NPORT-P false 0001485894 XXXXXXXX S000092100 C000260023 J.P. Morgan Exchange-Traded Fund Trust 811-22903 0001485894 5493001E1K1DVWDV2464 390 Madison Avenue New York 10017 844-457-6383 JPMorgan Flexible Debt ETF S000092100 254900ZJFETK9214NY16 2027-02-28 2026-08-31 N 1670381961.59 110109378.59 1560272583.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 490420.50000000 AUD BRL COP CZK EUR GBP INR JPY MXN TRY USD ZAR N N/A N/A Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CB5 200000.00000000 PA USD 209060.40000000 0.013398966454 Long DBT CORP CA Y 2 2031-07-01 Fixed 7.25000000 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAG3 115000.00000000 PA USD 102835.76000000 0.006590884254 Long DBT CORP US Y 2 2031-10-01 Fixed 9.75000000 N N N N N N Wabash National Corp. 5299004ZAWHQZI5XO485 929566AM9 627000.00000000 PA USD 676470.30000000 0.043355905075 Long DBT CORP US Y 2 2032-08-01 Fixed 4.00000000 N N N N N Wabash National Corp. USD XXXX N N N New Mexican Pesos N/A N/A 1452.73000000 OU Currencies 85.47000000 0.000005477888 Long STIV MX N 1 N N N Benin Government International Bond 635400Q11P6AE5A5Y230 08205QAA6 410000.00000000 PA USD 434292.50000000 0.027834399240 Long DBT NUSS BJ Y 2 2038-02-13 Fixed 7.96000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B0H31 1199248.19000000 PA USD 168991.10000000 0.010830870313 Long ABS-MBS USGSE US N 2 2043-03-15 Fixed 4.00000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 N/A 2000000.00000000 PA USD 1967500.00000000 0.126099761121 Long DBT NUSS KE Y 2 2039-02-26 Fixed 8.70000000 N N N N N N BCP V Modular Services Finance II plc 213800227GGD6UI7PI97 N/A 265000.00000000 PA 252894.25000000 0.016208337745 Long DBT CORP GB Y 2 2031-07-10 Fixed 6.50000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AL2 56000.00000000 PA USD 54788.96000000 0.003511499246 Long DBT CORP US Y 2 2034-03-15 Fixed 7.87500000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAD1 225000.00000000 PA USD 218220.44000000 0.013986045924 Long DBT CORP US Y 2 2029-03-31 Fixed 4.37500000 N N N N N N Flash Compute LLC N/A 33853QAA9 201000.00000000 PA USD 202042.39000000 0.012949172612 Long DBT CORP US Y 2 2030-12-31 Fixed 7.25000000 N N N N N N Lendmark Funding Trust N/A 52590AAD6 250000.00000000 PA USD 249104.00000000 0.015965415448 Long ABS-O CORP US Y 2 2034-02-21 Fixed 5.69000000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545GBD3 265000.00000000 PA USD 258946.74000000 0.016596250092 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Lsf12 Helix Parent LLC 254900H70V4IL22BHL88 548916AA3 40000.00000000 PA USD 40015.92000000 0.002564674944 Long DBT CORP US Y 2 2033-02-01 Fixed 7.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B2TV2 42983.87000000 PA USD 577.58000000 0.000037017890 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 3.00000000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 253651AK9 394000.00000000 PA USD 411157.12000000 0.026351621151 Long DBT CORP US Y 2 2030-03-31 Fixed 7.75000000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 N/A 1200000.00000000 PA 1477505.54000000 0.094695347216 Long DBT CORP DE Y 2 2032-10-09 Variable 6.62500000 N N N N Y N/A EUR XXXX N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GF25 725000.00000000 PA USD 707184.66000000 0.045324430340 Long DBT CORP US N 2 2034-04-20 Variable 5.09400000 N N N N N N Itron, Inc. 24F6LSZD18II6ICG6S41 465741AQ9 1109000.00000000 PA USD 1151142.00000000 0.073778262371 Long DBT CORP US N 2 2030-07-15 Fixed 1.37500000 N N N N Y Itron, Inc. USD XXXX N N N Ciena Corp. W0CZ7N0GH8UIGXDM1H41 171779AL5 120000.00000000 PA USD 113986.60000000 0.007305556813 Long DBT CORP US Y 2 2030-01-31 Fixed 4.00000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAP3 200000.00000000 PA USD 199568.83000000 0.012790638775 Long DBT CORP GB Y 2 2030-03-21 Fixed 5.02200000 N N N N N N Deephaven Residential Mortgage Trust N/A 24380XAA5 473829.44000000 PA USD 455577.44000000 0.029198580104 Long ABS-MBS CORP US Y 2 2067-03-25 Variable 5.29999920 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAK8 524000.00000000 PA USD 482435.16000000 0.030919928046 Long DBT CORP US N 2 2056-05-15 Fixed 6.30000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36272MAA4 886209.99000000 PA USD 886313.68000000 0.056805053787 Long ABS-MBS CORP US Y 2 2055-12-25 Variable 6.00000120 N N N N N N VCAT LLC N/A 91826FAA5 1110128.25000000 PA USD 1107297.64000000 0.070968217481 Long ABS-O CORP US Y 2 2056-05-25 Variable 5.56700040 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535XAE5 660000.00000000 PA USD 654486.16000000 0.041946911528 Long ABS-O CORP US Y 2 2036-08-15 Fixed 5.28000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F8ZX4 11114602.57000000 PA USD 296796.57000000 0.019022097371 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.84674160 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMZ2 660000.00000000 PA USD 606510.35000000 0.038872076367 Long DBT CORP US N 2 2056-08-15 Fixed 6.05000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 N/A 6750000.00000000 PA 7588007.30000000 0.486325747351 Long DBT CORP US Y 2 2033-08-17 Variable 3.50940000 N N N N N N JBS NV N/A 472140AF9 1880000.00000000 PA USD 1830463.69000000 0.117316916924 Long DBT CORP NL N 2 2036-01-15 Fixed 5.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BP2 4751000.00000000 PA USD 4956063.47000000 0.317640874036 Long DBT CORP US Y 2 2030-10-06 Fixed 6.37500000 N N N N N N GB AIT Buyer, Inc. N/A 36832FAB0 85959.89000000 PA USD 86069.06000000 0.005516283560 Long LON CORP US N 2 2033-04-29 Variable 8.07267000 N N N N N N Williams Scotsman, Inc. 549300DAKDS8SCO1OT57 96949VAN3 23000.00000000 PA USD 23488.18000000 0.001505389523 Long DBT CORP US Y 2 2030-04-15 Fixed 6.62500000 N N N N N N NorthRiver Midstream Finance LP 549300SOLNLY3BL6GF18 66679PAB1 398615.40130000 PA USD 398866.53000000 0.025563900458 Long LON CORP CA N 2 2030-08-16 Variable 5.97543000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAM0 192000.00000000 PA USD 188555.42000000 0.012084774292 Long DBT CORP US Y 2 2034-02-01 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -704.52000000 -0.00004515364 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 100293.83000000 EUR 115791.78000000 USD 2026-09-02 -704.52000000 N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAG6 35000.00000000 PA USD 34701.93000000 0.002224094070 Long DBT CORP US Y 2 2028-07-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8L73 88908.73000000 PA USD 949.76000000 0.000060871415 Long ABS-MBS USGSE US N 2 2027-10-25 Fixed 2.50000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBN9 33000.00000000 PA USD 35016.89000000 0.002244280286 Long DBT CORP US Y 2 2032-01-15 Fixed 10.87500000 N N N N N N Santander Drive Auto Receivables Trust N/A 802923AF9 609000.00000000 PA USD 602800.20000000 0.038634287788 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.95000000 N N N N N N CCO Holdings LLC N/A 1248EPBX0 205000.00000000 PA USD 203064.39000000 0.013014673987 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABD8 2180000.00000000 PA USD 2176579.08000000 0.139499924802 Long DBT CORP US Y 2 2026-11-02 Fixed 3.50000000 N N N N N N Norwegian Krone N/A N/A 18.30000000 OU Currencies 1.96000000 0.000000125619 Long STIV NO N 1 N N N Electricite de France SA 549300X3UK4GG3FNMO06 28504DAB9 245000.00000000 PA USD 248659.00000000 0.015936894790 Long DBT NUSS FR Y 2 2028-05-23 Fixed 5.70000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CL1 840000.00000000 PA USD 650825.20000000 0.041712275604 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257HAA7 403203.02000000 PA USD 386574.16000000 0.024776065683 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 3.03000120 N N N N N N Hess Midstream Operations LP N/A 428102AH0 27000.00000000 PA USD 27244.97000000 0.001746167323 Long DBT CORP US Y 2 2028-03-01 Fixed 5.87500000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAE0 220000.00000000 PA USD 213572.41000000 0.013688147335 Long DBT CORP US Y 2 2029-08-01 Fixed 4.25000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LD1 1225000.00000000 PA USD 1222343.70000000 0.078341676532 Long DBT CORP US N 2 2028-01-10 Variable 3.88700000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034BD0 70000.00000000 PA USD 75369.00000000 0.004830502107 Long DBT CORP US Y 2 2031-10-15 Fixed 2.87500000 N N N N Y Live Nation Entertainment, Inc. USD XXXX N N N Schaeffler AG 549300Q7E782X7GC1P43 N/A 300000.00000000 PA 345036.14000000 0.022113837271 Long DBT CORP DE Y 2 2032-05-12 Fixed 4.50000000 N N N N N N APi Group DE, Inc. 549300XP4G7B4QYA0G83 00185PAA9 17000.00000000 PA USD 16634.34000000 0.001066117560 Long DBT CORP US Y 2 2029-10-15 Fixed 4.75000000 N N N N N N Sequoia Mortgage Trust N/A 816956AA4 4700000.00000000 PA USD 4723857.20000000 0.302758457174 Long ABS-MBS CORP US Y 2 2056-09-25 Variable 6.00000120 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAC8 200000.00000000 PA USD 204789.80000000 0.013125257870 Long DBT CORP US Y 2 2032-07-15 Fixed 6.62500000 N N N N N N Pro-Gest SpA 815600EDD04F9C60D660 N/A 350000.00000000 PA 162617.00000000 0.010422345542 Long DBT CORP IT Y 2 2024-12-15 Fixed 3.25000000 Y N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 62886EAY4 95000.00000000 PA USD 93364.72000000 0.005983872370 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N Business Jet Securities LLC N/A 12327CAA2 945893.49000000 PA USD 952548.04000000 0.061050104345 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.19700000 N N N N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAA6 200000.00000000 PA USD 204488.92000000 0.013105974060 Long DBT CORP JP Y 2 2030-07-24 Fixed 6.25000000 N N N N N N Trinidad Generation UnLtd N/A 89636DAB2 351000.00000000 PA USD 368732.52000000 0.023632570617 Long DBT CORP TT Y 2 2033-06-16 Fixed 7.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166VAN8 3000000.00000000 PA USD 2999262.90000000 0.192226853991 Long ABS-O CORP US Y 2 2033-06-15 Fixed 7.15000000 N N N N N N Brightstar Lottery plc 549300UQ6KHRCZDRGZ76 N/A 200000.00000000 PA 227614.36000000 0.014588115081 Long DBT CORP GB Y 2 2028-04-15 Fixed 2.37500000 N N N N N N NRM FHT1 Excess Owner LLC N/A 64832EAA7 2325576.90000000 PA USD 2307758.79000000 0.147907411509 Long ABS-MBS CORP US Y 2 2032-03-25 Variable 6.54500160 N N N N N N Organon & Co. N/A N/A 300000.00000000 PA 345364.50000000 0.022134882312 Long DBT CORP US Y 2 2028-04-30 Fixed 2.87500000 N N N N N N N/A N/A N/A 3.00000000 NC -10015.69000000 -0.00064191924 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long N/A Japan 10 Year Bond 2026-09-14 377790000.00000000 JPY -10015.69000000 N N N ATI, Inc. ZW1LRE7C3H17O2ZN9B45 01741RAP7 84000.00000000 PA USD 84770.11000000 0.005433032081 Long DBT CORP US N 2 2033-06-15 Fixed 5.87500000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06417XAG6 430000.00000000 PA USD 408175.41000000 0.026160519286 Long DBT CORP CA N 2 2037-05-04 Variable 4.58800000 N N N N Y N/A USD XXXX N N N Genesis Energy LP N/A 37185LAP7 25000.00000000 PA USD 25750.38000000 0.001650377009 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 71424VAB6 331000.00000000 PA USD 336095.55000000 0.021540822652 Long DBT CORP US Y 2 2033-02-01 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 66803.53000000 0.004281529440 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 1820681.73000000 USD 2580251940.00000000 KRW 2026-09-28 66803.53000000 N N N MFA Trust N/A 58004YAA7 1296369.57000000 PA USD 1297965.79000000 0.083188399523 Long ABS-O CORP US Y 2 2054-09-25 Variable 6.32999880 N N N N N N N/A N/A N/A -180.00000000 NC 252980.67000000 0.016213876521 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Bobl 2026-09-08 -20390400.00000000 EUR 252980.67000000 N N N Neptune Bidco US, Inc. 549300VG15T3VCYZ4531 640695AD4 63000.00000000 PA USD 64684.68000000 0.004145729451 Long DBT CORP US Y 2 2033-02-15 Fixed 9.50000000 N N N N N N OI European Group BV 72450053F5WRDY8CDZ66 N/A 100000.00000000 PA 117089.98000000 0.007504456674 Long DBT CORP NL Y 2 2028-05-15 Fixed 6.25000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17292PAC9 3000000.00000000 PA USD 3059273.70000000 0.196073028093 Long ABS-MBS CORP US N 2 2059-07-15 Variable 6.08666400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUL8 30284691.60000000 PA USD 560824.03000000 0.035943977745 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.59976000 N N N N N N BBCMS Mortgage Trust N/A 05552FAX5 2712130.10000000 PA USD 2698768.52000000 0.172967758929 Long ABS-MBS CORP US N 2 2055-04-15 Fixed 3.61000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAC5 910000.00000000 PA USD 909093.82000000 0.058265064060 Long ABS-O CORP US Y 2 2034-11-15 Fixed 4.85000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 2720000.00000000 PA USD 2757090.00000000 0.176705662205 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAP4 1000000.00000000 PA USD 1076711.00000000 0.069007877965 Long DBT CORP ES N 2 2028-11-21 Variable 9.62500000 N N N N Y N/A USD XXXX N N N JH North America Holdings, Inc. 254900A6FXA0D81TL967 46593WAB1 48000.00000000 PA USD 48422.45000000 0.003103460929 Long DBT CORP US Y 2 2032-07-31 Fixed 6.12500000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46591AAZ8 968478.74000000 PA USD 955077.42000000 0.061212215763 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 3.94440000 N N N N N N ELM Trust N/A 26860XBC4 680000.00000000 PA USD 679316.87000000 0.043538345632 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.18941160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2N83 11888013.68000000 PA USD 354946.37000000 0.022748997442 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.82515240 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AW4 202000.00000000 PA USD 196571.29000000 0.012598522344 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBD5 446000.00000000 PA USD 462031.02000000 0.029612198857 Long DBT CORP US N 2 2034-02-15 Fixed 7.37500000 N N N N N N Banijay Entertainment SAS 969500CE0IE2EZ5VBG13 N/A 319000.00000000 PA 378058.25000000 0.024230269384 Long DBT CORP FR Y 2 2029-05-01 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385KQC7 2612420.73000000 PA USD 2588784.33000000 0.165918722036 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 6.50000000 N N N N N N RELX Finance BV 54930086P8MBY4IN4E29 N/A 100000.00000000 PA 99298.35000000 0.006364166818 Long DBT CORP NL Y 2 2032-03-10 Fixed 0.87500000 N N N N N N PMT Loan Trust N/A 729912AA3 3431619.13000000 PA USD 3370982.42000000 0.216050865517 Long ABS-MBS CORP US Y 2 2057-05-25 Variable 5.50000080 N N N N N N Q-Park Holding I BV 2549003839B7HE3NDP48 N/A 409000.00000000 PA 484855.90000000 0.031075076578 Long DBT CORP NL Y 2 2029-03-01 Fixed 5.12500000 N N N N N N PLT VII Finance SARL 894500SKZV4JDP64R249 N/A 302000.00000000 PA 357021.85000000 0.022882017789 Long DBT CORP LU Y 2 2031-06-15 Fixed 6.00000000 N N N N N N Belden, Inc. 68BKYO1JC791TTJHUE82 N/A 100000.00000000 PA 110826.80000000 0.007103040917 Long DBT CORP US Y 2 2031-07-15 Fixed 3.37500000 N N N N N N Iceland Bondco plc 2138002DRBYIA8QXHO36 N/A 325000.00000000 PA 434368.94000000 0.027839298384 Long DBT CORP GB Y 2 2028-05-15 Fixed 4.37500000 N N N N N N CF Industries, Inc. 5FVKT86LAD2F40NPC183 12527GAD5 649000.00000000 PA USD 571032.87000000 0.036598276238 Long DBT CORP US N 2 2043-06-01 Fixed 4.95000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAV4 2000.00000000 PA USD 1941.62000000 0.000124441076 Long DBT CORP US Y 2 2030-10-15 Fixed 4.60000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CN8 700000.00000000 PA USD 723597.00000000 0.046376319617 Long DBT CORP GB Y 2 2028-11-16 Variable 7.76700000 N N N N N N Lottomatica Group Spa 549300R72LKEGT4EX026 N/A 149000.00000000 PA 176338.48000000 0.011301773928 Long DBT CORP IT Y 2 2031-01-31 Fixed 4.87500000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KM8 1270000.00000000 PA USD 1316896.72000000 0.084401708672 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N CPI Property Group SA 222100CO2ZOTEPGJO223 N/A 173000.00000000 PA 174688.25000000 0.011196008434 Long DBT CORP LU Y 2 2030-01-14 Fixed 1.75000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAR6 691000.00000000 PA USD 710097.86000000 0.045511141305 Long DBT CORP US N 2 2054-11-30 Variable 6.95000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAD3 234000.00000000 PA USD 249458.74000000 0.015988151219 Long DBT CORP US Y 2 2032-02-01 Fixed 9.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CRA1 402000.00000000 PA USD 399770.15000000 0.025621814698 Long DBT UST US N 2 2031-07-31 Fixed 4.37500000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAG8 45000.00000000 PA USD 47494.35000000 0.003043977732 Long DBT CORP US Y 2 2034-01-15 Fixed 8.37500000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDG1 660000.00000000 PA USD 649829.14000000 0.041648436759 Long ABS-O CORP US Y 2 2031-12-25 Fixed 5.90000000 N N N N N N Terawulf, Inc. 254900CVMW1SX2T78A64 88080TAE4 895000.00000000 PA USD 959171.50000000 0.061474610939 Long DBT CORP US Y 2 2032-05-01 None 0.00000000 N N N N Y Terawulf, Inc. USD XXXX N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AF4 130000.00000000 PA USD 130531.70000000 0.008365954860 Long DBT CORP US Y 2 2029-06-01 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCK0 153242.60000000 PA USD 4435.15000000 0.000284254818 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.56040920 N N N N N N Group 1 Automotive, Inc. 549300US8QAZJLWYAF63 398905AQ2 21000.00000000 PA USD 21188.20000000 0.001357980665 Long DBT CORP US Y 2 2030-01-15 Fixed 6.37500000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAM3 166000.00000000 PA USD 167296.63000000 0.010722269417 Long DBT CORP US Y 2 2034-03-15 Fixed 6.75000000 N N N N N N Cidron Atrium SE 2549004YHD7GOLT9Y166 N/A 232000.00000000 PA 268400.26000000 0.017202139095 Long DBT CORP DE Y 2 2033-02-15 Floating 6.13599840 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AS2 149000.00000000 PA USD 151281.69000000 0.009695850048 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 929550.00000000 PA USD 849841.09000000 0.054467475700 Long DBT NUSS EC Y 2 2035-07-31 Variable 6.90000120 N N N N N N Bond US Bidco 1, Inc. N/A 097947AA3 200000.00000000 PA USD 203271.60000000 0.013027954359 Long DBT CORP US Y 2 2033-06-15 Fixed 7.12500000 N N N N N N ROCK Trust N/A 74970WAA8 2723228.00000000 PA USD 2732553.42000000 0.175133079294 Long ABS-MBS CORP US Y 2 2041-11-13 Fixed 5.38834000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKJ7 2485000.00000000 PA USD 2464726.43000000 0.157967681856 Long DBT CORP US N 2 2028-02-04 Variable 2.55100000 N N N N N N Conceria Pasubio SpA 815600FAD0B0323CB244 N/A 138000.00000000 PA 159294.97000000 0.010209432104 Long DBT CORP IT Y 2 2032-07-31 Fixed 9.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 785000.00000000 PA USD 416322.55000000 0.026682680612 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N Wrangler Holdco Corp. N/A 37441QAA9 300000.00000000 PA USD 302743.04000000 0.019403214752 Long DBT CORP US Y 2 2032-04-01 Fixed 6.62500000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAF9 1200000.00000000 PA USD 1214214.00000000 0.077820632960 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N JPMorgan Mortgage Trust N/A 46628YAU4 270866.61670000 PA USD 107578.55000000 0.006894856140 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N LHOME Mortgage Trust 529900ZQNJ23BIJVY871 50205WAA5 697000.00000000 PA USD 697179.06000000 0.044683157776 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.32299960 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AN6 355000.00000000 PA USD 336581.50000000 0.021571967851 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 320000.00000000 PA USD 321760.00000000 0.020622037681 Long DBT NUSS MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAV5 700000.00000000 PA USD 620820.75000000 0.039789249440 Long DBT CORP ES N 2 2038-03-06 Fixed 4.66500000 N N N N N N American Home Mortgage Assets Trust N/A 008684AA0 675969.70360000 PA USD 587164.39000000 0.037632167378 Long ABS-MBS CORP US N 2 2046-12-25 Floating 3.97175040 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AG2 510000.00000000 PA USD 475441.79000000 0.030471713415 Long DBT CORP US Y 2 2031-01-30 Fixed 3.75000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 112000000.00000000 PA 6080997.48000000 0.389739430549 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.49999960 N N N N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00866HAH8 528900.96730000 PA USD 527578.71000000 0.033813239798 Long LON CORP US N 2 2031-02-03 Variable 6.23222000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 6000000.00000000 PA 5136471.63000000 0.329203479312 Long DBT NUSS BR N 2 2030-08-15 Fixed 6.00000000 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 605000.00000000 PA USD 594538.95000000 0.038104812997 Long DBT CORP US Y 2 2028-10-15 Fixed 4.75000000 N N N N N N South African Rand N/A N/A 92779.27000000 OU Currencies 5761.35000000 0.000369252787 Long STIV ZA N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XQJK4 2742734.89000000 PA USD 2725997.51000000 0.174712902072 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N Nidda Healthcare Holding GmbH 549300Q89C4WAO6L0L19 N/A 232000.00000000 PA 269448.05000000 0.017269293387 Long DBT CORP DE Y 2 2032-10-15 Floating 5.76100080 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AV6 100000.00000000 PA USD 97457.84000000 0.006246206019 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Banc of America Funding Trust N/A 058927AA2 89215.34000000 PA USD 85190.27000000 0.005459960709 Long ABS-MBS CORP US N 2 2036-02-20 Variable 5.58086040 N N N N N N Commonbond Student Loan Trust 5493005PJR3MYTKJFJ48 20269DAD7 47269.93000000 PA USD 38005.41000000 0.002435818613 Long ABS-O CORP US Y 2 2044-02-25 Fixed 3.82000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDB3 30000.00000000 PA USD 29995.64000000 0.001922461519 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N Fells Point Funding Trust N/A 314382AA0 832000.00000000 PA USD 826924.58000000 0.052998725287 Long DBT CORP US Y 2 2027-01-31 Fixed 3.04600000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LBD0 169000.00000000 PA USD 166059.82000000 0.010643000576 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N Far East Horizon Ltd. 549300S9XRGO1ZPUHE62 N/A 582000.00000000 PA USD 582727.50000000 0.037347801041 Long DBT CORP HK Y 2 2028-03-05 Fixed 5.87500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAV3 942000.00000000 PA USD 954660.48000000 0.061185493509 Long DBT CORP KY Y 2 2029-11-15 Fixed 5.75000000 N N N N N N Vale Overseas Ltd. 254900BA3U6G5DNV5V04 91911TAS2 1085000.00000000 PA USD 1067965.50000000 0.068447366930 Long DBT CORP KY N 2 2054-06-28 Fixed 6.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 119833.80000000 0.007680311844 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 38659798.52000000 EUR 45082942.34000000 USD 2026-10-05 119833.80000000 N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46590RAL3 276000.00000000 PA USD 212516.00000000 0.013620440576 Long ABS-MBS CORP US N 2 2049-08-15 Variable 3.55888800 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAF0 21000.00000000 PA USD 20912.20000000 0.001340291448 Long DBT CORP US Y 2 2036-05-01 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644UBF4 1825000.00000000 PA USD 1724625.00000000 0.110533570786 Long ABS-MBS CORP US N 2 2048-07-15 Variable 4.10653800 N N N N N N Lhome Mortgage Trust 529900COAFD3IY51O355 50206RAA5 400000.00000000 PA USD 400066.96000000 0.025640837656 Long ABS-MBS CORP US Y 2 2040-04-25 Variable 5.61200040 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3113.55000000 -0.00019955167 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3851853.33000000 USD 2840322.26000000 GBP 2026-09-28 -3113.55000000 N N N Allianz SE 529900K9B0N5BT694847 018820AD2 600000.00000000 PA USD 586934.88000000 0.037617457769 Long DBT CORP DE Y 2 2054-09-03 Variable 5.60000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WBG6 1295000.00000000 PA USD 1698392.50000000 0.108852294048 Long DBT CORP KY N 2 2031-06-01 Fixed 0.50000000 N N N N N Alibaba Group Holding Ltd. USD XXXX N N N Yinson Bergenia Production BV 549300JDIAWKPMZD5256 98585VAA6 695766.79000000 PA USD 742296.19000000 0.047574776233 Long DBT CORP NL Y 2 2045-01-31 Fixed 8.49800000 N N N N N N Elmwood CLO III Ltd. N/A 29002HBA6 1250000.00000000 PA USD 1251301.25000000 0.080197605446 Long ABS-CBDO CORP KY Y 2 2037-07-18 Floating 5.42921040 N N N N N N Commercial Mortgage Trust N/A 12593GAK8 182801.98000000 PA USD 177391.04000000 0.011369233935 Long ABS-MBS CORP US N 2 2050-07-10 Variable 4.38777000 N N N N N N PSA Trust N/A 74449KAA7 3185000.00000000 PA USD 3188335.33000000 0.204344764160 Long ABS-MBS CORP US Y 2 2031-08-15 Variable 5.55381360 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 N/A 300000.00000000 PA 333611.75000000 0.021381632519 Long DBT CORP FR Y 2 2029-01-20 Variable 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 4130000.00000000 PA USD 4152740.85000000 0.266154830588 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N OBX Trust 254900NDJVO62R77II89 67121LAA4 716211.72000000 PA USD 715034.63000000 0.045827545634 Long ABS-MBS CORP US Y 2 2065-05-25 Variable 5.45299920 N N N N N N Santander Drive Auto Receivables Trust N/A 80287NAF2 1800000.00000000 PA USD 1810979.46000000 0.116068146023 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.47000000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HT0 2421487.00000000 PA USD 1831249.54000000 0.117367283124 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXJH6 807778.28000000 PA USD 714790.87000000 0.045811922723 Long ABS-MBS USGSE US N 2 2058-05-01 Fixed 3.50000000 N N N N N N Six Flags Entertainment Corp. N/A 83002YAA7 280000.00000000 PA USD 283816.68000000 0.018190198500 Long DBT CORP US Y 2 2032-05-01 Fixed 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 15516.65000000 0.000994483282 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3742747.38000000 USD 2773552.28000000 GBP 2026-09-28 15516.65000000 N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAT0 287000.00000000 PA USD 286389.99000000 0.018355125451 Long DBT CORP US N 2 2056-12-15 Variable 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381L5V0 16012198.26000000 PA USD 1135604.32000000 0.072782431247 Long ABS-MBS USGA US N 2 2065-04-16 Variable 0.94726080 N N N N N N CCO Holdings LLC N/A 1248EPCT8 805000.00000000 PA USD 815284.68000000 0.052252708205 Long DBT CORP US Y 2 2031-03-01 Fixed 7.37500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AN9 630000.00000000 PA USD 640350.90000000 0.041040963417 Long DBT NUSS CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Fressnapf Holding SE 529900NLSO3VLFW8JQ35 N/A 170000.00000000 PA 200726.87000000 0.012864859139 Long DBT CORP DE Y 2 2031-10-31 Fixed 5.25000000 N N N N N N OI European Group BV 72450053F5WRDY8CDZ66 N/A 299000.00000000 PA 346604.62000000 0.022214363296 Long DBT CORP NL Y 2 2029-06-01 Fixed 5.25000000 N N N N N N N/A N/A N/A -218.00000000 NC USD 132895.39000000 0.008517446979 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2026-12-21 -24020875.00000000 USD 132895.39000000 N N N Primo Water Holdings, Inc. N/A 74168RAC7 85000.00000000 PA USD 85302.09000000 0.005467127406 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BF4 364000.00000000 PA USD 389378.44000000 0.024955795816 Long DBT CORP CH Y 2 2028-11-13 Variable 9.25000000 N N N N Y N/A USD XXXX N N N Williams Scotsman, Inc. 549300DAKDS8SCO1OT57 96949VAM5 130000.00000000 PA USD 132306.98000000 0.008479734979 Long DBT CORP US Y 2 2029-06-15 Fixed 6.62500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAR5 25000.00000000 PA USD 25571.23000000 0.001638895041 Long DBT CORP US Y 2 2032-03-15 Fixed 6.62500000 N N N N N N N/A N/A N/A 1273693000.00000000 PA 39262.12000000 0.002516362873 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-09-16 0.00000000 USD 0.00000000 USD 1273693000.00000000 JPY 39262.12000000 N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAG6 34000.00000000 PA USD 33743.87000000 0.002162690696 Long DBT CORP US Y 2 2034-12-15 Fixed 6.37500000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BA2 1260000.00000000 PA USD 1241663.22000000 0.079579890945 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N OBX Trust N/A 67125FAA3 3682680.36000000 PA USD 3706127.99000000 0.237530802654 Long ABS-MBS CORP US Y 2 2056-08-25 Variable 6.00000120 N N N N N N Altice France SA 5493001ZMCICV4N02J21 N/A 197663.17000000 PA 227752.07000000 0.014596941103 Long DBT CORP FR Y 2 2029-11-01 Fixed 7.25000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAL2 1075000.00000000 PA USD 1063175.00000000 0.068140337245 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N Y PG&E Corp. USD XXXX N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 32570000.00000000 PA 37385610.13000000 2.396094793777 Long DBT NUSS DE Y 2 2028-03-15 Fixed 2.10000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 600000.00000000 PA 690093.16000000 0.044229012771 Long DBT CORP FR Y 2 2043-03-10 Variable 4.25000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36273FAA8 2524379.48000000 PA USD 2524674.83000000 0.161809856656 Long ABS-MBS CORP US Y 2 2056-03-25 Variable 6.00000120 N N N N N N Abertis Infraestructuras Finance BV 5493007WHKI5H75YJ358 N/A 200000.00000000 PA 231380.96000000 0.014829521618 Long DBT CORP NL Y 2 2030-11-23 Variable 4.74600000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1545.13000000 -0.00009902949 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 283792.31000000 GBP 383003.75000000 USD 2026-09-28 -1545.13000000 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214DF7 250000.00000000 PA USD 249802.28000000 0.016010169166 Long DBT CORP AU N 2 2031-11-23 Variable 4.32200000 N N N N Y N/A USD XXXX N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AQ1 85000.00000000 PA USD 84773.08000000 0.005433222433 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAJ6 710000.00000000 PA USD 728294.65000000 0.046677398419 Long DBT CORP FR Y 2 2029-10-03 Variable 6.31600000 N N N N N N Semtech Corp. 549300J7WUY317SW6O61 816850AJ0 34000.00000000 PA USD 54060.00000000 0.003464779205 Long DBT CORP US Y 2 2030-10-15 None 0.00000000 N N N N Y Semtech Corp. USD XXXX N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AT8 244000.00000000 PA USD 240199.72000000 0.015394727986 Long DBT CORP US Y 2 2034-03-31 Fixed 5.50000000 N N N N N N VF Corp. CWAJJ9DJ5Z7P057HV541 918204BC1 178000.00000000 PA USD 161644.36000000 0.010360007716 Long DBT CORP US N 2 2030-04-23 Fixed 2.95000000 N N N N N N McGraw-Hill Education, Inc. 254900U6YJ9QZ4IQOR26 57767XAA8 105000.00000000 PA USD 104680.22000000 0.006709098214 Long DBT CORP US Y 2 2028-08-01 Fixed 5.75000000 N N N N N N Modena Buyer LLC 254900B0G2IU0VBDOY26 60753DAC8 255450.00000000 PA USD 245232.00000000 0.015717253681 Long LON CORP US N 2 2031-07-01 Variable 8.07267000 N N N N N N Iliad Holding SAS 9695009BGMXB527HV965 N/A 100000.00000000 PA 118564.81000000 0.007598980543 Long DBT CORP FR Y 2 2030-04-15 Fixed 5.37500000 N N N N N N DISH DBS Corp. N/A 25470XBE4 345000.00000000 PA USD 343792.50000000 0.022034130686 Long DBT CORP US Y 2 2026-12-01 Fixed 5.25000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAD3 100000.00000000 PA USD 98675.31000000 0.006324235333 Long DBT CORP US Y 2 2029-02-15 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381ME63 2371168.13000000 PA USD 2309389.72000000 0.148011940039 Long ABS-MBS USGA US N 2 2056-05-16 Fixed 4.75000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36272KAA8 478450.59000000 PA USD 478506.57000000 0.030668139350 Long ABS-MBS CORP US Y 2 2055-11-25 Variable 6.00000120 N N N N N N RHP Hotel Properties LP N/A 749571AK1 465000.00000000 PA USD 473479.74000000 0.030345962952 Long DBT CORP US Y 2 2032-04-01 Fixed 6.50000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 N/A 190000.00000000 PA 227574.38000000 0.014585552709 Long DBT CORP FR Y 2 2032-08-15 Fixed 5.37500000 N N N N N N LHOME Mortgage Trust N/A 50205PAA0 710861.89000000 PA USD 710774.67000000 0.045554518982 Long ABS-MBS CORP US Y 2 2039-07-25 Variable 5.92099920 N N N N N N WULF Compute LLC N/A 982911AA7 753000.00000000 PA USD 782443.05000000 0.050147843301 Long DBT CORP US Y 2 2030-10-15 Fixed 7.75000000 N N N N N N Boyne USA, Inc. N/A 103557AC8 315000.00000000 PA USD 309357.34000000 0.019827134269 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XFA9 2140000.00000000 PA USD 2097253.29000000 0.134415826622 Long DBT CORP US N 2 2034-09-06 Fixed 5.45000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807VAE5 240000.00000000 PA USD 239345.18000000 0.015339959351 Long ABS-O CORP US N 2 2032-02-17 Fixed 4.88000000 N N N N N N Radiology Partners, Inc. 549300SFTAG2177WUZ08 75041VAE4 143000.00000000 PA USD 146299.87000000 0.009376558403 Long DBT CORP US Y 2 2032-07-15 Fixed 8.