0001752724-21-187880.txt : 20210826 0001752724-21-187880.hdr.sgml : 20210826 20210826172035 ACCESSION NUMBER: 0001752724-21-187880 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210826 PERIOD START: 20210630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NUVEEN INVESTMENT FUNDS INC CENTRAL INDEX KEY: 0000820892 IRS NUMBER: 411418224 STATE OF INCORPORATION: MD FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05309 FILM NUMBER: 211213352 BUSINESS ADDRESS: STREET 1: 333 WEST WACKER DR. CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 312-917-8146 MAIL ADDRESS: STREET 1: 333 WEST WACKER DR. CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: FIRST AMERICAN INVESTMENT FUNDS INC DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: SECURAL MUTUAL FUNDS INC DATE OF NAME CHANGE: 19910627 0000820892 S000005573 Nuveen Strategic Income Fund C000015185 Class A FCDDX C000015187 Class C FCBCX C000015189 Class I FCBYX C000151934 Class R6 FSFRX NPORT-P 1 primary_doc.xml NPORT-P false 0000820892 XXXXXXXX S000005573 C000151934 C000015187 C000015185 C000015189 Nuveen Investment Funds, Inc. 811-05309 0000820892 549300L93TESPETT4366 333 W. Wacker Dr Chicago 60606 312-917-7700 Nuveen Strategic Income Fund S000005573 D1SNQQOZ05OZW7FW7N26 2021-06-30 2021-06-30 N 719091156.00 56541350.00 662549806.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 44901655.00000000 0.00000000 0.00000000 320133.00000000 USD N M&T BANK CORPORATION 549300WYXDDBYRASEG81 M&T Bank Corp 55261FAH7 1000000.00000000 PA USD 1101240.00000000 0.166212409999 Long DBT CORP US N 2 N/A Fixed 5.12500000 N N N N N N ACRE COMMERCIAL MORTGAGE TRUST N/A ACRE Commercial Mortgage 2021-FL4 Ltd 00489TAJ5 600000.00000000 PA USD 595512.66000000 0.089881946173 Long ABS-MBS CORP KY Y 2 2037-12-18 Variable 2.68250000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BK4 1500000.00000000 PA USD 1627500.00000000 0.245641910277 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2020-1 92536PAE4 1424700.91000000 PA USD 1441104.92000000 0.217508918869 Long ABS-CBDO USGSE US Y 2 2060-01-25 Fixed 2.72400000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Pertamina Persero PT 69370PAL5 1500000.00000000 PA USD 1434212.40000000 0.216468616700 Long DBT CORP ID Y 2 2031-02-09 Fixed 2.30000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 Banco Bilbao Vizcaya Argentaria SA 05946KAG6 1100000.00000000 PA USD 1197625.00000000 0.180759995573 Long DBT CORP ES N 2 N/A Fixed 6.50000000 N N N N Y Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Arge 6.5 12/05/2169 USD XXXX N N N DELEK US HOLDINGS INC 5493003O53JMENV1N385 Delek US Holdings Inc 24664GAE1 246875.00000000 PA USD 248417.97000000 0.037494233301 Long LON CORP US N 2 2025-03-30 Variable 6.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFU3 350000.00000000 PA USD 332471.02000000 0.050180532390 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 Genm Capital Labuan Ltd 37231BAA6 1500000.00000000 PA USD 1493190.00000000 0.225370226732 Long DBT CORP MY Y 2 2031-04-19 Fixed 3.88200000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 Spin Holdco Inc., Term Loan 84850XAK8 770000.00000000 PA USD 772167.55000000 0.116544830744 Long LON CORP US N 2 2028-03-04 Variable 4.75000000 N N N N N N AZURE POWER SOLAR ENERGY 549300N77HEXIINE3X94 Azure Power Solar Energy Pvt Ltd 05502TAA6 600000.00000000 PA USD 636000.00000000 0.095992783371 Long DBT CORP MU Y 2 2024-12-24 Fixed 5.65000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BK0 3500000.00000000 PA USD 3648750.00000000 0.550713314977 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHD4 3662000.00000000 PA USD 3988318.66000000 0.601965108718 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2020-IG3 Mortgage Trust 08162QBA6 1000000.00000000 PA USD 1052194.50000000 0.158809872174 Long ABS-MBS USGSE US Y 2 2048-09-15 Variable 3.65417700 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967HQ7 1000000.00000000 PA USD 1075700.00000000 0.162357605459 Long DBT CORP US N 2 N/A Fixed 6.30000000 N N N N N N Wingstop Funding LLC N/A Wingstop Funding LLC 974153AB4 1496250.00000000 PA USD 1551775.84000000 0.234212707625 Long ABS-O CORP US Y 2 2050-12-05 Fixed 2.84100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WHKM3 2605362.11000000 PA USD 2828241.88000000 0.426872342937 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 Pitney Bowes Inc 724479AQ3 250000.00000000 PA USD 265625.00000000 0.040091325602 Long DBT CORP US Y 2 2029-03-15 Fixed 7.25000000 N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMG4 722000.00000000 PA USD 752239.13000000 0.113536993473 Long DBT CORP US Y 2 2057-12-01 Fixed 3.80000000 N N N N N N VR Funding LLC N/A VR Funding LLC 91835CAC7 227062.50000000 PA USD 228987.58000000 0.034561564719 Long ABS-O CORP US Y 2 2050-11-15 Fixed 6.42000000 N N N N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Corp Trust 2019-PJ1 36257TAD2 156345.54000000 PA USD 158276.75000000 0.023889034238 Long ABS-CBDO USGSE US Y 2 2049-08-25 Variable 4.00000000 N N N N N N MVW Owner Trust N/A MVW 2021-1W LLC 55389TAC5 489959.93000000 PA USD 490635.24000000 0.074052582244 Long ABS-O CORP US Y 2 2041-01-22 Fixed 1.94000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 Republic of Uzbekistan Bond 91822Q2A4 500000.00000000 PA USD 558750.00000000 0.084333282560 Long DBT NUSS UZ Y 2 2029-02-20 Fixed 5.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 Transdigm, Inc., Term Loan E 89364MBQ6 1440220.55000000 PA USD 1421576.89000000 0.214561513281 Long LON CORP US N 2 2025-05-30 Variable 2.35430000 N N N N N N RAYONIER AM PROD INC 549300ZGRDDK1QM6MM16 Rayonier AM Products Inc 75508EAB4 100000.00000000 PA USD 104250.00000000 0.015734666142 Long DBT CORP US Y 2 2026-01-15 Fixed 7.62500000 N N N N N N Capital Automotive LP N/A Cars Net Lease Mortgage Notes Series 2020-1 14576AAC6 498750.00000000 PA USD 511499.40000000 0.077201652670 Long ABS-O CORP US Y 2 2050-12-15 Fixed 3.10000000 N N N N N N SESAC Finance, LLC N/A Sesac Finance LLC 78396YAA1 1473750.00000000 PA USD 1572461.78000000 0.237334878941 Long ABS-O CORP US Y 2 2049-07-25 Fixed 5.21600000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAA8 275000.00000000 PA USD 285304.25000000 0.043061555133 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 Berry Global Inc 08576PAB7 1200000.00000000 PA USD 1200360.00000000 0.181172794728 Long DBT CORP US Y 2 2026-01-15 Fixed 1.57000000 N N N N N N JSM GLOBAL SARL 222100JFIJNVE1XMFY68 JSM Global Sarl 46592BAA0 750000.00000000 PA USD 777855.00000000 0.117403249228 Long DBT CORP LU Y 2 2030-10-20 Fixed 4.75000000 N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAV9 1075000.00000000 PA USD 1090645.44000000 0.164613351347 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N Cantor Commercial Real Estate N/A CF 2020-P1 Mortgage Trust 12529WAN6 49641.24000000 PA USD 52228.09000000 0.007882892656 Long ABS-MBS CORP US Y 2 2025-04-15 Variable 2.84000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370CW8 250000.00000000 PA USD 308217.50000000 0.046519898913 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 Tullow Oil PLC 899415AG8 1325000.00000000 PA USD 1390322.50000000 0.209844224148 Long DBT CORP GB Y 2 2026-05-15 Fixed 10.25000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2020-IG2 Mortgage Trust 08162NAK2 1000000.00000000 PA USD 1038631.30000000 0.156762750602 Long ABS-MBS USGSE US Y 2 2048-09-15 Variable 2.79100000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKE1 550000.00000000 PA USD 535098.59000000 0.080763526780 Long DBT CORP US N 2 2052-02-01 Fixed 3.30000000 N N N N N N SAMSONITE IP HOLDINGS 222100XV7DJLCY8IA009 Samsonite IP Holdings Sarl L8030PAF5 1366762.47000000 PA USD 1349438.76000000 0.203673557486 Long LON CORP LU N 2 2025-04-25 Variable 1.85430000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBF1 1025000.00000000 PA USD 1025097.03000000 0.154719995495 Long DBT CORP CA N 2 2033-08-01 Fixed 2.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 35565TBD0 900000.00000000 PA USD 941844.42000000 0.142154508456 Long ABS-CBDO USGSE US Y 2 2050-11-25 Variable 4.01800000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 LCM Investments Holdings II LLC 50190EAA2 400000.00000000 PA USD 410000.00000000 0.061882140223 Long DBT CORP US Y 2 2029-05-01 Fixed 4.87500000 N N N N N N J.P. Morgan Alternative Loan T N/A JP Morgan Alternative Loan Trust 2007-S1 466275AA2 283427.07000000 PA USD 280136.60000000 0.042281591129 Long ABS-CBDO USGSE US N 2 2047-04-25 Variable 0.37150000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCC3 665000.00000000 PA USD 774216.18000000 0.116854034668 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XBC8 225000.00000000 PA USD 222171.75000000 0.033532837529 Long DBT CORP US Y 2 2029-06-01 Fixed 5.12500000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 State of Israel BJ1411179 550000.00000000 PA USD 622679.25000000 0.093982255275 Long DBT NUSS IL N 2 2060-05-13 Fixed 3.80000000 N N N N N N FILTRATION GROUP CORP 549300ZA0D9WN5ECE978 Filtration Group Corp 31732FAM8 1874655.18000000 PA USD 1861963.76000000 0.281030006067 Long LON CORP US N 2 2025-03-28 Variable 3.10430000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZX9 175000.00000000 PA USD 204222.95000000 0.030823788362 Long DBT CORP US Y 2 2025-05-01 Fixed 7.00000000 N N N N N N REYNOLDS CONSUMER PRODUC 549300DWNZYMOSR1X343 Reynolds Group Holdings, Inc., Term Loan, First Lien 76171JAB7 303200.77000000 PA USD 301249.67000000 0.045468230051 Long LON CORP US N 2 2027-02-04 Variable 1.85430000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 Kennedy-Wilson Inc 489399AM7 300000.00000000 PA USD 308625.00000000 0.046581403723 Long DBT CORP US N 2 2031-03-01 Fixed 5.00000000 N N N N N N Natixis Commercial Mortgage Se N/A Natixis Commercial Mortgage Securities Trust 2019-MILE 63875FAN6 1500000.00000000 PA USD 1473639.75000000 0.222419467435 Long ABS-MBS USGSE US Y 2 2036-07-15 Variable 4.32300000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp Trust 2017-SLP 36255MAN7 1200000.00000000 PA USD 1197006.60000000 0.180666659194 Long ABS-MBS USGSE US Y 2 2032-10-10 Variable 4.74434300 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2016-GC36 17324TAD1 325000.00000000 PA USD 348636.73000000 0.052620456129 Long ABS-MBS USGSE US N 2 2049-02-10 Fixed 3.34900000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 Cayuga Park CLO Ltd 149791AC9 1000000.00000000 PA USD 1000000.00000000 0.150932049325 Long ABS-O CORP KY Y 2 2031-07-17 Variable 2.28975000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Zayo Group Holdings Inc 98919VAA3 500000.00000000 PA USD 496560.00000000 0.074946818413 Long DBT CORP US Y 2 2027-03-01 Fixed 4.00000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 Nigeria Government International Bond 65412JAC7 500000.00000000 PA USD 530000.00000000 0.079993986142 Long DBT NUSS NG Y 2 2027-11-28 Fixed 6.50000000 N N N N N N OMAN SOVEREIGN SUKUK 549300KM6RUZQLK8LU36 Oman Sovereign Sukuk Co 68204LAB0 275000.00000000 PA USD 282139.00000000 0.042583817464 Long DBT CORP OM Y 2 2030-06-15 Fixed 4.87500000 N N N N N N SBA TOWER TRUST N/A SBA Tower Trust 78403DAN0 240000.00000000 PA USD 251776.27000000 0.038001108402 Long DBT CORP US Y 2 2025-01-15 Fixed 2.83600000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAM1 275000.00000000 PA USD 281795.25000000 0.042531934572 Long DBT CORP US Y 2 2026-05-15 Fixed 3.12500000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 Cayuga Park CLO Ltd 149791BB0 500000.00000000 PA USD 500000.00000000 0.075466024662 Long ABS-O CORP KY Y 2 2034-07-17 Variable 1.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 Cemex SAB de CV 151290BW2 450000.00000000 PA USD 507960.00000000 0.076667443775 Long DBT CORP MX Y 2 2027-06-05 Fixed 7.37500000 N N N N N N CD Commercial Mortgage Trust N/A CD 2016-CD1 Mortgage Trust 12514MBG9 705000.00000000 PA USD 703200.14000000 0.106135438216 Long ABS-MBS USGSE US N 2 2049-08-10 Variable 3.63100000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650CX6 658000.00000000 PA USD 755980.62000000 0.114101704227 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128BAN1 2125000.00000000 PA USD 2127975.00000000 0.321179627664 Long DBT CORP US N 2 N/A Fixed 3.65000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBC8 2115000.00000000 PA USD 2358225.00000000 0.355931732021 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 TotalEnergies Capital International SA 89153VAX7 1850000.00000000 PA USD 1883989.03000000 0.284354325205 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N BANCO BTG PACTUAL/CAYMAN ZXLTQRYIK6IJH3R0IK66 Banco BTG Pactual SA/Cayman Islands 05971AAG6 2000000.00000000 PA USD 1949000.00000000 0.294166564136 Long DBT CORP BR Y 2 2026-01-11 Fixed 2.75000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A Ferrellgas LP / Ferrellgas Finance Corp 315289AA6 800000.00000000 PA USD 793000.00000000 0.119689115115 Long DBT CORP US Y 2 2026-04-01 Fixed 5.37500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JX21 1225000.00000000 PA USD 1255012.50000000 0.189421608554 Long DBT NUSS EG Y 2 2032-01-15 Fixed 7.05290000 N N N N N N SUTTER RE LTD N/A Sutter Re Ltd 86944RAC2 250000.00000000 PA USD 255725.00000000 0.038597098313 Long DBT CORP BM Y 2 2022-06-06 Variable 5.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BH1 815000.00000000 PA USD 918993.93000000 0.138705637172 Long DBT CORP GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N AMENTUM GOVERNMENT SERVI 5493008CT6B5L54YSE94 Amentum Government Services Holdings LLC 57776DAB9 990000.00000000 PA USD 990123.75000000 0.149441406673 Long LON CORP US N 2 2027-01-31 Variable 3.60430000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC 233046AK7 649432.50000000 PA USD 685365.60000000 0.103443634545 Long ABS-O CORP US Y 2 2049-05-20 Fixed 4.02100000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 Serbia International Bond 817477AF9 600000.00000000 PA USD 568500.00000000 0.085804870041 Long DBT NUSS RS Y 2 2030-12-01 Fixed 2.12500000 N N N N N N ENFRAGEN ENERGIA SUR SA N/A EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA 29280LAA1 1000000.00000000 PA USD 995000.00000000 0.150177389079 Long DBT CORP ES Y 2 2030-12-30 Fixed 5.37500000 N N N N N N CD Commercial Mortgage Trust N/A CD 2016-CD1 Mortgage Trust 12514MBE4 500000.00000000 PA USD 525671.25000000 0.079340639034 Long ABS-MBS USGSE US N 2 2049-08-10 Fixed 2.92600000 N N N N N N Cantor Commercial Real Estate N/A CF 2020-P1 Mortgage Trust 12529WAC0 750000.00000000 PA USD 800427.53000000 0.120810167439 Long ABS-MBS CORP US Y 2 2052-04-15 Variable 10.01000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAK0 400000.00000000 PA USD 411000.00000000 0.062033072272 Long DBT CORP CA Y 2 2025-08-01 Fixed 3.75000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 Staples Inc 855030AN2 100000.00000000 PA USD 103573.50000000 0.015632560610 Long DBT CORP US Y 2 2026-04-15 Fixed 7.50000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc C7052BAH7 248750.00000000 PA USD 249181.58000000 0.037609486523 Long LON CORP CA N 2 2025-05-30 Variable 3.50000000 N N N N N N ARDAGH METAL PACKAGING N/A Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 03969YAA6 200000.00000000 PA USD 199420.66000000 0.030098968891 Long DBT CORP N/A Y 2 2028-09-01 Fixed 3.25000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 084659AV3 1025000.00000000 PA USD 1161844.79000000 0.175359615153 Long DBT CORP US N 2 2030-07-15 Fixed 3.70000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XDS0 255146.75000000 PA USD 265227.06000000 0.040031263702 Long ABS-CBDO USGSE US N 2 2029-04-25 Variable 4.34150000 N N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 Zions Bancorp NA 98971DAB6 1500000.00000000 PA USD 1572057.48000000 0.237273857114 Long DBT CORP US N 2 2029-10-29 Fixed 3.25000000 N N N N N N ULTRA CLEAN HOLDINGS INC 5493007L6LS7QX18PE75 Ultra Clean Holdings Inc 90385YAD3 897785.74000000 PA USD 900775.37000000 0.135955872576 Long LON CORP US N 2 2025-08-27 Variable 3.85430000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 Hertz Vehicle Financing LLC 42806MAC3 750000.00000000 PA USD 749501.40000000 0.113123782274 