NPORT-P false 0000826644 XXXXXXXX S000035024 C000107689 C000107692 C000107690 C000120706 C000107688 C000107691 AIM Investment Funds (Invesco Investment Funds) 811-05426 0000826644 Y5W0BJB7U2X9V6NIC803 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco Multi-Asset Income Fund S000035024 54930019G62M8SP8B305 2020-10-31 2020-07-31 N 2162078750.61 89412564.56 2072666186.05 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 74471000.00000000 0.00000000 0.00000000 53752305.75000000 EUR JPY USD GBP HKD N N/A N/A N/A 1.00000000 NC N/A -12438.39000000 -0.00060011544 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 165000.00000000 GBP 203574.71000000 USD 2020-08-28 -12438.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -127214.91000000 -0.00613774233 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1642000.00000000 EUR 1807956.94000000 USD 2020-08-28 -127214.91000000 N N N Kazakhstan Government International Bond 5493007OEK8EF02UO833 EK5325858 200000.00000000 PA USD 219671.20000000 0.010598484284 Long DBT NUSS KZ N 2 2024-10-14 Fixed 3.87500000 N N N N N N Sri Lanka Government International Bond 254900HXCCIOHM74FA02 AS1797818 1776000.00000000 PA USD 1323120.00000000 0.063836618212 Long DBT NUSS LK N 2 2028-04-18 Fixed 6.75000000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AM2 673000.00000000 PA USD 757310.08000000 0.036537966658 Long DBT CORP US N 2 2021-11-15 Fixed 11.50000000 N N N N N N SESI LLC XDZ56K6RXS5J1ESBZS35 78412FAW4 671000.00000000 PA USD 270077.50000000 0.013030438852 Long DBT CORP US Y 2 2021-12-15 Fixed 7.12500000 N N N N N N Boyd Gaming Corp. 254900787YGRYS2A1Z35 103304BM2 729000.00000000 PA USD 746415.81000000 0.036012350422 Long DBT CORP US N 2 2026-04-01 Fixed 6.37500000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 120111BN8 1041000.00000000 PA USD 1087402.58000000 0.052463951374 Long DBT CORP US Y 2 2025-10-15 Fixed 6.00000000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 91911XAV6 2094000.00000000 PA USD 2357844.00000000 0.113758984243 Long DBT CORP US Y 2 2026-04-01 Fixed 9.25000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267868 53731.00000000 NS USD 1472766.71000000 0.071056628409 Long EP CORP US N 1 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 245000.00000000 PA USD 263105.50000000 0.012694060518 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N Boyd Gaming Corp. 254900787YGRYS2A1Z35 103304BQ3 567000.00000000 PA USD 576106.02000000 0.027795407860 Long DBT CORP US N 2 2026-08-15 Fixed 6.00000000 N N N N N N Whiting Petroleum Corp. 52990028CHK9KUB1B293 966387AP7 1767000.00000000 PA USD 323581.88000000 0.015611866598 Long DBT CORP US N 2 2049-12-31 None 6.25000000 Y Y N N N N Brookfield Property Partners L.P. 5493004J5Z0TZW83NU62 G16249164 34328.00000000 NS USD 617904.00000000 0.029812036504 Long EP CORP BM N 1 N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TAP0 2049000.00000000 PA USD 1288359.98000000 0.062159550277 Long DBT CORP LU N 2 2049-12-31 None 5.50000000 Y Y N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513600 89346.00000000 NS USD 2372136.30000000 0.114448545355 Long EP CORP US N 1 N N N Qatar Government International Bond 52990074F6OJOAXK4P65 AX5422925 200000.00000000 PA USD 237526.00000000 0.011459925462 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N MTS Systems Corp. 549300E7ZL4ZDETLML64 553777AA1 1834000.00000000 PA USD 1791836.34000000 0.086450792320 Long DBT CORP US Y 2 2027-08-15 Fixed 5.75000000 N N N N N N Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC 549300YKWOC0AOR16R51 013092AC5 488000.00000000 PA USD 516574.84000000 0.024923204878 Long DBT CORP US Y 2 2027-01-15 Fixed 4.62500000 N N N N N N China Government International Bond 300300CHN201808MOF68 AP7073285 500000.00000000 PA USD 557146.09000000 0.026880647436 Long DBT NUSS CN N 2 2027-11-02 Fixed 2.62500000 N N N N N N SITE Centers Corp. W2AVA6SODOQ1LCYJQR54 82981J877 20895.00000000 NS USD 478913.40000000 0.023106152028 Long EP CORP US N 1 N N N Norbord, Inc. 549300VL705RQ5PHI407 65548PAF3 1779000.00000000 PA USD 1900968.24000000 0.091716083023 Long DBT CORP CA Y 2 2027-07-15 Fixed 5.75000000 N N N N N N Tenneco, Inc. 549300U0EXXFAQFAD785 880349AR6 2041000.00000000 PA USD 1373909.36000000 0.066287054290 Long DBT CORP US N 2 2026-07-15 Fixed 5.00000000 N N N N N N Endeavor Energy Resources L.P. / EER Finance, Inc. N/A 29260FAF7 325000.00000000 PA USD 341961.75000000 0.016498640847 Long DBT CORP US Y 2 2025-07-15 Fixed 6.62500000 N N N N N N Hancock Whitney Corp. 549300GRNBWY8HIICT41 410120406 21000.00000000 NS USD 550935.00000000 0.026580980753 Long EP CORP US N 1 N N N Athene Holding Ltd. 549300H316CT32FQXI76 G0684D305 119352.00000000 NS USD 3110313.12000000 0.150063388930 Long EP CORP BM N 1 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513402 71857.00000000 NS USD 1851036.32000000 0.089307015884 Long EP CORP US N 1 N N N Meritage Homes Corp. 52990044W9UMFJO2FB97 59001AAY8 589000.00000000 PA USD 678201.11000000 0.032721193338 Long DBT CORP US N 2 2025-06-01 Fixed 6.00000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A 1248EPCE1 290000.00000000 PA USD 307734.95000000 0.014847299197 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N N/A N/A N/A 357.00000000 NC USD -693335.56000000 -0.03345138569 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short United States Treasury Note/Bond U.S. Treasury Bonds 2020-09-21 63402393.86000000 USD -693335.56000000 N N N Public Storage 549300LMZF40TKJ6DM64 74460W776 76175.00000000 NS USD 1966838.50000000 0.094894127826 Long EP CORP US N 1 N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587206 135211.00000000 NS USD 3447880.50000000 0.166350014450 Long EP CORP US N 1 N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 QZ2259237 427000.00000000 PA USD 443736.27000000 0.021408959772 Long DBT CORP GB N 2 N/A Variable 7.50000000 N N N N Y United States Dollar USD XXXX N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896860 12500.00000000 NS USD 342000.00000000 0.016500486296 Long EP CORP US N 1 N N N Mongolia Government Bond N/A AM6597687 1560000.00000000 PA USD 1726201.35000000 0.083284098598 Long DBT NUSS MN N 2 2024-03-09 Fixed 8.75000000 N N N N N N IRB Holding Corp. 549300HVW4WNWYBXN830 44988MAC9 429000.00000000 PA USD 467341.88000000 0.022547860487 Long DBT CORP US Y 2 2025-06-15 Fixed 7.00000000 N N N N N N Triton International Ltd. N/A EP0580365 20895.00000000 NS USD 501480.00000000 0.024194923590 Long EP CORP BM N 1 N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAT8 839000.00000000 PA USD 936789.65000000 0.045197323925 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N N/A N/A N/A -56.00000000 NC USD -22846.32000000 -0.00110226722 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short United States Treasury Note/Bond U.S. Treasury Notes 2020-09-21 7821528.68000000 USD -22846.32000000 N N N EnPro Industries, Inc. 549300Y5CFT2LKCFDN54 29355XAG2 2826000.00000000 PA USD 2934970.56000000 0.141603630133 Long DBT CORP US N 2 2026-10-15 Fixed 5.75000000 N N N N N N Brazilian Government International Bond 254900ZFY40OYEADAP90 105756BV1 4600000.00000000 PA USD 4963699.00000000 0.239483764120 Long DBT NUSS BR N 2 2025-01-07 Fixed 4.25000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H865 90081.00000000 NS USD 2335800.33000000 0.112695442504 Long EP CORP US N 1 N N N Fannie Mae REMICs N/A 31392EWW6 75868.88000000 PA USD 14974.00000000 0.000722451116 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 6.82837000 N N N N N N NuStar Energy L.P. 5493003BMLTUIEG2LG44 67058H409 20597.00000000 NS USD 415029.55000000 0.020023945621 Long EP CORP US N 1 N N N Panama Government Bond 549300SHS4T08CL0LP14 698299BF0 1000000.00000000 PA USD 1161095.00000000 0.056019392211 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.87500000 N N N N N N Bahrain Government International Bond 549300RODM1WN85LFQ95 AP1423544 1000000.00000000 PA USD 1120414.00000000 0.054056654541 Long DBT NUSS BH N 2 2047-09-20 Fixed 7.50000000 N N N N N N Banque Centrale de Tunisie International Bond 254900B5LFB16S9T2T11 EK7225882 1441000.00000000 PA USD 1330620.47000000 0.064198493657 Long DBT NUSS TN N 2 2025-01-30 Fixed 5.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746655 85009.00000000 NS USD 2141376.71000000 0.103315079119 Long EP CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267702 59966.00000000 NS USD 1689242.22000000 0.081500930124 Long EP CORP US N 1 N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 336158803 35820.00000000 NS USD 980751.60000000 0.047318357707 Long EP CORP US N 1 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320706 84775.00000000 NS USD 2199063.50000000 0.106098295750 Long EP CORP US N 1 N N N Clarios Global L.P./Clarios US Finance Co. N/A 69867DAC2 1244000.00000000 PA USD 1309496.60000000 0.063179329542 Long DBT CORP XX Y 2 2027-05-15 Fixed 8.50000000 N N N N N N PartnerRe Ltd. 7LLHQS68KCIGNZBR7918 G68603151 7000.00000000 NS USD 178430.00000000 0.008608718625 Long EP CORP BM N 1 N N N N/A N/A N/A 403.00000000 NC 616331.15000000 0.029736151153 N/A DIR N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long United Kingdom Gilt United Kingdom Gilt 4.750 Dec 07 30 2020-09-28 68253701.17000000 USD 616331.15000000 N N N Oaktree Capital Group, LLC 254900T1ODNFOK2L6090 674001300 21492.00000000 NS USD 582863.04000000 0.028121414047 Long EP CORP US N 1 N N N Republic of ParaguayBond 529900UXKJTJPCU0HK83 JK5851023 200000.00000000 PA USD 231500.00000000 0.011169188823 Long DBT NUSS PY N 2 2026-04-15 Fixed 5.00000000 N N N N N N GATX Corp. 549300IHYHCQP2PIR591 361448608 17910.00000000 NS USD 470137.50000000 0.022682740866 Long EP CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD -240441.66000000 -0.01160059741 N/A DCR N/A N 2 Intercontinental Exchange Inc 5493000F4ZO33MV32P92 MARKIT CDX.NA.HY.34 06/25* CDX HY CDSI S34 5Y PRC 2422426 N/A Y The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument 2025-06-20 -55420.78000000 USD 0.00000000 USD 8460000.00000000 USD -185020.88000000 N N N GW B-CR Security Corp. 549300ZF1NDXLMCHNO20 36257BAA7 1383000.00000000 PA USD 1509807.27000000 0.072843725640 Long DBT CORP CA Y 2 2027-11-01 Fixed 9.50000000 N N N N N N Uruguay Government International Bond 549300RDR012H2V82H43 917288BA9 1430000.00000000 PA USD 2269853.30000000 0.109513693776 Long DBT NUSS UY N 2 2033-01-15 Fixed 7.87500000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587404 66488.00000000 NS USD 1791851.60000000 0.086451528570 Long EP CORP US N 1 N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 72147KAE8 664000.00000000 PA USD 703010.00000000 0.033918148746 Long DBT CORP US Y 2 2027-09-30 Fixed 5.87500000 N N N N N N SCE Trust II N/A 78407R204 28230.00000000 NS USD 682036.80000000 0.032906254011 Long EP CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505195 130350.00000000 NS USD 3588535.50000000 0.173136201292 Long EP CORP US N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CA8 541000.00000000 PA USD 584726.33000000 0.028211312267 Long DBT CORP US N 2 2026-05-15 Fixed 7.25000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H881 59564.00000000 NS USD 1527816.60000000 0.073712622432 Long EP CORP US N 1 N N N DCP Midstream, L.P. 52990024YYS3MLGW0E91 23311P209 19253.00000000 NS USD 308048.00000000 0.014862402931 Long EP CORP US N 1 N N N KB Home 549300LGUCWQURMWLG09 48666KAY5 733000.00000000 PA USD 764610.63000000 0.036890196556 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Cirsa Finance International S.a.r.l. 254900KUJN6DHWH2K029 50200RAA1 423000.00000000 PA USD 395505.00000000 0.019081943955 Long DBT CORP LU Y 2 2023-12-20 Fixed 7.87500000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460W875 17700.00000000 NS USD 448164.00000000 0.021622584621 Long EP CORP US N 1 N N N Navient Corp. 54930067J0ZNOEBRW338 63938C405 35820.00000000 NS USD 784458.00000000 0.037847773330 Long EP CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 74460W552 59564.00000000 NS USD 1558789.88000000 0.075206991385 Long EP CORP US N 1 N N N PS Business Parks, Inc. N/A 69360J552 38805.00000000 NS USD 986811.15000000 0.047610713034 Long EP CORP US N 1 N N N Callon Petroleum Co. 549300EFOWPEB0WLZW21 13123XAZ5 814000.00000000 PA USD 255237.84000000 0.012314469243 Long DBT CORP US N 2 2026-07-01 Fixed 6.37500000 N N N N N N N/A N/A N/A 635.00000000 NC -2434940.15000000 -0.11747864496 N/A DE N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long FTSE 100 Index UKX N/A 2020-09-18 49315104.18000000 USD -2434940.15000000 N N N Republic of Pakistan Bond 529900LOP29R5WKHOD86 UV9935866 400000.00000000 PA USD 423000.00000000 0.020408496208 Long DBT NUSS PK N 2 2025-09-30 Fixed 8.25000000 N N N N N N Qwest Corp. 549300R2L4N683OO1509 74913G600 92536.00000000 NS USD 2207908.96000000 0.106525062977 Long EP CORP US N 1 N N N PartnerRe Ltd. 7LLHQS68KCIGNZBR7918 G68603136 5500.00000000 NS USD 142285.00000000 0.006864829510 Long EP CORP BM N 1 N N N EP Energy LLC/Everest Acquisition Finance, Inc. N/A 268787AE8 1452000.00000000 PA USD 18150.00000000 0.000875683702 Long DBT CORP US Y 2 2049-12-31 None 8.00000000 Y Y N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CQ1 1475000.00000000 PA USD 1353312.50000000 0.065293316845 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N Jamaica Government International Bond 529900Y93KNSXZI8KK56 470160CA8 1600000.00000000 PA USD 1866400.00000000 0.090048267905 Long DBT NUSS JM N 2 2028-04-28 Fixed 6.75000000 N N N N N N Element Solutions Inc. 549300FLGN6P5CU20J91 72766QAD7 1628000.00000000 PA USD 1685981.22000000 0.081343596539 Long DBT CORP US Y 2 2025-12-01 Fixed 5.87500000 N N N N N N Abu Dhabi Government Bond 213800FER4348CINTA77 AP4164574 200000.00000000 PA USD 261919.40000000 0.012636834708 Long DBT NUSS AE N 2 2047-10-11 Fixed 4.12500000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339K803 21000.00000000 NS USD 533610.00000000 0.025745100855 Long EP CORP US N 1 N N N Russian Foreign Bond - Eurobond 5493004EHVGF71PDBU58 LW1929956 2200000.00000000 PA USD 2544187.80000000 0.122749520261 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75000000 N N N N N N Team Health Holdings, Inc. 549300PVTQ4UDTTMQT11 88047PAA2 1220000.00000000 PA USD 713700.00000000 0.034433909560 Long DBT CORP US Y 2 2025-02-01 Fixed 6.37500000 N N N N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 115656416.44000000 NS USD 115656416.44000000 5.580079282347 Long STIV RF US N 1 N N N South Jersey Industries, Inc. 549300DJYWYT5VXLFA46 838518207 23880.00000000 NS USD 617059.20000000 0.029771277408 Long EP CORP US N 1 N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416518504 94684.00000000 NS USD 2707015.56000000 0.130605477052 Long EP CORP US N 1 N N N PS Business Parks, Inc. N/A 69360J594 27462.00000000 NS USD 714286.62000000 0.034462212236 Long EP CORP US N 1 N N N Romanian Government International Bond 315700IASY927EDWBK92 77586TAE6 2690000.00000000 PA USD 3685300.00000000 0.177804801603 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.12500000 N N N N N N Republic of Poland Bond 259400R9L8QEP0TPXS31 731011AU6 1983000.00000000 PA USD 2243268.75000000 0.108231068036 Long DBT NUSS PL N 2 2026-04-06 Fixed 3.25000000 N N N N N N Antero Midstream Partners L.P./Antero Midstream Finance Corp. N/A 03690AAC0 220000.00000000 PA USD 200258.30000000 0.009661869400 Long DBT CORP US N 2 2024-09-15 Fixed 5.37500000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267876 50746.00000000 NS USD 1366589.78000000 0.065933906250 Long EP CORP US N 1 N N N Nidda Healthcare Holding GmbH 549300Q89C4WAO6L0L19 BJ3212245 250000.00000000 PA 292017.50000000 0.014088978821 Long DBT CORP DE Y 2 2024-09-30 Fixed 3.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78011G6M4 18418000.00000000 PA USD 18963124.91000000 0.914914569342 Long DBT CORP US Y 2 2020-08-14 Fixed 13.36000000 N N N N N N Republic of Poland Government International Bond 259400R9L8QEP0TPXS31 857524AC6 3380000.00000000 PA USD 3780682.10000000 0.182406705211 Long DBT NUSS PL N 2 2024-01-22 Fixed 4.00000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331867 33432.00000000 NS USD 890628.48000000 0.042970184296 Long EP CORP US N 1 N N N Vornado Realty Trust N/A 929042828 17000.00000000 NS USD 389300.00000000 0.018782571097 Long EP CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48127V827 136998.00000000 NS USD 3455089.56000000 0.166697830227 Long EP CORP US N 1 N N N Fannie Mae REMICs N/A 31392GEE1 39067.68000000 PA USD 8285.31000000 0.000399741649 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 6.82837000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAK1 518000.00000000 PA USD 648274.41000000 0.031277318767 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N N/A N/A N/A -10000000.00000000 NC USD -53785.40000000 -0.00259498612 N/A DCR N/A N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A N/A N/A 1.00000000 NC USD N/A N/A DCR MARKIT CDX.NA.HY.34 06/25* CDX HY CDSI S34 5Y PRC CXPHY534 The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument 2025-06-20 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1.00000000 98.00000000 USD 2020-08-19 XXXX 13144.60000000 N N N Diversified Healthcare Trust N/A 25525P206 79801.00000000 NS USD 1445196.11000000 0.069726428680 Long EP CORP US N 1 N N N Colony Capital, Inc. 549300XG87L902AGBO89 19624RAB2 200000.00000000 PA USD 200071.13000000 0.009652839002 Long DBT CORP US N 2 2021-01-15 Fixed 3.87500000 N N N Y N Colony Capital Inc USD XXXX N N N First Horizon National Corp. TF3RXI1ZB1TQ30H9JV10 320517808 11940.00000000 NS USD 272351.40000000 0.013140147788 Long EP CORP US N 1 N N N Qwest Corp. 549300R2L4N683OO1509 74913G105 35821.00000000 NS USD 901256.36000000 0.043482948005 Long EP CORP US N 1 N N N Fannie Mae REMICs N/A 31398RCS2 529.84000000 PA USD 530.04000000 0.000025572858 Long ABS-APCP USGSE US N 2 2021-01-25 Fixed 3.00000000 N N N N N N Fannie Mae REMICs N/A 31397M4E4 1443.67000000 PA USD 89.51000000 0.000004318592 Long ABS-APCP USGSE US N 2 2024-02-25 Floating 6.52837000 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 ZS0947920 2812000.00000000 PA USD 3390341.03000000 0.163573905572 Long DBT CORP SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N Ivory Coast Government International Bond 254900ICW11T82O6H590 EK7716880 650000.00000000 PA USD 665015.00000000 0.032085002615 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.37500000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LBG0 2175000.00000000 PA USD 2560544.44000000 0.123538679659 Long DBT CORP US Y 2 2050-06-01 Fixed 5.50000000 N N N N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416518603 17937.00000000 NS USD 509410.80000000 0.024577561183 Long EP CORP US N 1 N N N Clark Equipment Co. 549300X1FKNY520VPF71 181396AE2 566000.00000000 PA USD 597483.75000000 0.028826819968 Long DBT CORP US Y 2 2025-06-01 Fixed 5.87500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AH8 1261000.00000000 PA USD 1446934.45000000 0.069810298432 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339K100 78652.00000000 NS USD 2060682.40000000 0.099421817843 Long EP CORP US N 1 N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035QAA0 611000.00000000 PA USD 662253.74000000 0.031951780004 Long DBT CORP US Y 2 2028-06-01 Fixed 5.50000000 N N N N N N Brazilian Government International Bond 254900ZFY40OYEADAP90 105756BY5 600000.00000000 PA USD 688077.00000000 0.033197675758 Long DBT NUSS BR N 2 2047-02-21 Fixed 5.62500000 N N N N N N Ghanian Government International Bond 213800PP4399SNNXZ126 AX7532564 738000.00000000 PA USD 669889.98000000 0.032320205950 Long DBT NUSS GH N 2 2051-03-26 Fixed 8.95000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334440 32238.00000000 NS USD 857530.80000000 0.041373319339 Long EP CORP US N 1 N N N Colony Capital, Inc. 549300XG87L902AGBO89 19624RAA4 1253000.00000000 PA USD 1157458.75000000 0.055843953927 Long DBT CORP US N 2 2023-04-15 Fixed 5.00000000 N N N Y N Colony Capital Inc USD XXXX N N N Republic of Indonesia Bond 529900FWX0GRR7WG5W79 Y20721AE9 3000000.00000000 PA USD 4905462.96000000 0.236674047804 Long DBT NUSS ID N 2 2035-10-12 Fixed 8.50000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058209 69476.00000000 NS USD 1775806.56000000 0.085677402948 Long EP CORP US N 1 N N N Targa Resources Partners L.P./Targa Resources Partners Finance Corp. N/A 87612BBJ0 927000.00000000 PA USD 986935.19000000 0.047616697596 Long DBT CORP US N 2 2026-04-15 Fixed 5.87500000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BC5 1130000.00000000 PA USD 1231389.25000000 0.059410881418 Long DBT CORP PA Y 2 2023-04-01 Fixed 11.50000000 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345AN2 1538000.00000000 PA USD 1655272.50000000 0.079861991821 Long DBT CORP US Y 2 2025-05-15 Fixed 5.37500000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BP5 373000.00000000 PA USD 373621.05000000 0.018026108232 Long DBT CORP CA Y 2 2021-12-01 Fixed 8.75000000 N N N N N N EnLink Midstream Partners, L.P. 88CPW63VL7KHJWS0NY83 29336UAC1 795000.00000000 PA USD 444639.53000000 0.021452539390 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N Turkey Government International Bond 5493000PCHOG3B6S3Q85 900123AT7 1580000.00000000 PA USD 1640830.00000000 0.079165184005 Long DBT NUSS TR N 2 2034-02-14 Fixed 8.00000000 N N N N N N Kingdom of Jordan Bond 5493000JZ4MYPVMBVN50 QZ9947826 800000.00000000 PA USD 813958.62000000 0.039271090804 Long DBT NUSS JO N 2 2027-01-31 Fixed 5.75000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043406 22089.00000000 NS USD 591322.53000000 0.028529559365 Long EP CORP US N 1 N N N Telenet Finance Luxembourg Notes S.a r.l. 2138007RI9GLJPCC3E25 AQ2322842 400000.00000000 PA USD 424000.00000000 0.020456743244 Long DBT CORP LU Y 2 2028-03-01 Fixed 5.