46187VAJ8 5089587.00000000 PA USD 4609872.05000000 0.029071014960 Long ABS-O CORP US N 2 2037-07-17 Floating 2.75074900 N N N N N N H-Food Holdings LLC N/A 40422KAB7 1369744.52000000 PA USD 1255521.52000000 0.007917635130 Long LON CORP US N 2 2025-05-23 Variable 4.09113000 N N N N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849AK2 1850000.00000000 PA USD 1740754.52000000 0.010977636720 Long DBT CORP US N 2 2022-11-01 Fixed 2.80000000 N N N N N N Wyndham Destinations, Inc. T4VNTWMFQ7JQB65L7T35 98310WAN8 500000.00000000 PA USD 437500.00000000 0.002758985261 Long DBT CORP US N 2 2027-04-01 Fixed 5.74999900 N N N N N N York CLO 1 Ltd. 549300EJZ6JIZVXIHF06 986255AW7 2100000.00000000 PA USD 1919717.52000000 0.012106222502 Long ABS-CBDO CORP KY N 2 2029-10-22 Floating 2.74763200 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 8985000.00000000 PA USD 8588341.09000000 0.054160243408 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723AN3 342000.00000000 PA USD 338580.00000000 0.002135170811 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N Bain Capital Credit CLO Ltd. 549300B0VI605XM3L529 05683VAA2 4500000.00000000 PA USD 4195037.25000000 0.026454962161 Long ABS-CBDO CORP KY N 2 2032-04-18 Floating 2.51525200 N N N N N N Excel Capital Global Ltd. 549300BQ0JCX7AB51405 N/A 4800000.00000000 PA USD 4873152.00000000 0.030731324678 Long DBT CORP VG N 2 2021-05-17 Variable 6.99999800 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829BM8 2585000.00000000 PA USD 3117899.48000000 0.019662259916 Long DBT CORP US N 2 2040-04-01 Fixed 6.60000000 N N N N N N Galaxy XVIII CLO Ltd. 5493006XOQ2X0XSJ4F36 36321JAC8 13250000.00000000 PA USD 12371929.13000000 0.078020503155 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 2.31887900 N N N N N N Hormel Foods Corp. MSD54751OJP1FS2ND863 440452100 3127.00000000 NS USD 146499.95000000 0.000923865606 Long EC CORP US N 1 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BL6 650000.00000000 PA USD 681164.11000000 0.004295592549 Long DBT CORP US N 2 2023-09-01 Fixed 2.50000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QGH1 2000000.00000000 PA USD 2009444.40000000 0.012672062820 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.52000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148BAE8 12030000.00000000 PA USD 12225487.50000000 0.077097005329 Long DBT CORP US N 2 2024-08-10 Variable 5.50000100 N N N N N N Enerjisa Enerji A/S 789000D0QULW3EE31N02 N/A 53569.00000000 NS 59014.42000000 0.000372159805 Long EC CORP TR N 1 N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAE5 600000.00000000 PA USD 540000.00000000 0.003405376094 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BAG0 1943000.00000000 PA USD 1816705.00000000 0.011456599589 Long DBT CORP US N 2 2021-12-15 Fixed 5.00000000 N N N N N N WFRBS Commercial Mortgage Trust 5493003CHVRASC16O965 92938CAD9 780000.00000000 PA USD 828895.86000000 0.005227226197 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.15300000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QAG5 715000.00000000 PA USD 734384.04000000 0.004631210840 Long DBT CORP US N 2 2021-03-11 Fixed 4.74200000 N N N N N N CCO Holdings LLC N/A 1248EPBZ5 165000.00000000 PA USD 166171.50000000 0.001047919358 Long DBT CORP US N 2 2023-03-01 Fixed 4.00000000 N N N N N N Toorak Mortgage Corp. Ltd. N/A 89052LAA1 12000000.00000000 PA USD 10889638.80000000 0.068672806757 Long ABS-MBS CORP US N 2 2022-09-25 Variable 3.72100000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040Q104 4379.00000000 NS USD 224336.17000000 0.001414720426 Long EC CORP US N 1 N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAV7 31000.00000000 PA USD 29605.00000000 0.000186696591 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJ6S2 365952.86310000 PA USD 399955.83000000 0.002522222263 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Navient Corp. 54930067J0ZNOEBRW338 78442FET1 2821000.00000000 PA USD 2595320.00000000 0.016366742011 Long DBT CORP US N 2 2024-03-25 Fixed 6.12500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBH7 30363000.00000000 PA USD 25353105.00000000 0.159883069801 Long DBT CORP US N 2 2020-06-01 Variable 5.55000100 N N N N N N Sunshine Mid BV 724500YPEUZJGV4VB176 N/A 500000.00000000 PA 530939.32000000 0.003348237163 Long DBT CORP NL N 2 2026-05-15 Fixed 6.50000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 1500000.00000000 PA 1590352.31000000 0.010029162478 Long DBT CORP JP N 2 2028-04-15 Fixed 5.00000000 N N N N N N Dollar Tree, Inc. 549300PMSTQITB1WHR43 256746108 2557.00000000 NS USD 203716.19000000 0.001284685636 Long EC CORP US N 1 N N N BX Commercial Mortgage Trust N/A 056054AA7 1162722.46000000 PA USD 1133486.97000000 0.007148054502 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.73400100 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 110664.00000000 NS USD 4164286.32000000 0.026261039047 Long EC CORP US N 1 N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229106 4118.00000000 NS USD 57157.84000000 0.000360451744 Long EC CORP US N 1 N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 136385AW1 75000.00000000 PA USD 72370.67000000 0.000456387684 Long DBT CORP CA N 2 2023-01-15 Fixed 2.95000000 N N N N N N EMC Corp. KDMDXRWU7UTJ30FC8R59 268648AN2 650000.00000000 PA USD 646750.00000000 0.004078568498 Long DBT CORP US N 2 2023-06-01 Fixed 3.37500000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAF9 500000.00000000 PA USD 503250.00000000 0.003173621332 Long DBT CORP US N 2 2023-05-01 Fixed 4.62500000 N N N N N N Indigo Natural Resources LLC 549300F7DOI6H6TA3C86 45569LAA9 3656000.00000000 PA USD 3400080.00000000 0.021441761392 Long DBT CORP US N 2 2026-02-15 Fixed 6.87500000 N N N N N N SJM Holdings Ltd. 529900XEAB40COT5ZL30 N/A 3782000.00000000 NS 3734129.95000000 0.023548364566 Long EC CORP HK N 2 N N N Dryden 36 Senior Loan Fund 549300XLLT7H0EYXK263 26249KAX9 4000000.00000000 PA USD 3366498.80000000 0.021229989881 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 4.91888200 N N N N N N GoldenTree Loan Opportunities X Ltd. 549300IGEA8MXF2YEF61 38137PAQ3 3300000.00000000 PA USD 3162464.91000000 0.019943300749 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 2.25524900 N N N N N N Richter Gedeon Nyrt. 549300J6ZJW5IH4WEE46 N/A 30663.00000000 NS 655229.95000000 0.004132045200 Long EC CORP HU N 2 N N N Modern Land China Co. Ltd. 549300PDOU6AR9Z9IN08 N/A 530000.00000000 PA USD 514762.50000000 0.003246222059 Long DBT CORP KY N 2 2021-10-25 Fixed 12.85000000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 15631.00000000 NS USD 804058.64000000 0.005070596428 Long EC CORP US N 1 N N N CIFI Holdings Group Co. Ltd. 549300WGKSV867C0JF48 N/A 1757000.00000000 PA USD 1766206.68000000 0.011138144456 Long DBT CORP KY N 2 2021-04-23 Fixed 6.87500000 N N N N N N Zhenro Properties Group Ltd. 549300I66TVJEL841P38 N/A 630000.00000000 PA USD 615825.00000000 0.003883547654 Long DBT CORP KY N 2 2023-05-06 Fixed 9.15000000 N N N N N N Cascades, Inc. N/A 14739LAA0 800000.00000000 PA USD 800000.00000000 0.005045001621 Long DBT CORP US N 2 2026-01-15 Fixed 5.12500000 N N N N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAK6 1461000.00000000 PA USD 1479262.50000000 0.009328602139 Long DBT CORP US N 2 2030-09-01 Fixed 3.62500000 N N N N N N GMR Hyderabad International Airport Ltd. 335800NSPGIN89SVOU83 N/A 630000.00000000 PA USD 500850.00000000 0.003158486327 Long DBT CORP IN N 2 2027-10-27 Fixed 4.25000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397YQ0 1491000.00000000 PA USD 1356810.00000000 0.008556385812 Long DBT CORP US N 2 2022-08-03 Fixed 2.97900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XC4K5 1460383.15000000 PA USD 1550294.12000000 0.009776545436 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158BC9 750000.00000000 PA USD 762603.04000000 0.004809166966 Long DBT CORP US N 2 2030-05-15 Fixed 2.05000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AJ7 7320000.00000000 PA USD 7383025.20000000 0.046559217634 Long DBT CORP CH N 2 2023-07-17 Variable 7.49999900 N N N N N N PhosAgro PJSC 25340053KRUNNYUWF472 71922G209 32407.00000000 NS USD 390633.52000000 0.002463433427 Long EC CORP RU N 2 N N N Evertec, Inc. N/A U3000JAL3 1050306.41000000 PA USD 997791.09000000 0.006292322083 Long LON CORP US N 2 2024-11-27 Variable 3.90363000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816109 7420.00000000 NS USD 677075.00000000 0.004269805591 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -26506.90000000 -0.00016715919 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 2702000.00000000 EUR 2936236.11000000 USD 2020-06-03 -26506.90000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDQ6 1300000.00000000 PA USD 1402209.24000000 0.008842684862 Long DBT CORP US N 2 2024-04-29 Fixed 3.87500000 N N N N N N Ares XLVIII CLO Ltd. 5493005WFBSWHJ1WGQ35 04017FAG4 1000000.00000000 PA USD 881252.20000000 0.005557398472 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.93524900 N N N N N N Greenko Mauritius Ltd. 2138005EDWGI4914B264 N/A 930000.00000000 PA USD 855600.00000000 0.005395629234 Long DBT CORP MU N 2 2023-02-21 Fixed 6.25000000 N N N N N N Taiwan Mobile Co. Ltd. N/A N/A 282000.00000000 NS 1016077.67000000 0.006407641866 Long EC CORP TW N 2 N N N China Railway Group Ltd. 529900TFRLG8UDJ7QA89 N/A 65000.00000000 NS 38865.30000000 0.000245094376 Long EC CORP CN N 2 N N N Carlyle Global Market Strategies CLO Ltd. 549300N3CJKPCWZ7KX23 14312HAN6 600000.00000000 PA USD 518174.10000000 0.003267736468 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 2.98525000 N N N N N N American Airlines Group, Inc. N/A 02376R102 4282.00000000 NS USD 51426.82000000 0.000324310487 Long EC CORP US N 1 N N Bear Stearns Asset-Backed Securities Trust N/A 07384YUJ3 789085.04000000 PA USD 781006.94000000 0.004925226598 Long ABS-O CORP US N 2 2036-01-25 Floating 1.68725200 N N N N N N Berry Petroleum Co. LLC DQ2XTZKV7SILNNV77403 08580BAA4 825000.00000000 PA USD 383625.00000000 0.002419235933 Long DBT CORP US N 2 2026-02-15 Fixed 7.00000000 N N N N N N Huaku Development Co. Ltd. N/A N/A 25000.00000000 NS 76063.80000000 0.000479677492 Long EC CORP TW N 2 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413106 1033.00000000 NS USD 197726.53000000 0.001246913330 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 2325000.00000000 PA USD 2689123.11000000 0.016958288063 Long DBT CORP US N 2 2030-01-23 Variable 4.43099900 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBD6 675000.00000000 PA USD 691831.12000000 0.004362861402 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AT4 6820000.00000000 PA USD 6896725.00000000 0.043492486012 Long DBT CORP US N 2 2023-07-15 Fixed 5.37500000 N N N N N N nThrive, Inc. 549300MXJDHB765TKW59 74036YAF5 2551898.11000000 PA USD 2041518.49000000 0.012874330116 Long LON CORP US N 3 2022-10-20 Variable 5.50000000 N N N N N N Commercial Mortgage Trust 549300MGZ5FI5VFL1177 12591KAE5 965000.00000000 PA USD 1023313.12000000 0.006453270437 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.04600000 N N N N N N Federal Home Loan Mortgage Corp. N/A 35803BAF7 1498150.73000000 PA USD 1546323.47000000 0.009751505517 Long ABS-MBS USGSE US N 2 2024-09-25 Variable 2.68999900 N N N N N N ASGN, Inc. LZBNYYCBUKY537072438 00191UAA0 1943000.00000000 PA USD 1791834.60000000 0.011299760578 Long DBT CORP US N 2 2028-05-15 Fixed 4.62500000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 2833.00000000 NS USD 723208.24000000 0.004560733429 Long EC CORP US N 1 N N N Sotheby's 549300P5BAAMQQ7VL735 835898AH0 3319000.00000000 PA USD 2794199.72000000 0.017620927648 Long DBT CORP US N 2 2027-10-15 Fixed 7.37500000 N N N N N N TransDigm, Inc. N/A 89364MBS2 4426371.11000000 PA USD 3865062.99000000 0.024374061315 Long LON CORP US N 2 2024-08-22 Variable 2.65363000 N N N N N N Duke Realty Corp. N/A 264411505 4071.00000000 NS USD 141263.70000000 0.000890844494 Long EC CORP US N 1 N N N salesforce.com, Inc. RCGZFPDMRW58VJ54VR07 79466L302 18846.00000000 NS USD 3052109.70000000 0.019247372982 Long EC CORP US N 1 N N N Cablevision Systems Corp. 3HG2WD2W22M120IUNG49 12686CBB4 450000.00000000 PA USD 468562.50000000 0.002954873215 Long DBT CORP US N 2 2022-09-15 Fixed 5.87500000 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216BD2 27000.00000000 PA USD 26610.43000000 0.000167812078 Long DBT CORP US N 2 2023-08-01 Fixed 3.50000000 N N N N N N Central China Real Estate Ltd. 549300JDML9PYG0CIJ22 N/A 2050000.00000000 PA USD 1993871.00000000 0.012573853035 Long DBT CORP KY N 2 2021-11-08 Fixed 6.75000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CD2 650000.00000000 PA USD 653191.02000000 0.004119187193 Long DBT CORP NL N 2 2029-11-07 Fixed 2.37500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 21825000.00000000 PA USD 24791649.55000000 0.156342390231 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RPT4 27483304.53390000 PA USD 1377270.84000000 0.008685417026 Long ABS-MBS USGA US N 2 2051-04-17 Variable 0.69842900 N N N N N N Clean Harbors, Inc. 5493000SJVZVZJKHJF48 184496AP2 250000.00000000 PA USD 254375.00000000 0.001604152859 Long DBT CORP US N 2 2029-07-15 Fixed 5.12500000 N N N N N N Cisco Systems, Inc. 8E6NF1YAL0WT6CWXXV93 17275R102 265819.00000000 NS USD 