Long ABS-O CORP US Y 2 2025-12-26 Fixed 2.05000000 N N N N N N URSA RE II LTD N/A Ursa Re II Ltd 91734PAA4 500000.00000000 PA USD 518550.00000000 0.078265814177 Long ABS-O CORP BM Y 2 2023-12-07 Variable 3.79056000 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 Ahead DB Holdings LLC 00867FAA6 325000.00000000 PA USD 336225.50000000 0.050747203750 Long DBT CORP US Y 2 2028-05-01 Fixed 6.62500000 N N N N N N Driven Brands Funding, LLC N/A DRIVEN BRANDS FUNDING LLC 26209XAA9 1985000.00000000 PA USD 2078314.85000000 0.313684319454 Long ABS-O CORP US Y 2 2050-07-20 Fixed 3.78600000 N N N N N N AFRICAN EXPORT-IMPORT BA 21380068LJCDYA42GJ76 African Export-Import Bank/The 00831TAB7 375000.00000000 PA USD 379578.00000000 0.057290485418 Long DBT NUSS N/A Y 2 2026-05-17 Fixed 2.63400000 N N N N N N CAMELOT FINANCE SA N/A Thomson Reuters IP & S, Term Loan B L2000AAC4 320125.00000000 PA USD 319164.63000000 0.048172171678 Long LON CORP LU N 2 2026-10-31 Variable 3.10430000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746TD3 3500000.00000000 PA USD 3623550.00000000 0.546909827334 Long DBT CORP US N 2 N/A Fixed 3.90000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 Energean Israel Finance Ltd BO3321847 326000.00000000 PA USD 333711.01000000 0.050367686621 Long DBT CORP IL Y 2 2026-03-30 Fixed 4.87500000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 OCP SA 67091TAD7 325000.00000000 PA USD 328087.50000000 0.049518918733 Long DBT CORP MA Y 2 2031-06-23 Fixed 3.75000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 Lifepoint Health, Inc., New Term Loan B 75915TAD4 1153066.53000000 PA USD 1151740.50000000 0.173834553956 Long LON CORP US N 2 2025-11-16 Variable 3.85430000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PBB6 850000.00000000 PA USD 1093312.50000000 0.165015896178 Long DBT NUSS QA Y 2 2049-03-14 Fixed 4.81700000 N N N N N N Start Ltd. 549300VIQYFIDJQCKZ43 Start Ltd/Bermuda 85572RAA7 1023731.40000000 PA USD 1028830.61000000 0.155283512376 Long ABS-O CORP US Y 2 2043-05-15 Fixed 4.08900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J9VU2 1438523.08000000 PA USD 1558790.49000000 0.235271443125 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 Quikrete Holdings, Inc., Term Loan B 74839XAF6 980050.24000000 PA USD 972699.86000000 0.146811583248 Long LON CORP US N 2 2027-01-31 Variable 2.60430000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A LUNAR AIRCRAFT 2020-1 LTD 55037LAB0 308365.08000000 PA USD 286649.89000000 0.043264655336 Long ABS-O CORP US Y 2 2045-02-15 Fixed 4.33500000 N N N N N N NEUSTAR INC N/A NeuStar Inc 64127UAY3 1770324.43000000 PA USD 1736582.05000000 0.262105887628 Long LON CORP US N 2 2024-08-08 Variable 5.50000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 03522AAJ9 500000.00000000 PA USD 632875.02000000 0.095521123735 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QBMJ4 252285.15000000 PA USD 269117.10000000 0.040618395411 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N BRITISH AIR 20-1 A PPT N/A British Airways 2020-1 Class A Pass Through Trust 11044MAA4 444511.53000000 PA USD 478367.97000000 0.072201058043 Long ABS-O CORP US Y 2 2032-11-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31403DAZ2 107126.24000000 PA USD 117638.33000000 0.017755394226 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Colony American Finance Ltd N/A Corevest American Finance 2020-1 Trust 21872UAA2 430935.36000000 PA USD 437773.70000000 0.066074081681 Long ABS-O CORP US Y 2 2050-03-15 Fixed 1.83200000 N N N N N N J2 GLOBAL 5493008OJYGLHD7MXA18 J2 Global Inc 48123VAF9 325000.00000000 PA USD 336472.50000000 0.050784483966 Long DBT CORP US Y 2 2030-10-15 Fixed 4.62500000 N N N N N N Fannie Mae or Freddie Mac N/A Fannie Mae or Freddie Mac 01F022683 7000000.00000000 PA USD 7226406.25000000 1.090696304573 Long ABS-O USGSE US N 2 2051-08-25 Fixed 2.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCB3 1200000.00000000 PA USD 1438217.20000000 0.217073069371 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Capital Automotive LP N/A Cars Net Lease Mortgage Notes Series 2020-1 14576AAE2 1250000.00000000 PA USD 1358773.25000000 0.205082431191 Long ABS-O CORP US Y 2 2050-12-15 Fixed 4.69000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MG3 3000000.00000000 PA USD 3139800.00000000 0.473896448473 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N Tricon American Homes N/A Tricon American Homes 2020-SFR1 Trust 89613GAD8 500000.00000000 PA USD 506416.25000000 0.076434442424 Long ABS-O CORP US Y 2 2038-07-17 Fixed 2.54800000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 UKG Inc 90385KAG6 124064.06000000 PA USD 124368.64000000 0.018771213707 Long LON CORP US N 2 2026-05-03 Variable 4.00000000 N N N N N N CHOBANI LLC 549300ISVDMZ91KNTR38 Chobani LLC 17026YAH2 198500.00000000 PA USD 199306.90000000 0.030081798861 Long LON CORP US N 2 2027-10-23 Variable 4.50000000 N N N N N N AgriBank FCB I0JS1G88CFNZT8P31C22 AgriBank FCB 00850L203 14600.00000000 NS USD 1591400.00000000 0.240193263297 Long EP CORP US N 2 N N N UNITI GROUP/CSL CAPITAL N/A Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC 91327BAB6 375000.00000000 PA USD 374062.50000000 0.056458019700 Long DBT CORP US Y 2 2028-04-15 Fixed 4.75000000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2018-R07 20753QCB3 394618.06000000 PA USD 394991.49000000 0.059616875051 Long ABS-CBDO USGSE US Y 2 2031-04-25 Variable 2.61617000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 Bermuda Government International Bond 085209AG9 200000.00000000 PA USD 199500.00000000 0.030110943840 Long DBT NUSS BM Y 2 2030-08-20 Fixed 2.37500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GVR2 2295000.00000000 PA USD 2565600.24000000 0.387231301973 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 Bermuda Government International Bond 085209AF1 230000.00000000 PA USD 267536.00000000 0.040379756748 Long DBT NUSS BM Y 2 2029-02-15 Fixed 4.75000000 N N N N N N Bank N/A BANK 2019-BNK21 06540BAJ8 1000000.00000000 PA USD 908785.00000000 0.137164782446 Long ABS-MBS USGSE US Y 2 2052-10-17 Fixed 2.50000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 Pakistan Government International Bond 695847AR4 665000.00000000 PA USD 735549.85000000 0.111018046241 Long DBT NUSS PK Y 2 2025-09-30 Fixed 8.25000000 N N N N N Apidos CLO 549300AVJUID3QNR9M59 Apidos CLO XXIX 03767MAG3 1000000.00000000 PA USD 999454.00000000 0.150849640426 Long ABS-O CORP KY Y 2 2030-07-25 Variable 1.72575000 N N N N N N COMM Mortgage Trust N/A COMM 2015-CCRE24 Mortgage Trust 12593JBJ4 1000000.00000000 PA USD 1097311.90000000 0.165619533816 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 4.52539000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAR4 1420000.00000000 PA USD 1641255.81000000 0.247718102871 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 Cemex SAB de CV 151290CA9 625000.00000000 PA USD 645125.00000000 0.097370038321 Long DBT CORP MX Y 2 N/A Fixed 5.12500000 N N N N N N CME Group Inc N/A US ULTRA BOND CBT Sep21 N/A 50.00000000 NC USD 9634375.00000000 1.454135962723 N/A DIR US N 1 N/A N/A Long CME Group Inc US ULTRA BOND CBT Sep21 2021-09-21 9284475.00000000 USD 349900.00000000 N N N DT Auto Owner Trust N/A DT Auto Owner Trust 2021-1 23344GAJ0 1250000.00000000 PA USD 1244064.00000000 0.187769129012 Long ABS-O CORP US Y 2 2028-01-18 Fixed 2.38000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2015-2 64829EAK0 130475.86000000 PA USD 138467.36000000 0.020899162409 Long ABS-CBDO CORP US Y 2 2055-08-25 Variable 5.49031900 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00912XBJ2 750000.00000000 PA USD 777187.50000000 0.117302502085 Long DBT CORP US N 2 N/A Fixed 4.65000000 N N N N N N AMER AIRLINE 16-1 AA PTT N/A American Airlines 2016-1 Class AA Pass Through Trust 02376UAA3 785620.19000000 PA USD 800030.51000000 0.120750244397 Long ABS-O CORP US N 2 2028-01-15 Fixed 3.57500000 N N N N N N DELL INTERNATIONAL LLC N/A Dell International LLC 24702NBF6 330855.24000000 PA USD 331164.59000000 0.049983350232 Long LON CORP US N 2 2025-09-19 Variable 2.00000000 N N N N N N Sonic Capital LLC N/A Sonic Capital LLC 83546DAG3 1909091.67000000 PA USD 2015790.80000000 0.304247436456 Long ABS-O CORP US Y 2 2050-01-20 Fixed 3.84500000 N N N N N N ULKER BISKUVI SANAYI AS 7890009HEU9BS7J3DA93 Ulker Biskuvi Sanayi AS 903742AA2 575000.00000000 PA USD 623668.00000000 0.094131489338 Long DBT CORP TR Y 2 2025-10-30 Fixed 6.95000000 N N N N N Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2020A 549300C8XO7EXTX2XU71 Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2020A 64990GY48 2540000.00000000 PA USD 2602788.80000000 0.392844247546 Long DBT MUN US N 2 2033-07-01 Fixed 2.51200000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 Adient Global Holdings Ltd 00687YAA3 600000.00000000 PA USD 617538.00000000 0.093206275876 Long DBT CORP JE Y 2 2026-08-15 Fixed 4.87500000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2020-B18 Mortgage Trust 08163ABR3 1500000.00000000 PA USD 1521479.10000000 0.229639958569 Long ABS-MBS USGSE US Y 2 2053-07-15 Fixed 4.13900000 N N N N N N INVEST ENERGY RES LTD 254900A71Y7WHN7L5K89 Investment Energy Resources Ltd 46143NAB6 550000.00000000 PA USD 594687.50000000 0.089757403083 Long DBT CORP BM Y 2 2029-04-26 Fixed 6.25000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AV8 1345000.00000000 PA USD 1592152.73000000 0.240306874378 Long DBT CORP US N 2 2026-06-30 Fixed 5.87500000 N N N N N N VIVINT SOLAR FINANCING LLC N/A Vivint Solar Financing V LLC 92854VAB1 1345906.78000000 PA USD 1428187.58000000 0.215559278271 Long ABS-O CORP US Y 2 2048-04-30 Fixed 7.37000000 N N N N N N SANDERS RE LTD 549300R7FVCRRNP5EE19 Sanders Re Ltd 80000RAJ1 250000.00000000 PA USD 218750.00000000 0.033016385790 Long ABS-O CORP BM Y 2 2022-04-07 Variable 5.54056000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XCT9 282288.41000000 PA USD 298202.45000000 0.045008306892 Long ABS-CBDO USGSE US N 2 2028-10-25 Variable 5.99150000 N N N N N N Octagon Credit Partners 46, LT N/A Octagon Investment Partners 46 Ltd 67577VAC7 1000000.00000000 PA USD 1000120.00000000 0.150950161171 Long ABS-O CORP KY Y 2 2033-07-15 Variable 2.38375000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJF7 1225000.00000000 PA USD 1191003.56000000 0.179760608065 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 Akbank TAS 00971YAG5 750000.00000000 PA USD 790485.00000000 0.119309521011 Long DBT CORP TR Y 2 2026-02-06 Fixed 6.80000000 N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AV4 250000.00000000 PA USD 251875.00000000 0.038016009923 Long DBT CORP US Y 2 2029-05-01 Fixed 4.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCE1 375000.00000000 PA USD 390455.21000000 0.058932205015 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N CIFC Funding Ltd N/A CIFC Funding 2020-II Ltd 12547LAE8 700000.00000000 PA USD 700884.10000000 0.105785873552 Long ABS-O CORP KY Y 2 2032-08-24 Variable 2.38825000 N N N N N N LG CHEM LTD 988400IES4EIG7O06940 LG Chem Ltd 501955AC2 1000000.00000000 PA USD 991415.12000000 0.149636315794 Long DBT CORP KR Y 2 2026-07-07 Fixed 1.37500000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 Assurant Inc 04621X306 49000.00000000 NS USD 1324960.00000000 0.199978928074 Long EP CORP US N 1 N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 Grupo Televisa SAB 40049JBE6 500000.00000000 PA USD 632263.79000000 0.095428869539 Long DBT CORP MX N 2 2049-05-24 Fixed 5.25000000 N N N N N NOVA CHEMICALS CORP 5493007M1XGU5E55ZJ25 NOVA Chemicals Corp 66977WAP4 1350000.00000000 PA USD 1444500.00000000 0.218021345251 Long DBT CORP CA Y 2 2025-05-01 Fixed 5.00000000 N N N N N N JPMBB Commercial Mortgage Secu N/A JPMBB Commercial Mortgage Securities Trust 2014-C22 46642NBK1 1600000.00000000 PA USD 1582108.48000000 0.238790875142 Long ABS-MBS USGSE US N 2 2047-09-15 Variable 4.70473900 N N N N N N USA COM PART/USA COM FIN N/A USA Compression Partners LP / USA Compression Finance Corp 91740PAF5 975000.00000000 PA USD 1041573.00000000 0.157206747412 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 Ally Financial Inc 02005NBM1 1500000.00000000 PA USD 1553550.00000000 0.234480485230 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N INDIA GREEN ENERGY HLDNG 2549005BFUXXT5HWAG36 India Green Energy Holdings 45410FAA3 750000.00000000 PA USD 784875.00000000 0.118462792214 Long DBT CORP MU Y 2 2024-04-29 Fixed 5.37500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 Western Digital, Term Loan B 95810DAR2 1291357.23000000 PA USD 1292855.20000000 0.195133284817 Long LON CORP US N 2 2023-04-29 Variable 1.84250000 N N N N N N UNITED AIR 2020-1 A PTT N/A United Airlines 2020-1 Class A Pass Through Trust 90931GAA7 1284727.50000000 PA USD 1425510.38000000 0.215155202988 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 3136FCC79 275.77000000 PA USD 9.63000000 0.000001453475 Long ABS-CBDO USGSE US N 2 2024-09-25 Fixed 5.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAH2 2600000.00000000 PA USD 2631200.00000000 0.397132408186 Long DBT CORP ES N 2 N/A Fixed 4.75000000 N N N N Y Banco Santander SA Banco Santander SA 4.75 08/12/2169 USD XXXX N N PACTIV EVERGREEN GROUP 5493002QNV81KCX40V06 Reynolds Group Holdings, Inc., Term Loan 76173FAW7 248750.00000000 PA USD 247483.86000000 0.037353246164 Long LON CORP US N 2 2026-02-05 Variable 3.35430000 N N N N N N COTY INC 549300BO9IWPF3S48F93 Coty Inc 222070AE4 675000.00000000 PA USD 684436.50000000 0.103303403578 Long DBT CORP US Y 2 2026-04-15 Fixed 5.00000000 N N N N N N BRITISH AIR 20-1 B PPT N/A British Airways 2020-1 Class B Pass Through Trust 11042WAA4 431624.81000000 PA USD 498966.91000000 0.075310098272 Long ABS-O CORP US Y 2 2028-11-15 Fixed 8.37500000 N N N N N N CITY BREWING CO LLC N/A City Brewing Co LLC 17776EAB1 400000.00000000 PA USD 402500.00000000 0.060750149853 Long LON CORP US N 2 2028-04-05 Variable 4.25000000 N N N N N N UNIVAR USA INC 5493008FTB9VZW6CVA82 Univar Solutions USA Inc/Washington 91335PAJ8 456303.50000000 PA USD 456018.31000000 0.068827778058 Long LON CORP US N 2 2028-06-03 Variable 0.00000000 N N N N N N MACQUARIE BANK LONDON 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd/London 556079AB7 2000000.00000000 PA USD 2187500.00000000 0.330163857900 Long DBT CORP AU Y 2 N/A Fixed 6.12500000 N N N N Y Macquarie Bank Ltd/London Macquarie Bank Ltd/London 6.125 09/08/2169 USD XXXX N N PRIME SECSRVC BRW/FINANC N/A Prime Security Services Borrower LLC / Prime Finance Inc 74166MAE6 375000.00000000 PA USD 398906.25000000 0.060207737801 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N Applebees/IHOP Funding LLC N/A Applebee's Funding LLC / IHOP Funding LLC 03789XAD0 1339875.00000000 PA USD 1373278.08000000 0.207271674908 Long ABS-O CORP US Y 2 2049-06-07 Fixed 4.19400000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I PLC 92858RAB6 1285000.00000000 PA USD 1304275.00000000 0.196856898634 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.75000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A Archrock Partners LP / Archrock Partners Finance Corp 03959KAC4 550000.00000000 PA USD 574150.50000000 0.086657711586 Long DBT CORP US Y 2 2028-04-01 Fixed 6.25000000 N N N N N N REPUBLIC OF IRAQ N/A Iraq International Bond 462652AA6 437500.00000000 PA USD 423189.38000000 0.063872840376 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 Adams Outdoor Advertising LP 006346AS9 1413138.35000000 PA USD 1514374.45000000 0.228567639185 Long ABS-O CORP US Y 2 2048-11-15 Fixed 4.81000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAN4 145000.00000000 PA USD 156701.50000000 0.023651278527 Long DBT CORP US Y 2 2025-06-15 Fixed 7.12500000 N N N N N N Natixis Commercial Mortgage Se N/A Natixis Commercial Mortgage Securities Trust 2019-1776 63875BAJ4 1000000.00000000 PA USD 1002118.00000000 0.151251723406 Long ABS-MBS USGSE US Y 2 2036-10-15 Fixed 3.90170000 N N N N N N ULTRATECH CEMENT LTD 335800PC9O9B4BQHG814 UltraTech Cement Ltd 90403YAA7 750000.00000000 PA USD 725047.50000000 0.109432905033 Long DBT CORP IN Y 2 2031-02-16 Fixed 2.80000000 N N N N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345MAB3 225000.00000000 PA USD 229902.75000000 