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505286 149150.00000000 NS USD 3854036.00000000 0.185945813461 Long EP CORP US N 1 N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 02154CAE3 2239000.00000000 PA USD 2410283.50000000 0.116289034685 Long DBT CORP LU Y 2 2026-05-15 Fixed 7.50000000 N N N N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404AAM1 1477000.00000000 PA USD 1523311.34000000 0.073495256990 Long DBT CORP US N 2 2024-03-01 Fixed 6.50000000 N N N N N N Republic of Sri Lanka Bond 254900HXCCIOHM74FA02 AX5675837 891000.00000000 PA USD 681615.00000000 0.032885903412 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TBA2 1613000.00000000 PA USD 1068612.50000000 0.051557385708 Long DBT CORP LU Y 2 2049-12-31 None 0.00000000 Y Y N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973791 10000.00000000 NS USD 259400.00000000 0.012515281126 Long EP CORP US N 1 N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T868 4000.00000000 NS USD 110240.00000000 0.005318753243 Long EP CORP US N 1 N N N N/A N/A N/A 47.00000000 NC USD 31850.35000000 0.001536684981 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long United States Treasury Note/Bond U.S. Treasury Floating Rate Notes 2020-09-30 5896024.65000000 USD 31850.35000000 N N N Whiting Petroleum Corp. 52990028CHK9KUB1B293 966387BG6 2061000.00000000 PA USD 359180.78000000 0.017329408006 Long DBT CORP US N 2 2049-12-31 None 6.62500000 Y Y N N N N First Horizon National Corp. TF3RXI1ZB1TQ30H9JV10 320517204 11940.00000000 NS USD 309365.40000000 0.014925963576 Long EP CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAU0 270000.00000000 PA USD 327375.00000000 0.015794873395 Long DBT CORP US Y 2 2029-11-15 Fixed 5.37500000 N N N N N N Qwest Corp. 549300R2L4N683OO1509 74913G709 55565.00000000 NS USD 1378567.65000000 0.066511802975 Long EP CORP US N 1 N N N Oman Government Bond 549300SZ20F0QTKNQC75 AQ7342613 664000.00000000 PA USD 591351.76000000 0.028530969626 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Bain Capital Credit CLO, Ltd. 549300434Q955VK1W392 05683TAG4 923000.00000000 PA USD 920748.80000000 0.044423400458 Long ABS-CBDO CORP KY Y 2 2032-10-21 Floating 3.12138000 N N N N N N Republic of El Salvador Bond 529900AKDMUSFSDOM949 ED9640662 730000.00000000 PA USD 657000.00000000 0.031698302622 Long DBT NUSS SV N 2 2035-06-15 Fixed 7.65000000 N N N N N N United States Cellular Corp. N/A 911684405 40835.00000000 NS USD 1053543.00000000 0.050830327000 Long EP CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 74460W669 21400.00000000 NS USD 573520.00000000 0.027670640060 Long EP CORP US N 1 N N N Triton International Ltd. N/A EP0585000 17910.00000000 NS USD 413183.70000000 0.019934888829 Long EP CORP BM N 1 N N N Altice France S.A. 5493001ZMCICV4N02J21 67054KAA7 2200000.00000000 PA USD 2348940.00000000 0.113329392634 Long DBT CORP FR Y 2 2026-05-01 Fixed 7.37500000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475832 57313.00000000 NS USD 1451738.29000000 0.070042069474 Long EP CORP US N 1 N N N Nigeria Government International Bond 549300GSBZD84TNEQ285 AV6717814 2550000.00000000 PA USD 2628718.50000000 0.126827875983 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06740L8C2 418000.00000000 PA USD 459637.80000000 0.022176161462 Long DBT CORP GB N 2 2022-11-21 Fixed 7.62500000 N N N N Y Barclays Bank PLC USD XXXX N N N Digicel Group 0.5 Ltd. N/A 25381YAB7 62720.00000000 PA USD 21638.40000000 0.001043988662 Long DBT CORP BM Y 2 2025-04-01 Fixed 8.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A60 682000.00000000 PA USD 728089.56000000 0.035128163179 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N Whiting Petroleum Corp. 52990028CHK9KUB1B293 966387AH5 1439000.00000000 PA USD 246428.75000000 0.011889456761 Long DBT CORP US N 2 2049-12-31 None 5.75000000 Y Y N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746747 100598.00000000 NS USD 2535069.60000000 0.122309594138 Long EP CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94988U730 134123.00000000 NS USD 3433548.80000000 0.165658552405 Long EP CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06739GCW7 9300000.00000000 PA USD 9619517.59000000 0.464113211029 Long DBT CORP GB Y 2 2020-08-18 Fixed 57.92000000 N N N N N N Assured Guaranty Municipal Holdings, Inc. N/A 04623A304 57319.00000000 NS USD 1522392.64000000 0.073450932438 Long EP CORP US N 1 N N N Qwest Corp. 549300R2L4N683OO1509 74913G808 15000.00000000 NS USD 384000.00000000 0.018526861806 Long EP CORP US N 1 N N N Cenovus Energy, Inc. 549300EIRQ0Z2B9C1W06 15135UAM1 1942000.00000000 PA USD 1847480.88000000 0.089135476442 Long DBT CORP CA N 2 2027-04-15 Fixed 4.25000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 1241000.00000000 PA USD 1357536.11000000 0.065497093508 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 675.00000000 NC USD 6285448.76000000 0.303254272313 N/A DE N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long S&P 500 Index SPX N/A 2020-09-18 103857676.24000000 USD 6285448.76000000 N N N Qwest Corp. 549300R2L4N683OO1509 74913G873 78805.00000000 NS USD 2002435.05000000 0.096611555853 Long EP CORP US N 1 N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868889 29850.00000000 NS USD 761473.50000000 0.036738839332 Long EP CORP US N 1 N N N Brookfield Renewable Partners L.P. VA8DFMRI2GY8Y7V79H93 EP0586206 23880.00000000 NS USD 612044.40000000 0.029529328172 Long EP CORP BM N 1 N N N Waste Pro USA, Inc. 549300BY1QXU5BI3UF28 94107JAA1 1846000.00000000 PA USD 1879052.63000000 0.090658719799 Long DBT CORP US Y 2 2026-02-15 Fixed 5.50000000 N N N N N N BancorpSouth Bank Q7C315HKI8VX0SSKBS64 05971J201 20597.00000000 NS USD 536139.91000000 0.025867161514 Long EP CORP US N 1 N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 893830BL2 699000.00000000 PA USD 351020.33000000 0.016935690482 Long DBT CORP KY Y 2 2027-02-01 Fixed 8.00000000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057CT9 1133000.00000000 PA USD 1267045.23000000 0.061131176767 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N Commerce Bancshares, Inc. N/A 200525301 17910.00000000 NS USD 464764.50000000 0.022423509541 Long EP CORP US N 1 N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868822 41193.00000000 NS USD 1106032.05000000 0.053362768083 Long EP CORP US N 1 N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80874YBG4 626000.00000000 PA USD 629299.02000000 0.030361812444 Long DBT CORP US Y 2 2025-07-01 Fixed 8.62500000 N N N N N N Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC N/A 26963PAA2 2783000.00000000 PA USD 1962015.00000000 0.094661408248 Long DBT CORP XX Y 2 2025-05-01 Fixed 7.50000000 N N N N N N Valaris PLC 7N0UJMJLXD0MDT5D5086 91889DAE6 2387000.00000000 PA USD 138815.99000000 0.006697460060 Long DBT CORP GB N 2 2026-02-01 Fixed 7.75000000 N N N N N N Brightsphere Investment Group, Inc. 5493004FTLQNQTBOP608 10948W202 14925.00000000 NS USD 367453.50000000 0.017728542226 Long EP CORP US N 1 N N N Bahrain Government International Bond 549300RODM1WN85LFQ95 AP0583124 1100000.00000000 PA USD 1220929.60000000 0.058906234309 Long DBT NUSS BH N 2 2029-09-20 Fixed 6.75000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773860 26374.00000000 NS USD 685460.26000000 0.033071425809 Long EP CORP US N 1 N N N W. R. Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423805 35820.00000000 NS USD 917350.20000000 0.044259428082 Long EP CORP US N 1 N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686J309 71477.00000000 NS USD 1871982.63000000 0.090317613255 Long EP CORP BM N 1 N N N Fannie Mae REMICs N/A 31392DVZ2 61387.57000000 PA USD 14434.30000000 0.000696412191 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 7.82837000 N N N N N N Dillard's Capital Trust I N/A 25406P200 23880.00000000 NS USD 470913.60000000 0.022720185390 Long EP CORP US N 1 N N N Petroliam Nasional Bhd. 5493003RZQYJM7QGNE15 TT3297450 1920000.00000000 PA USD 2612176.84000000 0.126029789918 Long DBT CORP MY N 2 2026-10-15 Fixed 7.62500000 N N N N N N Legg Mason, Inc. OWUNCC6U1ZJXMZKFBJ36 524901501 21374.00000000 NS USD 557220.18000000 0.026884222059 Long EP CORP US N 1 N N N Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp. N/A 226373AP3 960000.00000000 PA USD 918609.60000000 0.044320190399 Long DBT CORP US N 2 2025-04-01 Fixed 5.75000000 N N N N N N Mexico Government Bond 254900EGTWEU67VP6075 91086QBE7 500000.00000000 PA USD 631875.00000000 0.030486095843 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAJ0 640000.00000000 PA USD 672400.00000000 0.032441306975 Long DBT CORP US Y 2 2030-07-15 Fixed 5.25000000 N N N N N N Kingdom of Jordan Bond 5493000JZ4MYPVMBVN50 QZ9947826 400000.00000000 PA USD 406979.31000000 0.019635545402 Long DBT NUSS JO N 2 2027-01-31 Fixed 5.75000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CG4 1584000.00000000 PA USD 1649854.80000000 0.079600603855 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N Precision Drilling Corp. 549300WF2OE8T5BP4B84 740212AE5 85492.03000000 PA USD 81527.34000000 0.003933452504 Long DBT CORP CA N 2 2021-12-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICs N/A 31392F7F8 50136.05000000 PA USD 11920.10000000 0.000575109493 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 7.81325000 N N N N N N Iceland Bondco PLC 2138002DRBYIA8QXHO36 AP0117279 250000.00000000 PA 301427.33000000 0.014542975228 Long DBT CORP GB Y 2 2025-03-15 Fixed 4.62500000 N N N N N N Qatar Government International Bond 52990074F6OJOAXK4P65 N/A 2330000.00000000 PA USD 3584197.06000000 0.172926884421 Long DBT NUSS QA N 2 2042-01-20 Fixed 5.75000000 N N N N N N Valmont Industries, Inc. 5493009ZGZJJ8F77JN08 920253AF8 1286000.00000000 PA USD 1429671.82000000 0.068977427702 Long DBT CORP US N 2 2044-10-01 Fixed 5.00000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCE8 955000.00000000 PA USD 1030206.25000000 0.049704397984 Long DBT CORP US N 2 2022-04-01 Fixed 8.12500000 N N N N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630607 26865.00000000 NS USD 715414.95000000 0.034516650815 Long EP CORP US N 1 N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAN0 725000.00000000 PA USD 365081.00000000 0.017614076133 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N Suburban Propane Partners,L.P. / Suburban Energy Finance Corp N/A 864486AK1 130000.00000000 PA USD 132737.80000000 0.006404205409 Long DBT CORP US N 2 2027-03-01 Fixed 5.87500000 N N N N N N Telephone & Data Systems, Inc. N/A 879433845 26865.00000000 NS USD 679415.85000000 0.032779800942 Long EP CORP US N 1 N N N Saudi Government International Bond 635400FMICXSM3SI3H65 AW5997316 538000.00000000 PA USD 641300.84000000 0.030940864685 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.37500000 N N N N N N Abu Dhabi Government Bond 213800FER4348CINTA77 AP4164574 700000.00000000 PA USD 916717.90000000 0.044228921481 Long DBT NUSS AE N 2 2047-10-11 Fixed 4.12500000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364D100 48955.00000000 NS USD 1283110.55000000 0.061906280839 Long EP CORP US N 1 N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370837 95521.00000000 NS USD 2149222.50000000 0.103693615231 Long EP CORP US N 1 N N N Mexico Government International Bond 254900EGTWEU67VP6075 91087BAC4 2500000.00000000 PA USD 2754687.50000000 0.132905506855 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N N NuStar Logistics, L.P. N62BF2PKP51FIIOIUN20 67059TAF2 2795000.00000000 PA USD 2869668.43000000 0.138452995919 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N Sonic Capital LLC N/A 83546DAG3 1766608.34000000 PA USD 1891215.18000000 0.091245526787 Long ABS-O CORP US Y 2 2050-01-20 Fixed 3.84500000 N N N N N N TreeHouse Foods, Inc. 5493007M7EVHE470Q576 89469AAC8 918000.00000000 PA USD 950226.39000000 0.045845606803 Long DBT CORP US Y 2 2024-02-15 Fixed 6.00000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAL5 1088000.00000000 PA USD 1132880.00000000 0.054658102092 Long DBT CORP US Y 2 2025-04-01 Fixed 5.25000000 N N N N N N Panama Government International Bond 549300SHS4T08CL0LP14 698299AW4 1090000.00000000 PA USD 1679194.05000000 0.081016135704 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N N N/A N/A N/A 230.00000000 NC -274467.07000000 -0.01324222259 N/A DE N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long Hang Seng Index HSI N/A 2020-08-28 36710921.23000000 USD -274467.07000000 N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BB1 679000.00000000 PA USD 739261.25000000 0.035667164108 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N iStar, Inc. QFFLKWYYS3UPWD86E794 45031UCF6 3233000.00000000 PA USD 3198649.38000000 0.154325351642 Long DBT CORP US N 2 2024-10-01 Fixed 4.75000000 N N N N N N Republic of Poland Government International Bond 259400R9L8QEP0TPXS31 731011AT9 599000.00000000 PA USD 637951.81000000 0.030779283914 Long DBT NUSS PL N 2 2023-03-17 Fixed 3.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06739GCV9 9330000.00000000 PA USD 9343122.37000000 0.450777960912 Long DBT CORP GB Y 2 2020-08-17 Fixed 22.20000000 N N N N N N Callon Petroleum Co. 549300EFOWPEB0WLZW21 13123XAT9 1138000.00000000 PA USD 350452.79000000 0.016908308359 Long DBT CORP US N 2 2024-10-01 Fixed 6.12500000 N N N N N N Malaysia Sukuk Global Bhd N/A JK8730257 250000.00000000 PA USD 276120.59000000 0.013322000033 Long DBT CORP MY N 2 2026-04-27 Fixed 3.17900000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAJ7 864000.00000000 PA USD 904500.00000000 0.043639444020 Long DBT CORP US Y 2 2028-06-01 Fixed 7.62500000 N N N N N N Hanover Insurance Group, Inc. (The) JJYR6MFKFF6CF8DBZ078 410867204 20895.00000000 NS USD 530733.00000000 0.025606294133 Long EP CORP US N 1 N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040CT4 596000.00000000 PA USD 529128.80000000 0.025528896238 Long DBT CORP US Y 2 2022-06-01 None 7.62500000 Y Y N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072TAA3 657000.00000000 PA USD 705026.70000000 0.034015448543 Long DBT CORP US Y 2 2025-10-15 Fixed 10.87500000 N N N N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 29452E200 95521.00000000 NS USD 2348861.39000000 0.113325599935 Long EP CORP US N 1 N N N AdaptHealth LLC N/A 00653VAA9 359000.00000000 PA USD 375029.35000000 0.018094054533 Long DBT CORP US Y 2 2028-08-01 Fixed 6.12500000 N N N N N N Apollo Global Management, Inc. 54930054P2G7ZJB0KM79 03768E303 32835.00000000 NS USD 882604.80000000 0.042583065519 Long EP CORP US N 1 N N N Dell International LLC/EMC Corp. N/A 25272KAW3 1592000.00000000 PA USD 1654422.32000000 0.079820973156 Long DBT CORP US Y 2 2024-06-15 Fixed 7.12500000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364W603 11940.00000000 NS USD 305186.40000000 0.014724339213 Long EP CORP US N 1 N N N Ghanian Government International Bond 213800PP4399SNNXZ126 AX7531830 2590000.00000000 PA USD 2430585.50000000 0.117268546008 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.12500000 N N N N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630706 19104.00000000 NS USD 514661.76000000 0.024830904439 Long EP CORP US N 1 N N N DISH Network Corp. 529900U350CWHH15G169 25470MAB5 2055000.00000000 PA USD 1897032.03000000 0.091526172558 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N Y N DISH Network Corp USD XXXX N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AC1 135000.00000000 PA USD 146838.15000000 0.007084505502 Long DBT CORP CA Y 2 2027-08-15 Fixed 5.75000000 N N N N N N Regions Financial Corp. CW05CS5KW59QTC0DG824 7591EP704 59564.00000000 NS USD 1574872.16000000 0.075982913727 Long EP CORP US N 1 N N N Chile Government International Bond 549300FLZTJM5YJF8D34 168863CA4 1820000.00000000 PA USD 2036807.50000000 0.098269924684 Long DBT NUSS CL N 2 2026-01-21 Fixed 3.12500000 N N N N N N Republic of Indonesia Bond 529900FWX0GRR7WG5W79 EK0152265 1200000.00000000 PA USD 1855647.48000000 0.089529490686 Long DBT NUSS ID N 2 2044-01-15 Fixed 6.75000000 N N N N N N Costa Rica Government International Bond 549300S1EK2VN6XVJP58 EK7917090 1200000.00000000 PA USD 1075800.00000000 0.051904161279 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.15800000 N N N N N N Colt Merger Sub, Inc. N/A 12770RAA1 307000.00000000 PA USD 320047.50000000 0.015441343239 Long DBT CORP US Y 2 2025-07-01 Fixed 5.75000000 N N N N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAM5 117000.00000000 PA USD 120001.05000000 0.005789694973 Long DBT CORP US N 2 2028-06-15 Fixed 5.87500000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AD0 938000.00000000 PA USD 922316.64000000 0.044499044091 Long DBT CORP CA Y 2 2025-01-15 Fixed 6.50000000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 EK5731170 105000.00000000 PA USD 135040.26000000 0.006515292279 Long DBT CORP CL N 2 2044-11-04 Fixed 4.87500000 N N N N N N Pakistan Government International Bond 529900LOP29R5WKHOD86 AQ2330779 