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCD3 1230000.00000000 PA USD 1166466.20000000 0.074760411271 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 1400000.00000000 PA 1699710.87000000 0.108936790181 Long DBT CORP DE Y 2 2083-09-25 Variable 6.62500000 N N N N N N PRET LLC 2549000L41AJEKAJNL30 74143LAA4 1391856.61000000 PA USD 1392736.40000000 0.089262377303 Long ABS-MBS CORP US Y 2 2055-05-25 Variable 6.24409920 N N N N N N RCKT Mortgage Trust N/A 74940GAA0 989375.82000000 PA USD 988126.24000000 0.063330359756 Long ABS-O CORP US Y 2 2056-07-01 Variable 5.41000080 N N N N N N EUSHI Finance, Inc. N/A 29882DAC7 125000.00000000 PA USD 122779.39000000 0.007869098729 Long DBT CORP US N 2 2056-04-01 Variable 6.25000000 N N N N N N Dynatrace LLC 254900U38IO5FMXCGH14 26815LAA1 690000.00000000 PA USD 742440.00000000 0.047583993213 Long DBT CORP US Y 2 2031-09-01 None 0.00000000 N N N N Y Dynatrace, Inc. USD XXXX N N N XPO, Inc. 54930096DB9LCLPN7H13 983793AK6 465000.00000000 PA USD 480351.98000000 0.030786414196 Long DBT CORP US Y 2 2032-02-01 Fixed 7.12500000 N N N N N N SES SA 5493008JPA4HYMH1HX51 N/A 246000.00000000 PA 281382.13000000 0.018034164867 Long DBT CORP LU Y 2 2029-01-14 Fixed 3.50000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AC4 135000.00000000 PA USD 130833.82000000 0.008385318144 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 760000.00000000 PA USD 764931.98000000 0.049025534918 Long DBT CORP US N 2 2029-04-20 Variable 5.16400000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397J38 200000.00000000 PA USD 196819.03000000 0.012614400339 Long DBT CORP US N 2 2033-04-06 Fixed 5.75300000 N N N N N N Alarm.com Holdings, Inc. 549300HIH92U1EKIHZ32 011642AD7 1215000.00000000 PA USD 1198354.50000000 0.076804175953 Long DBT CORP US N 2 2029-06-01 Fixed 2.25000000 N N N N Y Alarm.com Holdings, Inc. USD XXXX N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 2400000.00000000 PA 2761192.48000000 0.176968595749 Long DBT CORP ES Y 2 2032-09-19 Variable 3.62500000 N N N N N N TKO Worldwide Holdings LLC 549300JEOTH7UMZ3C491 90266UAM5 248748.42970000 PA USD 248469.83000000 0.015924770627 Long LON CORP US N 2 2031-11-21 Variable 5.50683000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 400000.00000000 PA 455042.42000000 0.029164289942 Long DBT NUSS FR Y 2 2027-12-01 Variable 2.62500000 N N N N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAM0 76000.00000000 PA USD 77423.25000000 0.004962161794 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N Republic of Uzbekistan International Bond 213800L6VDKUM3TCM927 N/A 1000000.00000000 PA USD 1056360.00000000 0.067703554591 Long DBT NUSS UZ Y 2 2032-05-25 Fixed 6.94740000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYB4 3130000.00000000 PA USD 2775311.78000000 0.177873520962 Long DBT CORP US N 2 2032-04-22 Variable 2.61500000 N N N N N N Harvest Commercial Capital Loan Trust N/A 41757CAA0 1528318.16000000 PA USD 1526624.17000000 0.097843427272 Long ABS-MBS CORP US N 2 2057-06-25 Variable 5.96779920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXZ50 64682730.12240000 PA USD 673961.71000000 0.043195126117 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.40431600 N N N N N N Czech Republic 3157007EFDLQABN47912 N/A 35740000.00000000 PA 1744085.75000000 0.111780836823 Long DBT NUSS CZ N 2 2035-09-19 Fixed 5.30000000 N N N N N N FHLMC 5493000KIGZAWUOW4E32 35564K2G3 1700000.00000000 PA USD 1753344.13000000 0.112374219037 Long ABS-MBS CORP US Y 2 2043-06-25 Floating 6.99319080 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AV1 45000.00000000 PA USD 45055.22000000 0.002887650561 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHT3 2348632.55000000 PA USD 2340870.30000000 0.150029573390 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBT1 750000.00000000 PA USD 735886.16000000 0.047163948659 Long DBT CORP IE N 2 2029-02-28 Fixed 4.12500000 N N N N N N Driven Brands Funding LLC N/A 26209XAD3 1923220.78000000 PA USD 1798266.63000000 0.115253363392 Long ABS-O CORP US Y 2 2051-10-20 Fixed 2.79100000 N N N N N N Petco Health & Wellness Co., Inc. 2549007TYGV6RVSE9M61 71601VAA3 212000.00000000 PA USD 215409.37000000 0.013805880610 Long DBT CORP US Y 2 2031-02-01 Fixed 8.25000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 N/A 116000.00000000 PA 134757.21000000 0.008636773565 Long DBT CORP US Y 2 2033-06-15 Fixed 4.62500000 N N N N N N Aspire Mortgage Trust N/A 04538QAD7 3764000.00000000 PA USD 3749050.90000000 0.240281790556 Long ABS-MBS CORP US Y 2 2066-08-25 Variable 5.55400080 N N N N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475AD3 40000.00000000 PA USD 38934.01000000 0.002495333855 Long DBT CORP US Y 2 2029-04-15 Fixed 4.50000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAA8 7000.00000000 PA USD 6953.45000000 0.000445656103 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AQ4 35000.00000000 PA USD 35501.97000000 0.002275369726 Long DBT CORP US Y 2 2029-11-01 Fixed 6.87500000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAF8 160000.00000000 PA USD 156513.38000000 0.010031156203 Long DBT CORP US Y 2 2029-09-15 Fixed 4.87500000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 N/A 114455000.00000000 PA 2372225.73000000 0.152039185706 Long DBT NUSS TR N 2 2028-03-15 Fixed 36.80000080 N N N N N N Option One Mortgage Loan Trust N/A 68389FFV1 12089.23000000 PA USD 13370.54000000 0.000856936162 Long ABS-O CORP US N 2 2034-11-25 Floating 4.75674840 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 N/A 230000.00000000 PA 285192.89000000 0.018278401678 Long DBT CORP DE Y 2 2031-11-15 Fixed 7.00000000 N N Y N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035QAB8 165000.00000000 PA USD 159873.58000000 0.010246516008 Long DBT CORP US Y 2 2029-04-01 Fixed 4.12500000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AR0 635000.00000000 PA USD 631706.83000000 0.040486953169 Long DBT CORP US Y 2 2027-10-15 Fixed 4.75000000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900JAK6X5OPMD5925 62548NAA6 799304.17000000 PA USD 820913.76000000 0.052613483627 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 7.64318880 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CH4 248000.00000000 PA USD 253705.49000000 0.016260331224 Long DBT CORP US N 2 2029-03-15 Variable 6.70000000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172441BH9 16000.00000000 PA USD 16472.82000000 0.001055765523 Long DBT CORP US Y 2 2032-08-01 Fixed 7.00000000 N N N N N N Clarivate Science Holdings Corp. N/A 18064PAC3 95000.00000000 PA USD 92496.36000000 0.005928217992 Long DBT CORP US Y 2 2028-07-01 Fixed 3.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFU4 810000.00000000 PA USD 801124.59000000 0.051345168705 Long DBT CORP US N 2 2030-10-18 Variable 4.65400000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 045941AA9 92000.00000000 PA USD 91523.34000000 0.005865855812 Long DBT CORP US Y 2 2032-12-31 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H0GP7 3680252.32000000 PA USD 26896.02000000 0.001723802641 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 0.69198840 N N N N N N Snowflake, Inc. 254900CJNSY1K7T53Z16 833445AB5 867000.00000000 PA USD 1828416.30000000 0.117185696904 Long DBT CORP US N 2 2027-10-01 None 0.00000000 N N N N Y Snowflake, Inc. USD XXXX N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAE3 75000.00000000 PA USD 76607.55000000 0.004909882467 Long DBT CORP US Y 2 2033-01-15 Fixed 7.37500000 N N N N N N Grupo Antolin Irausa SA 213800OILC5Q9AR63B63 N/A 168000.00000000 PA 88269.79000000 0.005657331351 Long DBT CORP ES Y 2 2028-04-30 Fixed 3.50000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EBE4 39000.00000000 PA USD 37193.23000000 0.002383764888 Long DBT CORP US N 2 2036-02-13 Fixed 4.90000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74843PAA8 126000.00000000 PA USD 127569.96000000 0.008176132900 Long DBT CORP US Y 2 2032-03-01 Fixed 6.37500000 N N N N N N Verus Securitization Trust N/A 92538MAA7 1551402.76000000 PA USD 1325334.37000000 0.084942489180 Long ABS-MBS CORP US Y 2 2066-10-25 Variable 1.63000080 N N N N N N AAdvantage Loyalty IP Ltd. N/A 02376CBS3 490845.59130000 PA USD 490639.44000000 0.031445751553 Long LON CORP KY N 2 2028-04-20 Variable 5.97921000 N N N N N N Oportun Issuance Trust N/A 68390VAC0 670000.00000000 PA USD 666093.50000000 0.042690841796 Long ABS-O CORP US Y 2 2034-01-09 Fixed 5.45000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAG2 1206000.00000000 PA USD 1093474.59000000 0.070082279334 Long DBT CORP DE N 2 2033-01-07 Variable 3.74200000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 N/A 3600000.00000000 PA 4105516.35000000 0.263128147910 Long DBT CORP DE Y 2 2033-06-03 Variable 3.75000000 N N N N N N MIS Acquisition LLC N/A 55318HAD5 132628.75000000 PA USD 126881.95000000 0.008132037400 Long LON CORP US N 2 2031-04-22 Variable 8.25092000 N N N N N N American Credit Acceptance Receivables Trust N/A 024948AE1 1160000.00000000 PA USD 1158058.28000000 0.074221536199 Long ABS-O CORP US Y 2 2031-01-13 Fixed 4.83000000 N N N N N N Petco Health & Wellness Co., Inc. N/A 71601HAG1 103260.87080000 PA USD 103112.18000000 0.006608600389 Long LON CORP US N 2 2031-01-31 Variable 7.98222000 N N N N N N Turkcell Iletisim Hizmetleri A/S 7890003EX1LTLS2FFL84 N/A 620000.00000000 PA USD 634731.20000000 0.040680789172 Long DBT CORP TR Y 2 2030-01-24 Fixed 7.45000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RNC2 3085000.00000000 PA USD 2911986.63000000 0.186633198694 Long DBT CORP US N 2 2035-11-01 Fixed 4.90000000 N N N N N N United States Small Business Administration N/A 83162C2X0 964833.10000000 PA USD 941562.39000000 0.060346019039 Long ABS-O CORP US N 2 2050-10-01 Fixed 4.79000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830PAA4 758804.69000000 PA USD 719363.08000000 0.046104961904 Long ABS-MBS CORP US Y 2 2059-11-25 Variable 2.70986040 N N N N N N N/A N/A N/A 1.00000000 NC N/A -121248.72000000 -0.00777099599 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 45026537.70000000 USD 38659798.52000000 EUR 2026-09-02 -121248.72000000 N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00867FAA6 224000.00000000 PA USD 223624.62000000 0.014332407198 Long DBT CORP US Y 2 2028-05-01 Fixed 6.62500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BF2 40000.00000000 PA USD 40610.52000000 0.002602783670 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CBC6 590000.00000000 PA USD 597216.88000000 0.038276445187 Long DBT CORP US N 2 2030-08-15 Variable 6.87500000 N N N N Y N/A USD XXXX N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AQ1 34000.00000000 PA USD 34407.69000000 0.002205235827 Long DBT CORP US Y 2 2030-10-01 Fixed 6.00000000 N N N N N N CCO Holdings LLC N/A 1248EPCU5 178000.00000000 PA USD 173792.67000000 0.011138609490 Long DBT CORP US Y 2 2033-02-01 Fixed 7.00000000 N N N N N N Italmatch Chemicals SpA 815600E7294ACCE76074 N/A 234000.00000000 PA 273189.18000000 0.017509067516 Long DBT CORP IT Y 2 2031-02-05 Floating 6.41599920 N N N N N N Lendmark Funding Trust N/A 525951AC3 735000.00000000 PA USD 714490.34000000 0.045792661345 Long ABS-O CORP US Y 2 2035-05-21 Fixed 5.04000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAZ6 320000.00000000 PA USD 302589.42000000 0.019393369036 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802920AG3 699000.00000000 PA USD 700605.74000000 0.044902778375 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.14000000 N N N N N N Wynn Resorts Finance LLC N/A 983133AA7 105000.00000000 PA USD 104537.76000000 0.006699967758 Long DBT CORP US Y 2 2029-10-01 Fixed 5.12500000 N N N N N N Bankinter SA VWMYAEQSTOPNV0SUGU82 N/A 100000.00000000 PA 118504.08000000 0.007595088274 Long DBT CORP ES Y 2 2030-05-03 Variable 4.37500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BH8 48000.00000000 PA USD 48121.28000000 0.003084158532 Long DBT CORP US Y 2 2031-08-15 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -18154.49000000 -0.00116354604 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4099707.54000000 USD 650682295.00000000 JPY 2026-09-28 -18154.49000000 N N N Somnigroup International, Inc. 549300HFEKVR3US71V91 88023UAJ0 365000.00000000 PA USD 333888.31000000 0.021399357627 Long DBT CORP US Y 2 2031-10-15 Fixed 3.87500000 N N N N N N Sonoco Products Co. GKOMIK4RDJGHEF0VNP11 835495AS1 9075000.00000000 PA USD 8733506.57000000 0.559742359454 Long DBT CORP US N 2 2034-09-01 Fixed 5.00000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 620000.00000000 PA USD 622325.00000000 0.039885658876 Long DBT NUSS PK Y 2 2031-04-08 Fixed 7.37500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AL9 920000.00000000 PA USD 858152.48000000 0.055000164032 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBB9 125000.00000000 PA 146353.20000000 0.009379976396 Long DBT CORP US N 2 2031-04-15 Fixed 5.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AG7 1325000.00000000 PA USD 1331766.64000000 0.085354742146 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.50000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBR5 2710000.00000000 PA USD 2609982.41000000 0.167277335924 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWV80 2882355.60000000 PA USD 453623.68000000 0.029073360959 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AR4 1488000.00000000 PA USD 1490173.97000000 0.095507284190 Long DBT CORP NL N 2 2026-11-16 Variable 5.75000000 N N N N Y N/A USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -73498.30000000 -0.00471060639 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11424094.68000000 EUR 13209599.57000000 USD 2026-09-28 -73498.30000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BYHQ6 4209486.85000000 PA USD 388448.08000000 0.024896167774 Long ABS-MBS USGSE US N 2 2047-05-15 Floating 2.39901840 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CB3 480000.00000000 PA USD 308416.56000000 0.019766838394 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 N/A 457317.47000000 PA 507160.34000000 0.032504598589 Long DBT CORP FR Y 2 2030-10-15 Fixed 4.75000000 N N N N N N Guala Closures SpA 81560014151D1C625F49 N/A 150000.00000000 PA 172740.78000000 0.011071192423 Long DBT CORP IT Y 2 2028-06-15 Fixed 3.25000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BN0 185000.00000000 PA USD 176733.61000000 0.011327098349 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Crown European Holdings SACA 85OKW2SW05RZFQS1W718 N/A 400000.00000000 PA 458185.36000000 0.029365725258 Long DBT CORP FR Y 2 2031-09-30 Fixed 3.75000000 N N N N N N Abertis Infraestructuras Finance BV 5493007WHKI5H75YJ358 N/A 500000.00000000 PA 584368.82000000 0.037452995480 Long DBT CORP NL Y 2 2029-11-28 Variable 4.87000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AJ7 107000.00000000 PA USD 105613.53000000 0.006768915326 Long DBT CORP US Y 2 2033-01-15 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RZA1 2512446.85000000 PA USD 2216280.12000000 0.142044418657 Long ABS-MBS USGA US N 2 2062-12-16 Floating 3.98649960 N N N N N N Synaptics, Inc. 549300AJ3LI4FWNRQX29 87157DAJ8 1694000.00000000 PA USD 2094631.00000000 0.134247760476 Long DBT CORP US N 2 2031-12-01 Fixed 0.75000000 N N N N Y Synaptics, Inc. USD XXXX N N N CCUBS Commercial Mortgage Trust N/A 12508GAZ9 152000.00000000 PA USD 142873.19000000 0.009156937804 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.38357240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEBT6 3940000.00000000 PA USD 101600.78000000 0.006511732700 Long ABS-MBS USGSE US N 2 2045-12-25 Variable 2.63013120 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAE1 194000.00000000 PA USD 199667.07000000 0.012796935110 Long DBT CORP US Y 2 2030-01-15 Fixed 7.00000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAS3 43000.00000000 PA USD 43662.76000000 0.002798405898 Long DBT CORP US Y 2 2033-03-15 Fixed 6.37500000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAH4 24000.00000000 PA USD 23254.86000000 0.001490435725 Long DBT CORP US Y 2 2033-08-01 Fixed 7.00000000 N N N N N N Caturus Energy LLC 254900LM244SIFQ1QY31 149482AA9 46000.00000000 PA USD 46059.94000000 0.002952044437 Long DBT CORP US Y 2 2031-05-15 Fixed 7.12500000 N N N N N N Iliad Holding SAS 9695009BGMXB527HV965 N/A 364000.00000000 PA 442468.38000000 0.028358402552 Long DBT CORP FR Y 2 2031-04-15 Fixed 6.87500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NE7 920000.00000000 PA USD 805067.13000000 0.051597851476 Long DBT CORP US N 2 2032-11-03 Variable 2.52000000 N N N N N N Sequoia Mortgage Trust N/A 81743PDX1 53120.80000000 PA USD 51835.31000000 0.003322195785 Long ABS-MBS CORP US N 2 2034-01-20 Floating 4.40692920 N N N N N N Kite Realty Group LP 549300X6R2GYI8Y3OD81 49803XAB9 788000.00000000 PA USD 873104.00000000 0.055958427361 Long DBT CORP US Y 2 2027-04-01 Fixed 0.75000000 N N N N Y Kite Realty Group Trust USD XXXX N N N OEG Finance plc 254900KMBHWF9UK63G44 N/A 150000.00000000 PA 180426.19000000 0.011563760843 Long DBT CORP GB Y 2 2029-09-27 Fixed 7.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB60 400000.00000000 PA USD 395251.96000000 0.025332237732 Long DBT CORP US N 2 2030-10-23 Variable 4.69200000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 260000.00000000 PA USD 157697.65000000 0.010107057684 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 N/A 116000.00000000 PA 136549.63000000 0.008751652210 Long DBT CORP US Y 2 2035-09-19 Fixed 4.12500000 N N N N N N N/A N/A N/A 444010000.00000000 PA -108613.04000000 -0.00696115801 N/A DIR US N 2 Citigroup Global Markets MBNUM2BPBDO7JBLYG310 Y 2036-07-08 0.00000000 USD 0.00000000 USD 444010000.00000000 INR -108613.04000000 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 781000.00000000 PA 925431.84000000 0.059312190067 Long DBT CORP IT Y 2 2029-01-17 Variable 4.80000000 N N N N N N Asmodee Group AB 636700G5993BBAFDYD02 N/A 125000.00000000 PA 144192.98000000 0.009241524947 Long DBT CORP SE Y 2 2031-12-15 Fixed 4.25000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259LAB4 452277.02000000 PA USD 427471.30000000 0.027397219220 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 2.61000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LS8 3220000.00000000 PA USD 3178468.54000000 0.203712388119 Long DBT CORP US N 2 2028-10-27 Variable 3.52000000 N N N N N N Santander Mortgage Asset Receivable Trust 2549002M4FE0UIHNQI95 802633AD9 3230732.23000000 PA USD 3208438.56000000 0.205633207617 Long ABS-MBS CORP US Y 2 2066-06-25 Variable 5.45500080 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 360000.00000000 PA USD 308892.02000000 0.019797311275 Long DBT CORP US N 2 2036-09-16 Variable 2.48400000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299CC6 1060000.00000000 PA USD 1031804.00000000 0.066129727026 Long DBT NUSS PA N 2 2038-02-23 Fixed 5.66200000 N N N N N N Six Flags Entertainment Corp. N/A 83003AAA8 245000.00000000 PA USD 248449.60000000 0.015923474058 Long DBT CORP US Y 2 2032-01-15 Fixed 8.62500000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AQ1 440000.00000000 PA USD 478915.36000000 0.030694339259 Long DBT CORP GB N 2 2033-11-10 Variable 8.12500000 N N N N Y N/A USD XXXX N N N Boots Group Finco LP 254900YVLYOVF1PF1N93 N/A 100000.00000000 PA 118371.75000000 0.007586607064 Long DBT CORP US Y 2 2032-08-31 Fixed 5.37500000 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAH2 367000.00000000 PA USD 302011.62000000 0.019356337045 Long DBT CORP US N 2 2033-04-01 Fixed 2.25000000 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 48128YAW1 1015450.00000000 PA USD 971982.75000000 0.062295701442 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 4.02910000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABC4 5195000.00000000 PA USD 4996696.46000000 0.320245097840 Long DBT CORP KY Y 2 2032-10-15 Fixed 4.95000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383JCS2 18351224.18000000 PA USD 1110050.87000000 0.071144675750 Long ABS-MBS USGA US N 2 2064-04-16 Variable 0.80368920 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAR3 200000.00000000 PA USD 197571.82000000 0.012662647677 Long DBT CORP IE Y 2 2036-07-23 Fixed 5.70000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 482.94000000 0.000030952283 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 128943.83000000 USD 111425.91000000 EUR 2026-09-02 482.94000000 N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86881WAF9 105000.00000000 PA USD 105594.72000000 0.006767709767 Long DBT CORP US Y 2 2032-04-15 Fixed 7.25000000 N N N N N N Monitchem HoldCo 3 SA 222100SJHJ1CNJMSW162 N/A 103000.00000000 PA 115577.45000000 0.007407516562 Long DBT CORP LU Y 2 2031-07-15 Fixed 8.00000000 N N N N N N N/A N/A N/A 417794000.00000000 PA -38239.49000000 -0.00245082112 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2046-09-16 0.00000000 USD 0.00000000 USD 417794000.00000000 JPY -38239.49000000 N N N Digicel International Finance Ltd. N/A 25381MAA5 802000.00000000 PA USD 833398.14000000 0.053413624585 Long DBT CORP US Y 2 2032-08-01 Fixed 8.62500000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BW8 274000.00000000 PA USD 274585.26000000 0.017598544189 Long DBT CORP US N 2 2056-04-01 Variable 6.37500000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 700000.00000000 PA 804232.42000000 0.051544353772 Long DBT CORP IT Y 2 2037-06-24 Variable 4.17500000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BW1 42000.00000000 PA USD 42063.17000000 0.002695885991 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.62500000 N N N N N N PRPM N/A 74449DAA3 421523.74000000 PA USD 420790.88000000 0.026969061982 Long ABS-MBS CORP US Y 2 2030-05-25 Variable 6.25500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CBA0 1565000.00000000 PA USD 1540522.21000000 0.098734171630 Long DBT CORP US N 2 2036-03-27 Variable 5.33300000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 12699.79000000 0.000813946879 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 4931000.00000000 EUR 5747677.64000000 USD 2026-10-05 12699.79000000 N N N Renaissance Home Equity Loan Trust N/A 75970NAP2 1088967.66000000 PA USD 1012493.49000000 0.064892090076 Long ABS-O CORP US N 2 2035-08-25 Variable 5.55099840 N N N N N N JELD-WEN Holding, Inc. N/A 47580PAA1 220000.00000000 PA USD 149743.00000000 0.009597233305 Long DBT CORP US Y 2 2032-09-01 Fixed 7.00000000 N N N N N N Midcontinent Communications 549300ZI9GDQBS28C408 59565XAD2 214000.00000000 PA USD 185807.47000000 0.011908654425 Long DBT CORP US Y 2 2032-08-15 Fixed 8.00000000 N N N N N N N/A N/A N/A 213285000.00000000 PA -1861462.42000000 -0.11930366785 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-09-15 0.00000000 USD 0.00000000 USD 213285000.00000000 GBP -1861462.42000000 N N N New Residential Mortgage Loan Trust 549300U48YU2VDL8N523 64830KAE7 434256.50000000 PA USD 400541.09000000 0.025671225295 Long ABS-MBS CORP US Y 2 2058-05-25 Variable 2.99999880 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QF1 761000.00000000 PA USD 742498.85000000 0.047587764989 Long DBT CORP US N 2 2031-09-11 Variable 4.50300000 N N N N N N New Immo Holding SA 5493007LOTJ0I8E94R81 N/A 100000.00000000 PA 115483.90000000 0.007401520814 Long DBT CORP FR Y 2 2027-07-23 Fixed 3.25000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135EG7 10000.00000000 PA USD 9657.63000000 0.000618970691 Long DBT CORP US N 2 2056-07-09 Fixed 6.10000000 N N N N N N PetSmart LLC N/A 71677KAC2 500000.00000000 PA USD 504811.00000000 0.032354026181 Long DBT CORP US Y 2 2032-09-15 Fixed 7.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFZ3 925000.00000000 PA USD 925804.24000000 0.059336057691 Long DBT CORP US N 2 2031-04-17 Variable 5.19200000 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 N/A 200000.00000000 PA 211728.23000000 0.013569951321 Long DBT CORP NL Y 2 2032-01-15 Fixed 3.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1600000.00000000 PA USD 1543984.00000000 0.098956042477 Long DBT NUSS EG Y 2 2051-09-30 Fixed 8.75000000 N N N N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 N/A 529000.00000000 PA 626958.43000000 0.040182621731 Long DBT CORP JP Y 2 2029-07-17 Fixed 5.25000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAM6 700000.00000000 PA USD 635463.89000000 0.040727748274 Long DBT CORP US N 2 2031-06-01 Fixed 2.80000000 N N N N N N Clarios Global LP N/A 18060TAE5 274000.00000000 PA USD 279126.54000000 0.017889601024 Long DBT CORP US Y 2 2032-09-15 Fixed 6.75000000 N N N N N N GS Mortgage-Backed Securities Trust 25490056GA5WA3XCJP18 362980AA2 479212.61000000 PA USD 474354.11000000 0.030402002519 Long ABS-O CORP US Y 2 2056-06-25 Variable 5.22699840 N N N N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723AS2 48000.00000000 PA USD 47249.28000000 0.003028270862 Long DBT CORP US Y 2 2033-11-15 Fixed 5.75000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAV7 193000.00000000 PA USD 192431.54000000 0.012333200114 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 74825NAA5 125000.00000000 PA USD 127853.00000000 0.008194273320 Long DBT CORP US Y 2 2032-04-30 Fixed 6.75000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 740840AD5 395000.00000000 PA USD 396481.25000000 0.025411024606 Long DBT NUSS PK Y 2 2029-04-24 Fixed 6.97500000 N N N N N N New Residential Mortgage Loan Trust 2138008C4H1F2CU67V53 64831YAC0 1009816.37000000 PA USD 995973.71000000 0.063833314822 Long ABS-MBS CORP US Y 2 2065-10-26 Variable 5.01000120 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304AAL0 32000.00000000 PA USD 31379.42000000 0.002011149868 Long DBT CORP US Y 2 2033-03-01 Fixed 6.87500000 N N N N N N IHS Holding Ltd. 213800CLGMKL63VKTD94 N/A 610000.00000000 PA USD 633332.50000000 0.040591144579 Long DBT CORP KY Y 2 2031-11-29 Fixed 8.25000000 N N N N N N Acushnet Co. 549300H805O14KEFES79 005095AB0 15000.00000000 PA USD 14727.76000000 0.000943922245 Long DBT CORP US Y 2 2033-12-01 Fixed 5.62500000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257BAA0 632040.90000000 PA USD 616719.03000000 0.039526364605 Long ABS-MBS CORP US Y 2 2052-06-25 Variable 5.22000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AF0 1100000.00000000 PA USD 1109558.12000000 0.071113094730 Long ABS-O CORP US N 2 2029-11-15 Fixed 6.03000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528EAG3 2000000.00000000 PA USD 1994575.20000000 0.127835047653 Long ABS-O CORP US Y 2 2032-07-12 Fixed 5.19000000 N N N N N N Blue Racer Midstream LLC N/A 095796AK4 175000.00000000 PA USD 180916.05000000 0.011595156639 Long DBT CORP US Y 2 2032-07-15 Fixed 7.25000000 N N N N N N Meritage Homes Corp. 52990044W9UMFJO2FB97 59001ABF8 1011000.00000000 PA USD 992296.50000000 0.063597637413 Long DBT CORP US N 2 2028-05-15 Fixed 1.75000000 N N N N Y Meritage Homes Corp. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 9807.64000000 0.000628585037 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 151744562.00000000 JPY 961660.00000000 USD 2026-09-28 9807.64000000 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 600000.00000000 PA 680516.60000000 0.043615237966 Long DBT CORP IT Y 2 2030-02-27 Variable 4.12500000 N N N N Y N/A EUR XXXX N N N N/A N/A N/A 1.00000000 NC N/A 68.41000000 0.000004384490 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 2359247.21000000 EUR 2740452.01000000 USD 2026-09-02 68.41000000 N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBM1 285000.00000000 PA USD 266090.68000000 0.017054114960 Long DBT CORP US Y 2 2030-05-15 Fixed 5.25000000 N N N N N N PRET Trust N/A 74144HAA2 2151913.95500000 PA USD 2145518.47000000 0.137509207902 Long ABS-O CORP US Y 2 2066-06-25 Variable 5.66840160 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AS5 115000.00000000 PA USD 113042.05000000 0.007245019314 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC36 700000.00000000 PA USD 700567.59000000 0.044900333290 Long DBT CORP US N 2 2031-01-28 Variable 5.20700000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABH7 2036000.00000000 PA USD 2003599.32000000 0.128413415824 Long DBT CORP FR Y 2 2032-06-02 Variable 5.18400000 N N N N N N N/A N/A N/A 3.00000000 NC USD 119.69000000 0.000007671095 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2026-12-21 330562.50000000 USD 119.69000000 N N N Howard Midstream Energy Partners LLC N/A 442722AC8 130000.00000000 PA USD 134230.07000000 0.008602988443 Long DBT CORP US Y 2 2032-07-15 Fixed 7.37500000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAQ5 458000.00000000 PA USD 456699.28000000 0.029270480361 Long DBT NUSS EC Y 2 2034-01-29 Fixed 8.75000000 N N N N N N N/A N/A N/A 8560000.00000000 PA 454629.51000000 0.029137825976 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2058-06-21 0.00000000 USD 0.00000000 USD 8560000.00000000 EUR 454629.51000000 N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29365BAB9 945000.00000000 PA USD 953546.33000000 0.061114086114 Long DBT CORP US Y 2 2030-06-15 Fixed 5.95000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABJ3 1084000.00000000 PA USD 1052768.96000000 0.067473399934 Long DBT CORP FR Y 2 2037-06-02 Variable 5.77300000 N N N N N N Celsa Opco SA 95980020140005024777 N/A 100000.00000000 PA 123948.07000000 0.007944001025 Long DBT CORP ES Y 2 2030-12-15 Fixed 8.25000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CM3 112000.00000000 PA USD 113855.95000000 0.007297183276 Long DBT CORP US Y 2 2033-06-30 Fixed 6.87500000 N N N N N N EMRLD Borrower LP N/A N/A 143000.00000000 PA 171173.17000000 0.010970722158 Long DBT CORP US Y 2 2030-12-15 Fixed 6.37500000 N N N N N N N/A N/A N/A 7617953.00000000 PA -96074.15000000 -0.00615752343 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2031-01-02 0.00000000 USD 0.00000000 USD 7617953.00000000 BRL -96074.15000000 N N N EDP SA 529900CLC3WDMGI9VH80 N/A 200000.00000000 PA 232251.45000000 0.014885312510 Long DBT CORP PT Y 2 2054-09-16 Variable 4.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055HAK9 714000.00000000 PA USD 714911.06000000 0.045819625864 Long DBT CORP US N 2 2030-07-26 Variable 6.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2N91 766660.00000000 PA USD 92855.71000000 0.005951249224 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 3.04807680 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAS6 25000.00000000 PA USD 24750.00000000 0.001586261289 Long DBT CORP US Y 2 2034-03-01 Fixed 6.37500000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GJ6 1220000.00000000 PA USD 1196859.56000000 0.076708363207 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N JBS NV N/A 46590XBA3 1170000.00000000 PA USD 1137000.15000000 0.072871891898 Long DBT CORP NL Y 2 2037-03-10 Fixed 5.62500000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546RAC0 136781.66000000 PA USD 135670.47000000 0.008695305645 Long ABS-O CORP US Y 2 2029-05-15 Fixed 3.27000000 N N N N N N Indonesia Asahan Aluminium PT 2549008P48EB9SN2OI80 74445PAF9 830000.00000000 PA USD 829186.60000000 0.053143701237 Long DBT CORP ID Y 2 2030-05-15 Fixed 5.45000000 N N N N N N Esentia Energy Development SAB de CV 254900Q2VJTZZLC8UL64 29642EAB8 419000.00000000 PA USD 405248.42000000 0.025972924501 Long DBT CORP MX Y 2 2038-07-30 Fixed 6.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BU1 2237000.00000000 PA USD 2246545.97000000 0.143984198304 Long DBT CORP US Y 2 2034-04-04 Fixed 5.63400000 N N N N N N Lyft, Inc. 549300H7I5VN334XVZ52 55087PAD6 716000.00000000 PA USD 780726.40000000 0.050037820859 Long DBT CORP US Y 2 2029-03-01 Fixed 0.62500000 N N N N Y Lyft, Inc. USD XXXX N N N OBX Trust 2549007DTHVTGCMU8X03 67123VAD4 1731619.87000000 PA USD 1702744.59000000 0.109131225437 Long ABS-MBS CORP US Y 2 2065-12-01 Variable 4.81799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EJ50 9135618.96000000 PA USD 8404530.18000000 0.538657813485 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N OnDeck Asset Securitization Trust IV LLC N/A 67108SAA6 1404000.00000000 PA USD 1404842.68000000 0.090038285316 Long ABS-O CORP US Y 2 2030-08-19 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQXM0 3149644.00000000 PA USD 8005.14000000 0.000513060351 Long ABS-MBS USGSE US N 2 2048-01-25 Variable 1.80141120 N N N N N N Studio City Finance Ltd. 254900D6R731QAUIG324 N/A 680000.00000000 PA USD 652555.20000000 0.041823153666 Long DBT CORP VG Y 2 2029-01-15 Fixed 5.00000000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAD9 40000.00000000 PA USD 41489.02000000 0.002659087934 Long DBT CORP US Y 2 2034-05-31 Fixed 7.12500000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAD1 60000.00000000 PA USD 59049.21000000 0.003784544485 Long DBT CORP US Y 2 2034-07-01 Fixed 7.12500000 N N N N N N CCO Holdings LLC N/A 1248EPCK7 890000.00000000 PA USD 802678.90000000 0.051444786554 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N Howard Midstream Energy Partners LLC N/A 442722AE4 50000.00000000 PA USD 50254.43000000 0.003220875028 Long DBT CORP US Y 2 2035-01-15 Fixed 6.62500000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAW1 1045000.00000000 PA USD 1040708.14000000 0.066700405514 Long DBT CORP US N 2 2035-10-30 Fixed 5.55000000 N N N N N N Wendy's Funding LLC 5493009DRVSTWJOXUL48 95058XAR9 1641750.00000000 PA USD 1577181.12000000 0.101083691220 Long ABS-O CORP US Y 2 2055-12-15 Fixed 5.42200000 N N N N N N United Group BV 213800PC85O8BJ7DU398 N/A 165000.00000000 PA 189554.94000000 0.012148834893 Long DBT CORP NL Y 2 2033-01-31 Floating 5.76099940 N N N N N N Archrock Partners LP N/A 03959KAD2 145000.00000000 PA USD 147672.32000000 0.009464520597 Long DBT CORP US Y 2 2032-09-01 Fixed 6.62500000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 531000.00000000 PA 628424.55000000 0.040276587363 Long DBT CORP FR Y 2 2030-06-02 Variable 5.75000000 N N N N Y N/A EUR XXXX N N N Oportun Issuance Trust N/A 68390VAB2 1170000.00000000 PA USD 1162396.17000000 0.074499557491 Long ABS-O CORP US Y 2 2034-01-09 Fixed 5.06000000 N N N N N N Harvest Midstream I LP 549300DW5M17KJOXCY66 417558AD5 40000.00000000 PA USD 40590.39000000 0.002601493510 Long DBT CORP US Y 2 2034-05-15 Fixed 6.75000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EDK8 550000.00000000 PA USD 521454.40000000 0.033420724409 Long DBT CORP GB N 2 2037-02-24 Variable 5.20700000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAZ4 3155000.00000000 PA USD 3157492.45000000 0.202368001873 Long DBT CORP KY Y 2 2030-05-30 Fixed 5.37500000 N N N N N N N/A N/A N/A 1254684000.00000000 PA 36810.71000000 0.002359248659 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-09-16 0.00000000 USD 0.00000000 USD 1254684000.00000000 JPY 36810.71000000 N N N Saavi Energia Sarl 254900A2V0IO8K56UH35 78518PAA3 627000.00000000 PA USD 688790.85000000 0.044145545945 Long DBT CORP LU Y 2 2035-02-10 Fixed 8.87500000 N N N N N N Amcor Flexibles North America, Inc. PTVU09TE3QPJPL7K4E13 02344AAH1 2025000.00000000 PA USD 2014849.24000000 0.129134438555 Long DBT CORP US N 2 2035-03-17 Fixed 5.50000000 N N N N N N Stingray Compute LLC N/A 86083AAA4 235000.00000000 PA USD 228824.16000000 0.014665652815 Long DBT CORP US Y 2 2031-06-15 Fixed 6.00000000 N N N N N N CT Investment GmbH 529900VYBTC7HKBCNB72 N/A 303000.00000000 PA 361395.36000000 0.023162322015 Long DBT CORP DE Y 2 2030-04-15 Fixed 6.37500000 N N N N N N Fibercop SpA 8156007022402E114A31 N/A 269000.00000000 PA 317532.77000000 0.020351108739 Long DBT CORP IT Y 2 2030-06-30 Fixed 4.75000000 N N N N N N Chariot Buyer LLC 25490092IFNOZBRVE539 15963CAE6 564099.47180000 PA USD 564641.01000000 0.036188613204 Long LON CORP US N 2 2032-09-08 Variable 6.43640000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379AXJ4 810000.00000000 PA USD 627777.46000000 0.040235114481 Long ABS-MBS USGA US N 2 2044-03-16 Fixed 2.00000000 N N N N N N SCIL IV LLC N/A N/A 150000.00000000 PA 179939.74000000 0.011532583598 Long DBT CORP US Y 2 2028-07-15 Fixed 9.50000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XFC5 3545000.00000000 PA USD 3570044.72000000 0.228809040093 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 1350000.00000000 PA 1530706.94000000 0.098105097575 Long DBT CORP IT Y 2 2032-01-19 Variable 4.12500000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AM8 50000.00000000 PA USD 49991.45000000 0.003204020281 Long DBT CORP US N 2 2028-02-01 Fixed 5.12500000 N N N N N N Angel Oak Mortgage Trust N/A 03465EAA9 1836587.10000000 PA USD 1579465.82000000 0.101230120762 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 1.06800120 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAQ6 2368000.00000000 PA USD 2287158.45000000 0.146587107593 Long DBT CORP NO Y 2 2035-10-30 Fixed 5.25000000 N N N N N N White Cap Supply Holdings LLC 254900L2N0T6GULCL366 96350TAH3 181505.98900000 PA USD 181415.24000000 0.011627150407 Long LON CORP US N 2 2029-10-19 Variable 6.93640000 N N N N N N LYB International Finance III LLC 984500A51LA0B8EB4053 50249AAR4 912000.00000000 PA USD 904851.53000000 0.057993169902 Long DBT CORP US N 2 2036-01-15 Fixed 5.87500000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LKW8 467664.70000000 PA USD 365193.61000000 0.023405757043 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.30175160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B8A72 562213.87000000 PA USD 66148.45000000 0.004239544469 Long ABS-MBS USGSE US N 2 2044-02-15 Floating 2.84901840 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 1815780.00000000 PA USD 127104.60000000 0.008146307343 Long DBT CORP KY N 2 2031-12-31 None 0.00000000 N N N Y N Country Garden Holdings Co. Ltd. HKD XXXX N N N Cipher Digital, Inc. 254900QABG5HCQZ28A17 17253JAB2 665000.00000000 PA USD 844749.50000000 0.054141148745 Long DBT CORP US Y 2 2031-10-01 None 0.00000000 N N N N Y Cipher Digital, Inc. USD XXXX N N N MKS, Inc. 549300KEQATBHAGVF505 55306NAB0 865000.00000000 PA USD 1556135.00000000 0.099734816656 Long DBT CORP US N 2 2030-06-01 Fixed 1.25000000 N N N N Y MKS, Inc. USD XXXX N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AL0 23000.00000000 PA USD 23632.73000000 0.001514653930 Long DBT CORP US Y 2 2030-01-30 Fixed 6.87500000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259BAA8 253573.85000000 PA USD 249262.36000000 0.015975564956 Long ABS-MBS CORP US Y 2 2048-10-26 Variable 4.05000000 N N N N N N Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 298736AM1 745000.00000000 PA USD 662118.75000000 0.042436094642 Long DBT CORP US Y 2 2030-10-01 Fixed 0.62500000 N N N N Y Euronet Worldwide, Inc. USD XXXX N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAA5 307000.00000000 PA USD 317109.82000000 0.020324001296 Long DBT CORP US Y 2 2029-10-31 Fixed 7.