0.034699693203 Long DBT CORP US Y 2 2031-06-15 Fixed 4.37500000 N N N N N N STATE STR NAVIGATOR SECS L TR N/A State Street Navigator Securities Lending Government Money Market Portfolio 857509301 7602983.06000000 NS USD 7602983.06000000 1.147533814235 Long STIV RF US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4HN9 238114.44000000 PA USD 275335.93000000 0.041557016167 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KA8 1210000.00000000 PA USD 1382420.23000000 0.208651518343 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AN9 575000.00000000 PA USD 694030.75000000 0.104751483392 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31374CRV0 170102.19000000 PA USD 176500.18000000 0.026639533873 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 Volcan Cia Minera SAA 92863UAB2 450000.00000000 PA USD 445500.00000000 0.067240227974 Long DBT CORP PE Y 2 2026-02-11 Fixed 4.37500000 N N N N N KRONOS ACQ / KIK CUSTOM N/A Kronos Acquisition Holdings Inc / KIK Custom Products Inc 50106GAE2 100000.00000000 PA USD 101500.00000000 0.015319603006 Long DBT CORP US Y 2 2026-12-31 Fixed 5.00000000 N N N N N N Apollo Aviation Securitization N/A AASET 2020-1 Trust 00255UAB1 651371.60000000 PA USD 457051.30000000 0.068983689356 Long ABS-O CORP US Y 2 2040-01-16 Fixed 4.33500000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 3137G1CF2 187494.52000000 PA USD 187565.88000000 0.028309702651 Long ABS-CBDO USGSE US Y 2 2047-09-25 Variable 4.03591500 N N N N N N OQ SAOC 549300YK417GKI6EQ392 OQ SAOC 67624L2A5 500000.00000000 PA USD 502532.00000000 0.075848184611 Long DBT CORP OM Y 2 2028-05-06 Fixed 5.12500000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 DAE Funding LLC 23371DAJ3 250000.00000000 PA USD 249492.50000000 0.037656414316 Long DBT CORP US Y 2 2024-08-01 Fixed 1.55000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCY0 2845000.00000000 PA USD 3080427.53000000 0.464935239902 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N One Bryant Park Trust N/A One Bryant Park Trust 2019-OBP 68236JAA9 1150000.00000000 PA USD 1190780.27000000 0.179726906447 Long ABS-MBS USGSE US Y 2 2054-09-15 Fixed 2.51641000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 Banco Mercantil del Norte SA/Grand Cayman 05971PAA6 980000.00000000 PA USD 1053500.00000000 0.159006913964 Long DBT CORP MX Y 2 N/A Fixed 6.75000000 N N N N Y Banco Mercantil del Norte SA/Grand Cayman Banco Mercantil del Norte 6.75 09/27/2169 USD XXXX N N N IVORY COAST 254900ICW11T82O6H590 Ivory Coast Government International Bond 221625AK2 1505672.01000000 PA USD 1506515.19000000 0.227381424967 Long DBT NUSS CI Y 2 2032-12-31 Fixed 5.75000000 N Y N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 Cemex SAB de CV 151290BZ5 500000.00000000 PA USD 508250.00000000 0.076711214069 Long DBT CORP MX Y 2 2031-07-11 Fixed 3.87500000 N N N N N N BLOUNT INTERNATIONAL INC N/A Blount International Inc 09518DAH0 750000.00000000 PA USD 753281.25000000 0.113694282781 Long LON CORP US N 2 2023-04-12 Variable 4.75000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 Brixmor Operating Partnership LP 11120VAK9 540000.00000000 PA USD 539354.64000000 0.081405901128 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N GOVERNMENT OF JAMAICA 529900Y93KNSXZI8KK56 Jamaica Government International Bond 470160CA8 420000.00000000 PA USD 489825.00000000 0.073930291061 Long DBT NUSS JM N 2 2028-04-28 Fixed 6.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABF1 1010000.00000000 PA USD 1128998.20000000 0.170402012011 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N CHANGE HEALTHCARE HOLDINGS 549300GHXFJ3EKF50583 Emdeon, Inc., Term Loan 15911AAC7 1169538.18000000 PA USD 1169602.50000000 0.176530502221 Long LON CORP US N 2 2024-03-01 Variable 3.50000000 N N N N N N Oportun Funding LLC N/A Oportun Funding XIV LLC 68377BAC1 500000.00000000 PA USD 499221.65000000 0.075348546702 Long ABS-O CORP US Y 2 2028-03-08 Fixed 3.44000000 N N N N N N TK ELEVATOR MIDCO GMBH 549300C2AFWPAYWS5574 Vertical US Newco Inc N/A 422877.65000000 PA USD 424023.65000000 0.063998758457 Long LON CORP US N 2 2027-07-31 Variable 4.47760000 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 Ingram Micro Inc N/A 400000.00000000 PA USD 401188.00000000 0.060552127004 Long LON CORP US N 2 2028-04-01 Variable 0.00000000 N N N N N N Capital Automotive Reit N/A CARS-DB4 LP 12510HAH3 1150000.00000000 PA USD 1185299.48000000 0.178899679581 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.52000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 MEG Energy Corp 552704AF5 1000000.00000000 PA USD 1042500.00000000 0.157346661422 Long DBT CORP CA Y 2 2029-02-01 Fixed 5.87500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBL4 1502000.00000000 PA USD 1588747.30000000 0.239792885849 Long DBT CORP US Y 2 2034-04-15 Fixed 3.46900000 N N N N N N PRIME SECSRVC BRW/FINANC N/A Prime Security Services Borrower LLC / Prime Finance Inc 74166MAF3 125000.00000000 PA USD 121250.00000000 0.018300510980 Long DBT CORP US Y 2 2027-08-31 Fixed 3.37500000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 PolyOne Corp 73179YAK3 2442010.87000000 PA USD 2447358.87000000 0.369384889684 Long LON CORP US N 2 2026-01-30 Variable 1.85430000 N N N N N N Purchasing Power Funding N/A Purchasing Power Funding 2021-A LLC 74615JAD2 250000.00000000 PA USD 249794.98000000 0.037702068242 Long ABS-O CORP US Y 2 2025-10-15 Fixed 4.37000000 N N N N N N SBA TOWER TRUST N/A SBA Tower Trust 78403DAT7 500000.00000000 PA USD 499879.25000000 0.075447799617 Long DBT CORP US Y 2 2026-11-15 Fixed 1.63100000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XBU7 171142.86000000 PA USD 181435.63000000 0.027384451456 Long ABS-CBDO USGSE US N 2 2028-08-25 Variable 7.04150000 N N N N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345MAA5 270000.00000000 PA USD 274139.10000000 0.041376376163 Long DBT CORP US Y 2 2029-06-15 Fixed 4.12500000 N N N N N N PROMETRIC HOLDINGS INC 54930034OH1XQT27TX40 Prometric Holdings Inc 80358TAC0 244987.56000000 PA USD 242170.20000000 0.036551244571 Long LON CORP US N 2 2025-01-29 Variable 4.00000000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 Rackspace Technology Global Inc 75009XAB6 748125.00000000 PA USD 744997.84000000 0.112444050734 Long LON CORP US N 2 2028-02-09 Variable 3.50000000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC 2021-NQM1 126407AD7 1000000.00000000 PA USD 1001348.40000000 0.151135566101 Long ABS-CBDO USGSE US Y 2 2065-05-25 Variable 2.13000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 37443GAB7 2200000.00000000 PA USD 2228850.80000000 0.336405018885 Long DBT NUSS GH Y 2 2032-03-26 Fixed 8.12500000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAE7 250000.00000000 PA USD 250005.00000000 0.037733766991 Long DBT CORP US Y 2 2029-02-01 Fixed 4.12500000 N N N N N N Bojangles Issuer, LLC N/A Bojangles Issuer LLC 09748RAA6 1000000.00000000 PA USD 1042680.00000000 0.157373829191 Long ABS-O CORP US Y 2 2050-10-20 Fixed 3.83200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGA1 1105000.00000000 PA USD 1198637.24000000 0.180912775031 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N SIERRACOL ENRGY ANDINA N/A SierraCol Energy Andina LLC 82653LAA9 1000000.00000000 PA USD 1012200.00000000 0.152773420327 Long DBT CORP US Y 2 2028-06-15 Fixed 6.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DG7 2625000.00000000 PA USD 2650090.35000000 0.399983567424 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N CF Hippolyta Issuer LLC N/A CF Hippolyta LLC 12530MAD7 715784.14000000 PA USD 724996.57000000 0.109425218064 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.60000000 N N N N N N Hardee's Funding LLC and Carls N/A Hardee's Funding LLC 411707AH5 1492500.00000000 PA USD 1579393.35000000 0.238381075007 Long ABS-O CORP US Y 2 2050-12-20 Fixed 3.98100000 N N N N N N SIERRA LTD 549300GLWBBA2QVWUQ65 Sierra Ltd 826359AA9 500000.00000000 PA USD 505200.00000000 0.076250871319 Long ABS-O CORP BM Y 2 2022-12-28 Variable 3.29056000 N N N N N N GATES GLOBAL/GATES CORP N/A Gates Global LLC / Gates Corp 36740LAA0 750000.00000000 PA USD 785636.25000000 0.118577689237 Long DBT CORP US Y 2 2026-01-15 Fixed 6.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAT8 350000.00000000 PA USD 384919.50000000 0.058096688960 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38144GAE1 2000000.00000000 PA USD 2035600.00000000 0.307237279607 Long DBT CORP US N 2 N/A Fixed 3.80000000 N N N N N PANAMA BONOS DEL 549300SHS4T08CL0LP14 Panama Bonos del Tesoro BQ2336940 600000.00000000 PA USD 598687.50000000 0.090361131280 Long DBT NUSS PA N 2 2031-06-30 Fixed 3.36200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EHJ94 202.58000000 PA USD 204.11000000 0.000030806740 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 5.50000000 N N N N N N SUPERIOR PLUS/GEN PRTNR N/A Superior Plus LP / Superior General Partner Inc 86828LAC6 275000.00000000 PA USD 283255.50000000 0.042752333097 Long DBT CORP CA Y 2 2029-03-15 Fixed 4.50000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 Avantor Funding Inc 05352TAA7 300000.00000000 PA USD 316731.00000000 0.047804858915 Long DBT CORP US Y 2 2028-07-15 Fixed 4.62500000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 Perusahaan Penerbit SBSN Indonesia III 71567PAK6 850000.00000000 PA USD 969246.50000000 0.146290360546 Long DBT NUSS ID Y 2 2028-03-01 Fixed 4.40000000 N N N N N N ARTERRA WINES CANADA INC 5493000SZ7NOM4G34E58 Arterra Wines Canada Inc N/A 223875.00000000 PA USD 224645.13000000 0.033906149841 Long LON CORP CA N 2 2027-11-25 Variable 4.25000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 NSTAR Electric Co 67021CAP2 430000.00000000 PA USD 494680.31000000 0.074663112949 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N GOPHER RESOURCE LLC 549300BTDNOXC3JSII89 Gopher Resource LLC 26828KAB6 1480476.79000000 PA USD 1326262.93000000 0.200175581969 Long LON CORP US N 2 2025-01-28 Variable 4.25000000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 Equate Petrochemical BV 29441WAD7 500000.00000000 PA USD 505000.00000000 0.076220684909 Long DBT CORP NL Y 2 2028-04-28 Fixed 2.62500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAF0 1000000.00000000 PA USD 1101250.00000000 0.166213919320 Long DBT CORP CH Y 2 N/A Fixed 7.00000000 N N N N Y UBS Group AG UBS Group AG 7 07/31/2169 USD XXXX N N N PETSMART INC/PETSMART FI N/A PetSmart Inc / PetSmart Finance Corp 71677KAA6 100000.00000000 PA USD 103875.00000000 0.015678066623 Long DBT CORP US Y 2 2028-02-15 Fixed 4.75000000 N N N N N N CAELUS RE VI LTD N/A Caelus Re VI Ltd 12765MAA9 750000.00000000 PA USD 767550.00000000 0.115847894460 Long ABS-O CORP KY Y 2 2023-06-07 Variable 5.54056000 N N N N N N MAGIC MERGECO INC N/A Magic Mergeco Inc 55916AAA2 375000.00000000 PA USD 384723.75000000 0.058067144011 Long DBT CORP US Y 2 2028-05-01 Fixed 5.25000000 N N N N N N CALRIV SCI HLD CORP N/A Clarivate Science Holdings Corp 18064PAA7 470000.00000000 PA USD 474281.70000000 0.071584308938 Long DBT CORP US Y 2 2028-06-30 Fixed 3.87500000 N N N N N N CF Hippolyta Issuer LLC N/A CF Hippolyta LLC 12530MAC9 1431568.26000000 PA USD 1455140.61000000 0.219627354324 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.28000000 N N N N N N UEP PENONOME II SA 549300DS6G5XB230S845 UEP Penonome II SA 90363PAA4 670460.06000000 PA USD 683875.97000000 0.103218801636 Long DBT CORP PA Y 2 2038-10-01 Fixed 6.50000000 N N N N N N Settlement Fee Finance LLC N/A Settlement Fee Finance 2019-1 LLC 81784RAA0 2359078.70000000 PA USD 2337846.99000000 0.352856037210 Long ABS-O CORP US Y 3 2049-11-01 Fixed 3.84000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565AAR4 2010000.00000000 PA USD 2236756.10000000 0.337598182015 Long DBT CORP FR Y 2 2026-05-12 Fixed 4.37500000 N N N N N N CURO GROUP HOLDINGS CORP 54930007KH8KCGJ4YE72 Curo Group Holdings Corp 23131LAA5 1000000.00000000 PA USD 1035000.00000000 0.156214671052 Long DBT CORP US Y 2 2025-09-01 Fixed 8.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CP8 670000.00000000 PA USD 677452.90000000 0.102249354518 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89832QAD1 3000000.00000000 PA USD 3150000.00000000 0.475435955376 Long DBT CORP US N 2 N/A Fixed 4.80000000 N N N N N N COMM Mortgage Trust N/A COMM 2015-CCRE24 Mortgage Trust 12593JBK1 500000.00000000 PA USD 534445.25000000 0.080664916834 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 4.52539000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2018-H3 61767YAZ3 1500000.00000000 PA USD 1732688.40000000 0.261518211055 Long ABS-MBS USGSE US N 2 2051-07-15 Fixed 4.17700000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 682691AB6 1345000.00000000 PA USD 1355087.50000000 0.204526133390 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A HAT Holdings I LLC / HAT Holdings II LLC 418751AE3 1495000.00000000 PA USD 1506212.50000000 0.227335739345 Long DBT CORP US Y 2 2026-06-15 Fixed 3.37500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XAK0 3149954.30000000 PA USD 3173785.28000000 0.479025916430 Long ABS-CBDO USGSE US N 2 2024-07-25 Variable 3.09150000 N N N N N N ZEKELMAN INDUSTRIES INC 549300S5LMRAKDWWI425 Zekelman Industries Inc 98931YAC7 485387.28000000 PA USD 480938.71000000 0.072589065100 Long LON CORP US N 2 2027-01-24 Variable 2.09150000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 Fixed Income Clearing Corp 85748R009 25474816.74000000 PA USD 25474816.74000000 3.844966296767 Long RA CORP US N 2 Repurchase N 0.00000000 2021-07-01 23077100.00000000 USD 25984326.75000000 USD UST N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 80414L2K0 1050000.00000000 PA USD 1030438.50000000 0.155526194509 Long DBT CORP SA Y 2 2030-11-24 Fixed 2.25000000 N N N N N N IGT HOLDING IV AB 549300S0NZ6VQU5JU607 IGT Holding IV AB N/A 498750.00000000 PA USD 501243.75000000 0.075653746399 Long LON CORP SE N 2 2028-03-29 Variable 4.25000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 LPL Holdings Inc 50212YAF1 850000.00000000 PA USD 859562.50000000 0.129735529648 Long DBT CORP US Y 2 2031-05-15 Fixed 4.37500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKA9 75000.00000000 PA USD 77861.37000000 0.011751776137 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAE5 2865000.00000000 PA USD 3102164.70000000 0.468216075517 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N S-JETS Limited 635400FR77IW5YEET913 S-Jets 2017-1 Ltd 784309AA4 316880.89000000 PA USD 313391.08000000 0.047300757944 Long ABS-O CORP BM Y 2 2042-08-15 Fixed 3.96700000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAF2 2435000.00000000 PA USD 2691975.24000000 0.406305339707 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 Clarios Global LP C8000CAG8 911503.74000000 PA USD 904954.59000000 0.136586650815 Long LON CORP CA N 2 2026-04-30 Variable 3.35430000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 MPH Acquisition Holdings LLC 553283AC6 750000.00000000 PA USD 753682.50000000 0.113754844266 Long DBT CORP US Y 2 2028-11-01 Fixed 5.75000000 N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCG5 2200000.00000000 PA USD 2322100.00000000 0.350479311739 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Sierra Receivables Funding Co N/A Sierra Timeshare Conduit Receivables Funding LLC 82652KAB0 591087.34000000 PA USD 596082.26000000 0.089967917068 Long ABS-O CORP US Y 2 2034-03-20 Fixed 3.20000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 Cornerstone Building Brands Inc 72431HAD2 498750.00000000 PA USD 499435.78000000 0.075380865782 Long LON CORP US N 2 2028-04-12 Variable 3.75000000 N N N N N N Sequoia Mortgage Trust 5493003EWUCLH0O45S72 Sequoia Mortgage Trust 2018-CH4 81747LAK7 0.01000000 PA USD 0.01000000 0.000000001509 Long ABS-CBDO USGSE US Y 2 2048-10-25 Variable 4.50000000 N N N N N N Ellington Financial Mortgage T N/A Ellington Financial Mortgage Trust 2021-2 31572LAD8 680000.00000000 PA USD 676923.75000000 0.102169488824 Long ABS-CBDO USGSE US Y 2 2066-06-25 Variable 2.29600000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2019-1 46650HAC2 267769.06000000 PA USD 271895.62000000 0.041037763129 Long ABS-CBDO USGSE US Y 2 2049-05-25 Variable 