2800000.00000000 PA USD 2760240.00000000 0.133173398523 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.87500000 N N N N N N State of Minas Gerais N/A EJ6042992 782400.00000000 PA USD 807828.00000000 0.038975306561 Long DBT CORP KY N 2 2028-02-15 Fixed 5.33300000 N N N N N N Dominican Republic International Bond 254900EHU7Q8FGVPI369 P3579EBV8 2228000.00000000 PA USD 2371839.68000000 0.114434234319 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAF2 5467000.00000000 PA USD 6355387.50000000 0.306628609217 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Hazine Mustesarligi Varlik Kiralama AS 6354003QFJP7RDXEOZ20 AM9831091 320000.00000000 PA USD 312800.00000000 0.015091672846 Long DBT CORP TR N 2 2023-04-06 Fixed 5.00400000 N N N N N N Macy's, Inc. 529900NZQ81TIOW3CW52 55616PAA2 1632000.00000000 PA USD 1711086.72000000 0.082554862501 Long DBT CORP US Y 2 2025-06-15 Fixed 8.37500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967341 178505.00000000 NS USD 4998140.00000000 0.241145440285 Long EP CORP US N 1 N N N Republic of Pakistan Bond 529900LOP29R5WKHOD86 UV9935866 810000.00000000 PA USD 856575.00000000 0.041327204822 Long DBT NUSS PK N 2 2025-09-30 Fixed 8.25000000 N N N N N N QTS Realty Trust, Inc. 5493006PA4CJK4OG2J54 74736A202 12747.00000000 NS USD 347228.28000000 0.016752735309 Long EP CORP US N 1 N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAF3 763000.00000000 PA USD 548551.22000000 0.026465970434 Long DBT CORP US N 2 2023-06-01 Fixed 5.62500000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAA3 1328000.00000000 PA USD 1240850.00000000 0.059867334564 Long DBT CORP JE Y 2 2026-08-15 Fixed 4.87500000 N N N N N N Qwest Corp. 549300R2L4N683OO1509 74913G881 126015.00000000 NS USD 3087367.50000000 0.148956330777 Long EP CORP US N 1 N N N Sprint Capital Corp. 549300L17W0GQBR1PO80 852060AT9 1078000.00000000 PA USD 1663893.00000000 0.080277905395 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Taylor Morrison Communities, Inc. 549300O1Z08HI2MRK572 87724RAG7 958000.00000000 PA USD 1048713.02000000 0.050597294781 Long DBT CORP US Y 2 2027-07-15 Fixed 6.62500000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R508 142954.00000000 NS USD 3761119.74000000 0.181462879324 Long EP CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148B108 83581.00000000 NS USD 2290119.40000000 0.110491473031 Long EP CORP US N 1 N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282XVL2 13565.40000000 PA USD 13179.54000000 0.000635873740 Long ABS-APCP USGSE US N 2 2026-06-01 None 0.00000000 N N N N N N China Government Bond 300300CHN201808MOF68 ZQ7660728 1090000.00000000 PA USD 1210017.20000000 0.058379743353 Long DBT NUSS CN N 2 2039-12-03 Fixed 2.75000000 N N N N N N Ziggo Bond Co B.V. 213800JYI4P7V5QDOG59 98953GAD7 442000.00000000 PA USD 471415.10000000 0.022744381279 Long DBT CORP NL Y 2 2030-02-28 Fixed 5.12500000 N N N N N N QVC, Inc. 549300WBLU5NKPX5X472 747262AW3 1581000.00000000 PA USD 1501950.00000000 0.072464635651 Long DBT CORP US N 2 2034-08-15 Fixed 5.45000000 N N N N N N Hughes Satellite Systems Corp. N/A 444454AD4 580000.00000000 PA USD 638835.20000000 0.030821904863 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040CY3 775000.00000000 PA USD 303610.13000000 0.014648288858 Long DBT CORP US Y 2 2049-12-31 None 7.12500000 Y Y N N N N Fannie Mae REMICs N/A 31359SPS3 148.53000000 PA USD 10.53000000 0.000000508041 Long ABS-APCP USGSE US N 2 2031-03-17 Floating 9.61912000 N N N N N N William Carter Co. (The) TGI2A0HXEYNQPU7TYV27 96926JAC1 853000.00000000 PA USD 910922.97000000 0.043949333285 Long DBT CORP US Y 2 2027-03-15 Fixed 5.62500000 N N N N N N TransDigm UK Holdings PLC 549300JTYP71LZZSE903 89365DAB9 4064000.00000000 PA USD 4078467.84000000 0.196773984515 Long DBT CORP GB N 2 2026-05-15 Fixed 6.87500000 N N N N N N SCE Trust VI N/A 78410V200 96986.00000000 NS USD 2228738.28000000 0.107530015928 Long EP CORP US N 1 N N N SL Green Realty Corp. 549300VQZPJU97H3GT17 78440X507 27462.00000000 NS USD 704400.30000000 0.033985226600 Long EP CORP US N 1 N N N Valley National Bancorp 549300ET52S1UBIB9762 919794305 11940.00000000 NS USD 279276.60000000 0.013474268161 Long EP CORP US N 1 N N N Frontier Communications Corp. 549300ZCZ76HYCS0H445 35906AAW8 5204000.00000000 PA USD 1826682.06000000 0.088131995026 Long DBT CORP US N 2 2049-12-31 None 10.50000000 Y Y N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 44485HAA2 414000.00000000 PA USD 440313.84000000 0.021243837669 Long DBT CORP CA Y 2 2026-06-01 Fixed 7.00000000 N N N N N N DCP Midstream Operating L.P. 549300Y6CTBSE0QIPL28 23311VAJ6 369000.00000000 PA USD 383206.50000000 0.018488577783 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647AX5 615000.00000000 PA USD 618099.60000000 0.029821473624 Long DBT CORP US N 2 2024-07-15 Fixed 6.50000000 N N N N N N Romanian Government International Bond 315700IASY927EDWBK92 77586TAC0 833000.00000000 PA USD 898994.43000000 0.043373816587 Long DBT NUSS RO N 2 2023-08-22 Fixed 4.37500000 N N N N N N Triton International Ltd. N/A EP0573691 17164.00000000 NS USD 418458.32000000 0.020189373610 Long EP CORP BM N 1 N N N American Equity Investment Life Holding Co. 549300RK5RZQ740FPL83 025676602 35738.00000000 NS USD 890948.34000000 0.042985616593 Long EP CORP US N 1 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002812 35738.00000000 NS USD 958493.16000000 0.046244453952 Long EP CORP US N 1 N N N Russian Foreign Bond 5493004EHVGF71PDBU58 EJ8270120 800000.00000000 PA USD 1138160.00000000 0.054912846441 Long DBT NUSS RU N 2 2043-09-16 Fixed 5.87500000 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 62957HAF2 1000000.00000000 PA USD 398645.00000000 0.019233439648 Long DBT CORP US N 2 2025-02-01 Fixed 5.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 36255H3V8 9330000.00000000 PA USD 9190139.01000000 0.443396967242 Long DBT CORP US Y 2 2020-08-26 Fixed 17.75000000 N N N N N N Republic of Indonesia Bond 529900FWX0GRR7WG5W79 Y20721AJ8 800000.00000000 PA USD 1150172.46000000 0.055492412031 Long DBT NUSS ID N 2 2037-02-17 Fixed 6.62500000 N N N N N N Boyd Gaming Corp. 254900787YGRYS2A1Z35 103304BR1 284000.00000000 PA USD 273608.44000000 0.013200796242 Long DBT CORP US Y 2 2027-12-01 Fixed 4.75000000 N N N N N N Mueller Industries, Inc. 5493005IZFE4VJLLYG84 624756AE2 2847000.00000000 PA USD 2885605.32000000 0.139221903624 Long DBT CORP US N 2 2027-03-01 Fixed 6.00000000 N N N N N N Fannie Mae REMICs N/A 31392DWM0 56362.19000000 PA USD 13259.04000000 0.000639709379 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 7.82837000 N N N N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AL8 3395000.00000000 PA USD 3260303.38000000 0.157299974397 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T801 27462.00000000 NS USD 715385.10000000 0.034515210641 Long EP CORP US N 1 N N N Slovakia Government International Bond 097900BHFM0000074794 EJ1940455 4658000.00000000 PA USD 4989812.63000000 0.240743669365 Long DBT NUSS SK N 2 2022-05-21 Fixed 4.37500000 N N N N N N United States Cellular Corp. N/A 911684603 35820.00000000 NS USD 919141.20000000 0.044345838523 Long EP CORP US N 1 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R876 130286.00000000 NS USD 3642796.56000000 0.175754136605 Long EP CORP US N 1 N N N Costa Rica Government International Bond 549300S1EK2VN6XVJP58 EJ6505675 1300000.00000000 PA USD 1067300.00000000 0.051494061474 Long DBT NUSS CR N 2 2043-04-30 Fixed 5.62500000 N N N N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868830 25074.00000000 NS USD 684520.20000000 0.033026070700 Long EP CORP US N 1 N N N Gulfport Energy Corp. 549300FJX18IDUFPHD40 402635AE6 777000.00000000 PA USD 462501.48000000 0.022314325534 Long DBT CORP US N 2 2023-05-01 Fixed 6.62500000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBD8 3492000.00000000 PA USD 3472147.98000000 0.167520848430 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N Hungary Government International Bond 5299008DH62LEB10JK83 445545AL0 1210000.00000000 PA USD 1393046.38000000 0.067210358782 Long DBT NUSS HU N 2 2024-03-25 Fixed 5.37500000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331701 23880.00000000 NS USD 613238.40000000 0.029586935133 Long EP CORP US N 1 N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CQ7 486000.00000000 PA USD 499306.68000000 0.024090067342 Long DBT CORP US Y 2 2031-02-01 Fixed 5.00000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 490000.00000000 PA USD 508967.90000000 0.024556192570 Long DBT CORP CA Y 2 2025-11-01 Fixed 5.50000000 N N N N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAH6 940000.00000000 PA USD 961530.70000000 0.046391006254 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N Saudi Government Bond 635400FMICXSM3SI3H65 AP2859340 1900000.00000000 PA USD 2455096.40000000 0.118451124282 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.62500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364JX40 109063.41000000 PA USD 22363.43000000 0.001078969211 Long ABS-APCP USGSE US N 2 2030-09-25 Fixed 7.50000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 654000.00000000 PA USD 689152.50000000 0.033249565445 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002127 72051.00000000 NS USD 2015986.98000000 0.097265396307 Long EP CORP US N 1 N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TAY1 746000.00000000 PA USD 497283.60000000 0.023992459728 Long DBT CORP LU Y 2 2049-12-31 None 9.75000000 Y Y N N N N Rubis Terminal Infra S.A.S 9695008ZRGYKYMV0NH30 BJ4184807 450000.00000000 PA 548382.44000000 0.026457827299 Long DBT CORP FR Y 2 2025-05-15 Fixed 5.62500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AN4 1905000.00000000 PA USD 2085355.88000000 0.100612240120 Long DBT CORP US Y 2 2028-01-15 Fixed 5.62500000 N N N N N N Indonesia Government International Bond 529900FWX0GRR7WG5W79 AH0289878 420000.00000000 PA USD 609701.44000000 0.029416287297 Long DBT NUSS ID N 2 2046-01-08 Fixed 5.95000000 N N N N N N Precision Drilling Corp. 549300WF2OE8T5BP4B84 740212AK1 144000.00000000 PA USD 108524.88000000 0.005236003787 Long DBT CORP CA N 2 2023-12-15 Fixed 7.75000000 N N N N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T876 4500.00000000 NS USD 117000.00000000 0.005644903206 Long EP CORP US N 1 N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AC7 489000.00000000 PA USD 510342.41000000 0.024622508604 Long DBT CORP US Y 2 2025-08-01 Fixed 5.25000000 N N N N N N Texas Capital Bancshares, Inc. 549300466Q2SXRX0YM48 882228406 17910.00000000 NS USD 450436.50000000 0.021732226010 Long EP CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06741J7W3 17998000.00000000 PA USD 18054805.83000000 0.871090866031 Long DBT CORP GB Y 2 2020-08-31 Fixed 14.23000000 N N N N N N Telephone & Data Systems, Inc. N/A 879433837 35820.00000000 NS USD 905529.60000000 0.043689119169 Long EP CORP US N 1 N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 22549J6N5 17347000.00000000 PA USD 18369625.08000000 0.886279961705 Long DBT CORP US N 2 2020-08-03 Fixed 16.70000000 N N N N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T884 24233.00000000 NS USD 638539.55000000 0.030807640627 Long EP CORP US N 1 N N N China Government International Bond 300300CHN201808MOF68 AU8900428 1000000.00000000 PA USD 1394935.49000000 0.067301502740 Long DBT NUSS CN N 2 2048-10-19 Fixed 4.00000000 N N N N N N Codere Finance 2 Luxembourg S.A. 2221005CUH65GSJUKB29 BK6885085 83000.00000000 PA 98019.16000000 0.004729133936 Long DBT CORP LU Y 2 2023-09-30 Fixed 12.75000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CW3 952000.00000000 PA USD 897659.84000000 0.043309426575 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAT0 485000.00000000 PA USD 525921.88000000 0.025374171853 Long DBT CORP US Y 2 2027-05-13 Fixed 6.62500000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460W719 97449.00000000 NS USD 2515158.69000000 0.121348951747 Long EP CORP US N 1 N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161C709 41790.00000000 NS USD 1017168.60000000 0.049075370015 Long EP CORP US N 1 N N N Abu Dhabi Government International Bond 213800FER4348CINTA77 ZR7470324 1090000.00000000 PA USD 1223466.14000000 0.059028614845 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.12500000 N N N N N N Parsley Energy LLC / Parsley Finance Corp. N/A 701885AJ4 413000.00000000 PA USD 407837.50000000 0.019676950526 Long DBT CORP US Y 2 2028-02-15 Fixed 4.12500000 N N N N N N Triumph Group, Inc. 5493007L6S47Q14SL582 896818AP6 2635000.00000000 PA USD 1720259.75000000 0.082997434009 Long DBT CORP US N 2 2025-08-15 Fixed 7.75000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364D753 14925.00000000 NS USD 385811.25000000 0.018614249250 Long EP CORP US N 1 N N N TCF Financial Corp. 549300UK6KFVK4A0D603 872307202 20895.00000000 NS USD 525509.25000000 0.025354263679 Long EP CORP US N 1 N N N Republic of Kenya Bond 549300VVURQQYU45PR87 AR2642478 400000.00000000 PA USD 397104.00000000 0.019159090965 Long DBT NUSS KE N 2 2028-02-28 Fixed 7.25000000 N N N N N N Republic of Philippines Bond 529900RAHBALMYIJ3T08 718286AY3 80000.00000000 PA USD 134607.90000000 0.006494432191 Long DBT NUSS PH N 2 2030-02-02 Fixed 9.50000000 N N N N N N Taylor Morrison Communities, Inc./Taylor Morrison Holdings II, Inc. N/A 87724LAA3 600000.00000000 PA USD 635187.00000000 0.030645890026 Long DBT CORP XX Y 2 2023-04-15 Fixed 5.87500000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529Y601 35820.00000000 NS USD 942782.40000000 0.045486456350 Long EP CORP US N 1 N N N Qatar Government International Bond 52990074F6OJOAXK4P65 AX5423154 1100000.00000000 PA USD 1574491.60000000 0.075964552835 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868855 23880.00000000 NS USD 634491.60000000 0.030612339038 Long EP CORP US N 1 N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896845 102174.00000000 NS USD 2817958.92000000 0.135958165331 Long EP CORP US N 1 N N N BWX Technologies, Inc. 549300NP85N265KWMS58 05605HAB6 364000.00000000 PA USD 379925.00000000 0.018330255135 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N KazMunayGas National Co. JSC 2138001H1M69RFJCSH88 AS0278349 1000000.00000000 PA USD 1339500.00000000 0.064626904661 Long DBT CORP KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N Philippine Government International Bond 529900RAHBALMYIJ3T08 718286BY2 100000.00000000 PA USD 110791.00000000 0.005345337360 Long DBT NUSS PH N 2 2024-01-21 Fixed 4.20000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145G308 119401.00000000 NS USD 3215468.93000000 0.155136845076 Long EP CORP US N 1 N N N Republic of Egypt Bond 529900GFIVH4086NMH82 AM2612894 2296000.00000000 PA USD 2276254.40000000 0.109822527878 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N Panama Government Bond 549300SHS4T08CL0LP14 698299BD5 3725000.00000000 PA USD 4120781.25000000 0.198815481129 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 QJ1143412 650000.00000000 PA USD 676496.60000000 0.032638955783 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 L0178UAG1 404503.20000000 PA USD 390814.81000000 0.018855656189 Long LON CORP LU Y 2 2025-07-15 Floating 2.92475000 N N N N N N Ashton Woods USA LLC/Ashton Woods Finance Co. N/A 045086AH8 2320000.00000000 PA USD 2513859.20000000 0.121286255206 Long DBT CORP US Y 2 2027-04-01 Fixed 9.87500000 N N N N N N Republic of Sri Lanka Bond 254900HXCCIOHM74FA02 Y8137FAF5 400000.00000000 PA USD 304005.46000000 0.014667362358 Long DBT NUSS LK N 2 2026-07-18 Fixed 6.82500000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153AZ5 194000.00000000 PA USD 213922.17000000 0.010321110627 Long DBT CORP LR Y 2 2025-06-01 Fixed 11.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973759 92394.00000000 NS USD 2539911.06000000 0.122543180233 Long EP CORP US N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q851 10000.00000000 NS USD 254000.00000000 0.012254747132 Long EP CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851604 90447.00000000 NS USD 2434833.24000000 0.117473486873 Long EP CORP US N 1 N N N Ensign Drilling, Inc. 549300MJ7RLJKQNMN618 29359NAA3 1231000.00000000 PA USD 496234.57000000 0.023941847140 Long DBT CORP CA Y 2 2024-04-15 Fixed 9.25000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAB6 623000.00000000 PA USD 659327.13000000 0.031810579746 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N Legg Mason, Inc. OWUNCC6U1ZJXMZKFBJ36 524901600 73237.00000000 NS USD 1890246.97000000 0.091198813524 Long EP CORP US N 1 N N N FNB Corp. PCYSKIGYNYFDTBLVZU83 30255P103 13239.00000000 NS USD 356261.49000000 0.017188560917 Long EP CORP US N 1 N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587305 111383.00000000 NS USD 2939397.37000000 0.141817210594 Long EP CORP US N 1 N N N MPT Operating Partnership L.P./MPT Finance Corp. N/A 55342UAH7 1362000.00000000 PA USD 1463298.75000000 0.070599827403 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Aspen Insurance Holdings Ltd. 549300YX6HECG9XQCQ75 G05384154 32835.00000000 NS USD 868157.40000000 0.041886021291 Long EP CORP BM N 1 N N N Presidio Holdings, Inc. N/A 74101XAF7 276000.00000000 PA USD 287902.50000000 0.013890442268 Long DBT CORP US Y 2 2028-02-01 Fixed 8.25000000 N N N N N N Boston Properties, Inc. 549300OF70FSEUQBT254 101121408 23880.00000000 NS USD 605358.00000000 0.029206729191 Long EP CORP US N 1 N N N Capitol Investment Merger Sub 2 LLC N/A 14065HAA3 3864000.00000000 PA USD 4006581.60000000 0.193305686509 Long DBT CORP US Y 2 2024-08-01 Fixed 10.00000000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80874YBC3 1713000.00000000 PA USD 1578854.97000000 0.076175072504 Long DBT CORP US Y 2 2028-05-15 Fixed 7.00000000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 AR6854467 900000.00000000 PA USD 1165500.00000000 0.056231920404 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746556 186634.00000000 NS USD 4708775.82000000 0.227184476289 Long EP CORP US N 1 N N N Republic of Egypt Bond 529900GFIVH4086NMH82 AX3105902 1010000.00000000 PA USD 1003457.22000000 0.048413836572 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCZ3 636000.00000000 PA USD 547789.98000000 0.026429242860 Long DBT CORP MX Y 2 2031-01-28 Fixed 5.95000000 N N N N N N Genesis Energy L.P. / Genesis Energy Finance Corp. N/A 37185LAK8 2951000.00000000 PA USD 2784445.56000000 0.134341245046 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N Olin Corp. 549300GKK294V7W57P06 680665AL0 2247000.00000000 PA USD 2160164.69000000 0.104221543466 Long DBT CORP US N 2 2029-08-01 Fixed 5.62500000 N N N N N N Oman Government Bond 549300SZ20F0QTKNQC75 AQ7342613 390000.00000000 PA USD 347330.10000000 0.016757647822 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Entergy New Orleans LLC 1Q8BAFRNDFTDI3IGJH73 29364P103 13134.00000000 NS USD 355668.72000000 0.017159961521 Long EP CORP US N 1 N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 103186AC6 978000.00000000 PA USD 1040958.75000000 0.050223174238 Long DBT CORP US Y 2 2026-03-01 Fixed 9.12500000 N N N N N N American Financial Group, Inc. 549300AFOM7IVKIU1G39 025932872 17869.00000000 NS USD 474421.95000000 0.022889452879 Long EP CORP US N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDG2 253000.00000000 PA USD 266667.06000000 0.012865895231 Long DBT CORP US Y 2 2028-06-15 Fixed 4.62500000 N N N N N N Ukraine Government Bond 6354001WLTJXOMEXPY07 QJ1143487 800000.00000000 PA USD 821024.00000000 0.039611974447 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N Fannie Mae REMICs N/A 31392GDW2 19335.66000000 PA USD 4029.30000000 0.000194401781 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 6.82837000 N N N N N N Pitney Bowes, Inc. 549300N2O26NW4ST6W55 724479506 50746.00000000 NS USD 863696.92000000 0.041670816353 Long EP CORP US N 1 N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275YAB8 2194000.00000000 PA USD 2255201.63000000 0.108806794127 Long DBT CORP US Y 2 2023-04-30 Fixed 5.00000000 N N N N N N Titan International, Inc. 54930043H7SFLNS88586 88830MAK8 4268000.00000000 PA USD 2853776.86000000 0.137686274770 Long DBT CORP US N 2 2023-11-30 Fixed 6.50000000 N N N N N N Saudi Government International Bond 635400FMICXSM3SI3H65 AW5997324 2680000.00000000 PA USD 3810627.68000000 0.183851490686 Long DBT NUSS SA N 2 2050-01-16 Fixed 5.25000000 N N N N N N Croatia Government Bond 74780000O00QGQ7CER13 EJ6116887 810000.00000000 PA USD 902502.00000000 0.043543046442 Long DBT NUSS HR N 2 2023-04-04 Fixed 5.