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HPKU6 6189728.16000000 PA USD 5982882.30000000 0.383451094711 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 4.15000000 N Y N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 1350000.00000000 PA 1525169.82000000 0.097750215995 Long DBT CORP FR Y 2 2031-02-26 Variable 3.79000000 N N N N N N Greenko Power II Ltd. 254900YYA4B6O2O4JM12 39530MAA6 583327.50000000 PA USD 560652.10000000 0.035932958516 Long DBT CORP MU Y 2 2028-12-13 Fixed 4.30000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528FAE5 875000.00000000 PA USD 869095.06000000 0.055701488923 Long ABS-O CORP US Y 2 2032-05-10 Fixed 4.85000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528FAG0 1410000.00000000 PA USD 1395022.70000000 0.089408909391 Long ABS-O CORP US Y 2 2032-06-08 Fixed 5.18000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017BG8 1226000.00000000 PA USD 1258243.80000000 0.080642562954 Long DBT CORP US N 2 2030-06-01 Fixed 0.75000000 N N N N Y Microchip Technology, Inc. USD XXXX N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AK3 140000.00000000 PA USD 115500.00000000 0.007402552685 Long DBT CORP CA Y 2 2029-02-15 Fixed 6.25000000 N N N N N N BANK 549300664283JRAXM588 06539LBG4 509000.00000000 PA USD 459344.81000000 0.029440035991 Long ABS-MBS CORP US N 2 2061-08-15 Variable 4.56775920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4062.77000000 0.000260388475 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1669587.15000000 GBP 2266446.19000000 USD 2026-10-05 4062.77000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYTY2 8157050.28000000 PA USD 251319.53000000 0.016107411790 Long ABS-MBS USGSE US N 2 2036-02-25 Variable 0.57301200 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 600000.00000000 PA 661190.66000000 0.042376612087 Long DBT NUSS FR Y 2 2030-06-15 Variable 3.37500000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBL3 55000.00000000 PA USD 47010.85000000 0.003012989557 Long DBT CORP US Y 2 2030-04-01 Fixed 6.12500000 N N N N N N MPT Operating Partnership LP N/A 55342UAQ7 55000.00000000 PA USD 55767.47000000 0.003574213288 Long DBT CORP US Y 2 2032-02-15 Fixed 8.50000000 N N N N N N Antero Midstream Partners LP N/A 03690AAM8 48000.00000000 PA USD 47387.07000000 0.003037102011 Long DBT CORP US Y 2 2033-10-15 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TNQ1 3091753.69000000 PA USD 2981576.57000000 0.191093312956 Long ABS-MBS USGA US N 2 2060-01-16 Fixed 4.50000000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAE2 200000.00000000 PA USD 205700.00000000 0.013183593831 Long DBT NUSS SR Y 2 2030-11-06 Fixed 7.70000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AK7 185000.00000000 PA USD 179705.28000000 0.011517556737 Long DBT CORP US Y 2 2029-03-01 Fixed 4.62500000 N N N N N N ENEL Finance International NV 0YQH6LCEF474UTUV4B96 29278GAP3 316000.00000000 PA USD 278871.45000000 0.017873251958 Long DBT CORP NL Y 2 2031-07-12 Fixed 2.49999840 N N N N N N GFL Environmental Holdings US, Inc. N/A 36273TAA8 625000.00000000 PA USD 585646.00000000 0.037534851690 Long DBT CORP US Y 2 2034-02-01 Fixed 5.50000000 N N N N N N Labels Buyer LLC N/A 504917121 53.00000000 NS USD 40015.00000000 0.002564615980 Long EP CORP US N 2 N N N Element Solutions, Inc. 549300FLGN6P5CU20J91 28618MAA4 226000.00000000 PA USD 220731.90000000 0.014147008824 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N Westlake Automobile Receivables Trust N/A 96043CAG5 2100000.00000000 PA USD 2103930.57000000 0.134843782613 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.21000000 N N N N N N Wintershall Dea Finance 2 BV 529900DV88FUQZSVVL48 N/A 125000.00000000 PA 150550.18000000 0.009648966574 Long DBT CORP NL Y 2 2030-05-08 Variable 6.11700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TWR9 3728851.55000000 PA USD 3789508.03000000 0.242874743252 Long ABS-MBS USGA US N 2 2068-11-16 Variable 5.00141880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLCB5 1600000.00000000 PA USD 1595774.18000000 0.102275345820 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 4.62000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AS8 220000.00000000 PA USD 237765.00000000 0.015238683457 Long DBT NUSS CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565A5R0 1430000.00000000 PA USD 1498273.92000000 0.096026421044 Long DBT CORP FR Y 2 2028-08-14 Variable 8.50000000 N N N N Y N/A USD XXXX N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAM2 820000.00000000 PA USD 1000400.00000000 0.064117001791 Long DBT CORP US N 2 2028-12-01 Fixed 0.87500000 N N N N Y Uber Technologies, Inc. USD XXXX N N N Vmed O2 UK Financing I plc 213800MRR46ECNGZ7L69 N/A 200000.00000000 PA 198000.68000000 0.012690133900 Long DBT CORP GB Y 2 2032-04-15 Fixed 5.62500000 N N N N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 N/A 200000.00000000 PA 235893.44000000 0.015118732622 Long DBT CORP NL Y 2 2029-06-18 Variable 4.87500000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 515000.00000000 PA USD 463968.65000000 0.029736384209 Long DBT NUSS PY Y 2 2048-03-13 Fixed 5.60000000 N N N N N N UGI International LLC 5493001JFF8MQO00ZQ21 N/A 296000.00000000 PA 329208.24000000 0.021099405551 Long DBT CORP US Y 2 2029-12-01 Fixed 2.50000000 N N N N N N Discovery Global Holdings, Inc. 549300DXR29GD4N0A520 254948AQ5 110000.00000000 PA USD 100650.00000000 0.006450795911 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N EDP SA 529900CLC3WDMGI9VH80 N/A 400000.00000000 PA 459840.65000000 0.029471815053 Long DBT CORP PT Y 2 2055-05-27 Variable 4.50000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AD5 2480000.00000000 PA USD 2554564.85000000 0.163725548845 Long DBT CORP US Y 2 2035-01-25 Fixed 6.25000000 N N N N N N Noble Finance II LLC N/A 65505PAC1 56000.00000000 PA USD 54964.26000000 0.003522734463 Long DBT CORP US Y 2 2034-06-15 Fixed 6.25000000 N N N N N N Neuberger Berman Loan Advisers CLO 38 Ltd. 549300SM4FYZ8US63U33 64133RAY2 1100000.00000000 PA USD 1100400.40000000 0.070526163952 Long ABS-CBDO CORP KY Y 2 2036-10-20 Floating 5.60921040 N N N N N N Raven Acquisition Holdings LLC N/A 75419XAC8 257836.83400000 PA USD 257279.91000000 0.016489420682 Long LON CORP US N 2 2031-11-19 Variable 6.68640000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2688.76000000 0.000172326299 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 620748.02000000 USD 59421103.98000000 INR 2026-09-28 2688.76000000 N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BS8 338000.00000000 PA USD 331669.26000000 0.021257135683 Long DBT CORP GB Y 2 2031-04-01 Variable 4.64400000 N N N N N N Palmer Square CLO Ltd. 254900HTQ89UZTKY6247 69701XAN4 3300000.00000000 PA USD 3305695.80000000 0.211866556909 Long ABS-CBDO CORP KY Y 2 2038-02-15 Floating 5.45292000 N N N N N N Compass, Inc. 254900DMGQSTC3I2IM78 20464UAA8 1990000.00000000 PA USD 1996567.00000000 0.127962704834 Long DBT CORP US Y 2 2031-04-15 Fixed 0.25000000 N N N N Y Compass, Inc. USD XXXX N N N Deephaven Residential Mortgage Trust N/A 24381TAA3 1682337.00000000 PA USD 1672826.75000000 0.107213750227 Long ABS-MBS CORP US Y 2 2071-06-25 Variable 5.47300080 N N N N N N Repsol Europe Finance Sarl 222100TAWUOMRM7NNG09 N/A 600000.00000000 PA 681448.95000000 0.043674993550 Long DBT CORP LU Y 2 2031-11-19 Variable 4.19700000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 25000.00000000 PA USD 25125.13000000 0.001610303883 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 120760000.00000000 PA 6573952.45000000 0.421333587581 Long DBT NUSS MX N 2 2035-05-24 Fixed 7.99999920 N N N N N N American Credit Acceptance Receivables Trust N/A 02531FAG5 1500000.00000000 PA USD 1485472.20000000 0.095205941332 Long ABS-O CORP US Y 2 2033-01-12 Fixed 5.10000000 N N N N N N Kimco Realty OP LLC 549300EA7I6T15IBYS12 49447BAD5 1370000.00000000 PA USD 1353560.00000000 0.086751508342 Long DBT CORP US Y 2 2031-06-15 Fixed 3.50000000 N N N N Y Kimco Realty Corp. USD XXXX N N N N/A N/A N/A 838.00000000 NC -440912.22000000 -0.02825866613 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-Schatz 2026-09-08 88233020.00000000 EUR -440912.22000000 N N N PMT Loan Trust N/A 69393NAA7 4369746.02000000 PA USD 4397568.19000000 0.281846149058 Long ABS-MBS CORP US Y 2 2057-06-25 Variable 6.00000120 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VBB6 740000.00000000 PA USD 739113.70000000 0.047370806104 Long DBT CORP US N 2 2028-09-01 Fixed 4.80000000 N N N N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404AAN9 30000.00000000 PA USD 29954.44000000 0.001919820954 Long DBT CORP US Y 2 2028-07-01 Fixed 5.50000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400FW8 214000.00000000 PA USD 158994.61000000 0.010190181621 Long DBT CORP US N 2 2043-03-15 Fixed 3.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAT9 1014000.00000000 PA USD 966678.38000000 0.061955737127 Long DBT CORP US N 2 2037-01-30 Variable 5.07300000 N N N N N N Bond US Bidco 1, Inc. N/A N/A 125000.00000000 PA 146096.95000000 0.009363552983 Long DBT CORP US Y 2 2033-06-15 Fixed 6.50000000 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 046860AB8 50000.00000000 PA USD 51500.61000000 0.003300744405 Long DBT CORP US Y 2 2032-02-15 Fixed 7.50000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BH2 193000.00000000 PA USD 200625.43000000 0.012858357711 Long DBT CORP US Y 2 2033-02-15 Fixed 8.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RQC7 7639949.82000000 PA USD 473042.01000000 0.030317908239 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.87117120 N N N N N N Charter Communications Operating LLC N/A 161175CP7 1995000.00000000 PA USD 2005824.15000000 0.128556008216 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 11709.34000000 0.000750467586 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3752890.52000000 USD 3237734.57000000 EUR 2026-09-28 11709.34000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BE7 818000.00000000 PA USD 931666.83000000 0.059711799088 Long DBT CORP CH Y 2 2033-11-13 Variable 9.25000000 N N N N Y N/A USD XXXX N N N Seagate Data Storage Technology Pte. Ltd. 254900BS8BBQ8P0D4L86 81180LBB0 105000.00000000 PA USD 104323.80000000 0.006686254769 Long DBT CORP SG N 2 2034-12-01 Fixed 5.75000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BK2 135000.00000000 PA USD 137622.14000000 0.008820390840 Long DBT CORP US Y 2 2032-06-15 Fixed 8.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BR88 153808.46000000 PA USD 12919.14000000 0.000828005320 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 3.44233080 N N N N N N Symphony CLO XVI Ltd. 5493004PWOYFPAFQVT02 87165VAZ2 421886.77000000 PA USD 421706.20000000 0.027027726090 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 5.45292000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBL0 170000.00000000 PA USD 119425.00000000 0.007654111294 Long DBT CORP US Y 2 2030-05-01 Fixed 10.87500000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBC7 147000.00000000 PA USD 151097.48000000 0.009684043778 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 38014QAE6 61960.86000000 PA USD 62279.52000000 0.003991579463 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.42000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAA3 25570.40330000 PA USD 24635.98000000 0.001578953592 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 2.27499840 N N N N N N NCR Atleos LLC N/A 63001PAG6 104379.01740000 PA USD 104118.07000000 0.006673069253 Long LON CORP US N 2 2029-04-16 Variable 6.66773000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 N/A 53328069.00000000 PA 993740.83000000 0.063690206495 Long DBT NUSS TR N 2 2029-09-12 Fixed 29.99999970 N N N N N N Marlette Funding Trust N/A 57108TAD9 9967.85000000 PA USD 9955.32000000 0.000638050050 Long ABS-O CORP US Y 2 2031-09-15 Fixed 2.16000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BP6 720000.00000000 PA USD 734804.64000000 0.047094632566 Long DBT CORP US N 2 2054-03-15 Variable 6.50000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 1800000.00000000 PA 2074817.46000000 0.132977883647 Long DBT CORP IT Y 2 2026-12-10 Variable 2.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SEL7 3728805.04000000 PA USD 3564868.13000000 0.228477265372 Long ABS-MBS USGA US N 2 2068-02-16 Fixed 4.50000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAZ5 885000.00000000 PA USD 845291.20000000 0.054175867038 Long DBT CORP US Y 2 2036-01-31 Fixed 5.35000000 N N N N N N Deepocean Ltd. 213800OYKN2J6ZFIFU40 N/A 125000.00000000 PA 149175.59000000 0.009560867224 Long DBT CORP JE Y 2 2031-04-08 Fixed 6.00000000 N N N N N N Labels Buyer LLC N/A 504917105 31.00000000 NS USD 2229.41000000 0.000142885930 Long EC CORP US N 2 N N N Residential Asset Securitization Trust N/A 45660LSZ3 183257.56060000 PA USD 92040.74000000 0.005899016684 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XGXW1 858442.16000000 PA USD 859225.83000000 0.055068956499 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 4.93000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXQX9 5000971.12000000 PA USD 270534.03000000 0.017338895328 Long ABS-MBS USGSE US N 2 2035-10-25 Variable 0.94290480 N N N N N N SBA Small Business Investment Cos. N/A 83162CS79 2074580.98000000 PA USD 2083717.43000000 0.133548294875 Long ABS-O CORP US N 2 2033-03-10 Fixed 5.16800000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2209.49000000 -0.00014160923 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 213537.78000000 GBP 287141.95000000 USD 2026-09-28 -2209.49000000 N N N Towd Point Mortgage Trust N/A 89177EAD1 240000.00000000 PA USD 246302.18000000 0.015785842979 Long ABS-MBS CORP US Y 2 2048-10-25 Floating 5.78175120 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 N/A 752817.20000000 PA USD 734937.79000000 0.047103166331 Long DBT CORP PE Y 2 2030-03-22 Fixed 5.37500000 N N N N N N Stellantis Finance US, Inc. 549300QZ0AI8Q7LNON33 85855CAK6 431000.00000000 PA USD 425356.92000000 0.027261705719 Long DBT CORP US Y 2 2030-03-18 Fixed 5.75000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 731011AZ5 1276000.00000000 PA USD 1140539.84000000 0.073098755462 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.50000000 N N N N N N NRM FNT1 Excess LLC N/A 62956YAA7 2243340.97000000 PA USD 2230155.73000000 0.142933725446 Long ABS-O CORP US Y 2 2031-11-25 Variable 7.39800000 N N N N N N Accelerated LLC N/A 00439KAA4 56721.34000000 PA USD 53253.14000000 0.003413066446 Long ABS-O CORP US Y 2 2040-10-20 Fixed 1.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F83T8 5100000.00000000 PA USD 510146.37000000 0.032695977328 Long ABS-MBS USGSE US N 2 2048-11-25 Variable 2.86807320 N N N N N N Valeo SE 5493006IH2N2WMIBB742 N/A 400000.00000000 PA 470105.07000000 0.030129675745 Long DBT CORP FR Y 2 2030-04-11 Fixed 4.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACV7 4045000.00000000 PA USD 4067956.31000000 0.260720873668 Long DBT CORP US Y 2 2031-01-08 Fixed 5.40000000 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAC2 7000.00000000 PA USD 6278.94000000 0.000402425836 Long DBT CORP US Y 2 2031-02-01 Fixed 9.00000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAD6 3245000.00000000 PA USD 3345694.17000000 0.214430107050 Long DBT CORP IE Y 2 2029-09-13 Variable 6.60800000 N N N N N N Banc of America Alternative Loan Trust N/A 05948K3Q0 19468.66000000 PA USD 15100.57000000 0.000967816147 Long ABS-MBS CORP US N 2 2021-03-25 Fixed 6.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 1060000.00000000 PA USD 932249.48000000 0.059749141922 Long DBT CORP FR Y 2 2032-10-19 Variable 3.11600000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 1066000.00000000 PA USD 874120.00000000 0.056023544188 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Scottish Hydro Electric Transmission plc 549300ECJZDA7203MK64 N/A 400000.00000000 PA 450502.79000000 0.028873338858 Long DBT CORP GB Y 2 2032-09-04 Fixed 3.37500000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDF4 190000.00000000 PA USD 190972.99000000 0.012239719654 Long DBT CORP US N 2 2055-08-15 Variable 6.50000000 N N N N N N JBS NV N/A 47214BAC2 109000.00000000 PA USD 116488.85000000 0.007465929432 Long DBT CORP NL N 2 2034-03-15 Fixed 6.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXZ68 5100000.00000000 PA USD 503074.20000000 0.032242712297 Long ABS-MBS USGSE US N 2 2049-03-25 Variable 2.73984480 N N N N N N Enpro, Inc. 549300Y5CFT2LKCFDN54 29355XAH0 23000.00000000 PA USD 23099.11000000 0.001480453495 Long DBT CORP US Y 2 2033-06-01 Fixed 6.12500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 129670000.00000000 PA 7401132.81000000 0.474348706158 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000080 N N N N N N Albertsons Cos., Inc. N/A 01309QAE8 505000.00000000 PA USD 486033.51000000 0.031150551211 Long DBT CORP US Y 2 2032-03-31 Fixed 5.62500000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BA0 33000.00000000 PA USD 32723.91000000 0.002097320068 Long DBT CORP US Y 2 2029-05-15 Fixed 5.00000000 N N N N N N Synaptics, Inc. 549300AJ3LI4FWNRQX29 87157DAG4 95000.00000000 PA USD 93654.90000000 0.006002470402 Long DBT CORP US Y 2 2029-06-15 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -7293.53000000 -0.00046745229 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 85223695.42000000 TRY 1723029.49000000 USD 2026-09-28 -7293.53000000 N N N Maple Parent Holdings Corp. 254900J6FBJ1E892Q074 56530KAC0 5211000.00000000 PA USD 5131786.29000000 0.328903189475 Long DBT CORP US Y 2 2036-03-26 Fixed 5.70000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAF3 290000.00000000 PA USD 291760.68000000 0.018699340306 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.62000000 N N N N N N Dufry One BV 7245003K5MN9U7XW0808 N/A 125000.00000000 PA 145712.42000000 0.009338907931 Long DBT CORP NL Y 2 2032-05-23 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ATE34 791487.41000000 PA USD 64362.33000000 0.004125069600 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 2.24232840 N N N N N N Voya CLO Ltd. N/A 92918UAN1 3830000.00000000 PA USD 3835427.11000000 0.245817759780 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 5.47921080 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 799000.00000000 PA USD 584719.15000000 0.037475448608 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AA3F0 64178.97000000 PA USD 702.12000000 0.000044999829 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.00000000 N N N N N N Generadora de Gatun SA 549300BC48TWBTNIBO28 36875RAB2 620000.00000000 PA USD 625766.00000000 0.040106197264 Long DBT CORP PA Y 2 2044-09-30 Fixed 6.87400000 N N N N N N Rocket Software, Inc. 549300PVG26ISP5X1556 77313DAW1 488818.71860000 PA USD 483886.54000000 0.031012948972 Long LON CORP US N 2 2028-11-28 Variable 7.43640000 N N N N N N Avis Budget Car Rental LLC N/A 053773BJ5 312000.00000000 PA USD 320535.90000000 0.020543583441 Long DBT CORP US Y 2 2030-01-15 Fixed 8.25000000 N N N N N N RAC Bond Co. plc 2138008FCM2SUNLC7B21 N/A 472000.00000000 PA 634978.18000000 0.040696618457 Long DBT CORP GB Y 2 2027-11-04 Fixed 5.25000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAE0 160000.00000000 PA USD 154750.14000000 0.009918147744 Long DBT CORP US N 2 2031-04-01 Fixed 4.62500000 N N N N N N Agrifarma SpA 815600F89DA538E88804 N/A 400000.00000000 PA 465685.23000000 0.029846402165 Long DBT CORP IT Y 2 2028-10-31 Fixed 4.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 2860000.00000000 PA USD 2889497.12000000 0.185191815294 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N Crown Finance US, Inc. N/A 22834KAV3 295515.00000000 PA USD 296605.45000000 0.019009848229 Long LON CORP US N 2 2031-12-02 Variable 8.14655000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAE8 2350000.00000000 PA USD 2442258.65000000 0.156527691161 Long DBT CORP FR Y 2 2029-11-21 Variable 8.12500000 N N N N Y N/A USD XXXX N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055HAH6 541000.00000000 PA USD 554837.16000000 0.035560271073 Long DBT CORP US N 2 2030-05-01 Variable 6.62500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3F8 2798000.00000000 PA USD 2819450.89000000 0.180702456783 Long DBT CORP US N 2 2034-07-25 Variable 5.55700000 N N N N N N Ingram Micro, Inc. 549300KJMEWPKRQZHX63 45258LAA5 385000.00000000 PA USD 376951.46000000 0.024159333702 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N ENEL Finance International NV 0YQH6LCEF474UTUV4B96 29278GAX6 580000.00000000 PA USD 569963.08000000 0.036529711936 Long DBT CORP NL Y 2 2032-06-15 Fixed 5.00000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 2500000.00000000 PA 2883427.46000000 0.184802802498 Long DBT CORP IT Y 2 2036-05-19 Variable 4.23100000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDU0 140000.00000000 PA USD 145605.88000000 0.009332079637 Long DBT CORP US N 2 2054-06-01 Variable 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 398165.46000000 0.025518967925 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 40302772672.80000000 COP 12832417.19000000 USD 2026-09-28 398165.46000000 N N N EMRLD Borrower LP N/A N/A 120000.00000000 PA 143641.83000000 0.009206200991 Long DBT CORP US Y 2 2030-12-15 Fixed 6.37500000 N N N N N N Viridien 969500FCVQ5SLAAUJV59 N/A 116643.16110000 PA 142314.26000000 0.009121115217 Long DBT CORP FR Y 2 2030-10-15 Fixed 8.50000000 N N N N N N ORLEN SA 259400VVMM70CQREJT74 N/A 230000.00000000 PA USD 234027.30000000 0.014999129161 Long DBT CORP PL Y 2 2035-01-30 Fixed 6.00000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAE1 105000.00000000 PA USD 104718.57000000 0.006711556117 Long DBT CORP US Y 2 2028-03-15 Fixed 5.25000000 N N N N N N Amkor Technology, Inc. 529900VHLRTKPWZJBM84 031652BL3 513000.00000000 PA USD 504119.15000000 0.032309684570 Long DBT CORP US Y 2 2033-10-01 Fixed 5.87500000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAQ2 56000.00000000 PA USD 56830.14000000 0.003642321259 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.50000000 N N N N N N Intralot Capital Luxembourg SA 549300QF747C7UWZYB38 N/A 166000.00000000 PA 191911.57000000 0.012299874527 Long DBT CORP LU Y 2 2031-10-15 Floating 7.05700125 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KJ5 1430000.00000000 PA USD 1468787.18000000 0.094136575621 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CR4 784000.00000000 PA USD 525775.77000000 0.033697686912 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAH9 404000.00000000 PA USD 425795.64000000 0.027289823883 Long DBT CORP US Y 2 2033-03-15 Fixed 7.50000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAQ1 172000.00000000 PA USD 171600.29000000 0.010998096862 Long DBT CORP US Y 2 2031-05-01 Fixed 6.12500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CH3 60000.00000000 PA USD 59573.62000000 0.003818154638 Long DBT CORP US Y 2 2029-06-15 Fixed 5.25000000 N N N N N N PMT Loan Trust N/A 729907AB1 1207345.18000000 PA USD 1215032.35000000 0.077873082129 Long ABS-MBS CORP US Y 2 2056-05-25 Variable 6.00000120 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBJ6 600000.00000000 PA USD 585087.54000000 0.037499059226 Long DBT CORP US Y 2 2028-07-15 Fixed 4.00000000 N N N N N N PMT Loan Trust N/A 69393MAA9 2497570.89000000 PA USD 2513472.92000000 0.161091910951 Long ABS-MBS CORP US Y 2 2057-05-25 Variable 6.00000120 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DC0 35000.00000000 PA USD 33851.33000000 0.002169577955 Long DBT CORP US N 2 2055-03-01 Fixed 6.20000000 N N N N N N OI European Group BV 72450053F5WRDY8CDZ66 N/A 126000.00000000 PA 147533.38000000 0.009455615743 Long DBT CORP NL Y 2 2028-05-15 Fixed 6.25000000 N N N N N N Drive Auto Receivables Trust N/A 26207AAG8 537000.00000000 PA USD 537843.47000000 0.034471122280 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.94000000 N N N N N N New Residential Mortgage Loan Trust 2138005D37SVG7YSAJ65 64832RAA8 970211.78000000 PA USD 966978.45000000 0.061974969023 Long ABS-MBS CORP US Y 2 2066-08-25 Variable 5.56400160 N N N N N N Coherent Corp. 549300O5C25A0MMHHU33 902104AC2 761000.00000000 PA USD 751017.79000000 0.048133755484 Long DBT CORP US Y 2 2029-12-15 Fixed 5.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEH4 159000.00000000 PA USD 139079.39000000 0.008913787982 Long DBT CORP US N 2 2032-10-20 Variable 2.51100000 N N N N N N Rexel SA 969500N6AVPA51648T62 N/A 100000.00000000 PA 112702.70000000 0.007223269909 Long DBT CORP FR Y 2 2028-12-15 Fixed 2.12500000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AT3 280000.00000000 PA USD 279882.01000000 0.017938020128 Long DBT CORP US N 2 2034-06-15 Fixed 5.50000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334DD3 100000.00000000 PA 114034.93000000 0.007308654349 Long DBT CORP US N 2 2056-07-16 Variable 4.75000000 N N N N N N Grifols SA 959800HSSNXWRKBK4N60 N/A 328000.00000000 PA 377920.51000000 0.024221441440 Long DBT CORP ES Y 2 2028-10-15 Fixed 3.87500000 N N N N N N EMRLD Borrower LP N/A 26873CAB8 22000.00000000 PA USD 22674.50000000 0.001453239661 Long DBT CORP US Y 2 2031-07-15 Fixed 6.75000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CP2 630000.00000000 PA USD 634333.49000000 0.040655299395 Long DBT CORP US N 2 2028-06-01 Fixed 5.20000000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAA9 210000.00000000 PA USD 199766.28000000 0.012803293615 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAJ0 250000.00000000 PA USD 250094.50000000 0.016028897945 Long DBT CORP US Y 2 2030-12-31 Fixed 6.00000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BS7 680000.00000000 PA USD 691291.24000000 0.044305799354 Long DBT CORP US N 2 2054-10-01 Variable 6.87500000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RAP3 1340000.00000000 PA USD 1350117.00000000 0.086530841771 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000044 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBT1 123000.00000000 PA USD 138724.32000000 0.008891031061 Long DBT CORP CA N 2 2084-01-15 Variable 8.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TMU3 3127794.55000000 PA USD 3011062.13000000 0.192983082751 Long ABS-MBS USGA US N 2 2057-12-16 Fixed 4.00000000 N N N N N N Birkenstock Group BV & Co. KG 529900Q2OWN5A80FKR80 N/A 160000.00000000 PA 185689.87000000 0.011901117280 Long DBT CORP DE Y 2 2033-06-15 Fixed 4.50000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 N/A 1400000.00000000 PA 1737019.50000000 0.111327951213 Long DBT CORP BE Y 2 2028-09-05 Variable 8.00000000 N N N N Y N/A EUR XXXX N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BP9 1200000.00000000 PA USD 1218812.40000000 0.078115350694 Long DBT CORP US N 2 2030-03-15 Variable 6.25000000 N N N N N N Aroundtown Finance Sarl 8945006LEXV2KWSWVP51 N/A 325000.00000000 PA 370076.23000000 0.023718690825 Long DBT CORP LU N 2 2029-04-16 Variable 5.00000000 N N N N N N CCO Holdings LLC N/A 1248EPCQ4 150000.00000000 PA USD 134423.57000000 0.008615390122 Long DBT CORP US Y 2 2032-02-01 Fixed 4.75000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RBS6 380000.00000000 PA USD 439533.84000000 0.028170323877 Long DBT CORP US Y 2 2038-04-08 Fixed 9.25000000 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 N/A 300000.00000000 PA 361783.15000000 0.023187176006 Long DBT CORP FR Y 2 2028-11-22 Variable 5.99300000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAU6 240000.00000000 PA USD 236683.03000000 0.015169338523 Long DBT CORP US Y 2 2034-12-30 Fixed 5.70000000 N N N N N N Affirm Asset Securitization Trust N/A 00835AAA6 3290000.00000000 PA USD 3289833.86000000 0.210849943519 Long ABS-O CORP US Y 2 2029-09-15 Fixed 4.62000000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AW6 1085000.00000000 PA USD 1008859.58000000 0.064659187823 Long DBT CORP US N 2 2032-02-01 Fixed 4.37500000 N N N N N N Fibercop SpA 8156007022402E114A31 N/A 210000.00000000 PA 241613.28000000 0.015485324976 Long DBT CORP IT Y 2 2027-10-12 Fixed 2.37500000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440BY9 200000.00000000 PA USD 128886.88000000 0.008260536101 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N Oportun Issuance Trust N/A 68377GAA4 176638.66000000 PA USD 174425.66000000 0.011179178683 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.47000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAS4 2210000.00000000 PA USD 2348753.28000000 0.150534804340 Long DBT CORP FR Y 2 2034-10-19 Variable 7.00300000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAK8 300000.00000000 PA USD 298969.77000000 0.019161380726 Long DBT CORP FR Y 2 2027-10-19 Variable 2.04500000 N N N N N N CAB SELAS 9695008EGX5O9K1MS743 N/A 125000.00000000 PA 148123.76000000 0.009493454003 Long DBT CORP FR Y 2 2031-08-09 Fixed 7.75000000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 700000.00000000 PA 849546.62000000 0.054448602715 Long DBT CORP NL Y 2 2030-02-03 Variable 6.13500000 N N N N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 N/A 574000.00000000 PA 670956.77000000 0.043002535410 Long DBT NUSS MA Y 2 2038-05-26 Fixed 5.12500000 N N N N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 600000.00000000 PA 746040.04000000 0.047814724691 Long DBT CORP IT Y 2 2028-07-31 Fixed 7.87500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCN0 309000.00000000 PA USD 293585.82000000 0.018816316020 Long DBT CORP FR Y 2 2037-04-10 Variable 5.40000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802927AE3 422382.68000000 PA USD 423767.59000000 0.027159843390 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.77000000 N N N N N N Vistra Corp. 549300KP43CPCUJOOG15 92840MAC6 115000.00000000 PA USD 115568.10000000 0.007406917307 Long DBT CORP US Y 2 2026-12-15 Variable 7.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 N/A 697000.00000000 PA 793446.87000000 0.050853093148 Long DBT CORP US N 2 2036-07-23 Variable 4.29600000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906BB7 68000.00000000 PA USD 67209.04000000 0.004307519130 Long DBT CORP US Y 2 2033-04-15 Fixed 8.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 13716.64000000 0.000879118184 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1926893.43000000 USD 2709100.00000000 AUD 2026-09-28 13716.64000000 N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCC7 768000.00000000 PA USD 729580.85000000 0.046759832733 Long DBT CORP US Y 2 2030-07-15 Fixed 3.95000000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 N/A 100000.00000000 PA 116541.33000000 0.007469292947 Long DBT CORP US N 2 2032-07-01 Fixed 4.25000000 N N N N N N Chevron USA, Inc. VA8TZDWPEZYU430RZ444 166756AH9 200000.00000000 PA USD 109263.77000000 0.007002864191 Long DBT CORP US N 2 2050-08-12 Fixed 2.34300000 N N N N N N Coinbase Global, Inc. 5493004G3J2SC154DU06 19260QAC1 195000.00000000 PA USD 186063.66000000 0.011925073992 Long DBT CORP US Y 2 2028-10-01 Fixed 3.37500000 N N N N N N Meridian Arc Holdco LLC N/A 58990CAA1 534000.00000000 PA USD 507695.96000000 0.032538927206 Long DBT CORP US Y 2 2031-04-30 Fixed 6.25000000 N N N N N N RHP Hotel Properties LP N/A 74984CAB4 28000.00000000 PA USD 28154.22000000 0.001804442397 Long DBT CORP US Y 2 2035-02-15 Fixed 6.