11265409.22000000 0.071042509730 Long EC CORP US N 1 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A 4334.00000000 NS USD 291678.20000000 0.001839396240 Long EC CORP BM N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAQ6 370000.00000000 PA USD 359867.86000000 0.002269417421 Long DBT CORP US N 2 2022-07-25 Fixed 2.85000000 N N N N N N Apidos CLO XV 549300HXW2GBYSKFE344 03764QBJ0 7000000.00000000 PA USD 6172317.20000000 0.038924187854 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.98525000 N N N N N N Cimarex Energy Co. 11KYOFXPU1C4CQL1CL44 171798AD3 1475000.00000000 PA USD 1304455.18000000 0.008226223123 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 891906AB5 475000.00000000 PA USD 500456.43000000 0.003156004376 Long DBT CORP US N 2 2023-06-01 Fixed 3.75000000 N N N N N N M/I Homes, Inc. 5299005M71FH9CCSFB69 55305BAR2 685000.00000000 PA USD 599375.00000000 0.003779809808 Long DBT CORP US N 2 2028-02-01 Fixed 4.95000000 N N N N N N ILFC E-Capital Trust I N/A 44965TAA5 16872000.00000000 PA USD 8098560.00000000 0.051071560417 Long SN CORP US N 2 2065-12-21 Floating 3.33000000 N N N N N N PolyOne Corp. SM8L9RZYIB34LNTWO040 73179PAK2 400000.00000000 PA USD 416000.00000000 0.002623400843 Long DBT CORP US N 2 2023-03-15 Fixed 5.25000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 580135101 16080.00000000 NS USD 3015964.80000000 0.019019434133 Long EC CORP US N 1 N N N Endo DAC N/A 29273DAA8 880000.00000000 PA USD 844800.00000000 0.005327521712 Long DBT CORP US N 2 2024-10-15 Fixed 5.87500000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFR0 1290000.00000000 PA USD 1536353.47000000 0.009688632184 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46646RAA1 40477000.00000000 PA USD 1601767.99000000 0.010101152633 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.74999900 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953BX8 4032000.00000000 PA USD 4101310.08000000 0.025863895006 Long DBT CORP US N 2 2022-03-15 Fixed 7.75000000 N N N N N N Assurant CLO I Ltd. 635400A6LSLGJQHVOZ36 04625AAC8 3000000.00000000 PA USD 2682054.60000000 0.016913712258 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 2.83524800 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAE5 2500000.00000000 PA USD 2529769.28000000 0.015953362650 Long DBT CORP GB N 2 2021-08-05 Fixed 2.87500000 N N N N N N USDC N/A 903442AL5 2550000.00000000 PA USD 1755102.78000000 0.011068120464 Long ABS-MBS CORP US N 2 2038-05-13 Variable 4.64225000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AL2 9970000.00000000 PA USD 9820450.00000000 0.061930232720 Long DBT CORP CH N 2 2026-08-21 Variable 6.37499900 N N N N N N AVSC Holding Corp. N/A 00241YAM6 8561514.45000000 PA USD 5650599.54000000 0.035634104803 Long LON CORP US N 2 2025-03-03 Variable 4.60487400 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBM1 1025000.00000000 PA USD 1281369.09000000 0.008080636421 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N OCP Euro CLO DAC 635400KNK84TMOLEE581 N/A 298000.00000000 PA 222966.48000000 0.001406082816 Long ABS-CBDO CORP IE N 2 2032-01-15 Floating 5.00000000 N N N N N N Tendam Brands SAU 959800F8A7CLAN0C2203 N/A 370000.00000000 PA 269121.39000000 0.001697147311 Long DBT CORP ES N 2 2024-09-15 Floating 5.24999900 N N N N N N Aflac, Inc. 549300N0B7DOGLXWPP39 001055102 8000.00000000 NS USD 297920.00000000 0.001878758603 Long EC CORP US N 1 N N N Alternative Loan Trust N/A 02146SAD1 6810399.17000000 PA USD 5541011.59000000 0.034943015571 Long ABS-MBS CORP US N 2 2046-11-25 Floating 0.67725000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AL1 1110000.00000000 PA USD 1113391.93000000 0.007021330115 Long DBT CORP US N 2 2021-01-15 Fixed 3.45000000 N N N N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088M102 1855.00000000 NS USD 192697.40000000 0.001215198369 Long EC CORP US N 1 N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201108 4186.00000000 NS USD 54711.02000000 0.000345021480 Long EC CORP US N 1 N N N Tronox, Inc. 549300EPZ4YXC7E5P181 897051AB4 165000.00000000 PA USD 166031.25000000 0.001047034906 Long DBT CORP US N 2 2025-05-01 Fixed 6.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 5325000.00000000 PA USD 5444812.50000000 0.034336359865 Long DBT CORP CH N 2 2024-01-31 Variable 6.99999800 N N N N N N Brown-Forman Corp. 549300873K3LXF7ARU34 115637209 1967.00000000 NS USD 122347.40000000 0.000771553539 Long EC CORP US N 1 N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAK5 110000.00000000 PA USD 114450.32000000 0.000721752562 Long DBT CORP CA N 2 2023-10-16 Fixed 3.75000000 N N N N N N Prime Security Services Borrower LLC N/A 03765VAJ9 2765722.58000000 PA USD 2615571.50000000 0.016494453074 Long LON CORP US N 2 2026-09-23 Variable 4.26625000 N N N N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446R109 4561.00000000 NS USD 49760.51000000 0.000313802317 Long EC CORP US N 1 N N N Palmer Square CLO Ltd. 549300PACXK2KP6J2T91 69689CAW6 8000000.00000000 PA USD 7770620.80000000 0.049003493172 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.23525100 N N N N N N Serta Simmons Bedding LLC N/A 81753HAD3 317456.00000000 PA USD 68075.26000000 0.000429299746 Long LON CORP US N 2 2024-11-08 Variable 9.02025000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAS8 675000.00000000 PA USD 743798.57000000 0.004690581239 Long DBT CORP US N 2 2037-09-20 Fixed 5.00000000 N N N N N N TICP CLO XII Ltd. N/A 87250FAG5 1000000.00000000 PA USD 794666.20000000 0.005011365334 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 4.01888200 N N N N N N Clear Creek CLO N/A 18452LAG3 7000000.00000000 PA USD 6543841.50000000 0.041267113724 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 2.33525200 N N N N N N CIFC Funding Ltd. 549300QSQ98IRWUWDV20 12549FBM0 7000000.00000000 PA USD 6682210.50000000 0.042139703511 Long ABS-CBDO CORP KY N 2 2031-04-27 Floating 2.05138100 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAJ2 7290000.00000000 PA USD 7034850.00000000 0.044363537073 Long DBT CORP GB N 2 2026-06-27 Variable 6.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2M4 800000.00000000 PA USD 1050269.94000000 0.006623266938 Long DBT CORP US N 2 2051-04-04 Variable 5.01300000 N N N N N N Synnex Technology International Corp. 529900GMBJ3R4A2WBC71 N/A 792000.00000000 NS 1056997.53000000 0.006665692816 Long EC CORP TW N 2 N N N China Aoyuan Group Ltd. 549300YSOKQO5QD6MP25 N/A 5030000.00000000 PA USD 5048711.60000000 0.031838447762 Long DBT CORP KY N 2 2021-05-10 Fixed 7.50000000 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 14879EAE8 4724000.00000000 PA USD 4818480.00000000 0.030386549267 Long DBT CORP US N 2 2027-07-15 Fixed 5.00000000 N N N N N N Bank Leumi Le-Israel BM 7JDSZWRGUQY2DSTWCR57 06326BAA7 5188000.00000000 PA USD 4789172.50000000 0.030201728786 Long DBT CORP IL N 2 2031-01-29 Variable 3.27499900 N N N N N N Industrial & Commercial Bank of China Ltd. 5493002ERZU2K9PZDL40 45580KAK4 2650000.00000000 PA USD 2877734.38000000 0.018147718267 Long DBT CORP CN N 2 2027-11-08 Fixed 3.53800000 N N N N N N AmeriGas Partners LP N/A 030981AJ3 250000.00000000 PA USD 254550.00000000 0.001605256453 Long DBT CORP US N 2 2026-08-20 Fixed 5.87500000 N N N N N N Altice France Holding SA 5299000JVHXKJPOE6H40 N/A 1399000.00000000 PA 1555422.14000000 0.009808884023 Long DBT CORP LU N 2 2027-05-15 Fixed 8.00000000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAA2 1261000.00000000 PA USD 1182061.40000000 0.007454377099 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N N Ronshine China Holdings Ltd. 549300GNBBT32SFSEC47 N/A 4970000.00000000 PA USD 4968446.88000000 0.031332278208 Long DBT CORP KY N 2 2023-01-22 Fixed 8.95000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WDH1 590000.00000000 PA USD 586549.68000000 0.003698930108 Long DBT CORP US N 2 2023-05-10 Fixed 1.95000000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AH4 2840000.00000000 PA USD 2669600.00000000 0.016835170411 Long DBT CORP US N 2 2022-09-15 Fixed 5.00000000 N N N N N N frontdoor, Inc. 5493008RB0JZJI3QGZ06 35905AAA7 1973000.00000000 PA USD 2046987.50000000 0.012908819071 Long DBT CORP US N 2 2026-08-15 Fixed 6.75000000 N N N N N N Cedar Funding VI CLO Ltd. 549300PQ60B57EBTK013 15032DAH4 3500000.00000000 PA USD 3345048.70000000 0.021094720145 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 2.22525000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAR4 500000.00000000 PA USD 571356.14000000 0.003603115816 Long DBT CORP US N 2 2044-01-31 Fixed 5.37500000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 4889000.00000000 PA USD 4875249.69000000 0.030744553240 Long DBT NUSS BH N 2 2026-01-26 Fixed 7.00000000 N N N N N N Calumet Specialty Products Partners LP N/A 131477AQ4 500000.00000000 PA USD 392700.00000000 0.002476465171 Long DBT CORP US N 2 2023-04-15 Fixed 7.75000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431109 4775.00000000 NS USD 924917.50000000 0.005832762859 Long EC CORP US N 1 N N N Kaisa Group Holdings Ltd. 254900N8L3L7NRJT0120 N/A 1590000.00000000 PA USD 1550250.00000000 0.009776267205 Long DBT CORP KY N 2 2022-10-22 Fixed 11.95000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300AGZIS1CJS4RM30 95001JBC0 2346000.00000000 PA USD 1933845.81000000 0.012195319059 Long ABS-MBS CORP US N 2 2051-05-15 Variable 4.99612700 N N N N N N E*TRADE Financial Corp. 549300LYE2HSVYJFJD24 269246401 2746.00000000 NS USD 111515.06000000 0.000703242073 Long EC CORP US N 1 N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBJ8 1675000.00000000 PA USD 1757709.99000000 0.011084562187 Long DBT CORP US N 2 2025-04-06 Fixed 3.19400000 N N N N N N Assurant CLO III Ltd. 635400CQOZFHCREPDQ50 04624WAC1 2000000.00000000 PA USD 1891085.80000000 0.011925663659 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 2.36525000 N N N N N N TierPoint LLC N/A 88651BAK8 1780375.77000000 PA USD 1592101.03000000 0.010040190347 Long LON CORP US N 2 2024-05-06 Variable 4.75000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EVE6 205000.00000000 PA USD 206645.79000000 0.001303160432 Long DBT CORP US N 2 2023-04-06 Fixed 1.20000000 N N N N N N International Game Technology plc 549300UQ6KHRCZDRGZ76 460599AC7 1000000.00000000 PA USD 979990.00000000 0.006180063924 Long DBT CORP GB N 2 2025-02-15 Fixed 6.50000000 N N N N N N People's United Financial, Inc. ROPY7PEPIPIDJNF0BO69 712704105 4768.00000000 NS USD 60505.92000000 0.000381565580 Long EC CORP US N 1 N N N Vertafore, Inc. N/A 92531SAZ6 7282969.46000000 PA USD 6669379.28000000 0.042058786604 Long LON CORP US N 2 2025-07-02 Variable 3.65363000 N N N N N N Celanese Corp. 549300FHJQTDPPN41627 150870103 1340.00000000 NS USD 111313.80000000 0.000701972876 Long EC CORP US N 1 N N N Naturgy Finance BV 2138005FTXOJUBQ5J563 N/A 1800000.00000000 PA 2002117.95000000 0.012625860380 Long DBT CORP NL N 2 2022-11-18 Variable 4.12500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BJ5 2985000.00000000 PA USD 2522325.00000000 0.015906417144 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N TICP CLO IX Ltd. 549300T5OQR4UD880D68 87249AAC9 1000000.00000000 PA USD 919807.90000000 0.005800540433 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 2.73525100 N N N N N N Loxam SAS 969500BNA2YRNE1R5K91 N/A 300000.00000000 PA 305742.15000000 0.001928087053 Long DBT CORP FR N 2 2024-04-15 Fixed 4.25000000 N N N N N N Ziggo Bond Co. BV 213800JYI4P7V5QDOG59 98953GAD7 1841000.00000000 PA USD 1813385.00000000 0.011435662832 Long DBT CORP NL N 2 2030-02-28 Fixed 5.12500000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516BU9 725000.00000000 PA USD 785580.84000000 0.004954070764 Long DBT CORP US N 2 2029-08-15 Fixed 2.70000000 N N N N N N Bear Stearns Asset-Backed Securities I Trust N/A 073852AE5 6425322.41000000 PA USD 6541934.94000000 0.041255090476 Long ABS-O CORP US N 2 2037-04-25 Floating 0.62725000 N N N N N N Vector Group Ltd. 549300TUIF4WWN6NDN50 92240MBF4 3450000.00000000 PA USD 3346500.00000000 0.021103872408 Long DBT CORP US N 2 2025-02-01 Fixed 6.12500000 N N N N N N Coty, Inc. 549300BO9IWPF3S48F93 222070AB0 500000.00000000 PA USD 420000.00000000 0.002648625851 Long DBT CORP US N 2 2026-04-15 Fixed 6.50000000 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855RAG5 1545000.00000000 PA USD 1597143.75000000 0.010071991011 Long DBT CORP US N 2 2022-11-15 Fixed 5.37500200 N N N N N N Allied Properties REIT 549300AMZMPKVHA0MY77 019456102 372955.00000000 NS 11939275.69000000 0.075292081522 Long EC CORP CA N 1 N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 039483102 6233.00000000 NS USD 231493.62000000 0.001459857110 Long EC CORP US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1155000.00000000 PA USD 1151029.69000000 0.007258683315 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.12500000 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAZ1 5137000.00000000 PA USD 4412111.77000000 0.027823888793 Long ABS-MBS CORP US N 2 2050-03-15 Variable 4.03243600 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 93935LAB4 6824828.81200000 PA USD 5399683.07000000 0.034051762306 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.72045900 N N N N N N ReNew Power Ltd. 335800BITJZHVZ1CN475 N/A 3330000.00000000 PA USD 2897100.00000000 0.018269842747 