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YW70 49257.75000000 PA USD 8256.23000000 0.000398338625 Long ABS-APCP USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Entergy Texas, Inc. LWXX58X12AJXISQ28573 29365T104 16119.00000000 NS USD 423446.13000000 0.020430020658 Long EP CORP US N 1 N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 03939A206 74374.00000000 NS USD 1895049.52000000 0.091430522326 Long EP CORP BM N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128B655 202071.00000000 NS USD 5633739.48000000 0.271811231249 Long EP CORP US N 1 N N N Triumph Group, Inc. 5493007L6S47Q14SL582 896818AL5 1149000.00000000 PA USD 938141.27000000 0.045262535584 Long DBT CORP US N 2 2022-06-01 Fixed 5.25000000 N N N N N N New York Community Bancorp, Inc. 529900HVXOTLY61GL030 649445202 61492.00000000 NS USD 1628923.08000000 0.078590710407 Long EP CORP US N 1 N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150708 78088.00000000 NS USD 1994367.52000000 0.096222321443 Long EP CORP US N 1 N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 173074GL3 17990000.00000000 PA USD 18783910.03000000 0.906267982583 Long DBT CORP US Y 2 2020-08-25 Fixed 18.00000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAM3 645000.00000000 PA USD 692771.93000000 0.033424192214 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 33616C811 23880.00000000 NS USD 631864.80000000 0.030485603723 Long EP CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAT3 3554000.00000000 PA USD 4395533.89000000 0.212071481629 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N Kazakhstan Government International Bond 5493007OEK8EF02UO833 AF2793459 700000.00000000 PA USD 1095503.50000000 0.052854796752 Long DBT NUSS KZ N 2 2045-07-21 Fixed 6.50000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91086QAV0 3682000.00000000 PA USD 4784004.19000000 0.230814022161 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Energy Transfer Operating, L.P. 5493008K8W3OKZE54J59 29278N509 129948.00000000 NS USD 2471610.96000000 0.119247902852 Long EP CORP US N 1 N N N Entergy Louisiana, LLC 0V5453U14HDZO63CGH17 29364W504 23880.00000000 NS USD 629238.00000000 0.030358868409 Long EP CORP US N 1 N N N VICI Properties L.P. / VICI Note Co., Inc. N/A 92564RAE5 679000.00000000 PA USD 687996.75000000 0.033193803933 Long DBT CORP US Y 2 2030-08-15 Fixed 4.12500000 N N N N N N RenaissanceRe Holdings Ltd. EK6GB9U3U58PDI411C94 G7498P119 32835.00000000 NS USD 836307.45000000 0.040349355609 Long EP CORP BM N 1 N N N Peruvian Government International Bond 254900STKLK2DBJJZ530 715638AS1 600000.00000000 PA USD 780687.00000000 0.037665833758 Long DBT NUSS PE N 2 2025-07-21 Fixed 7.35000000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 26483EAK6 583000.00000000 PA USD 663305.34000000 0.032002516587 Long DBT CORP US Y 2 2027-02-15 Fixed 10.25000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94988U151 105464.00000000 NS USD 2573321.60000000 0.124155139757 Long EP CORP US N 1 N N N N/A N/A N/A 63.00000000 NC USD 340612.92000000 0.016433563797 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long United States Treasury Note/Bond U.S. Treasury Bonds 2020-09-21 14003699.58000000 USD 340612.92000000 N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361ZZ4 898000.00000000 PA USD 891031.59000000 0.042989633159 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AE6 1415000.00000000 PA USD 1479219.78000000 0.071367969910 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N W. R. Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423607 34626.00000000 NS USD 911702.58000000 0.043986947157 Long EP CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CR4 3283000.00000000 PA USD 2995507.69000000 0.144524367221 Long DBT CORP US N 2 2026-08-15 Fixed 3.20000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250N477 71641.00000000 NS USD 1783860.90000000 0.086066000980 Long EP CORP CA N 1 N N N Oman Government Bond 549300SZ20F0QTKNQC75 AQ7342571 1200000.00000000 PA USD 1141384.80000000 0.055068433483 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.62500000 N N N N N N Banc of America Funding Corp. Trust N/A 05951FBD5 89219.72000000 PA USD 87339.13000000 0.004213854145 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 893830AF6 1961000.00000000 PA USD 534372.50000000 0.025781889220 Long DBT CORP KY N 2 2031-04-15 Fixed 7.50000000 N N N N N N Brookfield Property Partners L.P. 5493004J5Z0TZW83NU62 G16249156 29850.00000000 NS USD 581776.50000000 0.028068991712 Long EP CORP BM N 1 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320805 67462.00000000 NS USD 1855879.62000000 0.089540690753 Long EP CORP US N 1 N N N Regions Financial Corp. CW05CS5KW59QTC0DG824 7591EP506 61531.00000000 NS USD 1685334.09000000 0.081312374435 Long EP CORP US N 1 N N N Sinopec Group Overseas Development (2012) Ltd. N/A EJ1943855 794000.00000000 PA USD 833758.36000000 0.040226369572 Long DBT CORP VG N 2 2022-05-17 Fixed 3.90000000 N N N N N N Bolivian Government International Bond 529900TGIRPY3SZXEB56 AM8489388 3899000.00000000 PA USD 3489605.00000000 0.168363097901 Long DBT NUSS BO N 2 2028-03-20 Fixed 4.50000000 N N N N N N Invesco Liquid Assets Portfolio 549300DC1W0JSX3QRC47 825252729 77417973.18100000 NS USD 77464423.96000000 3.737428847991 Long STIV RF US N 1 N N N Embarq Corp. N/A 29078EAA3 2050000.00000000 PA USD 2407151.00000000 0.116137900844 Long DBT CORP US N 2 2036-06-01 Fixed 7.99500000 N N N N N N Apollo Global Management, Inc. 54930054P2G7ZJB0KM79 03768E402 35820.00000000 NS USD 986124.60000000 0.047577589031 Long EP CORP US N 1 N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 22549J6P0 17726000.00000000 PA USD 18539409.80000000 0.894471571195 Long DBT CORP US N 2 2020-08-04 Fixed 20.20000000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 EK4231057 1000000.00000000 PA USD 1355000.00000000 0.065374733718 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.10000000 N N N N N N N/A N/A N/A 1920.00000000 NC -347949.46000000 -0.01678753010 N/A DE N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long EURO STOXX 50 Index SX5E N/A 2020-09-18 69121868.99000000 USD -347949.46000000 N N N Meritage Homes Corp. 52990044W9UMFJO2FB97 59001ABA9 328000.00000000 PA USD 352127.68000000 0.016989116837 Long DBT CORP US N 2 2027-06-06 Fixed 5.12500000 N N N N N N Bahrain Government Bond 549300RODM1WN85LFQ95 EK4869377 800000.00000000 PA USD 791436.00000000 0.038184441147 Long DBT NUSS BH N 2 2044-09-19 Fixed 6.00000000 N N N N N N Melco Resorts Finance Ltd. 529900NRV6LBR3T6B421 58547DAC3 545000.00000000 PA USD 557324.00000000 0.026889231066 Long DBT CORP KY Y 2 2027-07-17 Fixed 5.62500000 N N N N N N NGL Energy Partners L.P. / NGL Energy Finance Corp. N/A 62913TAP7 3343000.00000000 PA USD 2314492.62000000 0.111667408653 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N DCP Midstream, L.P. 52990024YYS3MLGW0E91 23311P308 13134.00000000 NS USD 218155.74000000 0.010525367831 Long EP CORP US N 1 N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432105 29850.00000000 NS USD 806248.50000000 0.038899100367 Long EP CORP US N 1 N N N Freddie Mac Multifamily Connecticut Avenue Securities Trust 549300HG8ZEWVWVSN227 62547NAB5 294000.00000000 PA USD 274444.03000000 0.013241110982 Long ABS-APCP USGSE US Y 2 2049-10-15 Floating 3.42163000 N N N N N N Colombia Government International Bond 549300MHDRBVRF6B9117 195325DL6 6700000.00000000 PA USD 7306752.00000000 0.352529126454 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94988U672 214223.00000000 NS USD 5462686.50000000 0.263558431973 Long EP CORP US N 1 N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278N301 37128.00000000 NS USD 674615.76000000 0.032548210828 Long EP CORP US N 1 N N N Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. N/A 87612BBP6 1638000.00000000 PA USD 1721439.72000000 0.083054364064 Long DBT CORP US Y 2 2030-03-01 Fixed 5.50000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392462 29850.00000000 NS USD 796099.50000000 0.038409441199 Long EP CORP US N 1 N N N Spirit Realty Capital, Inc. 549300LTU6LVPZSHMJ25 84860W201 20597.00000000 NS USD 520074.25000000 0.025092041038 Long EP CORP US N 1 N N N Telephone & Data Systems, Inc. N/A 879433795 23283.00000000 NS USD 578815.38000000 0.027926126449 Long EP CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 36255H3X4 9330000.00000000 PA USD 8961841.93000000 0.432382309815 Long DBT CORP US Y 2 2020-08-28 Fixed 54.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J406 119401.00000000 NS USD 3371884.24000000 0.162683420161 Long EP CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HF69 49216.70000000 PA USD 3893.70000000 0.000187859483 Long ABS-APCP USGSE US N 2 2023-11-25 Fixed 7.50000000 N N N N N N QVC, Inc. 549300WBLU5NKPX5X472 747262400 72825.00000000 NS USD 1651671.00000000 0.079688230121 Long EP CORP US N 1 N N N Saudi Government Bond 635400FMICXSM3SI3H65 AS1609492 1660000.00000000 PA USD 2279968.50000000 0.110001722194 Long DBT NUSS SA N 2 2049-04-17 Fixed 5.00000000 N N N N N N American Financial Group, Inc. 549300AFOM7IVKIU1G39 025932807 14925.00000000 NS USD 413870.25000000 0.019968012832 Long EP CORP US N 1 N N N Cemex S.A.B. de C.V. 549300RIG2CXWN6IV731 151290BV4 645000.00000000 PA USD 625746.75000000 0.030190425945 Long DBT CORP MX Y 2 2029-11-19 Fixed 5.45000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 ZR5994879 4600000.00000000 PA USD 4052324.00000000 0.195512621727 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R409 98506.00000000 NS USD 2708915.00000000 0.130697119402 Long EP CORP US N 1 N N N Bain Capital Credit CLO, Ltd. 549300B0VI605XM3L529 05683VAL8 1300000.00000000 PA USD 1291415.19000000 0.062306955104 Long ABS-CBDO CORP KY Y 2 2032-04-18 Floating 3.02175000 N N N N N N QVC, Inc. 549300WBLU5NKPX5X472 747262301 18437.00000000 NS USD 443594.22000000 0.021402106281 Long EP CORP US N 1 N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAE7 244000.00000000 PA USD 266490.70000000 0.012857386384 Long DBT CORP BM Y 2 2025-05-15 Fixed 13.00000000 N N N N N N Virgin Media Bristol LLC 213800X3RLP4NOTPY579 92769XAM7 16000.00000000 PA USD 17043.12000000 0.000822280023 Long DBT CORP GB Y 2 2026-08-15 Fixed 5.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746366 18763.00000000 NS USD 486899.85000000 0.023491474569 Long EP CORP US N 1 N N N Ford Motor Credit Co., LLC UDSQCVRUX5BONN0VY111 345397ZR7 2829000.00000000 PA USD 3019957.50000000 0.145703998083 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R300 157547.00000000 NS USD 4178146.44000000 0.201583181513 Long EP CORP US N 1 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475857 179102.00000000 NS USD 4860828.28000000 0.234520556793 Long EP CORP US N 1 N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922N301 69337.00000000 NS USD 1834657.02000000 0.088516763208 Long EP CORP US N 1 N N N Colt Merger Sub, Inc. N/A 28470RAK8 879000.00000000 PA USD 896628.35000000 0.043259660240 Long DBT CORP US Y 2 2027-07-01 Fixed 8.12500000 N N N N N N Republic of Sri Lanka Bond 254900HXCCIOHM74FA02 AX5675837 150000.00000000 PA USD 114750.00000000 0.005536347375 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 N N N N N N Level 3 Financing, Inc. OKXQCBALRQBU7RU5WQ22 527298BM4 1084000.00000000 PA USD 1133560.48000000 0.054690933235 Long DBT CORP US N 2 2026-03-15 Fixed 5.25000000 N N N N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255AV6 1721000.00000000 PA USD 1546010.44000000 0.074590421284 Long DBT CORP US N 2 2045-07-17 Fixed 5.55000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HVW4 56979.78000000 PA USD 4243.79000000 0.000204750288 Long ABS-APCP USGSE US N 2 2023-06-25 Fixed 7.00000000 N N N N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AM6 190000.00000000 PA USD 183986.50000000 0.008876803280 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508RAE6 1383000.00000000 PA USD 1446797.79000000 0.069803704992 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N Turkey Government International Bond 5493000PCHOG3B6S3Q85 900123AY6 1218000.00000000 PA USD 1131290.58000000 0.054581417288 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.87500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H840 63049.00000000 NS USD 1673950.95000000 0.080763171670 Long EP CORP US N 1 N N N DISH DBS Corp. N/A 25470XAW5 5018000.00000000 PA USD 5239619.97000000 0.252796133080 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V606 119401.00000000 NS USD 3416062.61000000 0.164814895567 Long EP CORP US N 1 N N N Hancock Whitney Corp. 549300GRNBWY8HIICT41 410120307 17910.00000000 NS USD 457063.20000000 0.022051944643 Long EP CORP US N 1 N N N Ecuadorian Government International Bond 5299003Y2U5XK0A35H71 AW9472415 5500000.00000000 PA USD 2846250.00000000 0.137323126085 Long DBT NUSS EC N 2 2029-01-31 Fixed 10.75000000 N N N N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002309 59646.00000000 NS USD 1619985.36000000 0.078159491909 Long EP CORP US N 1 N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 70959WAG8 2028000.00000000 PA USD 2123954.82000000 0.102474524566 Long DBT CORP US N 2 2026-05-15 Fixed 5.50000000 N N N N N N Navient Corp. 54930067J0ZNOEBRW338 78442FEL8 630000.00000000 PA USD 662901.75000000 0.031983044566 Long DBT CORP US N 2 2022-01-25 Fixed 7.25000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460W578 18500.00000000 NS USD 503200.00000000 0.024277908492 Long EP CORP US N 1 N N N RAK Capital 549300F0KUUDMGB5G459 EK8037096 4543000.00000000 PA USD 4800996.97000000 0.231633873428 Long DBT CORP KY N 2 2025-03-31 Fixed 3.09400000 N N N N N N Kenan Advantage Group, Inc. (The) 549300GVUXCXDWYPIY65 67109EAA6 4331000.00000000 PA USD 3956996.50000000 0.190913352407 Long DBT CORP US Y 2 2023-07-31 Fixed 7.87500000 N N N N N N KKR & Co., Inc. 549300JOHU21WRN2Z451 48251W302 18507.00000000 NS USD 498023.37000000 0.024028151438 Long EP CORP US N 1 N N N Bahrain Government Bond 549300RODM1WN85LFQ95 EK4869377 400000.00000000 PA USD 395718.00000000 0.019092220573 Long DBT NUSS BH N 2 2044-09-19 Fixed 6.00000000 N N N N N N Flex Acquisition Co., Inc. 549300HHED2KGPBEDW39 33936YAC9 1561000.00000000 PA USD 1622807.80000000 0.078295666273 Long DBT CORP US Y 2 2026-07-15 Fixed 7.87500000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 C9413PBB8 517485.71000000 PA USD 508000.20000000 0.024509503914 Long LON CORP US Y 2 2025-11-27 Floating 2.92563000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89117BAW8 17685000.00000000 PA USD 17723687.71000000 0.855115398190 Long DBT CORP CA Y 2 2020-09-01 Fixed 16.98000000 N N N N N N MDC-GMTN B.V. 213800L53ZH5KG593W13 AN2174091 1740000.00000000 PA USD 2015424.60000000 0.097238263139 Long DBT CORP NL N 2 2029-04-19 Fixed 3.75000000 N N N N N N Whiting Petroleum Corp. 52990028CHK9KUB1B293 966387AL6 289000.00000000 PA USD 52742.50000000 0.002544669293 Long DBT CORP US N 2 2049-12-31 None 1.25000000 Y Y N Y N Whiting Petroleum Corp USD XXXX N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAA7 283000.00000000 PA USD 302368.52000000 0.014588384855 Long DBT CORP US Y 2 2026-07-15 Fixed 6.37500000 N N N N N N Sarens Finance Co. NV 549300B68EWZ6IHPCL79 ZP8429448 567000.00000000 PA 543412.51000000 0.026218042908 Long DBT CORP BE N 2 2027-02-21 Fixed 5.75000000 N N N N N N Western Midstream Operating L.P. L6D8A6MLSY454J2JXJ60 958254AK0 467000.00000000 PA USD 472725.42000000 0.022807600335 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N PartnerRe Ltd. 7LLHQS68KCIGNZBR7918 EP0505511 62358.00000000 NS USD 1621931.58000000 0.078253391255 Long EP CORP BM N 1 N N N Fannie Mae REMICs N/A 31398GWV7 316.87000000 PA USD 317.10000000 0.000015299135 Long ABS-APCP USGSE US N 2 2020-12-25 Fixed 3.00000000 N N N N N N Colombia Government International Bond 549300MHDRBVRF6B9117 195325DP7 1640000.00000000 PA USD 1867238.40000000 0.090088718220 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967358 113431.00000000 NS USD 3220306.09000000 0.155370223708 Long EP CORP US N 1 N N N Meredith Corp. 549300YC8BC386CCTS24 589433AB7 3312000.00000000 PA USD 2884172.40000000 0.139152769481 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N Precision Drilling Corp. 549300WF2OE8T5BP4B84 74022DAJ9 1351000.00000000 PA USD 954001.90000000 0.046027763969 Long DBT CORP CA N 2 2024-11-15 Fixed 5.25000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AD0 1122000.00000000 PA USD 1142757.00000000 0.055134638066 Long DBT CORP US N 2 2025-05-15 Fixed 7.00000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C501 119401.00000000 NS USD 3404122.51000000 0.164238821133 Long EP CORP US N 1 N N N Pakistan Government International Bond 529900LOP29R5WKHOD86 EK1720672 1640000.00000000 PA USD 1724958.56000000 0.083224137664 Long DBT NUSS PK N 2 2024-04-15 Fixed 8.25000000 N N N N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAC5 2222000.00000000 PA USD 2249830.55000000 0.108547655437 Long DBT CORP US Y 2 2024-02-01 Fixed 6.37500000 N N N N N N Banco Nacional de Desenvolvimento Economico e Social 254900DCL95WTK6VYD35 EJ8474185 1637000.00000000 PA USD 1800544.49000000 0.086870934746 Long DBT NUSS BR N 2 2023-09-26 Fixed 5.75000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773605 73774.00000000 NS USD 2023620.82000000 0.097633706460 Long EP CORP US N 1 N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 863000.00000000 PA USD 918814.53000000 0.044330077664 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N Ascent Resources Utica Holdings, LLC/ARU Finance Corp. N/A 04364VAA1 812000.00000000 PA USD 673687.98000000 0.032503448193 Long DBT CORP US Y 2 2022-04-01 Fixed 10.