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAX8 530000.00000000 PA USD 524335.14000000 0.033605354968 Long DBT CORP US N 2 2057-07-21 Variable 6.21500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFT7 1070000.00000000 PA USD 1053657.86000000 0.067530370749 Long DBT CORP US N 2 2035-07-19 Variable 5.32000000 N N N N N N Lune Holdings SARL 54930003WQ56T0558M33 N/A 244000.00000000 PA 36.84000000 0.000002361125 Long DBT CORP LU Y 2 2028-11-15 Fixed 5.62500000 N Y N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BB8 78000.00000000 PA USD 78724.78000000 0.005045578628 Long DBT CORP US Y 2 2032-10-15 Fixed 6.25000000 N N N N N N TUI Cruises GmbH 529900SVD83QUUIZYY18 N/A 100000.00000000 PA 119813.57000000 0.007679015276 Long DBT CORP DE Y 2 2029-04-15 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 107.23000000 0.000006872517 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1835586.23000000 USD 9568084.99000000 BRL 2026-09-28 107.23000000 N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAC4 30000.00000000 PA USD 28998.36000000 0.001858544482 Long DBT CORP US Y 2 2032-02-15 Fixed 6.50000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBS3 3034000.00000000 PA USD 3197447.65000000 0.204928785190 Long DBT CORP CA N 2 2084-01-15 Variable 8.25000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAH4 34000.00000000 PA USD 34137.56000000 0.002187922826 Long DBT CORP US Y 2 2036-06-15 Fixed 6.62500000 N N N N N N ELK Grove Village Property LLC 254900LQ6GXC66JXL664 28734DAA3 178000.00000000 PA USD 171398.64000000 0.010985172838 Long DBT CORP US Y 2 2031-06-15 Fixed 7.50000000 N N N N N N United Group BV 213800PC85O8BJ7DU398 N/A 100000.00000000 PA 115922.69000000 0.007429643465 Long DBT CORP NL Y 2 2033-05-14 Fixed 6.37500000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DA4 112000.00000000 PA USD 108411.53000000 0.006948242966 Long DBT CORP US Y 2 2026-12-01 Fixed 4.62500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531BAJ8 1000000.00000000 PA USD 1026279.30000000 0.065775641460 Long ABS-O CORP US Y 2 2031-11-12 Fixed 7.87000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AQ8 1567000.00000000 PA USD 1451547.67000000 0.093031671889 Long DBT CORP US Y 2 2030-05-14 Fixed 2.95000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAS9 1052000.00000000 PA USD 998885.33000000 0.064019924523 Long DBT CORP US N 2 2037-01-21 Variable 5.06500000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAE4 200000.00000000 PA USD 203773.17000000 0.013060100665 Long DBT CORP IE Y 2 2035-03-28 Variable 5.87100000 N N N N N N TriMas Corp. 75G1WUQ8QK4P5MZOYD78 896215AH3 115000.00000000 PA USD 110542.66000000 0.007084829997 Long DBT CORP US Y 2 2029-04-15 Fixed 4.12500000 N N N N N N N/A N/A N/A -341.00000000 NC USD 260525.71000000 0.016697448435 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2026-12-21 -36742750.00000000 USD 260525.71000000 N N N Wynn Resorts Finance LLC N/A 983133AD1 150000.00000000 PA USD 150014.85000000 0.009614656543 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MVS6 881398.84000000 PA USD 869187.85000000 0.055707435961 Long ABS-MBS USGA US N 2 2055-07-16 Fixed 5.00000000 N N N N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680RAJ6 411000.00000000 PA USD 424260.92000000 0.027191461583 Long DBT CORP US Y 2 2030-08-15 Fixed 8.50000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AX0 90000.00000000 PA USD 90337.68000000 0.005789865244 Long DBT CORP US Y 2 2030-06-30 Fixed 7.37500000 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743LAB6 250000.00000000 PA USD 251650.00000000 0.016128592064 Long DBT CORP US Y 2 2033-08-15 Fixed 6.25000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJM7 359000.00000000 PA USD 362194.38000000 0.023213532298 Long ABS-O CORP US Y 2 2030-12-20 Fixed 6.11000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 N/A 400000.00000000 PA 453003.99000000 0.029033644180 Long DBT CORP US Y 2 2033-01-23 Variable 3.50000000 N N N N N N SES Financing Sarl 52990098MCO4QDDMP803 N/A 150000.00000000 PA 166265.15000000 0.010656160456 Long DBT CORP LU Y 2 2031-03-24 Variable 7.37500000 N N N N N N Japanese Yen N/A N/A 18586454.00000000 OU Currencies 116347.13000000 0.007456846404 Long STIV JP N 1 N N N EMRLD Borrower LP 5493000GJYE7GAQCUC61 26872NAC3 331829.71740000 PA USD 332616.15000000 0.021317823156 Long LON CORP US N 2 2030-05-31 Variable 5.93640000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAG3 492000.00000000 PA USD 500909.89000000 0.032103998715 Long DBT CORP US Y 2 2032-06-01 Fixed 6.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395LYX3 67961.59000000 PA USD 3516.50000000 0.000225377285 Long ABS-MBS USGSE US N 2 2035-02-15 Floating 2.34902160 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAS0 2255000.00000000 PA USD 2285761.27000000 0.146497560420 Long DBT CORP US N 2 2034-08-15 Fixed 5.75000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 400000.00000000 PA 467694.07000000 0.029975151463 Long DBT CORP GB Y 2 2078-10-03 Variable 4.20000000 N N N N N N Edged Compute LLC N/A 28002AAA4 150000.00000000 PA USD 142294.13000000 0.009119825058 Long DBT CORP US Y 2 2031-04-30 Fixed 7.50000000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DT4 962000.00000000 PA USD 930427.16000000 0.059632346946 Long DBT NUSS TR N 2 2033-03-14 Fixed 6.30000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCF7 900000.00000000 PA USD 918382.51000000 0.058860388883 Long DBT CORP FR Y 2 2033-04-13 Variable 6.10000000 N N N N N N N/A N/A N/A 129970000.00000000 PA -650565.31000000 -0.04169561889 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-09-15 0.00000000 USD 0.00000000 USD 129970000.00000000 GBP -650565.31000000 N N N Avient Corp. SM8L9RZYIB34LNTWO040 05368VAA4 15000.00000000 PA USD 15247.01000000 0.000977201686 Long DBT CORP US Y 2 2030-08-01 Fixed 7.12500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CQ3 105000.00000000 PA USD 100101.63000000 0.006415650130 Long DBT CORP US Y 2 2029-02-15 Fixed 3.37500000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAQ1 3660000.00000000 PA USD 3684612.07000000 0.236151817967 Long DBT CORP IT Y 2 2035-05-19 Fixed 5.75000000 N N N N N N Anywhere Real Estate Group LLC N/A 75606DAQ4 425000.00000000 PA USD 411484.83000000 0.026372624532 Long DBT CORP US Y 2 2030-04-15 Fixed 5.25000000 N N N N N N Forvia SE 969500F0VMZLK2IULV85 N/A 200000.00000000 PA 237039.84000000 0.015192206963 Long DBT CORP FR Y 2 2031-03-15 Fixed 5.37500000 N N N N N N Angel Oak Mortgage Trust N/A 03464KAA6 106028.70000000 PA USD 105387.47000000 0.006754426832 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 2.59300080 N N N N N N Connecticut Avenue Securities Trust 549300Z5THZ1JXIHVK60 20754PAD2 5361622.53000000 PA USD 5458449.14000000 0.349839457507 Long ABS-MBS CORP US Y 2 2039-11-25 Floating 13.00767120 N N N N N N CARS-DB5 LP N/A 12510HAL4 881745.83000000 PA USD 747127.75000000 0.047884437510 Long ABS-O CORP US Y 2 2051-08-15 Fixed 2.28000000 N N N N N N Czech Republic 3157007EFDLQABN47912 N/A 119190000.00000000 PA 5123762.14000000 0.328388910747 Long DBT NUSS CZ N 2 2035-05-30 Fixed 3.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJL9 384000.00000000 PA USD 385949.18000000 0.024736009861 Long ABS-O CORP US Y 2 2030-12-20 Fixed 5.58000000 N N N N N N iHeartMedia, Inc. N/A 45174J509 12666.00000000 NS USD 34451.52000000 0.002208044951 Long EC CORP US N 1 N N N Installed Building Products, Inc. 549300I95Y9P9YM5FI86 45780RAB7 30000.00000000 PA USD 29243.69000000 0.001874268016 Long DBT CORP US Y 2 2034-02-01 Fixed 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EM88 38077.49000000 PA USD 3162.29000000 0.000202675483 Long ABS-MBS USGSE US N 2 2035-08-25 Floating 2.94233040 N N N N N N Rocket Cos., Inc. N/A 77311WAD3 315000.00000000 PA USD 325306.17000000 0.020849316558 Long DBT CORP US Y 2 2032-02-01 Fixed 7.12500000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 200000.00000000 PA 246568.07000000 0.015802884232 Long DBT NUSS FR Y 2 2028-09-06 Variable 7.50000000 N N N N N N Crown European Holdings SACA 85OKW2SW05RZFQS1W718 N/A 113000.00000000 PA 133665.35000000 0.008566794767 Long DBT CORP FR Y 2 2030-01-15 Fixed 4.50000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AW1 336000.00000000 PA USD 345634.13000000 0.022152163267 Long DBT CORP US Y 2 2030-02-01 Fixed 6.75000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 516806AK2 435000.00000000 PA USD 449512.04000000 0.028809840338 Long DBT CORP US Y 2 2032-04-15 Fixed 7.87500000 N N N N N N EDP SA 529900CLC3WDMGI9VH80 N/A 1500000.00000000 PA 1726181.48000000 0.110633327715 Long DBT CORP PT Y 2 2082-03-14 Variable 1.50000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 1800000.00000000 PA 2223040.37000000 0.142477692309 Long DBT CORP ES Y 2 2034-07-19 Variable 5.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 590000.00000000 PA USD 599180.21000000 0.038402277687 Long DBT CORP FR Y 2 2036-01-14 Variable 6.29300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385QGY7 9069141.50000000 PA USD 690784.72000000 0.044273335795 Long ABS-MBS USGA US N 2 2075-10-20 Variable 1.11399840 N N N N N N Stellantis Finance US, Inc. 549300QZ0AI8Q7LNON33 85855CAL4 620000.00000000 PA USD 598126.54000000 0.038334746538 Long DBT CORP US Y 2 2035-03-18 Fixed 6.45000000 N N N N N N VF Corp. CWAJJ9DJ5Z7P057HV541 918204BE7 266000.00000000 PA 308826.68000000 0.019793123545 Long DBT CORP US N 2 2029-03-07 Fixed 4.25000000 N N N N N N Lottomatica Group SpA 549300R72LKEGT4EX026 N/A 100000.00000000 PA 118851.17000000 0.007617333746 Long DBT CORP IT Y 2 2030-06-01 Fixed 5.37500000 N N N N N N New Residential Mortgage Loan Trust 213800ZF5DPBUAR45104 64832MAH4 300000.00000000 PA USD 293655.00000000 0.018820749861 Long ABS-MBS CORP US Y 2 2065-12-25 Variable 5.47599960 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AQ5 635000.00000000 PA USD 610061.52000000 0.039099675700 Long DBT CORP US Y 2 2029-09-01 Fixed 10.75000000 N N N N N N OBX Trust 2549006BC0G3YEF5SL09 67120VAA3 1037156.93000000 PA USD 1036605.99000000 0.066437493121 Long ABS-MBS CORP US Y 2 2064-11-25 Variable 5.59699920 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAD0 482000.00000000 PA USD 420424.97000000 0.026945610310 Long DBT CORP US N 2 2031-01-15 Fixed 1.75000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 450000.00000000 PA 555802.02000000 0.035622110268 Long DBT CORP IT Y 2 2031-12-03 Variable 6.50000000 N N N N Y N/A EUR XXXX N N N N/A N/A N/A 1.00000000 NC N/A -37295.25000000 -0.00239030348 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6423583.93000000 CHF 7932230.76000000 USD 2026-09-28 -37295.25000000 N N N New Residential Mortgage Loan Trust 213800SP1FDZI7J12P40 64832NAE9 2242379.19000000 PA USD 2225386.89000000 0.142628083980 Long ABS-MBS CORP US Y 2 2066-06-25 Variable 5.41800000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906BA9 140000.00000000 PA USD 142857.54000000 0.009155934774 Long DBT CORP US Y 2 2032-08-01 Fixed 9.37500000 N N N N N N Belron Finance 2019 LLC N/A 08078UAQ6 218616.11400000 PA USD 218889.38000000 0.014028919201 Long LON CORP GB N 2 2031-10-16 Variable 5.75770000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381L8C9 26785368.36000000 PA USD 1071762.94000000 0.068690750044 Long ABS-MBS USGA US N 2 2062-01-16 Variable 0.64260000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA79 1195000.00000000 PA USD 1238053.46000000 0.079348536498 Long DBT CORP US N 2 2029-05-10 Variable 7.50000000 N N N N N N Canadian Dollar N/A N/A 2417.23000000 OU Currencies 1744.10000000 0.000111781750 Long STIV CA N 1 N N N Columbia Pipelines Operating Co. LLC N/A 19828TAB2 8385000.00000000 PA USD 8656470.41000000 0.554805006786 Long DBT CORP US Y 2 2033-11-15 Fixed 6.03600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72R5 4323632.71000000 PA USD 145899.69000000 0.009350910321 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.11516120 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKL2 1499000.00000000 PA USD 1376580.61000000 0.088226930665 Long DBT CORP US N 2 2037-03-08 Variable 3.84600000 N N N N N N Masterbrand, Inc. 549300E0Y4BR5Z9RDZ64 57638PAA2 713000.00000000 PA USD 712688.06000000 0.045677150759 Long DBT CORP US Y 2 2032-07-15 Fixed 7.00000000 N N N N N N Genesis Energy LP N/A 37185LAR3 29000.00000000 PA USD 30422.97000000 0.001949849682 Long DBT CORP US N 2 2033-05-15 Fixed 8.00000000 N N N N N N CD&R Smokey Buyer, Inc. N/A 12515KAA6 254000.00000000 PA USD 109220.00000000 0.007000058912 Long DBT CORP US Y 2 2029-10-15 Fixed 9.50000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 200000.00000000 PA USD 197968.78000000 0.012688089386 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Africa Finance Corp. 213800LXFHRRXIJRXW97 N/A 1130000.00000000 PA USD 1080912.80000000 0.069277177063 Long DBT NUSS US Y 2 2029-10-30 Fixed 3.75000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8V7 23000.00000000 PA USD 18645.62000000 0.001195023241 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAC7 740000.00000000 PA USD 761871.44000000 0.048829380731 Long DBT CORP US N 2 2029-09-15 Variable 6.85000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAN0 1378000.00000000 PA USD 789594.00000000 0.050606157449 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N Alternative Loan Trust N/A 12667FVN2 64086.46000000 PA USD 63505.23000000 0.004070136890 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.00000000 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 933940AA6 83000.00000000 PA USD 84500.02000000 0.005415721645 Long DBT CORP US Y 2 2032-01-30 Fixed 7.62500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VJL9 1212000.00000000 PA USD 1212606.35000000 0.077717596477 Long DBT CORP US N 2 2059-02-15 Variable 6.60000000 N N N N N N JBS NV N/A 46590XAQ9 397000.00000000 PA USD 287845.64000000 0.018448420047 Long DBT CORP NL N 2 2052-02-02 Fixed 4.37500000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAD0 708659.00000000 PA USD 689011.00000000 0.044159655659 Long DBT CORP FR Y 2 2032-04-15 Fixed 6.50000000 N N N N N N Charter Communications Operating LLC N/A 161175CV4 1454000.00000000 PA USD 1443442.85000000 0.092512222910 Long DBT CORP US Y 2 2041-09-01 Fixed 7.33700000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229AY2 30000.00000000 PA USD 27966.20000000 0.001792391938 Long DBT CORP US N 2 2046-04-01 Fixed 7.49999880 N N N N N N Blue Racer Midstream LLC N/A 095796AJ7 55000.00000000 PA USD 56485.83000000 0.003620253961 Long DBT CORP US Y 2 2029-07-15 Fixed 7.00000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8J4 399000.00000000 PA USD 286340.71000000 0.018351967029 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 054989AC2 1690000.00000000 PA USD 1819686.39000000 0.116626185054 Long DBT CORP US N 2 2043-08-02 Fixed 7.07900000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -117153.32000000 -0.00750851622 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18209544.19000000 EUR 21055566.66000000 USD 2026-09-28 -117153.32000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137GCJ87 3800000.00000000 PA USD 3746854.72000000 0.240141034382 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 4.75000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 100000.00000000 PA 122268.37000000 0.007836346759 Long DBT CORP ES Y 2 2030-11-14 Variable 5.37500000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 800000.00000000 PA USD 800784.00000000 0.051323339826 Long DBT NUSS NG Y 2 2028-09-28 Fixed 6.12500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCT7 576000.00000000 PA USD 559924.12000000 0.035886301284 Long DBT CORP FR Y 2 2034-08-08 Variable 5.40000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024948AG6 2600000.00000000 PA USD 2590078.40000000 0.166001660749 Long ABS-O CORP US Y 2 2031-09-12 Fixed 5.25000000 N N N N N N Xerox Corp. 4KF48RN45X1OO8UBLY20 984121CS0 100000.00000000 PA USD 87500.00000000 0.005607994459 Long DBT CORP US Y 2 2030-10-15 Fixed 10.25000000 N N N N N N Go Daddy Operating Co. LLC N/A 38016LAA3 95000.00000000 PA USD 94927.77000000 0.006084050379 Long DBT CORP US Y 2 2027-12-01 Fixed 5.25000000 N N N N N N Dropbox, Inc. 549300JCDF7UAR6TJR51 26210CAD6 518000.00000000 PA USD 586635.00000000 0.037598238050 Long DBT CORP US N 2 2028-03-01 None 0.00000000 N N N N Y Dropbox, Inc. USD XXXX N N N Western Funding Auto Loan Trust N/A 958250AA0 1285000.00000000 PA USD 1282733.00000000 0.082212109215 Long ABS-O CORP US Y 2 2035-07-16 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H050698 47537000.00000000 PA USD 46023243.18000000 2.949692488443 Long ABS-MBS USGA US N 2 2056-09-15 Fixed 5.00000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBH2 210000.00000000 PA USD 207580.80000000 0.013304136870 Long DBT CORP US Y 2 2029-01-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TGL0 1847583.82000000 PA USD 1760001.14000000 0.112800875896 Long ABS-MBS USGA US N 2 2068-01-16 Fixed 4.75000000 N N N N N N Amber Finco plc 9845004C0870D380O790 N/A 635000.00000000 PA 762139.54000000 0.048846563626 Long DBT CORP GB Y 2 2029-07-15 Fixed 6.62500000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAB3 93000.00000000 PA USD 97892.73000000 0.006274078713 Long DBT CORP US Y 2 2030-09-15 Fixed 7.75000000 N N N N N N Morgan Stanley Capital I Trust N/A 61768HBB1 978000.00000000 PA USD 847218.03000000 0.054299360203 Long ABS-MBS CORP US N 2 2052-03-15 Variable 4.96514520 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BC8 5000.00000000 PA USD 4994.28000000 0.000320090223 Long DBT CORP US N 2 2026-09-15 Variable 3.40000000 N N N N N N Virgin Media O2 Vendor Financing Notes VII DAC 984500871CCF07442C21 N/A 100000.00000000 PA 79997.38000000 0.005127141300 Long DBT CORP IE Y 2 2033-07-15 Fixed 7.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -36821.01000000 -0.00235990880 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96812881674.00000000 IDR 5415196.42000000 USD 2026-09-28 -36821.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -2528.17000000 -0.00016203386 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 548922.59000000 USD 87106347.00000000 JPY 2026-09-28 -2528.17000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AMW94 212013.68000000 PA USD 4210.76000000 0.000269873357 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Charter Communications Operating LLC N/A 161175CU6 644000.00000000 PA USD 637589.56000000 0.040863985366 Long DBT CORP US Y 2 2038-09-01 Fixed 7.08700000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 897000.00000000 PA USD 801430.42000000 0.051364769767 Long DBT CORP US N 2 2046-02-04 Fixed 6.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UFA4 4008428.29000000 PA USD 639488.21000000 0.040985672437 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 N/A 900000.00000000 PA 1043907.66000000 0.066905467119 Long DBT CORP FR Y 2 2026-09-12 Variable 1.62500000 N N N N N N Neopharmed Gentili SpA 815600C8FD3DCB866E50 N/A 266000.00000000 PA 309947.93000000 0.019864985988 Long DBT CORP IT Y 2 2033-06-29 Floating 5.54299950 N N N N N N Stellantis Financial Services US Corp. 5493000KNKFDOC1BOW59 85855FAD5 935000.00000000 PA USD 923567.80000000 0.059192721199 Long DBT CORP US Y 2 2029-06-15 Fixed 5.40000000 N N N N N N Lyft, Inc. 549300H7I5VN334XVZ52 55087PAE4 87000.00000000 PA USD 88957.50000000 0.005701407623 Long DBT CORP US Y 2 2030-09-15 None 0.00000000 N N N N Y Lyft, Inc. USD XXXX N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HPKW2 4422519.99000000 PA USD 4265436.06000000 0.273377620453 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 4.05000000 N Y N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 4400000.00000000 PA 5034518.12000000 0.322669139665 Long DBT CORP ES Y 2 2037-03-05 Variable 4.00000000 N N N N N N Novelis Sheet Ingot GmbH 9845005E95899E77AY49 N/A 826000.00000000 PA 946416.34000000 0.060657115321 Long DBT CORP DE Y 2 2029-04-15 Fixed 3.37500000 N N N N N N KazMunayGas National Co. JSC 2138001H1M69RFJCSH88 N/A 998000.00000000 PA USD 906443.48000000 0.058095200151 Long DBT CORP KZ Y 2 2047-04-19 Fixed 5.75000000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 37960BAD7 44000.00000000 PA USD 45606.00000000 0.002922950803 Long DBT CORP US Y 2 2032-10-01 Fixed 7.37500000 N N N N N N Belden, Inc. 68BKYO1JC791TTJHUE82 N/A 230000.00000000 PA 266590.48000000 0.017086147824 Long DBT CORP US Y 2 2028-03-15 Fixed 3.87500000 N N N N N N SELP Finance SARL 549300Y4VYEJE1MH6D45 N/A 1600000.00000000 PA 1826934.53000000 0.117090728242 Long DBT CORP LU Y 2 2032-01-16 Fixed 3.75000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528DAG5 3914000.00000000 PA USD 3939434.35000000 0.252483725787 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.54000000 N N N N N N RD Michigan Property Owner I LLC N/A 74941YAA0 2604000.00000000 PA USD 2482594.15000000 0.159112848424 Long DBT CORP US Y 2 2045-03-30 Fixed 7.50000000 N N N N N N MIWD Holdco II LLC N/A 55337PAA0 35000.00000000 PA USD 32980.85000000 0.002113787703 Long DBT CORP US Y 2 2030-02-01 Fixed 5.50000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAP3 200000.00000000 PA USD 190924.85000000 0.012236634295 Long DBT CORP IT Y 2 2054-05-15 Fixed 5.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 55221.64000000 0.003539230298 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 8419118.76000000 USD 268534528.00000000 TWD 2026-09-29 55221.64000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAP7 555000.00000000 PA USD 526245.99000000 0.033727823954 Long DBT CORP US N 2 2041-01-18 Variable 5.31400000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CF6 25000.00000000 PA USD 25058.28000000 0.001606019375 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N Froneri Lux FinCo. SARL 9845005YBZ75E5AA3B94 N/A 125000.00000000 PA 140881.91000000 0.009029313950 Long DBT CORP LU Y 2 2032-08-01 Fixed 4.75000000 N N N N N N Republic Finance Issuance Trust N/A 76042LAA1 3270000.00000000 PA USD 3229736.16000000 0.206998199878 Long ABS-O CORP US Y 2 2039-06-20 Fixed 4.82000000 N N N N N N Trinity Industries, Inc. R1JB4KXN77XFCXOQKV49 896522AJ8 130000.00000000 PA USD 132874.82000000 0.008516128620 Long DBT CORP US Y 2 2028-07-15 Fixed 7.75000000 N N N N N N PetSmart LLC 894500NGJMHSFNESGA67 71677HAN5 296186.04660000 PA USD 297853.57000000 0.019089841944 Long LON CORP US N 2 2032-08-18 Variable 7.68814000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 500000.00000000 PA 568183.80000000 0.036415675452 Long DBT NUSS MX N 2 2040-05-16 Fixed 5.37500000 N N N N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 100000.00000000 PA 107780.51000000 0.006907800032 Long DBT CORP JE Y 2 2030-02-11 Fixed 1.50000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAP5 245000.00000000 PA USD 245013.48000000 0.015703248436 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N Infinity Natural Resources LLC 54930021094IFVB5ND43 45690BAA3 115000.00000000 PA USD 116523.87000000 0.007468173912 Long DBT CORP US Y 2 2031-04-01 Fixed 7.62500000 N N N N N N Varsity Brands, Inc. N/A 92227QAH9 614110.12000000 PA USD 614300.49000000 0.039371357075 Long LON CORP US N 2 2031-08-26 Variable 6.48373000 N N N N N N Towd Point Mortgage Trust N/A 89190MAA2 1368117.52000000 PA USD 1341525.15000000 0.085980178375 Long ABS-O CORP US Y 2 2066-02-25 Variable 4.71999960 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 580000.00000000 PA USD 594291.20000000 0.038088934361 Long DBT NUSS EG Y 2 2032-05-29 Fixed 7.62500000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAJ7 910000.00000000 PA USD 896644.33000000 0.057467159249 Long DBT CORP IT Y 2 2029-05-09 Fixed 4.25000000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 699149AL4 208000.00000000 PA USD 191640.80000000 0.012282520508 Long DBT NUSS PY Y 2 2033-06-28 Fixed 3.84900000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCW8 545000.00000000 PA USD 554020.84000000 0.035507952010 Long DBT CORP US N 2 2054-09-01 Variable 6.70000000 N N N N N N Life360, Inc. 254900VO9VDOQBQAHF07 532206AC3 835000.00000000 PA USD 782395.00000000 0.050144763711 Long DBT CORP US N 2 2030-06-01 None 0.00000000 N N N N Y Life360, Inc. USD XXXX N N N RB Global Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAC1 120000.00000000 PA USD 123994.01000000 0.007946945383 Long DBT CORP US Y 2 2031-03-15 Fixed 7.75000000 N N N N N N N/A N/A N/A 446923000.00000000 PA -51010.21000000 -0.00326931400 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2046-09-16 0.00000000 USD 0.00000000 USD 446923000.00000000 JPY -51010.21000000 N N N Gray Media, Inc. 529900TM5726KDN7UU35 389286AA3 140000.00000000 PA USD 108997.00000000 0.006985766537 Long DBT CORP US Y 2 2031-11-15 Fixed 5.37500000 N N N N N N New Immo Holding SA 5493007LOTJ0I8E94R81 N/A 400000.00000000 PA 464761.73000000 0.029787213789 Long DBT CORP FR Y 2 2028-12-08 Fixed 4.87500000 N N N N N N Bellis Acquisition Co. plc 259400CYE2267UB4A481 N/A 208000.00000000 PA 239081.70000000 0.015323072558 Long DBT CORP GB Y 2 2031-07-01 Fixed 8.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3P6 1045000.00000000 PA USD 1050666.18000000 0.067338629893 Long DBT CORP US N 2 2031-01-24 Variable 5.24400000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCB3 3295000.00000000 PA USD 2567585.09000000 0.164560033802 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320BE5 150000.00000000 PA USD 129659.73000000 0.008310069113 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DG1 2565000.00000000 PA USD 2577447.79000000 0.165192147710 Long DBT CORP GB N 2 2028-08-11 Variable 5.21000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CK5 234000.00000000 PA USD 236867.44000000 0.015181157611 Long DBT CORP US N 2 2029-09-15 Fixed 6.12500000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAL8 85000.00000000 PA USD 83262.10000000 0.005336381662 Long DBT CORP CA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AS0 98000.00000000 PA USD 97913.76000000 0.006275426554 Long DBT CORP US Y 2 2033-09-15 Fixed 5.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9YZ8 8451388.58000000 PA USD 216422.31000000 0.013870801317 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.79869240 N N N N N N Drive Auto Receivables Trust N/A 262102AF3 680000.00000000 PA USD 681743.52000000 0.043693872944 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.41000000 N N N N N N CSMC Mortgage-Backed Trust N/A 126384CG9 220162.74020000 PA USD 94144.45000000 0.006033846330 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.50000000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853191AA2 565000.00000000 PA USD 567974.19000000 0.036402241261 Long DBT CORP US Y 2 2032-08-15 Fixed 6.50000000 N N N N N N SBA Small Business Investment Cos. N/A 831641FX8 1864094.42000000 PA USD 1862596.81000000 0.119376372455 Long ABS-O CORP US N 2 2034-03-10 Fixed 5.03500000 N N N N N N Molins Finance SA 959800H48E7PHGHK0F15 N/A 150000.00000000 PA 178143.72000000 0.011417474224 Long DBT CORP ES Y 2 2033-06-15 Fixed 5.50000000 N N N N N N Charter Communications Operating LLC N/A 161175CD4 765000.00000000 PA USD 710182.39000000 0.045516558948 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Heimstaden Bostad AB 549300TJR3PR8EXILG79 N/A 100000.00000000 PA 113127.71000000 0.007250509381 Long DBT CORP SE Y 2 2031-01-19 Variable 5.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AE2 1000000.00000000 PA USD 1003202.70000000 0.064296630661 Long ABS-O CORP US Y 2 2031-04-14 Fixed 5.11000000 N N N N N N Ardagh Group SA 6354006L1NWUUOPYX274 N/A 635162.00000000 PA 705079.63000000 0.045189516093 Long DBT CORP LU Y 2 2030-12-01 Fixed 11.00000000 N N Y N N N Photo Holdings LLC N/A 71924PAA6 209000.00000000 PA USD 215151.50000000 0.013789353369 Long DBT CORP US Y 2 2031-07-01 Fixed 12.00000000 N N N N N N OCP Aegis CLO Ltd. N/A 675953AE3 3300000.00000000 PA USD 3304484.70000000 0.211788935856 Long ABS-CBDO CORP KY Y 2 2037-04-21 Floating 5.48372880 N N N N N N Stifel SBA IO Trust N/A 826545AB1 8941147.38000000 PA USD 520071.67000000 0.033332103355 Long ABS-O CORP US Y 2 2051-10-25 Variable 1.90254960 N N N N N N LANXESS AG 529900PTLRE72EMYIJ77 N/A 300000.00000000 PA 338211.48000000 0.021676435494 Long DBT CORP DE Y 2 2031-06-24 Fixed 4.37500000 N N N N N N New Residential Mortgage Loan Trust 213800UD7J2W19Q88M79 64790AAC1 2017468.94000000 PA USD 1987170.19000000 0.127360450452 Long ABS-MBS CORP US Y 2 2066-02-25 Variable 5.00299920 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10934.30000000 -0.00070079421 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 184026327.77000000 INR 1919840.67000000 USD 2026-09-28 -10934.30000000 N N N Eagle Funding Luxco Sarl 894500VDP08MVIZ6OA60 26951TAA8 1175000.00000000 PA USD 1173719.25000000 0.075225269147 Long DBT NUSS LU Y 2 2030-08-17 Fixed 5.50000000 N N N N N N AmeriGas Partners LP N/A 030981AP9 60000.00000000 PA USD 63787.86000000 0.004088251033 Long DBT CORP US Y 2 2030-06-01 Fixed 9.50000000 N N N N N N Schaeffler AG 549300Q7E782X7GC1P43 N/A 300000.00000000 PA 355571.43000000 0.022789058391 Long DBT CORP DE Y 2 2029-08-14 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BX2H6 359497.44000000 PA USD 356857.58000000 0.022871489500 Long ABS-MBS USGSE US N 2 2054-08-25 Fixed 6.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMB2 1590000.00000000 PA USD 1561403.06000000 0.100072453814 Long DBT CORP US N 2 2035-08-15 Variable 5.42500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6P76 23000000.00000000 PA USD 23349308.59000000 1.496489065077 Long ABS-MBS USGA US N 2 2056-08-20 Fixed 6.00000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBS5 2885000.00000000 PA USD 2427557.66000000 0.155585484642 Long DBT CORP IT Y 2 2042-06-01 Variable 4.95000000 N N N N N N Maxam Prill Sarl 984500C4C5B820A6B691 N/A 170000.00000000 PA 202063.73000000 0.012950540322 Long DBT CORP LU Y 2 2030-07-15 Fixed 6.00000000 N N N N N N N/A N/A N/A 23411105.00000000 PA -162983.86000000 -0.01044585810 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2029-01-02 0.00000000 USD 0.00000000 USD 23411105.00000000 BRL -162983.86000000 N N N Greenbrier Cos., Inc. (The) 5493001GAGGFR30BP390 393657AM3 1045000.00000000 PA USD 1119822.00000000 0.071770920812 Long DBT CORP US N 2 2028-04-15 Fixed 2.87500000 N N N N Y Greenbrier Cos., Inc. (The) USD XXXX N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034BC2 1620000.00000000 PA USD 1873530.00000000 0.120077095528 Long DBT CORP US N 2 2030-01-15 Fixed 2.87500000 N N N N Y Live Nation Entertainment, Inc. USD XXXX N N N Baker Hughes Holdings LLC N/A 05724BAP4 890000.00000000 PA USD 854785.38000000 0.054784361996 Long DBT CORP US N 2 2036-06-15 Fixed 5.00000000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DD4 5248000.00000000 PA USD 4617835.06000000 0.295963353475 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N Adient US LLC N/A 00687MAH4 268625.95420000 PA USD 269112.17000000 0.017247766379 Long LON CORP US N 2 2031-01-31 Variable 5.68640000 N N N N N N United Group BV 213800PC85O8BJ7DU398 N/A 108000.00000000 PA 125196.51000000 0.008024015249 Long DBT CORP NL Y 2 2033-05-14 Fixed 6.37500000 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 83283WAE3 200000.00000000 PA USD 209621.60000000 0.013434934529 Long DBT CORP US Y 2 2031-11-15 Fixed 8.87500000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HBK4 1364000.00000000 PA USD 1363716.56000000 0.087402456138 Long DBT CORP CA N 2 2056-10-17 Variable 6.12500000 N N N N N N Allwyn Entertainment Financing UK plc 315700J7ZTIN8XGCX365 N/A 247500.00000000 PA 297904.91000000 0.019093132395 Long DBT CORP GB Y 2 2030-04-30 Fixed 7.25000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 75000.00000000 PA USD 75030.75000000 0.004808823202 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N Millrose Properties, Inc. N/A 601137AA0 165000.00000000 PA USD 167295.15000000 0.010722174562 Long DBT CORP US Y 2 2030-08-01 Fixed 6.37500000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 1600000.00000000 PA USD 1687536.00000000 0.108156486141 Long DBT NUSS AO Y 2 2035-10-15 Fixed 9.87500000 N N N N N N Angel Oak Mortgage Trust N/A 03464RAA1 52963.54000000 PA USD 52055.88000000 0.003336332418 Long ABS-MBS CORP US Y 2 2059-12-25 Variable 2.46600000 N N N N N N Clarios Global LP N/A 18060TAD7 328000.00000000 PA USD 337275.84000000 0.021616469050 Long DBT CORP US Y 2 2030-02-15 Fixed 6.75000000 N N N N N N Morgan Stanley ABS Capital I, Inc. Trust N/A 61744CFR2 38066.61000000 PA USD 42533.06000000 0.002726001883 Long ABS-O CORP US N 2 2034-07-25 Floating 4.75674840 N N N N N N Morgan Stanley Capital I Trust N/A 61765DAX6 78813.21000000 PA USD 76445.66000000 0.004899506716 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.02722280 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MR93 7195372.04000000 PA USD 470841.40000000 0.030176868140 Long ABS-MBS USGA US N 2 2068-02-16 Variable 0.71160840 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AV7 1015000.00000000 PA USD 999342.19000000 0.064049205304 Long DBT CORP US Y 2 2036-04-15 Fixed 5.50000000 N N N N N N Iliad Holding SAS 9695009BGMXB527HV965 N/A 644000.00000000 PA 749052.18000000 0.048007776856 Long DBT CORP FR Y 2 2028-10-15 Fixed 5.62500000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259KAA8 1582844.20270000 PA USD 1556050.45000000 0.099729397731 Long ABS-MBS CORP US Y 2 2052-08-25 Variable 5.63000040 N N N N N N Paprec Holding SA 969500ASAFSVN9KVC873 N/A 440000.00000000 PA 507448.93000000 0.032523094716 Long DBT CORP FR Y 2 2030-07-15 Fixed 4.12500000 N N N N N N Colombian Peso N/A N/A 121814.42000000 OU Currencies 37.78000000 0.000002421371 Long STIV CO N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 1560000.00000000 PA USD 1441626.03000000 0.092395780436 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N Fibercop SpA 8156007022402E114A31 N/A 230000.00000000 PA 309668.13000000 0.019847053224 Long DBT CORP IT N 2 2033-01-24 Fixed 7.75000000 N N N N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760AP3 50000.00000000 PA USD 47278.84000000 0.003030165402 Long DBT CORP US Y 2 2029-10-01 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B3XY1 840073.43000000 PA USD 824011.98000000 0.052812052777 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.67880040 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 28000000.00000000 PA 4768459.04000000 0.305617049992 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F64R5 16581787.24000000 PA USD 90513.34000000 0.005801123533 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 1.26525600 N N N N N N AthenaHealth Group, Inc. N/A 04686RAF0 566478.33170000 PA USD 565872.20000000 0.036267521852 Long LON CORP US N 2 2032-02-16 Variable 6.93640000 N N N N N N APi Group DE, Inc. 549300XP4G7B4QYA0G83 001877AA7 40000.00000000 PA USD 38667.98000000 0.002478283629 Long DBT CORP US Y 2 2029-07-15 Fixed 4.12500000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AN9 352000.00000000 PA USD 354122.75000000 0.022696210512 Long DBT CORP US N 2 2034-06-12 Fixed 5.60000000 N N N N N N Altice France Lux 3/Altice Holdings 1 N/A 020956AA6 102947.00000000 PA USD 100271.62000000 0.006426545021 Long DBT CORP LU Y 2 2033-01-15 Fixed 10.00000000 N N N N N N Jazz Investments I Ltd. N/A 472145AH4 1115000.00000000 PA USD 1945675.00000000 0.124700967074 Long DBT CORP BM N 2 2030-09-15 Fixed 3.12500000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 700000.00000000 PA 879031.91000000 0.056338355206 Long DBT CORP JE Y 2 2041-05-13 Fixed 5.87500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1000000.00000000 PA 1254474.00000000 0.080400951325 Long DBT CORP FR Y 2 2030-06-11 Variable 7.37500000 N N N N Y N/A EUR XXXX N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CN1 78750.00000000 PA USD 80552.04000000 0.005162690216 Long DBT CORP US Y 2 2034-03-31 Fixed 7.00000000 N N N N N N Liberty Media Corp-Liberty Formula One N/A 531229AS1 565000.00000000 PA USD 559632.50000000 0.035867610960 Long DBT CORP US Y 2 2032-08-15 Fixed 2.37500000 N N N N N Liberty Media Corp-Liberty Formula One USD XXXX N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397J95 2195000.00000000 PA USD 2203288.41000000 0.141211762227 Long DBT CORP US N 2 2036-05-22 Fixed 6.46700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKD0 2700000.00000000 PA USD 2380542.02000000 0.152572188086 Long DBT CORP US N 2 2032-10-20 Variable 2.57200000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BG0 50000.00000000 PA USD 52126.60000000 0.003340864959 Long DBT CORP US Y 2 2028-06-01 Fixed 8.50000000 N N N N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 46637K844 171050444.49700000 NS USD 171067549.54000000 10.96395279926 Long STIV RF US N 1 N N N N/A N/A N/A -314.00000000 NC 1220044.67000000 0.078194328561 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Bund 2026-09-08 -38687940.00000000 EUR 1220044.67000000 N N N JPMBB Commercial Mortgage Securities Trust N/A 46644UBG2 266000.00000000 PA USD 219450.00000000 0.014064850103 Long ABS-MBS CORP US N 2 2048-07-15 Variable 4.10653800 N N N N N N Lendmark Funding Trust N/A 52607MAA7 177854.68000000 PA USD 175481.65000000 0.011246858524 Long ABS-O CORP US Y 2 2031-11-20 Fixed 1.90000000 N N N N N N OBX Trust 254900MNFOG277G50H13 67124EAD1 1873332.34000000 PA USD 1849597.03000000 0.118543198807 Long ABS-MBS CORP US Y 2 2066-04-26 Variable 5.06300040 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 410000.00000000 PA USD 405649.33000000 0.025998619370 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398TJQ5 126125.38000000 PA USD 10963.98000000 0.000702696446 Long ABS-MBS USGSE US N 2 2040-07-25 Floating 2.79232920 N N N N N N Medline Borrower LP N/A 58506DAA6 33000.00000000 PA USD 33527.01000000 0.002148791843 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N Philippines N/A N/A 0.02000000 OU Currencies 0.00000000 0.000000 Long STIV PH N 1 N N N Westlake Automobile Receivables Trust N/A 96041CAN2 1265000.00000000 PA USD 1280458.93000000 0.082066360964 Long ABS-O CORP US Y 2 2029-03-15 Fixed 6.47000000 N N N N N N AWS Claire's LLC N/A N/A 66517.83930000 PA USD 66517.84000000 0.004263219178 Long LON CORP US N 3 2030-09-18 Variable 10.00000000 N N N N N N Archrock Services LP N/A 03958CAA7 24000.00000000 PA USD 23605.32000000 0.001512897185 Long DBT CORP US Y 2 2034-02-01 Fixed 6.00000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAM1 51000.00000000 PA USD 50306.85000000 0.003224234697 Long DBT CORP US Y 2 2031-07-15 Fixed 5.37500000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAA6 156249.00000000 PA USD 158299.61000000 0.010145638122 Long DBT CORP FR Y 2 2029-11-01 Fixed 9.50000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 74166NAA2 300000.00000000 PA USD 282647.19000000 0.018115244289 Long DBT CORP US Y 2 2032-07-15 Fixed 4.87500000 N N N N N N Morgan Stanley ABS Capital I, Inc. Trust N/A 61744CHB5 31172.27000000 PA USD 35980.66000000 0.002306049621 Long ABS-O CORP US N 2 2034-09-25 Floating 4.80174840 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1584.86000000 -0.00010157584 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 26095488.39000000 TRY 528239.90000000 USD 2026-09-28 -1584.