4.00000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 Banco de Credito del Peru 05971U2D8 600000.00000000 PA USD 594000.00000000 0.089653637299 Long DBT CORP PE Y 2 2031-09-30 Fixed 3.25000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A Archrock Partners LP / Archrock Partners Finance Corp 03959KAA8 1100000.00000000 PA USD 1167375.00000000 0.176194301081 Long DBT CORP US Y 2 2027-04-01 Fixed 6.87500000 N N N N N N ORGANON & CO 549300AMCKY57OK2CO56 ORGANON & CO/ORG 68621XAE3 500000.00000000 PA USD 501147.50000000 0.075639219189 Long LON CORP US N 2 2028-06-02 Variable 3.50000000 N N N N N N Diamond Resorts Owner Trust N/A Diamond Resorts Owner Trust 2021-1 25273CAC4 467001.22000000 PA USD 472706.99000000 0.071346634731 Long ABS-O CORP US Y 2 2033-11-21 Fixed 2.70000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2019-GC38 36252SAZ0 1425000.00000000 PA USD 1614225.75000000 0.243638400521 Long ABS-MBS USGSE US N 2 2052-02-10 Variable 4.15800000 N N N N N N SPRUCE HILL MORTGAGE LOAN TRUS N/A Spruce Hill Mortgage Loan Trust 2020-SH1 85209FAE6 1500000.00000000 PA USD 1526188.50000000 0.230350757962 Long ABS-CBDO USGSE US Y 2 2050-01-28 Variable 3.82700000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 Bonanza RE Ltd 09785EAD3 500000.00000000 PA USD 502600.00000000 0.075858447991 Long ABS-O CORP BM Y 2 2024-12-23 Variable 4.79056000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371NKB0 26140.73000000 PA USD 29746.59000000 0.004489713789 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N MASTR Reperforming Loan Trust N/A MASTR Reperforming Loan Trust 2005-1 576436AU3 1435308.27000000 PA USD 1304715.60000000 0.196923399295 Long ABS-CBDO USGSE US Y 2 2034-08-25 Fixed 7.50000000 N N N N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 SunCoke Energy Inc 86722AAD5 1000000.00000000 PA USD 998750.00000000 0.150743384264 Long DBT CORP US Y 2 2029-06-30 Fixed 4.87500000 N N N N N N Zaxby's Funding LLC N/A ZAXBY'S FUNDING LLC 98920MAA0 660000.00000000 PA USD 668236.67000000 0.100858330037 Long ABS-O CORP US Y 2 2051-07-30 Fixed 3.23800000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Co/The 842587DF1 1500000.00000000 PA USD 1586250.00000000 0.239415963243 Long DBT CORP US N 2 2051-01-15 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2018-6 46650JAV6 927022.48000000 PA USD 941695.67000000 0.142132057314 Long ABS-CBDO USGSE US Y 2 2048-12-25 Variable 3.92973400 N N N N N N PPD INC N/A PPD Inc 69355HAB4 2453009.47000000 PA USD 2453205.71000000 0.370267365228 Long LON CORP US N 2 2028-01-13 Variable 2.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AJ4 1500000.00000000 PA USD 1822500.00000000 0.275073659896 Long DBT CORP FR Y 2 N/A Fixed 8.12500000 N N N N Y Credit Agricole SA Credit Agricole SA 8.125 03/23/2170 USD XXXX N N N FERRELLGAS LP/FERRELLGAS N/A Ferrellgas LP / Ferrellgas Finance Corp 315289AC2 875000.00000000 PA USD 864062.50000000 0.130414723870 Long DBT CORP US Y 2 2029-04-01 Fixed 5.87500000 N N N N N N New York Transportation Development Corporation, New York, Lease Revenue Bonds, Fuller Road Management Corporarion - Nanotechnology Facilities Project N/A New York Transportation Development Corporation, New York, Lease Revenue Bonds, Fuller Road Management Corporarion - Nanotechnology Facilities Project 650117AA2 870000.00000000 PA USD 964255.80000000 0.145537103968 Long DBT MUN US N 2 2035-09-01 Fixed 4.24800000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 539439AG4 1500000.00000000 PA USD 1706250.00000000 0.257527809162 Long DBT CORP GB N 2 N/A Fixed 7.50000000 N N N N Y Lloyds Banking Group PLC Lloyds Banking Group PLC 7.5 06/27/2170 USD XXXX N N N LUKOIL SECURITIES BV 724500IVNQ6LF8OFIO42 Lukoil Securities BV 54988LAB2 500000.00000000 PA USD 528580.00000000 0.079779662632 Long DBT CORP NL Y 2 2030-05-06 Fixed 3.87500000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2018-7 81747WBN6 57865.19000000 PA USD 58768.14000000 0.008869995805 Long ABS-CBDO USGSE US Y 2 2048-09-25 Variable 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFR0 800000.00000000 PA USD 766670.50000000 0.115715149722 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N MVW Owner Trust N/A MVW Owner Trust 2019-1 55389PAC3 928836.06000000 PA USD 950612.06000000 0.143477826329 Long ABS-O CORP US Y 2 2036-11-20 Fixed 3.33000000 N N N N N N Aimco 5493004I93856WYBB035 AIMCO CLO 10 Ltd 00901AAG2 1150000.00000000 PA USD 1151024.65000000 0.173726509249 Long ABS-O CORP KY Y 2 2032-07-22 Variable 3.73375000 N N N N N N COMM Mortgage Trust N/A COMM 2019-GC44 Mortgage Trust 12655TAG4 450000.00000000 PA USD 400082.00000000 0.060385196158 Long ABS-MBS USGSE US Y 2 2057-08-15 Fixed 2.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BL5 300000.00000000 PA USD 325875.00000000 0.049184981574 Long DBT CORP PA Y 2 2026-03-01 Fixed 7.62500000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 Paraguay Government International Bond 699149AK6 500000.00000000 PA USD 486250.00000000 0.073390708984 Long DBT NUSS PY Y 2 2033-01-29 Fixed 2.73900000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 Bermuda Government International Bond 085209AD6 850000.00000000 PA USD 928625.00000000 0.140159274305 Long DBT NUSS BM Y 2 2027-01-25 Fixed 3.71700000 N N N N N N MONGOLIA INTL BOND N/A Mongolia Government International Bond 60937LAC9 450000.00000000 PA USD 479307.17000000 0.072342813424 Long DBT NUSS MN Y 2 2026-04-07 Fixed 5.12500000 N N N N N N SUBURBAN PROPANE PARTNRS N/A Suburban Propane Partners LP/Suburban Energy Finance Corp 864486AL9 100000.00000000 PA USD 102375.00000000 0.015451668549 Long DBT CORP US Y 2 2031-06-01 Fixed 5.00000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2019-2 81746YAU8 18681.73000000 PA USD 18996.71000000 0.002867212370 Long ABS-CBDO USGSE US Y 2 2049-06-25 Variable 4.00000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2020-3 81748AAU8 488702.24000000 PA USD 498932.73000000 0.075304939414 Long ABS-CBDO USGSE US Y 2 2050-04-25 Variable 3.00000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 IRB Holding Corp 44988LAG2 498750.00000000 PA USD 499336.03000000 0.075365810310 Long LON CORP US N 2 2027-12-15 Variable 4.25000000 N N N N N N PRIMO WATER HOLDINGS INC 9845008F9A5F2E1D4832 Primo Water Holdings Inc 74168LAA4 375000.00000000 PA USD 375000.00000000 0.056599518497 Long DBT CORP US Y 2 2029-04-30 Fixed 4.37500000 N N N N N N ESSENTIAL PROPER 254900XX9FNFCDE1NX02 Essential Properties LP 29670VAA7 940000.00000000 PA USD 939183.92000000 0.141752953739 Long DBT CORP US N 2 2031-07-15 Fixed 2.95000000 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 Jazz Financing Lux S.a.r.l., Term Loan N/A 2250000.00000000 PA USD 2259663.75000000 0.341055680574 Long LON CORP LU N 2 2028-04-22 Variable 4.00000000 N N N N N N MIZRAHI TEFAHOT BANK LTD YZO9YEGEO4VYDZMDWF93 Mizrahi Tefahot Bank Ltd BO7663400 1450000.00000000 PA USD 1464500.00000000 0.221039986237 Long DBT CORP IL Y 2 2031-04-07 Fixed 3.07700000 N N N N Y Mizrahi Tefahot Bank Ltd Mizrahi Tefahot Bank Ltd 3.077 04/07/2031 USD XXXX N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 77586RAB6 274000.00000000 PA USD 295510.10000000 0.044601944989 Long DBT NUSS RO Y 2 2023-08-22 Fixed 4.37500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBR5 510000.00000000 PA USD 506174.32000000 0.076397927433 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N LS GROUP OPCO ACQUISITIO N/A LS GROUP OPCO ACQUISITIO 50220KAB0 448875.00000000 PA USD 449716.64000000 0.067876654091 Long LON CORP US N 2 2027-11-02 Variable 4.25000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAG4 200000.00000000 PA USD 198123.59000000 0.029903199458 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404121AJ4 100000.00000000 PA USD 118500.00000000 0.017885447845 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N AMSR Trust N/A AMSR 2019-SFR1 Trust 00178XAD5 265000.00000000 PA USD 275254.49000000 0.041544724261 Long ABS-O CORP US Y 2 2039-01-19 Fixed 3.24700000 N N N N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345NAB1 485000.00000000 PA USD 486428.33000000 0.073417624697 Long LON CORP US N 2 2028-06-10 Variable 0.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DC6 500000.00000000 PA USD 537764.07000000 0.081165833138 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAM6 325000.00000000 PA USD 328246.75000000 0.049542954662 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Pertamina Persero PT 69370PAK7 500000.00000000 PA USD 489805.97000000 0.073927418824 Long DBT CORP ID Y 2 2026-02-09 Fixed 1.40000000 N N N N N N ARCHES BUYER INC N/A Arches Buyer Inc 039524AA1 100000.00000000 PA USD 98875.00000000 0.014923406377 Long DBT CORP US Y 2 2028-06-01 Fixed 4.25000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAM1 725000.00000000 PA USD 777128.57000000 0.117293607659 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Neuberger Berman CLO Ltd 549300IWMW28G8CR9G28 Neuberger Berman Loan Advisers CLO 27 Ltd 64131WAE7 1000000.00000000 PA USD 1000014.00000000 0.150934162374 Long ABS-O CORP KY Y 2 2030-01-15 Variable 1.58375000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC 233046AJ0 1395150.00000000 PA USD 1413245.10000000 0.213303979142 Long ABS-O CORP US Y 2 2049-05-20 Fixed 3.78700000 N N N N N N Diamond Resorts Owner Trust N/A Diamond Resorts Owner Trust 2021-1 25273CAD2 467001.22000000 PA USD 474917.59000000 0.071680285119 Long ABS-O CORP US Y 2 2033-11-21 Fixed 3.83000000 N N N N N N SBA TOWER TRUST N/A SBA Tower Trust 78403DAP5 270000.00000000 PA USD 273344.68000000 0.041256472724 Long DBT CORP US Y 2 2026-01-15 Fixed 1.88400000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 80413TAR0 975000.00000000 PA USD 1029116.40000000 0.155326647246 Long DBT NUSS SA Y 2 2055-01-21 Fixed 3.75000000 N N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust 2019-A 43284HAC3 917942.43000000 PA USD 939710.24000000 0.141832392295 Long ABS-O CORP US Y 2 2033-07-25 Fixed 2.84000000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 Team Health Holdings Inc 88047PAA2 750000.00000000 PA USD 713295.00000000 0.107659076123 Long DBT CORP US Y 2 2025-02-01 Fixed 6.37500000 N N N N N N MELCO RESORTS FINANCE 529900NRV6LBR3T6B421 Melco Resorts Finance Ltd 58547DAE9 325000.00000000 PA USD 342875.00000000 0.051750826412 Long DBT CORP KY Y 2 2028-07-21 Fixed 5.75000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 Republic of Uzbekistan Bond 91822Q2C0 450000.00000000 PA USD 447579.00000000 0.067554015705 Long DBT NUSS UZ Y 2 2030-11-25 Fixed 3.70000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING Groep NV 456837AH6 2100000.00000000 PA USD 2362479.78000000 0.356573914686 Long DBT CORP NL N 2 2027-03-29 Fixed 3.95000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 Dana Inc 235825AH9 150000.00000000 PA USD 154312.50000000 0.023290701861 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 Staples Inc 855030AP7 1550000.00000000 PA USD 1575807.50000000 0.237839855317 Long DBT CORP US Y 2 2027-04-15 Fixed 10.75000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HAU1 595000.00000000 PA USD 681643.90000000 0.102881910737 Long DBT CORP IT Y 2 N/A Fixed 7.70000000 N N N N Y Intesa Sanpaolo SpA Intesa Sanpaolo SpA 7.7 03/17/2170 USD XXXX N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585AAJ1 1325000.00000000 PA USD 1589648.74000000 0.239928942036 Long DBT CORP US N 2 2054-09-15 Fixed 5.00000000 N N N N N N TANK HOLDING CORP N/A Tank Holding Corp 87583FAJ7 197000.00000000 PA USD 195983.48000000 0.029580188270 Long LON CORP US N 2 2026-03-26 Variable 3.60430000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBJ7 300000.00000000 PA USD 300105.00000000 0.045295462662 Long DBT CORP NL N 2 2051-06-10 Fixed 5.50000000 N N N N N N LAMAR MEDIA CORP N/A Lamar Media Corp 513075BR1 500000.00000000 PA USD 508750.00000000 0.076786680094 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2019-3 92537JAE7 200000.00000000 PA USD 203512.14000000 0.030716504352 Long ABS-CBDO USGSE US Y 2 2059-07-25 Variable 4.04300000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBD3 400000.00000000 PA USD 404768.00000000 0.061092463741 Long DBT CORP FR Y 2 2032-06-09 Fixed 2.88900000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 Compass Group Diversified Holdings LLC 20451RAB8 300000.00000000 PA USD 312000.00000000 0.047090799389 Long DBT CORP US Y 2 2029-04-15 Fixed 5.25000000 N N N N N N CAMELOT FINANCE SA N/A Camelot Finance SA 13323AAB6 100000.00000000 PA USD 104625.00000000 0.015791265660 Long DBT CORP LU Y 2 2026-11-01 Fixed 4.50000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 Network i2i Ltd 64132NAA4 800000.00000000 PA USD 857000.00000000 0.129348766272 Long DBT CORP MU Y 2 N/A Fixed 5.65000000 N N N N N N DOLP Trust N/A DOLP Trust 2021-NYC 23345LAC3 30450000.00000000 PA USD 1511745.06000000 0.228170779963 Long ABS-MBS USGSE US Y 2 2041-05-10 Variable 0.66526200 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 GE Capital International Funding Co Unlimited Co 36164QNA2 4460000.00000000 PA USD 5345227.40000000 0.806766125594 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 Jazz Securities DAC 47216FAA5 200000.00000000 PA USD 207360.00000000 0.031297269748 Long DBT CORP IE Y 2 2029-01-15 Fixed 4.37500000 N N N N N N HORIZON THERAPEUTICS USA N/A Horizon Therapeutics USA Inc 44055PAA4 200000.00000000 PA USD 212250.00000000 0.032035327469 Long DBT CORP US Y 2 2027-08-01 Fixed 5.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B36 200000.00000000 PA USD 209500.00000000 0.031620264333 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 Avantor Inc 05350NAG9 323375.00000000 PA USD 323879.47000000 0.048883792141 Long LON CORP US N 2 2027-11-06 Variable 3.25000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 Huntington Bancshares Inc/OH 446150AT1 750000.00000000 PA USD 870937.50000000 0.131452381709 Long DBT CORP US N 2 N/A Fixed 5.62500000 N N N N N N AMSR Trust N/A AMSR 2020-SFR1 Trust 00180AAD1 346000.00000000 PA USD 350434.58000000 0.052891809314 Long ABS-O CORP US Y 2 2037-04-17 Fixed 2.61900000 N N N N N N Invitation Homes Trust N/A Invitation Homes 2017-SFR2 Trust 46187BAB9 1229792.73000000 PA USD 1231399.09000000 0.185857588191 Long ABS-O CORP US Y 2 2036-12-17 Variable 1.23200000 N N N N N N COSAN SA INDUSTRIA E COM 549300PGFCX2JMKKLC96 Cosan SA 22113AAB1 1100000.00000000 PA USD 1184931.00000000 0.178844064139 Long DBT CORP BR Y 2 2029-09-20 Fixed 5.50000000 N N N N N CME Group Inc N/A US 5YR NOTE (CBT) Sep21 N/A -200.00000000 NC USD -24685937.60000000 -3.72589915149 N/A DIR US N 1 N/A N/A Short CME Group Inc US 5YR NOTE (CBT) Sep21 2021-09-30 -24773053.40000000 USD 87115.80000000 N N N CLI Funding LLC 549300NQLBWJD5AREU05 CLI Funding VI LLC 12563LAN7 228750.01000000 PA USD 230473.21000000 0.034785793899 Long ABS-O CORP US Y 2 2045-09-18 Fixed 2.08000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2021-7 46592NBP0 348526.38000000 PA USD 351235.48000000 0.053012690792 Long ABS-CBDO USGSE US Y 2 2051-11-25 Variable 2.50000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 Prosus NV 74365PAA6 725000.00000000 PA USD 774233.99000000 0.116856722768 Long DBT CORP NL Y 2 2030-01-21 Fixed 3.68000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 639057AB4 1705000.00000000 PA USD 1707728.00000000 0.257750886731 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 Indian Railway Finance Corp Ltd 45434L2A1 375000.00000000 PA USD 379839.99000000 0.057330028106 Long DBT CORP IN Y 2 2030-02-13 Fixed 3.24900000 N N N N N N GS Mortgage Securities Trust 549300WF5YRKNHB1FX69 GS Mortgage Securities Trust 2013-GC13 36198EAE5 100000.00000000 PA USD 105967.79000000 0.015993935707 Long ABS-MBS USGSE US N 2 2046-07-10 Variable 4.18759400 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAN0 1400000.00000000 PA USD 1427300.00000000 0.215425314002 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N MVW Owner Trust N/A MVW 2019-2 LLC 55400DAC5 1244947.94000000 PA USD 1252978.85000000 0.189114665592 Long ABS-O CORP US Y 2 2038-10-20 Fixed 2.68000000 N N N N N N RESIDENTIAL RE 2020 LTD N/A Residential Reinsurance 2020 Ltd 76120AAC6 550000.00000000 PA USD 557150.00000000 0.084091791281 Long ABS-O CORP KY