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505260 126975.00000000 NS USD 3312777.75000000 0.159831707213 Long EP CORP US N 1 N N N Brink's Co. (The) XFP140TFNOQMIVFTVQ13 109696AA2 2167000.00000000 PA USD 2210675.89000000 0.106658559148 Long DBT CORP US Y 2 2027-10-15 Fixed 4.62500000 N N N N N N Prosperous Ray Ltd. N/A EJ9215538 1750000.00000000 PA USD 1882436.99000000 0.090822005138 Long DBT CORP VG N 2 2023-11-12 Fixed 4.62500000 N N N N N N Rackspace Hosting, Inc. 549300QTYCKLMFSE8I97 45332JAA0 1872000.00000000 PA USD 1957082.40000000 0.094423424918 Long DBT CORP US Y 2 2024-11-15 Fixed 8.62500000 N N N N N N Vornado Realty Trust N/A 929042844 93552.00000000 NS USD 2156373.60000000 0.104038634610 Long EP CORP US N 1 N N N MGM China Holdings Ltd. 529900VZFN87OS7WJM66 55300RAB7 411000.00000000 PA USD 435594.24000000 0.021016130958 Long DBT CORP KY Y 2 2026-05-15 Fixed 5.87500000 N N N N N N Cardtronics Inc./Cardtronics USA, Inc. N/A 14161TAA0 1101000.00000000 PA USD 1107765.65000000 0.053446409144 Long DBT CORP US Y 2 2025-05-01 Fixed 5.50000000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 AV1889717 900000.00000000 PA USD 1006740.00000000 0.048572220976 Long DBT NUSS UA N 2 2028-11-01 Fixed 9.75000000 N N N N N N Peruvian Government International Bond 254900STKLK2DBJJZ530 715638DA7 1170000.00000000 PA USD 1316320.20000000 0.063508548017 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N Ukraine Government Bond 6354001WLTJXOMEXPY07 QJ1137778 657000.00000000 PA USD 685636.66000000 0.033079936586 Long DBT NUSS UA N 2 2022-09-01 Fixed 7.75000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15137TAA8 736000.00000000 PA USD 788005.76000000 0.038018942235 Long DBT CORP US Y 2 2026-06-01 Fixed 5.37500000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAE5 40000.00000000 PA USD 42350.00000000 0.002043261972 Long DBT CORP US N 2 2021-09-15 Fixed 7.25000000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co. N/A 25277LAA4 3003000.00000000 PA USD 2319772.46000000 0.111922145283 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 36255H3T3 17571000.00000000 PA USD 18586874.92000000 0.896761622546 Long DBT CORP US Y 2 2020-08-07 Fixed 12.85000000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150872 10932.00000000 NS USD 285981.12000000 0.013797741378 Long EP CORP US N 1 N N N Republic of South Africa Government International Bond 378900AAFB4F17004C49 836205AS3 2250000.00000000 PA USD 1988842.50000000 0.095955755605 Long DBT NUSS ZA N 2 2044-07-24 Fixed 5.37500000 N N N N N N Republic of ParaguayBond 529900UXKJTJPCU0HK83 JK5851023 800000.00000000 PA USD 926000.00000000 0.044676755293 Long DBT NUSS PY N 2 2026-04-15 Fixed 5.00000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486Q200 41790.00000000 NS USD 1091972.70000000 0.052684446118 Long EP CORP US N 1 N N N VICI Properties L.P. / VICI Note Co., Inc. N/A 92564RAD7 517000.00000000 PA USD 521766.74000000 0.025173698664 Long DBT CORP US Y 2 2027-02-15 Fixed 3.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61763E207 101491.00000000 NS USD 2912791.70000000 0.140533565877 Long EP CORP US N 1 N N N Endo Dac / Endo Finance LLC / Endo Finco, Inc. N/A 29273DAB6 849000.00000000 PA USD 916920.00000000 0.044238672207 Long DBT CORP XX Y 2 2027-07-31 Fixed 9.50000000 N N N N N N Hilcorp Energy I L.P. / Hilcorp Finance Co. 549300ITPIHLG0LHEC09 431318AS3 1093000.00000000 PA USD 1008084.83000000 0.048637105038 Long DBT CORP US Y 2 2028-11-01 Fixed 6.25000000 N N N N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 33616C787 47164.00000000 NS USD 1225320.72000000 0.059118092833 Long EP CORP US N 1 N N N Algonquin Power & Utilities Corp. 549300K5VIUTJXQL7X75 015857808 41790.00000000 NS USD 1130837.40000000 0.054559552696 Long EP CORP CA N 1 N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364D761 23880.00000000 NS USD 620880.00000000 0.029955619683 Long EP CORP US N 1 N N N Antero Midstream Partners L.P./Antero Midstream Finance Corp. N/A 03690AAF3 1866000.00000000 PA USD 1595616.60000000 0.076983771469 Long DBT CORP US Y 2 2028-01-15 Fixed 5.75000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBF6 1704000.00000000 PA USD 1725811.20000000 0.083265275017 Long DBT CORP US Y 2 2025-02-15 Fixed 6.62500000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AE3 990000.00000000 PA USD 1054647.00000000 0.050883591728 Long DBT CORP US Y 2 2027-12-15 Fixed 4.62500000 N N N N N N Qatar Government Bond 52990074F6OJOAXK4P65 AS1975802 900000.00000000 PA USD 1325061.00000000 0.063930265708 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89117BAX6 18029000.00000000 PA USD 18054647.69000000 0.871083236244 Long DBT CORP CA Y 2 2020-09-09 Fixed 15.00000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAP5 1154000.00000000 PA USD 571697.37000000 0.027582703565 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50076QAE6 1744000.00000000 PA USD 1954321.74000000 0.094290231256 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477855 60661.00000000 NS USD 1722772.40000000 0.083118661924 Long EP CORP US N 1 N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAL7 110000.00000000 PA USD 102612.95000000 0.004950770688 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N Mattel, Inc. 549300VELLG24KHTJ564 577081BB7 1587000.00000000 PA USD 1701375.09000000 0.082086305139 Long DBT CORP US Y 2 2025-12-31 Fixed 6.75000000 N N N N N N MDC - GMTN B.V. 213800L53ZH5KG593W13 AV2355395 1180000.00000000 PA USD 1431644.44000000 0.069072600770 Long DBT CORP NL N 2 2028-11-07 Fixed 4.50000000 N N N N N N China Minmetals Corp. 3003002ULBI4T3DT7Z09 AP7596608 1347000.00000000 PA USD 1377722.55000000 0.066471029405 Long DBT CORP CN N 2 N/A Variable 3.75000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AN9 568000.00000000 PA USD 535510.40000000 0.025836789522 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N Republic of Egypt Bond 529900GFIVH4086NMH82 EK9601619 1500000.00000000 PA USD 1520467.50000000 0.073358050140 Long DBT NUSS EG N 2 2025-06-11 Fixed 5.87500000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAA2 2442000.00000000 PA USD 2588520.00000000 0.124888417508 Long DBT CORP US Y 2 2027-07-15 Fixed 5.50000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BE6 420000.00000000 PA USD 443627.10000000 0.021403692644 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N Turkey Government International Bond 5493000PCHOG3B6S3Q85 900123CT5 2430000.00000000 PA USD 2470398.75000000 0.119189417313 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.62500000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 28228PAA9 2410000.00000000 PA USD 2522739.80000000 0.121714717834 Long DBT CORP GB Y 2 2025-02-07 Fixed 6.75000000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 QJ1144246 1090000.00000000 PA USD 1116939.35000000 0.053889012978 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 N N N N N N People's United Financial, Inc. ROPY7PEPIPIDJNF0BO69 712704204 29850.00000000 NS USD 794607.00000000 0.038337432498 Long EP CORP US N 1 N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BF0 218000.00000000 PA USD 235031.25000000 0.011339561169 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N Brazilian Government International Bond 254900ZFY40OYEADAP90 105756BR0 910000.00000000 PA USD 1039456.60000000 0.050150699953 Long DBT NUSS BR N 2 2041-01-07 Fixed 5.62500000 N N N N N N Petronas Capital Ltd. 549300G7YFX3540OYR85 EK8021058 1250000.00000000 PA USD 1686516.55000000 0.081369424625 Long DBT CORP MY N 2 2045-03-18 Fixed 4.50000000 N N N N N N Spire, Inc. 549300NXSY15DRY2R511 84857L309 29850.00000000 NS USD 814905.00000000 0.039316750834 Long EP CORP US N 1 N N N NMI Holdings, Inc. 529900KNNGFXJX1C3Z08 629209AA5 296000.00000000 PA USD 322212.28000000 0.015545787458 Long DBT CORP US Y 2 2025-06-01 Fixed 7.37500000 N N N N N N Fannie Mae REMICs N/A 313921A65 98716.90000000 PA USD 20072.04000000 0.000968416435 Long ABS-APCP USGSE US N 2 2031-11-25 Floating 7.72837000 N N N N N N Algonquin Power & Utilities Corp. 549300K5VIUTJXQL7X75 015857709 34328.00000000 NS USD 938870.80000000 0.045297733244 Long EP CORP CA N 1 N N N Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. N/A 03969AAL4 447000.00000000 PA USD 467562.00000000 0.022558480624 Long DBT CORP XX Y 2 2025-02-15 Fixed 6.00000000 N N N N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 03939A107 20374.00000000 NS USD 536651.16000000 0.025891827811 Long EP CORP BM N 1 N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630409 17910.00000000 NS USD 468704.70000000 0.022613612512 Long EP CORP US N 1 N N N Cumulus Media New Holdings, Inc. 5493001D9VBAVY1OKJ46 23110AAA4 1823000.00000000 PA USD 1657498.95000000 0.079969411435 Long DBT CORP US Y 2 2026-07-01 Fixed 6.75000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810QL5 96500000.00000000 PA USD 155189716.44000000 7.487443828847 Long DBT UST US N 2 2040-11-15 Fixed 4.25000000 N N N N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 33616C837 17910.00000000 NS USD 464585.40000000 0.022414868497 Long EP CORP US N 1 N N N Republic of Indonesia Bond 529900FWX0GRR7WG5W79 Y20721AL3 550000.00000000 PA USD 872923.95000000 0.042115993201 Long DBT NUSS ID N 2 2038-01-17 Fixed 7.75000000 N N N N N N PBF Holding Co. LLC / PBF Finance Corp. N/A 69318FAH1 1555000.00000000 PA USD 1254690.63000000 0.060535103937 Long DBT CORP US Y 2 2028-02-15 Fixed 6.00000000 N N N N N N Kingdom of Jordan Bond 5493000JZ4MYPVMBVN50 QJ6143706 200000.00000000 PA USD 208716.01000000 0.010069928838 Long DBT NUSS JO N 2 2026-01-29 Fixed 6.12500000 N N N N N N N/A N/A N/A -160.00000000 NC -453666.02000000 -0.02188804077 N/A DIR N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Short Bundesrepublik Deutschland Bundesanleihe Bundesrepublik Deutschland Bundesanleihe 2020-09-08 31196734.92000000 USD -453666.02000000 N N N Panama Government International Bond 549300SHS4T08CL0LP14 698299AD6 969000.00000000 PA USD 1407288.39000000 0.067897493550 Long DBT NUSS PA N 2 2027-09-30 Fixed 8.87500000 N N N N N N HLF Financing S.a.r.l. LLC/Herbalife International, Inc. N/A 40390DAA3 1296000.00000000 PA USD 1362828.24000000 0.065752423095 Long DBT CORP US Y 2 2026-08-15 Fixed 7.25000000 N N N N N N Digicel Group 0.5 Ltd. N/A 25381YAD3 194787.00000000 PA USD 148038.12000000 0.007142400498 Long DBT CORP BM N 2 2024-04-01 Fixed 10.00000000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAE3 933000.00000000 PA USD 957822.47000000 0.046212095148 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N Tempo Acquisition LLC/Tempo Acquisition Finance Corp. N/A 88023JAA4 1645000.00000000 PA USD 1703586.68000000 0.082193007801 Long DBT CORP US Y 2 2025-06-01 Fixed 6.75000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A 1248EPBM4 5902000.00000000 PA USD 6174967.50000000 0.297923878990 Long DBT CORP US Y 2 2026-02-15 Fixed 5.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 48124KHK4 17845000.00000000 PA USD 18646488.37000000 0.899637794812 Long DBT CORP US Y 2 2020-08-20 Fixed 0.00000000 N N N N N N New Enterprise Stone & Lime Co., Inc. 549300O5DQ5Y61B8VF38 644274AG7 990000.00000000 PA USD 1041975.00000000 0.050272205288 Long DBT CORP US Y 2 2028-07-15 Fixed 9.75000000 N N N N N N Telecom Italia Capital S.A. 549300777DJZOR5C4L39 87927VAR9 1677000.00000000 PA USD 2208189.75000000 0.106538610262 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128B648 220387.00000000 NS USD 6256786.93000000 0.301871423971 Long EP CORP US N 1 N N N Russian Foreign Bond 5493004EHVGF71PDBU58 EJ8270120 400000.00000000 PA USD 569080.00000000 0.027456423220 Long DBT NUSS RU N 2 2043-09-16 Fixed 5.87500000 N N N N N N Republic of Indonesia Bond 529900FWX0GRR7WG5W79 Y20721AE9 2230000.00000000 PA USD 3646394.13000000 0.175927708694 Long DBT NUSS ID N 2 2035-10-12 Fixed 8.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AU1 623000.00000000 PA USD 654150.00000000 0.031560798569 Long DBT CORP US Y 2 2026-05-15 Fixed 5.50000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BL7 1693000.00000000 PA USD 1857009.38000000 0.089595198324 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N Republic of Kenya Bond 549300VVURQQYU45PR87 AR2642478 700000.00000000 PA USD 694932.00000000 0.033528409189 Long DBT NUSS KE N 2 2028-02-28 Fixed 7.25000000 N N N N N N W. R. Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423706 22089.00000000 NS USD 587567.40000000 0.028348385473 Long EP CORP US N 1 N N N BOK Financial Corp. GRI2NT5QHYW751NMR949 05561Q300 17910.00000000 NS USD 463510.80000000 0.022363022232 Long EP CORP US N 1 N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAJ4 667000.00000000 PA USD 811368.82000000 0.039146140630 Long DBT CORP US N 2 2025-02-15 Fixed 7.62500000 N N N N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 33616C852 11940.00000000 NS USD 307335.60000000 0.014828031743 Long EP CORP US N 1 N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747701 17910.00000000 NS USD 458316.90000000 0.022112431952 Long EP CORP US N 1 N N N BNP Paribas Issuance B.V. 7245009UXRIGIRYOBR48 05581NBG9 8821000.00000000 PA USD 8778079.75000000 0.423516329309 Long DBT CORP NL Y 2 2020-08-17 Fixed 18.55000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700BA3 1418000.00000000 PA USD 1607657.50000000 0.077564709204 Long DBT CORP US N 2 2024-04-01 Fixed 7.50000000 N N N N N N W. R. Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423409 41790.00000000 NS USD 1058540.70000000 0.051071451212 Long EP CORP US N 1 N N N Republic of South Africa Government International Bond 378900AAFB4F17004C49 836205BB9 1800000.00000000 PA USD 1605846.60000000 0.077477338647 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825AF3 1107000.00000000 PA USD 1169545.50000000 0.056427103788 Long DBT CORP US N 2 2027-11-15 Fixed 5.37500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91831AAC5 913000.00000000 PA USD 943585.50000000 0.045525203544 Long DBT CORP CA Y 2 2025-04-15 Fixed 6.12500000 N N N N N N Rayonier A.M. Products, Inc. 549300ZGRDDK1QM6MM16 75508EAA6 3542000.00000000 PA USD 2156564.41000000 0.104047840627 Long DBT CORP US Y 2 2024-06-01 Fixed 5.50000000 N N N N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 037411BA2 356000.00000000 PA USD 339090.00000000 0.016360087421 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922N202 34062.00000000 NS USD 911158.50000000 0.043960696909 Long EP CORP US N 1 N N N Peruvian Government International Bond 254900STKLK2DBJJZ530 715638AP7 721000.00000000 PA USD 1262427.74000000 0.060908396561 Long DBT NUSS PE N 2 2033-11-21 Fixed 8.75000000 N N N N N N Republic of Egypt Bond 529900GFIVH4086NMH82 AM2612894 600000.00000000 PA USD 594840.00000000 0.028699266867 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N Croatia Government Bond 74780000O00QGQ7CER13 EJ9471248 1035000.00000000 PA USD 1203394.50000000 0.058060217708 Long DBT NUSS HR N 2 2024-01-26 Fixed 6.00000000 N N N N N N Egypt Government International Bond 529900GFIVH4086NMH82 AR2881704 1200000.00000000 PA USD 1109700.00000000 0.053539735798 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N Russian Foreign Bond - Eurobond 5493004EHVGF71PDBU58 N/A 1000000.00000000 PA USD 1367636.00000000 0.065984383264 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N N Chile Government International Bond 549300FLZTJM5YJF8D34 168863CF3 200000.00000000 PA USD 225219.00000000 0.010866149190 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24000000 N N N N N N GPC Merger Sub, Inc. N/A 384701AA6 248000.00000000 PA USD 258385.00000000 0.012466310385 Long DBT CORP US Y 2 2028-08-15 Fixed 7.12500000 N N N N N N SCE Trust V N/A 78409W201 28611.00000000 NS USD 641458.62000000 0.030948477102 Long EP CORP US N 1 N N N Kingdom of Jordan Bond 5493000JZ4MYPVMBVN50 QJ6143706 800000.00000000 PA USD 834864.03000000 0.040279714872 Long DBT NUSS JO N 2 2026-01-29 Fixed 6.12500000 N N N N N N BNP Paribas Issuance B.V. 7245009UXRIGIRYOBR48 05581NBJ3 17729000.00000000 PA USD 18125801.97000000 0.874516219350 Long DBT CORP NL Y 2 2020-08-24 Fixed 14.00000000 N N N N N N Apidos CLO XV 549300HXW2GBYSKFE344 03764QBJ0 1400000.00000000 PA USD 1314568.78000000 0.063424047193 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 2.12175000 N N N N N N VEREIT, Inc. 5493002H54FNIBW75H44 92339V209 74242.00000000 NS USD 1910246.66000000 0.092163739286 Long EP CORP US N 1 N N N Northern Trust Corp. 549300GLF98S992BC502 665859856 47999.00000000 NS USD 1300292.91000000 0.062735278780 Long EP CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V200 102984.00000000 NS USD 2960790.00000000 0.142849341583 Long EP CORP US N 1 N N N Southern Gas Corridor CJSC 213800DG58KG59XY6318 JK5150160 3800000.00000000 PA USD 4487420.00000000 0.216504714082 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630870 26865.00000000 NS USD 719176.05000000 0.034698112741 Long EP CORP US N 1 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H782 134973.00000000 NS USD 3178614.15000000 0.153358711180 Long EP CORP US N 1 N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446R711 31582.00000000 NS USD 774074.82000000 0.037346815672 Long EP CORP US N 1 N N N El Salvador Government Bond 529900AKDMUSFSDOM949 AZ8756738 1120000.00000000 PA USD 935480.00000000 0.045134137194 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12460000 N N N N N N Reinsurance Group of America, Inc. LORM1GNEU1DKEW527V90 759351802 71649.00000000 NS USD 1963182.60000000 0.094717741487 Long EP CORP US N 1 N N N Philippine Government International Bond 529900RAHBALMYIJ3T08 718286BZ9 900000.00000000 PA USD 1116778.91000000 0.053881272223 Long DBT NUSS PH N 2 2040-01-20 Fixed 3.95000000 N N N N N N Altice France Holding S.A. 5299000JVHXKJPOE6H40 02156TAB0 1841000.00000000 PA USD 2113698.13000000 0.101979669675 Long DBT CORP LU Y 2 2027-05-15 Fixed 10.50000000 N N N N N N N/A N/A N/A 818.00000000 NC -10318986.35000000 -0.49786050544 N/A DE N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long Tokyo Stock Price Index TPX N/A 2020-09-10 123433131.99000000 USD -10318986.35000000 N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAJ2 235000.00000000 PA USD 232165.90000000 0.011201316524 Long DBT CORP US N 2 2027-10-15 Fixed 5.25000000 N N N N N N Prime Security Services Borrower LLC N/A 74166MAC0 1260000.00000000 PA USD 1401516.90000000 0.067619036265 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N Globe Life, Inc. 5493001JFHKQOPP6XA71 37959E201 35820.00000000 NS USD 931320.00000000 0.044933429525 Long EP CORP US N 1 N N N Panama Government International Bond 549300SHS4T08CL0LP14 698299AV6 1110000.00000000 PA USD 1426139.10000000 0.068806984433 Long DBT NUSS PA N 2 2026-01-29 Fixed 7.12500000 N N N N N N Parsley Energy LLC/Parsley Finance Corp. N/A 701885AD7 568000.00000000 PA USD 586636.08000000 0.028303452043 Long DBT CORP US Y 2 2025-01-15 Fixed 5.37500000 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HBW4 671000.00000000 PA USD 693220.17000000 0.033445818466 Long DBT CORP US N 2 2025-04-15 Fixed 5.50000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C303 59701.00000000 NS USD 1541479.82000000 0.074371832298 Long EP CORP US N 1 N N N Empresa de Transporte de Pasajeros Metro S.A. 959800T4M5QUPYMSCH69 BJ2629183 1550000.00000000 PA USD 1942343.75000000 0.093712328742 Long DBT CORP CL N 2 2050-05-07 Fixed 4.70000000 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 AN1315471 600000.00000000 PA 735761.40000000 0.035498306719 Long DBT CORP AT N 2 N/A Variable 6.50000000 N N N N Y Euro EUR XXXX N N N Turkey Government International Bond 5493000PCHOG3B6S3Q85 900123CL2 1890000.00000000 PA USD 1781466.75000000 0.085950490338 Long DBT NUSS TR N 2 2027-03-25 Fixed 6.00000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460W685 9700.00000000 NS USD 256080.00000000 0.012355100967 Long EP CORP US N 1 N N N Peruvian Government International Bond 254900STKLK2DBJJZ530 715638BM3 802000.00000000 PA USD 1370854.59000000 0.066139670692 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.62500000 N N N N N N iStar, Inc. QFFLKWYYS3UPWD86E794 45031U408 11940.00000000 NS USD 302559.60000000 0.014597603899 Long EP CORP US N 1 N N N Cleaver-Brooks, Inc. 549300TRZDD68CZBS255 185401AG1 3859000.00000000 PA USD 3709058.56000000 0.178951081701 Long DBT CORP US Y 2 2023-03-01 Fixed 7.87500000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 85172FAS8 1808000.00000000 PA USD 2041864.80000000 0.098513924419 Long DBT CORP US N 2 2025-06-01 Fixed 8.87500000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320607 68656.00000000 NS USD 1789175.36000000 0.086322407922 Long EP CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148B504 80596.00000000 NS USD 2101943.68000000 0.101412552303 Long EP CORP US N 1 N N N American Financial Group, Inc. 549300AFOM7IVKIU1G39 025932708 17910.00000000 NS USD 458316.90000000 0.022112431952 Long EP CORP US N 1 N N N Russian Foreign Bond 5493004EHVGF71PDBU58 EJ1129646 2200000.00000000 PA USD 3015509.20000000 0.145489380793 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.62500000 N N N N N N WR Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423508 13134.00000000 NS USD 342140.70000000 0.016507274654 Long EP CORP US N 1 N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896852 17335.00000000 NS USD 472725.45000000 0.022807601782 Long EP CORP US N 1 N N N Oztel Holdings SPC Ltd. 549300RABIG0RH4JYT64 692733AA6 921000.00000000 PA USD 920875.67000000 0.044429521560 Long DBT CORP AE Y 2 2023-10-24 Fixed 5.62500000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BG6 300000.00000000 PA USD 311313.00000000 0.015019929504 Long DBT CORP PA Y 2 2026-02-01 Fixed 10.