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -1988.67000000 -0.00012745657 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 91035.37000000 EUR 103753.46000000 USD 2026-09-02 -1988.67000000 N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 580000.00000000 PA USD 573475.00000000 0.036754795684 Long DBT NUSS CI Y 2 2033-06-15 Fixed 6.12500000 N N N N N N GSR Mortgage Loan Trust N/A 36242DQU0 268762.09000000 PA USD 198628.38000000 0.012730364050 Long ABS-MBS CORP US N 2 2034-12-25 Fixed 5.50000000 N N N N N N Wabash National Corp. 5299004ZAWHQZI5XO485 929566AL1 375000.00000000 PA USD 353515.13000000 0.022657267316 Long DBT CORP US Y 2 2028-10-15 Fixed 4.50000000 N N N N N N NRZ Excess Spread-Collateralized Notes N/A 65246QAA7 339621.68000000 PA USD 338356.69000000 0.021685742202 Long ABS-O CORP US Y 2 2026-11-25 Fixed 3.47400000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDE3 762000.00000000 PA USD 675973.16000000 0.043324042693 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B36 1385000.00000000 PA USD 1295763.92000000 0.083047278668 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAD7 264000.00000000 PA USD 273685.90000000 0.017540902979 Long DBT CORP JE Y 2 2033-02-15 Fixed 7.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 52000.00000000 PA USD 48081.46000000 0.003081606414 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N ZF Finance GmbH 5493001N9T6QDCCXB426 N/A 300000.00000000 PA 346498.15000000 0.022207539488 Long DBT CORP DE Y 2 2028-09-21 Fixed 3.75000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JG9 30000.00000000 PA USD 29196.78000000 0.001871261490 Long DBT CORP US N 2 2035-03-01 Fixed 5.45000000 N N N N N N OBX Trust N/A 67124KAA3 3644792.81000000 PA USD 3657429.31000000 0.234409637767 Long ABS-MBS CORP US Y 2 2056-05-25 Variable 6.00000120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MF61 11382816.31800000 PA USD 1648034.88000000 0.105624805431 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAF6 320000.00000000 PA USD 317826.88000000 0.020369958651 Long DBT CORP US Y 2 2031-03-15 Fixed 5.62500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XEY8 540000.00000000 PA USD 545961.84000000 0.034991439697 Long DBT CORP US N 2 2031-06-18 Fixed 5.60000000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 221597CV7 325000.00000000 PA USD 351223.44000000 0.022510389775 Long DBT NUSS CR Y 2 2054-11-13 Fixed 7.30000000 N N N N N N N/A N/A N/A -18.00000000 NC USD 12344.58000000 0.000791180985 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2026-12-21 -1957500.00000000 USD 12344.58000000 N N N RHP Hotel Properties LP N/A 749571AG0 85000.00000000 PA USD 83675.37000000 0.005362868700 Long DBT CORP US Y 2 2029-02-15 Fixed 4.50000000 N N N N N N PMT Loan Trust N/A 69383XAA7 4309592.51000000 PA USD 4233442.01000000 0.271327078109 Long ABS-MBS CORP US Y 2 2057-04-25 Variable 5.50000080 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAS1 6735000.00000000 PA USD 6761960.21000000 0.433383261596 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N Yondr JK 1 LLC N/A 985925AA4 55000.00000000 PA USD 51528.15000000 0.003302509482 Long DBT CORP US Y 2 2031-06-30 Fixed 6.87500000 N N N N N N Medco Cypress Tree Pte. Ltd. 254900NKZ2Y3YZK4WC46 N/A 610000.00000000 PA USD 634400.00000000 0.040659562111 Long DBT CORP SG Y 2 2030-05-19 Fixed 8.62500000 N N N N N N Conduent Business Services LLC N/A 20679LAB7 125000.00000000 PA USD 105896.13000000 0.006787027545 Long DBT CORP US Y 2 2029-11-01 Fixed 6.00000000 N N N N N N CTEC II GmbH 98450044C9BACG3DA974 N/A 393000.00000000 PA 443584.85000000 0.028429958638 Long DBT CORP DE Y 2 2030-02-15 Fixed 5.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 N/A 109260000.00000000 PA 6613547.91000000 0.423871314670 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N RCKT Mortgage Trust 254900CKI9AZ0W58BI27 74940CAA9 844364.51000000 PA USD 836435.84000000 0.053608314926 Long ABS-O CORP US Y 2 2056-04-25 Variable 5.12399880 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 N/A 200000.00000000 PA 244168.53000000 0.015649094437 Long DBT CORP US N 2 2029-01-19 Fixed 6.33699860 N N N N N N Exeter Automobile Receivables Trust N/A 30165AAF2 750000.00000000 PA USD 761373.68000000 0.048797478613 Long ABS-O CORP US N 2 2030-09-16 Fixed 5.98000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -7321.16000000 -0.00046922313 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 85327179.80000000 TRY 1725102.94000000 USD 2026-09-28 -7321.16000000 N N N Ardagh Metal Packaging Finance USA LLC N/A N/A 125000.00000000 PA 146823.16000000 0.009410096774 Long DBT CORP US Y 2 2031-01-30 Fixed 5.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDE7 1642000.00000000 PA USD 1650888.15000000 0.105807675401 Long DBT CORP US N 2 2055-08-15 Variable 6.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAE2 1320000.00000000 PA USD 1324768.37000000 0.084906213467 Long DBT CORP US N 2 2031-01-15 Variable 5.23000000 N N N N N N GS Mortgage-Backed Securities Trust 254900B9BZ62VF1C0U09 36275BAA5 1605203.29000000 PA USD 1592917.55000000 0.102092260503 Long ABS-O CORP US Y 2 2056-09-25 Variable 5.35799880 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RAV0 345000.00000000 PA USD 441201.53000000 0.028277208406 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N Alternative Loan Trust N/A 12667FYS8 260011.38000000 PA USD 234024.78000000 0.014998967651 Long ABS-MBS CORP US N 2 2035-01-25 Fixed 6.00000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAY9 1180000.00000000 PA USD 1078520.00000000 0.069123819244 Long DBT CORP US Y 2 2029-06-15 Fixed 0.25000000 N N N N Y Zoetis, Inc. USD XXXX N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 620000.00000000 PA 760949.03000000 0.048770262215 Long DBT CORP GB Y 2 2084-08-30 Variable 6.50000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VHN7 624000.00000000 PA USD 602151.58000000 0.038592716847 Long DBT CORP US N 2 2056-05-14 Variable 6.20000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BC0 192000.00000000 PA USD 192000.00000000 0.012305542127 Long DBT CORP US Y 2 2027-07-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -140650.70000000 -0.00901449538 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 52231596.35000000 USD 44846064.00000000 EUR 2026-09-02 -140650.70000000 N N N Czech Repub. Kronas N/A N/A 724290.22000000 OU Currencies 34819.80000000 0.002231648519 Long STIV CZ N 1 N N N Renault SA 969500F7JLTX36OUI695 N/A 100000.00000000 PA 115544.56000000 0.007405408597 Long DBT CORP FR Y 2 2027-06-02 Fixed 2.50000000 N N N N N N OAK-Eagle Acquireco, Inc. 6488ICS9P20290MA1H31 67124CAB9 91000.00000000 PA USD 96580.48000000 0.006189974819 Long DBT CORP US Y 2 2034-07-01 Fixed 8.75000000 N N N N N N Eramet SA 549300LUH78PG2MP6N64 N/A 100000.00000000 PA 116017.77000000 0.007435737272 Long DBT CORP FR Y 2 2029-11-30 Fixed 6.50000000 N N N N N N Benin Government International Bond 635400Q11P6AE5A5Y230 N/A 1231000.00000000 PA USD 1303936.75000000 0.083571086501 Long DBT NUSS BJ Y 2 2038-02-13 Fixed 7.96000000 N N N N N N Paprec Holding SA 969500ASAFSVN9KVC873 N/A 425000.00000000 PA 486355.20000000 0.031171168762 Long DBT CORP FR Y 2 2032-07-15 Fixed 4.50000000 N N N N N N Towd Point Mortgage Trust 254900HMDJT9KG22DU68 89183TAA6 666450.01000000 PA USD 656678.85000000 0.042087444024 Long ABS-O CORP US Y 2 2065-12-25 Variable 4.97999880 N N N N N N Bayview Opportunity Master Fund VII Trust N/A 07337MAA8 2209243.43000000 PA USD 2196686.75000000 0.140788652824 Long ABS-MBS CORP US Y 2 2056-07-25 Variable 5.52099960 N N N N N N NMG Parent LLC N/A 629ESC039 229.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4SK7 20545733.52000000 PA USD 289855.10000000 0.018577209082 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.48793320 N N N N N N INEOS Finance plc 2138002D68XDR4LZCG32 44984WAJ6 400000.00000000 PA USD 397745.64000000 0.025492061088 Long DBT CORP GB Y 2 2029-04-15 Fixed 7.50000000 N N N N N N Congolese International Bond 529900BXT90HR4QTB688 N/A 700000.00000000 PA USD 697270.00000000 0.044688986244 Long DBT NUSS CG Y 2 2035-02-17 Fixed 9.50000000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 5493002KQF9IH3CTQZ40 62548QAD3 3369202.63000000 PA USD 3414484.38000000 0.218838965524 Long ABS-MBS CORP US Y 2 2050-03-25 Floating 7.50767040 N N N N N N Santander Mortgage Asset Receivable Trust 254900I5YBWVW1B9MY58 802635AD4 1951034.00000000 PA USD 1939414.62000000 0.124299730773 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 5.49000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BH9 15000.00000000 PA USD 15203.25000000 0.000974397048 Long DBT CORP US Y 2 2031-02-15 Fixed 8.00000000 N N N N N N INEOS Styrolution Ludwigshafen GmbH 5299003M4PGUGL48LS74 N/A 200000.00000000 PA 230096.83000000 0.014747219973 Long DBT CORP DE Y 2 2027-01-16 Fixed 2.25000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CC1 666000.00000000 PA USD 647581.17000000 0.041504361292 Long DBT CORP GB N 2 2030-05-22 Variable 3.97300000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AX2 200000.00000000 PA USD 166000.00000000 0.010639166630 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N Banc of America Mortgage Trust N/A 05948XT27 60414.19000000 PA USD 59610.48000000 0.003820517046 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.24441160 N N N N N N N/A N/A N/A 1.00000000 NC N/A -19830.72000000 -0.00127097791 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 55876070.43000000 CZK 2666888.94000000 USD 2026-09-29 -19830.72000000 N N N N/A N/A N/A 424123000.00000000 PA -40799.35000000 -0.00261488604 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2046-09-16 0.00000000 USD 0.00000000 USD 424123000.00000000 JPY -40799.35000000 N N N Escrow Rite Aid N/A N/A 14602.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2049-12-31 Fixed 0.00000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EAT2 2687000.00000000 PA USD 2428595.99000000 0.155652032629 Long DBT CORP US N 2 2031-03-15 Fixed 2.70000000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAT4 108000.00000000 PA USD 107983.40000000 0.006920803529 Long DBT CORP US Y 2 2035-05-15 Fixed 6.75000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAK7 65000.00000000 PA USD 64272.91000000 0.004119338550 Long DBT CORP US Y 2 2031-09-01 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89190NAA0 1122000.00000000 PA USD 1138003.09000000 0.072936171691 Long ABS-MBS CORP US Y 3 2066-09-25 Variable 5.39526960 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAE2 132000.00000000 PA USD 110017.52000000 0.007051173057 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N Transocean International Ltd. DOL4HJ22ADYSIWES4H94 893830BY4 35000.00000000 PA USD 36377.81000000 0.002331503507 Long DBT CORP BM Y 2 2029-05-15 Fixed 8.25000000 N N N N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 N/A 589000.00000000 PA USD 585324.64000000 0.037514255289 Long DBT CORP KY Y 2 2028-08-26 Fixed 5.62500000 N N N N N N Provident Funding Mortgage Trust N/A 74388PAA9 1666752.63000000 PA USD 1663822.48000000 0.106636654269 Long ABS-MBS CORP US Y 2 2055-08-25 Variable 6.00000120 N N N N N N Lendmark Funding Trust N/A 52603GAA4 1600000.00000000 PA USD 1584689.60000000 0.101564919954 Long ABS-O CORP US Y 2 2034-10-20 Fixed 4.78000000 N N N N N N Indian Rupee N/A N/A -0.01000000 OU Currencies 0.00000000 0.000000 Short STIV IN N 1 N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AG1 100000.00000000 PA USD 101044.30000000 0.006476067137 Long DBT CORP US Y 2 2032-04-15 Fixed 6.50000000 N N N N N N Somnigroup International, Inc. 549300HFEKVR3US71V91 88023UAH4 135000.00000000 PA USD 129958.25000000 0.008329201667 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HA8 1215000.00000000 PA USD 882626.88000000 0.056568761741 Long DBT CORP US N 2 2042-08-15 Fixed 3.75000000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AJ2 26000.00000000 PA USD 25812.80000000 0.001654377592 Long DBT CORP US Y 2 2030-10-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -89480.59000000 -0.00573493317 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 8966374.03000000 AUD 6333403.68000000 USD 2026-09-28 -89480.59000000 N N N Griffon Corp. 5493000C2SGNC7ZN3242 398433AP7 425000.00000000 PA USD 425392.28000000 0.027263971990 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N Stora Enso OYJ 7437000ZP669LKUTZ738 N/A 293000.00000000 PA 346393.86000000 0.022200855400 Long DBT CORP FI Y 2 2029-03-17 Variable 5.62500000 N N N N N N Terawulf, Inc. 254900CVMW1SX2T78A64 88080TAC8 705000.00000000 PA USD 1034869.50000000 0.066326199106 Long DBT CORP US Y 2 2031-09-01 Fixed 1.00000000 N N N N Y Terawulf, Inc. USD XXXX N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAK8 245000.00000000 PA USD 253656.06000000 0.016257163188 Long DBT CORP US N 2 2033-10-28 Variable 6.12300000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AU7 23000.00000000 PA USD 22958.18000000 0.001471421099 Long DBT CORP US Y 2 2033-08-15 Fixed 6.00000000 N N N N N N TRTX Issuer Ltd. N/A 897764AA4 1200000.00000000 PA USD 1202604.00000000 0.077076532210 Long ABS-CBDO CORP KY Y 2 2042-09-18 Floating 5.17560840 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2V4 1410000.00000000 PA USD 1402008.68000000 0.089856650387 Long DBT CORP US N 2 2028-03-24 Variable 3.52600000 N N N N N N OBX Trust 2549007DTHVTGCMU8X03 67123VAE2 574119.96000000 PA USD 563283.85000000 0.036101630967 Long ABS-MBS CORP US Y 2 2065-12-01 Variable 4.81799880 N N N N N N Altar Bidco, Inc. N/A 02090CAB6 190000.00000000 PA USD 185250.00000000 0.011872925411 Long LON CORP US N 2 2030-02-01 Variable 9.10766000 N N N N N N Serta Simmons Bedding LLC N/A 81753HAJ0 41854.92230000 PA USD 39082.03000000 0.002504820659 Long LON CORP US N 2 2028-06-29 Variable 11.34670000 N N N N N N Cipher Compute LLC N/A 17253NAA5 290000.00000000 PA USD 293594.11000000 0.018816847338 Long DBT CORP US Y 2 2030-11-15 Fixed 7.12500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 10000.00000000 PA USD 6275.52000000 0.000402206644 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N N/A N/A 504917113 46.00000000 NS USD 146.63000000 0.000009397716 N/A DO US N 2 Labels Buyer LLC N/A Call Purchased Labels Buyer LLC Labels Buyer LLC 1.00000000 1.00000000 USD 2033-04-29 XXXX -66.58000000 N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XBA6 1545000.00000000 PA USD 1460307.18000000 0.093593080844 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N PRPM LLC N/A 69392MAA0 1390491.19000000 PA USD 1351008.89000000 0.086588004219 Long ABS-MBS CORP US Y 2 2055-04-25 Variable 3.75000120 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AS1 20145.00000000 PA USD 16047.36000000 0.001028497210 Long DBT CORP US Y 2 2030-01-15 Fixed 12.75000000 N N N N N N CCO Holdings LLC N/A 1248EPCN1 70000.00000000 PA USD 61567.30000000 0.003945932311 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83371GAA9 1000000.00000000 PA USD 1081620.00000000 0.069322502477 Long DBT CORP FR Y 2 2028-11-14 Variable 10.00000000 N N N N Y N/A USD XXXX N N N FNMA B1V7KEBTPIMZEU4LTD58 31393UVP5 217566.60000000 PA USD 15618.74000000 0.001001026370 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 3.24232920 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAG1 208000.00000000 PA USD 214504.16000000 0.013747864465 Long DBT CORP US Y 2 2031-02-15 Fixed 7.12500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 500000.00000000 PA 603866.61000000 0.038702635461 Long DBT CORP FR Y 2 2029-09-23 Variable 6.50000000 N N N N Y N/A EUR XXXX N N N Drive Auto Receivables Trust N/A 26207AAF0 513000.00000000 PA USD 513696.14000000 0.032923486934 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.67000000 N N N N N N AI Candelaria -spain- SA 213800L5KA2MJ5FKRZ02 N/A 642000.00000000 PA USD 592887.00000000 0.037998937266 Long DBT CORP ES Y 2 2033-06-15 Fixed 5.75000000 N N N N N N BBCMS Mortgage Trust N/A 05552FBE6 1960000.00000000 PA USD 1736208.77000000 0.111275990420 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.75199920 N N N N N N 888 Acquisitions Ltd. 254900RFD0BP3JOPZU89 N/A 160000.00000000 PA 187556.64000000 0.012020761118 Long DBT CORP GI Y 2 2028-07-15 Floating 7.93100160 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDT3 1370000.00000000 PA USD 1393817.45000000 0.089331663273 Long DBT CORP US N 2 2055-02-01 Variable 6.87500000 N N N N N N Western Funding Auto Loan Trust N/A 958250AD4 350000.00000000 PA USD 349524.00000000 0.022401470346 Long ABS-O CORP US Y 2 2036-01-15 Fixed 5.79000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475CF0 260000.00000000 PA USD 248766.70000000 0.015943797430 Long DBT CORP US N 2 2041-01-25 Variable 5.42300000 N N N N N N Outfront Media Capital LLC N/A 69007TAC8 130000.00000000 PA USD 125953.49000000 0.008072531131 Long DBT CORP US Y 2 2030-03-15 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ASU38 1636209.07000000 PA USD 141686.38000000 0.009080873530 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 2.24232840 N N N N N N Altice France SA 5493001ZMCICV4N02J21 N/A 152439.16000000 PA 175643.91000000 0.011257257989 Long DBT CORP FR Y 2 2029-11-01 Fixed 7.25000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168HAF4 790000.00000000 PA USD 776924.63000000 0.049794160229 Long ABS-O CORP US N 2 2032-05-17 Fixed 5.00000000 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VAX1 25000.00000000 PA USD 25232.38000000 0.001617177682 Long DBT CORP US Y 2 2032-10-15 Fixed 6.62500000 N N N N N N FHLMC 5493000KIGZAWUOW4E32 35564K2K4 1700000.00000000 PA USD 1768000.00000000 0.113313533754 Long ABS-MBS CORP US Y 2 2043-06-25 Floating 7.49319120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385K5Q9 1648036.92000000 PA USD 1617709.25000000 0.103681194403 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 5.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EU5 284000.00000000 PA USD 284457.24000000 0.018231252865 Long DBT NUSS CO N 2 2031-01-21 Fixed 6.12500000 N N N N N N SV RNO Property Owner 1 LLC N/A 78488XAA2 265000.00000000 PA USD 243271.00000000 0.015591570514 Long DBT CORP US Y 2 2031-03-01 Fixed 5.87500000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806HAF4 975000.00000000 PA USD 981048.02000000 0.062876706973 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.64000000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 N/A 140000.00000000 PA 163157.85000000 0.010457009357 Long DBT CORP US N 2 2032-07-01 Fixed 4.25000000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAN9 50000.00000000 PA USD 51122.65000000 0.003276520433 Long DBT CORP CA Y 2 2032-08-01 Fixed 8.25000000 N N N N N N Grupo Antolin Irausa SA 213800OILC5Q9AR63B63 N/A 102000.00000000 PA 55620.76000000 0.003564810444 Long DBT CORP ES Y 2 2030-01-30 Fixed 10.37500000 N N N N N N Flora Food Management BV 2549002VGA888UKFKS25 N/A 405000.00000000 PA 456846.45000000 0.029279912688 Long DBT CORP NL Y 2 2029-07-02 Fixed 6.87500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDP4 310000.00000000 PA USD 361987.00000000 0.023200241031 Long DBT NUSS MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAL5 260000.00000000 PA USD 267213.18000000 0.017126057517 Long DBT CORP US Y 2 2029-02-15 Fixed 7.37500000 N N N N N N RCO VIII Mortgage LLC N/A 74939GAA3 432525.80000000 PA USD 432782.81000000 0.027737641147 Long ABS-O CORP US Y 2 2030-05-25 Variable 6.43449960 N N N N N N Drive Auto Receivables Trust N/A 262103AG9 2000000.00000000 PA USD 1979798.20000000 0.126887969549 Long ABS-O CORP US N 2 2032-12-15 Fixed 4.90000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAS8 70000.00000000 PA USD 68103.00000000 0.004364814247 Long DBT CORP CA Y 2 2029-05-15 Fixed 4.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BB9 1800000.00000000 PA USD 1491300.00000000 0.095579452991 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N Neon Maple US Debt Mergersub, Inc. N/A 69425BAD9 296257.50030000 PA USD 289165.10000000 0.018532986040 Long LON CORP US N 2 2031-11-17 Variable 6.18640000 N N N N N N Mundys SpA 8156008DEC771409C487 N/A 370000.00000000 PA 419255.40000000 0.026870650972 Long DBT CORP IT Y 2 2028-02-12 Fixed 1.87500000 N N N N N N Accelerated LLC N/A 00439KAB2 75229.63000000 PA USD 70454.44000000 0.004515521247 Long ABS-O CORP US Y 2 2040-10-20 Fixed 1.90000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AN7 288000.00000000 PA USD 274622.40000000 0.017600924543 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N Endo Finance Holdings LP N/A 29281RAA7 16000.00000000 PA USD 16867.02000000 0.001081030339 Long DBT CORP US Y 2 2031-04-15 Fixed 8.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PR6 710000.00000000 PA USD 712413.29000000 0.045659540375 Long DBT CORP US N 2 2030-02-15 Variable 6.75000000 N N N N Y N/A USD XXXX N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AVHL4 82428.73000000 PA USD 835.02000000 0.000053517571 Long ABS-MBS USGSE US N 2 2027-10-15 Fixed 3.00000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAG6 2380000.00000000 PA USD 2351851.24000000 0.150733356826 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Weekley Homes LLC N/A 948565AD8 125000.00000000 PA USD 123074.71000000 0.007888026191 Long DBT CORP US Y 2 2028-09-15 Fixed 4.87500000 N N N N N N TK Elevator Midco GmbH 254900K869UN2ZWVB351 N/A 24581.80000000 PA 28531.14000000 0.001828599714 Long DBT CORP DE Y 2 2027-07-15 Fixed 4.37500000 N N N N N N Organon & Co. N/A 68622TAA9 310000.00000000 PA USD 306900.03000000 0.019669641916 Long DBT CORP US Y 2 2028-04-30 Fixed 4.12500000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AF2 430000.00000000 PA USD 424595.50000000 0.027212905272 Long ABS-O CORP US N 2 2031-11-17 Fixed 4.99000000 N N N N N N Grupo Nutresa SA 254900KKAX7B7RJUE255 N/A 504000.00000000 PA USD 557877.60000000 0.035755137024 Long DBT CORP CO Y 2 2035-05-12 Fixed 9.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9ZA2 15412130.09360000 PA USD 322073.45000000 0.020642127119 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.65908440 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAG4 180000.00000000 PA USD 160060.04000000 0.010258466484 Long DBT CORP US N 2 2031-02-01 Fixed 2.40000000 N N N N N N Rakuten Group, Inc. 529900IMXUCQKUL1H943 N/A 410000.00000000 PA 469913.97000000 0.030117427885 Long DBT CORP JP Y 2 2027-04-22 Variable 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ARXB7 366180.53000000 PA USD 46132.08000000 0.002956667988 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 4.00000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863BJ8 310000.00000000 PA USD 298665.69000000 0.019141891824 Long DBT CORP GB Y 2 2036-03-19 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 19921.56000000 0.001276799978 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4315657.23000000 USD 213540501.86000000 TRY 2026-09-28 19921.56000000 N N N Antero Midstream Partners LP N/A 03690AAH9 130000.00000000 PA USD 129986.99000000 0.008331043653 Long DBT CORP US Y 2 2029-06-15 Fixed 5.37500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 1570000.00000000 PA USD 1539777.55000000 0.098686445354 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Accendra Health, Inc. 549300LMT5KQQXCEZ733 690732AJ1 85000.00000000 PA USD 72056.20000000 0.004618180232 Long DBT CORP US Y 2 2032-06-15 Fixed 9.00000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BL7 1800000.00000000 PA USD 1167300.00000000 0.074813850651 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAP7 859000.00000000 PA USD 874069.33000000 0.056020296679 Long DBT CORP US N 2 2034-06-08 Variable 5.86700000 N N N N N N Drive Auto Receivables Trust N/A 26208WAE4 2572000.00000000 PA USD 2593131.81000000 0.166197357965 Long ABS-O CORP US N 2 2031-11-17 Fixed 5.43000000 N N N N N N Kapla Holding SAS 894500PJ28XTH66K4X83 N/A 166000.00000000 PA 193568.54000000 0.012406071997 Long DBT CORP FR Y 2 2033-04-30 Floating 5.19900120 N N N N N N EMRLD Borrower LP N/A 29103CAA6 350000.00000000 PA USD 356941.55000000 0.022876871252 Long DBT CORP US Y 2 2030-12-15 Fixed 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 7074.68000000 0.000453425899 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 1690000.00000000 EUR 1972621.74000000 USD 2026-10-05 7074.68000000 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 500000.00000000 PA 550705.72000000 0.035295481443 Long DBT CORP GB Y 2 2080-08-27 Variable 3.00000000 N N N N N N Amcor UK Finance plc 549300DEUV6BE727FP17 0234EVAD3 1200000.00000000 PA 1353334.09000000 0.086737029461 Long DBT CORP GB N 2 2033-02-20 Fixed 3.75000000 N N N N N N Shift4 Payments LLC N/A 82453AAB3 191000.00000000 PA USD 188659.25000000 0.012091428898 Long DBT CORP US Y 2 2032-08-15 Fixed 6.75000000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172441BF3 25000.00000000 PA USD 24906.25000000 0.001596275565 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25000000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAC9 310000.00000000 PA USD 322441.23000000 0.020665698642 Long DBT CORP JE Y 2 2031-04-15 Fixed 8.25000000 N N N N N N Esab Corp. 549300ZNV0SWBXEIWT04 29605JAB2 48000.00000000 PA USD 47566.60000000 0.003048608334 Long DBT CORP US Y 2 2031-04-01 Fixed 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BYBF8 1339456.62000000 PA USD 1296763.85000000 0.083111365547 Long ABS-MBS USGSE US N 2 2055-12-25 Fixed 5.50000000 N N N N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189AS4 1517000.00000000 PA USD 2188272.50000000 0.140249372054 Long DBT CORP US N 2 2027-05-01 None 0.00000000 N N N N Y ON Semiconductor Corp. USD XXXX N N N Exeter Automobile Receivables Trust N/A 30166BAG7 1553000.00000000 PA USD 1579966.29000000 0.101262196568 Long ABS-O CORP US Y 2 2030-03-15 Fixed 8.23000000 N N N N N N Australian Dollar N/A N/A 886466.18000000 OU Currencies 635241.66000000 0.040713505250 Long STIV AU N 1 N N N Nomad Foods Bondco plc 213800BPK5X4TY4RZ619 N/A 130000.00000000 PA 150990.93000000 0.009677214843 Long DBT CORP GB Y 2 2033-07-15 Fixed 5.25000000 N N N N N N CCO Holdings LLC N/A 1248EPCE1 460000.00000000 PA USD 428124.71000000 0.027439097159 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAA8 361866.32000000 PA USD 362694.96000000 0.023245615154 Long ABS-O CORP US Y 2 2034-03-15 Fixed 5.68000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807VAF2 740000.00000000 PA USD 733952.65000000 0.047040027364 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.19000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325C2L5 485000.00000000 PA USD 463339.90000000 0.029696086763 Long DBT CORP GB Y 2 2037-01-13 Variable 5.24300000 N N N N N N NGG Finance plc 549300MLDJ2T68G21W86 N/A 718000.00000000 PA 821552.39000000 0.052654414296 Long DBT CORP GB Y 2 2082-09-05 Variable 2.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -29834.28000000 -0.00191211973 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2773552.28000000 GBP 3728429.75000000 USD 2026-09-28 -29834.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -18458.64000000 -0.00118303943 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3294165.73000000 EUR 3072344.52000000 CHF 2026-09-28 -18458.64000000 N N N GCAT Trust N/A 36168HAA2 1342074.86000000 PA USD 1119378.20000000 0.071742477064 Long ABS-MBS CORP US Y 2 2066-08-25 Variable 1.09299960 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAE2 1550000.00000000 PA USD 1510887.78000000 0.096834860553 Long DBT CORP US Y 2 2029-07-15 Fixed 4.30000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VHP2 1679000.00000000 PA USD 1639168.92000000 0.105056573951 Long DBT CORP US N 2 2058-05-14 Variable 6.05000000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAQ5 268000.00000000 PA USD 266326.24000000 0.017069212322 Long DBT CORP IE Y 2 2031-07-23 Fixed 5.20000000 N N N N N N Icon Parent I, Inc. N/A 45115DAC2 985882.47300000 PA USD 943805.01000000 0.060489751616 Long LON CORP US N 2 2031-11-13 Variable 6.44599000 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AJ5 56000.00000000 PA USD 54850.64000000 0.003515452402 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N New Residential Mortgage Loan Trust 213800ECBEJHYYK9P940 64832LAC7 948405.40000000 PA USD 933900.30000000 0.059854945230 Long ABS-MBS CORP US Y 2 2065-11-25 Variable 4.82400000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272CA4 1280000.00000000 PA USD 1284709.90000000 0.082338811435 Long DBT CORP US Y 2 2035-04-01 Fixed 5.67300000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587EK9 390000.00000000 PA USD 385632.00000000 0.024715681362 Long DBT CORP US Y 2 2027-12-15 Fixed 2.12500000 N N N N Y Southern Co. (The) USD XXXX N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAX9 1970000.00000000 PA USD 1957884.50000000 0.125483490598 Long DBT CORP KY Y 2 2030-01-15 Fixed 5.15000000 N N N N N N Greenko Wind Projects Mauritius Ltd. 254900MSUXE1FF83DP82 N/A 650100.00000000 PA USD 657621.66000000 0.042147870004 Long DBT CORP MU Y 2 2028-09-27 Fixed 7.25000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AM7 240000.00000000 PA USD 156428.10000000 0.010025690491 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N Alternative Loan Trust N/A 12667GKS1 495416.74130000 PA USD 369813.19000000 0.023701832232 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TRU8 1304636.01000000 PA USD 1255150.51000000 0.080444309774 Long ABS-MBS USGA US N 2 2063-01-16 Fixed 4.50000000 N N N N N N N/A N/A N/A 424123000.00000000 PA -25135.14000000 -0.00161094543 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2046-09-16 0.00000000 USD 0.00000000 USD 424123000.00000000 JPY -25135.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -18424.26000000 -0.00118083597 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 2289041.25000000 EUR 2640411.60000000 USD 2026-09-02 -18424.26000000 N N N BANK N/A 06540AAE1 3596872.62000000 PA USD 72830.56000000 0.004667810022 Long ABS-MBS CORP US N 2 2062-09-15 Variable 0.80464680 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2335.59000000 -0.00014969115 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 3898952.92000000 USD 62872565.31000000 ZAR 2026-09-28 -2335.59000000 N N N GNMA 549300M8ZYFG0OCMTT87 38378BXV6 1956487.09000000 PA USD 19.56000000 0.000001253627 Long ABS-MBS USGA US N 2 2053-12-16 Variable 0.18775000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AL0 245000.00000000 PA USD 201633.24000000 0.012922949630 Long DBT CORP US Y 2 2030-10-15 Fixed 4.75000000 N N N N N N Republic Finance Issuance Trust N/A 76042GAA2 1866000.00000000 PA USD 1870718.93000000 0.119896930214 Long ABS-O CORP US Y 2 2037-11-20 Fixed 5.42000000 N N N N N N Santander Mortgage Asset Receivable Trust 254900U2GYIIS9QNE495 802645AD3 2766849.46000000 PA USD 2749825.87000000 0.176240094196 Long ABS-MBS CORP US Y 2 2065-10-25 Variable 5.59400040 N N N N N N New Residential Mortgage Loan Trust N/A 64830VAA1 357346.70000000 PA USD 333177.45000000 0.021353797639 Long ABS-MBS CORP US Y 2 2060-01-26 Variable 2.46413160 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAF1 454000.00000000 PA USD 469642.12000000 0.030100004647 Long DBT CORP US Y 2 2030-06-15 Fixed 7.00000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DC3 100000.00000000 PA USD 97342.65000000 0.006238823335 Long DBT CORP US Y 2 2034-01-15 Fixed 5.75000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807UAF4 1000000.00000000 PA USD 998774.40000000 0.064012814868 Long ABS-O CORP US N 2 2031-08-15 Fixed 5.41000000 N N N N N N Rocket Mortgage LLC N/A 77313LAB9 190000.00000000 PA USD 170100.23000000 0.010901955969 Long DBT CORP US Y 2 2033-10-15 Fixed 4.