Long DBT CORP IN N 2 2022-09-27 Fixed 6.45000000 N N N N N N Cathay Financial Holding Co. Ltd. 5299009XR1QLFAMQ3X77 N/A 709000.00000000 NS 946031.70000000 0.005965914325 Long EC CORP TW N 2 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 N/A 155978.00000000 NS 3380489.69000000 0.021318219960 Long EC CORP AT N 2 N N N CarVal CLO II Ltd. N/A 14686AAA7 3500000.00000000 PA USD 3327645.65000000 0.020984972125 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 2.61524900 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCX6 3296000.00000000 PA USD 3245241.60000000 0.020465311418 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N Land & Houses PCL 529900O7AEACUWP7KS87 N/A 15878300.00000000 NS 3587945.67000000 0.022626489654 Long EC CORP TH N 2 N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599106 3127.00000000 NS USD 128332.08000000 0.000809294439 Long EC CORP US N 1 N N N NV Energy, Inc. 549300WSWTEW6DURBO45 67073YAA4 790000.00000000 PA USD 811171.48000000 0.005115451790 Long DBT CORP US N 2 2020-11-15 Fixed 6.25000000 N N N N N N Safran SA 969500UIC89GT3UL7L24 N/A 55192.00000000 NS 5131262.75000000 0.032359036119 Long EC CORP FR N 2 N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAM7 2282021.00000000 PA USD 1155605.17000000 0.007287537445 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.34500000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CM5 525000.00000000 PA USD 465915.98000000 0.002938183593 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N KWG Group Holdings Ltd. 549300LK82ZOM9ZE7H90 N/A 944000.00000000 PA USD 913320.00000000 0.005759626101 Long DBT CORP KY N 2 2024-03-05 Fixed 7.40000000 N N N N N N Shaw Communications, Inc. 549300SCT0RG6178CI40 82028K200 37796.00000000 NS 616650.86000000 0.003888755735 Long EC CORP CA N 1 N N N GS Mortgage Securities Trust N/A 36253GAF9 1308365.30440000 PA USD 1355155.98000000 0.008545955145 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.65000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 N/A 1963000.00000000 PA 2167842.19000000 0.013670959205 Long DBT CORP US N 2 2030-06-15 Fixed 3.62500000 N N N N N N SoFi Professional Loan Program LLC N/A 83401BAB2 2250000.00000000 PA USD 2279951.33000000 0.014377947696 Long ABS-O CORP US N 2 2041-01-25 Fixed 2.84000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AS7 860000.00000000 PA USD 899778.16000000 0.005674227845 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N Anchorage Capital CLO 6 Ltd. 54930064GO7DB3TVDY21 03328QAU5 1000000.00000000 PA USD 935000.00000000 0.005896345645 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 3.61887800 N N N N N N Informatica LLC N/A 45673YAE6 2329000.00000000 PA USD 2200905.00000000 0.013879461617 Long LON CORP US N 2 2025-02-25 Variable 7.12500000 N N N N N N N/A N/A N/A 36285.00000000 PA -2218.79000000 -0.00001399224 N/A DCR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Casino Guichard Perrachon SA Casino Guichard Perrachon SA Y Payout of notional amount upon default event with regard to the reference instrument 2023-06-20 0.00000000 USD 3106.97000000 USD 36285.00000000 EUR -2218.79000000 N N N Core & Main Holdings LP N/A 21871MAA1 1080000.00000000 PA USD 1026000.00000000 0.006470214579 Long DBT CORP US N 2 2024-09-15 Fixed 8.62500000 N N Y N N N Volvo AB 549300HGV012CNC8JD22 928856301 609105.00000000 NS 7805418.88000000 0.049222938634 Long EC CORP SE N 2 N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RDA3 1390000.00000000 PA USD 1431810.09000000 0.009029355282 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.10000000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315AU7 9110000.00000000 PA USD 8830505.20000000 0.055687391318 Long DBT CORP US N 2 2023-03-15 Variable 5.37500200 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700BC9 4351000.00000000 PA USD 4220470.00000000 0.026615347493 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N Huaneng Power International, Inc. 529900WU0SMVKMPG4V21 N/A 371400.00000000 NS 220393.19000000 0.001389855001 Long EC CORP CN N 2 N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A 2453884.00000000 NS 13199134.13000000 0.083237066364 Long EC CORP LU N 2 N N N Voya CLO Ltd. N/A 92915QAL7 900000.00000000 PA USD 725877.99000000 0.004577569545 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 4.68524900 N N N N N N GSAMP Trust N/A 36245AAD8 2003692.48000000 PA USD 1676062.31000000 0.010569671340 Long ABS-O CORP US N 2 2036-08-25 Floating 0.72725000 N N N N N N CNOOC Finance 2012 Ltd. N/A N/A 5000000.00000000 PA USD 6364062.50000000 0.040133382041 Long DBT CORP VG N 2 2042-05-02 Fixed 5.00000000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 N/A 3585000.00000000 PA USD 3145837.50000000 0.019838444111 Long DBT NUSS LK N 2 2020-10-04 Fixed 6.25000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CE2 370000.00000000 PA USD 401360.63000000 0.002531081286 Long DBT CORP US N 2 2023-10-17 Fixed 3.70000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AF4 4897000.00000000 PA USD 5225980.46000000 0.032956349869 Long DBT CORP CA N 2 2029-05-30 Fixed 7.25000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAC9 1400000.00000000 PA USD 1444621.86000000 0.009110149533 Long DBT CORP GB N 2 2024-09-11 Fixed 4.37500000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBA5 2581000.00000000 PA USD 2644724.63000000 0.016678300059 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 053015103 16043.00000000 NS USD 2353347.67000000 0.014840803514 Long EC CORP US N 1 N N N Fortress Transportation & Infrastructure Investors LLC 529900E7PUVK6BC8PE80 34960PAB7 825000.00000000 PA USD 676500.00000000 0.004266179496 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N ON Semiconductor Corp. N/A 68218EAH7 1254426.55000000 PA USD 1208062.94000000 0.007618349364 Long LON CORP US N 2 2026-09-19 Variable 2.40363000 N N N N N N Asahi Group Holdings Ltd. 353800KAJ02XNHLCJW79 N/A 12400.00000000 NS 426378.08000000 0.002688847631 Long EC CORP JP N 2 N N N Palmer Square CLO Ltd. 549300EYS8N79JYSXL17 69688MAE5 1000000.00000000 PA USD 908759.70000000 0.005730867700 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 2.82613000 N N N N N N Powerlong Real Estate Holdings Ltd. 549300R3K12EPXCGDP22 N/A 1835000.00000000 PA USD 1777656.25000000 0.011210348330 Long DBT CORP KY N 2 2022-11-08 Fixed 7.12500000 N N N N N N VNDO Mortgage Trust N/A 91830MAL0 5060000.00000000 PA USD 4554397.72000000 0.028721179854 Long ABS-MBS CORP US N 2 2029-12-13 Variable 4.07873200 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJX9 200000.00000000 PA USD 215568.09000000 0.001359426704 Long DBT CORP US N 2 2024-05-13 Fixed 3.62500000 N N N N N N Rockford Tower CLO Ltd. 549300IG5M07NI4QKK80 77341GAE0 1000000.00000000 PA USD 910882.90000000 0.005744257134 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 4.19463000 N N N N N N Sigma Holdco BV 254900RAPCKVT00GAO59 82660CAA0 200000.00000000 PA USD 189000.00000000 0.001191881633 Long DBT CORP NL N 2 2026-05-15 Fixed 7.87500000 N N N N N N MEDNAX, Inc. N/A 58502BAA4 1407000.00000000 PA USD 1329615.00000000 0.008384887289 Long DBT CORP US N 2 2023-12-01 Fixed 5.25000000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RCZ9 1890000.00000000 PA USD 1932150.02000000 0.012184624980 Long ABS-O CORP US N 2 2023-09-15 Fixed 3.00000000 N N N N N N Grupo Aeroportuario del Pacifico SAB de CV 4469000001BZ368XFI90 N/A 672661.00000000 NS 4175907.17000000 0.026334323056 Long EC CORP MX N 1 N N N Oakwood Mortgage Investors, Inc. N/A 67087TDQ1 64992.85000000 PA USD 65092.43000000 0.000410489268 Long ABS-O CORP US N 2 2032-06-15 Variable 7.08999800 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CZ6 770000.00000000 PA USD 739200.00000000 0.004661581498 Long DBT CORP US N 2 2021-03-15 Fixed 4.85000000 N N N N N N LCPR Loan Financing LLC N/A 50183CAB3 1523000.00000000 PA USD 1488732.50000000 0.009388322346 Long LON CORP US N 2 2026-10-15 Variable 5.81400000 N N N N N N Ancestry.com Operations, Inc. N/A 03280FAH4 5402337.49000000 PA USD 4916127.12000000 0.031002336616 Long LON CORP US N 3 2023-10-19 Variable 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -78294.26000000 -0.00049374333 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 7790000.00000000 GBP 9733542.68000000 USD 2020-05-15 -78294.26000000 N N N MPT Operating Partnership LP N/A N/A 100000.00000000 PA 111712.04000000 0.000704484278 Long DBT CORP US N 2 2022-08-19 Fixed 4.00000000 N N N N N N Dentalcorp Perfect Smile ULC N/A C2969TAC2 853872.80000000 PA USD 691636.97000000 0.004361637044 Long LON CORP US N 2 2025-05-31 Variable 4.75000000 N N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102AM7 2017000.00000000 PA USD 2059215.81000000 0.012985933876 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AA5 2809000.00000000 PA USD 2208576.25000000 0.013927838453 Long DBT CORP US N 2 2050-02-01 Fixed 5.24999900 N N N N N N Coca-Cola Femsa SAB de CV 5493008KEVFYPMGTXO33 N/A 362716.00000000 NS 1451556.29000000 0.009153879796 Long EC CORP MX N 1 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 3600000.00000000 PA 3491378.10000000 0.022017510220 Long DBT CORP IT N 2 2023-06-03 Variable 6.62499800 N N N N N N Prime Security Services Borrower LLC N/A 74166MAC0 5657000.00000000 PA USD 5573842.10000000 0.035150053042 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N ITC Ltd. 335800WLOU3OFWFTMP43 N/A 148631.00000000 NS 358080.50000000 0.002258145879 Long EC CORP IN N 2 N N N STAG Industrial, Inc. 549300QWYX2W6FASVQ07 85254J102 325439.00000000 NS USD 8542773.75000000 0.053872884278 Long EC CORP US N 1 N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 N/A 392600.00000000 NS 20638761.30000000 0.130153230286 Long EC CORP KY N 2 N N N ALM VII R Ltd. 549300RLLUH00ZYECJ34 00163KAN8 4175000.00000000 PA USD 4019883.30000000 0.025350397209 Long ABS-CBDO CORP KY N 2 2028-10-15 Floating 2.62887800 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 1650000.00000000 PA USD 1673100.00000000 0.010550990266 Long DBT CORP US N 2 2027-03-15 Fixed 5.12500000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAJ5 700000.00000000 PA USD 728000.00000000 0.004590951475 Long DBT CORP US N 2 2022-02-15 Fixed 5.50000000 N N N N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAE8 628000.00000000 PA USD 601310.00000000 0.003792012406 Long DBT CORP US N 2 2023-09-25 Fixed 7.25000000 N N N N N N Yuzhou Properties Co. Ltd. 213800MP59KHGJSPHE82 N/A 630000.00000000 PA USD 607950.00000000 0.003833885919 Long DBT CORP KY N 2 2023-02-04 Fixed 8.50000000 N N N N N N Dryden 36 Senior Loan Fund 549300XLLT7H0EYXK263 26249KAR2 7500000.00000000 PA USD 7253466.75000000 0.045742189396 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 2.49887900 N N N N N N HAT Holdings I LLC N/A 418751AA1 930000.00000000 PA USD 922932.00000000 0.005820241795 Long DBT CORP US N 2 2024-07-15 Fixed 5.25000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 8951.00000000 NS USD 690390.63000000 0.004353777309 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A 36251PAE4 2766000.00000000 PA USD 2836490.96000000 0.017887626866 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.77700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JM5W8 97231.13630000 PA USD 104460.74000000 0.000658755753 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.00000000 N N N N N N Commercial International Bank Egypt SAE 213800FIIXJAMEVRIH48 N/A 1015942.00000000 NS 4129837.06000000 0.026043793331 Long EC CORP EG N 2 N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 92769XAP0 5033000.00000000 PA USD 5225260.60000000 0.032951810251 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N Bharti Infratel Ltd. 335800L6DI4VHODGDK41 N/A 24853.00000000 NS 57500.39000000 0.000362611951 Long EC CORP IN N 2 N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902VAD9 230000.00000000 PA USD 234279.14000000 0.001477423301 Long DBT CORP US N 2 2025-04-05 Fixed 2.05600000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AN4 1342000.00000000 PA USD 1365485.00000000 0.008611092549 Long DBT CORP US N 2 2028-01-15 Fixed 5.62500000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700AS5 1000000.00000000 PA USD 1023937.50000000 0.006457207935 Long DBT CORP US N 2 2022-03-15 Fixed 5.80000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAK7 885000.00000000 PA USD 897806.75000000 0.005661795637 Long DBT CORP US N 2 2023-02-06 Fixed 3.35000000 N N N N N N Telefonica Deutschland Holding AG 391200ECRPJ3SWQJUM30 N/A 323470.00000000 NS 920196.21000000 0.005802989214 Long EC CORP DE N 2 N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 N/A 54708.00000000 NS 3103774.51000000 0.019573184295 Long EC CORP CH N 2 N N N McDermott International, Inc. ZAKWBIG8QLOPMZ888610 580037703 14394.00000000 NS USD 633.34000000 0.000003994001 Long EC CORP PA N 2 N N N Polaris Intermediate Corp. N/A 73107GAA1 2851832.00000000 PA USD 2388409.30000000 0.015061910989 Long DBT CORP US N 2 2022-12-01 Fixed 8.50000000 N N Y N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AF7 10850000.00000000 PA USD 10578750.00000000 0.066712263632 Long DBT CORP US N 2 2026-09-20 Variable 4.62499900 N N N N N N Unione di Banche Italiane SpA 81560097964CBDAED282 N/A 300000.00000000 PA 342799.41000000 