Y 2 2024-12-06 Variable 6.55056000 N N N N N N ASPLUNDH TREE EXPERT LLC N/A Asplundh Tree Expert LLC 04538FAD1 868437.50000000 PA USD 866566.02000000 0.130792585274 Long LON CORP US N 2 2027-09-04 Variable 1.85430000 N N N N N N C&W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 C&W Senior Financing DAC 12674TAA4 900000.00000000 PA USD 960435.00000000 0.144960422794 Long DBT CORP IE Y 2 2027-09-15 Fixed 6.87500000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 International Game Technology PLC 460599AF0 200000.00000000 PA USD 208250.00000000 0.031431599272 Long DBT CORP GB Y 2 2026-04-15 Fixed 4.12500000 N N N N N N ServiceMaster Brands N/A ServiceMaster Funding LLC 81761TAA3 498750.00000000 PA USD 515752.39000000 0.077843565167 Long ABS-O CORP US Y 2 2051-10-30 Fixed 2.84100000 N N N N N N Washington Mutual MSC Mortgage N/A Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust 939336T29 67820.01000000 PA USD 70741.64000000 0.010677180697 Long ABS-CBDO USGSE US N 2 2038-08-25 Variable 5.93635700 N N N N N N 10 RENEW POWER SUBSIDIAR N/A ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries 75973PAA7 1000000.00000000 PA USD 1016615.62000000 0.153439878903 Long DBT CORP IN Y 2 2028-07-14 Fixed 4.50000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325DR3 750000.00000000 PA USD 734730.00000000 0.110894304601 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAF1 100000.00000000 PA USD 105792.00000000 0.015967403362 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.12500000 N N N N N N RETAIL PPTYS OF AMERICA 549300OVTYLM7DH6CM14 Retail Properties of America Inc 76131VAB9 1236000.00000000 PA USD 1369222.03000000 0.206659486969 Long DBT CORP US N 2 2030-09-15 Fixed 4.75000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JW30 3175000.00000000 PA USD 3333661.10000000 0.503156301580 Long DBT NUSS EG Y 2 2023-02-21 Fixed 5.57700000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 Grupo Aval Ltd 40053FAC2 675000.00000000 PA USD 667203.75000000 0.100702429305 Long DBT CORP KY Y 2 2030-02-04 Fixed 4.37500000 N N N N N N AUTONATION INC N/A AutoNation Inc 05329WAP7 1645000.00000000 PA USD 1808711.37000000 0.272992513712 Long DBT CORP US N 2 2027-11-15 Fixed 3.80000000 N N N N N N JPMBB Commercial Mortgage Secu N/A JPMBB Commercial Mortgage Securities Trust 2014-C21 46642EBC9 175000.00000000 PA USD 188277.81000000 0.028417155705 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 3.99650000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBP0 600000.00000000 PA USD 630303.98000000 0.095133071399 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XAY1 1500000.00000000 PA USD 1698750.00000000 0.256395818792 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N ITAU UNIBANCO HLDG SA/KY 5493002W2IVG62O3ZJ94 Itau Unibanco Holding SA/Cayman Island 46556L2A1 1000000.00000000 PA USD 992510.00000000 0.149801568276 Long DBT CORP BR Y 2 2031-04-15 Fixed 3.87500000 N N N N Y Itau Unibanco Holding SA/Cayman Island Itau Unibanco Holding SA/ 3.875 04/15/2031 USD XXXX N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBL4 1000000.00000000 PA USD 970781.25000000 0.146522003509 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 Enstar Group Ltd 29359U109 70000.00000000 NS USD 2070600.00000000 0.312519901334 Long EP CORP BM N 1 N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAL6 425000.00000000 PA USD 439212.00000000 0.066291167248 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 MetLife Inc 59156RCA4 1185000.00000000 PA USD 1245731.25000000 0.188020770471 Long DBT CORP US N 2 N/A Fixed 3.85000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KeyCorp 493267AK4 1797000.00000000 PA USD 2000779.80000000 0.301981795463 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AZ0 1200000.00000000 PA USD 1329120.00000000 0.200606805399 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825CAZ7 1560000.00000000 PA USD 1596721.25000000 0.240996410464 Long DBT CORP US Y 2 2031-02-15 Fixed 2.40000000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 H&E Equipment Services Inc 404030AJ7 625000.00000000 PA USD 615000.00000000 0.092823210335 Long DBT CORP US Y 2 2028-12-15 Fixed 3.87500000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 Healthcare Realty Trust Inc 421946AL8 595000.00000000 PA USD 598028.65000000 0.090261689700 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 O'Reilly Automotive Inc 67103HAH0 1525000.00000000 PA USD 1721937.49000000 0.259895554176 Long DBT CORP US N 2 2029-06-01 Fixed 3.90000000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 Gray Television Inc 389375AL0 650000.00000000 PA USD 647744.50000000 0.097765404824 Long DBT CORP US Y 2 2030-10-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31403CX63 27071.88000000 PA USD 30231.98000000 0.004562974696 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBX6 925000.00000000 PA USD 1004591.05000000 0.151624985910 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N TURK IHRACAT KR 789000JVRVYLAXGDWR11 Turkiye Ihracat Kredi Bankasi AS 90016LAA4 750000.00000000 PA USD 743203.13000000 0.112173171476 Long DBT NUSS TR Y 2 2026-07-06 Fixed 5.75000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAB9 275000.00000000 PA USD 279122.25000000 0.042128493204 Long DBT CORP US Y 2 2027-10-15 Fixed 4.25000000 N N N N N N Hudson Yards N/A Hudson Yards 44421MAN0 1700000.00000000 PA USD 1628524.01000000 0.245796466205 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 3.04089300 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325CU7 850000.00000000 PA USD 902870.00000000 0.136272019374 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967JC6 1575000.00000000 PA USD 1777951.68000000 0.268349890664 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N COBANK ACB P0J8I7M2E0A77CKF1705 CoBank ACB 19075QAC6 2000000.00000000 PA USD 2230000.00000000 0.336578469996 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N LAND O'LAKES INC 4ONCJWH5BBCYSJIJYX61 Land O' Lakes Inc 514666AK2 2780000.00000000 PA USD 2985025.00000000 0.450535940538 Long DBT CORP US Y 2 N/A Fixed 8.00000000 N N N N N N LAMAR MEDIA CORP N/A Lamar Media Corp 513075BT7 200000.00000000 PA USD 202422.00000000 0.030551967288 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N Taco Bell Funding, LLC N/A Taco Bell Funding LLC 87342RAD6 731250.00000000 PA USD 732814.88000000 0.110605251614 Long ABS-O CORP US Y 2 2048-11-25 Fixed 4.31800000 N N N N N N PARKLAND CORP/CANADA 549300Q72GWZCL8MQC95 Parkland Corp/Canada 70137WAG3 325000.00000000 PA USD 330261.75000000 0.049847082741 Long DBT CORP CA Y 2 2029-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31335AEK0 2020323.00000000 PA USD 2210499.42000000 0.333635207494 Long ABS-MBS MUN US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31411EDA2 804.23000000 PA USD 805.18000000 0.000121527467 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.25000000 N N N N N N GOGO INTERMEDIATE HOLDIN N/A Gogo Intermediate Holdings LLC 38046JAB0 1000000.00000000 PA USD 999750.00000000 0.150894316313 Long LON CORP US N 2 2028-04-30 Variable 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJL4 1660000.00000000 PA USD 1617761.90000000 0.244172118888 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 Kenya Government International Bond 491798AJ3 1000000.00000000 PA USD 1097220.00000000 0.165605663161 Long DBT NUSS KE Y 2 2027-05-22 Fixed 7.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAN5 1120000.00000000 PA USD 1313662.59000000 0.198273786831 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBW9 2500000.00000000 PA USD 2496250.00000000 0.376764128129 Long DBT CORP GB N 2 2081-06-04 Fixed 4.12500000 N N N N N N BANIJAY GROUP US HOLDING 5493008PW5N0VVCH7279 Banijay Group, Term Loan N/A 298500.00000000 PA USD 297877.63000000 0.044959281144 Long LON CORP US N 2 2025-03-01 Variable 3.83590000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AU2 250000.00000000 PA USD 257562.91000000 0.038874497836 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.09100000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 Morocco Government International Bond 617726AG9 850000.00000000 PA USD 964852.00000000 0.145627089656 Long DBT NUSS MA Y 2 2042-12-11 Fixed 5.50000000 N N N N N N AERCAP GLOBAL AVIATION T 635400FBSV8LXXNRV758 AerCap Global Aviation Trust 00773HAA5 825000.00000000 PA USD 880687.50000000 0.132923969190 Long DBT CORP US Y 2 2045-06-15 Fixed 6.50000000 N N N N N N Cleveland, Ohio, Airport System Revenue Bonds, Taxable Series 2019A N/A Cleveland, Ohio, Airport System Revenue Bonds, Taxable Series 2019A 186352SN1 1500000.00000000 PA USD 1575045.00000000 0.237724769630 Long DBT MUN US N 2 2030-01-01 Fixed 2.83200000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2017-1 64829JAA1 34557.40000000 PA USD 36754.00000000 0.005547356540 Long ABS-CBDO CORP US Y 2 2057-02-25 Variable 4.00000000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 Voya Financial Inc 929089AG5 1710000.00000000 PA USD 1846800.00000000 0.278741308694 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N Maps LTD N/A MAPS 2021-1 Trust 55292RAA9 1000000.00000000 PA USD 1002434.00000000 0.151299417933 Long ABS-O CORP US Y 2 2046-06-15 Fixed 2.52100000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 Cemex SAB de CV 151290BV4 600000.00000000 PA USD 659700.00000000 0.099569872940 Long DBT CORP MX Y 2 2029-11-19 Fixed 5.45000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 Network i2i Ltd 64132NAC0 1000000.00000000 PA USD 1000500.00000000 0.151007515350 Long DBT CORP MU Y 2 N/A Fixed 3.97500000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505EN0 2000000.00000000 PA USD 2245740.00000000 0.338954140452 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N Bear Stearns Commercial Mortga N/A Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7 07383F4C9 216607.99000000 PA USD 215336.05000000 0.032501111320 Long ABS-MBS USGSE US N 2 2041-02-11 Variable 5.11659300 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 TEGNA Inc 87901JAJ4 625000.00000000 PA USD 648437.50000000 0.097870000734 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBN4 1725000.00000000 PA USD 1911507.00000000 0.288507668810 Long DBT CORP GB N 2 N/A Fixed 6.12500000 N N N N Y Barclays PLC Barclays PLC 6.125 12/15/2169 USD XXXX N N N Horizon Aircraft Finance II LL 549300KSCDSEIWTVMM32 Horizon Aircraft Finance II Ltd 44040HAA0 2223319.93000000 PA USD 2185494.37000000 0.329861144054 Long ABS-O CORP KY Y 2 2039-07-15 Fixed 3.72100000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2020-4 92538LAC5 716055.71000000 PA USD 726397.27000000 0.109636628585 Long ABS-CBDO USGSE US Y 2 2065-05-25 Fixed 2.32100000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BG8 1000000.00000000 PA USD 1060500.00000000 0.160063438310 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 Guatemala Government Bond 401494AQ2 425000.00000000 PA USD 478125.00000000 0.072164386083 Long DBT NUSS GT Y 2 2030-06-01 Fixed 4.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128BAF8 1275000.00000000 PA USD 1347611.25000000 0.203397727657 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N Dominos Pizza Master Issuer LL N/A Domino's Pizza Master Issuer LLC 25755TAN0 1000000.00000000 PA USD 1034690.00000000 0.156167882116 Long ABS-O CORP US Y 2 2051-04-25 Fixed 2.66200000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 Booz Allen Hamilton Inc 09951LAB9 95000.00000000 PA USD 97137.50000000 0.014661161941 Long DBT CORP US Y 2 2029-07-01 Fixed 4.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AJ8 100000.00000000 PA USD 107150.00000000 0.016172369085 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Imperial Fund LLC N/A Imperial Fund Mortgage Trust 2021-NQM1 452764AD5 450000.00000000 PA USD 449517.24000000 0.067846558240 Long ABS-CBDO USGSE US Y 2 2056-06-25 Variable 2.38300000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAE5 1000000.00000000 PA USD 1026820.00000000 0.154980046888 Long DBT CORP US Y 2 2030-08-15 Fixed 4.12500000 N N N N N N HUGHES SATELLITE SYSTEMS N/A Hughes Satellite Systems Corp 444454AF9 1000000.00000000 PA USD 1121250.00000000 0.169232560306 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N Wachovia Mortgage Loan Trust, N/A Wachovia Mortgage Loan Trust LLC Series 2005-B Trust 92977YBN0 48290.72000000 PA USD 46615.61000000 0.007035789547 Long ABS-CBDO CORP US N 2 2035-10-20 Variable 2.43827300 N N N N N N VR Funding LLC N/A VR Funding LLC 91835CAA1 1362419.98000000 PA USD 1337134.28000000 0.201816417104 Long ABS-O CORP US Y 2 2050-11-15 Fixed 2.79000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RCS1 2100000.00000000 PA USD 2158422.63000000 0.325775150857 Long ABS-O CORP US Y 2 2023-09-20 Fixed 4.15000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBJ8 200000.00000000 PA USD 209294.00000000 0.031589172331 Long DBT CORP US Y 2 2029-04-15 Fixed 6.87500000 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 Avaya Inc 053499AL3 1000000.00000000 PA USD 1070300.00000000 0.161542572393 Long DBT CORP US Y 2 2028-09-15 Fixed 6.12500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAD5 710000.00000000 PA USD 696130.14000000 0.105068348627 Long DBT CORP GB Y 2 2030-09-02 Fixed 2.20000000 N N N N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Corp Trust 2021-PJ5 36261HAD2 199073.02000000 PA USD 200376.55000000 0.030243243328 Long ABS-CBDO USGSE US Y 2 2051-10-25 Variable 2.50000000 N N N N N N PBF HOLDING CO LLC N/A PBF Holding Co LLC / PBF Finance Corp 69318FAK4 115000.00000000 PA USD 115849.85000000 0.017485455274 Long DBT CORP US Y 2 2025-05-15 Fixed 9.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4GS9 34086.00000000 PA USD 38815.45000000 0.005858495414 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.00000000 N N N N N N DIEBOLD NIXDORF INC 549300XZK6EWDBAZSY16 Diebold Nixdorf Inc 253651AC7 500000.00000000 PA USD 511875.00000000 0.077258342748 Long DBT CORP US N 2 2024-04-15 Fixed 8.50000000 N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 AssuredPartners Inc 04621HAP8 987500.00000000 PA USD 990832.81000000 0.149548426552 Long LON CORP US N 2 2027-02-13 Variable 5.50000000 N N N N N N NGL ENRGY OP/FIN CORP N/A NGL Energy Operating LLC / NGL Energy Finance Corp 62922LAA6 350000.00000000 PA USD 367500.00000000 0.055467528127 Long DBT CORP US Y 2 2026-02-01 Fixed 7.50000000 N N N N N N PUTNAM RE PTE LTD N/A Putnam RE PTE Ltd 74686TAA0 250000.00000000 PA USD 249525.00000000 0.037661319608 Long DBT CORP SG Y 2 2024-06-07 Variable 5.54056000 N N N N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Corp Trust 2019-PJ2 36257LAA5 23118.22000000 PA USD 23230.14000000 0.003506172636 Long ABS-CBDO USGSE US Y 2 2049-11-25 Variable 4.00000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 Sasol Financing USA LLC 80386WAC9 725000.00000000 PA USD 748925.00000000 0.113036785041 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 MGM China Holdings Ltd 55300RAG6 700000.00000000 PA USD 713461.00000000 0.107684130844 Long DBT CORP KY Y 2 2027-02-01 Fixed 4.75000000 N N N N N N Horizon Aircraft Finance III L N/A Horizon Aircraft Finance III Ltd 44040JAA6 933178.78000000 PA USD 917059.14000000 0.138413615353 Long ABS-O CORP KY Y 2 2039-11-15 Fixed 3.42500000 N N N N N N CME Group Inc N/A US 10yr Ultra Fut Sep21 N/A -200.00000000 NC USD -29440625.00000000 -4.44353386468 N/A DIR US N 1 N/A N/A Short CME Group Inc US 10yr Ultra Fut Sep21 2021-09-21 -29054786.21000000 USD -385838.79000000 N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 Rolls-Royce PLC 77578JAC2 200000.00000000 PA USD 220298.00000000 0.033250028602 Long DBT CORP GB Y 2 2027-10-15 Fixed 5.75000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2018-1 Trust 67112FAD2 76601.59000000 PA USD 76660.76000000 0.011570565609 Long ABS-CBDO USGSE US Y 2 2057-06-25 Variable 0.74150000 N N N N N N Neuberger Berman CLO Ltd 5493006JG853WBZS5J73 Neuberger Berman Loan Advisers CLO 37 Ltd 64133GAX8 500000.00000000 PA USD 500753.00000000 0.075579676496 Long ABS-O CORP KY Y 2 2031-07-20 Variable 2.94203000 N N N N N N MRCD Mortgage Trust N/A MRCD Mortgage Trust 55348UAS7 1500000.00000000 PA USD 1494135.00000000 0.225512857519 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N AECOM TECHNOLOGY 0EEB8GF0W0NPCIHZX097 AECOM 00766WAV5 500000.00000000 PA USD 500470.00000000 0.075536962726 Long LON CORP US N 2 2028-04-13 Variable 1.85430000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 Kazakhstan Government International Bond 486661AF8 850000.00000000 PA USD 1066325.00000000 0.160942617497 Long DBT NUSS KZ Y 2 2044-10-14 Fixed 4.87500000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 Energean Israel Finance Ltd BO3321904 326000.00000000 PA USD 334546.11000000 0.050493729976 Long DBT CORP IL Y 2 2028-03-30 Fixed 5.37500000 N N N N N N TIF Funding II LLC N/A TIF Funding II LLC 872480AF5 967708.34000000 PA USD 956810.98000000 0.144413442028 Long ABS-O CORP US Y 2 2046-02-20 Fixed 2.54000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBH1 1000000.00000000 PA USD 1120000.00000000 0.169043895244 Long DBT CORP NL N 2 2031-01-03 Fixed 5.60000000 N N N N N N Pioneer Aircraft Finance Limit N/A Pioneer Aircraft Finance Ltd 72353PAA4 1341871.88000000 PA USD 1338150.60000000 0.201969812364 Long ABS-O CORP KY Y 2 2044-06-15 Fixed 3.96700000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2019-A 88165GAH3 1440000.00000000 PA USD 1511280.86000000 0.228100717306 Long ABS-O CORP US Y 2 2023-05-22 Fixed 5.48000000 N N N N N N ASGN INCORPORATED LZBNYYCBUKY537072438 ASGN Inc 00191UAA0 250000.00000000 PA USD 261867.50000000 0.039524198426 Long DBT CORP US Y 2 2028-05-15 Fixed 4.62500000 N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 Clarios Global LP 18060TAA3 90000.00000000 PA USD 95848.20000000 0.014466565250 Long DBT CORP CA Y 2 2025-05-15 Fixed 6.