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A 600000.00000000 PA 741917.53000000 0.047550507397 Long DBT CORP ES Y 2 2029-11-20 Variable 7.00000000 N N N N Y N/A EUR XXXX N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAM3 2200000.00000000 PA USD 2377361.80000000 0.152368363445 Long DBT CORP ES N 2 2029-03-19 Variable 9.37500000 N N N N Y N/A USD XXXX N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362UAC8 60000.00000000 PA USD 59279.57000000 0.003799308572 Long DBT CORP US Y 2 2028-04-15 Fixed 4.37500000 N N N N N N HUB International Ltd. N/A 44332EAZ9 543046.69350000 PA USD 544317.42000000 0.034886046574 Long LON CORP US N 2 2030-06-20 Variable 5.98370000 N N N N N N Gulfport Energy Operating Corp. 549300FJX18IDUFPHD40 402635AT3 191000.00000000 PA USD 194524.14000000 0.012467317705 Long DBT CORP US Y 2 2029-09-01 Fixed 6.75000000 N N N N N N PeopleCert Wisdom Issuer plc 213800PZ81RFLCN9GD51 N/A 100000.00000000 PA 112965.49000000 0.007240112479 Long DBT CORP GB Y 2 2031-06-15 Fixed 5.50000000 N N N N N N RHP Hotel Properties LP N/A 749571AL9 32000.00000000 PA USD 32639.55000000 0.002091913320 Long DBT CORP US Y 2 2033-06-15 Fixed 6.50000000 N N N N N N OneMain Financial Issuance Trust N/A 68269HAE5 2738000.00000000 PA USD 2750684.61000000 0.176295132015 Long ABS-O CORP US Y 2 2036-09-15 Floating 5.13582840 N N N N N N N/A N/A N/A 1.00000000 NC N/A -48648.15000000 -0.00311792635 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 7631560.47000000 EUR 8815790.92000000 USD 2026-09-02 -48648.15000000 N N N SBA Small Business Investment Cos. N/A 831641FW0 870035.13000000 PA USD 889938.92000000 0.057037400368 Long ABS-O CORP US N 2 2033-09-10 Fixed 5.68800000 N N N N N N Accendra Health, Inc. 549300LMT5KQQXCEZ733 690732AL6 36330.00000000 PA USD 16530.15000000 0.001059439881 Long DBT CORP US Y 2 2033-06-15 Fixed 9.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -167377.73000000 -0.01072746722 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 7067140.97000000 USD 6438730797.00000000 CLP 2026-09-28 -167377.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -353238.82000000 -0.02263955823 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 40761460.62000000 EUR 46993235.77000000 USD 2026-09-02 -353238.82000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 12818200000.00000000 PA 3745723.13000000 0.240068509234 Long DBT NUSS CO N 2 2035-01-24 Fixed 11.75000000 N N N N N N RHP Hotel Properties LP N/A 74984CAA6 39000.00000000 PA USD 38432.25000000 0.002463175371 Long DBT CORP US Y 2 2034-03-15 Fixed 5.75000000 N N N N N N Azelis Finance NV 699400J0P7A5VXKGK641 N/A 150000.00000000 PA 172236.00000000 0.011038840384 Long DBT CORP BE Y 2 2031-03-10 Fixed 4.12500000 N N N N N N PMT Loan Trust N/A 69384QAA1 2192516.60000000 PA USD 2209107.37000000 0.141584707317 Long ABS-MBS CORP US Y 2 2057-07-25 Variable 6.00000120 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4570.10000000 -0.00029290394 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 1339644.47000000 USD 212837918.00000000 JPY 2026-09-28 -4570.10000000 N N N Alpek SAB de CV 549300PWKJTP62D4IQ66 N/A 1180000.00000000 PA USD 1037662.50000000 0.066505206289 Long DBT CORP MX Y 2 2031-02-25 Fixed 3.25000000 N N N N N N SCF Equipment Leasing LLC N/A 78437DAG5 1434000.00000000 PA USD 1456689.90000000 0.093361244430 Long ABS-O CORP US Y 2 2035-11-20 Fixed 6.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AC2 2840000.00000000 PA USD 2827922.50000000 0.181245413834 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.28200000 N N N N N N New Residential Mortgage Loan Trust 213800XSOMP22QWB9350 64832QAE2 3234620.34000000 PA USD 3202912.97000000 0.205279065010 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 5.29300080 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAT2 2100000.00000000 PA USD 2143345.49000000 0.137369938647 Long DBT CORP GB N 2 2029-01-10 Variable 6.53400000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAJ9 687000.00000000 PA USD 687687.00000000 0.044074798691 Long DBT NUSS EG Y 2 2034-05-20 Fixed 7.62500000 N N N N N N Rossini SARL 549300EC5JCCW6F83R11 N/A 419000.00000000 PA 503851.66000000 0.032292540770 Long DBT CORP LU Y 2 2029-12-31 Fixed 6.75000000 N N N N N N LSF12 Pillar Investments US, Inc. 254900ETUT5CVP444H39 N/A 225000.00000000 PA 257831.81000000 0.016524792706 Long DBT CORP US Y 2 2033-05-15 Fixed 5.75000000 N N N N N N MFA Trust 25490048OKUKCESK4V59 59319DAA1 1245142.23000000 PA USD 1231822.07000000 0.078949158206 Long ABS-MBS CORP US Y 2 2070-11-25 Variable 5.18600160 N N N N N N N/A N/A N/A 1.00000000 NC N/A 139009.37000000 0.008909300305 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 44846064.00000000 EUR 52297026.76000000 USD 2026-10-05 139009.37000000 N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAB9 65000.00000000 PA USD 67999.75000000 0.004358196813 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75000000 N N N N N N Dayforce Bidco LLC N/A 23923YAB7 269266.06000000 PA USD 259596.72000000 0.016637908198 Long LON CORP US N 2 2033-02-04 Variable 6.82267000 N N N N N N Space Exploration Technologies Corp. 549300B9WLO96RQCXP87 84615QAA1 965000.00000000 PA USD 943239.13000000 0.060453483594 Long DBT CORP US Y 2 2031-07-15 Fixed 5.35000000 N N N N N N Center Street Lending Resi-Investor ABS Mortgage Trust N/A 151704AA1 580000.00000000 PA USD 573966.84000000 0.036786318381 Long ABS-MBS CORP US Y 2 2030-12-25 Variable 5.37500160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HJZV2 437736.00000000 PA USD 104632.21000000 0.006706021187 Long ABS-MBS USGSE US N 2 2057-02-25 Variable 5.43507120 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397J61 1345000.00000000 PA USD 1326192.52000000 0.084997489185 Long DBT CORP US N 2 2031-04-09 Fixed 5.42000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384REX0 2505075.42000000 PA USD 2356885.93000000 0.151056036982 Long ABS-MBS USGA US N 2 2068-02-16 Variable 4.50000000 N N N N N N OAK-Eagle Acquireco, Inc. 6488ICS9P20290MA1H31 67124CAA1 81000.00000000 PA USD 84233.44000000 0.005398636168 Long DBT CORP US Y 2 2033-07-01 Fixed 7.25000000 N N N N N N CCO Holdings LLC N/A 1248EPBT9 728000.00000000 PA USD 727061.39000000 0.046598357102 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N N Provident Funding Mortgage Trust N/A 74389DAA5 745868.10000000 PA USD 745023.03000000 0.047749543132 Long ABS-MBS CORP US Y 2 2055-06-25 Variable 6.00000120 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AP1 314000.00000000 PA USD 313974.10000000 0.020123028720 Long DBT CORP US Y 2 2033-08-15 Fixed 7.25000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126671SL1 200116.50000000 PA USD 208234.67000000 0.013346044291 Long ABS-O CORP US N 2 2032-12-25 Floating 4.90674960 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 2200000.00000000 PA 2474181.52000000 0.158573671482 Long DBT CORP FR Y 2 2034-04-14 Variable 3.87500000 N N N N N N Multi-Color Corp. 5493002OTV1C4F4YVI40 624943AC0 153920.00000000 PA USD 134420.91000000 0.008615219639 Long DBT CORP US Y 2 2033-05-11 Variable 8.50000000 N N Y N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGG3 635000.00000000 PA USD 641510.91000000 0.041115310041 Long ABS-O CORP US Y 2 2029-04-20 Fixed 6.23000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576BAB8 1760000.00000000 PA USD 1806165.72000000 0.115759626854 Long DBT CORP US N 2 2031-06-15 Fixed 5.80000000 N N N N N N Neuberger Berman Loan Advisers CLO Ltd. 5493009EGZQAPYYVLD80 64132YBJ0 1060000.00000000 PA USD 1063129.12000000 0.068137396733 Long ABS-CBDO CORP KY Y 2 2039-07-20 Floating 5.37921000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 N/A 110000.00000000 PA 121488.76000000 0.007786380490 Long DBT CORP US Y 2 2031-08-15 Fixed 2.25000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 71424VAA8 75000.00000000 PA USD 77488.95000000 0.004966372596 Long DBT CORP US Y 2 2032-01-15 Fixed 7.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QH7 254000.00000000 PA USD 246782.23000000 0.015816610039 Long DBT CORP US N 2 2036-09-11 Variable 5.17400000 N N N N N N PRET LLC 254900A5D2Z80RM4T775 74144AAA7 1864410.48000000 PA USD 1857126.97000000 0.119025802942 Long ABS-O CORP US Y 2 2056-05-25 Variable 5.69300040 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AF5 174000.00000000 PA USD 172908.55000000 0.011081945032 Long DBT CORP US Y 2 2028-11-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 17137.03000000 0.001098335648 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4026236.35000000 USD 199148492.70000000 TRY 2026-09-28 17137.03000000 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDV8 1247000.00000000 PA USD 1251941.86000000 0.080238663015 Long DBT CORP US N 2 2055-05-15 Variable 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2450.86000000 0.000157078963 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1239717.46000000 CHF 1540526.90000000 USD 2026-09-28 2450.86000000 N N N FHLMC 529900LI975WW9HNVJ97 35562HAA6 1001641.82000000 PA USD 1001929.29000000 0.064215016075 Long ABS-MBS USGSE US Y 2 2046-06-25 Floating 5.34318840 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DF3 338000.00000000 PA USD 319654.09000000 0.020487067034 Long DBT CORP US N 2 2035-11-15 Fixed 4.90000000 N N N N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 N/A 400000.00000000 PA 463876.61000000 0.029730485240 Long DBT CORP US Y 2 2028-07-15 Fixed 3.87500000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853191AC8 338000.00000000 PA USD 335496.60000000 0.021502435129 Long DBT CORP US Y 2 2033-08-01 Fixed 6.25000000 N N N N N N Harvest Commercial Capital Loan Trust N/A 417927AA8 2147558.97000000 PA USD 2166810.33000000 0.138873832278 Long ABS-MBS CORP US N 2 2056-10-25 Fixed 6.16350000 N N N N N N Mariner Finance issuance Trust N/A 56847GAC7 342000.00000000 PA USD 341536.35000000 0.021889530952 Long ABS-O CORP US Y 2 2038-11-20 Fixed 5.73000000 N N N N N N Carnival Corp. Ltd. F1OF2ZSX47CR0BCWA982 143658CA8 159000.00000000 PA USD 157350.47000000 0.010084806444 Long DBT CORP BM Y 2 2032-08-01 Fixed 5.75000000 N N N N N N TK Elevator Midco GmbH 254900K869UN2ZWVB351 N/A 9454.55000000 PA 10973.53000000 0.000703308519 Long DBT CORP DE Y 2 2027-07-15 Fixed 4.37500000 N N N N N N Istanbul Metropolitan Municipality 213800T1VDQSNKA2MD76 N/A 480000.00000000 PA USD 514425.60000000 0.032970239021 Long DBT NUSS TR Y 2 2028-12-06 Fixed 10.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 440000.00000000 PA USD 442923.50000000 0.028387571814 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N PRET LLC N/A 69385BAA3 1687533.01000000 PA USD 1681509.02000000 0.107770208764 Long ABS-O CORP US Y 2 2056-07-25 Variable 5.77000080 N N N N N N Neptune Bidco US, Inc. 549300VG15T3VCYZ4531 640695AA0 105000.00000000 PA USD 107543.85000000 0.006892632170 Long DBT CORP US Y 2 2029-04-15 Fixed 9.29000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 200000.00000000 PA 234537.52000000 0.015031829858 Long DBT CORP JP Y 2 2028-04-15 Fixed 5.00000000 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 N/A 123000.00000000 PA 144497.42000000 0.009261036922 Long DBT CORP DE Y 2 2031-06-15 Fixed 7.12500000 N N N N N N Morgan Stanley Capital I Trust N/A 61691YAP6 9342857.00810000 PA USD 387625.79000000 0.024843466085 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.17659160 N N N N N N SCF Equipment Leasing LLC N/A 78439XAF1 535000.00000000 PA USD 522138.81000000 0.033464589180 Long ABS-O CORP US Y 2 2036-06-20 Fixed 5.33000000 N N N N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179MBM4 2309000.00000000 PA USD 2292880.73000000 0.146953856331 Long DBT CORP US Y 2 2035-02-15 Fixed 5.40000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BF3 155000.00000000 PA USD 152316.04000000 0.009762142952 Long DBT CORP US Y 2 2029-03-01 Fixed 5.37500000 N N N N N N OBX Trust N/A 67449NAA5 1868966.37000000 PA USD 1880398.84000000 0.120517328862 Long ABS-MBS CORP US Y 2 2056-04-25 Variable 6.00000120 N N N N N N Techem Verwaltungsgesellschaft 675 mbH 529900N0M7FQHNAV1A41 N/A 125000.00000000 PA 144687.43000000 0.009273214922 Long DBT CORP DE Y 2 2032-07-15 Fixed 4.62500000 N N N N N N eircom Finance DAC 254900NA4DUH50UERM85 N/A 304000.00000000 PA 360814.03000000 0.023125063782 Long DBT CORP IE Y 2 2029-12-15 Fixed 5.75000000 N N N N N N SCF Equipment Leasing LLC N/A 78439XAG9 755000.00000000 PA USD 732691.56000000 0.046959202384 Long ABS-O CORP US Y 2 2036-06-20 Fixed 6.21000000 N N N N N N Neptune Bidco US, Inc. N/A 64069JAK8 300000.00000000 PA USD 299025.00000000 0.019164920492 Long LON CORP US N 2 2033-02-03 Variable 8.86264000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BR4 215000.00000000 PA USD 218496.90000000 0.014003764622 Long DBT CORP US Y 2 2034-03-15 Fixed 6.12500000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8X3 755000.00000000 PA USD 655190.18000000 0.041992033131 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 300000.00000000 PA 330816.56000000 0.021202484976 Long DBT CORP NL Y 2 2029-02-12 Variable 2.37600000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAT0 1695000.00000000 PA USD 1672333.34000000 0.107182126906 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N Granite Construction, Inc. 549300OM4BWMCIXVCZ39 387328AG2 50000.00000000 PA USD 50376.60000000 0.003228705070 Long DBT CORP US Y 2 2034-06-15 Fixed 6.37500000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DC0 338000.00000000 PA USD 227559.41000000 0.014584593261 Long DBT CORP US Y 2 2029-07-15 Fixed 12.62500000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AG4 660000.00000000 PA USD 657143.56000000 0.042117227922 Long DBT CORP US N 2 2027-04-14 Fixed 3.70000000 N N N N N N Noble Finance II LLC N/A 65505PAA5 26000.00000000 PA USD 26883.35000000 0.001722990603 Long DBT CORP US Y 2 2030-04-15 Fixed 8.00000000 N N N N N N Emera US Finance LP N/A 29103DAT3 4626000.00000000 PA USD 4118612.73000000 0.263967512784 Long DBT CORP US N 2 2031-06-15 Fixed 2.63900000 N N N N N N Santos Finance Ltd. 213800BKUBSWG53XNS94 803014AC3 1809000.00000000 PA USD 1783490.39000000 0.114306333997 Long DBT CORP AU Y 2 2035-11-13 Fixed 5.75000000 N N N N N N Hungarian Forint N/A N/A 1.16000000 OU Currencies 0.00000000 0.000000 Long STIV HU N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H8C74 4600000.00000000 PA USD 812367.82000000 0.052065762665 Long ABS-MBS USGSE US N 2 2050-06-25 Variable 3.93167520 N N N N N N Romania 315700IASY927EDWBK92 N/A 900000.00000000 PA 675471.53000000 0.043291892542 Long DBT NUSS RO Y 2 2042-04-13 Fixed 2.87500000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAC1 215000.00000000 PA USD 221212.86000000 0.014177834207 Long DBT CORP US Y 2 2032-11-15 Fixed 6.75000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAV1 310000.00000000 PA USD 199478.77000000 0.012784866706 Long DBT CORP FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 N/A 600000.00000000 PA 699403.87000000 0.044825748886 Long DBT CORP NL Y 2 2028-06-27 Variable 4.62500000 N N N N N N OTP Bank Nyrt. 529900W3MOO00A18X956 N/A 873000.00000000 PA USD 909028.71000000 0.058260891071 Long DBT CORP HU Y 2 2035-07-30 Variable 7.30000000 N N N N N N PAREXEL International Corp. 549300GCZVUYB6P2OA17 71911KAF1 247992.77870000 PA USD 248922.75000000 0.015953798888 Long LON CORP US N 2 2031-12-12 Variable 6.18640000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AS3 330000.00000000 PA USD 327293.37000000 0.020976678919 Long DBT CORP US Y 2 2029-03-01 Fixed 6.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC28 448000.00000000 PA USD 459127.42000000 0.029426103169 Long DBT CORP US N 2 2030-02-10 Variable 6.85000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287LAF6 1470000.00000000 PA USD 1494200.02000000 0.095765319232 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.97000000 N N N N N N ZF Europe Finance BV 549300RI533US2G6G542 N/A 200000.00000000 PA 229206.65000000 0.014690167121 Long DBT CORP NL Y 2 2027-10-23 Fixed 2.50000000 N N N N N N BMO Mortgage Trust N/A 09660QAW4 2030000.00000000 PA USD 2064204.89000000 0.132297709547 Long ABS-MBS CORP US N 2 2057-02-15 Variable 6.28580160 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 77583AAA8 119000.00000000 PA USD 120343.92000000 0.007713006131 Long DBT CORP US Y 2 2031-07-15 Fixed 6.50000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AK6 235000.00000000 PA USD 232751.61000000 0.014917368448 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N Lendingpoint Asset Securitization Trust N/A 52605AAD9 265291.00000000 PA USD 86359.30000000 0.005534885438 Long ABS-O CORP US Y 2 2029-06-15 Fixed 4.54000000 N N N N N N Space Exploration Technologies Corp. 549300B9WLO96RQCXP87 84615QAC7 1065000.00000000 PA USD 1027445.34000000 0.065850374555 Long DBT CORP US Y 2 2033-07-15 Fixed 5.65000000 N N N N N N PMT Loan Trust N/A 69383NAB7 3835895.22000000 PA USD 3770416.49000000 0.241651140389 Long ABS-MBS CORP US Y 2 2057-01-25 Variable 5.50000080 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBJ5 749000.00000000 PA USD 672046.78000000 0.043072395639 Long DBT CORP US Y 2 2029-05-01 Fixed 9.12500000 N N N N N N JBS NV N/A 47214BAD0 880000.00000000 PA USD 930447.76000000 0.059633667228 Long DBT CORP NL N 2 2053-11-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -19334.64000000 -0.00123918347 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 9764629.86000000 BRL 1854067.11000000 USD 2026-09-28 -19334.64000000 N N N Sword Purchaser LLC 254900S0VY2QTAITBR94 N/A 125000.00000000 PA 150552.21000000 0.009649096679 Long DBT CORP US Y 2 2033-04-15 Fixed 7.25000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAF7 20000.00000000 PA USD 20041.52000000 0.001284488378 Long DBT CORP US Y 2 2032-09-15 Fixed 6.12500000 N N N N N N B&M European Value Retail plc 213800UK7ZRLY2K1X530 N/A 195000.00000000 PA 259736.03000000 0.016646836766 Long DBT CORP JE Y 2 2028-11-15 Fixed 4.00000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HD2 250000.00000000 PA USD 200107.60000000 0.012825169280 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N KazMunayGas National Co. JSC 2138001H1M69RFJCSH88 N/A 562000.00000000 PA USD 543296.64000000 0.034820623391 Long DBT CORP KZ Y 2 2048-10-24 Fixed 6.37500000 N N N N N N Arches Buyer, Inc. 2549009ADY4208OH2Y47 039524AF0 73000.00000000 PA USD 76187.47000000 0.004882958966 Long DBT CORP US Y 2 2031-08-15 Fixed 9.00000000 N N N N N N Pioneer Opco LLC N/A 72382NAA4 34000.00000000 PA USD 34591.51000000 0.002217017101 Long DBT CORP US Y 2 2033-05-15 Fixed 7.00000000 N N N N N N Arches Buyer, Inc. 2549009ADY4208OH2Y47 039524AA1 325000.00000000 PA USD 317873.30000000 0.020372933772 Long DBT CORP US Y 2 2028-06-01 Fixed 4.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6H42 2387754.60000000 PA USD 2261448.14000000 0.144939298725 Long ABS-MBS USGA US N 2 2056-05-20 Variable 3.49999920 N N N N N N RCI Banque SA 96950001WI712W7PQG45 N/A 500000.00000000 PA 576032.18000000 0.036918688841 Long DBT CORP FR Y 2 2037-03-24 Variable 4.75000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AS0 62000.00000000 PA USD 63749.39000000 0.004085785438 Long DBT CORP US Y 2 2031-09-15 Fixed 7.50000000 N N N N N N Altar Bidco, Inc. N/A 02090CAE0 506478.13780000 PA USD 508139.39000000 0.032567347240 Long LON CORP US N 2 2029-02-01 Variable 6.85766000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAQ7 208000.00000000 PA USD 211191.76000000 0.013535568227 Long DBT CORP US Y 2 2029-03-15 Fixed 6.37500000 N N N N N N Schaeffler AG 549300Q7E782X7GC1P43 N/A 500000.00000000 PA 602377.51000000 0.038607197009 Long DBT CORP DE Y 2 2031-04-01 Fixed 5.37500000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAF8 77000.00000000 PA USD 74186.51000000 0.004754714708 Long DBT CORP US Y 2 2032-08-15 Fixed 6.62500000 N N N N N N Verisure Holding AB 549300VQQCWGISM3N408 N/A 192000.00000000 PA 229309.15000000 0.014696736486 Long DBT CORP SE Y 2 2030-05-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 10416.97000000 0.000667637829 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 151648532.00000000 JPY 961666.96000000 USD 2026-09-28 10416.97000000 N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AN8 179000.00000000 PA USD 183025.89000000 0.011730379165 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N N/A N/A N/A -1568.00000000 NC USD 732072.83000000 0.046919547134 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2026-12-31 -165816000.00000000 USD 732072.83000000 N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AY5 976000.00000000 PA USD 992592.00000000 0.063616576412 Long DBT NUSS GT Y 2 2031-08-06 Fixed 6.05000000 N N N N N N 888 Acquisitions Ltd. 254900RFD0BP3JOPZU89 N/A 171000.00000000 PA 234314.00000000 0.015017504156 Long DBT CORP GI Y 2 2030-05-15 Fixed 10.75000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAP3 313000.00000000 PA USD 309093.66000000 0.019810234658 Long DBT CORP US Y 2 2033-05-01 Fixed 6.37500000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAE1 300000.00000000 PA USD 271043.16000000 0.017371526164 Long DBT CORP FR N 2 2054-09-10 Fixed 5.27500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 1359000.00000000 PA USD 1196964.69000000 0.076715101133 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAD5 140000.00000000 PA USD 143959.62000000 0.009226568586 Long DBT CORP US Y 2 2032-04-01 Fixed 7.62500000 N N N N N N SSB Equipment Co., Inc. N/A N/A 10319.00000000 NS USD 0.01000000 0.000000000640 Long EC CORP US N 3 N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82966BAA3 51000.00000000 PA USD 50320.81000000 0.003225129413 Long DBT CORP US Y 2 2032-04-15 Fixed 5.87500000 N N N N N N Multifamily Connecticut Avenue Securities Trust N/A 62549CAA9 1498250.07000000 PA USD 1514431.77000000 0.097061999710 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 6.04319040 N N N N N N Exeter Automobile Receivables Trust N/A 30166YAF9 855912.77000000 PA USD 861078.80000000 0.055187715876 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.76000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CS9 2200000.00000000 PA USD 2182326.41000000 0.139868279028 Long DBT CORP US Y 2 2035-03-27 Fixed 5.80000000 N N N N N N FirstEnergy Pennsylvania Electric Co. N/A 591894CE8 390000.00000000 PA USD 392608.60000000 0.025162821181 Long DBT CORP US Y 2 2028-04-01 Fixed 5.20000000 N N N N N N iliad SA 969500FZ9BTRZS3JNB97 N/A 400000.00000000 PA 481930.77000000 0.030887601003 Long DBT CORP FR Y 2 2029-02-15 Fixed 5.37500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBZ9 3845000.00000000 PA USD 4103262.50000000 0.262983695586 Long DBT CORP IT Y 2 2033-06-20 Fixed 6.62500000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAQ6 2367000.00000000 PA USD 2433444.06000000 0.155962752054 Long DBT CORP US N 2 2054-12-01 Variable 7.12500000 N N N N N N Serta Simmons Bedding LLC N/A N/A 10319.00000000 NS USD 76102.63000000 0.004877521455 Long EC CORP US N 2 N N N 1261229 BC Ltd. N/A C6903HAB0 99000.00000000 PA USD 98399.07000000 0.006306530735 Long LON CORP CA N 2 2030-10-08 Variable 9.93640000 N N N N N N Fluor Corp. CQ7WZ4NOFWT7FAE6Q943 343412AJ1 396000.00000000 PA USD 535788.00000000 0.034339384402 Long DBT CORP US N 2 2029-08-15 Fixed 1.12500000 N N N N N Fluor Corp. USD XXXX N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAD5 32000.00000000 PA USD 35274.05000000 0.002260762022 Long DBT CORP US Y 2 2033-06-15 Fixed 9.62500000 N N N N N N Volkswagen Leasing GmbH 5299004GLEUX88BSNB74 N/A 1400000.00000000 PA 1516250.99000000 0.097178596004 Long DBT CORP DE Y 2 2029-01-12 Fixed 0.50000000 N N N N N N Guara Norte SARL 549300U2I4L03BBA3485 N/A 530876.32000000 PA USD 510819.81000000 0.032739139017 Long DBT CORP LU Y 2 2034-06-15 Fixed 5.19800000 N N N N N N OneMain Direct Auto Receivables Trust N/A 682684AD7 690000.00000000 PA USD 693568.06000000 0.044451723856 Long ABS-O CORP US Y 2 2037-07-14 Fixed 6.10000000 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 150000.00000000 PA 165154.53000000 0.010584979304 Long DBT CORP NL Y 2 2031-03-16 Variable 6.25000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AM8 31000.00000000 PA USD 32706.40000000 0.002096197828 Long DBT CORP US Y 2 2029-07-15 Fixed 10.50000000 N N N N N N DRC International Bond N/A 24811WAB4 1070000.00000000 PA USD 1116812.50000000 0.071578037848 Long DBT NUSS CD Y 2 2037-04-16 Fixed 9.50000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HBL2 180000.00000000 PA USD 179571.35000000 0.011508972980 Long DBT CORP CA N 2 2056-10-17 Variable 6.37500000 N N N N N N COLT Trust N/A 12598PAA5 966011.38000000 PA USD 883502.13000000 0.056624857709 Long ABS-MBS CORP US Y 2 2061-09-25 Variable 1.66539960 N N N N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972EAD7 180000.00000000 PA USD 175762.09000000 0.011264832306 Long DBT CORP US Y 2 2032-04-15 Fixed 6.75000000 N N N N N N N/A N/A N/A 25743077.52000000 PA -228234.02000000 -0.01462782993 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2029-01-02 0.00000000 USD 0.00000000 USD 25743077.52000000 BRL -228234.02000000 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DW7 501000.00000000 PA USD 477885.63000000 0.030628342458 Long DBT CORP US N 2 2036-02-19 Fixed 4.85000000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AT0 29000.00000000 PA USD 29042.28000000 0.001861359375 Long DBT CORP US Y 2 2030-08-15 Fixed 5.62500000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAQ2 1600000.00000000 PA USD 1862102.40000000 0.119344685043 Long DBT CORP ES N 2 2033-05-21 Variable 9.62500000 N N N N Y N/A USD XXXX N N N Congolese International Bond 529900BXT90HR4QTB688 N/A 660000.00000000 PA USD 639163.80000000 0.040964880557 Long DBT NUSS CG Y 2 2036-05-26 Fixed 9.50000000 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AA4 200000.00000000 PA USD 202988.60000000 0.013009816503 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AE9 550000.00000000 PA USD 531520.00000000 0.034065842455 Long DBT NUSS CO N 2 2043-09-18 Fixed 7.37500000 N N N N N N PLT VII Finance Sarl 894500SKZV4JDP64R249 N/A 266000.00000000 PA 309544.31000000 0.019839117431 Long DBT CORP LU Y 2 2031-06-15 Floating 5.07399840 N N N N N N Genesys Cloud Services, Inc. 254900CRMBG6WX4HX396 39479UAY9 924300.56230000 PA USD 901359.42000000 0.057769355804 Long LON CORP US N 2 2032-01-30 Variable 6.18640000 N N N N N N MASTR Alternative Loan Trust N/A 576434YF5 366013.92000000 PA USD 363272.88000000 0.023282654835 Long ABS-MBS CORP US N 2 2034-12-25 Fixed 6.00000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDN1 1720000.00000000 PA USD 1710454.19000000 0.109625344227 Long DBT CORP NL Y 2 2028-04-06 Variable 3.64900000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CU4 260000.00000000 PA USD 188249.48000000 0.012065166180 Long DBT CORP US N 2 2052-04-01 Fixed 3.90000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAG7 1031000.00000000 PA USD 1025958.41000000 0.065755075182 Long DBT CORP US Y 2 2027-01-30 Fixed 3.70000000 N N N N N N Ziggo Bond Co. BV 213800JYI4P7V5QDOG59 N/A 120000.00000000 PA 118910.67000000 0.007621147182 Long DBT CORP NL Y 2 2032-11-15 Fixed 6.12500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02490BAJ7 3740000.00000000 PA USD 3858658.98000000 0.247306722046 Long ABS-O CORP US Y 2 2032-03-12 Fixed 7.92000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAW5 190000.00000000 PA USD 162450.00000000 0.010411642284 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.00456440 N N N N N N N/A N/A N/A 1.00000000 NC N/A -14969.36000000 -0.00095940671 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 1500000.00000000 AUD 1059525.90000000 USD 2026-09-28 -14969.36000000 N N N PRM5 Trust N/A 693980AA2 830000.00000000 PA USD 822238.17000000 0.052698366872 Long ABS-MBS CORP US Y 2 2033-03-10 Variable 4.47126120 N N N N N N eDreams ODIGEO SA 959800Y8LQ5MR2YZ4N96 N/A 100000.00000000 PA 107821.09000000 0.006910400860 Long DBT CORP ES Y 2 2030-12-30 Fixed 4.87500000 N N N N N N Raven Acquisition Holdings LLC N/A 75420NAA1 67000.00000000 PA USD 66751.03000000 0.004278164644 Long DBT CORP US Y 2 2031-11-15 Fixed 6.87500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 870000.00000000 PA USD 880969.13000000 0.056462514281 Long ABS-O CORP US Y 2 2034-07-17 Fixed 6.71000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CH5 445000.00000000 PA USD 430706.91000000 0.027604593882 Long DBT CORP US N 2 2036-03-15 Fixed 5.20000000 N N N N N N Carnival Corp. Ltd. F1OF2ZSX47CR0BCWA982 143658BX9 139000.00000000 PA USD 139336.80000000 0.008930285740 Long DBT CORP BM Y 2 2033-02-15 Fixed 6.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -45462.04000000 -0.00291372421 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 424360847.24000000 MXN 24871912.91000000 USD 2026-09-28 -45462.04000000 N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAT1 44000.00000000 PA USD 43266.81000000 0.002773028922 Long DBT CORP US Y 2 2031-04-15 Fixed 5.25000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530EAG9 1982369.90000000 PA USD 2005075.37000000 0.128508017883 Long ABS-O CORP US Y 2 2029-10-12 Fixed 6.82000000 N N N N N N Jazz Investments I Ltd. N/A 472145AJ0 470000.00000000 PA USD 471880.00000000 0.030243433432 Long DBT CORP BM Y 2 2032-09-15 Fixed 1.87500000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 291000.00000000 PA USD 234432.28000000 0.015025084882 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N MVW LLC N/A 55389TAD3 254730.21000000 PA USD 250526.24000000 0.016056568751 Long ABS-O CORP US Y 2 2041-01-22 Fixed 3.17000000 N N N N N N Paprec Holding SA 969500ASAFSVN9KVC873 N/A 100000.00000000 PA 115834.16000000 0.007423969456 Long DBT CORP FR Y 2 2028-07-01 Fixed 3.50000000 N N N N N N GCAT Trust N/A 36166XAA9 1637737.69000000 PA USD 1422467.39000000 0.091167877042 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 1.03600080 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EV7 687000.00000000 PA USD 691885.26000000 0.044343870906 Long DBT CORP US N 2 2031-09-15 Variable 6.45000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UBB7 445000.00000000 PA USD 440592.08000000 0.028238147923 Long DBT CORP US N 2 2037-07-17 Variable 5.60500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAX8 1270000.00000000 PA USD 1331034.02000000 0.085307787530 Long DBT CORP US N 2 2054-05-15 Variable 8.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -60773.96000000 -0.00389508606 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 140899516.01000000 ZAR 8671675.45000000 USD 2026-09-28 -60773.96000000 N N N Exeter Automobile Receivables Trust N/A 30166XAF1 580000.00000000 PA USD 583733.11000000 0.037412251959 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.57000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CV5 415000.00000000 PA USD 408194.43000000 0.026161738304 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N INEOS Quattro Finance 2 plc 213800V48W4Y5MT5Q131 N/A 185000.00000000 PA 174793.40000000 0.011202747641 Long DBT CORP GB Y 2 2030-04-15 Fixed 6.75000000 N N N N N N FREMF Mortgage Trust N/A 30308EAG0 480433.82000000 PA USD 463488.78000000 0.029705628686 Long ABS-MBS USGSE US Y 2 2028-06-25 Floating 5.78423160 N N N N N N BCPE Pequod Buyer, Inc. 254900HEEOS2IWC84V94 05624AAB8 893764.98750000 PA USD 887061.75000000 0.056852998614 Long LON CORP US N 2 2031-11-25 Variable 6.43640000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46645UAZ0 152000.00000000 PA USD 134848.32000000 0.008642612929 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.48824520 N N N N N N A10 Revolving Asset Financing I LLC N/A 002122AA7 6000000.00000000 PA USD 5994000.00000000 0.384163643283 Long DBT CORP US Y 3 2028-02-10 Floating 10.68000120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384THR6 3130763.27000000 PA USD 3010288.06000000 0.192933471548 Long ABS-MBS USGA US N 2 2057-08-16 Fixed 4.