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967317 123580.00000000 NS USD 3187128.20000000 0.153769488856 Long EP CORP US N 1 N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAH2 505000.00000000 PA USD 557466.98000000 0.026896129427 Long DBT CORP US N 2 2025-02-01 Fixed 7.87500000 N N N N N N GMACM Home Equity Loan Trust N/A 36186LAB9 4246.30000000 PA USD 4365.55000000 0.000210624847 Long ABS-MBS CORP US N 2 2037-12-25 Variable 6.05400000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BR9 743000.00000000 PA USD 838835.86000000 0.040471343897 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N Croatia Government Bond 74780000O00QGQ7CER13 EJ9471248 1530000.00000000 PA USD 1778931.00000000 0.085828147917 Long DBT NUSS HR N 2 2024-01-26 Fixed 6.00000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CN4 608000.00000000 PA USD 632420.32000000 0.030512405917 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZM8 37000.00000000 PA USD 38514.23000000 0.001858197439 Long DBT CORP US N 2 2022-01-07 Fixed 5.59600000 N N N N N N Murphy Oil USA, Inc. N32S6DTR2ZZ5222WHV58 626738AD0 1141000.00000000 PA USD 1213521.96000000 0.058548837635 Long DBT CORP US N 2 2027-05-01 Fixed 5.62500000 N N N N N N Laredo Petroleum, Inc. 549300X0PTWU2QSLSL14 516806AG1 393000.00000000 PA USD 280012.50000000 0.013509773155 Long DBT CORP US N 2 2028-01-15 Fixed 10.12500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U844 95521.00000000 NS USD 2485456.42000000 0.119915905259 Long EP CORP US N 1 N N N Frontier Communications Corp. 549300ZCZ76HYCS0H445 35906AAZ1 1784000.00000000 PA USD 640402.48000000 0.030897521477 Long DBT CORP US N 2 2025-09-15 None 11.00000000 Y Y N N N N First Midwest Bancorp, Inc. 7XRS7ORI584PF41IVU88 320867203 12866.00000000 NS USD 324737.84000000 0.015667638242 Long EP CORP US N 1 N N N Saudi Government International Bond 635400FMICXSM3SI3H65 AP2859159 300000.00000000 PA USD 337306.20000000 0.016274024359 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.62500000 N N N N N N SITE Centers Corp. W2AVA6SODOQ1LCYJQR54 82981J802 17910.00000000 NS USD 416407.50000000 0.020090427624 Long EP CORP US N 1 N N N EQM Midstream Partners L.P. 549300NELT611CL6XM83 26885BAH3 1239000.00000000 PA USD 1367874.59000000 0.065995894524 Long DBT CORP US Y 2 2027-07-01 Fixed 6.50000000 N N N N N N eBay, Inc. OML71K8X303XQONU6T67 278642202 89551.00000000 NS USD 2314893.35000000 0.111686742688 Long EP CORP US N 1 N N N Fannie Mae REMICs N/A 31393UVH3 3562.80000000 PA USD 3666.30000000 0.000176888107 Long ABS-APCP USGSE US N 2 2033-12-25 Floating 13.75674000 N N N N N N Interstate Power & Light Co. EF9UQIIO4KY2BWOK3P26 461070856 23880.00000000 NS USD 608223.60000000 0.029344985897 Long EP CORP US N 1 N N N Oman Government Bond 549300SZ20F0QTKNQC75 AQ7342571 3675000.00000000 PA USD 3495490.95000000 0.168647077543 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.62500000 N N N N N N Republic of South Africa Bond 378900AAFB4F17004C49 836205AY0 3200000.00000000 PA USD 3306870.40000000 0.159546695085 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.87500000 N N N N N N Republic of Indonesia Bond 529900FWX0GRR7WG5W79 Y20721AJ8 300000.00000000 PA USD 431314.67000000 0.020809654391 Long DBT NUSS ID N 2 2037-02-17 Fixed 6.62500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746721 88426.00000000 NS USD 2228335.20000000 0.107510568513 Long EP CORP US N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q836 147569.00000000 NS USD 3836794.00000000 0.185113938067 Long EP CORP US N 1 N N N TV Azteca S.A.B de C.V. 549300H2ZXE4KL0NUV88 N/A 849000.00000000 PA USD 378777.11000000 0.018274872844 Long DBT CORP MX N 2 2024-08-09 Fixed 8.25000000 N N N N N N Boyd Gaming Corp. 254900787YGRYS2A1Z35 103304BS9 621000.00000000 PA USD 685354.23000000 0.033066310176 Long DBT CORP US Y 2 2025-06-01 Fixed 8.62500000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331800 35820.00000000 NS USD 926663.40000000 0.044708762377 Long EP CORP US N 1 N N N Societe Generale S.A. O2RNE8IBXP4R0TD8PU41 QZ4822180 542000.00000000 PA USD 555062.20000000 0.026780105920 Long DBT CORP FR N 2 N/A Variable 7.37500000 N N N N Y United States Dollar USD XXXX N N N Dime Community Bancshares, Inc. N/A 25432G208 15782.00000000 NS USD 318796.40000000 0.015380981372 Long EP CORP US N 1 N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 857000.00000000 PA USD 876839.55000000 0.042304909295 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N Sri Lanka Government International Bond 254900HXCCIOHM74FA02 AN4614144 2100000.00000000 PA USD 1564506.72000000 0.075482811970 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.20000000 N N N N N N Saudi Government Bond 635400FMICXSM3SI3H65 QZ9368197 500000.00000000 PA USD 549660.00000000 0.026519465782 Long DBT NUSS SA N 2 2026-10-26 Fixed 3.25000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AL9 2424000.00000000 PA USD 2451270.00000000 0.118266511824 Long DBT CORP CA Y 2 2025-04-01 Fixed 7.50000000 N N N N N N Oasis Petroleum, Inc. 529900FA4V2YNIKZ0M71 674215AE8 658000.00000000 PA USD 128721.25000000 0.006210418776 Long DBT CORP US N 2 2023-01-15 Fixed 6.87500000 N N N N N N Diamond Offshore Drilling, Inc. F14FQJ2EEHW5VPYUHL14 25271CAN2 462000.00000000 PA USD 52300.71000000 0.002523354235 Long DBT CORP US N 2 2049-12-31 None 4.87500000 Y Y N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAA1 1490000.00000000 PA USD 1608685.95000000 0.077614328869 Long DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N Republic of Indonesia Bond 529900FWX0GRR7WG5W79 EK0152265 1830000.00000000 PA USD 2829862.41000000 0.136532473441 Long DBT NUSS ID N 2 2044-01-15 Fixed 6.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48127X542 169758.00000000 NS USD 4299970.14000000 0.207460813947 Long EP CORP US N 1 N N N Gray Television, Inc. 529900TM5726KDN7UU35 389284AA8 1353000.00000000 PA USD 1481737.95000000 0.071489464148 Long DBT CORP US Y 2 2027-05-15 Fixed 7.00000000 N N N N N N Uruguay Government International Bond 549300RDR012H2V82H43 760942AS1 2510000.00000000 PA USD 4014230.45000000 0.193674720850 Long DBT NUSS UY N 2 2036-03-21 Fixed 7.62500000 N N N N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 00165AAH1 3061000.00000000 PA USD 880037.50000000 0.042459200903 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N Affiliated Managers Group, Inc. 2JE75BUE3T1BLCYYGK54 008252850 35820.00000000 NS USD 996512.40000000 0.048078769591 Long EP CORP US N 1 N N N Endo Dac / Endo Finance LLC / Endo Finco, Inc. N/A 29273DAC4 1071000.00000000 PA USD 817708.50000000 0.039452011399 Long DBT CORP XX Y 2 2028-06-30 Fixed 6.00000000 N N N N N N NuStar Energy L.P. 5493003BMLTUIEG2LG44 67058H300 45970.00000000 NS USD 804015.30000000 0.038791355087 Long EP CORP US N 1 N N N BNP Paribas Issuance B.V. 7245009UXRIGIRYOBR48 05581NBL8 9019000.00000000 PA USD 8833630.15000000 0.426196471455 Long DBT CORP NL Y 2 2020-09-08 Fixed 16.24000000 N N N N N N Parkland Fuel Corp. 549300Q72GWZCL8MQC95 70137TAL9 2391000.00000000 PA USD 2540473.37000000 0.122570310023 Long DBT CORP CA Y 2 2026-04-01 Fixed 6.00000000 N N N N N N Michaels Stores, Inc. BV4WJ23XIGNG4UDYEK73 594087AU2 3978000.00000000 PA USD 3734586.18000000 0.180182713701 Long DBT CORP US Y 2 2027-07-15 Fixed 8.00000000 N N N N N N PulteGroup, Inc. N/A 745867AP6 11000.00000000 PA USD 13788.23000000 0.000665241228 Long DBT CORP US N 2 2033-05-15 Fixed 6.37500000 N N N N N N Philippine Government International Bond 529900RAHBALMYIJ3T08 718286BD8 3011000.00000000 PA USD 4364170.44000000 0.210558288130 Long DBT NUSS PH N 2 2032-01-15 Fixed 6.37500000 N N N N N N SCE Trust III N/A 78409B207 27902.00000000 NS USD 630027.16000000 0.030396943040 Long EP CORP US N 1 N N N Saudi Government Bond 635400FMICXSM3SI3H65 AS1609492 1000000.00000000 PA USD 1373475.00000000 0.066266097707 Long DBT NUSS SA N 2 2049-04-17 Fixed 5.00000000 N N N N N N SCE Trust IV N/A 78409G206 32020.00000000 NS USD 703799.60000000 0.033956244605 Long EP CORP US N 1 N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAD5 260000.00000000 PA USD 264875.00000000 0.012779433648 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N Republic of Indonesia Bond 529900FWX0GRR7WG5W79 Y20721AL3 280000.00000000 PA USD 444397.65000000 0.021440869397 Long DBT NUSS ID N 2 2038-01-17 Fixed 7.75000000 N N N N N N Integrys Holding, Inc. 549300J4ZRR1SZF4ES33 45822P204 40250.00000000 NS USD 1033432.92000000 0.049860075247 Long EP CORP US N 1 N N N Superior Plus L.P. / Superior General Partner Inc. N/A 86828LAA0 195000.00000000 PA USD 206906.70000000 0.009982634994 Long DBT CORP CA Y 2 2026-07-15 Fixed 7.00000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686J200 34937.00000000 NS USD 865040.12000000 0.041735621771 Long EP CORP BM N 1 N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043505 14925.00000000 NS USD 403572.00000000 0.019471152794 Long EP CORP US N 1 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 48124KHL2 17483000.00000000 PA USD 17547854.59000000 0.846631971327 Long DBT CORP US Y 2 2020-09-03 Fixed 13.56000000 N N N N N N Associated Banc-Corp. 549300N3CIN473IW5094 045487204 11940.00000000 NS USD 316529.40000000 0.015271605342 Long EP CORP US N 1 N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751AY7 663000.00000000 PA USD 627198.00000000 0.030260444456 Long DBT CORP CA Y 2 2022-03-15 Fixed 5.75000000 N N N N N N Angolan Government International Bond 549300QHR2R3J8JSGK83 AS4643506 3900000.00000000 PA USD 3210382.50000000 0.154891439905 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.37500000 N N N N N N Fannie Mae REMICs N/A 31392BJ98 33319.73000000 PA USD 7706.63000000 0.000371822054 Long ABS-APCP USGSE US N 2 2032-03-25 Floating 7.92837000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460W628 33500.00000000 NS USD 913210.00000000 0.044059675703 Long EP CORP US N 1 N N N Ziggo B.V. 213800TQASLF9JXH5J59 98954NAA7 549000.00000000 PA USD 580927.10000000 0.028028010680 Long DBT CORP NL Y 2 2027-01-15 Fixed 5.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CL7 2302000.00000000 PA USD 1812825.00000000 0.087463432954 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N N AXIS Capital Holdings Ltd. N/A 05461T305 68158.00000000 NS USD 1744844.80000000 0.084183589800 Long EP CORP BM N 1 N N N Energy Transfer Operating, L.P. 5493008K8W3OKZE54J59 29278N400 41778.00000000 NS USD 769968.54000000 0.037148699833 Long EP CORP US N 1 N N N Regions Financial Corp. CW05CS5KW59QTC0DG824 7591EP308 60155.00000000 NS USD 1551999.00000000 0.074879351554 Long EP CORP US N 1 N N N Dell International LLC/EMC Corp. N/A 25272KAN3 357000.00000000 PA USD 485360.86000000 0.023417222863 Long DBT CORP US Y 2 2036-07-15 Fixed 8.10000000 N N N N N N Bahraini Government International Bond 549300RODM1WN85LFQ95 EJ2612657 2800000.00000000 PA USD 2933487.20000000 0.141532062410 Long DBT NUSS BH N 2 2022-07-05 Fixed 6.12500000 N N N N N N Fannie Mae REMICs N/A 31392F6J1 33555.07000000 PA USD 5846.22000000 0.000282062786 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 7.91325000 N N N N N N Schweitzer-Mauduit International, Inc. 549300Z1FU4IDULG1R21 808541AA4 3255000.00000000 PA USD 3467193.45000000 0.167281807043 Long DBT CORP US Y 2 2026-10-01 Fixed 6.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V804 59701.00000000 NS USD 1568345.27000000 0.075668010630 Long EP CORP US N 1 N N N N/A N/A N/A 65.00000000 NC USD 133268.44000000 0.006429807216 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long United States Treasury Note/Bond U.S. Treasury Notes 2020-09-21 10217981.56000000 USD 133268.44000000 N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CJ3 1006000.00000000 PA USD 1024007.40000000 0.049405321845 Long DBT CORP US N 2 2024-02-01 Fixed 5.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BS7 1322000.00000000 PA USD 1548789.10000000 0.074724483393 Long DBT CORP US N 2 2026-02-15 Fixed 5.87500000 N N N N N N NFP Corp. VO2L9FZNXDJNQNEYH039 65342RAD2 1409000.00000000 PA USD 1417806.25000000 0.068404949120 Long DBT CORP US Y 2 2028-08-15 Fixed 6.87500000 N N N N N N DISH DBS Corp. N/A 25470XAY1 169000.00000000 PA USD 190778.19000000 0.009204482192 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N Herbalife Nutrition Ltd. / HLF Financing, Inc. 549300BA7TYPBSZZIA41 42704MAA0 1326000.00000000 PA USD 1443682.50000000 0.069653401484 Long DBT CORP XX Y 2 2025-09-01 Fixed 7.87500000 N N N N N N Turkey Government International Bond 5493000PCHOG3B6S3Q85 900123AL4 1920000.00000000 PA USD 2497368.96000000 0.120490650004 Long DBT NUSS TR N 2 2030-01-15 Fixed 11.87500000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50076QAR7 1581000.00000000 PA USD 2121704.78000000 0.102365966805 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N Avis Budget Car Rental LLC / Avis Budget Finance, Inc. N/A 053773BD8 714000.00000000 PA USD 831363.75000000 0.040110836737 Long DBT CORP US Y 2 2025-05-15 Fixed 10.50000000 N N N N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002838 136246.00000000 NS USD 3675917.08000000 0.177352103524 Long EP CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B202 89551.00000000 NS USD 2159970.12000000 0.104212156040 Long EP CORP US N 1 N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AT1 301000.00000000 PA USD 309277.50000000 0.014921722662 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N Hungary Government International Bond 5299008DH62LEB10JK83 445545AJ5 1020000.00000000 PA USD 1174275.00000000 0.056655288145 Long DBT NUSS HU N 2 2023-11-22 Fixed 5.75000000 N N N N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446R737 26865.00000000 NS USD 654162.75000000 0.031561413719 Long EP CORP US N 1 N N N Mongolia Government Bond N/A AM6597687 656000.00000000 PA USD 725889.80000000 0.035022031279 Long DBT NUSS MN N 2 2024-03-09 Fixed 8.75000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BC5 696000.00000000 PA USD 712530.00000000 0.034377460528 Long DBT CORP LR Y 2 2023-06-15 Fixed 9.12500000 N N N N N N Abu Dhabi Crude Oil Pipeline LLC 549300DONDFW2383FV66 AP6574192 1387000.00000000 PA USD 1742307.79000000 0.084061186587 Long DBT CORP AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N Russian Foreign Bond - Eurobond 5493004EHVGF71PDBU58 TT3432693 1000000.00000000 PA USD 1731628.00000000 0.083545918375 Long DBT NUSS RU N 2 2028-06-24 Fixed 12.75000000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 EF1002742 1450000.00000000 PA USD 1872003.00000000 0.090318596047 Long DBT CORP CL N 2 2035-09-21 Fixed 5.62500000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAB5 891000.00000000 PA USD 991072.67000000 0.047816318742 Long DBT CORP US Y 2 2027-01-15 Fixed 7.75000000 N N N N N N Cascades, Inc./Cascades USA, Inc. FPD41G4F3GH7OJ38TS94 14739LAB8 459000.00000000 PA USD 476499.38000000 0.022989682719 Long DBT CORP XX Y 2 2028-01-15 Fixed 5.37500000 N N N N N N Vnesheconombank Via VEB Finance PLC 635400KYY8E2NCZXJ191 N/A 1418000.00000000 PA USD 1695048.84000000 0.081781082328 Long DBT CORP IE N 2 2025-11-22 Fixed 6.80000000 N N N N N N Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC N/A 013092AB7 353000.00000000 PA USD 387106.86000000 0.018676758592 Long DBT CORP US Y 2 2028-02-15 Fixed 5.87500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q844 25800.00000000 NS USD 654546.00000000 0.031579904395 Long EP CORP US N 1 N N N Level 3 Financing, Inc. OKXQCBALRQBU7RU5WQ22 527298BH5 1268000.00000000 PA USD 1312380.00000000 0.063318445045 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N Angolan Government International Bond 549300QHR2R3J8JSGK83 QJ6558358 2220000.00000000 PA USD 2033020.50000000 0.098087213159 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 JV6342804 1317000.00000000 PA USD 1540548.90000000 0.074326918167 Long DBT CORP FR N 2 N/A Variable 8.12500000 N N N N Y United States Dollar USD XXXX N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 EF7897707 1390000.00000000 PA USD 1882716.87000000 0.090835508519 Long DBT CORP CL N 2 2036-10-24 Fixed 6.15000000 N N N N N N SunCoke Energy Partners L.P./SunCoke Energy Partners Finance Corp. N/A 86723CAF5 4358000.00000000 PA USD 4022935.17000000 0.194094697789 Long DBT CORP US Y 2 2025-06-15 Fixed 7.50000000 N N N N N N Corp Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 N/A 2340000.00000000 PA USD 2922004.26000000 0.140978044591 Long DBT CORP CL N 2 2047-08-01 Fixed 4.50000000 N N N N N N DPL, Inc. C4T88WP756EM6RS6DL04 233293AQ2 1091000.00000000 PA USD 1153549.44000000 0.055655341306 Long DBT CORP US N 2 2029-04-15 Fixed 4.35000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BK9 870000.00000000 PA USD 966931.05000000 0.046651557134 Long DBT CORP US N 2 2026-12-15 Fixed 6.50000000 N N N N N N Core & Main Holdings L.P. N/A 21871MAA1 4199000.00000000 PA USD 4253670.98000000 0.205227016710 Long DBT CORP US Y 2 2024-09-15 Fixed 8.62500000 N N N N N N Abu Dhabi Government Bond 213800FER4348CINTA77 BH6825732 600000.00000000 PA USD 642000.00000000 0.030974597082 Long DBT NUSS AE N 2 2025-04-16 Fixed 2.50000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAE1 1488000.00000000 PA USD 1565844.72000000 0.075547366504 Long DBT CORP US Y 2 2028-03-15 Fixed 5.25000000 N N N N N N Magnetite XXIII Ltd. 549300WG00K34O9YA435 55954NAE9 1405000.00000000 PA USD 1388859.36000000 0.067008347477 Long ABS-CBDO CORP KY Y 2 2032-10-25 Floating 2.64450000 N N N N N N Nigeria Government International Bond 549300GSBZD84TNEQ285 AM4670155 2470000.00000000 PA USD 2392466.70000000 0.115429426894 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91831AAB7 