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505EU4 1195000.00000000 PA USD 1378922.45000000 0.208123591239 Long DBT CORP US N 2 N/A Fixed 6.30000000 N N N N N N ALEN 2021-ACEN Mortgage Trust N/A Alen 2021-ACEN Mortgage Trust 01449NAJ5 1500000.00000000 PA USD 1512432.30000000 0.228274506505 Long ABS-MBS USGSE US Y 2 2034-04-15 Variable 4.07300000 N N N N N N IG INVESTMENT HOLDINGS 549300E2BEZMEPIYGU19 IG Investments Holdings, LLC 44958AAJ6 568578.20000000 PA USD 570551.17000000 0.086114457333 Long LON CORP US N 2 2025-05-23 Variable 4.75000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAM6 625000.00000000 PA USD 623437.50000000 0.094096699501 Long DBT CORP CA Y 2 2028-09-01 Fixed 3.50000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 Empresas Publicas de Medellin ESP 29246BAF5 800000.00000000 PA USD 789536.00000000 0.119166286496 Long DBT CORP CO Y 2 2031-02-15 Fixed 4.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBD7 695000.00000000 PA USD 776094.20000000 0.117137488075 Long DBT CORP US N 2 2030-05-06 Fixed 3.70200000 N N N N N N MILEAGE PLUS HOLDINGS IN N/A Mileage Plus Holdings LLC 59921PAB2 350000.00000000 PA USD 374262.00000000 0.056488130644 Long LON CORP US N 2 2027-06-20 Variable 5.38450000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SAQ6 1070000.00000000 PA USD 1149998.48000000 0.173571627307 Long DBT CORP US N 2 2043-05-02 Fixed 4.50000000 N N N N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2021-1 Trust 95003AAS3 481955.10000000 PA USD 486327.88000000 0.073402463572 Long ABS-CBDO USGSE US Y 2 2050-12-25 Variable 2.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513EAD3 515000.00000000 PA USD 523348.24000000 0.078990022374 Long DBT CORP US N 2 2030-07-01 Fixed 2.25000000 N N N N N N PETSMART INC N/A PetSmart Inc., Term Loan B N/A 1000000.00000000 PA USD 1002000.00000000 0.151233913424 Long LON CORP US N 2 2028-02-12 Variable 4.50000000 N N N N N N Morgan Stanley Capital Inc N/A Morgan Stanley ABS Capital I Inc Trust 2004-HE6 61744CFB7 176128.81000000 PA USD 174458.26000000 0.026331342703 Long ABS-O CORP US N 2 2034-08-25 Variable 0.91650000 N N N N N N MFT Trust N/A MFT Trust 2020-ABC 55317BAC1 34356000.00000000 PA USD 420105.17000000 0.063407334240 Long ABS-MBS USGSE US Y 2 2042-02-10 Variable 0.23459000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 Banque Ouest Africaine de Developpement 06675QAB9 850000.00000000 PA USD 945601.20000000 0.142721526960 Long DBT NUSS N/A Y 2 2027-07-27 Fixed 5.00000000 N N N N N N ENN CLEAN ENERGY 3003009YZ3S5V395NR77 ENN Clean Energy International Investment Ltd 268733AA0 1250000.00000000 PA USD 1274262.50000000 0.192327050504 Long DBT CORP VG Y 2 2026-05-12 Fixed 3.37500000 N N N N N N JP Morgan Chase Commercial Mor N/A JPMCC Commercial Mortgage Securities Trust 2017-JP5 46647TAS7 1500000.00000000 PA USD 1665403.95000000 0.251362831128 Long ABS-MBS USGSE US N 2 2050-03-15 Fixed 3.72320000 N N N N N N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 Caesars Resort Collection LLC 12769LAD1 297750.00000000 PA USD 299052.66000000 0.045136630830 Long LON CORP US N 2 2025-07-20 Variable 4.60430000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 DAE Funding LLC 23371DAG9 450000.00000000 PA USD 459936.00000000 0.069419083038 Long DBT CORP US Y 2 2028-03-20 Fixed 3.37500000 N N N N N N IMOLA MERGER CORP N/A Imola Merger Corp 45258LAA5 1650000.00000000 PA USD 1697437.50000000 0.256197720477 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 Bancolombia SA 05968LAM4 425000.00000000 PA USD 436475.00000000 0.065878066229 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2005-27 126694RG5 355099.96000000 PA USD 330010.76000000 0.049809200306 Long ABS-CBDO USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680AY9 1340000.00000000 PA USD 1426384.57000000 0.215287146276 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust 2019-5 03464KAE8 1000000.00000000 PA USD 1003117.20000000 0.151402534709 Long ABS-CBDO USGSE US Y 2 2049-10-25 Variable 3.95700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BCHU7 1231874.45000000 PA USD 175508.85000000 0.026489910405 Long ABS-CBDO USGSE US N 2 2050-11-25 Fixed 2.50000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co/The 382550BJ9 1000000.00000000 PA USD 1043750.00000000 0.157535326483 Long DBT CORP US N 2 2031-04-30 Fixed 5.25000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 Life Time Inc 53190FAA3 600000.00000000 PA USD 621750.00000000 0.093842001668 Long DBT CORP US Y 2 2026-01-15 Fixed 5.75000000 N N N N N N SUZANO AUSTRIA G 254900287ZNSGVP1R341 Suzano Austria GmbH 86964WAK8 1000000.00000000 PA USD 990370.00000000 0.149478573690 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 HUB International Ltd 44332EAU0 493762.50000000 PA USD 494419.20000000 0.074623703082 Long LON CORP US N 2 2025-04-25 Variable 4.00000000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 Sanders Re II Ltd 80001PAA3 300000.00000000 PA USD 299550.00000000 0.045211695375 Long DBT CORP BM Y 2 2025-04-07 Variable 3.54056000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2019-4 92537KAC8 193621.42000000 PA USD 196722.29000000 0.029691698377 Long ABS-CBDO USGSE US Y 2 2059-11-25 Fixed 3.00000000 N N N N N N HOSTESS BRANDS LLC 549300SW7FLS4O41LD19 Hostess Brands LLC 44108HAJ0 1753071.57000000 PA USD 1748276.92000000 0.263871018324 Long LON CORP US N 2 2025-08-03 Variable 3.00000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PBF4 825000.00000000 PA USD 865139.08000000 0.130577214296 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N WEBER-STEPHEN PRODUCTS L 549300XU8TJBBGLK8V26 Weber-Stephen Products LLC 94767KAN1 547873.43000000 PA USD 549585.53000000 0.082950070322 Long LON CORP US N 2 2027-10-30 Variable 4.00000000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 OCI NV 67091GAE3 720000.00000000 PA USD 750826.80000000 0.113323827612 Long DBT CORP NL Y 2 2025-10-15 Fixed 4.62500000 N N N N N N COMM Mortgage Trust 549300YJIXJB9DCDOI21 COMM 2013-CCRE10 Mortgage Trust 12626BAD6 400000.00000000 PA USD 426916.32000000 0.064435355068 Long ABS-MBS USGSE US N 2 2046-08-10 Variable 4.21000000 N N N N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 ORGANON & CO/ORG 68622TAB7 975000.00000000 PA USD 1004445.00000000 0.151602942285 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300GADFYEKC4OLM57 WFRBS Commercial Mortgage Trust 2013-C14 92890PAE4 350000.00000000 PA USD 366614.92000000 0.055333941189 Long ABS-MBS USGSE US N 2 2046-06-15 Fixed 3.33700000 N N N N N N JP Morgan Chase Commercial Mor N/A JPMCC Commercial Mortgage Securities Trust 2017-JP7 465968AM7 1000000.00000000 PA USD 1015770.90000000 0.153312383582 Long ABS-MBS USGSE US Y 2 2050-09-15 Variable 4.54475400 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RJZ6 1130000.00000000 PA USD 1173806.30000000 0.177164990370 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N AES ANDRES BV 7245003VZ59682IZLJ86 AES Andres BV 00109YAA3 675000.00000000 PA USD 698095.13000000 0.105364928595 Long DBT CORP NL Y 2 2028-05-04 Fixed 5.70000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDB9 340000.00000000 PA USD 380800.00000000 0.057474924383 Long DBT CORP US N 2 N/A Fixed 5.70000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAF4 250000.00000000 PA USD 249095.00000000 0.037596418826 Long DBT CORP US Y 2 2031-02-01 Fixed 4.37500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCF0 2015000.00000000 PA USD 2057818.75000000 0.310590801078 Long DBT CORP US N 2 N/A Fixed 3.95000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251525AX9 1500000.00000000 PA USD 1584375.00000000 0.239132965650 Long DBT CORP DE N 2 N/A Fixed 6.00000000 N N N N Y Deutsche Bank AG Deutsche Bank AG 6 04/30/2170 USD XXXX N N N Sierra Receivables Funding Co N/A Sierra Timeshare 2021-1 Receivables Funding LLC 82652QAC5 430389.23000000 PA USD 431860.69000000 0.065181618964 Long ABS-O CORP US Y 2 2037-11-20 Fixed 1.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CSS4 389998.05000000 PA USD 400320.34000000 0.060421169303 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2017-6 64830BAA5 1560100.37000000 PA USD 1668827.04000000 0.251879485117 Long ABS-CBDO CORP US Y 2 2057-08-27 Variable 4.00000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 Thaioil Treasury Center Co Ltd 88322YAK7 500000.00000000 PA USD 489955.00000000 0.073949912227 Long DBT CORP TH Y 2 2030-06-18 Fixed 2.50000000 N N N N N N Neuberger Berman CLO Ltd 549300Y2YE54ON4DJE28 Neuberger Berman Loan Advisers Clo 40 Ltd 64134KAA8 660000.00000000 PA USD 657920.34000000 0.099301265209 Long ABS-O CORP KY Y 2 2033-04-16 Variable 6.03788000 N N N N N N ATP TOW / AND TELECOM N/A ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par 00216DAA9 400000.00000000 PA USD 411200.00000000 0.062063258682 Long DBT CORP N/A Y 2 2026-04-27 Fixed 4.05000000 N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RHJ4 3950000.00000000 PA USD 4573535.11000000 0.690293026815 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Horizon Aircraft Finance III L N/A Horizon Aircraft Finance III Ltd 44040JAB4 976190.50000000 PA USD 946644.63000000 0.142879013989 Long ABS-O CORP KY Y 2 2039-11-15 Fixed 4.45800000 N N N N N N MEDCO OAK TREE PTE LTD 254900AU06KP3JTGZL51 Medco Oak Tree Pte Ltd 58405FAA3 750000.00000000 PA USD 819375.00000000 0.123669947916 Long DBT CORP SG Y 2 2026-05-14 Fixed 7.37500000 N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565AHN6 2500000.00000000 PA USD 2738675.00000000 0.413353830187 Long DBT CORP FR Y 2 N/A Fixed 6.62500000 N N N N Y BNP Paribas SA BNP Paribas SA 6.625 09/25/2169 USD XXXX N N N ENDO LUX FIN CO I SARL N/A Endo Luxembourg Finance Co I Sarl / Endo US Inc 29280BAA3 225000.00000000 PA USD 220500.00000000 0.033280516876 Long DBT CORP LU Y 2 2029-04-01 Fixed 6.12500000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 El Salvador Government International Bond 283875AS1 975000.00000000 PA USD 879937.50000000 0.132810770153 Long DBT NUSS SV Y 2 2027-01-18 Fixed 6.37500000 N N N N N Ladder Capital Commercial Mort N/A Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust 50184BAC2 190000.00000000 PA USD 212608.04000000 0.032089367180 Long ABS-MBS USGSE US Y 2 2036-02-15 Fixed 3.98510000 N N N N N N SUNOCO LP/FINANCE CORP N/A Sunoco LP / Sunoco Finance Corp 86765LAR8 125000.00000000 PA USD 127187.50000000 0.019196670023 Long DBT CORP US Y 2 2029-05-15 Fixed 4.50000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 Cinemark USA Inc 172441BF3 740000.00000000 PA USD 758500.00000000 0.114481959413 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 LCPR Senior Secured Financing DAC 50201DAD5 425000.00000000 PA USD 439343.75000000 0.066311052545 Long DBT CORP IE Y 2 2029-07-15 Fixed 5.12500000 N N N N N N PQ CORP 2H1FRGMQKKSWC9PFJY28 PQ Corp 69353FAX2 669970.66000000 PA USD 668717.81000000 0.100930949483 Long LON CORP US N 2 2027-02-07 Variable 2.43550000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 31325VDB7 236632.38000000 PA USD 46446.09000000 0.007010203546 Long ABS-CBDO USGSE US N 2 2044-03-15 Variable 5.84712000 N N N N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust 2017-2 33850RBA9 92140.65000000 PA USD 93579.71000000 0.014124177405 Long ABS-CBDO USGSE US Y 2 2047-10-25 Variable 4.10584700 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAE0 850000.00000000 PA USD 925386.50000000 0.139670480863 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBL5 150000.00000000 PA USD 162558.00000000 0.024535212074 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N Impac Secured Assets Corp. N/A Impac Secured Assets CMN Owner Trust 45254TDY7 835699.62000000 PA USD 818790.66000000 0.123581752282 Long ABS-CBDO CORP US N 2 2030-10-25 Variable 8.00000000 N N N N N N Dryden Senior Loan Fund 549300VCB8LYR1RGV869 Dryden 49 Senior Loan Fund 26244QAU7 1500000.00000000 PA USD 1500018.00000000 0.226400790765 Long ABS-O CORP KY Y 2 2030-07-18 Variable 3.58975000 N N N N N N CPT MORTGAGE TRUST N/A CPT MORTGAGE TRUST 12654YAL3 180000.00000000 PA USD 178338.56000000 0.026917004334 Long ABS-MBS CORP US Y 2 2039-11-13 Variable 3.09669300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AGEJ7 293988.78000000 PA USD 69552.78000000 0.010497743621 Long ABS-CBDO USGSE US N 2 2043-09-25 Variable 5.85850000 N N N N N N ICAHN ENTERPRISES/FIN N/A Icahn Enterprises LP / Icahn Enterprises Finance Corp 451102BZ9 500000.00000000 PA USD 516247.50000000 0.077918293134 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N Cantor Commercial Real Estate N/A CF 2020-P1 Mortgage Trust 12529WAQ9 750000.00000000 PA USD 752776.95000000 0.113618167748 Long ABS-MBS CORP US Y 2 2052-04-15 Variable 3.60300000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2018-3 46649TAN6 407715.73000000 PA USD 412511.81000000 0.062261252854 Long ABS-CBDO USGSE US Y 2 2048-09-25 Variable 3.50000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2019-4 92537KAD6 600000.00000000 PA USD 611350.44000000 0.092272374765 Long ABS-CBDO USGSE US Y 2 2059-11-25 Variable 3.20700000 N N N N N N Castlelake Aircraft Securitiza N/A Castlelake Aircraft Structured Trust 2021-1 14856GAA8 890498.48000000 PA USD 905429.56000000 0.136658339010 Long ABS-O CORP US Y 2 2046-01-15 Fixed 3.47400000 N N N N N N Ameriquest Mortgage Securities N/A Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1 03072SNR2 752409.78000000 PA USD 714668.60000000 0.107866396386 Long ABS-O CORP US N 2 2034-02-25 Variable 0.70613000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAC9 625000.00000000 PA USD 662354.21000000 0.099970478294 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 SK Hynix Inc 78392BAB3 500000.00000000 PA USD 493210.00000000 0.074441196047 Long DBT CORP KR Y 2 2026-01-19 Fixed 1.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DQ0 1130000.00000000 PA USD 1096052.10000000 0.165429389620 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 Bancolombia SA 05968LAL6 675000.00000000 PA USD 685975.50000000 0.103535688002 Long DBT CORP CO N 2 2029-12-18 Fixed 4.62500000 N N N N Y Bancolombia SA Bancolombia SA 4.625 12/18/2029 USD XXXX N N N BX Commercial Mortgage Trust 2 N/A BX Commercial Mortgage Trust 2019-XL 056054AF6 905265.64000000 PA USD 906147.37000000 0.136766679545 Long ABS-MBS USGSE US Y 2 2036-10-15 Variable 1.32300000 N N N N N N COMM Mortgage Trust N/A COMM 2015-CCRE22 Mortgage Trust 12592XAJ5 1000000.00000000 PA USD 842933.60000000 0.127225695693 Long ABS-MBS USGSE US Y 2 2048-03-10 Fixed 3.