0.002161779474 Long DBT CORP IT N 2 2029-03-04 Variable 5.87499900 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887BT5 1400000.00000000 PA USD 1435500.37000000 0.009052627118 Long DBT CORP US N 2 2022-06-06 Fixed 2.89400000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAP7 8734000.00000000 PA USD 9524427.00000000 0.060063437076 Long DBT CORP CA N 2 2025-12-15 Fixed 9.00000000 N N N N N N Level 3 Financing, Inc. N/A 527298BM4 1314000.00000000 PA USD 1343565.00000000 0.008472859504 Long DBT CORP US N 2 2026-03-15 Fixed 5.25000000 N N N N N N Alternative Loan Trust N/A 02148GAD5 12339760.69000000 PA USD 8626222.00000000 0.054399129974 Long ABS-MBS CORP US N 2 2047-06-25 Floating 0.66724900 N N N N N N DSV Panalpina A/S 529900X41C0BSLK67H70 N/A 26703.00000000 NS 2774447.32000000 0.017496364036 Long EC CORP DK N 2 N N N Shimao Property Holdings Ltd. 254900WTJ6B5CU69ZD26 N/A 945000.00000000 PA USD 947953.13000000 0.005978031347 Long DBT CORP KY N 2 2026-07-15 Fixed 5.60000000 N N N N N N China Aoyuan Group Ltd. 549300YSOKQO5QD6MP25 N/A 9092000.00000000 PA USD 9228380.00000000 0.058196490082 Long DBT CORP KY N 2 2023-02-19 Fixed 7.95000000 N N N N N N IndyMac IMSC Mortgage Loan Trust N/A 45670JAE2 2260303.77000000 PA USD 1122014.57000000 0.007075706656 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.50000000 N N N N N N Teleflex, Inc. UUL85LWXB4NGSWWXIQ25 879369AF3 634000.00000000 PA USD 649850.00000000 0.004098117879 Long DBT CORP US N 2 2027-11-15 Fixed 4.62500000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 2470000.00000000 PA USD 2591956.25000000 0.016345529355 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.62500000 N N N N N N ANTA Sports Products Ltd. 529900291XG0CTK4LF95 N/A 53000.00000000 NS 451350.03000000 0.002846327041 Long EC CORP KY N 2 N N N Global Partners LP N/A 37954FAG9 485000.00000000 PA USD 390328.00000000 0.002461506741 Long DBT CORP US N 2 2027-08-01 Fixed 7.00000000 N N N N N N Sprint Spectrum Co. LLC N/A 85208NAD2 240000.00000000 PA USD 252600.00000000 0.001592959262 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N TMB Bank PCL 549300WKGLXEV3DB7I54 N/A 1260000.00000000 PA USD 1020600.00000000 0.006436160818 Long DBT CORP TH N 2 2024-12-02 Variable 4.90000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AQ1 700000.00000000 PA USD 756675.39000000 0.004771785712 Long DBT CORP US N 2 2023-10-01 Fixed 3.80000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829HAD9 403641.11000000 PA USD 409786.71000000 0.002584218270 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.25000100 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JBB9 1000000.00000000 PA USD 1216176.03000000 0.007669512554 Long DBT CORP US N 2 2045-04-01 Fixed 3.75000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91831AAB7 386000.00000000 PA USD 383105.00000000 0.002415956682 Long DBT CORP CA N 2 2023-05-15 Fixed 5.87500000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661DS3 825000.00000000 PA USD 1002231.41000000 0.006320323860 Long DBT CORP US N 2 2049-04-05 Fixed 4.55000000 N N N N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506101 1154.00000000 NS USD 151208.62000000 0.000953559666 Long EC CORP US N 1 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBF4 4241000.00000000 PA USD 4311192.49000000 0.027187466379 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N Expedia Group, Inc. N/A 30212PAS4 8121000.00000000 PA USD 8281807.49000000 0.052227165272 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N Alternative Loan Trust N/A 23244FAA2 5602532.52000000 PA USD 4019203.61000000 0.025346110913 Long ABS-MBS CORP US N 2 2046-11-20 Floating 2.48400000 N N N N N N Guangxi Financial Investment Group Co. Ltd. 3003000K9XJCNT9P2Q59 N/A 1100000.00000000 PA USD 1020937.50000000 0.006438289178 Long DBT NUSS CN N 2 2021-01-23 Fixed 5.75000000 N N N N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 N/A 3630.00000000 NS USD 266659.80000000 0.001681623904 Long EC CORP CH N 1 N N N Redsun Properties Group Ltd. 549300TYWIIKAOK07L47 N/A 945000.00000000 PA USD 871762.50000000 0.005497554032 Long DBT CORP KY N 2 2022-04-11 Fixed 9.95000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CD2 1996000.00000000 PA USD 2210468.50000000 0.013939771459 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N Charter Communications Operating LLC N/A 161175BU7 9270000.00000000 PA USD 9333834.52000000 0.058861512862 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Mattel, Inc. 549300VELLG24KHTJ564 577081AW2 553000.00000000 PA USD 436870.00000000 0.002755012323 Long DBT CORP US N 2 2041-11-01 Fixed 5.45000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 N/A 200000.00000000 PA 194213.55000000 0.001224759593 Long DBT CORP US N 2 2024-03-06 Fixed 3.02100000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 29957.00000000 NS USD 3652476.33000000 0.023033436260 Long SN CORP CA N 2 2020-05-19 Fixed 13.31000000 N Y N N N N ContourGlobal Power Holdings SA 549300O5AGIFK0PQ1516 N/A 935000.00000000 PA 1004813.85000000 0.006336609378 Long DBT CORP LU N 2 2025-08-01 Fixed 4.12500000 N N N N N N Credit Acceptance Auto Loan Trust 549300JDZNIORD1CFR68 22534DAA8 1710000.00000000 PA USD 1716793.15000000 0.010826530282 Long ABS-O CORP US N 2 2027-08-15 Fixed 3.55000000 N N N N N N F5 Networks, Inc. N/A 315616102 650.00000000 NS USD 90519.00000000 0.000570835627 Long EC CORP US N 1 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718FK0 3744000.00000000 PA USD 4763315.46000000 0.030038667775 Long DBT CORP US N 2 2050-03-25 Fixed 3.60000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311RAA4 5096000.00000000 PA USD 3057600.00000000 0.019281996198 Long DBT CORP US N 2 2037-09-15 Fixed 6.75000000 N N N N N N Commercial Mortgage Trust N/A 12591UAF0 1000000.00000000 PA USD 1058196.10000000 0.006673251300 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.96100000 N N N N N N CTBC Financial Holding Co. Ltd. 549300IWDYIFW6JXM387 N/A 1430000.00000000 NS 952941.34000000 0.006009488257 Long EC CORP TW N 2 N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 N/A 2000000.00000000 PA 2229055.33000000 0.014056984693 Long DBT CORP NL N 2 2021-06-29 Variable 6.62499800 N N N N N N Apidos CLO XXV Ltd. N/A 03762YAF4 4500000.00000000 PA USD 4180727.70000000 0.026364722533 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 2.30524900 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162100 19266.00000000 NS USD 4608812.52000000 0.029064333297 Long EC CORP US N 1 N N N HKT Trust & HKT Ltd. N/A N/A 3963000.00000000 NS 6395176.81000000 0.040329596722 Long EC CORP HK N 2 N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26078JAF7 250000.00000000 PA USD 323114.82000000 0.002037643488 Long DBT CORP US N 2 2048-11-15 Fixed 5.41900000 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829AQ0 1000000.00000000 PA USD 1006512.27000000 0.006347320043 Long DBT CORP US N 2 2022-06-12 Fixed 2.60000000 N N N N N N Sekisui House Ltd. 529900GMNDOYQSAJAE76 N/A 22200.00000000 NS 380834.62000000 0.002401639094 Long EC CORP JP N 2 N N N Walvax Biotechnology Co. Ltd. 300300H82R2DIQXA8N24 N/A 781000.00000000 NS 4416097.05000000 0.027849020973 Long EC CORP CN N 2 N N N Bank of China Ltd. 54930053HGCFWVHYZX42 N/A 17288000.00000000 NS 6581595.68000000 0.041505201098 Long EC CORP CN N 2 N N N Globe Telecom, Inc. 254900GPWI1816YIM923 N/A 3115.00000000 NS 135129.66000000 0.000852161692 Long EC CORP PH N 2 N N N China Development Financial Holding Corp. N/A N/A 1296000.00000000 NS 392128.72000000 0.002472862535 Long EC CORP TW N 2 N N N Shui On Development Holding Ltd. 3003005J4J3G9CZFDK52 N/A 1000000.00000000 PA USD 992617.56000000 0.006259696499 Long DBT CORP KY N 2 2020-06-04 Variable 7.49999900 N N N N N Shui On Land Ltd. HKD XXXX N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244109 64986.00000000 NS USD 4986375.78000000 0.031445342370 Long EC CORP US N 1 N N N Zhaojin Mining Industry Co. Ltd. 3003007KU2DRDX06PN04 N/A 489500.00000000 NS 549964.57000000 0.003468215184 Long EC CORP CN N 2 N N N Anton Oilfield Services Group 30030021ZM71H1GIKX11 N/A 1769000.00000000 PA USD 1541241.25000000 0.009719455757 Long DBT CORP KY N 2 2020-12-05 Fixed 9.75000000 N N N N N N Telesat Canada N/A 87952VAM8 495000.00000000 PA USD 465646.50000000 0.002936484184 Long DBT CORP CA N 2 2027-10-15 Fixed 6.50000000 N N N N N N CCO Holdings LLC N/A 1248EPBR3 800000.00000000 PA USD 832088.00000000 0.005247356636 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N Taiwan Fertilizer Co. Ltd. N/A N/A 26000.00000000 NS 40069.78000000 0.000252690131 Long EC CORP TW N 2 N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690VAC2 12675000.00000000 PA USD 819438.75000000 0.005167587278 Long ABS-MBS CORP US N 2 2048-10-15 Variable 1.48973000 N N N N N N Graham Holdings Co. 529900BOSCEEEMAFQJ29 384637AA2 2609000.00000000 PA USD 2635090.00000000 0.016617541654 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414HAG8 881000.00000000 PA USD 975707.50000000 0.006153057399 Long DBT CORP US N 2 2028-08-28 Fixed 5.64999800 N N N N N N CGDBB Commercial Mortgage Trust N/A 125282AL7 6595783.33000000 PA USD 6079822.90000000 0.038340895487 Long ABS-MBS CORP US N 2 2032-07-15 Floating 2.41400200 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAM9 1202000.00000000 PA USD 1238060.00000000 0.007807518384 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N N Flex Acquisition Co., Inc. N/A 33936HAB8 3187189.05000000 PA USD 2972053.79000000 0.018742520238 Long LON CORP US N 2 2023-12-29 Variable 4.43338000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498106 3588.00000000 NS USD 235336.92000000 0.001484093928 Long EC CORP US N 1 N N N N/A N/A N/A 220000.00000000 PA -67239.18000000 -0.00042402721 N/A DCR GB N 2 Credit Suisse E58DKGMJYYYJLN8C3868 Garfunkelux Holdco 2 SA Garfunkelux Holdco 2 SA Y Payout of notional amount upon default event with regard to the reference instrument 2024-12-20 7250.46000000 USD 0.00000000 USD 220000.00000000 EUR -67239.18000000 N N N Easy Tactic Ltd. 549300WYFMC41MKE6E16 N/A 1457000.00000000 PA USD 1293542.81000000 0.008157406967 Long DBT CORP VG N 2 2024-03-05 Fixed 8.62500000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAH7 2410000.00000000 PA USD 2765438.95000000 0.017439554984 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 913017CP2 300000.00000000 PA USD 367276.75000000 0.002316139749 Long DBT CORP US N 2 2047-05-04 Fixed 4.05000000 N N N N N N Darling Ingredients, Inc. L1N0SPPKS7EXZYUMZ898 237266AH4 1389000.00000000 PA USD 1401153.75000000 0.008836028676 Long DBT CORP US N 2 2027-04-15 Fixed 5.25000000 N N N N N N Shui On Development Holding Ltd. 3003005J4J3G9CZFDK52 N/A 945000.00000000 PA USD 888300.00000000 0.005601843675 Long DBT CORP KY N 2 2023-11-12 Fixed 5.75000000 N N N N N N York CLO 1 Ltd. 549300EJZ6JIZVXIHF06 986255AU1 9800000.00000000 PA USD 9180416.56000000 0.057894020541 Long ABS-CBDO CORP KY N 2 2029-10-22 Floating 2.21762900 N N N N N N Morgan Stanley Capital I Trust N/A 61691JAC8 7130000.00000000 PA USD 4099709.36000000 0.025853800462 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 2.54600000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 89172.00000000 NS USD 26198733.60000000 0.165215816874 Long EC CORP US N 1 N N N Under Armour, Inc. 549300D4549QKWETZ406 904311AA5 400000.00000000 PA USD 360409.76000000 0.002272834779 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N N Commercial Mortgage Trust 549300FVY7JUBJ0PIH53 12625FAC0 542246.85000000 PA USD 548228.48000000 0.003457266963 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 2.73900000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 784456AB1 571488.68640000 PA USD 576015.45000000 0.003632498599 Long ABS-O CORP US N 2 2026-05-15 Fixed 3.05000000 N N N N N N Benefit Street Partners CLO XV Ltd. N/A 08179MAC3 1000000.00000000 PA USD 903234.20000000 0.005696022504 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 2.83524800 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCP9 2595000.00000000 PA USD 2542802.46000000 0.016035553168 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N Dow Chemical Co. (The) ZQUIP1CSZO8LXRBSOU78 260543CR2 225000.00000000 PA USD 285665.91000000 0.001801481224 Long DBT CORP US N 2 2048-11-30 Fixed 5.55000000 N N N N N N Ortho-Clinical Diagnostics, Inc. 222100N2EDW8BU5UUT55 N/A 6809824.70000000 PA USD 6035207.14000000 0.038059537260 Long LON CORP LU N 2 2025-06-30 Variable 4.26625000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAJ2 4909000.00000000 PA USD 4882491.40000000 0.030790221288 Long DBT CORP NL N 2 2025-10-01 Fixed 5.00000000 N N N N N N Atlantia SpA 8156008DEC771409C487 N/A 500000.00000000 PA 494940.65000000 0.003121220477 Long DBT CORP IT N 2 2025-02-03 Fixed 1.62500000 N N N N N N SolarWinds, Inc. N/A 83417UAH9 4703858.79000000 PA USD 4555781.32000000 0.028729905184 Long LON CORP US N 2 2024-02-05 Variable 3.15363000 N N N N N N Houston Center N/A BRTG42X09 46000000.00000000 PA USD 46000000.00000000 0.290087593249 Long LON CORP US N 2 2022-12-09 Variable 2.25043300 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAW4 1700000.00000000 PA USD 1777073.50000000 0.011206673361 Long DBT CORP US N 2 2022-05-15 Fixed 3.35000000 