12000.00000000 PA USD 12009.36000000 0.000579416023 Long DBT CORP CA Y 2 2023-05-15 Fixed 5.87500000 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508WAB1 347000.00000000 PA USD 369201.06000000 0.017812856816 Long DBT CORP US N 2 2027-09-15 Fixed 5.25000000 N N N N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868863 29850.00000000 NS USD 757294.50000000 0.036537214969 Long EP CORP US N 1 N N N Hillman Group, Inc. (The) BDPO7HREUXNPHVMSIT54 40423BAA8 497000.00000000 PA USD 488806.96000000 0.023583486973 Long DBT CORP US Y 2 2022-07-15 Fixed 6.37500000 N N N N N N Allied Universal Holdco LLC / Allied Universal Finance Corp. N/A 019576AA5 656000.00000000 PA USD 702740.00000000 0.033905122046 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N Popular Capital Trust I N/A 73317W203 21619.00000000 NS USD 561013.05000000 0.027067216794 Long EP CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953BX8 404000.00000000 PA USD 430512.50000000 0.020770952066 Long DBT CORP US N 2 2022-03-15 Fixed 7.75000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647AZ0 391000.00000000 PA USD 384198.56000000 0.018536441737 Long DBT CORP US N 2 2025-05-15 Fixed 6.50000000 N N N N N N Brazilian Government International Bond 254900ZFY40OYEADAP90 105756CB4 1070000.00000000 PA USD 1109456.25000000 0.053527975583 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N Calumet Specialty Products Partners L.P./Calumet Finance Corp. N/A 131477AL5 2628000.00000000 PA USD 2663517.42000000 0.128506820728 Long DBT CORP US N 2 2022-01-15 Fixed 7.62500000 N N N N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161C600 23880.00000000 NS USD 600343.20000000 0.028964779955 Long EP CORP US N 1 N N N Taseko Mines Ltd. 549300XKUO1JSLU7KX54 876511AC0 2682000.00000000 PA USD 2295832.23000000 0.110767100146 Long DBT CORP CA Y 2 2022-06-15 Fixed 8.75000000 N N N N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281AAS8 943000.00000000 PA USD 792709.38000000 0.038245877958 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 28228PAB7 415000.00000000 PA USD 454176.00000000 0.021912645801 Long DBT CORP GB Y 2 2025-10-30 Fixed 8.50000000 N N N N N N William Carter Co. (The) TGI2A0HXEYNQPU7TYV27 96926JAE7 178000.00000000 PA USD 189738.21000000 0.009154306239 Long DBT CORP US Y 2 2025-05-15 Fixed 5.50000000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAU9 1021000.00000000 PA USD 1054182.50000000 0.050861180980 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N Texas Capital Bancshares, Inc. 549300466Q2SXRX0YM48 882228307 13254.00000000 NS USD 341423.04000000 0.016472649686 Long EP CORP US N 1 N N N First Horizon National Corp. TF3RXI1ZB1TQ30H9JV10 320517402 17869.00000000 NS USD 462807.10000000 0.022329070793 Long EP CORP US N 1 N N N Koppers, Inc. LTO4ZL5EBDR1NE6FGJ36 500605AH3 1589000.00000000 PA USD 1641611.79000000 0.079202903055 Long DBT CORP US Y 2 2025-02-15 Fixed 6.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94988U656 109537.00000000 NS USD 2840294.41000000 0.137035786520 Long EP CORP US N 1 N N N Taylor Morrison Communities, Inc. 549300O1Z08HI2MRK572 87724RAB8 1264000.00000000 PA USD 1423605.28000000 0.068684735129 Long DBT CORP US Y 2 2028-01-15 Fixed 5.75000000 N N N N N N RenaissanceRe Holdings Ltd. EK6GB9U3U58PDI411C94 75968N309 29850.00000000 NS USD 818188.50000000 0.039475169977 Long EP CORP BM N 1 N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 101199364.36000000 NS USD 101199364.36000000 4.882569370847 Long STIV RF US N 1 N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 775000.00000000 PA USD 696046.88000000 0.033582198845 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N PPL Capital Funding, Inc. 549300MROK5WY0D2NU17 69352P202 53731.00000000 NS USD 1382498.63000000 0.066701461108 Long EP CORP US N 1 N N N Hudbay Minerals, Inc. 549300WI524AL577IX21 443628AG7 2773000.00000000 PA USD 2813042.12000000 0.135720944305 Long DBT CORP CA Y 2 2025-01-15 Fixed 7.62500000 N N N N N N Zions Bancorp. N.A. 8WH0EE09O9V05QJZ3V89 989701859 16524.00000000 NS USD 455070.96000000 0.021955824968 Long EP CORP US N 1 N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAG4 644000.00000000 PA USD 746428.20000000 0.036012948202 Long DBT CORP US N 2 2030-02-01 Fixed 8.75000000 N N N N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T702 37089.00000000 NS USD 969135.57000000 0.046757918690 Long EP CORP US N 1 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153AY8 779000.00000000 PA USD 821536.27000000 0.039636689956 Long DBT CORP LR Y 2 2023-06-01 Fixed 10.87500000 N N N N N N iStar, Inc. QFFLKWYYS3UPWD86E794 45031U804 14925.00000000 NS USD 360588.00000000 0.017397302200 Long EP CORP US N 1 N N N Enstar Group Ltd. 213800AMAL5QFXVUCN04 29359U109 55195.00000000 NS USD 1480881.85000000 0.071448159861 Long EP CORP BM N 1 N N N FREMF Mortgage Trust N/A 30290WAG0 30000.00000000 PA USD 30840.57000000 0.001487966089 Long ABS-APCP USGSE US Y 2 2045-10-25 Variable 3.65569100 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78011G6L6 17816000.00000000 PA USD 18513474.84000000 0.893220286247 Long DBT CORP CA Y 2 2020-08-19 Fixed 17.66000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AM1 510000.00000000 PA USD 480116.55000000 0.023164200450 Long DBT CORP US N 2 2026-04-01 Fixed 7.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78011G6K8 17652000.00000000 PA USD 18061774.06000000 0.871427062474 Long DBT CORP CA Y 2 2020-08-21 Fixed 15.49000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94988U714 134273.00000000 NS USD 3423961.50000000 0.165195993597 Long EP CORP US N 1 N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AL5 1980000.00000000 PA USD 1981326.60000000 0.095593135707 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Republic of Philippines Bond 529900RAHBALMYIJ3T08 718286AP2 1444000.00000000 PA USD 2072955.11000000 0.100013939724 Long DBT NUSS PH N 2 2025-03-16 Fixed 10.62500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q745 68499.00000000 NS USD 1839198.15000000 0.088735859270 Long EP CORP US N 1 N N N Trinseo Materials Operating S.C.A./Trinseo Materials Finance, Inc. N/A 89668QAE8 1516000.00000000 PA USD 1501787.50000000 0.072456795508 Long DBT CORP LU Y 2 2025-09-01 Fixed 5.37500000 N N N N N N Mercer International, Inc. 549300Z5IAG39VRTY874 588056AW1 1059000.00000000 PA USD 1004096.15000000 0.048444663050 Long DBT CORP US N 2 2026-01-15 Fixed 5.50000000 N N N N N N PS Business Parks, Inc. N/A 69360J628 22656.00000000 NS USD 590188.80000000 0.028474860253 Long EP CORP US N 1 N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YB40 45901.80000000 PA USD 6645.10000000 0.000320606378 Long ABS-APCP USGSE US N 2 2027-04-01 Fixed 7.00000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAF6 378000.00000000 PA USD 357051.24000000 0.017226664013 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 30216KAC6 1961000.00000000 PA USD 2070482.39000000 0.099894638313 Long DBT NUSS IN N 2 2028-02-01 Fixed 3.87500000 N N N N N N Republic of Egypt Bond 529900GFIVH4086NMH82 AX3105902 1100000.00000000 PA USD 1092874.20000000 0.052727940821 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R706 208474.00000000 NS USD 5228527.92000000 0.252260974545 Long EP CORP US N 1 N N N Clear Channel Worldwide Holdings, Inc. N/A 18451QAP3 2973000.00000000 PA USD 2705950.28000000 0.130554080450 Long DBT CORP US N 2 2024-02-15 Fixed 9.25000000 N N N N N N Republic of Nigeria Bond 549300GSBZD84TNEQ285 AR3678802 800000.00000000 PA USD 748564.00000000 0.036115994222 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 ZR5994853 3100000.00000000 PA USD 2886797.50000000 0.139279422775 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Hadrian Merger Sub, Inc. 5493008FRC0GRKBN1075 42239PAA7 3021000.00000000 PA USD 2797627.26000000 0.134977223000 Long DBT CORP US Y 2 2026-05-01 Fixed 8.50000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 ZR9760300 200000.00000000 PA 235698.27000000 0.011371742907 Long DBT CORP GB Y 2 2025-10-30 Fixed 6.25000000 N N N N N N Dominican Republic International Bond 254900EHU7Q8FGVPI369 P3579EAY3 2935000.00000000 PA USD 3318017.50000000 0.160084509620 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06053U601 193053.00000000 NS USD 5260694.25000000 0.253812904625 Long EP CORP US N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAP7 1632000.00000000 PA USD 1805318.40000000 0.087101261754 Long DBT CORP CA Y 2 2025-12-15 Fixed 9.00000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460W644 21200.00000000 NS USD 604412.00000000 0.029161087495 Long EP CORP US N 1 N N N Argo Group U.S., Inc. N/A 040130205 17164.00000000 NS USD 435107.40000000 0.020992642371 Long EP CORP US N 1 N N N VICI Properties L.P. / VICI Note Co., Inc. N/A 92564RAC9 515000.00000000 PA USD 522645.18000000 0.025216080790 Long DBT CORP US Y 2 2025-02-15 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 36255H3Z9 18467000.00000000 PA USD 18434645.63000000 0.889417010518 Long DBT CORP US Y 2 2020-09-10 Fixed 14.65000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91086QAZ1 2508000.00000000 PA USD 3014101.86000000 0.145421480809 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N Gulfport Energy Corp. 549300FJX18IDUFPHD40 402635AH9 872000.00000000 PA USD 459321.64000000 0.022160907679 Long DBT CORP US N 2 2024-10-15 Fixed 6.00000000 N N N N N N United States Cellular Corp. N/A 911684504 32835.00000000 NS USD 834665.70000000 0.040270146037 Long EP CORP US N 1 N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043604 27462.00000000 NS USD 737903.94000000 0.035601677924 Long EP CORP US N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912X500 29850.00000000 NS USD 656700.00000000 0.031683828511 Long EP CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06739GCU1 17948000.00000000 PA USD 18568638.25000000 0.895881757273 Long DBT CORP US Y 2 2020-08-10 Fixed 18.16000000 N N N N N N Ukraine Government Bond 6354001WLTJXOMEXPY07 QJ1143487 290000.00000000 PA USD 297621.20000000 0.014359340737 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N CIT Group, Inc. N8O96ZZJQRFYQUJY7K79 125581884 24850.00000000 NS USD 552912.50000000 0.026676389267 Long EP CORP US N 1 N N N Western Midstream Operating L.P. L6D8A6MLSY454J2JXJ60 958667AB3 792000.00000000 PA USD 791358.48000000 0.038180701037 Long DBT CORP US N 2 2025-02-01 Fixed 4.10000000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AN1 305000.00000000 PA USD 295993.35000000 0.014280801799 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128B622 107215.00000000 NS USD 2906598.65000000 0.140234769571 Long EP CORP US N 1 N N N AmeriGas Partners, L.P./AmeriGas Finance Corp. N/A 030981AJ3 1355000.00000000 PA USD 1498311.58000000 0.072289092671 Long DBT CORP US N 2 2026-08-20 Fixed 5.87500000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80874YBA7 593000.00000000 PA USD 594953.94000000 0.028704764134 Long DBT CORP US Y 2 2026-03-15 Fixed 8.25000000 N N N N N N Digicel Group 0.5 Ltd. N/A 25381YAC5 10388.00000000 PA USD 1402.38000000 0.000067660678 Long DBT CORP BM Y 2 N/A Fixed 7.00000000 N N N Y N Digicel Group 0.5 Ltd JMD XXXX N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CP8 2709000.00000000 PA USD 2620158.35000000 0.126414874118 Long DBT CORP US N 2 2022-08-15 Fixed 2.70000000 N N N N N N Aspen Insurance Holdings Ltd. 549300YX6HECG9XQCQ75 G05384204 29850.00000000 NS USD 756399.00000000 0.036494009748 Long EP CORP BM N 1 N N N Allied Capital Corp. N/A 01903Q207 27462.00000000 NS USD 715110.48000000 0.034501961039 Long EP CORP US N 1 N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339K886 68199.00000000 NS USD 1732254.60000000 0.083576149968 Long EP CORP US N 1 N N N Telecom Italia Capital S.A. 549300777DJZOR5C4L39 87927VAF5 202000.00000000 PA USD 246980.35000000 0.011916069826 Long DBT CORP LU N 2 2033-11-15 Fixed 6.37500000 N N N N N N Fannie Mae REMICs N/A 31392BMY9 23601.61000000 PA USD 5071.28000000 0.000244674228 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 7.77837000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 QJ1143438 650000.00000000 PA USD 675054.25000000 0.032569366670 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N Codere Finance 2 (Luxembourg) S.A. 2221005CUH65GSJUKB29 19200EAA5 375000.00000000 PA USD 232125.00000000 0.011199343220 Long DBT CORP LU Y 2 2021-11-01 Fixed 7.62500000 N N N N N N DCP Midstream Operating L.P. 549300Y6CTBSE0QIPL28 23311VAG2 1488000.00000000 PA USD 1571528.88000000 0.075821610376 Long DBT CORP US N 2 2025-07-15 Fixed 5.37500000 N N N N N N Qatar Government Bond 52990074F6OJOAXK4P65 AS1975802 2760000.00000000 PA USD 4063520.40000000 0.196052814840 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N Genesis Energy L.P. / Genesis Energy Finance Corp. N/A 37185LAL6 1691000.00000000 PA USD 1632406.85000000 0.078758791984 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N BMC East LLC N/A 055604AA0 1577000.00000000 PA USD 1618230.67000000 0.078074833318 Long DBT CORP US Y 2 2024-10-01 Fixed 5.50000000 N N N N N N IRB Holding Corp. 549300HVW4WNWYBXN830 44988MAA3 2225000.00000000 PA USD 2241687.50000000 0.108154777411 Long DBT CORP US Y 2 2026-02-15 Fixed 6.75000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DBJ3 3996000.00000000 PA USD 4497118.38000000 0.216972632171 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N Prospect Capital Corp. 549300FSD8T39P5Q0O47 74348T300 27993.00000000 NS USD 704583.81000000 0.033994080414 Long EP CORP US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 3555000.00000000 PA USD 3047577.08000000 0.147036560952 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C402 59701.00000000 NS USD 1669239.96000000 0.080535880366 Long EP CORP US N 1 N N N Barclays PLC 213800LBQA1Y9L22JB70 QZ3177313 410000.00000000 PA USD 421922.80000000 0.020356524501 Long DBT CORP GB N 2 N/A Variable 7.87500000 N N N N Y United States Dollar USD XXXX N N N Republic of Nigeria Bond 549300GSBZD84TNEQ285 AR3678802 100000.00000000 PA USD 93570.50000000 0.004514499277 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N Republic of El Salvador Bond 529900AKDMUSFSDOM949 ED9640662 380000.00000000 PA USD 342000.00000000 0.016500486296 Long DBT NUSS SV N 2 2035-06-15 Fixed 7.65000000 N N N N N N Trinidad & Tobago Government International Bond N/A QZ0802079 3430000.00000000 PA USD 3541475.00000000 0.170865671656 Long DBT NUSS TT N 2 2026-08-04 Fixed 4.50000000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AU4 1430000.00000000 PA USD 1566683.65000000 0.075587842390 Long DBT CORP US Y 2 2025-05-15 Fixed 8.75000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331859 47761.00000000 NS USD 1270920.21000000 0.061318133067 Long EP CORP US N 1 N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BT7 1486000.00000000 PA USD 1187507.18000000 0.057293701609 Long DBT CORP CA Y 2 2027-04-15 Fixed 7.87500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BD8 1200000.00000000 PA USD 1261782.00000000 0.060877241520 Long DBT CORP US Y 2 2030-12-01 Fixed 4.62500000 N N N N N N Peruvian Government International Bond 254900STKLK2DBJJZ530 715638AU6 1084000.00000000 PA USD 1744475.78000000 0.084165785679 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.55000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBC3 1358000.00000000 PA USD 1392316.66000000 0.067175151955 Long DBT CORP US Y 2 2026-03-15 Fixed 8.00000000 N N N N N N Dominican Republic International Bond 254900EHU7Q8FGVPI369 ZS9155301 935000.00000000 PA USD 949025.00000000 0.045787643296 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N Aegon Funding Corp. II KEIOKM01PSK5VZ5CCI74 00775V104 110446.00000000 NS USD 2768881.22000000 0.133590311775 Long EP CORP US N 1 N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAE8 4349000.00000000 PA USD 4600480.93000000 0.221959568837 Long DBT CORP US N 2 2023-09-25 Fixed 7.25000000 N N N N N N Kenya Government International Bond 549300VVURQQYU45PR87 EK3389005 1100000.00000000 PA USD 1119228.00000000 0.053999433557 Long DBT NUSS KE N 2 2024-06-24 Fixed 6.87500000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29364N108 31044.00000000 NS USD 818319.84000000 0.039481506742 Long EP CORP US N 1 N N N Enstar Group Ltd. 213800AMAL5QFXVUCN04 29359U208 9125.00000000 NS USD 239075.00000000 0.011534660120 Long EP CORP BM N 1 N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 031921AA7 755000.00000000 PA USD 834131.55000000 0.040244374883 Long DBT CORP US Y 2 2026-07-01 Fixed 7.75000000 N N N N N N Uruguay Government International Bond 549300RDR012H2V82H43 917288BK7 2420000.00000000 PA USD 2971312.30000000 0.143357011370 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N JIC Zhixin Ltd. 635400KSR4PKISBWRJ22 AQ0903783 2570000.00000000 PA USD 2665152.45000000 0.128585706079 Long DBT CORP VG N 2 2022-11-24 Fixed 3.00000000 N N N N N N Hillenbrand, Inc. U246OE781574J2BUD366 431571AD0 453000.00000000 PA USD 487824.38000000 0.023536080401 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N Prudential PLC 5493001Z3ZE83NGK8Y12 G7293H114 57916.00000000 NS USD 1579369.32000000 0.076199888367 Long EP CORP GB N 1 N N N Republic of Sri Lanka Bond 254900HXCCIOHM74FA02 Y8137FAF5 2110000.00000000 PA USD 1603628.82000000 0.077370337336 Long DBT NUSS LK N 2 2026-07-18 Fixed 6.82500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78011G6J1 8942000.00000000 PA USD 8488830.89000000 0.409560929161 Long DBT CORP CA N 2 2020-08-28 Fixed 17.37000000 N N N N N N Vietnam Government International Bond 5493008AE7RS4XK4BZ08 EK5906749 1000000.00000000 PA USD 1112541.87000000 0.053676847602 Long DBT NUSS VN N 2 2024-11-19 Fixed 4.80000000 N N N N N N Suburban Propane Partners, L.P./Suburban Energy Finance Corp. N/A 864486AH8 1238000.00000000 PA USD 1265006.97000000 0.061032836764 Long DBT CORP US N 2 2024-06-01 Fixed 5.50000000 N N N N N N Wintrust Financial Corp. Q774KI4AW80FHFW33O61 97650W405 14925.00000000 NS USD 385811.25000000 0.018614249250 Long EP CORP US N 1 N N N Wintrust Financial Corp. Q774KI4AW80FHFW33O61 97650W504 34249.00000000 NS USD 883966.69000000 0.042648772674 Long EP CORP US N 1 N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825AG1 245000.00000000 PA USD 257650.58000000 0.012430876796 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364JF57 43096.83000000 PA USD 8615.55000000 0.000415674750 Long ABS-APCP USGSE US N 2 2029-11-25 Fixed 7.50000000 N N N N N N Valley National Bancorp 549300ET52S1UBIB9762 919794206 13731.00000000 NS USD 377465.19000000 0.018211576593 Long EP CORP US N 1 N N N Oil and Gas Holding Co. BSCC (The) 549300OBH16L6TS6IW50 67778NAA6 1000000.00000000 PA USD 1092019.00000000 0.052686679955 Long DBT CORP BH N 2 2027-10-25 Fixed 7.50000000 N N N N N N Rattler Midstream L.P. 549300I45NRVEEN9M219 75419TAA1 962000.00000000 PA USD 1017112.98000000 0.049072686515 Long DBT CORP US Y 2 2025-07-15 Fixed 5.62500000 N N N N N N Simmons Foods, Inc. 5493002Z1TVWRIL6NM97 82873LAA3 1919000.00000000 PA USD 1933594.00000000 0.093290179239 Long DBT CORP US Y 2 2024-11-01 Fixed 5.75000000 N N N N N N Genesis Energy LP/Genesis Energy Finance Corp. N/A 37185LAF9 12000.00000000 PA USD 11128.74000000 0.000536928718 Long DBT CORP US N 2 2024-06-15 Fixed 5.62500000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874768 59701.00000000 NS USD 1644165.54000000 0.079326113923 Long EP CORP US N 1 N N N Freddie Mac REMICs N/A 31398VEK8 6.08000000 PA USD 6.08000000 0.000000293341 Long ABS-APCP USGSE US N 2 2020-12-15 Fixed 3.00000000 N N N N N N Egypt Government International Bond 529900GFIVH4086NMH82 AX3105886 200000.00000000 PA USD 204474.40000000 0.009865283728 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N Voya Financial, Inc. 549300T065Z4KJ686G75 929089209 35820.00000000 NS USD 1009765.80000000 0.048718206858 Long EP CORP US N 1 N N N Republic of Philippines Bond 529900RAHBALMYIJ3T08 718286CG0 200000.00000000 PA USD 237700.00000000 0.011468320446 Long DBT NUSS PH N 2 2029-01-14 Fixed 3.75000000 N N N N N N 1011778 BC ULC/New Red Finance, Inc. N/A 68245XAE9 1107000.00000000 PA USD 1138333.64000000 0.054921224057 Long DBT CORP CA Y 2 2025-10-15 Fixed 5.00000000 N N N N N N Dominican Republic International Bond 254900EHU7Q8FGVPI369 P3579EBE6 2902000.00000000 PA USD 3083375.00000000 0.148763704486 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N Albertsons Cos. LLC/Safeway, Inc./New Albertson's, Inc./Albertson's LLC N/A 013092AA9 168000.00000000 PA USD 189393.12000000 0.009137656670 Long DBT CORP US Y 2 2026-03-15 Fixed 7.