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDA6 1030000.00000000 PA USD 1084249.22000000 0.163647956754 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N LIQUID TELECOM FINANCE 635400MXAVJRJJCWVI87 Liquid Telecommunications Financing Plc 536333AB3 425000.00000000 PA USD 435178.75000000 0.065682420560 Long DBT CORP GB Y 2 2026-09-04 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 81748WAU0 199452.94000000 PA USD 200753.97000000 0.030300208102 Long ABS-CBDO CORP US Y 2 2051-06-25 Variable 2.50000000 N N N N N N MESSER INDUSTRIES USA 529900HNC1EZT3TC1260 Messer Industries GmbH, Term Loan D6000EAB8 2219030.90000000 PA USD 2206826.23000000 0.333080805399 Long LON CORP US N 2 2026-03-01 Variable 2.64600000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCA2 2470000.00000000 PA USD 2688323.30000000 0.405754144919 Long DBT CORP US N 2 N/A Fixed 5.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205AS3 1260000.00000000 PA USD 1264253.76000000 0.190816410864 Long DBT NUSS ZA N 2 2044-07-24 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JAPZ5 886619.14000000 PA USD 961890.66000000 0.145180128541 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N SCIENTIFIC GAMES INTERNATIO RLTHESQ0RNFQJWPBJN60 Scientific Games Corp., Initial Term Loan B5 80875AAP6 491116.71000000 PA USD 488184.74000000 0.073682723257 Long LON CORP US N 2 2024-08-14 Variable 2.85430000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp.,Term Loan, First Lien 26483NAN0 1678813.74000000 PA USD 1672778.40000000 0.252475871979 Long LON CORP US N 2 2026-02-08 Variable 3.34500000 N N N N N N AMAGGI LUX INTL SARL N/A Amaggi Luxembourg International Sarl 02265WAA3 900000.00000000 PA USD 943659.00000000 0.142428386734 Long DBT CORP LU Y 2 2028-01-28 Fixed 5.25000000 N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2018-4 46649CAN3 131434.17000000 PA USD 134346.92000000 0.020277255956 Long ABS-CBDO USGSE US Y 2 2048-10-25 Variable 3.50000000 N N N N N N Sierra Receivables Funding Co N/A Sierra Timeshare 2019-2 Receivables Funding LLC 82652MAD2 487998.98000000 PA USD 499387.75000000 0.075373616515 Long ABS-O CORP US Y 2 2036-05-20 Fixed 4.54000000 N N N N N N Bank N/A BANK 2017-BNK8 06650AAK3 700000.00000000 PA USD 751147.95000000 0.113372299440 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.20599800 N N N N N N AXIS SPECIALTY FINANCE N/A AXIS Specialty Finance LLC 05463HAC5 2835000.00000000 PA USD 3006234.00000000 0.453737058372 Long DBT CORP US N 2 2040-01-15 Fixed 4.90000000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B69 795000.00000000 PA USD 810407.10000000 0.122316404391 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 Millicom International Cellular SA 600814AN7 936000.00000000 PA USD 973440.00000000 0.146923294095 Long DBT CORP LU Y 2 2028-01-15 Fixed 5.12500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83370RAB4 900000.00000000 PA USD 932625.00000000 0.140763002502 Long DBT CORP FR Y 2 N/A Fixed 4.75000000 N N N N Y Societe Generale SA Societe Generale SA 4.75 11/26/2169 USD XXXX N N N PREGIS TOPCO LLC 549300LJXHJYHS1GM034 Pregis TopCo Corp 74045BAC1 246250.00000000 PA USD 246496.25000000 0.037204184163 Long LON CORP US N 2 2026-08-01 Variable 4.10430000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 Embraer Netherlands Finance BV 29082HAC6 350000.00000000 PA USD 400312.50000000 0.060419985995 Long DBT CORP NL Y 2 2028-01-17 Fixed 6.95000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 EnLink Midstream LLC 29336TAA8 250000.00000000 PA USD 260905.00000000 0.039378926329 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N MONGOLIA INTL BOND N/A Mongolia Government International Bond 60937LAE5 200000.00000000 PA USD 196183.45000000 0.029610370152 Long DBT NUSS MN Y 2 2031-07-07 Fixed 4.45000000 N N N N N N BX Commercial Mortgage Trust 2 N/A BX Commercial Mortgage Trust 2019-XL 056054AH2 905265.64000000 PA USD 906138.86000000 0.136765395113 Long ABS-MBS USGSE US Y 2 2036-10-15 Variable 1.87300000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 46641BAD5 335000.00000000 PA USD 358872.80000000 0.054165407151 Long ABS-MBS USGSE US N 2 2046-12-15 Fixed 4.16640000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137F72J3 1802662.20000000 PA USD 379783.25000000 0.057321464222 Long ABS-MBS USGSE US N 2 2055-10-25 Variable 2.80199500 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHT9 1060000.00000000 PA USD 1160937.10000000 0.175222615641 Long DBT CORP US N 2 2027-04-23 Fixed 3.55900000 N N N N N N BX Commercial Mortgage Trust 2 N/A BX Commercial Mortgage Trust 2019-XL 056054AA7 1448425.03000000 PA USD 1450317.11000000 0.218899333584 Long ABS-MBS USGSE US Y 2 2036-10-15 Variable 0.99300000 N N N N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust 2021-4 33852FAW6 3000000.00000000 PA USD 3020625.00000000 0.455909121494 Long ABS-CBDO USGSE US Y 2 2051-06-01 Variable 2.50000000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 Kennedy-Wilson Inc 489399AL9 275000.00000000 PA USD 283250.00000000 0.042751502971 Long DBT CORP US N 2 2029-03-01 Fixed 4.75000000 N N N N N N Neuberger Berman CLO Ltd 549300Y2YE54ON4DJE28 Neuberger Berman Loan Advisers Clo 40 Ltd 64134JAG8 1000000.00000000 PA USD 993448.00000000 0.149943142538 Long ABS-O CORP KY Y 2 2033-04-16 Variable 2.93788000 N N N N N N PETRONAS ENERGY CANADA 5493001PEB90YGTDC638 Petronas Energy Canada Ltd 71675BAA8 500000.00000000 PA USD 505218.08000000 0.076253600170 Long DBT CORP CA Y 2 2028-03-23 Fixed 2.11200000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967ML2 2080000.00000000 PA USD 2146624.38000000 0.323994416806 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines Inc 90932RAJ3 1500000.00000000 PA USD 1521772.50000000 0.229684242032 Long LON CORP US N 2 2028-04-21 Variable 4.50000000 N N N N N N COMM Mortgage Trust N/A COMM 2015-CCRE24 Mortgage Trust 12593JBL9 1240000.00000000 PA USD 1140004.91000000 0.172063277307 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 3.46300000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2018-5 46649KAN5 541277.14000000 PA USD 556915.07000000 0.084056332815 Long ABS-CBDO CORP US Y 2 2048-10-25 Variable 3.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2016-GS4 36251XAY3 1000000.00000000 PA USD 1001209.90000000 0.151114662012 Long ABS-MBS USGSE US N 2 2049-11-10 Variable 3.93047600 N N N N N N Tricon American Homes N/A Tricon American Homes 2017-SFR1 Trust 89613DAE3 200000.00000000 PA USD 201621.02000000 0.030431073735 Long ABS-O CORP US Y 2 2034-09-17 Fixed 4.01100000 N N N N N N Extended Stay America Trust N/A Extended Stay America Trust 30227FAA8 1600000.00000000 PA USD 1604497.12000000 0.242170038458 Long ABS-MBS USGSE US Y 2 2038-07-15 Variable 1.15500000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 Valeant Pharmaceuticals International, Inc., Term Loan, First Lien C9413PAZ6 761403.43000000 PA USD 758978.36000000 0.114554159268 Long LON CORP US N 2 2025-06-02 Variable 3.10430000 N N N N N N OneDigital Borrower LLC N/A OneDigital Borrower LLC N/A 484375.01000000 PA USD 487000.32000000 0.073503956319 Long LON CORP US N 2 2027-10-29 Fixed 5.25000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377REK6 700000.00000000 PA USD 698772.76000000 0.105467204679 Long ABS-O CORP US Y 2 2027-08-20 Fixed 2.13000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 Orbia Advance Corp SAB de CV 68560EAA6 1625000.00000000 PA USD 1643687.50000000 0.248085122826 Long DBT CORP MX Y 2 2026-05-11 Fixed 1.87500000 N N N N N N CEDAR FAIR/CAN/MAGNUM/MI N/A Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op 150190AF3 375000.00000000 PA USD 391406.25000000 0.059075747431 Long DBT CORP US Y 2 2025-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31335AHP6 2061974.95000000 PA USD 2239029.98000000 0.337941383383 Long ABS-MBS MUN US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Tricon American Homes N/A Tricon American Homes 2019-SFR1 Trust 89612LAD8 305000.00000000 PA USD 315423.56000000 0.047607524316 Long ABS-O CORP US Y 2 2038-03-17 Fixed 3.19800000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 DaVita Inc 23918KAT5 450000.00000000 PA USD 432000.00000000 0.065202645308 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 Murphy Oil Corp 626717AM4 800000.00000000 PA USD 834960.00000000 0.126022223905 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780099CK1 2000000.00000000 PA USD 2365140.00000000 0.356975427142 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N Y Natwest Group PLC Natwest Group PLC 8 09/30/2169 USD XXXX N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBJ6 275000.00000000 PA USD 283250.00000000 0.042751502971 Long DBT CORP US Y 2 2028-07-15 Fixed 4.00000000 N N N N N N FIRST COAST RE III PTE N/A First Coast Re III Pte Ltd 31971CAA1 500000.00000000 PA USD 500400.00000000 0.075526397482 Long DBT CORP SG Y 2 2025-04-07 Variable 6.04056000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 3132HT3C8 225696.64000000 PA USD 240205.58000000 0.036254720448 Long ABS-CBDO USGSE US N 2 2044-03-15 Fixed 3.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AP0 800000.00000000 PA USD 816000.00000000 0.123160552249 Long DBT CORP CA Y 2 2024-03-01 Fixed 6.50000000 N N N N N N Oak Street Investment Grade Ne N/A Oak Street Investment Grade Net Lease Fund Series 2021-1 67190AAE6 1000000.00000000 PA USD 1058089.20000000 0.159699571325 Long ABS-O CORP US Y 2 2051-01-20 Fixed 4.23000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAR0 555000.00000000 PA USD 575177.59000000 0.086812732384 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N CHAMPIONX HOLDING INC N/A ChampionX Holding Inc 15872EAB8 546250.00000000 PA USD 558199.22000000 0.084250152206 Long LON CORP US N 2 2027-06-03 Variable 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2020-1 46651XBT8 242851.45000000 PA USD 253846.94000000 0.038313638869 Long ABS-CBDO USGSE US Y 2 2050-06-25 Variable 3.88259900 N N N N N N OneDigital Borrower LLC N/A OneDigital Borrower LLC N/A 15624.99000000 PA USD 15709.68000000 0.002371094196 Long LON CORP US N 2 2027-10-29 Fixed 5.25000000 N N N N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 WASH Multifamily Acquisition Inc 93710WAA3 150000.00000000 PA USD 156615.00000000 0.023638222905 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAQ3 1000000.00000000 PA USD 1049640.00000000 0.158424316254 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N BANISTMO SA 549300E94AMW3HSSMU17 Banistmo SA 06034LAB6 750000.00000000 PA USD 790312.50000000 0.119283485232 Long DBT CORP PA Y 2 2027-07-31 Fixed 4.25000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 EnLink Midstream LLC 29336TAC4 125000.00000000 PA USD 132048.75000000 0.019930388448 Long DBT CORP US Y 2 2028-01-15 Fixed 5.62500000 N N N N N N CNT HOLDINGS I CORP N/A CNT Holdings I Corp 12656AAC3 475000.00000000 PA USD 475779.00000000 0.071810299496 Long LON CORP US N 2 2027-11-08 Variable 4.50000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-H 63935BAB9 300000.00000000 PA USD 309030.87000000 0.046642662514 Long ABS-O CORP US Y 2 2069-01-15 Fixed 2.78000000 N N N N N N TRITON WATER HOLDINGS IN N/A Triton Water Holdings Inc 89680EAA7 175000.00000000 PA USD 175437.50000000 0.026479141403 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N COMM Mortgage Trust N/A COMM 2014-UBS3 Mortgage Trust 12591YAG0 1500000.00000000 PA USD 1515709.95000000 0.228769208937 Long ABS-MBS USGSE US Y 2 2047-06-10 Variable 4.92680900 N Y N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AL2 2000000.00000000 PA USD 2229260.00000000 0.336466780280 Long DBT CORP CH Y 2 N/A Fixed 6.37500000 N N N N Y Credit Suisse Group AG Credit Suisse Group AG 6.375 02/21/2170 USD XXXX N N N COMM Mortgage Trust N/A COMM 2015-CCRE22 Mortgage Trust 12592XBJ4 1615000.00000000 PA USD 1721337.74000000 0.259805032680 Long ABS-MBS USGSE US N 2 2048-03-10 Variable 4.24407000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CX1 2000000.00000000 PA USD 1910000.00000000 0.288280214212 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 Oglethorpe Power Corp 677050AJ5 2000000.00000000 PA USD 2218090.92000000 0.334781008146 Long DBT CORP US N 2 2042-12-01 Fixed 4.20000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 Select Medical Corporation, Term Loan B 816194AV6 1482456.29000000 PA USD 1471345.28000000 0.222073158376 Long LON CORP US N 2 2025-03-06 Variable 2.36000000 N N N N N N KENDALL RE LTD N/A Kendall Re Ltd 48878QAB6 250000.00000000 PA USD 250625.00000000 0.037827344862 Long DBT CORP BM Y 2 2024-05-02 Variable 4.04056000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 Galaxy Pipeline Assets Bidco Ltd 36321PAB6 1000000.00000000 PA USD 980921.17000000 0.148052442415 Long DBT CORP JE Y 2 2036-03-31 Fixed 2.62500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEA2 12000000.00000000 PA 236759.03000000 0.035734525594 Long DBT NUSS DO Y 2 2026-06-05 Fixed 9.75000000 N N N N N N Credit Suisse First Boston Mor N/A Credit Suisse First Boston Mortgage Securities Corp 22541QWN8 35526.34000000 PA USD 36276.13000000 0.005475230642 Long ABS-CBDO CORP US N 2 2033-09-25 Fixed 5.75000000 N N N N N N UBS-Barclays Commercial Mortga N/A UBS-Barclays Commercial Mortgage Trust 2013-C5 90270YAG4 1000000.00000000 PA USD 1015852.90000000 0.153324760010 Long ABS-MBS USGSE US Y 2 2046-03-10 Variable 3.64870000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAF8 775000.00000000 PA USD 778797.50000000 0.117545502684 Long DBT CORP FR Y 2 2029-07-15 Fixed 5.12500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CT4 915000.00000000 PA USD 939017.96000000 0.141727905056 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N GENTIVA HEALTH SERVICES 549300STP29LPEN7S547 Kindred at Home Hospice, Term Loan B, First Lien 37249UAU0 1376490.52000000 PA USD 1375203.50000000 0.207562282495 Long LON CORP US N 2 2025-07-02 Variable 2.87500000 N N N N N N USI INC/NY N/A USI Holdings Corporation, NewTerm Loan 90351NAE5 492327.37000000 PA USD 488327.21000000 0.073704226546 Long LON CORP US N 2 2024-05-16 Variable 3.14730000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2021-8 46592TBP7 230000.00000000 PA USD 232012.50000000 0.035018122094 Long ABS-CBDO USGSE US Y 2 2051-12-25 Variable 2.50000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 ADT Security Corp/The 74166NAA2 1275000.00000000 PA USD 1343518.50000000 0.202780000512 Long DBT CORP US Y 2 2032-07-15 Fixed 4.87500000 N N N N N N COMM Mortgage Trust N/A COMM 2015-CCRE26 Mortgage Trust 12593QBJ8 2260000.00000000 PA USD 2449756.61000000 0.369746785496 Long ABS-MBS USGSE US N 2 2048-10-10 Variable 4.62451900 N N N N N N COMM Mortgage Trust N/A COMM 2015-LC23 Mortgage Trust 12636FBP7 890000.00000000 PA USD 961785.09000000 0.145164194644 Long ABS-MBS USGSE US N 2 2048-10-10 Variable 4.77059400 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 Constellium SE 21039CAB0 300000.00000000 PA USD 297000.00000000 0.044826818649 Long DBT CORP FR Y 2 2029-04-15 Fixed 3.75000000 N N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAH2 788000.00000000 PA USD 870722.55000000 0.131419938865 Long DBT CORP N/A N 2 2027-01-15 Fixed 3.87500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAR0 425000.00000000 PA USD 462289.50000000 0.069774301616 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N COMM Mortgage Trust N/A COMM 2014-CCRE19 Mortgage Trust 12592GAG8 1500000.00000000 PA USD 1484490.90000000 0.224057253742 Long ABS-MBS USGSE US Y 2 2047-08-10 Variable 4.86490100 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 Jordan Government International Bond 418097AH4 450000.00000000 PA USD 483021.00000000 0.072903349397 Long DBT NUSS JO Y 2 2027-01-31 Fixed 5.