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480AE0 800000.00000000 PA USD 890756.85000000 0.005617337191 Long DBT CORP US N 2 2024-11-01 Fixed 4.65000000 N N N N N N Nationstar Mortgage Holdings, Inc. N/A 93369KAA3 1786000.00000000 PA USD 1714560.00000000 0.010812447475 Long DBT CORP US N 2 2023-07-15 Fixed 8.12500000 N N N N N N Charter Communications Operating LLC N/A 161175BA1 1850000.00000000 PA USD 2418399.62000000 0.015251037506 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 3300000.00000000 PA USD 3471848.75000000 0.021894353217 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 13594.97000000 0.000085733307 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 841339.98000000 USD 780000.00000000 EUR 2020-05-15 13594.97000000 N N N Baoshan Iron & Steel Co. Ltd. 300300PYAP4PEHORZT21 N/A 69500.00000000 NS 47466.92000000 0.000299338360 Long EC CORP CN N 2 N N N Four Times Square Trust Commercial Mortgage Pass-Through Certificates N/A 350910AN5 1838095.30350000 PA USD 1864264.45000000 0.011756521466 Long ABS-MBS CORP US N 2 2028-12-13 Fixed 5.40100000 N N N N N N Signature Aviation US Holdings, Inc. 213800CSNQ87U1MC8N11 05545MAA0 1270000.00000000 PA USD 1171575.00000000 0.007388247218 Long DBT CORP US N 2 2026-05-01 Fixed 5.37500000 N N N N N N Baoxin Auto Finance I Ltd. 254900XV4LUU2H3M3Y06 N/A 379000.00000000 PA USD 261036.25000000 0.001646160380 Long DBT CORP VG N 2 2020-10-30 Variable 5.62500000 N N N N N N Nestle Malaysia Bhd. N/A N/A 20400.00000000 NS 663936.78000000 0.004186952664 Long EC CORP MY N 2 N N N BNP Paribas Issuance BV 7245009UXRIGIRYOBR48 N/A 73422.00000000 NS USD 28308854.68000000 0.178522772212 Long SN CORP NL N 2 2020-06-11 Fixed 15.44000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RDD1 600000.00000000 PA USD 649973.28000000 0.004098895314 Long DBT CORP US N 2 2025-01-15 Fixed 3.95000000 N N N N N N Burgan Bank SAK 558600NC81HKXMFSTY52 N/A 2225000.00000000 PA USD 1921148.44000000 0.012115246244 Long DBT CORP KW N 2 2024-07-09 Variable 5.74920000 N N N N N N Realogy Group LLC N/A 75606DAG6 500000.00000000 PA USD 350000.00000000 0.002207188209 Long DBT CORP US N 2 2027-04-01 Fixed 9.37500000 N N N N N N Central China Real Estate Ltd. 549300JDML9PYG0CIJ22 N/A 630000.00000000 PA USD 603225.00000000 0.003804088879 Long DBT CORP KY N 2 2022-08-08 Fixed 6.87500000 N N N N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760AN8 1245000.00000000 PA USD 1297912.50000000 0.008184963334 Long DBT CORP US N 2 2027-05-15 Fixed 8.87500000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EGF6 2000000.00000000 PA USD 1991432.20000000 0.012558473348 Long ABS-O CORP US N 2 2024-08-08 Floating 1.29125200 N N N N N N Atlas Senior Loan Fund VII Ltd. N/A 04941TAW0 1700000.00000000 PA USD 1495051.91000000 0.009428174138 Long ABS-CBDO CORP KY N 2 2031-11-27 Floating 3.43762900 N N N N N N Mattamy Group Corp. 5493008TNY7A82WCXU31 57701RAJ1 520000.00000000 PA USD 487500.00000000 0.003074297863 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25000000 N N N N N N Progress Residential Trust N/A 74331CAG3 3500000.00000000 PA USD 2760500.40000000 0.017408411243 Long ABS-O CORP US N 2 2037-04-17 Fixed 4.02800000 N N N N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 61567.00000000 NS USD 12603380.57000000 0.079480094268 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAW5 2350000.00000000 PA USD 2472612.14000000 0.015592915320 Long DBT CORP GB N 2 2028-05-09 Fixed 4.83600000 N N N N N N Casino Guichard Perrachon SA 969500VHL8F83GBL6L29 N/A 300000.00000000 PA 276154.20000000 0.001741497983 Long DBT CORP FR N 2 2025-02-07 Fixed 3.58000000 N N N N N N Aflac, Inc. 549300N0B7DOGLXWPP39 001055BJ0 2787000.00000000 PA USD 3134928.72000000 0.019769650595 Long DBT CORP US N 2 2030-04-01 Fixed 3.60000000 N N N N N N Enel Americas SA 549300LKH11TFCJLZK20 29274FAF1 4668000.00000000 PA USD 4773030.00000000 0.030099930113 Long DBT CORP CL N 2 2026-10-25 Fixed 4.00000000 N N N N N N PTC, Inc. 54930050SSMU8SKDJ030 69370CAA8 1036000.00000000 PA USD 1067390.80000000 0.006731235396 Long DBT CORP US N 2 2024-05-15 Fixed 6.00000000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 16497.00000000 NS 678316.44000000 0.004277634424 Long EC CORP KR N 2 N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158BA3 3345000.00000000 PA USD 3408811.73000000 0.021496825882 Long DBT CORP US N 2 2050-05-15 Fixed 2.80000000 N N N N N N Riyad Bank 54930037RJ782ISGGM71 N/A 45083.00000000 NS 203811.43000000 0.001285286243 Long EC CORP SA N 2 N N N TCW CLO Ltd. N/A 87240NAQ9 6250000.00000000 PA USD 5044215.63000000 0.031810095042 Long ABS-CBDO CORP KY N 2 2029-07-29 Floating 3.99075100 N N N N N N Home Product Center PCL N/A N/A 1753600.00000000 NS 732133.23000000 0.004617016665 Long EC CORP TH N 2 N N N Alternative Loan Trust N/A 12668AXL4 198954.32000000 PA USD 182883.19000000 0.001153307487 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.71000200 N N N N N N Laureate Education, Inc. 5JL7TMOH5TY3IUYSUP91 518613AJ3 592000.00000000 PA USD 604728.00000000 0.003813567175 Long DBT CORP US N 2 2025-05-01 Fixed 8.25000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AG2 464000.00000000 PA USD 473380.26000000 0.002985255224 Long DBT CORP US N 2 2022-07-15 Fixed 2.85000000 N N N N N N GS Mortgage Securities Corp. Trust N/A 36253XAS4 3466000.00000000 PA USD 3276961.93000000 0.020665347813 Long ABS-MBS CORP US N 2 2032-07-15 Floating 3.31400200 N N N N N N Godrej Consumer Products Ltd. 335800P4GUWLGZFK2D63 N/A 28878.00000000 NS 207237.70000000 0.001306893165 Long EC CORP IN N 2 N N N Baidu, Inc. 254900AL64IANZYI1E02 056752AH1 750000.00000000 PA USD 754440.00000000 0.004757688779 Long DBT CORP KY N 2 2022-07-06 Fixed 2.87500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 6505000.00000000 PA 7134848.62000000 0.044994153573 Long DBT CORP IT N 2 2027-01-11 Variable 7.74999900 N N N N N N CWHEQ Revolving Home Equity Loan Trust N/A 23243JAB3 926404.15000000 PA USD 842974.88000000 0.005316012045 Long ABS-O CORP US N 2 2036-10-15 Floating 0.96400100 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AD9 655000.00000000 PA USD 628800.00000000 0.003965371274 Long DBT CORP US N 2 2024-10-01 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBD7 3250000.00000000 PA USD 3593730.43000000 0.022662969809 Long DBT CORP US N 2 2030-05-06 Variable 3.70199900 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAF2 65000.00000000 PA USD 67360.89000000 0.000424794749 Long DBT CORP US N 2 2022-01-25 Fixed 3.66600000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VBG8 500000.00000000 PA USD 594656.40000000 0.003750053127 Long DBT CORP US N 2 2042-11-01 Fixed 3.85000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AL3 1540000.00000000 PA USD 1362900.00000000 0.008594790887 Long DBT CORP US N 2 2025-01-23 Fixed 6.19999900 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 146033.00000000 NS USD 21236991.55000000 0.133925821013 Long SN CORP GB N 2 2020-05-19 Fixed 26.51000000 N N N N N N Bayview Commercial Asset Trust N/A 07324SBN1 4116005.37000000 PA USD 3592985.80000000 0.022658273984 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.79724900 N N N N N N Residential Asset Securitization Trust N/A 76114DAM6 347746.20000000 PA USD 196785.58000000 0.001240979462 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.25000000 N N N N N N Reckitt Benckiser Group plc 5493003JFSMOJG48V108 N/A 88073.00000000 NS 7336460.01000000 0.046265565810 Long EC CORP GB N 2 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFQ2 1374000.00000000 PA USD 1550381.44000000 0.009777096098 Long DBT CORP US N 2 2030-07-01 Fixed 3.60000000 N N N N N N APX Group, Inc. 549300OMQVKPRU98OE64 00213MAT1 414000.00000000 PA USD 380880.00000000 0.002401925272 Long DBT CORP US N 2 2024-11-01 Fixed 8.50000000 N N N N N N Tricon American Homes Trust N/A 89612LAE6 7000000.00000000 PA USD 5972897.00000000 0.037666593814 Long ABS-O CORP US N 2 2038-03-17 Fixed 3.39700000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 25012.00000000 NS USD 2744816.88000000 0.017309507013 Long EC CORP US N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368JKG4 3565000.00000000 PA USD 3480331.25000000 0.021947846000 Long DBT CORP FR N 2 2021-09-13 Variable 7.37500000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 14987KAA1 7968000.00000000 PA USD 7649280.00000000 0.048238287506 Long DBT CORP US N 2 2025-08-15 Fixed 6.12500000 N N N N N N SSL Robotics LLC N/A 78472GAA7 600000.00000000 PA USD 637200.00000000 0.004018343791 Long DBT CORP US N 2 2023-12-31 Fixed 9.75000000 N N N N N N CBAM Ltd. 254900JWJFDB3KD6V066 12480VAC9 1000000.00000000 PA USD 964406.40000000 0.006081789815 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.38524800 N N N N N N Jababeka International BV 724500597QGV6VFRV064 N/A 1655000.00000000 PA USD 1079887.50000000 0.006810042735 Long DBT CORP NL N 2 2023-10-05 Fixed 6.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599105 9666.00000000 NS USD 160455.60000000 0.001011873452 Long EC CORP US N 1 N N N Calpine Corp. N/A 13134MBQ5 1787932.50000000 PA USD 1719544.08000000 0.010843878340 Long LON CORP US N 2 2026-04-05 Variable 2.66000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAC5 1600000.00000000 PA USD 1658076.80000000 0.010456250181 Long DBT CORP US N 2 2022-10-15 Fixed 3.12500000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315103 6410.00000000 NS USD 495493.00000000 0.003124703735 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust 549300SGFUCMB43V8P22 95000CBG7 1875000.00000000 PA USD 1710293.25000000 0.010785540274 Long ABS-MBS CORP US N 2 2059-01-15 Variable 5.10315500 N N N N N N WABCO Holdings, Inc. 549300SNE3FOSCV7FY94 92927K102 130.00000000 NS USD 17469.40000000 0.000110166439 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRY8 4075000.00000000 PA USD 4453420.07000000 0.028084389344 Long DBT CORP US N 2 2028-02-01 Variable 3.78200200 N N N N N N China SCE Group Holdings Ltd. 549300Q8UEI2ERAP6P49 N/A 630000.00000000 PA USD 636300.00000000 0.004012668164 Long DBT CORP KY N 2 2021-01-15 Fixed 8.75000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696106 2360.00000000 NS USD 804830.80000000 0.005075465864 Long EC CORP US N 1 N N N Commercial Mortgage Trust N/A 200474BH6 6512600.00000000 PA USD 6011526.42000000 0.037910200672 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.38188400 N N N N N N BASF SE 529900PM64WH8AF1E917 N/A 130378.00000000 NS 6672291.24000000 0.042077150158 Long EC CORP DE N 2 N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446RAL3 960000.00000000 PA USD 964163.42000000 0.006080257521 Long DBT CORP US N 2 2021-05-01 Fixed 3.20000000 N N N N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255104 1719.00000000 NS USD 31732.74000000 0.000200114655 Long EC CORP US N 1 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BJ7 2300000.00000000 PA USD 2358434.26000000 0.014872880833 Long DBT CORP GB N 2 2023-03-13 Variable 3.26200000 N N N N N N HDFC Bank Ltd. 335800ZQ6I4E2JXENC50 40415F101 4778.00000000 NS USD 207126.30000000 0.001306190649 Long EC CORP IN N 1 N N N Coca-Cola Amatil Ltd. JOR7RJTXUXBRJ4UA5G70 N/A 391781.00000000 NS 2181278.05000000 0.013755689124 Long EC CORP AU N 2 N N N National Commercial Bank 5586006ZEFQ542K7CY16 N/A 18364.00000000 NS 181240.63000000 0.001142949090 Long EC CORP SA N 2 N N N HPCL-Mittal Energy Ltd. 3358008CSQJBZUGQXP26 N/A 700000.00000000 PA USD 594343.75000000 0.003748081478 Long DBT CORP IN N 2 2027-04-28 Fixed 5.25000000 N N N N N N AMMC CLO 16 Ltd. 549300I1YCI83LUUYL82 00176JAK2 8000000.00000000 PA USD 7649705.60000000 0.048240971447 Long ABS-CBDO CORP KY N 2 2029-04-14 Floating 2.57137900 N N N N N N Panther BF Aggregator 2 LP N/A 69867DAA6 9445000.00000000 PA USD 9506392.50000000 0.059949706974 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 N/A 298823.00000000 NS USD 45989227.46000000 0.290019658897 Long SN CORP US N 2 2020-07-23 Fixed 14.09000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05254HAA2 3220000.00000000 PA USD 3453450.00000000 0.021778326063 Long DBT CORP AU N 2 2026-06-15 Variable 6.75000000 N N N N N N China Unicom Hong Kong Ltd. 5299006RQXYNFYPOUS20 N/A 546000.00000000 NS 353116.11000000 0.002226839184 Long EC CORP HK N 2 N N N Kaisa Group Holdings Ltd. 254900N8L3L7NRJT0120 N/A 2140000.00000000 PA USD 2078475.00000000 0.013107387182 Long DBT CORP KY N 2 2021-02-18 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378WG98 1737052.75000000 PA USD 1837548.72000000 0.011588045340 Long ABS-MBS USGA US N 2 2042-06-16 Fixed 3.50000000 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216BG5 475000.00000000 PA USD 458752.64000000 0.002893009765 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AB0 800000.00000000 PA USD 804000.00000000 0.005070226629 Long DBT CORP US N 2 2026-11-01 Fixed 4.87500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBL0 925000.00000000 PA USD 909027.16000000 0.005732554370 Long DBT CORP IT N 2 2029-09-23 Fixed 4.00000000 N N N N N N Teva Pharmaceutical Finance Netherlands II BV 549300HSQCIKJAOYIT23 N/A 200000.00000000 PA 226977.93000000 0.001431380031 Long DBT CORP NL N 2 2025-01-31 Fixed 6.00000000 N N N N N N TransDigm UK Holdings plc 549300JTYP71LZZSE903 89365DAB9 