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531BAG4 542000.00000000 PA USD 549011.96000000 0.035186926052 Long ABS-O CORP US Y 2 2030-04-12 Fixed 6.53000000 N N N N N N MIWD Holdco II LLC 254900X3SPV5RVFJEY72 55336CAK8 259667.03050000 PA USD 256421.19000000 0.016434384145 Long LON CORP US N 2 2031-03-28 Variable 6.43640000 N N N N N N Cyprium Corp. N/A 23292NAA6 74000.00000000 PA USD 73796.14000000 0.004729695362 Long DBT CORP US Y 2 2031-04-15 Fixed 6.12500000 N N N N N N Oportun Issuance Trust N/A 68377WAA9 340037.82000000 PA USD 335702.71000000 0.021515645000 Long ABS-O CORP US Y 2 2031-10-08 Fixed 2.18000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAR8 810000.00000000 PA USD 786775.41000000 0.050425510168 Long DBT CORP DE N 2 2032-02-06 Variable 4.72500000 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 58299.00000000 PA USD 1894.72000000 0.000121435191 Long DBT CORP KY N 2 2034-12-31 None 0.00000000 N N N Y N Country Garden Holdings Co. Ltd. HKD XXXX N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KX4 1520000.00000000 PA USD 1530221.98000000 0.098074015827 Long DBT CORP US N 2 2035-08-15 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YBB5 124000.00000000 PA USD 96397.60000000 0.006178253790 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.53268440 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AU5 70000.00000000 PA USD 69728.64000000 0.004469003734 Long DBT CORP US Y 2 2031-09-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SZD2 2191607.77000000 PA USD 2227705.52000000 0.142776688142 Long ABS-MBS USGA US N 2 2068-05-16 Variable 5.00131080 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 85000.00000000 PA USD 83719.46000000 0.005365694489 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCJN5 2151623.00000000 PA USD 51654.44000000 0.003310603580 Long ABS-MBS USGSE US N 2 2044-12-25 Variable 2.11202640 N N N N N N Mehilainen Yhtiot Oy 2138006X78HGYRHS5865 N/A 125000.00000000 PA 145958.57000000 0.009354684020 Long DBT CORP FI Y 2 2032-06-30 Fixed 5.12500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAU5 3565000.00000000 PA USD 3610988.50000000 0.231433182851 Long DBT CORP KY Y 2 2029-03-01 Fixed 5.75000000 N N N N N N JetBlue Pass-Through Trust N/A 477143AJ0 121656.25020000 PA USD 113930.52000000 0.007301962569 Long ABS-O CORP US N 2 2028-05-15 Fixed 2.95000000 N N N N N N Virgin Media Finance plc 2138001LVYC87DDHT482 N/A 150000.00000000 PA 108740.37000000 0.006969318770 Long DBT CORP GB Y 2 2030-07-15 Fixed 3.75000000 N N N N N N Business Jet Securities LLC N/A 12326TAC2 532147.71000000 PA USD 531711.56000000 0.034078119797 Long ABS-O CORP US Y 2 2039-09-15 Fixed 7.97400000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65346UAA7 396000.00000000 PA USD 401114.74000000 0.025707991306 Long DBT CORP US Y 2 2034-04-15 Fixed 7.25000000 N N N N N N Cidron Atrium SE 2549004YHD7GOLT9Y166 N/A 125000.00000000 PA 141452.05000000 0.009065855001 Long DBT CORP DE Y 2 2033-02-15 Fixed 5.62500000 N N N N N N Swiss Re Finance Luxembourg SA 549300CLQZ6TM98LW631 87089NAA8 200000.00000000 PA USD 198314.95000000 0.012710275894 Long DBT CORP LU Y 2 2049-04-02 Variable 5.00000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CV5 925000.00000000 PA USD 921944.45000000 0.059088678481 Long DBT CORP US N 2 2037-08-12 Variable 5.65500000 N N N N N N SoFi Technologies, Inc. 549300SW81JCMVZDDY09 83406FAC6 460000.00000000 PA USD 905786.00000000 0.058053061360 Long DBT CORP US Y 2 2029-03-15 Fixed 1.25000000 N N N N N SoFi Technologies, Inc. USD XXXX N N N ACC Trust N/A 00091KAD7 349747.75000000 PA USD 6748.35000000 0.000432510964 Long ABS-O CORP US Y 2 2027-03-22 Fixed 5.25000000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 N/A 200000.00000000 PA 260593.74000000 0.016701808571 Long DBT CORP DE Y 2 2031-10-09 Variable 7.87500000 N N N N Y N/A EUR XXXX N N N Lendmark Funding Trust N/A 52590AAA2 511000.00000000 PA USD 507806.25000000 0.032545995842 Long ABS-O CORP US Y 2 2034-02-21 Fixed 4.47000000 N N N N N N Connect Holding II LLC 254900LCX7S2QHYUOI31 20753PAD3 230000.00000000 PA USD 207084.99000000 0.013272359731 Long DBT CORP US Y 2 2031-04-03 Fixed 10.50000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAE5 40000.00000000 PA USD 40146.84000000 0.002573065785 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N MRCD MARK Mortgage Trust N/A 55348UAS7 230000.00000000 PA USD 161000.00000000 0.010318709804 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N Itron, Inc. 24F6LSZD18II6ICG6S41 465741AR7 556000.00000000 PA USD 554332.00000000 0.035527894679 Long DBT CORP US Y 2 2032-03-15 None 0.00000000 N N N N Y Itron, Inc. USD XXXX N N N Sanmina Corp. X5K24XLM8QYRXF00EB42 80105GAR1 495000.00000000 PA USD 495990.00000000 0.031788676248 Long LON CORP US N 2 2032-10-27 Variable 5.45560000 N N N N N N Chile Electricity Lux Mpc II Sarl N/A N/A 234601.20000000 PA USD 234146.07000000 0.015006741293 Long DBT NUSS LU Y 2 2035-10-20 Fixed 5.58000000 N N N N N N Santander Mortgage Asset Receivable Trust 2549005ZY4JF8SF73087 802929AD1 630032.84000000 PA USD 623244.05000000 0.039944562045 Long ABS-MBS CORP US Y 2 2066-03-25 Variable 5.17600080 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AH9 152000.00000000 PA USD 151992.17000000 0.009741385681 Long DBT CORP US Y 2 2033-04-15 Fixed 6.25000000 N N N N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 N/A 195000.00000000 PA 224335.47000000 0.014377966545 Long DBT CORP US Y 2 2031-02-15 Fixed 4.25000000 N N N N N N DISH DBS Corp. N/A 25470XBF1 165000.00000000 PA USD 162562.95000000 0.010418881403 Long DBT CORP US Y 2 2028-12-01 Fixed 5.75000000 N N N N N N BX Commercial Mortgage Trust N/A 05612EAA6 1832890.91000000 PA USD 1835754.80000000 0.117656031388 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 5.08080960 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAR4 630000.00000000 PA USD 620374.99000000 0.039760680073 Long DBT CORP US N 2 2056-06-15 Variable 5.87500000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAY8 3310000.00000000 PA USD 3160442.42000000 0.202557069478 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 N/A 600000.00000000 PA 699717.72000000 0.044845863961 Long DBT CORP NL Y 2 2027-06-29 Variable 4.37500000 N N N N Y N/A EUR XXXX N N N Alstom SA 96950032TUYMW11FB530 N/A 300000.00000000 PA 358041.10000000 0.022947342913 Long DBT CORP FR Y 2 2029-05-29 Variable 5.86800000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AF0 550000.00000000 PA USD 554630.66000000 0.035547036206 Long DBT CORP US Y 2 2031-01-25 Fixed 5.50000000 N N N N N N Banijay Gaming SAS 96950037FKVH5JOEKU82 N/A 130000.00000000 PA 152545.20000000 0.009776830129 Long DBT CORP FR Y 2 2031-12-10 Fixed 5.12500000 N N N N N N Dexko Global, Inc. 549300SMZ4OV1KBH1M19 252142AB0 128750.00000000 PA USD 107531.07000000 0.006891813082 Long DBT CORP US Y 2 2032-04-15 Fixed 7.50000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D42 809000.00000000 PA USD 847748.66000000 0.054333369004 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DN7 1454000.00000000 PA USD 1406061.62000000 0.090116408845 Long DBT NUSS TR N 2 2035-01-03 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 49504.24000000 0.003172794327 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 16651593.79000000 USD 12325203.37000000 GBP 2026-09-28 49504.24000000 N N N Oportun Issuance Trust N/A 68377GAB2 91242.43000000 PA USD 90170.22000000 0.005779132504 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.96000000 N N N N N N Czech Republic 3157007EFDLQABN47912 N/A 60550000.00000000 PA 2900216.08000000 0.185878808074 Long DBT NUSS CZ N 2 2034-04-14 Fixed 4.90000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAC4 663000.00000000 PA USD 667057.56000000 0.042752629717 Long ABS-O CORP US Y 2 2034-05-15 Fixed 6.03000000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAL3 80000.00000000 PA USD 79035.90000000 0.005065518734 Long DBT CORP CA Y 2 2029-06-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 35000.00000000 PA USD 26692.97000000 0.001710788889 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAW8 221000.00000000 PA USD 226323.23000000 0.014505364797 Long DBT CORP US Y 2 2032-09-01 Fixed 6.87500000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AT6 75000.00000000 PA USD 72592.00000000 0.004652520385 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CH0 391000.00000000 PA USD 390526.62000000 0.025029384240 Long DBT CORP US N 2 2026-09-15 Variable 3.55000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAM0 1201000.00000000 PA USD 1207024.61000000 0.077359855140 Long DBT CORP US N 2 2055-03-15 Variable 7.37500000 N N N N N N Lendmark Funding Trust N/A 52603GAC0 1100000.00000000 PA USD 1095472.51000000 0.070210328755 Long ABS-O CORP US Y 2 2034-10-20 Fixed 5.28000000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 N/A 570000.00000000 PA USD 317775.00000000 0.020366633590 Long DBT CORP NL Y 2 2033-02-13 Fixed 7.25000000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 699149AH3 470000.00000000 PA USD 412965.50000000 0.026467522694 Long DBT NUSS PY Y 2 2050-03-30 Fixed 5.40000000 N N N N N N Perrigo Finance Unlimited Co. 549300E86RB6YCTMRM83 71429MAD7 24000.00000000 PA USD 23544.21000000 0.001508980562 Long DBT CORP IE N 2 2032-09-30 Fixed 6.12500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 N/A 107912000.00000000 PA 6585875.64000000 0.422097761106 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N Wix.com Ltd. 5493008P6N29Q1AG9464 92940WAE9 1056000.00000000 PA USD 913440.00000000 0.058543616670 Long DBT CORP IL Y 2 2030-09-15 None 0.00000000 N N N N Y Wix.com Ltd. USD XXXX N N N New Residential Mortgage Loan Trust 213800DDGILJL8IB2R39 647913AE2 3102392.65000000 PA USD 3066138.09000000 0.196512976220 Long ABS-MBS CORP US Y 2 2066-04-25 Variable 5.17500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 19283.60000000 0.001235912250 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3561196.24000000 USD 4543196.10000000 SGD 2026-09-28 19283.60000000 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAS5 808000.00000000 PA USD 812506.96000000 0.052074680338 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 735000.00000000 PA 872948.38000000 0.055948453463 Long DBT NUSS CI Y 2 2040-10-17 Fixed 6.87500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 N/A 500000.00000000 PA USD 529000.00000000 0.033904332215 Long DBT NUSS ZA Y 2 2054-11-19 Fixed 7.95000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAA6 452000.00000000 PA USD 428306.43000000 0.027450743842 Long DBT CORP FR Y 2 2030-11-18 Variable 5.37500000 N N N N Y N/A USD XXXX N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BU0 31000.00000000 PA USD 31459.27000000 0.002016267563 Long DBT CORP US Y 2 2029-03-01 Fixed 6.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YER2 288000.00000000 PA USD 287257.47000000 0.018410723429 Long DBT CORP US N 2 2028-04-20 Variable 4.21000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SRT6 3024844.71000000 PA USD 3049061.31000000 0.195418502075 Long ABS-MBS USGA US N 2 2067-11-16 Variable 5.00067000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3507.67000000 -0.00022481135 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 713785.25000000 USD 113232644.00000000 JPY 2026-09-28 -3507.67000000 N N N FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple N/A 05974EAA8 818410.20000000 PA USD 817898.69000000 0.052420243674 Long DBT CORP MX Y 2 2041-01-31 Fixed 7.25000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAY6 31000.00000000 PA USD 31700.14000000 0.002031705251 Long DBT CORP US Y 2 2032-08-01 Fixed 7.00000000 N N N N N N Genesis Energy LP N/A 37185LAS1 59000.00000000 PA USD 59401.02000000 0.003807092468 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AA8 10000.00000000 PA USD 9231.42000000 0.000591654310 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N Kite Realty Group LP 549300X6R2GYI8Y3OD81 49803XAH6 304000.00000000 PA USD 288648.00000000 0.018499844395 Long DBT CORP US Y 2 2032-04-15 Fixed 3.25000000 N N N N Y Kite Realty Group Trust USD XXXX N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 42250PAE3 1350000.00000000 PA USD 1335826.24000000 0.085614927452 Long DBT CORP US N 2 2032-12-15 Fixed 5.25000000 N N N N N N Ziggo Bond Co. BV 213800JYI4P7V5QDOG59 N/A 310000.00000000 PA 311312.22000000 0.019952425197 Long DBT CORP NL Y 2 2030-02-28 Fixed 3.37500000 N N N N N N Prairie Acquiror LP 254900Q6KU2LVSIISH22 73943NAA4 75000.00000000 PA USD 77530.73000000 0.004969050334 Long DBT CORP US Y 2 2029-08-01 Fixed 9.00000000 N N N N N N Miter Brands Acquisition Holdco, Inc. N/A 60672JAA7 70000.00000000 PA USD 69387.24000000 0.004447122942 Long DBT CORP US Y 2 2032-04-01 Fixed 6.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B05Q3 363425.10000000 PA USD 21942.55000000 0.001406327986 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BGP1 1314417.98000000 PA USD 1311619.32000000 0.084063472901 Long ABS-MBS USGA US N 2 2055-09-20 Fixed 6.50000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257CAA8 184595.44000000 PA USD 177414.77000000 0.011370754824 Long ABS-MBS CORP US Y 2 2049-03-25 Variable 3.75999840 N N N N N N PFP Ltd. N/A 69292DAC7 275000.00000000 PA USD 275518.05000000 0.017658327974 Long ABS-CBDO CORP KY Y 2 2043-12-18 Floating 5.23881000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FL6H2 6650000.00000000 PA USD 348287.77000000 0.022322238677 Long ABS-MBS USGSE US N 2 2047-02-25 Variable 2.42739720 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAC5 101000.00000000 PA USD 108632.37000000 0.006962396903 Long DBT CORP US Y 2 2029-02-01 Fixed 9.50000000 N N N N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189AV7 186000.00000000 PA USD 165168.00000000 0.010585842614 Long DBT CORP US Y 2 2031-05-01 None 0.00000000 N N N N Y ON Semiconductor Corp. USD XXXX N N N Stagwell Global LLC 984500904E015Z0C1F82 59565JAA9 189000.00000000 PA USD 184081.50000000 0.011798034651 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 85769EBB6 457659.03300000 PA USD 458588.08000000 0.029391536132 Long LON CORP US N 2 2031-03-14 Variable 5.68640000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BU5 25000.00000000 PA USD 25352.70000000 0.001624889155 Long DBT CORP LR Y 2 2032-03-15 Fixed 6.25000000 N N N N N N Validus Energy II Midcon LLC 9845007486CEF8045D94 91917UAA2 120000.00000000 PA USD 120906.60000000 0.007749069061 Long DBT CORP US Y 2 2031-08-01 Fixed 8.00000000 N N N N N N Mariner Finance issuance Trust N/A 56847GAA1 1000000.00000000 PA USD 989398.90000000 0.063411926273 Long ABS-O CORP US Y 2 2038-11-20 Fixed 4.91000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAG2 544000.00000000 PA USD 550605.52000000 0.035289059488 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.02000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHG8 3305276.27000000 PA USD 275144.75000000 0.017634402667 Long ABS-MBS USGSE US N 2 2035-07-25 Variable 1.43433000 N N N N N N Republic Finance Issuance Trust N/A 76042LAB9 620000.00000000 PA USD 610946.70000000 0.039156408095 Long ABS-O CORP US Y 2 2039-06-20 Fixed 5.15000000 N N N N N N Progroup AG 529900YI5W5TQ8F2FP82 N/A 300000.00000000 PA 353802.30000000 0.022675672434 Long DBT CORP DE Y 2 2029-04-15 Fixed 5.12500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DF6 100000.00000000 PA USD 97503.22000000 0.006249114485 Long DBT CORP US Y 2 2034-05-15 Fixed 5.87500000 N N N N N N N/A N/A N/A 18540000.00000000 PA -601010.36000000 -0.03851957449 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2038-06-21 0.00000000 USD 0.00000000 USD 18540000.00000000 EUR -601010.36000000 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBG4 1705000.00000000 PA USD 1711352.83000000 0.109682939291 Long DBT CORP US N 2 2056-02-15 Variable 6.50000000 N N N N N N Quikrete Holdings, Inc. N/A 74839XAK5 478975.00000000 PA USD 479952.11000000 0.030760785982 Long LON CORP US N 2 2029-03-19 Variable 5.93640000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675DCE0 1245000.00000000 PA USD 1248239.09000000 0.080001347431 Long DBT CORP FR Y 2 2027-07-13 Fixed 4.75300000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJE0 740000.00000000 PA USD 517529.46000000 0.033169169646 Long DBT CORP US N 2 2041-06-19 Variable 2.67600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XQF85 10710549.56000000 PA USD 10719968.95000000 0.687057445397 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N EnfraGen Energia Sur SA 2549002TO75PYMY3VY07 N/A 994915.34000000 PA USD 941637.62000000 0.060350840632 Long DBT CORP ES Y 2 2030-12-30 Fixed 5.37500000 N N N N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A 200000.00000000 PA 225492.55000000 0.014452125382 Long DBT CORP LU Y 2 2030-05-13 Fixed 3.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PG0 1015000.00000000 PA USD 1012564.23000000 0.064896623899 Long DBT CORP US N 2 2035-02-13 Variable 5.82700000 N N N N N N PMT Loan Trust N/A 69383WAA9 3574543.99000000 PA USD 3594800.93000000 0.230395699390 Long ABS-MBS CORP US Y 2 2057-02-25 Variable 6.00000120 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAD9 1400000.00000000 PA USD 1381456.16000000 0.088539411321 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47100000 N N N N N N Beignet Investor LLC N/A 076912AA2 5035000.00000000 PA USD 4823580.60000000 0.309149866026 Long DBT CORP US Y 2 2049-05-30 Fixed 6.58100000 N N N N N N N/A N/A N/A -411.00000000 NC USD 201623.44000000 0.012922321535 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2026-12-21 -45010921.88000000 USD 201623.44000000 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CN7 1794000.00000000 PA USD 1672756.82000000 0.107209268317 Long DBT CORP GB N 2 2030-12-17 Variable 4.60000000 N N N N Y N/A USD XXXX N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 77583AAB6 139000.00000000 PA USD 140652.57000000 0.009014615236 Long DBT CORP US Y 2 2034-07-15 Fixed 6.87500000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAB5 65000.00000000 PA USD 67590.96000000 0.004331996904 Long DBT CORP US Y 2 2032-05-15 Fixed 8.62500000 N N N N N N First Student Bidco, Inc. N/A 33718FAQ3 125610.78000000 PA USD 125610.78000000 0.008050566379 Long LON CORP US N 2 2030-08-15 Variable 5.98220000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807WAF0 1585000.00000000 PA USD 1584974.64000000 0.101583188557 Long ABS-O CORP US N 2 2032-04-15 Fixed 5.59000000 N N N N N N Connecticut Avenue Securities Trust N/A 20755QAC1 2200000.00000000 PA USD 2200682.00000000 0.141044713851 Long ABS-MBS CORP US Y 2 2046-07-25 Floating 5.14319040 N N N N N N LSF12 Crown US Commercial Bidco LLC N/A 50221UAF8 309127.31000000 PA USD 310456.56000000 0.019897584779 Long LON CORP US N 2 2031-12-02 Variable 6.24340000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BD7 295000.00000000 PA USD 300953.69000000 0.019288532867 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDZ9 1801000.00000000 PA USD 1786307.98000000 0.114486917187 Long DBT CORP US N 2 2056-02-15 Variable 6.00000000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAP2 270000.00000000 PA USD 248171.23000000 0.015905632945 Long DBT CORP US Y 2 2032-02-01 Fixed 4.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 31183.26000000 0.001998577706 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 11616034.90000000 EUR 13541161.53000000 USD 2026-10-05 31183.26000000 N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GT4 484000.00000000 PA USD 317813.14000000 0.020369078035 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAE7 245000.00000000 PA USD 249893.09000000 0.016015989303 Long DBT CORP US Y 2 2030-04-15 Fixed 7.87500000 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAD5 341000.00000000 PA USD 304624.38000000 0.019523792401 Long DBT CORP US N 2 2045-09-15 Fixed 5.20000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 N/A 205000.00000000 PA 230924.53000000 0.014800268396 Long DBT CORP US Y 2 2029-02-01 Fixed 2.62500000 N N N N N N Hertz Vehicle Financing III LP N/A 42806MAG4 1150666.67000000 PA USD 1142393.84000000 0.073217580853 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.52000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UBA9 860000.00000000 PA USD 853589.56000000 0.054707720259 Long DBT CORP US N 2 2032-07-14 Variable 5.17000000 N N N N N N WEC US Holdings, Inc. 5493002M6GRSU1IWMG57 92943LAC4 591371.96500000 PA USD 591277.35000000 0.037895772600 Long LON CORP US N 2 2031-01-27 Variable 5.70560000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAF1 40000.00000000 PA USD 39883.74000000 0.002556203347 Long DBT CORP US Y 2 2031-04-01 Fixed 5.87500000 N N N N N N Theorem Funding Trust N/A 88339FAB9 429203.14000000 PA USD 429752.05000000 0.027543395601 Long ABS-O CORP US Y 2 2028-12-15 Fixed 9.27000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKA6 399000.00000000 PA USD 348721.83000000 0.022350058175 Long DBT CORP US N 2 2032-07-21 Variable 2.29900000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YCB9 900000.00000000 PA USD 841389.91000000 0.053925828035 Long DBT CORP US N 2 2055-12-04 Fixed 5.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XDD5 30768284.07000000 PA USD 28313173.46000000 1.814629941491 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAU0 1351000.00000000 PA USD 1373460.59000000 0.088026964324 Long DBT CORP US Y 2 2029-11-15 Fixed 5.37500000 N N N N N N Lendmark Funding Trust N/A 52604QAA1 700000.00000000 PA USD 697184.39000000 0.044683499383 Long ABS-O CORP US Y 2 2034-09-20 Fixed 4.94000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAD8 775000.00000000 PA USD 785133.90000000 0.050320303551 Long DBT CORP US Y 2 2032-06-01 Fixed 6.50000000 N N N N N N Marvell Technology, Inc. 254900WVU0BM7ZCJ9E93 573874AS3 1153000.00000000 PA USD 1134418.79000000 0.072706449011 Long DBT CORP US N 2 2035-07-15 Fixed 5.45000000 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879QAP4 323000.00000000 PA USD 327616.96000000 0.020997418244 Long DBT CORP US Y 2 2032-05-15 Fixed 6.50000000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 105000.00000000 PA USD 104766.51000000 0.006714628657 Long DBT CORP US Y 2 2029-06-30 Fixed 5.87500000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAZ8 1417000.00000000 PA USD 1448457.40000000 0.092833612266 Long DBT CORP US N 2 2029-06-01 Fixed 3.37500000 N N N N N Spectrum Brands Holdings, Inc. USD XXXX N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HV5 1100000.00000000 PA USD 775775.00000000 0.049720478873 Long DBT NUSS AR N 2 2041-07-09 Variable 3.49999920 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AR2 257000.00000000 PA USD 257738.88000000 0.016518836696 Long DBT CORP US Y 2 2033-03-15 Fixed 5.87500000 N N N N N N N/A N/A N/A 835.00000000 NC -1578707.51000000 -0.10118151963 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-Bobl 2026-09-08 94588800.00000000 EUR -1578707.51000000 N N N Global Infrastructure Solutions, Inc. 2549003BGLQITAJ6ZT28 379968AA8 175000.00000000 PA USD 175880.86000000 0.011272444437 Long DBT CORP US Y 2 2034-07-15 Fixed 6.37500000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 300000.00000000 PA 375457.77000000 0.024063601071 Long DBT CORP NL Y 2 2031-06-07 Variable 6.75000000 N N N N N N MV24 Capital BV N/A N/A 518189.10000000 PA USD 524137.91000000 0.033592714228 Long DBT CORP NL Y 2 2034-06-01 Fixed 6.74800000 N N N N N N JetBlue Airways Corp. N/A 476920AA1 364000.00000000 PA USD 312567.94000000 0.020032906006 Long DBT CORP US Y 2 2031-09-20 Fixed 9.87500000 N N N N N N Azule Energy Finance plc 2138006X6O82RJSQDB63 N/A 630000.00000000 PA USD 640943.10000000 0.041078918323 Long DBT CORP GB Y 2 2031-01-22 Fixed 8.25000000 N N N N N N OBX Trust N/A 673930AC7 2500000.00000000 PA USD 2491806.00000000 0.159703248467 Long ABS-MBS CORP US Y 2 2066-07-01 Variable 5.63900040 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AS8 1390000.00000000 PA USD 1394832.88000000 0.089396743568 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N Beach Acquisition Bidco LLC 254900F2FNX3GBTB6202 N/A 260000.00000000 PA 302832.80000000 0.019408967593 Long DBT CORP US Y 2 2032-07-15 Fixed 5.25000000 N N N N N N Albertsons Cos., Inc. N/A 01309QAC2 20000.00000000 PA USD 19376.35000000 0.001241856724 Long DBT CORP US Y 2 2031-03-31 Fixed 5.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024945AG2 802000.00000000 PA USD 805124.99000000 0.051601559802 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.34000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAW2 3000.00000000 PA USD 2854.77000000 0.000182966106 Long DBT CORP US Y 2 2035-10-15 Fixed 5.25000000 N N N N N N Fibercop SpA 8156007022402E114A31 N/A 200000.00000000 PA 240205.90000000 0.015395124071 Long DBT CORP IT Y 2 2031-04-15 Fixed 5.37500000 N N N N N N VZ Vendor Financing II BV 724500DRKUUR3GFOSK76 N/A 158000.00000000 PA 175586.26000000 0.011253563121 Long DBT CORP NL Y 2 2029-01-15 Fixed 2.87500000 N N N N N N Knight-Swift Transportation Holdings, Inc. 2549007VHKP3K6E1XF67 499049AA2 186000.00000000 PA USD 198183.00000000 0.012701819038 Long DBT CORP US Y 2 2031-11-15 Fixed 1.00000000 N N N N Y Knight-Swift Transportation Holdings, Inc. USD XXXX N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AM34 1485000.00000000 PA USD 1548127.35000000 0.099221595435 Long DBT CORP FR Y 2 2029-08-16 Variable 7.75000000 N N N N Y N/A USD XXXX N N N Carnival UK Ltd. 4DR1VPDQMHD3N3QW8W95 N/A 267000.00000000 PA 307401.47000000 0.019701779890 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H052694 52800000.00000000 PA USD 52424556.10000000 3.359961372851 Long ABS-MBS USGA US N 2 2056-09-15 Fixed 5.50000000 N N N N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 62886HBW0 945000.00000000 PA USD 825741.00000000 0.052922868029 Long DBT CORP BM Y 2 2030-09-15 Fixed 0.75000000 N N N N Y Norwegian Cruise Line Holdings Ltd. USD XXXX N N N Morgan Stanley Mortgage Loan Trust N/A 61748HFT3 41305.14000000 PA USD 40273.62000000 0.002581191289 Long ABS-MBS CORP US N 2 2034-11-25 Variable 5.30865000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475CA1 510000.00000000 PA USD 500762.08000000 0.032094525370 Long DBT CORP US N 2 2032-10-21 Variable 4.81200000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 500000.00000000 PA 628121.09000000 0.040257138197 Long DBT CORP IT Y 2 2032-05-20 Variable 7.00000000 N N N N Y N/A EUR XXXX N N N NGL Energy Operating LLC N/A 62922LAC2 145000.00000000 PA USD 149580.70000000 0.009586831277 Long DBT CORP US Y 2 2029-02-15 Fixed 8.12500000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBU3 2050000.00000000 PA USD 2008413.97000000 0.128721993315 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N BANK N/A 06540CBM8 17700000.00000000 PA USD 456812.22000000 0.029277718840 Long ABS-MBS CORP US N 2 2064-06-15 Variable 0.59734080 N N N N N N NYMT Loan Trust 254900Q6RDCV3HGA6340 67119RAA5 227677.70000000 PA USD 227602.13000000 0.014587331244 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.26799880 N N N N N N Griffon Corp. 5493000C2SGNC7ZN3242 398433AR3 44000.00000000 PA USD 44143.85000000 0.002829239613 Long DBT CORP US Y 2 2034-10-01 Fixed 6.25000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 0641598N9 2100000.00000000 PA USD 2078360.97000000 0.133204992040 Long DBT CORP CA N 2 2081-10-27 Variable 3.62500000 N N N N Y N/A USD XXXX N N N Five9, Inc. 254900MXP6EWY0SFFR59 338307AF8 1222000.00000000 PA USD 1131938.60000000 0.072547490248 Long DBT CORP US N 2 2029-03-15 Fixed 1.00000000 N N N N Y Five9, Inc. USD XXXX N N N Alternative Loan Trust N/A 12667FYL3 113209.81000000 PA USD 107705.32000000 0.006902981003 Long ABS-MBS CORP US N 2 2035-01-25 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 10059.75000000 0.000644743111 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1461824.85000000 USD 72494813.43000000 TRY 2026-09-28 10059.75000000 N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AP6 19000.00000000 PA USD 19166.52000000 0.001228408433 Long DBT CORP US Y 2 2032-03-15 Fixed 7.00000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 185000.00000000 PA USD 178764.87000000 0.011457284576 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TFU1 1212706.39000000 PA USD 1170387.79000000 0.075011751328 Long ABS-MBS USGA US N 2 2066-12-16 Fixed 5.00000000 N N N N N N N/A N/A N/A 13025602.10000000 PA -80207.66000000 -0.00514061843 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2029-01-02 0.00000000 USD 0.00000000 USD 13025602.10000000 BRL -80207.66000000 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RNP3 1785000.00000000 PA USD 1675886.34000000 0.107409843527 Long DBT CORP US N 2 2056-10-30 Fixed 6.20000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 560000.00000000 PA 665103.53000000 0.042627393267 Long DBT NUSS CI Y 2 2040-10-17 Fixed 6.87500000 N N N N N N Stellantis Financial Services US Corp. 5493000KNKFDOC1BOW59 85855FAE3 625000.00000000 PA USD 608847.16000000 0.039021845710 Long DBT CORP US Y 2 2031-06-15 Fixed 5.80000000 N N N N N N Nidda Healthcare Holding GmbH 549300Q89C4WAO6L0L19 N/A 265000.00000000 PA 309283.05000000 0.019822372921 Long DBT CORP DE Y 2 2030-10-23 Fixed 5.37500000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 N/A 2400000.00000000 PA USD 2280532.44000000 0.146162437566 Long DBT CORP SE Y 2 2031-03-01 Variable 4.75000000 N N N N Y N/A USD XXXX N N N GNMA 549300M8ZYFG0OCMTT87 38381DXB1 9991394.79000000 PA USD 639645.10000000 0.040995727731 Long ABS-MBS USGA US N 2 2063-07-16 Variable 0.88342920 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBM8 150850.00000000 PA USD 125959.75000000 0.008072932343 Long DBT CORP US Y 2 2030-08-15 Fixed 7.75000000 N N N N N N Ardagh Holdings SA 6354006L1NWUUOPYX274 985923101 16966.00000000 NS 110851.07000000 0.007104596415 Long EC CORP LU N 3 N N N Exeter Automobile Receivables Trust N/A 30166BAF9 317646.31000000 PA USD 318461.90000000 0.020410657949 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.98000000 N N N N N N ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081TAK4 155000.00000000 PA USD 145945.18000000 0.009353825837 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25000000 N N N N N N RALI Trust N/A 749228AB8 17082.17000000 PA USD 13680.01000000 0.000876770517 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAA4 2455000.00000000 PA USD 2525596.15000000 0.161868905312 Long DBT CORP US Y 2 2030-08-15 Fixed 5.92700000 N N N N N N Toorak Mortgage Trust 254900ZRJRVK75Z6JJ57 89055KAA0 1400000.00000000 PA USD 1401343.72000000 0.089814032193 Long ABS-MBS CORP US Y 2 2031-10-25 Variable 6.32900160 N N N N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035QAA0 130000.00000000 PA USD 129935.66000000 0.008327753843 Long DBT CORP US Y 2 2028-06-01 Fixed 5.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3K7 1160000.00000000 PA USD 1161142.84000000 0.074419229860 Long DBT CORP US N 2 2035-01-23 Variable 5.49900000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAH7 1460000.00000000 PA USD 1492915.85000000 0.095683015023 Long DBT CORP ES Y 2 2035-06-15 Variable 6.03700000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAF4 150000.00000000 PA USD 149774.03000000 0.009599222061 Long DBT CORP US Y 2 2030-04-15 Fixed 9.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F83S0 6483983.75000000 PA USD 215653.41000000 0.013821521466 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.10374560 N N N N N N INEOS Finance plc 2138002D68XDR4LZCG32 N/A 423000.00000000 PA 483541.57000000 0.030990839374 Long DBT CORP GB Y 2 2029-04-15 Fixed 6.37500000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 N/A 550000.00000000 PA 628066.20000000 0.040253620222 Long DBT CORP US Y 2 2028-01-15 Fixed 2.25000000 N N N N N N Sequoia Mortgage Trust N/A 81749VAA5 1900933.80000000 PA USD 1897639.48000000 0.121622305017 Long ABS-MBS CORP US Y 2 2055-08-25 Variable 6.00000120 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505GR9 545000.00000000 PA USD 523348.84000000 0.033542141655 Long DBT CORP US N 2 2037-02-06 Variable 5.04500000 N N N N N N Benchmark Mortgage Trust N/A 08162BBL5 1679000.00000000 PA USD 1329052.07000000 0.085180761649 Long ABS-MBS CORP US N 2 2052-05-15 Variable 3.75000120 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAB4 219000.00000000 PA USD 203377.60000000 0.013034748044 Long DBT CORP US Y 2 2030-06-01 Fixed 9.25000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAR5 410000.00000000 PA USD 384850.10000000 0.024665568323 Long DBT CORP US N 2 2032-06-15 Fixed 3.85000000 N N N N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 1600000.00000000 PA 1670561.77000000 0.107068584566 Long DBT CORP JE Y 2 2030-10-08 Fixed 1.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 1223000.00000000 PA USD 1237336.91000000 0.079302611830 Long DBT CORP US N 2 2038-01-19 Variable 5.94800000 N N N N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250AG9 42000.00000000 PA USD 41315.19000000 0.002647946932 Long DBT CORP US Y 2 2033-05-15 Fixed 6.00000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BS9 95000.00000000 PA USD 91811.62000000 0.005884332071 Long DBT CORP US N 2 2030-07-15 Fixed 6.62500000 N N N N N N Phoenix PIB Dutch Finance BV 529900UUYBCBB7HMVI56 N/A 300000.00000000 PA 358956.29000000 0.023005998689 Long DBT CORP NL Y 2 2029-07-10 Fixed 4.87500000 N N N N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 N/A 1965000.00000000 PA USD 2059811.25000000 0.132016115161 Long DBT NUSS MA Y 2 2033-09-08 Fixed 6.50000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 55000.00000000 PA USD 55378.51000000 0.003549284311 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EH35 178970.60000000 PA USD 8240.72000000 0.000528158995 Long ABS-MBS USGSE US N 2 2035-08-25 Floating 2.94233040 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBK5 208000.00000000 PA USD 189438.96000000 0.012141401577 Long DBT CORP US Y 2 2031-02-15 Fixed 4.75000000 N N N N N N Structured Asset Investment Loan Trust N/A 86358EMA1 37499.67000000 PA USD 32349.23000000 0.002073306315 Long ABS-O CORP US N 2 2034-09-25 Floating 4.71174840 N N N N N N Essendi SA 2221000MD2YP7WLTNC52 N/A 300000.00000000 PA 351585.53000000 0.022533596618 Long DBT CORP LU Y 2 2032-05-15 Fixed 5.62500000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 N/A 225000.00000000 PA 278993.04000000 0.017881044827 Long DBT CORP DE Y 2 2031-11-15 Fixed 6.99999840 N N Y N N N Orsted A/S W9NG6WMZIYEU8VEDOG48 N/A 100000.00000000 PA 117828.60000000 0.007551795838 Long DBT NUSS DK Y 2 3022-12-08 Variable 5.25000000 N N N N N N Asset-Backed Securities Corp. Home Equity Loan Trust N/A 04541GMD1 7196.84000000 PA USD 7659.63000000 0.000490916143 Long ABS-O CORP US N 2 2034-10-25 Floating 5.35674960 N N N N N N N/A N/A N/A 1.00000000 NC N/A 9147.52000000 0.000586277045 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3846181.06000000 USD 3107465.45000000 CHF 2026-09-28 9147.52000000 N N N PR RNO Property Owner 1 LLC N/A 69393LAA1 420000.00000000 PA USD 389326.63000000 0.024952475243 Long DBT CORP US Y 2 2031-05-01 Fixed 6.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLS6 1225000.00000000 PA USD 1247862.85000000 0.079977233695 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PK1 1575000.00000000 PA USD 1606944.15000000 0.102991244447 Long DBT CORP US N 2 2029-08-15 Variable 7.12500000 N N N N N N Deephaven Residential Mortgage Trust N/A 24381QAA9 907639.41000000 PA USD 905827.22000000 0.058055703206 Long ABS-O CORP US Y 2 2061-08-25 Variable 5.79300120 N N N N N N Anchor Mortgage Trust 254900S7O2LYCU17JI96 03290CAA4 300000.00000000 PA USD 298653.18000000 0.019141090041 Long ABS-MBS CORP US Y 2 2040-05-25 Variable 5.71799880 N N N N N N Ardagh Group SA 6354006L1NWUUOPYX274 039959AA9 357000.00000000 PA USD 373009.77000000 0.023906705409 Long DBT CORP LU Y 2 2030-12-01 Fixed 9.50000000 N N N N N N Elastic NV 2549003I48WHHH937I59 28415LAA1 215000.00000000 PA USD 206953.92000000 0.013263959275 Long DBT CORP NL Y 2 2029-07-15 Fixed 4.12500000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDB3 520000.00000000 PA USD 532170.60000000 0.034107540297 Long DBT CORP US N 2 2054-06-15 Variable 6.75000000 N N N N N N Vmed O2 UK Financing I plc 213800MRR46ECNGZ7L69 N/A 100000.00000000 PA 97383.00000000 0.006241409421 Long DBT CORP GB Y 2 2031-01-31 Fixed 3.25000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 135000.00000000 PA USD 86570.34000000 0.005548411280 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Rocket Cos., Inc. N/A 77311WAA9 94000.00000000 PA USD 95250.39000000 0.006104727535 Long DBT CORP US Y 2 2030-08-01 Fixed 6.12500000 N N N N N N Hertz Vehicle Financing III LP N/A 42806MAE9 1333333.34000000 PA USD 1326166.94000000 0.084995849728 Long ABS-O CORP US Y 2 2027-12-27 Fixed 1.68000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CC3 24000.00000000 PA USD 24803.28000000 0.001589676077 Long DBT CORP CA Y 2 2032-06-01 Fixed 7.00000000 N N N N N N Cooper-Standard Automotive, Inc. ITCH5B3Q4RTX2PH9UN62 216762AK0 569000.00000000 PA USD 575682.52000000 0.036896278654 Long DBT CORP US Y 2 2031-03-01 Fixed 9.25000000 N N N N N N Perrigo Finance Unlimited Co. 549300E86RB6YCTMRM83 N/A 145000.00000000 PA 164640.41000000 0.010552028651 Long DBT CORP IE N 2 2032-09-30 Fixed 5.37500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAE1 560000.00000000 PA USD 561025.25000000 0.035956874209 Long ABS-O CORP US Y 2 2035-01-16 Fixed 5.39000000 N N N N N N Punch Finance plc 2138006IJRIU1Q5DN388 N/A 115000.00000000 PA 161351.44000000 0.010341234073 Long DBT CORP GB Y 2 2030-12-30 Fixed 7.87500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528EAE8 1885000.00000000 PA USD 1884811.12000000 0.120800117911 Long ABS-O CORP US Y 2 2032-07-12 Fixed 4.95000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61748HDQ1 74514.40000000 PA USD 71736.93000000 0.004597717782 Long ABS-MBS CORP US N 2 2034-09-25 Variable 6.18921000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 85172FAR0 115000.00000000 PA USD 113359.59000000 0.007265370886 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N FHLMC 529900NYZHC090WEXH18 35563QAA5 1018447.24000000 PA USD 1019621.82000000 0.065348954478 Long ABS-MBS USGSE US Y 2 2043-09-25 Floating 7.24318920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BY4V9 1805752.48000000 PA USD 165425.53000000 0.010602348064 Long ABS-MBS USGSE US N 2 2047-01-15 Floating 2.39901840 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10535.43000000 -0.00067523009 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1928900.98000000 USD 1415730.00000000 GBP 2026-09-28 -10535.43000000 N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 N/A 210000.00000000 PA 257596.67000000 0.016509722263 Long DBT CORP GB Y 2 2029-05-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -54155.25000000 -0.00347088390 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1871640.92000000 USD 113573042.72000000 PHP 2026-09-28 -54155.25000000 N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 200000.00000000 PA 217243.13000000 0.013923408791 Long DBT CORP NL Y 2 2033-12-16 Variable 6.