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CG2 1465000.00000000 PA USD 1505531.94000000 0.227233021029 Long DBT CORP GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780BM7 250000.00000000 PA USD 289113.33000000 0.043636467384 Long DBT NUSS ID Y 2 2043-04-15 Fixed 4.62500000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AV1 225000.00000000 PA USD 249705.00000000 0.037688487376 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 AngloGold Ashanti Holdings PLC 03512TAE1 675000.00000000 PA USD 695776.50000000 0.105014973017 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N Start Ltd. N/A START Ireland 85573LAB7 1294128.78000000 PA USD 1216576.30000000 0.183620354120 Long ABS-O CORP BM Y 2 2044-03-15 Fixed 5.09500000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 LifePoint Health Inc 53219LAU3 275000.00000000 PA USD 268125.00000000 0.040468655725 Long DBT CORP US Y 2 2029-01-15 Fixed 5.37500000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Zayo Group LLC, Initial Dollar Term Loan 98919XAB7 311776.32000000 PA USD 308878.36000000 0.046619643867 Long LON CORP US N 2 2027-03-09 Variable 3.10430000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2G7 1560000.00000000 PA USD 1651989.66000000 0.249338184848 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Trust 36262LAD2 3000000.00000000 PA USD 3026250.00000000 0.456758114272 Long ABS-CBDO USGSE US Y 2 2051-11-25 Variable 2.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2020-GSA2 36264KAV2 1000000.00000000 PA USD 996620.20000000 0.150421929185 Long ABS-MBS USGSE US N 2 2053-12-12 Fixed 2.01200000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 Development Bank of Kazakhstan JSC 25159XAD5 675000.00000000 PA USD 671625.00000000 0.101369737628 Long DBT CORP KZ Y 2 2031-05-06 Fixed 2.95000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2021-6 46653PBM8 353220.42000000 PA USD 358064.13000000 0.054043352930 Long ABS-CBDO USGSE US Y 2 2051-10-25 Variable 2.50000000 N N N N N N Natixis Commercial Mortgage Se N/A Natixis Commercial Mortgage Securities Trust 2019-MILE 63875FAL0 1500000.00000000 PA USD 1484936.85000000 0.224124561889 Long ABS-MBS USGSE US Y 2 2036-07-15 Variable 3.57300000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942AY8 250000.00000000 PA USD 294492.50000000 0.044448356536 Long DBT NUSS UY N 2 2045-11-20 Fixed 4.12500000 N N N N N N QUICKEN LOANS INC 549300FGXN1K3HLB1R50 Quicken Loans LLC 74840LAB8 2000000.00000000 PA USD 2100000.00000000 0.316957303584 Long DBT CORP US Y 2 2028-01-15 Fixed 5.25000000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2015-GC29 17323VBE4 1690000.00000000 PA USD 1807838.46000000 0.272860763617 Long ABS-MBS USGSE US N 2 2048-04-10 Variable 4.28820300 N N N N N N SAKA ENERGI INDONESIA PT 25490049636XFM5KBR83 Saka Energi Indonesia PT 69371EAA3 665000.00000000 PA USD 630087.50000000 0.095100397629 Long DBT CORP ID Y 2 2024-05-05 Fixed 4.45000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 NCR Corp 62886EAY4 250000.00000000 PA USD 258517.50000000 0.039018576061 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N American Homes 4 Rent N/A American Homes 4 Rent 2014-SFR2 Trust 02665UAA3 2129846.91000000 PA USD 2263852.62000000 0.341687915308 Long ABS-O CORP US Y 2 2036-10-17 Fixed 3.78600000 N N N N N N PLAZE INC 54930069WJQSNERFIV02 Plaze Inc 72819QAM4 498734.18000000 PA USD 492500.00000000 0.074334034292 Long LON CORP US N 2 2026-08-03 Variable 3.60430000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2018-B5 Mortgage Trust 08160BAD6 1000000.00000000 PA USD 1156343.30000000 0.174529263993 Long ABS-MBS USGSE US N 2 2051-07-15 Fixed 4.20760000 N N N N N N AMSR Trust N/A AMSR 2020-SFR1 Trust 00180AAC3 1482000.00000000 PA USD 1510874.10000000 0.228039324186 Long ABS-O CORP US Y 2 2037-04-17 Fixed 2.41900000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 Regency Centers LP 75884RAZ6 1335000.00000000 PA USD 1405842.82000000 0.212186737852 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 NBM US Holdings Inc 62877VAB7 600000.00000000 PA USD 674100.00000000 0.101743294450 Long DBT CORP US Y 2 2029-08-06 Fixed 6.62500000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 Connecticut Avenue Securities Trust 2019-HRP1 20754PAC4 877236.98000000 PA USD 873813.47000000 0.131886457755 Long ABS-CBDO USGSE US Y 2 2039-11-25 Variable 2.24150000 N N N N N N SUNOCO LP/FINANCE CORP N/A Sunoco LP / Sunoco Finance Corp 86765LAQ0 500000.00000000 PA USD 522875.00000000 0.078918595291 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 SkyMiles IP Ltd 24736CBS2 175000.00000000 PA USD 185073.88000000 0.027933579985 Long LON CORP KY N 2 2027-10-20 Variable 4.75000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AP4 745000.00000000 PA USD 799615.95000000 0.120687674007 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Sequoia Mortgage Trust 549300I3GDJZU6IW8K79 Sequoia Mortgage Trust 2018-8 81748HAU3 33669.63000000 PA USD 34138.09000000 0.005152531883 Long ABS-CBDO USGSE US Y 2 2048-11-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31413HVV7 15337.28000000 PA USD 15374.53000000 0.002320509320 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 2.15600000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 LPL Holdings Inc 50212YAD6 350000.00000000 PA USD 351564.50000000 0.053062350455 Long DBT CORP US Y 2 2029-03-15 Fixed 4.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBU8 1025000.00000000 PA USD 998287.34000000 0.150673554042 Long DBT CORP US N 2 2050-09-25 Fixed 3.98400000 N N N N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 Moss Creek Resources Holdings Inc 61965RAB1 1000000.00000000 PA USD 989000.00000000 0.149271796783 Long DBT CORP US Y 2 2027-05-15 Fixed 10.50000000 N N N N N ENDO LUXEMBOURG FINANCE 222100B15VY0VVCTG251 Endo Luxembourg Finance Co I Sarl L2968EAE2 1428295.38000000 PA USD 1382325.69000000 0.208637249227 Long LON CORP LU N 2 2028-03-25 Variable 5.75000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 Marriott Ownership Resorts Inc 57164PAH9 215000.00000000 PA USD 217956.25000000 0.032896583475 Long DBT CORP US Y 2 2029-06-15 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61761JZN2 4635000.00000000 PA USD 5179001.65000000 0.781677332496 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N ARCHES BUYER INC N/A Arches Buyer Inc 039524AB9 100000.00000000 PA USD 103000.00000000 0.015546001080 Long DBT CORP US Y 2 2028-12-01 Fixed 6.12500000 N N N N N N Bank N/A BANK 2019-BNK24 06540VBA2 1250000.00000000 PA USD 1347134.88000000 0.203325828156 Long ABS-MBS USGSE US N 2 2062-11-15 Fixed 2.92900000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 Bangkok Bank PCL/Hong Kong 06000BAA0 750000.00000000 PA USD 789750.00000000 0.119198585955 Long DBT CORP TH Y 2 N/A Fixed 5.00000000 N N N N Y Bangkok Bank PCL/Hong Kong Bangkok Bank PCL/Hong Kon 5 03/23/2170 USD XXXX N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 Kenya Government International Bond 491798AL8 225000.00000000 PA USD 224437.50000000 0.033874811820 Long DBT NUSS KE Y 2 2034-01-23 Fixed 6.30000000 N N N N N N Sierra Receivables Funding Co N/A Sierra Timeshare 2019-3 Receivables Funding LLC 82652NAD0 881372.64000000 PA USD 895452.30000000 0.135152450712 Long ABS-O CORP US Y 2 2036-08-20 Fixed 4.18000000 N N N N N N COMM Mortgage Trust N/A COMM 2014-LC17 Mortgage Trust 12592MBM1 750000.00000000 PA USD 812592.98000000 0.122646323739 Long ABS-MBS USGSE US N 2 2047-10-10 Variable 4.18800000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAJ9 1620000.00000000 PA USD 1828706.30000000 0.276010389474 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GG2 1575000.00000000 PA USD 1656745.21000000 0.250055949756 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 Discover Financial Services 254709AQ1 1500000.00000000 PA USD 1683300.00000000 0.254063918630 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4HQ2 164101.45000000 PA USD 186536.35000000 0.028154313579 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 Oman Government International Bond 68205LAD5 250000.00000000 PA USD 280000.00000000 0.042260973811 Long DBT NUSS OM Y 2 2027-10-28 Fixed 6.75000000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A SERVPRO Master Issuer LLC 817743AA5 1797625.00000000 PA USD 1891245.31000000 0.285449530416 Long ABS-O CORP US Y 2 2049-10-25 Fixed 3.88200000 N N N N N N Myers Park CLO LTD N/A Myers Park CLO Ltd 62848FAE2 1000000.00000000 PA USD 1000068.00000000 0.150942312705 Long ABS-O CORP KY Y 2 2030-10-20 Variable 1.78825000 N N N N N N SLG Office Trust N/A SLG Office Trust 2021-OVA 78449RAL9 1155000.00000000 PA USD 1130549.81000000 0.170636199688 Long ABS-MBS USGSE US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N ANADOLU EFES BIR 7890006LGARYVIPOJX03 Anadolu Efes Biracilik Ve Malt Sanayii AS 032523AB8 1000000.00000000 PA USD 1001300.00000000 0.151128260989 Long DBT CORP TR Y 2 2028-06-29 Fixed 3.37500000 N N N N N N ARDAGH METAL PACKAGING N/A Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 03969YAB4 200000.00000000 PA USD 198315.00000000 0.029932089362 Long DBT CORP N/A Y 2 2029-09-01 Fixed 4.00000000 N N N N N Taco Bell Funding, LLC N/A Taco Bell Funding LLC 87342RAB0 1776000.00000000 PA USD 1785803.52000000 0.269534984966 Long ABS-O CORP US Y 2 2046-05-25 Fixed 4.37700000 N N N N N N Hudson Yards N/A Hudson Yards 2019-30HY Mortgage Trust 44421GAJ2 500000.00000000 PA USD 526904.25000000 0.079526738250 Long ABS-MBS USGSE US Y 2 2039-07-10 Variable 3.55789700 N N N N N N SLG Office Trust N/A SLG Office Trust 2021-OVA 78449RAC9 40180000.00000000 PA USD 862861.48000000 0.130233451460 Long ABS-MBS USGSE US Y 2 2041-07-15 Variable 0.25799000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2019-GC40 36257HBA3 1000000.00000000 PA USD 1038327.00000000 0.156716821980 Long ABS-MBS USGSE US Y 2 2052-07-10 Variable 3.66801300 N N N N N N Oportun Funding LLC N/A Oportun Funding XIV LLC 68377BAD9 500000.00000000 PA USD 499998.55000000 0.075465805811 Long ABS-O CORP US Y 2 2028-03-08 Fixed 5.40000000 N N N N N N Servpro Master Issuer, LLC N/A SERVPRO Master Issuer LLC 817743AE7 1000000.00000000 PA USD 1009040.00000000 0.152296475051 Long ABS-O CORP US Y 2 2051-04-25 Fixed 2.39400000 N N N N N N Neuberger Berman CLO Ltd 5493007OZE2103TZO049 Neuberger Berman Loan Advisers CLO 31 Ltd 64132JAU9 1500000.00000000 PA USD 1500582.00000000 0.226485916441 Long ABS-O CORP KY Y 2 2031-04-20 Variable 0.00000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 Brazilian Government International Bond 105756CC2 500000.00000000 PA USD 504200.00000000 0.076099939270 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N AHP HEALTH PARTN 549300QMM8MQ6SM5KX05 AHP Health Partners Inc 00150LAB7 370000.00000000 PA USD 375087.50000000 0.056612725051 Long DBT CORP US Y 2 2029-07-15 Fixed 5.75000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A Antero Midstream Partners LP / Antero Midstream Finance Corp 03690EAA6 900000.00000000 PA USD 1005849.00000000 0.151814850882 Long DBT CORP US Y 2 2026-05-15 Fixed 7.87500000 N N N N N N BRF SA 254900MTXR9LUVQFU480 BRF SA 10552TAG2 750000.00000000 PA USD 787500.00000000 0.118858988844 Long DBT CORP BR Y 2 2030-01-24 Fixed 4.87500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AS6 2000000.00000000 PA USD 2014600.00000000 0.304067706571 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MS7 970000.00000000 PA USD 997181.58000000 0.150506659419 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746RN3 500000.00000000 PA USD 559955.00000000 0.084515155680 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 Lithia Motors Inc 536797AE3 450000.00000000 PA USD 475920.00000000 0.071831580915 Long DBT CORP US Y 2 2027-12-15 Fixed 4.62500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89832QAF6 2000000.00000000 PA USD 2247500.00000000 0.339219780859 Long DBT CORP US N 2 N/A Fixed 5.10000000 N N N N N N PRIME SECURITY SERVICES BOR 549300O6QPZVWXV2DC15 Prime Security Services Borrower LLC 03765VAK6 446768.49000000 PA USD 446873.48000000 0.067447530125 Long LON CORP US N 2 2026-09-23 Variable 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2019-INV1 46591DBF5 108883.70000000 PA USD 109589.43000000 0.016540557254 Long ABS-CBDO USGSE US Y 2 2049-10-25 Variable 1.04150000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 Churchill Downs Inc 171484AE8 225000.00000000 PA USD 232809.75000000 0.035138452670 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Corp Trust 2019-PJ2 36257LAD9 60247.48000000 PA USD 60445.27000000 0.009123128473 Long ABS-CBDO USGSE US Y 2 2049-11-25 Variable 4.00000000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2015-GC29 17323VBD6 2750000.00000000 PA USD 2930115.38000000 0.442248319064 Long ABS-MBS USGSE US N 2 2048-04-10 Variable 3.75800000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PDJ4 1000000.00000000 PA USD 1158600.00000000 0.174869872348 Long DBT NUSS DO Y 2 2026-01-29 Fixed 6.87500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGJ7 725000.00000000 PA USD 741040.67000000 0.111846786956 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N VITALITY RE XII LTD N/A Vitality Re XII Ltd 92849VAA1 500000.00000000 PA USD 498100.00000000 0.075179253769 Long DBT CORP KY Y 2 2025-01-07 Variable 2.29056000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 News Corp 65249BAA7 325000.00000000 PA USD 328250.00000000 0.049543445191 Long DBT CORP US Y 2 2029-05-15 Fixed 3.87500000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 Madison IAQ LLC 55760LAA5 565000.00000000 PA USD 570650.00000000 0.086129373947 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAH9 1000000.00000000 PA USD 1042500.00000000 0.157346661422 Long DBT CORP KY Y 2 2028-08-26 Fixed 5.62500000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 Cablevision Lightpath LLC 12687HAB3 174125.00000000 PA USD 174429.72000000 0.026327035102 Long LON CORP US N 2 2027-12-01 Variable 3.75000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 Amcor Flexibles North America Inc 02344AAA6 1910000.00000000 PA USD 1948038.74000000 0.294021479194 Long DBT CORP US N 2 2031-05-25 Fixed 2.69000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724AU6 450000.00000000 PA USD 495000.00000000 0.074711364416 Long DBT NUSS UA Y 2 2027-09-01 Fixed 7.75000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 Alpek SAB de CV 020564AD2 500000.00000000 PA USD 542505.00000000 0.081881391419 Long DBT CORP MX Y 2 2029-09-18 Fixed 4.25000000 N N N N N N AGRIUM INC 549300PKXJDXRXJ9S290 Agrium Inc 008916AP3 2185000.00000000 PA USD 2303143.23000000 0.347618127594 Long DBT CORP CA N 2 2025-03-15 Fixed 3.37500000 N N N N N N AEGION CORP 549300AG3DVJURRIT691 Aegion Corp 00771PAJ0 500000.00000000 PA USD 506250.00000000 0.076409349971 Long LON CORP US N 2 2028-05-17 Variable 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4HP4 40062.97000000 PA USD 47435.59000000 0.007159550809 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBE8 593000.00000000 PA USD 647265.43000000 0.097693097807 Long DBT CORP NL N 2 2030-01-15 Fixed 5.09300000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 Staples Inc 855031AQ3 1960000.00000000 PA USD 1913459.80000000 0.288802408916 Long LON CORP US N 2 2026-04-12 Variable 5.17560000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 Santos Finance Ltd 803014AA7 665000.00000000 PA USD 680656.68000000 0.102732907599 Long DBT CORP AU Y 2 2031-04-29 Fixed 3.64900000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABX2 1100000.00000000 PA USD 1085117.00000000 0.163778932568 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 Wendy's Funding LLC 95058XAK4 870000.00000000 PA USD 877560.30000000 0.132451974485 Long ABS-O CORP US Y 2 2051-06-15 Fixed 2.37000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2019-3 46650QAZ1 62434.49000000 PA USD 66448.56000000 0.010029217335 Long ABS-CBDO USGSE US Y 2 2049-09-25 Variable 4.72453300 N N N N N N CTR PARTNERSHIP/CARETRST N/A CTR Partnership LP / CareTrust Capital Corp 126458AE8 375000.00000000 PA USD 382920.00000000 0.057794900327 Long DBT CORP US Y 2 2028-06-30 Fixed 3.87500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEF1 600000.00000000 PA USD 618000.00000000 0.093276006483 Long DBT NUSS DO Y 2 2032-09-23 Fixed 4.87500000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 Clearway Energy Operating LLC 18539UAC9 174000.00000000 PA USD 182482.50000000 0.027542457691 Long DBT CORP US Y 2 2028-03-15 Fixed 4.75000000 N N N N N N COMM Mortgage Trust N/A COMM 2015-CCRE25 Mortgage Trust 12593PBB7 550000.00000000 PA USD 517984.01000000 0.078180388147 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 3.93156200 N N N N N N 2021-06-30 Nuveen Investment Funds, Inc. E. Scott Wickerham E. Scott Wickerham Funds Treasurer