1730000.00000000 PA USD 1479150.00000000 0.009327892685 Long DBT CORP GB N 2 2026-05-15 Fixed 6.87500000 N N N N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338L103 2027.00000000 NS USD 196152.79000000 0.001236988929 Long EC CORP US N 1 N N N Madison Park Funding XXXI Ltd. N/A 55819DAJ5 600000.00000000 PA USD 549786.06000000 0.003467089455 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 3.19299800 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCP5 1975000.00000000 PA USD 2211038.69000000 0.013943367220 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576PAA9 480000.00000000 PA USD 473808.00000000 0.002987952660 Long DBT CORP US N 2 2026-02-15 Fixed 4.50000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BH6 2502000.00000000 PA USD 2458215.00000000 0.015502123326 Long DBT CORP US N 2 2025-10-15 Fixed 4.62500000 N N N N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J108 3323.00000000 NS USD 212672.00000000 0.001341163231 Long EC CORP US N 1 N N N China Evergrande Group 549300CUF7B1LAB15T90 N/A 2315000.00000000 PA USD 2080606.25000000 0.013120827381 Long DBT CORP KY N 2 2023-01-22 Fixed 11.50000000 N N N N N N Chengdu Xingcheng Investment Group Co. Ltd. 3003000DDWSSUM6F4V55 N/A 1800000.00000000 PA 1932448.19000000 0.012186505315 Long DBT NUSS CN N 2 2021-03-20 Fixed 2.50000000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BA9 445000.00000000 PA USD 432241.08000000 0.002725821186 Long DBT CORP PA N 2 2020-10-15 Fixed 3.95000000 N N N N N N Trivium Packaging Finance BV 724500GMZWW3PVYET548 89686QAA4 6430000.00000000 PA USD 6590750.00000000 0.041562930548 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N Froneri International Ltd. N/A G3679YAG7 279000.00000000 PA USD 262957.50000000 0.001658276267 Long LON CORP US N 2 2028-01-31 Variable 5.75000000 N N N N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 1406000.00000000 PA 1533061.27000000 0.009667870741 Long DBT CORP IT N 2 2025-04-15 Fixed 2.75000000 N N N N N N Shui On Development Holding Ltd. 3003005J4J3G9CZFDK52 N/A 600000.00000000 PA USD 591000.00000000 0.003726994948 Long DBT CORP KY N 2 2021-11-28 Fixed 6.25000000 N N N N N N Anglo American Platinum Ltd. 529900RORCZ0E5S5FX81 N/A 2853.00000000 NS 149725.51000000 0.000944206800 Long EC CORP ZA N 2 N N N Bangkok Dusit Medical Services PCL N/A N/A 1638600.00000000 NS 1041147.25000000 0.006565736955 Long EC CORP TH N 2 N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AD7 395000.00000000 PA USD 397962.50000000 0.002509651822 Long DBT CORP FI N 2 2022-06-12 Fixed 3.37500000 N N N N N N CIFC Funding Ltd. 254900S2BZHNDNVF2L25 12548JAC6 3500000.00000000 PA USD 3403124.55000000 0.021460961092 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.35525000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 173622.00000000 NS 6445608.96000000 0.040647634570 Long SN CORP FR N 2 2020-05-04 Fixed 11.20000000 N Y N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AL1 950000.00000000 PA USD 965848.51000000 0.006090884124 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 038461AK5 1915000.00000000 PA USD 1908417.19000000 0.012034959773 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.12500000 N N N N N N OZLM Funding IV Ltd. 549300788AI08GTXXH35 67108FAS5 1500000.00000000 PA USD 1359873.30000000 0.008575703754 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 3.29762900 N N N N N N RBS Global, Inc. N/A 75524DAP5 4376000.00000000 PA USD 4266600.00000000 0.026906254899 Long DBT CORP US N 2 2025-12-15 Fixed 4.87500000 N N N N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250AF1 2158000.00000000 PA USD 2139657.00000000 0.013493216293 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 153256.00000000 NS USD 11066615.76000000 0.069788868070 Long EC CORP US N 1 N N N Meredith Corp. 549300YC8BC386CCTS24 589433AB7 761000.00000000 PA USD 652177.00000000 0.004112792528 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N Camelot U.S. Acquisition 1 Co. N/A L2000AAC4 6372268.65000000 PA USD 6085516.56000000 0.038376801142 Long LON CORP US N 2 2026-10-30 Variable 3.65363000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAQ2 2425000.00000000 PA USD 2636253.66000000 0.016624879987 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Ecolab, Inc. 82DYEISM090VG8LTLS26 278865100 3362.00000000 NS USD 650547.00000000 0.004102513337 Long EC CORP US N 1 N N N Central China Real Estate Ltd. 549300JDML9PYG0CIJ22 N/A 2430000.00000000 PA USD 2299387.50000000 0.014500517083 Long DBT CORP KY N 2 2023-04-24 Fixed 7.25000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364D100 93168.00000000 NS USD 2375784.00000000 0.014982292666 Long EP CORP US N 1 N N N Titan Acquisition Ltd. N/A C8856UAB4 10596801.37400000 PA USD 9274850.40000000 0.058489544136 Long LON CORP US N 2 2025-03-28 Variable 4.45013000 N N N N N N Alternative Loan Trust N/A 021467AA3 1299273.60000000 PA USD 862178.60000000 0.005437115544 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.50000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAH2 1739000.00000000 PA USD 1656397.50000000 0.010445660092 Long DBT CORP US N 2 2025-02-01 Fixed 6.12500000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAE8 440000.00000000 PA USD 363030.80000000 0.002289363718 Long DBT CORP US N 2 2026-01-15 Fixed 10.50000000 N N N N N N TICP CLO XIII Ltd. N/A 87250AAC5 2250000.00000000 PA USD 2100788.78000000 0.013248103502 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 3.06888100 N N N N N N GS Mortgage Securities Corp. Trust N/A 36257XAA9 1000000.00000000 PA USD 954394.90000000 0.006018654772 Long ABS-MBS CORP US N 2 2036-06-15 Floating 1.71400000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AF6 3000000.00000000 PA USD 3300000.00000000 0.020810631689 Long DBT CORP GB N 2 2037-05-21 Variable 6.65700100 N N N N N N Chunghwa Telecom Co. Ltd. N/A N/A 516000.00000000 NS 1896508.58000000 0.011959861077 Long EC CORP TW N 2 N N N Republic of Peru 254900STKLK2DBJJZ530 715638BU5 3060000.00000000 PA USD 3441543.75000000 0.021703242250 Long DBT NUSS PE N 2 2027-08-25 Fixed 4.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 15460.79000000 0.000097499638 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1387509.38000000 USD 1280000.00000000 EUR 2020-05-15 15460.79000000 N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAF2 4790000.00000000 PA USD 5383241.50000000 0.033948077622 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Deutsche Alt-A Securities Mortgage Loan Trust N/A 25151XAE1 15431961.77000000 PA USD 11750684.26000000 0.074102776435 Long ABS-MBS CORP US N 2 2047-08-25 Floating 0.67725000 N N N N N N Jaguar Holding Co. II N/A 47010DAA8 4365000.00000000 PA USD 4419562.50000000 0.027870874974 Long DBT CORP US N 2 2023-08-01 Fixed 6.37500000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AT3 570000.00000000 PA USD 625231.64000000 0.003942868297 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N 1011778 BC ULC N/A 68245XAJ8 1674000.00000000 PA USD 1618674.30000000 0.010207768085 Long DBT CORP CA N 2 2028-01-15 Fixed 4.37500000 N N N N N N GlaxoSmithKline plc 5493000HZTVUYLO1D793 N/A 563769.00000000 NS 11761685.76000000 0.074172154666 Long EC CORP GB N 2 N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DAY6 2230000.00000000 PA USD 2096200.00000000 0.013219165499 Long DBT CORP US N 2 2023-03-31 Fixed 6.25000000 N N N N N N Extra Space Storage, Inc. N/A 30225T102 1389.00000000 NS USD 122565.36000000 0.000772928049 Long EC CORP US N 1 N N N Ajax Mortgage Loan Trust N/A 00970DAB3 815500.00000000 PA USD 570850.00000000 0.003599923969 Long ABS-O CORP US N 3 2057-06-25 Variable 5.24999900 N N N N N N Fortress Investment Group LLC N/A 31774BAD6 676990.94000000 PA USD 648699.49000000 0.004090862473 Long LON CORP US N 2 2022-12-27 Variable 2.40363000 N N N N N N Virgin Media Finance plc 2138001LVYC87DDHT482 92769VAG4 4441000.00000000 PA USD 4486742.30000000 0.028294527724 Long DBT CORP GB N 2 2025-01-15 Fixed 5.75000000 N N N N N N BCD Acquisition, Inc. N/A 05583PAA6 450000.00000000 PA USD 372937.50000000 0.002351837865 Long DBT CORP US N 2 2023-09-15 Fixed 9.62500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AJ4 26568000.00000000 PA USD 29490480.00000000 0.185974399282 Long DBT CORP FR N 2 2025-12-23 Variable 8.12499800 N N N N N N KNDL Mortgage Trust N/A 482598AN9 12751000.00000000 PA USD 11734642.02000000 0.074001610026 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.61400000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 409570.00000000 NS USD 61599240.15000000 0.388460333067 Long SN CORP CA N 2 2020-06-03 Fixed 14.62000000 N N N N N N N/A N/A N/A -4002.00000000 NC USD -314555.71000000 -0.00198366758 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2020-06-30 -502188468.75000000 USD -314555.71000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072TAA3 3124000.00000000 PA USD 3376887.80000000 0.021295505534 Long DBT CORP US N 2 2025-10-15 Fixed 10.87500000 N N N N N N Rockford Tower CLO Ltd. 549300GGUAM1ZV2SKK63 77342MAC0 3000000.00000000 PA USD 2820365.10000000 0.017785933129 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 2.88524900 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 89334GAX2 5029662.19000000 PA USD 4810419.22000000 0.030335715957 Long LON CORP US N 2 2026-11-16 Variable 2.15363000 N N N N N N Kellogg Co. LONOZNOJYIBXOHXWDB86 487836108 2687.00000000 NS USD 175998.50000000 0.001109890897 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V606 820000.00000000 NS USD 21631600.00000000 0.136414321350 Long EP CORP US N 1 N N N LCM XXV Ltd. 549300FY8UGGJMQNCO13 50189PAL6 350000.00000000 PA USD 309686.09000000 0.001952958532 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.78525200 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBC3 9223000.00000000 PA USD 8840983.34000000 0.055753469109 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N Ares XXXIR CLO Ltd. N/A 04017TAC3 1000000.00000000 PA USD 913723.30000000 0.005762169412 Long ABS-CBDO CORP KY N 2 2030-05-24 Floating 2.98275100 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KAT7 1875000.00000000 PA USD 2063319.26000000 0.013011811266 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 333700.23000000 0.002104397751 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 24550000.00000000 TRY 3815073.82000000 USD 2020-06-11 333700.23000000 N N N Kweichow Moutai Co. Ltd. N/A N/A 800.00000000 NS 141994.65000000 0.000895454049 Long EC CORP CN N 2 N N N Amcor plc 549300GSODGFCDQ3DI89 N/A 17554.00000000 NS USD 157459.38000000 0.000992978534 Long EC CORP JE N 1 N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868103 2888.00000000 NS USD 431727.12000000 0.002722580025 Long EC CORP US N 1 N N N Wynn Resorts Finance LLC N/A 983133AA7 2591000.00000000 PA USD 2429062.50000000 0.015318280314 Long DBT CORP US N 2 2029-10-01 Fixed 5.12500000 N N N N N N Yuzhou Properties Co. Ltd. 213800MP59KHGJSPHE82 N/A 630000.00000000 PA USD 630000.00000000 0.003972938777 Long DBT CORP KY N 2 2022-01-23 Fixed 8.62500000 N N N N N N True Corp. PCL 529900XJSWQEQFFF7B09 N/A 400600.00000000 NS 40892.18000000 0.000257876393 Long EC CORP TH N 2 N N N AMETEK, Inc. 549300WZDEF9KKE40E98 031100100 2467.00000000 NS USD 206907.29000000 0.001304809516 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122BH0 1000000.00000000 PA USD 1060855.99000000 0.006690025237 Long DBT CORP US N 2 2022-08-15 Fixed 3.55000000 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480AJ9 850000.00000000 PA USD 831391.70000000 0.005242965593 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N Crown Americas LLC N/A 228187AB6 8826000.00000000 PA USD 9068715.00000000 0.057189602352 Long DBT CORP US N 2 2026-02-01 Fixed 4.75000000 N N N N N N Kaisa Group Holdings Ltd. 254900N8L3L7NRJT0120 N/A 3130000.00000000 PA USD 2916768.75000000 0.018393878842 Long DBT CORP KY N 2 2023-07-23 Fixed 10.87500000 N N N N N N Times China Holdings Ltd. 2549000KTINB9ZPZP710 N/A 5197000.00000000 PA USD 5099556.25000000 0.032159086939 Long DBT CORP KY N 2 2023-07-16 Fixed 0.00000000 N N N N N N Mongolian Mortgage Corp. HFC LLC 254900PVFSFJVINH0P02 N/A 600000.00000000 PA USD 468937.50000000 0.002957238059 Long DBT CORP MN N 2 2022-01-29 Fixed 9.75000000 N N N N N N Preston Holdings LLC N/A N/A 24388.00000000 NS USD 195104.00000000 0.001230374995 Long EC CORP US N 3 N N N Halsey Point CLO I Ltd. N/A 406375AC9 2500000.00000000 PA USD 2348375.00000000 0.014809444604 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 4.10697000 N N N N N N Yanbu National Petrochemical Co. N/A N/A 23135.00000000 NS 275661.81000000 0.001738392848 Long EC CORP SA N 2 N N N Shandong Gold Mining Co. Ltd. 300300KC2K8BC07OSV77 N/A 51000.00000000 NS 151688.60000000 0.000956586541 Long EC CORP CN N 2 N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 893830BL2 2423000.00000000 PA USD 962367.14000000 0.006068929727 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N Credit Agricole Assurances SA 969500K2MUPSI57XK083 N/A 500000.00000000 PA 598882.02000000 0.003776700952 Long DBT CORP FR N 2 2025-10-14 Variable 4.50000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680103 75551.00000000 NS USD 2261241.43000000 0.014259958351 Long EC CORP US N 1 