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973833 154532.00000000 NS USD 4129095.04000000 0.199216596854 Long EP CORP US N 1 N N N UPC Holding B.V. 213800G1DU7LKI6ZCD69 90320LAG2 384000.00000000 PA USD 390648.96000000 0.018847654418 Long DBT CORP NL Y 2 2028-01-15 Fixed 5.50000000 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 173074GN9 17660000.00000000 PA USD 18100515.81000000 0.873296237079 Long DBT CORP US Y 2 2020-08-27 Fixed 14.00000000 N N N N N N Murphy Oil USA, Inc. N32S6DTR2ZZ5222WHV58 626738AE8 332000.00000000 PA USD 351749.02000000 0.016970847614 Long DBT CORP US N 2 2029-09-15 Fixed 4.75000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477608 89850.00000000 NS USD 2460093.00000000 0.118692195422 Long EP CORP US N 1 N N N Telephone & Data Systems, Inc. N/A 879433852 13880.00000000 NS USD 357965.20000000 0.017270759874 Long EP CORP US N 1 N N N Saudi Government Bond 635400FMICXSM3SI3H65 AP2859340 800000.00000000 PA USD 1033724.80000000 0.049874157592 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.62500000 N N N N N N American Equity Investment Life Holding Co. 549300RK5RZQ740FPL83 025676503 47761.00000000 NS USD 1115219.35000000 0.053806028076 Long EP CORP US N 1 N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAK4 750000.00000000 PA USD 719235.00000000 0.034700956904 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DAZ3 867000.00000000 PA USD 688090.22000000 0.033198313584 Long DBT CORP US Y 2 2023-06-30 Variable 9.87500000 N N N N N N Ares Management Corp. 529900JUV61FH7B8VW38 03990B200 37014.00000000 NS USD 970507.08000000 0.046824089982 Long EP CORP US N 1 N N N Philippine Government International Bond 529900RAHBALMYIJ3T08 718286BG1 850000.00000000 PA USD 1290038.70000000 0.062240543541 Long DBT NUSS PH N 2 2034-10-23 Fixed 6.37500000 N N N N N N Turkey Government International Bond 5493000PCHOG3B6S3Q85 900123BB5 1170000.00000000 PA USD 1131594.75000000 0.054596092589 Long DBT NUSS TR N 2 2038-03-05 Fixed 7.25000000 N N N N N N Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC N/A 013093AB5 1316000.00000000 PA USD 1370745.60000000 0.066134412247 Long DBT CORP US N 2 2024-06-15 Fixed 6.62500000 N N N N N N Oman Government International Bond 549300SZ20F0QTKNQC75 LW3897953 2310000.00000000 PA USD 2160713.94000000 0.104248043150 Long DBT NUSS OM N 2 2026-06-15 Fixed 4.75000000 N N N N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922N509 40000.00000000 NS USD 1042800.00000000 0.050312009093 Long EP CORP US N 1 N N N Entergy Louisiana, LLC 0V5453U14HDZO63CGH17 29364W108 32238.00000000 NS USD 836576.10000000 0.040362317175 Long EP CORP US N 1 N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 00165CAD6 452000.00000000 PA USD 129950.00000000 0.006269702322 Long DBT CORP US N 2 2027-05-15 Fixed 6.12500000 N N N N N N Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp. N/A 983130AV7 1221000.00000000 PA USD 1150792.50000000 0.055522327123 Long DBT CORP US Y 2 2025-03-01 Fixed 5.50000000 N N N N N N BNP Paribas Issuance B.V. 7245009UXRIGIRYOBR48 05581NBH7 8855000.00000000 PA USD 9212796.19000000 0.444490109020 Long DBT CORP NL Y 2 2020-08-18 Fixed 20.38000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R850 89787.00000000 NS USD 2307525.90000000 0.111331285063 Long EP CORP US N 1 N N N Perusahaan Penerbit SBSN Indonesia III 254900G208H6Q0L5B953 71567RAD8 300000.00000000 PA USD 336750.00000000 0.016247189357 Long DBT NUSS ID N 2 2025-05-28 Fixed 4.32500000 N N N N N N GCP Applied Technologies, Inc. 5493007G654QKQVEKV09 36164YAB7 1444000.00000000 PA USD 1478020.64000000 0.071310114959 Long DBT CORP US Y 2 2026-04-15 Fixed 5.50000000 N N N N N N KKR & Co., Inc. 549300JOHU21WRN2Z451 48251W203 41193.00000000 NS USD 1088730.99000000 0.052528043219 Long EP CORP US N 1 N N N Intelsat Connect Finance S.A. 549300T8SOCBO2H77X11 45827AAD5 277000.00000000 PA USD 81195.63000000 0.003917448479 Long DBT CORP LU Y 2 2023-02-15 None 9.50000000 Y Y N N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825AE6 1302000.00000000 PA USD 1336040.79000000 0.064460008031 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N Reinsurance Group of America, Inc. LORM1GNEU1DKEW527V90 759351703 29999.00000000 NS USD 808473.05000000 0.039006428311 Long EP CORP US N 1 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 2393000.00000000 PA USD 2744471.88000000 0.132412633470 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N Par Pharmaceutical, Inc. 549300KK5WR4MGN4YT97 69888XAA7 1658000.00000000 PA USD 1765670.52000000 0.085188369062 Long DBT CORP US Y 2 2027-04-01 Fixed 7.50000000 N N N N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653CAC2 466000.00000000 PA USD 457253.18000000 0.022061110615 Long DBT CORP US Y 2 2027-03-14 Fixed 7.25000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055H202 179200.00000000 NS USD 4800768.00000000 0.231622826305 Long EP CORP US N 1 N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473P881 60618.00000000 NS USD 1663964.10000000 0.080281335759 Long EP CORP US N 1 N N N Development Bank of Kazakhstan JSC 213800LCDPGJ1BI7KX98 EJ4594531 1250000.00000000 PA USD 1320875.00000000 0.063728303616 Long DBT CORP KZ N 2 2022-12-10 Fixed 4.12500000 N N N N N N Nationstar Mortgage Holdings, Inc. N/A 63861CAA7 791000.00000000 PA USD 808180.52000000 0.038992314606 Long DBT CORP US Y 2 2027-01-15 Fixed 6.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06739FKE0 9330000.00000000 PA USD 9369500.42000000 0.452050623639 Long DBT CORP GB Y 2 2020-09-08 Fixed 54.87000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CD1 2473000.00000000 PA USD 2400899.69000000 0.115836293666 Long DBT CORP US N 2 2026-09-01 Fixed 4.62500000 N N N N N N Brink's Co. (The) XFP140TFNOQMIVFTVQ13 109696AB0 245000.00000000 PA USD 260771.88000000 0.012581470270 Long DBT CORP US Y 2 2025-07-15 Fixed 5.50000000 N N N N N N PDC Energy, Inc. 5493008W8H2T511J5Y59 69327RAJ0 146000.00000000 PA USD 146783.29000000 0.007081858670 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 EJ8796488 95000.00000000 PA USD 131673.08000000 0.006352835824 Long DBT CORP CL N 2 2043-10-18 Fixed 5.62500000 N N N N N N ServiceMaster Co., LLC (The) HZPA4EQ289DXC7NQGK91 817609AB6 1473000.00000000 PA USD 1590560.13000000 0.076739811779 Long DBT CORP US N 2 2027-08-15 Fixed 7.45000000 N N N N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 319626305 41193.00000000 NS USD 1040123.25000000 0.050182863839 Long EP CORP US N 1 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610204 21249.00000000 NS USD 571385.61000000 0.027567662069 Long EP CORP US N 1 N N N BNP Paribas Issuance B.V. 7245009UXRIGIRYOBR48 05581NBK0 18467000.00000000 PA USD 19174648.79000000 0.925119969585 Long DBT CORP NL Y 2 2020-09-02 Fixed 14.56000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MBB7 1581000.00000000 PA USD 1354719.38000000 0.065361194635 Long DBT CORP US N 2 2029-10-01 Fixed 4.95000000 N N N N N N ServiceMaster Co., LLC (The) HZPA4EQ289DXC7NQGK91 817610AA6 367000.00000000 PA USD 378966.04000000 0.018283988157 Long DBT CORP US Y 2 2024-11-15 Fixed 5.12500000 N N N N N N PS Business Parks, Inc. N/A 69360J578 23880.00000000 NS USD 626611.20000000 0.030232133095 Long EP CORP US N 1 N N N Clarios Global L.P. 549300474L1ZLXZY2P98 18060TAA3 620000.00000000 PA USD 667473.40000000 0.032203613128 Long DBT CORP CA Y 2 2025-05-15 Fixed 6.75000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAB0 1037000.00000000 PA USD 1081710.26000000 0.052189313806 Long DBT CORP US Y 2 2025-09-15 Fixed 5.75000000 N N N N N N Abu Dhabi Crude Oil Pipeline LLC 549300DONDFW2383FV66 AP6574192 200000.00000000 PA USD 251234.00000000 0.012121295830 Long DBT CORP AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CH3 990000.00000000 PA USD 1096905.15000000 0.052922422210 Long DBT CORP US Y 2 2029-06-15 Fixed 5.25000000 N N N N N N Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC N/A AS1592466 100000.00000000 PA 77744.74000000 0.003750953266 Long DBT CORP XX Y 2 2023-05-01 Fixed 5.37500000 N N N N N N Alliance Data Systems Corp. 549300G8S4PO686J7H97 018581AK4 1764000.00000000 PA USD 1637212.50000000 0.078990650352 Long DBT CORP US Y 2 2024-12-15 Fixed 4.75000000 N N N N N N CNAC HK Finbridge Co. Ltd. 549300US1UQ7R7WABI28 AR6492466 2200000.00000000 PA USD 2625475.56000000 0.126671413740 Long DBT CORP HK N 2 2028-03-14 Fixed 5.12500000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 103186AB8 533000.00000000 PA USD 585569.79000000 0.028252006711 Long DBT CORP US Y 2 2025-10-02 Fixed 7.12500000 N N N N N N Brookfield Property Partners L.P. 5493004J5Z0TZW83NU62 G16249149 21970.00000000 NS USD 440498.50000000 0.021252746967 Long EP CORP BM N 1 N N N JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc. P77IMDGVZE8EFBTF2M92 46590XAB2 1968000.00000000 PA USD 2172672.00000000 0.104824984101 Long DBT CORP XX Y 2 2030-01-15 Fixed 5.50000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370845 89551.00000000 NS USD 2123254.21000000 0.102440722210 Long EP CORP US N 1 N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339K860 94550.00000000 NS USD 2632272.00000000 0.126999321825 Long EP CORP US N 1 N N N IAA, Inc. 549300PZCOPC5178W747 449253AB9 926000.00000000 PA USD 989083.75000000 0.047720359248 Long DBT CORP US Y 2 2027-06-15 Fixed 5.50000000 N N N N N N OCI N.V. 549300NCMRGIBJYUOE57 67091GAA1 1110000.00000000 PA USD 1156986.30000000 0.055821159614 Long DBT CORP NL Y 2 2023-04-15 Fixed 6.62500000 N N N N N N Mattamy Group Corp. 5493008TNY7A82WCXU31 57701RAJ1 1473000.00000000 PA USD 1532840.63000000 0.073955016988 Long DBT CORP CA Y 2 2027-12-15 Fixed 5.25000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773886 12500.00000000 NS USD 335000.00000000 0.016162757044 Long EP CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 74460W594 10000.00000000 NS USD 266300.00000000 0.012848185674 Long EP CORP US N 1 N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 637417874 41193.00000000 NS USD 1012523.94000000 0.048851278937 Long EP CORP US N 1 N N N EI du Pont de Nemours & Co. GLU7INWNWH88J9XBXD45 263534307 4994.00000000 NS USD 526018.02000000 0.025378810323 Long EP CORP US N 1 N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAJ5 383000.00000000 PA USD 243923.13000000 0.011768568023 Long DBT CORP US N 2 2025-03-01 Fixed 5.00000000 N N N N N N Aspen Insurance Holdings Ltd. 549300YX6HECG9XQCQ75 G05384162 29850.00000000 NS USD 749235.00000000 0.036148367983 Long EP CORP BM N 1 N N N Diamond Sports Group LLC / Diamond Sports Finance Co. N/A 25277LAC0 2352000.00000000 PA USD 1290660.00000000 0.062270519425 Long DBT CORP US Y 2 2027-08-15 Fixed 6.62500000 N N N N N N Intelsat (Luxembourg) S.A. 54930027UF5LR7S2XC75 458204AP9 883000.00000000 PA USD 50772.50000000 0.002449622632 Long DBT CORP LU N 2 2049-12-31 None 7.75000000 Y Y N N N N Webster Financial Corp. KMRURHT0VWKYS6Z5KU67 947890505 17910.00000000 NS USD 486614.70000000 0.023477716926 Long EP CORP US N 1 N N N Fannie Mae REMICs N/A 31397L5D7 50031.11000000 PA USD 10102.44000000 0.000487412785 Long ABS-APCP USGSE US N 2 2038-07-25 Floating 5.87837000 N N N N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868848 24030.00000000 NS USD 639198.00000000 0.030839408888 Long EP CORP US N 1 N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BE3 756000.00000000 PA USD 807872.94000000 0.038977474782 Long DBT CORP US N 2 2026-09-15 Fixed 5.87500000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BM2 3525000.00000000 PA USD 2850843.75000000 0.137544760906 Long DBT CORP CA Y 2 2025-03-15 Fixed 7.50000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460W750 72074.00000000 NS USD 1884014.36000000 0.090898108565 Long EP CORP US N 1 N N N AerCap Global Aviation Trust 635400FBSV8LXXNRV758 00773HAA5 1615000.00000000 PA USD 1290788.75000000 0.062276731230 Long DBT CORP US Y 2 2045-06-15 Variable 6.50000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610402 73474.00000000 NS USD 1822889.94000000 0.087949036476 Long EP CORP US N 1 N N N Associated Banc-Corp. 549300N3CIN473IW5094 045487402 11913.00000000 NS USD 304734.54000000 0.014702538307 Long EP CORP US N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AK3 1522000.00000000 PA USD 1619164.48000000 0.078119886882 Long DBT CORP CA Y 2 2029-02-15 Fixed 6.25000000 N N N N N N N/A N/A N/A 930.00000000 NC USD 5055085.10000000 0.243892872572 N/A DE N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long E-Mini Russell 2000 Index RTY N/A 2020-09-18 63662614.90000000 USD 5055085.10000000 N N N Croatia Government Bond 74780000O00QGQ7CER13 EJ6116887 1454000.00000000 PA USD 1620046.80000000 0.078162456207 Long DBT NUSS HR N 2 2023-04-04 Fixed 5.50000000 N N N N N N Saudi Government Bond 635400FMICXSM3SI3H65 AP2859340 200000.00000000 PA USD 258431.20000000 0.012468539398 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505229 187475.00000000 NS USD 5116192.75000000 0.246841135559 Long EP CORP US N 1 N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587800 89324.00000000 NS USD 2340288.80000000 0.112911997877 Long EP CORP US N 1 N N N Turkey Government International Bond 5493000PCHOG3B6S3Q85 900123CK4 326000.00000000 PA USD 291202.76000000 0.014049670031 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.87500000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91086QBF4 1050000.00000000 PA USD 1173947.25000000 0.056639475179 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CS2 1058000.00000000 PA USD 942011.46000000 0.045449260780 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N Republic of Angola Bonds 549300QHR2R3J8JSGK83 ZQ6807718 1140000.00000000 PA USD 937068.60000000 0.045210782436 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N American Financial Group, Inc. 549300AFOM7IVKIU1G39 025932880 23880.00000000 NS USD 632820.00000000 0.030531689292 Long EP CORP US N 1 N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205677AB3 724000.00000000 PA USD 726146.66000000 0.035034424013 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460W735 99750.00000000 NS USD 2573550.00000000 0.124166159380 Long EP CORP US N 1 N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 037411AW5 1626000.00000000 PA USD 1585350.00000000 0.076488438450 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N Kuwait International Government Bond 549300FSC1YD0D9XX589 AM8496425 6750000.00000000 PA USD 7661310.75000000 0.369635535213 Long DBT NUSS KW N 2 2027-03-20 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 36255H3W6 9330000.00000000 PA USD 9359587.76000000 0.451572367175 Long DBT CORP US Y 2 2020-08-26 Fixed 56.50000000 N N N N N N Oaktree Capital Group, LLC 254900T1ODNFOK2L6090 674001409 28059.00000000 NS USD 754225.92000000 0.036389165080 Long EP CORP US N 1 N N N Colombia Government International Bond 549300MHDRBVRF6B9117 195325BK0 3500000.00000000 PA USD 5124000.00000000 0.247217812230 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H824 178692.00000000 NS USD 4463726.16000000 0.215361556532 Long EP CORP US N 1 N N N Popular Capital Trust II N/A 73317H206 15522.00000000 NS USD 388050.00000000 0.018722262302 Long EP CORP US N 1 N N N Freddie Mac REMICs N/A 31397T4E9 52066.27000000 PA USD 9726.12000000 0.000469256461 Long ABS-APCP USGSE US N 2 2038-04-15 Floating 5.82525000 N N N N N N Prudential PLC 5493001Z3ZE83NGK8Y12 G7293H189 8800.00000000 NS USD 244640.00000000 0.011803154875 Long EP CORP GB N 1 N N N J.B. Poindexter & Co., Inc. 549300W6P81HOZZGPQ16 730481AJ7 3958000.00000000 PA USD 4189780.48000000 0.202144489459 Long DBT CORP US Y 2 2026-04-15 Fixed 7.12500000 N N N N N N Russian Foreign Bond - Eurobond 5493004EHVGF71PDBU58 AX8009117 600000.00000000 PA USD 750984.00000000 0.036232752049 Long DBT NUSS RU N 2 2035-03-28 Fixed 5.10000000 N N N N N N EIG Investors Corp. 549300AWVC7LBOKRMB96 26854XAB5 165000.00000000 PA USD 169313.93000000 0.008168895268 Long DBT CORP US N 2 2024-02-01 Fixed 10.87500000 N N N N N N Office Properties Income Trust N/A 38376A202 37014.00000000 NS USD 927570.84000000 0.044752543667 Long EP CORP US N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDE7 561000.00000000 PA USD 621456.17000000 0.029983418178 Long DBT CORP US Y 2 2025-04-01 Fixed 7.50000000 N N N N N N QEP Resources, Inc. Q6JQDZPXKEDQKVK58165 74733VAD2 1398000.00000000 PA USD 818745.69000000 0.039502052743 Long DBT CORP US N 2 2026-03-01 Fixed 5.62500000 N N N N N N NuStar Energy L.P. 5493003BMLTUIEG2LG44 67058H201 27044.00000000 NS USD 520056.12000000 0.025091166319 Long EP CORP US N 1 N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912796XH7 2887000.00000000 PA USD 2886712.60000000 0.139275326602 Long DBT UST US N 2 2020-09-03 None 0.00000000 N N N N N N Fannie Mae REMICs N/A 31392B3D6 23633.63000000 PA USD 4961.52000000 0.000239378633 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 7.07837000 N N N N N N Russian Foreign Bond - Eurobond 5493004EHVGF71PDBU58 LW1929956 1000000.00000000 PA USD 1156449.00000000 0.055795236482 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75000000 N N N N N N Centennial Resource Production, LLC 5493004CTVUMQLRPOE23 15138AAC4 436000.00000000 PA USD 198556.58000000 0.009579766454 Long DBT CORP US Y 2 2027-04-01 Fixed 6.87500000 N N N N N N Holly Energy Partners L.P. / Holly Energy Finance Corp. N/A 435765AH5 647000.00000000 PA USD 640824.39000000 0.030917877384 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N Neuberger Berman Loan Advisers CLO 34 Ltd. 5493009EGZQAPYYVLD80 64132YAJ1 1405000.00000000 PA USD 1397617.57000000 0.067430905150 Long ABS-CBDO CORP KY Y 2 2033-01-20 Floating 2.87175000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746465 95248.00000000 NS USD 2551693.92000000 0.123111668303 Long EP CORP US N 1 N N N EPR Properties 549300YSSXFHMPOWZ492 26884U505 17910.00000000 NS USD 303753.60000000 0.014655210860 Long EP CORP US N 1 N N N Ghanian Government International Bond 213800PP4399SNNXZ126 AS6138877 818000.00000000 PA USD 764523.25000000 0.036885980730 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.62500000 N N N N N N 2020-09-14 AIM Investment Funds (Invesco Investment Funds) Sheri Morris Sheri Morris President XXXX