N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAC3 1000000.00000000 PA USD 1042990.77000000 0.006577362657 Long DBT CORP ES N 2 2029-06-27 Fixed 3.30600000 N N N N N N LSTAR Securities Investment Trust N/A 50220CAA0 3218944.26070000 PA USD 3176003.54000000 0.020028678762 Long ABS-MBS CORP US N 2 2024-03-01 Floating 2.68449800 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCM2 2700000.00000000 PA USD 2775915.52000000 0.017505622875 Long DBT CORP US N 2 2022-06-30 Fixed 3.00000000 N N N N N N Aon plc 635400FALWQYX5E6QC64 N/A 2548.00000000 NS USD 439963.16000000 0.002774518569 Long EC CORP IE N 1 N N N Tallgrass Energy Partners LP N/A 87470LAD3 295000.00000000 PA USD 202075.00000000 0.001274335878 Long DBT CORP US N 2 2028-01-15 Fixed 5.50000000 N N N N N N Anton Oilfield Services Group 30030021ZM71H1GIKX11 N/A 1725000.00000000 PA USD 922875.00000000 0.005819882339 Long DBT CORP KY N 2 2022-12-02 Fixed 7.50000000 N N N N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 26907YAA2 945000.00000000 PA USD 888300.00000000 0.005601843675 Long DBT CORP US N 2 2025-05-01 Fixed 5.25000000 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAE3 600000.00000000 PA USD 633902.82000000 0.003997550943 Long DBT CORP US N 2 2022-09-15 Fixed 3.62500000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 15177.00000000 NS USD 568833.96000000 0.003587210313 Long EC CORP US N 1 N N N Acer, Inc. 2549006Z3IVAZIQEUM25 N/A 172000.00000000 NS 95227.10000000 0.000600526092 Long EC CORP TW N 2 N N N Magazine Luiza SA N/A N/A 9972.00000000 NS 92129.92000000 0.000580994494 Long EC CORP BR N 1 N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 413875AR6 1165000.00000000 PA USD 1251947.46000000 0.007895096207 Long DBT CORP US N 2 2025-04-27 Fixed 3.83200000 N N N N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579YBN0 1410000.00000000 PA USD 1539327.40000000 0.009707386536 Long DBT CORP US N 2 2030-04-15 Fixed 3.05000000 N N N N N N ALM 2020 Ltd. N/A 00166FAG1 3500000.00000000 PA USD 3214706.60000000 0.020272750012 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 3.36035900 N N N N N N Endo DAC N/A 29273EAC2 1720000.00000000 PA USD 1289312.00000000 0.008130726413 Long DBT CORP US N 2 2023-07-15 Fixed 6.00000000 N N N N N N Wm Morrison Supermarkets plc 213800IN6LSRGTZSOS29 N/A 298754.00000000 NS 686588.80000000 0.004329802011 Long EC CORP GB N 2 N N N Alternative Loan Trust N/A 02150JAU6 600888.27000000 PA USD 328475.21000000 0.002071447458 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651AB3 1944000.00000000 PA USD 2004750.00000000 0.012642458751 Long DBT CORP US N 2 2025-04-01 Fixed 5.12500000 N N N N N N ABC-Mart, Inc. 353800AXWW4CMTSJWL33 N/A 3100.00000000 NS 157537.89000000 0.000993473638 Long EC CORP JP N 2 N N N Octagon Investment Partners 26 Ltd. N/A N/A 2250000.00000000 PA USD 1959541.43000000 0.012357362115 Long ABS-CBDO CORP US N 2 2031-04-20 Variable 3.01888100 N N N N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 10771.00000000 NS USD 1760627.66000000 0.011102961749 Long EC CORP US N 1 N N N GLP Capital LP N/A 361841AJ8 1426000.00000000 PA USD 1386927.60000000 0.008746314989 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560105 1343.00000000 NS USD 136945.71000000 0.000863614161 Long EC CORP US N 1 N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 22304LAA8 3675000.00000000 PA USD 3050250.00000000 0.019235645245 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N Taishin Financial Holding Co. Ltd. N/A N/A 1122513.00000000 NS 477441.57000000 0.003010866868 Long EC CORP TW N 2 N N N Republic of Poland 259400R9L8QEP0TPXS31 731011AU6 2279000.00000000 PA USD 2484110.00000000 0.015665423723 Long DBT NUSS PL N 2 2026-04-06 Fixed 3.25000000 N N N N N N Anchorage Capital CLO Ltd. 549300PXQERPW8QV9145 03331JAA0 7650000.00000000 PA USD 7249996.80000000 0.045720307016 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 2.41888000 N N N N N N Mariner CLO 7 Ltd. N/A 56844AAA7 5000000.00000000 PA USD 4660640.00000000 0.029391170447 Long ABS-CBDO CORP KY N 2 2032-04-30 Floating 2.26013000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473P105 4034.00000000 NS USD 101293.74000000 0.000638783853 Long EC CORP US N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 N/A 428.00000000 NS 39497.20000000 0.000249079297 Long EC CORP DE N 2 N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAN7 880000.00000000 PA USD 755128.00000000 0.004762027480 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N Bain Capital Credit CLO Ltd. N/A 05682QAC0 4300000.00000000 PA USD 4154148.30000000 0.026197106138 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.38524800 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AJ6 1304000.00000000 PA USD 1290973.04000000 0.008141201350 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VCV4 5275000.00000000 PA USD 6327408.50000000 0.039902232679 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N TICP CLO XII Ltd. N/A 87250FAA8 7800000.00000000 PA USD 7467955.56000000 0.047094809889 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 2.32888000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDA4 365000.00000000 PA USD 368250.78000000 0.002322282227 Long DBT CORP US N 2 2021-08-15 Variable 2.71500100 N N N N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550BJ6 1182000.00000000 PA USD 1527225.35000000 0.009631067959 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Parsley Energy LLC N/A 701885AF2 99000.00000000 PA USD 87367.50000000 0.000550961473 Long DBT CORP US N 2 2025-08-15 Fixed 5.25000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 N/A 817000.00000000 PA 844097.75000000 0.005323093147 Long DBT CORP FR N 2 2025-01-15 Fixed 2.50000000 N N N N N N Ares XXXVR CLO Ltd. N/A 00192RAJ7 1000000.00000000 PA USD 914801.20000000 0.005768966921 Long ABS-CBDO CORP US N 2 2030-07-15 Floating 3.11888200 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967ML2 1775000.00000000 PA USD 1785782.18000000 0.011261592492 Long DBT CORP US N 2 2031-01-29 Variable 2.66600200 N N N N N N Nomad Foods Ltd. N/A G6562AAF4 504697.19000000 PA USD 486245.46000000 0.003066386417 Long LON CORP US N 2 2024-05-15 Variable 3.06400000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAE5 1655000.00000000 PA USD 1483293.75000000 0.009354024217 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N N Commercial Mortgage Trust N/A 12593PBA9 1024000.00000000 PA USD 885761.64000000 0.005585836137 Long ABS-MBS CORP US N 2 2048-08-10 Variable 4.69079300 N N N N N N Logan Property Holdings Co. Ltd. 549300NJ0E6Q0S1VOG90 N/A 945000.00000000 PA USD 907200.00000000 0.005721031839 Long DBT CORP KY N 2 2025-01-14 Fixed 5.75000000 N N N N N N Kenedix Office Investment Corp. 353800FFT483NCIHFY42 N/A 4489.00000000 NS 22176538.94000000 0.139850843645 Long EC CORP JP N 2 N N N VICI Properties LP N/A 92564RAD7 3497000.00000000 PA USD 3252210.00000000 0.020509255905 Long DBT CORP US N 2 2027-02-15 Fixed 3.75000000 N N N N N N TerraForm Power Operating LLC 5493000S2OLR3UT5BE13 88104LAE3 2297000.00000000 PA USD 2388880.00000000 0.015064879342 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 1075000.00000000 PA USD 1253617.44000000 0.007905627522 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAT8 805000.00000000 PA USD 811134.34000000 0.005115217575 Long DBT CORP US N 2 2021-04-15 Fixed 2.45000000 N N N N N N Atlas Senior Loan Fund VII Ltd. N/A 04941TAU4 5500000.00000000 PA USD 4989153.95000000 0.031462862211 Long ABS-CBDO CORP KY N 2 2031-11-27 Floating 3.18763100 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 054966AW6 3965000.00000000 PA USD 3469454.30000000 0.021879253212 Long ABS-MBS CORP US N 2 2032-11-15 Floating 2.81400100 N N N N N N Icahn Enterprises LP N/A 451102BQ9 5379000.00000000 PA USD 5298315.00000000 0.033412509709 Long DBT CORP US N 2 2025-12-15 Fixed 6.37500000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BF8 1200000.00000000 PA USD 1305336.88000000 0.008231783345 Long DBT CORP US N 2 2024-03-15 Fixed 3.87500000 N N N N N N Arista Networks, Inc. 635400H1WKBLOQERUU95 040413106 588.00000000 NS USD 128948.40000000 0.000813181108 Long EC CORP US N 1 N N N PulteGroup, Inc. N/A 745867101 2785.00000000 NS USD 78731.95000000 0.000496503519 Long EC CORP US N 1 N N N Nabors Industries Ltd. N/A 629571AA8 1189000.00000000 PA USD 451820.00000000 0.002849290790 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621X108 661.00000000 NS USD 70224.64000000 0.000442854278 Long EC CORP US N 1 N N N Cedar Funding IX CLO Ltd. N/A 15033EAA6 8900000.00000000 PA USD 8482512.57000000 0.053492862089 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.11524800 N N N N N N NTT DOCOMO, Inc. 353800TVPXCGWDZIIU09 N/A 176100.00000000 NS 5189882.39000000 0.032728706342 Long EC CORP JP N 2 N N N Advanced Disposal Services, Inc. N/A 00100UAG7 3392151.17000000 PA USD 3345983.99000000 0.021100618319 Long LON CORP US N 2 2023-11-10 Variable 3.00000000 N N N N N N Blue Cube Spinco LLC N/A 095370AB8 1783000.00000000 PA USD 1858777.50000000 0.011721919377 Long DBT CORP US N 2 2023-10-15 Fixed 9.75000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 7172000.00000000 PA USD 7834692.80000000 0.049407547352 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 2200000.00000000 PA USD 2147750.00000000 0.013544252791 Long DBT CORP FR N 2 2021-09-13 Variable 7.37500000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 N/A 2195000.00000000 PA USD 1288201.60000000 0.008123723951 Long DBT NUSS LK N 2 2024-03-14 Fixed 6.85000000 N N N N N N Intouch Holdings PCL 529900UDPDZWDBCCDO79 N/A 261400.00000000 NS 428326.39000000 0.002701134165 Long EC CORP TH N 2 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 12028.00000000 NS USD 576020.92000000 0.003632533094 Long EC CORP US N 1 N N N Advisor Group Holdings, Inc. N/A 00775KAB4 3143615.01000000 PA USD 2533407.90000000 0.015976308705 Long LON CORP US N 2 2026-07-31 Variable 5.40363000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80874YAW0 2379000.00000000 PA USD 2077580.70000000 0.013101747500 Long DBT CORP US N 2 2025-10-15 Fixed 5.00000000 N N N N N N Shell Eln N/A N/A 457814.00000000 NS 8669083.38000000 0.054669424638 Long SN CORP CH N 2 2020-07-03 Fixed 10.76000000 N N N N N N Leader Goal International Ltd. 3003004DZA8V8EM94C74 N/A 1500000.00000000 PA USD 1481718.75000000 0.009344091870 Long DBT CORP VG N 2 2023-01-19 Variable 4.25000200 N N N N N N Bank of Communications Co. Ltd. 549300AX1UM10U30HK09 N/A 800800.00000000 NS 583462.72000000 0.003679462960 Long EC CORP CN N 2 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 2562000.00000000 PA USD 2527573.13000000 0.015939513174 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NAF6 2579000.00000000 PA USD 2501630.00000000 0.015775909258 Long DBT CORP NL N 2 2023-05-20 Fixed 4.37500000 N N N N N N Genesis Energy LP N/A 37185LAL6 2565000.00000000 PA USD 2180250.00000000 0.013749205982 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N Progress Energy, Inc. 549300FBMTW0JYWMNB26 743263AS4 700000.00000000 PA USD 720346.62000000 0.004542687332 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N Wolverine Escrow LLC N/A 97789LAC0 1944000.00000000 PA USD 1365660.00000000 0.008612196143 Long DBT CORP US N 2 2024-11-15 Fixed 8.50000000 N N N N N N Octagon Investment Partners 35 Ltd. 549300EBYXJ9QVMC7X31 67591TAJ9 1000000.00000000 PA USD 770368.90000000 0.004858140437 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 3.73524800 N N N N N N Allianz SE 529900K9B0N5BT694847 N/A 76050.00000000 NS 13995589.46000000 0.088259714403 Long EC CORP DE N 2 N N N Oi SA 254900YEMWCRRAGD4978 N/A 1160000.00000000 PA USD 852237.50000000 0.005374424461 Long DBT CORP BR N 2 2025-07-27 Fixed 10.00000000 N N Y N N N Claros Mortgage Trust, Inc. N/A 18269PAB8 2003394.00000000 PA USD 1793037.63000000 0.011307347188 Long LON CORP US N 3 2026-08-09 Variable 4.11350000 N N N N N N CNAC HK Synbridge Co. Ltd. 300300TEIEREPQEMN627 N/A 10997000.00000000 PA USD 10997533.35000000 0.069353216982 Long DBT CORP HK N 2 2020-05-05 Fixed 5.00000000 N N N N N N AVIC Jonhon Optronic Technology Co. Ltd. N/A N/A 11800.00000000 NS 59173.20000000 0.000373161112 Long EC CORP CN N 2 N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AW6 1175000.00000000 PA USD 1417196.09000000 0.008937195715 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGU8 1000000.00000000 PA USD 1185525.38000000 0.007476221830 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCT7 5358000.00000000 PA USD 4197658.13000000 0.026471490091 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N CIFC Funding Ltd. N/A 12549BAQ1 5000000.00000000 PA USD 4787228.50000000 0.030189469432 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 2.34524900 N N N N N N Refinitiv US Holdings, Inc. N/A 31740MAC5 9224883.00100000 PA USD 9014463.42000000 0.056847478216 Long LON CORP US N 2 2025-10-01 Variable 3.65363000 N N N N N N N/A N/A N/A 300000.00000000 PA 6366.23000000 0.000040147050 N/A DCR GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Tesco plc Tesco plc Y Payout of notional amount upon default event with regard to the reference instrument 2025-12-20 0.00000000 USD 7235.38000000 USD 300000.00000000 EUR 6366.23000000 N N N Ares CLO 549300S7Y78W7UJHZZ39 04018LAC9 4000000.00000000 PA USD 3639106.00000000 0.022949119589 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 2.91888000 N N N N N N McDermott International, Inc. N/A 58004GAB4 2298798.41000000 PA USD 762442.47000000 0.004808154372 Long LON CORP US N 2 2025-05-09 Variable 7.25000000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 55276VAH5 4865000.00000000 PA USD 4889325.00000000 0.030833315692 Long DBT CORP NL N 2 2024-11-07 Fixed 2.50000000 N N N N N N Republic of Croatia 74780000O00QGQ7CER13 N/A 7384000.00000000 PA USD 7431996.00000000 0.046868039840 Long DBT NUSS HR N 2 2020-07-14 Fixed 6.62500000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 38463.00000000 NS USD 4688226.98000000 0.029565140896 Long SN CORP GB N 2 2020-05-13 Fixed 21.77000000 N N N N N N Bear Stearns ALT-A Trust N/A 07386HH46 7382751.57000000 PA USD 9236612.17000000 0.058248404221 Long ABS-MBS CORP US N 2 2036-04-25 Floating 0.92724800 N N N N N N EW Scripps Co. (The) 549300U1OW41QPKYW028 811054AG0 700000.00000000 PA USD 593250.00000000 0.003741184015 Long DBT CORP US N 2 2025-05-15 Fixed 5.12500000 N N N N N N Infor US, Inc. N/A 45672LAE5 11985289.34000000 PA USD 11755531.34000000 0.074133343343 Long LON CORP US N 2 2022-02-01 Variable 3.75000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBG9 30400000.00000000 PA USD 30096000.00000000 0.189792961009 Long DBT CORP US N 2 2024-09-16 Variable 4.87500100 N N N N N N Absa Group Ltd. 2138006IPPRD4N6XLT30 N/A 427980.00000000 NS 2112147.12000000 0.013319732057 Long EC CORP ZA N 2 N N N Bear Stearns Mortgage Funding Trust N/A 07401TAA4 2116241.58000000 PA USD 1844596.16000000 0.011632488273 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.65724800 N N N N N N Long Beach Mortgage Loan Trust N/A 54251MAA2 29170786.04000000 PA USD 18211683.44000000 0.114847465611 Long ABS-O CORP US N 2 2036-05-25 Floating 0.63725000 N N N N N N Intuitive Surgical, Inc. 54930052SRG011710797 46120E602 1255.00000000 NS USD 641154.40000000 0.004043281234 Long EC CORP US N 1 N N N Dun & Bradstreet Corp. (The) N/A 26483NAN0 6856000.00000000 PA USD 6393220.00000000 0.040317256585 Long LON CORP US N 2 2026-02-06 Variable 4.48725000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAB7 3323000.00000000 PA USD 3333342.27000000 0.021020896447 Long DBT CORP US N 2 2050-04-28 Fixed 3.25000000 N N N N N N Altice France Holding SA 5299000JVHXKJPOE6H40 02156TAB0 10819000.00000000 PA USD 11686791.99000000 0.073699855677 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N VF Corp. CWAJJ9DJ5Z7P057HV541 918204108 3587.00000000 NS USD 208404.70000000 0.001314252561 Long EC CORP US N 1 N N N 1011778 BC ULC N/A 68245XAK5 2567000.00000000 PA USD 2701767.50000000 0.017038026773 Long DBT CORP CA N 2 2025-04-15 Fixed 5.75000000 N N N N N N GS Mortgage Securities Corp. Trust N/A 36253XAQ8 3000000.00000000 PA USD 2851275.30000000 0.017980860640 Long ABS-MBS CORP US N 2 2032-07-15 Floating 2.61400000 N N N N N N Ares XXXVII CLO Ltd. 635400YF4AHA6NB2CU53 04015NAJ3 1500000.00000000 PA USD 1362723.60000000 0.008593678464 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 2.71887800 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 7673.00000000 NS USD 726326.18000000 0.004580395945 Long EC CORP US N 1 N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102105 3199.00000000 NS USD 147409.92000000 0.000929604106 Long EC CORP US N 1 N N N Spring Education Group, Inc. N/A 78482HAE5 278246.15000000 PA USD 239987.30000000 0.001513420397 Long LON CORP US N 2 2025-07-30 Variable 5.70013000 N N N N N N Terrier Media Buyer, Inc. N/A 88145LAB0 2244336.00000000 PA USD 2081621.64000000 0.013127230687 Long LON CORP US N 2 2026-12-17 Variable 5.70013000 N N N N N N Biocon Ltd. 335800NK3L7QCHLOC198 N/A 13528.00000000 NS 63130.61000000 0.000398117537 Long EC CORP IN N 2 N N N N/A N/A N/A 1.00000000 NC N/A -28343.06000000 -0.00017873847 N/A DFE N/A N 2 NATWEST MARKETS RR3QWICWWIPCS8A4S074 3420000.00000000 EUR 3720217.86000000 USD 2020-05-15 -28343.06000000 N N N Lehman XS Trust N/A 52525AAA2 12268967.66000000 PA USD 10385326.55000000 0.065492486608 Long ABS-MBS CORP US N 2 2037-12-25 Floating 1.63725100 N N N N N N Commercial Mortgage Trust 549300NMFC2YLCA2NF13 12625XAL1 3000000.00000000 PA USD 2998635.00000000 0.018910148047 Long ABS-MBS CORP US N 2 2030-08-10 Variable 4.53994900 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076BA9 575000.00000000 PA USD 685989.77000000 0.004326024377 Long DBT CORP US N 2 2043-04-01 Fixed 4.20000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 N/A 630000.00000000 PA USD 564637.50000000 0.003560746378 Long DBT CORP KY N 2 2022-04-11 Fixed 9.50000000 N N N N N N Elmwood CLO III Ltd. N/A 29002HAA7 13000000.00000000 PA USD 12406915.30000000 0.078241134761 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 2.58887900 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BL7 6000.00000000 PA USD 6015.00000000 0.000037932105 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N GS Mortgage Securities Trust 54930070360RBP384M53 36250VAD4 900000.00000000 PA USD 960492.51000000 0.006057107838 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.50600000 N N N N N N PQ Corp. 2H1FRGMQKKSWC9PFJY28 693522AG9 859000.00000000 PA USD 866516.25000000 0.005464469858 Long DBT CORP US N 2 2022-11-15 Fixed 6.75000000 N N N N N N Peach Property Finance GmbH 5299006REENAMLK8A121 N/A 592000.00000000 PA 628131.28000000 0.003961154157 Long DBT CORP DE N 2 2023-02-15 Fixed 3.50000000 N N N N N N AIMCO CLO N/A 00900LAH7 1500000.00000000 PA USD 1364317.50000000 0.008603730000 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 2.51888000 N N N N N N Dominican Republic N/A N/A 1502000.00000000 PA USD 1402492.50000000 0.008844471171 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199BK0 1085000.00000000 PA USD 1298385.39000000 0.008187945497 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N Cimpress plc 549300X1IFD75XISOR81 17186HAC6 155000.00000000 PA USD 112545.50000000 0.000709740287 Long DBT CORP IE N 2 2026-06-15 Fixed 7.00000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 630000.00000000 PA USD 544162.50000000 0.003431625868 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.87500000 N N N N N N Oakwood Mortgage Investors, Inc. N/A 67087TCV1 427864.95000000 PA USD 304622.64000000 0.001921027141 Long ABS-O CORP US N 2 2022-09-15 Variable 5.90000000 N N N N N N Bright Horizons Family Solutions, Inc. N/A 10919RAK5 5632705.80000000 PA USD 5359857.53000000 0.033800612413 Long LON CORP US N 2 2023-11-07 Variable 2.50000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93364CAA6 2217863.38000000 PA USD 1886915.80000000 0.011899366588 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.64045600 N N N N N N IOI Corp. Bhd. N/A N/A 171700.00000000 NS 161673.04000000 0.001019550936 Long EC CORP MY N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MDCL5 202990.05000000 PA USD 214555.74000000 0.001353042570 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.00000000 N N N N N N Rackspace Hosting, Inc. 549300QTYCKLMFSE8I97 75008QAL0 800493.30000000 PA USD 748381.19000000 0.004719480396 Long LON CORP US N 2 2023-11-03 Variable 4.76325000 N N N N N N Snap-on, Inc. HHWAT5TDOYZMM26KKQ73 833034101 8330.00000000 NS USD 1085315.70000000 0.006844274333 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 281020107 3869.00000000 NS USD 227148.99000000 0.001432458778 Long EC CORP US N 1 N N N Reynolds Group Issuer, Inc. N/A 761735AT6 3278000.00000000 PA USD 3294390.00000000 0.020775253615 Long DBT CORP US N 2 2023-07-15 Fixed 5.12500000 N N N N N N Neuberger Berman Loan Advisers CLO Ltd. 549300IWMW28G8CR9G28 64131WAJ6 1000000.00000000 PA USD 765986.50000000 0.004830503918 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 3.81888000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFQ7 375000.00000000 PA USD 456574.03000000 0.002879270902 Long DBT CORP US N 2 2045-04-21 Fixed 4.75000000 N N N N N N Trugreen Ltd. Partnership N/A 89787RAG7 2647878.76000000 PA USD 2495625.73000000 0.015738044818 Long LON CORP US N 2 2026-03-19 Variable 4.75000000 N N N N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106103 20535.00000000 NS USD 1790241.30000000 0.011289712827 Long EC CORP US N 1 N N N Emirates Telecommunications Group Co. PJSC 529900XDPQPWEQ9BGB80 N/A 94080.00000000 NS 395354.73000000 0.002493206567 Long EC CORP AE N 2 N N N Codere Finance 2 Luxembourg SA 2221005CUH65GSJUKB29 N/A 200000.00000000 PA 83272.33000000 0.000525136299 Long DBT CORP LU N 2 2021-11-01 Fixed 6.75000000 N N N N N N Gates Global LLC 549300XI79MQJV13DW27 36740UAP7 2726619.52000000 PA USD 2503145.78000000 0.015785468149 Long LON CORP US N 2 2024-04-01 Variable 3.75000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CF1 2346000.00000000 PA USD 2334176.16000000 0.014719903140 Long DBT CORP US N 2 2025-01-15 Fixed 5.75000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBH7 805000.00000000 PA USD 838811.54000000 0.005289756974 Long DBT CORP GB N 2 2025-05-07 Variable 3.93199900 N N N N N N LYB International Finance III LLC N/A 50249AAB9 1250000.00000000 PA USD 1264543.76000000 0.007974531649 Long DBT CORP US N 2 2025-05-01 Fixed 2.87500000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AV2 8578000.00000000 PA USD 9190676.79000000 0.057958724137 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N JB Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 445658107 923.00000000 NS USD 93333.76000000 0.000588586213 Long EC CORP US N 1 N N N Apidos CLO XII 549300M5NMLBQJXUO195 03764DAH4 2400000.00000000 PA USD 2244008.64000000 0.014151284034 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.29888100 N N N N N N Suzuken Co. Ltd. N/A N/A 1200.00000000 NS 46246.12000000 0.000291639687 Long EC CORP JP N 2 N N N Progress Residential Trust N/A 74331CAE8 10000000.00000000 PA USD 9063780.00000000 0.057158480998 Long ABS-O CORP US N 2 2037-04-17 Fixed 3.03200000 N N N N N N Naspers Ltd. 21380044BQ8812EEKT59 N/A 1960.00000000 NS 305071.13000000 0.001923855431 Long EC CORP ZA N 2 N N N Logan Property Holdings Co. Ltd. 549300NJ0E6Q0S1VOG90 N/A 2000000.00000000 PA USD 2010820.00000000 0.012680737701 Long DBT CORP KY N 2 2021-04-24 Fixed 6.87500000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AR3 793000.00000000 PA USD 753350.00000000 0.004750814964 Long DBT CORP US N 2 2023-05-15 Fixed 5.12500000 N N N N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515104 3907.00000000 NS USD 148426.93000000 0.000936017628 Long EC CORP US N 1 N N N Bank Al-Jazira 558600FGNP3JML7WY215 N/A 183270.00000000 NS 581724.24000000 0.003668499667 Long EC CORP SA N 2 N N N Rockford Tower CLO Ltd. 549300KPFGDIQ0PMP224 77342JAA1 7000000.00000000 PA USD 6510822.50000000 0.041058887589 Long ABS-CBDO CORP KY N 2 2031-05-20 Floating 2.79463000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -32201.84000000 -0.00020307291 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 6318000.00000000 EUR 6897667.02000000 USD 2020-06-17 -32201.84000000 N N N AMMC CLO 21 Ltd. 549300DYK366J47FIO80 00178LAB5 1750000.00000000 PA USD 1666622.65000000 0.010510142465 Long ABS-CBDO CORP KY N 2 2030-11-02 Floating 3.01325000 N N N N N N Parsley Energy LLC N/A 701885AH8 1358000.00000000 PA USD 1161090.00000000 0.007322126166 Long DBT CORP US N 2 2027-10-15 Fixed 5.62500000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBW7 575000.00000000 PA USD 758171.91000000 0.004781223144 Long DBT CORP US N 2 2059-01-23 Fixed 5.80000000 N N N N N N Ingersoll Rand, Inc. 5299004C02FMZCUOIR50 45687V106 3749.00000000 NS USD 109020.92000000 0.000687513397 Long EC CORP US N 1 N N N Sime Darby Bhd. N/A N/A 304200.00000000 NS 140907.56000000 0.000888598585 Long EC CORP MY N 2 N N N China Life Insurance Co. Ltd. 549300J6TFLDXGH6S048 N/A 3080000.00000000 NS 6568713.72000000 0.041423964212 Long EC CORP CN N 2 N N N JPMBB Commercial Mortgage Securities Trust N/A 46645JBG6 1898000.00000000 PA USD 1288939.96000000 0.008128380235 Long ABS-MBS CORP US N 2 2048-12-15 Variable 4.26545600 N N N N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179MAL7 400000.00000000 PA USD 325160.75000000 0.002050545638 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Taylor Morrison Communities, Inc. 549300O1Z08HI2MRK572 87724RAB8 315000.00000000 PA USD 285075.00000000 0.001797754796 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N CGDBB Commercial Mortgage Trust N/A 125282AN3 4722105.82000000 PA USD 4099330.89000000 0.025851413735 Long ABS-MBS CORP US N 2 2032-07-15 Floating 2.96399900 N N N N N N Axalta Dupont PC N/A 90347BAH1 2431000.59000000 PA USD 2358070.57000000 0.014870587312 Long LON CORP US N 2 2024-06-01 Variable 3.20013000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GEU9 1900000.00000000 PA USD 1991369.48000000 0.012558077820 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N Halsey Point CLO I Ltd. N/A 406375AA3 5000000.00000000 PA USD 4704743.50000000 0.029669298234 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 3.25697000 N N N N N N Mediclinic International plc 2138002S5BSBIZTD5I60 N/A 448577.00000000 NS 1458490.51000000 0.009197608735 Long EC CORP GB N 2 N N N 2020-04-30 BlackRock Funds II Ann Frechette Ann Frechette Assistant Treasurer XXXX