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137APSV3 114132.83000000 PA USD 732.69000000 0.000046959102 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 2.50000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BJ2 312000.00000000 PA USD 304356.00000000 0.019506591560 Long DBT NUSS ZA Y 2 2055-12-11 Fixed 7.25000000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 N/A 97265000.00000000 PA 2064815.43000000 0.132336839889 Long DBT NUSS TR N 2 2027-05-05 Fixed 41.00000105 N N N N N N Altice France SA N/A N/A 429.00000000 NS 6664.83000000 0.000427158053 Long EC CORP FR N 3 N N N Republic of Honduras 5493002DW1JNBNG17615 N/A 500000.00000000 PA USD 574715.00000000 0.036834268977 Long DBT NUSS HN Y 2 2034-11-27 Fixed 8.62500000 N N N N N N 1261229 BC Ltd. N/A 68288AAA5 570000.00000000 PA USD 593361.45000000 0.038029345414 Long DBT CORP CA Y 2 2032-04-15 Fixed 10.00000000 N N N N N N Six Flags Entertainment Corp. N/A 150190AK2 145000.00000000 PA USD 145069.69000000 0.009297714487 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N ZF Europe Finance BV 549300RI533US2G6G542 N/A 200000.00000000 PA 246855.78000000 0.015821323959 Long DBT CORP NL Y 2 2030-06-12 Fixed 7.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3V3 1021000.00000000 PA USD 1024874.81000000 0.065685625778 Long DBT CORP US N 2 2036-04-23 Variable 5.60500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -54527.09000000 -0.00349471564 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10652727.59000000 USD 71628045.47000000 CNY 2026-09-28 -54527.09000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ARQE9 20738.40460000 PA USD 127.64000000 0.000008180621 Long ABS-MBS USGSE US N 2 2027-07-15 Fixed 3.50000000 N N N N N N Lehman Mortgage Trust N/A 52520MBW2 196788.63640000 PA USD 101480.57000000 0.006504028277 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Altice France Sa N/A N/A 8657.00000000 NS 174086.50000000 0.011157441455 Long EC CORP FR N 3 N N N SCF Equipment Leasing LLC N/A 78437DAF7 1038000.00000000 PA USD 1042417.52000000 0.066809962012 Long ABS-O CORP US Y 2 2035-11-20 Fixed 5.88000000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAN4 75000.00000000 PA USD 73267.04000000 0.004695784621 Long DBT CORP CA Y 2 2029-06-15 Fixed 4.75000000 N N N N N N United Airlines Holdings, Inc. 98450079DA0B78DD6764 910047AM1 75000.00000000 PA USD 73898.73000000 0.004736270495 Long DBT CORP US N 2 2029-03-01 Fixed 4.87500000 N N N N N N Eutelsat Communications SACA 549300EFWH9UR17YSK05 N/A 125000.00000000 PA 147297.64000000 0.009440506845 Long DBT CORP FR Y 2 2033-03-15 Fixed 6.25000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAC8 1310000.00000000 PA USD 1401034.77000000 0.089794231166 Long DBT CORP ES Y 2 2034-09-13 Variable 6.84000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AH6 3010000.00000000 PA USD 3068662.52000000 0.196674770385 Long DBT CORP US Y 2 2036-01-25 Fixed 6.10000000 N N N N N N EC Finance plc 213800NKPB53RHYDQE45 N/A 120000.00000000 PA 139163.23000000 0.008919161402 Long DBT CORP GB Y 2 2026-10-15 Fixed 3.25000080 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAZ3 82000.00000000 PA USD 82523.49000000 0.005289043138 Long DBT CORP US Y 2 2034-04-15 Fixed 6.62500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAS8 417000.00000000 PA USD 358470.63000000 0.022974872077 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAQ4 1625000.00000000 PA USD 1672160.18000000 0.107171028845 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N Punch Finance plc 2138006IJRIU1Q5DN388 N/A 342000.00000000 PA 479845.13000000 0.030753929488 Long DBT CORP GB Y 2 2030-12-30 Fixed 7.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TLY6 750686.46000000 PA USD 721008.52000000 0.046210420400 Long ABS-MBS USGA US N 2 2057-06-16 Fixed 4.50000000 N N N N N N Box, Inc. 549300KQUCPD8687YS68 10316TAD6 745000.00000000 PA USD 801620.00000000 0.051376920208 Long DBT CORP US N 2 2029-09-15 Fixed 1.50000000 N N N N Y Box, Inc. USD XXXX N N N JBS NV N/A 472140AB8 609000.00000000 PA USD 615935.90000000 0.039476172734 Long DBT CORP NL N 2 2035-04-20 Fixed 5.95000000 N N N N N N Rexel SA 969500N6AVPA51648T62 N/A 125000.00000000 PA 145727.04000000 0.009339844946 Long DBT CORP FR Y 2 2030-09-15 Fixed 4.00000000 N N N N N N Accelerated LLC N/A 00439KAC0 329877.59000000 PA USD 306277.06000000 0.019629714918 Long ABS-O CORP US Y 2 2040-10-20 Fixed 2.35000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABA8 1875000.00000000 PA USD 1838118.75000000 0.117807540171 Long DBT CORP KY Y 2 2030-10-10 Fixed 4.90000000 N N N N N N SDR Commercial Mortgage Trust N/A 811304AA2 1705000.00000000 PA USD 1706065.63000000 0.109344075425 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 5.03084880 N N N N N N Rocket Cos., Inc. N/A 77311WAB7 216000.00000000 PA USD 218775.82000000 0.014021640986 Long DBT CORP US Y 2 2033-08-01 Fixed 6.37500000 N N N N N N Bayview Opportunity Master Fund VII LLC 254900S53K9VTUR1UX42 07336QAC6 57935.85000000 PA USD 58019.52000000 0.003718550247 Long ABS-O CORP US Y 2 2031-12-26 Floating 5.14319040 N N N N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 00790RAC8 28000.00000000 PA USD 27172.68000000 0.001741534158 Long DBT CORP US Y 2 2034-03-01 Fixed 5.37500000 N N N N N N Renaissance Home Equity Loan Trust N/A 759950FG8 20510.32000000 PA USD 20178.24000000 0.001293250949 Long ABS-O CORP US N 2 2035-05-25 Variable 5.46999840 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806EAF1 900000.00000000 PA USD 900256.05000000 0.057698639315 Long ABS-O CORP US N 2 2030-08-15 Fixed 5.23000000 N N N N N N Forvia SE 969500F0VMZLK2IULV85 N/A 685000.00000000 PA 818496.03000000 0.052458528010 Long DBT CORP FR Y 2 2030-06-15 Fixed 5.62500000 N N N N N N MYT Holding LLC N/A 55406N202 298145.00000000 NS USD 389973.66000000 0.024993944279 Long EP CORP US N 3 N N N GCAT Trust N/A 36167FAA7 40499.21000000 PA USD 40227.41000000 0.002578229627 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 3.24699840 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AH0 27000.00000000 PA USD 26810.38000000 0.001718313856 Long DBT CORP US Y 2 2033-12-01 Fixed 5.87500000 N N N N N N N/A N/A N/A 31128000.00000000 PA USD -1603197.61000000 -0.10275112358 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V3 2I65BRAI0 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 1097628.39000000 USD 31128000.00000000 USD -1603197.61000000 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDU1 361000.00000000 PA USD 368641.65000000 0.023626746634 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 1100000.00000000 PA 1311755.84000000 0.084072222654 Long DBT CORP IT Y 2 2028-03-30 Variable 6.37500000 N N N N Y N/A EUR XXXX N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BRSR7 1288385.25000000 PA USD 102262.23000000 0.006554125933 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 3.50000000 N N N N N N US Auto Funding N/A 90355EAC5 336707.77000000 PA USD 237364.26000000 0.015212999483 Long ABS-O CORP US Y 2 2026-05-15 Fixed 2.20000000 N N N N N N DailyPay Securitization Trust 2025-1 N/A 233824AA9 230000.00000000 PA USD 230442.75000000 0.014769390458 Long ABS-O CORP US Y 2 2028-06-26 Fixed 5.63000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAR0 248000.00000000 PA USD 247753.49000000 0.015878859418 Long DBT CORP CA Y 2 2027-06-01 Fixed 5.25000000 N N N N N N eircom Finance DAC 254900NA4DUH50UERM85 N/A 200000.00000000 PA 234476.22000000 0.015027901057 Long DBT CORP IE Y 2 2031-04-30 Fixed 5.00000000 N N N N N N Progress Residential Trust N/A 74333QAA3 3209315.28000000 PA USD 3000842.65000000 0.192328102326 Long ABS-O CORP US Y 2 2040-11-17 Fixed 2.01300000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 820000.00000000 PA USD 719968.86000000 0.046143787171 Long DBT CORP US N 2 2066-02-04 Fixed 6.85000000 N N N N N N INEOS Finance plc 2138002D68XDR4LZCG32 N/A 200000.00000000 PA 219553.30000000 0.014071470741 Long DBT CORP GB Y 2 2031-03-31 Fixed 7.25000000 N N N N N N Polish Zloty - New N/A N/A 102804.73000000 OU Currencies 27587.48000000 0.001768119256 Long STIV PL N 1 N N N Stifel SBA IO Trust N/A 86063EAA0 10324114.57000000 PA USD 594283.91000000 0.038088467135 Long ABS-O CORP US Y 2 2036-08-25 Variable 2.54466000 N N N N N N Morgan Stanley ABS Capital I, Inc. Trust N/A 61744CMM5 347409.55000000 PA USD 345852.67000000 0.022166169794 Long ABS-O CORP US N 2 2035-01-25 Floating 4.54674960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TXU1 1537268.06000000 PA USD 1480932.26000000 0.094914970379 Long ABS-MBS USGA US N 2 2058-05-16 Fixed 4.50000000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 05988HAQ0 493824.62220000 PA USD 467330.93000000 0.029951877325 Long LON CORP US N 2 2031-07-30 Variable 6.51407000 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAM5 860000.00000000 PA USD 883177.76000000 0.056604068393 Long DBT CORP US N 2 2055-05-15 Fixed 6.45000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 500000.00000000 PA 512087.25000000 0.032820370977 Long DBT CORP FR Y 2 2042-07-10 Variable 1.87500000 N N N N N N Galaxy Helios Data Centers II LLC N/A 36322DAA4 139000.00000000 PA USD 137669.45000000 0.008823423003 Long DBT CORP US Y 2 2031-08-01 Fixed 9.87500000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAU1 96000.00000000 PA USD 97910.02000000 0.006275186853 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 417000.00000000 PA 474679.02000000 0.030422826445 Long DBT NUSS CO N 2 2032-09-19 Fixed 5.00000000 N N N N N N Atos Group 5493001EZOOA66PTBR68 N/A 120000.00000000 PA 134546.32000000 0.008623257337 Long DBT CORP FR Y 2 2031-05-21 Fixed 8.12500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJR2 285000.00000000 PA USD 287995.04000000 0.018457995297 Long DBT CORP US N 2 2035-01-23 Variable 5.67800000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BE5 25000.00000000 PA USD 25574.55000000 0.001639107825 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 221602AE5 1000000.00000000 PA 1210021.48000000 0.077551928629 Long DBT NUSS CR Y 2 2036-01-16 Fixed 6.00100000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABX2 2586000.00000000 PA USD 2239140.49000000 0.143509570981 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYN8 1525000.00000000 PA USD 1337444.61000000 0.085718650995 Long DBT CORP US N 2 2032-10-21 Variable 2.65000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 929227Y91 59720.87000000 PA USD 59597.90000000 0.003819710776 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 5.50000000 N N N N N N ams-OSRAM AG 5299001JPPT2QFTV5D76 N/A 150000.00000000 PA 179194.29000000 0.011484806690 Long DBT CORP AT Y 2 2032-05-31 Fixed 7.25000000 N N N N N N Guara Norte SARL 549300U2I4L03BBA3485 400666AA1 626631.20000000 PA USD 602957.07000000 0.038644341800 Long DBT CORP LU Y 2 2034-06-15 Fixed 5.19800000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 N/A 154000.00000000 PA 166329.78000000 0.010660302681 Long DBT CORP NL Y 2 2030-01-15 Fixed 2.87500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 5000.00000000 PA USD 2901.56000000 0.000185964941 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863BD1 6825000.00000000 PA USD 6825068.25000000 0.437427942037 Long DBT CORP GB Y 2 2033-05-02 Fixed 5.50000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587EM5 1695000.00000000 PA USD 1669236.00000000 0.106983614157 Long DBT CORP US Y 2 2029-09-15 Fixed 3.50000000 N N N N Y Southern Co. (The) USD XXXX N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GM62 698.77410000 PA USD 483.16000000 0.000030966384 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BZ1 950000.00000000 PA USD 816246.55000000 0.052314355766 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N Deuce Finco plc 9845007DA2BC863E8437 N/A 267000.00000000 PA 311434.41000000 0.019960256521 Long DBT CORP GB Y 2 2032-11-20 Floating 5.90099880 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZK3 1270000.00000000 PA USD 1258780.35000000 0.080676951176 Long DBT CORP US N 2 2028-02-24 Variable 2.64000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKJ0 860000.00000000 PA USD 524778.66000000 0.033633780771 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAB0 495000.00000000 PA USD 461523.94000000 0.029579699408 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N Standard Industries, Inc. N/A 853496AD9 90000.00000000 PA USD 89676.46000000 0.005747486751 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Anywhere Real Estate Group LLC N/A 75606DAV3 60000.00000000 PA USD 64286.46000000 0.004120206988 Long DBT CORP US Y 2 2030-04-15 Fixed 9.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -268198.28000000 -0.01718919392 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 30948334.76000000 EUR 35679839.97000000 USD 2026-09-02 -268198.28000000 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABV6 1460000.00000000 PA USD 1407671.73000000 0.090219602993 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAX8 34000.00000000 PA USD 34765.24000000 0.002228151694 Long DBT CORP US Y 2 2029-08-01 Fixed 6.75000000 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAK4 44000.00000000 PA USD 38822.16000000 0.002488165236 Long DBT CORP US Y 2 2032-07-15 Fixed 9.62500000 N N N N N N NCR Atleos Corp. 9845005FC3S0VA714741 638962AA8 57000.00000000 PA USD 60333.13000000 0.003866832671 Long DBT CORP US Y 2 2029-04-01 Fixed 9.50000000 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 60337JAA4 340000.00000000 PA USD 332291.59000000 0.021297021662 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167KAF8 895000.00000000 PA USD 888685.33000000 0.056957056073 Long ABS-O CORP US N 2 2032-01-15 Fixed 5.23000000 N N N N N N ZF Europe Finance BV 549300RI533US2G6G542 N/A 300000.00000000 PA 361047.70000000 0.023140040011 Long DBT CORP NL Y 2 2029-03-13 Fixed 6.12500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 24854200000.00000000 PA 7849683.66000000 0.503096942516 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N EDP SA 529900CLC3WDMGI9VH80 N/A 300000.00000000 PA 324763.99000000 0.020814567501 Long DBT CORP PT Y 2 2082-03-14 Variable 1.87500000 N N N N N N PRET LLC 2549000JKVB5M9M36D24 69384KAA4 3019376.67000000 PA USD 3007532.86000000 0.192756887018 Long ABS-O CORP US Y 2 2056-04-25 Variable 5.70960000 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 N/A 400000.00000000 PA 463112.34000000 0.029681502132 Long DBT CORP FR Y 2 2030-05-20 Variable 4.37100000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAX3 11060000.00000000 PA USD 9980305.77000000 0.639651422369 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Veeco Instruments, Inc. 5493004201F72ADDZW04 922417AJ9 498000.00000000 PA USD 826182.00000000 0.052951132321 Long DBT CORP US N 2 2029-06-01 Fixed 2.87500000 N N N N N Veeco Instruments, Inc. USD XXXX N N N OBX Trust N/A 67124HAC6 1934025.54000000 PA USD 1914103.14000000 0.122677483463 Long ABS-MBS CORP US Y 2 2066-04-25 Variable 5.22000000 N N N N N N Allwyn Entertainment Financing UK plc 315700J7ZTIN8XGCX365 N/A 150000.00000000 PA 172914.12000000 0.011082302021 Long DBT CORP GB Y 2 2031-08-15 Fixed 4.62500000 N N N N N N ENEL Finance International NV 0YQH6LCEF474UTUV4B96 29278GAF5 1135000.00000000 PA USD 1112693.57000000 0.071314050001 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.50000000 N N N N N N CD Mortgage Trust N/A 12515ABJ8 95000.00000000 PA USD 55101.90000000 0.003531555998 Long ABS-MBS CORP US N 2 2049-11-10 Variable 4.12756920 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMM8 2519000.00000000 PA USD 2515702.30000000 0.161234794958 Long DBT CORP US N 2 2036-01-24 Variable 5.51100000 N N N N N N Quikrete Holdings, Inc. N/A 74839XAL3 98750.00000000 PA USD 98842.83000000 0.006334971919 Long LON CORP US N 2 2032-02-10 Variable 5.93640000 N N N N N N PSA Trust N/A 74449KAC3 660000.00000000 PA USD 660399.10000000 0.042325879926 Long ABS-MBS CORP US Y 2 2031-08-15 Variable 5.85555120 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAC3 25000.00000000 PA USD 25649.68000000 0.001643923009 Long DBT CORP US Y 2 2033-03-15 Fixed 8.00000000 N N N N N N PMT Loan Trust N/A 69292FAA6 3384848.89000000 PA USD 3325038.61000000 0.213106264009 Long ABS-MBS CORP US Y 2 2057-07-25 Variable 5.50000080 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AJ2 458000.00000000 PA USD 469234.66000000 0.030073889980 Long DBT CORP US Y 2 2037-01-25 Fixed 6.20000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAB0 440000.00000000 PA USD 445886.36000000 0.028577465556 Long DBT CORP BE Y 2 2029-01-19 Variable 5.79600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADUR7 3270437.84000000 PA USD 3283760.00000000 0.210460661539 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 5.50000000 N N N N N N Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 254900OYVDRYS9J51J61 71568QAM9 366000.00000000 PA USD 259402.50000000 0.016625460373 Long DBT NUSS ID Y 2 2050-02-05 Fixed 4.37500000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCF0 1163000.00000000 PA USD 1135704.73000000 0.072788866661 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N Pinnacle Bidco plc 2138006Z5V8OBL2A2Q06 N/A 264000.00000000 PA 314003.48000000 0.020124911725 Long DBT CORP GB Y 2 2028-10-11 Fixed 8.25000000 N N N N N N Solstice Advanced Materials, Inc. 2138004GZ4H9TW6HK435 83443QAA1 197000.00000000 PA USD 193435.75000000 0.012397561304 Long DBT CORP US Y 2 2033-09-30 Fixed 5.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 2210000.00000000 PA USD 2187684.90000000 0.140211711968 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65346UAB5 591000.00000000 PA USD 593634.68000000 0.038046857098 Long DBT CORP US Y 2 2033-09-15 Fixed 6.50000000 N N N N N N Conair Holdings LLC 549300804G00T34FLV17 20600RAB8 381029.69140000 PA USD 338403.90000000 0.021688767955 Long LON CORP US N 2 2028-05-17 Variable 7.55088000 N N N N N N Space Exploration Technologies Corp. 549300B9WLO96RQCXP87 84615QAE3 475000.00000000 PA USD 447672.74000000 0.028691957089 Long DBT CORP US Y 2 2036-07-15 Fixed 5.87500000 N N N N N N EURO N/A N/A 1450911.22000000 OU Currencies 1685305.93000000 0.108013557910 Long STIV XX N 1 N N N British Pound N/A N/A 258384.43000000 OU Currencies 350110.90000000 0.022439085568 Long STIV GB N 1 N N N N/A N/A N/A 1273693000.00000000 PA 25222.40000000 0.001616538050 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-09-16 0.00000000 USD 0.00000000 USD 1273693000.00000000 JPY 25222.40000000 N N N NRZT N/A 64832KAC9 832555.36000000 PA USD 822499.51000000 0.052715116509 Long ABS-MBS CORP US Y 2 2065-10-25 Variable 5.08500000 N N N N N N Bellis Acquisition Co. plc 259400CYE2267UB4A481 N/A 250000.00000000 PA 325456.62000000 0.020858959104 Long DBT CORP GB Y 2 2030-05-14 Fixed 8.12500000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 15000000.00000000 PA 2273637.21000000 0.145720512862 Long DBT NUSS BR N 2 2037-01-01 Fixed 10.00000000 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 N/A 331000.00000000 PA 395637.90000000 0.025356973153 Long DBT CORP DE Y 2 2030-05-15 Fixed 7.50000000 N N N N N N JH North America Holdings, Inc. 254900A6FXA0D81TL967 46593WAA3 30000.00000000 PA USD 30191.76000000 0.001935031117 Long DBT CORP US Y 2 2031-01-31 Fixed 5.87500000 N N N N N N OAK-Eagle Acquireco, Inc. 6488ICS9P20290MA1H31 N/A 125000.00000000 PA 151701.54000000 0.009722758808 Long DBT CORP US Y 2 2033-07-01 Fixed 6.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379HNC5 1140949.99000000 PA USD 77692.65000000 0.004979428008 Long ABS-MBS USGA US N 2 2044-12-20 Floating 1.83306960 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BS2 232000.00000000 PA USD 225935.36000000 0.014480505679 Long DBT CORP US Y 2 2033-11-15 Fixed 5.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3966.55000000 0.000254221604 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3258703.85000000 USD 107971286.44000000 THB 2026-09-28 3966.55000000 N N N DRC International Bond N/A 24811WAA6 550000.00000000 PA USD 567715.50000000 0.036385661466 Long DBT NUSS CD Y 2 2032-04-16 Fixed 8.75000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BV0 66000.00000000 PA USD 59159.36000000 0.003791604149 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAR3 252000.00000000 PA USD 260055.68000000 0.016667323571 Long DBT CORP US Y 2 2032-04-15 Fixed 6.87500000 N N N N N N N/A N/A N/A 1260910000.00000000 PA 47053.69000000 0.003015735231 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-09-16 0.00000000 USD 0.00000000 USD 1260910000.00000000 JPY 47053.69000000 N N N N/A N/A N/A 791.00000000 NC -1023142.17000000 -0.06557457851 N/A DIR AU N 2 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A Australia 10 Year Bond 2026-09-15 84654837.05000000 AUD -1023142.17000000 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCR7 360000.00000000 PA USD 348898.64000000 0.022361390169 Long DBT CORP US N 2 2056-03-15 Variable 5.85000000 N N N N N N PRPM LLC N/A 69382KAA6 481314.05000000 PA USD 480850.21000000 0.030818346437 Long ABS-MBS CORP US Y 2 2030-06-25 Variable 6.17900040 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAB8 280000.00000000 PA USD 278388.04000000 0.017842269551 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N FIGRE Trust N/A 31684UAA9 1391924.54000000 PA USD 1380394.81000000 0.088471387951 Long ABS-O CORP US Y 2 2054-09-25 Variable 5.05599840 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAM4 1047000.00000000 PA USD 1027261.85000000 0.065838614431 Long DBT CORP US N 2 2034-01-26 Variable 5.12200000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAH3 64000.00000000 PA USD 62170.54000000 0.003984594786 Long DBT CORP US Y 2 2034-03-01 Fixed 5.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -32778.35000000 -0.00210080920 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2783009.93000000 GBP 595960982.00000000 JPY 2026-09-28 -32778.35000000 N N N ATI, Inc. ZW1LRE7C3H17O2ZN9B45 01741RAM4 250000.00000000 PA USD 245661.48000000 0.015744779641 Long DBT CORP US N 2 2031-10-01 Fixed 5.12500000 N N N N N N AmeriGas Partners LP N/A 030981AR5 169000.00000000 PA USD 168894.61000000 0.010824686137 Long DBT CORP US Y 2 2031-06-01 Fixed 6.87500000 N N N N N N Cirsa Finance International SARL 254900KUJN6DHWH2K029 N/A 148000.00000000 PA 174110.25000000 0.011158963625 Long DBT CORP LU Y 2 2031-10-15 Fixed 4.87500000 N N N N N N N/A N/A N/A -833.00000000 NC USD 453659.98000000 0.029075687475 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2026-12-31 -170992773.85000000 USD 453659.98000000 N N N Angel Oak Mortgage Trust N/A 03465EAB7 1377644.79000000 PA USD 1193515.81000000 0.076494057705 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 1.30500000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AQ9 56000.00000000 PA USD 55935.73000000 0.003584997301 Long DBT CORP US Y 2 2034-09-15 Fixed 7.50000000 N N N N N N American Airlines, Inc. N/A 00253XAB7 183333.33000000 PA USD 183199.06000000 0.011741477867 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAH0 249000.00000000 PA USD 246442.57000000 0.015794840765 Long DBT CORP BM Y 2 2033-10-15 Fixed 5.87500000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAA7 65000.00000000 PA USD 66365.65000000 0.004253465113 Long DBT CORP US Y 2 2028-05-15 Fixed 9.00000000 N N N N N N Gaci First Investment Co. 558600TU1PWGNLZ3XM88 N/A 1200000.00000000 PA USD 1144308.00000000 0.073340261981 Long DBT CORP KY Y 2 2035-02-14 Fixed 4.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 133000.00000000 PA USD 132371.43000000 0.008483865668 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N Cirsa Finance International Sarl 254900KUJN6DHWH2K029 N/A 118000.00000000 PA 136045.96000000 0.008719371312 Long DBT CORP LU Y 2 2032-07-20 Fixed 4.62500000 N N N N N N National Grid Electricity Distribution East Midlands plc 549300KXFU5Q7NZE9L79 N/A 100000.00000000 PA 116427.85000000 0.007462019859 Long DBT CORP GB Y 2 2028-09-20 Fixed 3.53000000 N N N N N N ams-OSRAM AG 5299001JPPT2QFTV5D76 N/A 500000.00000000 PA 569162.31000000 0.036478389494 Long DBT CORP AT Y 2 2027-11-03 Fixed 2.12500000 N N N N N ams-OSRAM AG CHF XXXX N N N N/A N/A N/A 25360000.00000000 PA -92968.14000000 -0.00595845501 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-06-14 0.00000000 USD 0.00000000 USD 25360000.00000000 EUR -92968.14000000 N N N Benchmark Mortgage Trust N/A 08162VAE8 1485000.00000000 PA USD 1435854.37000000 0.092025866867 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.71700000 N N N N N N Magnolia Oil & Gas Operating LLC N/A 559665AC8 30000.00000000 PA USD 30339.63000000 0.001944508307 Long DBT CORP US Y 2 2034-08-15 Fixed 6.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVDL0 1070539.06000000 PA USD 95283.54000000 0.006106852164 Long ABS-MBS USGSE US N 2 2047-02-25 Floating 2.29232880 N N N N N N Onemain Financial Issuance Trust N/A 68270DAD3 450000.00000000 PA USD 447477.57000000 0.028679448378 Long ABS-O CORP US Y 2 2038-07-14 Fixed 5.79000000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAF9 529000.00000000 PA USD 570388.96000000 0.036557007167 Long DBT NUSS SR Y 2 2035-11-06 Fixed 8.50000000 N N N N N N Global Infrastructure Solutions, Inc. 2549003BGLQITAJ6ZT28 37960XAA5 15000.00000000 PA USD 14990.40000000 0.000960755201 Long DBT CORP US Y 2 2029-06-01 Fixed 5.62500000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EK0 1363000.00000000 PA USD 1265669.07000000 0.081118458645 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36265NAE3 400668.92000000 PA USD 401792.44000000 0.025751426025 Long ABS-O CORP US Y 2 2028-04-17 Fixed 6.15000000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123CM0 800000.00000000 PA USD 632680.00000000 0.040549324963 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N VF Corp. CWAJJ9DJ5Z7P057HV541 918204AX6 200000.00000000 PA 219871.21000000 0.014091846027 Long DBT CORP US N 2 2028-02-25 Fixed 0.25000000 N N N N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189AQ8 43000.00000000 PA USD 41969.76000000 0.002689899217 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N Wintershall Dea Finance 2 BV 529900DV88FUQZSVVL48 N/A 300000.00000000 PA 339606.32000000 0.021765832694 Long DBT CORP NL Y 2 2028-07-20 Variable 3.00000000 N N N N N N Organon & Co. N/A 68622TAB7 310000.00000000 PA USD 309779.16000000 0.019854169289 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N Duquesne Light Holdings, Inc. 4CUJ1D8WDXK9X7QI6B93 266233AJ4 540000.00000000 PA USD 472584.97000000 0.030288615921 Long DBT CORP US Y 2 2032-01-07 Fixed 2.77500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SQX8 3341513.40000000 PA USD 3215377.28000000 0.206077919655 Long ABS-MBS USGA US N 2 2060-01-16 Fixed 4.50000000 N N N N N N Maple Parent Holdings Corp. 254900J6FBJ1E892Q074 56530KAD8 351000.00000000 PA USD 352169.02000000 0.022570993289 Long DBT CORP US Y 2 2056-03-26 Fixed 6.62500000 N N N N N N ZF Europe Finance BV 549300RI533US2G6G542 N/A 200000.00000000 PA 232268.37000000 0.014886396936 Long DBT CORP NL Y 2 2032-02-17 Fixed 5.50000000 N N N N N N Solaris Energy Infrastructure LLC N/A 83419YAA4 90000.00000000 PA USD 89350.70000000 0.005726608348 Long DBT CORP US Y 2 2031-05-15 Fixed 6.37500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4E0 979000.00000000 PA USD 932311.74000000 0.059753132251 Long DBT CORP US N 2 2037-01-23 Variable 4.96000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MCA5 1400000.00000000 PA USD 1404337.20000000 0.090005888413 Long ABS-O CORP US Y 2 2028-02-25 Fixed 5.94000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QK90 3687498.22000000 PA USD 617476.00000000 0.039574879846 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHP2 1200000.00000000 PA USD 1241231.40000000 0.079552215011 Long ABS-O CORP US Y 2 2030-02-20 Fixed 7.34000000 N N N N N N Indonesian Rupiah N/A N/A 0.50000000 OU Currencies 0.00000000 0.000000 Long STIV ID N 1 N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 200000.00000000 PA 240007.19000000 0.015382388475 Long DBT CORP NL Y 2 2032-01-15 Variable 5.75220000 N N N N N N Entergy Texas, Inc. LWXX58X12AJXISQ28573 29365TAK0 385000.00000000 PA USD 334187.03000000 0.021418503000 Long DBT CORP US N 2 2031-03-15 Fixed 1.75000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DE6 550000.00000000 PA USD 527798.10000000 0.033827300803 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N Trivium Packaging Finance BV 724500GMZWW3PVYET548 N/A 403000.00000000 PA 489486.93000000 0.031371885613 Long DBT CORP NL Y 2 2030-07-15 Fixed 6.62500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BV8 32000.00000000 PA USD 32679.10000000 0.002094448134 Long DBT CORP US Y 2 2032-03-01 Fixed 6.62500000 N N N N N N Altafiber Virginia LLC N/A 17187MAU4 427844.61160000 PA USD 427309.81000000 0.027386869105 Long LON CORP US N 2 2028-11-23 Variable 5.93640000 N N N N N N Hilcorp Energy I LP N/A 431318AU8 40000.00000000 PA USD 40056.32000000 0.002567264235 Long DBT CORP US Y 2 2029-02-01 Fixed 5.75000000 N N N N N N APLD ComputeCo 2 LLC N/A 03772CAA1 119000.00000000 PA USD 114325.89000000 0.007327302373 Long DBT CORP US Y 2 2031-03-15 Fixed 6.75000000 N N N N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 62886HBY6 223000.00000000 PA USD 213870.47000000 0.013707250408 Long DBT CORP BM Y 2 2031-01-15 Fixed 5.87500000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAG4 623435.65000000 PA USD 624989.19000000 0.040056410450 Long ABS-O CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3974.81000000 -0.00025475099 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 45786128.34000000 TRY 925635.10000000 USD 2026-09-28 -3974.81000000 N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CD1 30000.00000000 PA USD 30975.63000000 0.001985270416 Long DBT CORP CA Y 2 2033-06-15 Fixed 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 7312.56000000 0.000468671953 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 29359018.01000000 PHP 477138.79000000 USD 2026-09-28 7312.56000000 N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607AG2 269000.00000000 PA USD 249035.18000000 0.015961004680 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N MKS, Inc. 549300KEQATBHAGVF505 N/A 125000.00000000 PA 140837.79000000 0.009026486239 Long DBT CORP US Y 2 2034-02-15 Fixed 4.25000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAB6 140000.00000000 PA USD 140821.24000000 0.009025425527 Long DBT CORP US Y 2 2030-02-15 Fixed 7.00000000 N N N N N N Republic of North Macedonia 635400RD1N6RVNCE4958 N/A 566000.00000000 PA 646753.94000000 0.041451342992 Long DBT NUSS MK Y 2 2034-01-21 Fixed 4.75000000 N N N N N N Benchmark Mortgage Trust N/A 08164KAX8 2308456.11000000 PA USD 109133.88000000 0.006994539363 Long ABS-MBS CORP US N 2 2059-02-15 Variable 1.22412240 N N N N N N Mid-State Capital Corp. Trust N/A 59548PAC3 705216.06000000 PA USD 710434.80000000 0.045532736250 Long ABS-O CORP US Y 2 2040-10-15 Fixed 6.74200000 N N N N N N Benteler International Austria GmbH 529900ZAFSOBVFCKF263 N/A 100000.00000000 PA 122946.56000000 0.007879812882 Long DBT CORP AT Y 2 2031-06-15 Fixed 7.25000000 N N N N N N FREMF N/A 302955AC3 66415.31000000 PA USD 64840.56000000 0.004155720013 Long ABS-MBS USGSE US Y 2 2028-03-25 Floating 5.68423080 N N N N N N UKG, Inc. 529900FKHWSTQ1GXK240 89841EAB1 217738.12490000 PA USD 211528.23000000 0.013557133048 Long LON CORP US N 2 2031-02-10 Variable 6.07267000 N N N N N N FHLMC 5493000IS4M3TZMRB410 35564KUX5 580000.00000000 PA USD 586621.51000000 0.037597373458 Long ABS-MBS CORP US Y 2 2042-04-25 Floating 6.54319080 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133BB2 200000.00000000 PA 222696.00000000 0.014272890674 Long DBT CORP LU N 2 2033-01-31 Fixed 3.25000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DG4 85000.00000000 PA USD 83283.10000000 0.005337727580 Long DBT CORP US Y 2 2036-05-15 Fixed 6.12500000 N N N N N N PFP Ltd. N/A 69292DAA1 1105000.00000000 PA USD 1104995.58000000 0.070820675312 Long ABS-CBDO CORP KY Y 2 2043-12-18 Floating 4.95880920 N N N N N N VoltaGrid LLC 254900R5BEUGIKK1FM03 92874BAA3 195000.00000000 PA USD 196244.51000000 0.012577578567 Long DBT CORP US Y 2 2030-11-01 Fixed 7.37500000 N N N N N N Mundys SpA 8156008DEC771409C487 N/A 100000.00000000 PA 115874.83000000 0.007426576052 Long DBT CORP IT Y 2 2032-01-12 Fixed 4.37500000 N N N N N N BHMS Commercial Mortgage Trust N/A 088928AA4 2950000.00000000 PA USD 2957375.00000000 0.189542201293 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 5.48920080 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GBA4 740000.00000000 PA USD 712728.25000000 0.045679726591 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAD6 21000.00000000 PA USD 21202.59000000 0.001358902939 Long DBT CORP US Y 2 2033-10-01 Fixed 6.50000000 N N N N N N VSE Corp. N/A 92921UAB2 39377.83000000 PA USD 39579.84000000 0.002536725981 Long LON CORP US N 2 2033-05-05 Variable 5.68640000 N N N N N N PMT Loan Trust N/A 69382MAB0 1723474.38000000 PA USD 1726864.45000000 0.110677100194 Long ABS-MBS CORP US Y 2 2056-06-25 Variable 6.00000120 N N N N N N Lottomatica Group Spa 549300R72LKEGT4EX026 N/A 125000.00000000 PA 145917.83000000 0.009352072938 Long DBT CORP IT Y 2 2032-04-30 Fixed 4.62500000 N N N N N N Muthoot Finance Ltd. 335800HAMJMBFL4RRF02 62828M2F7 660000.00000000 PA USD 645730.80000000 0.041385768553 Long DBT CORP IN Y 2 2030-08-04 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 12850.61000000 0.000823613139 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 641897.79000000 USD 563685.08000000 EUR 2026-09-02 12850.61000000 N N N Commonbond Student Loan Trust 5493005PJR3MYTKJFJ48 20269DAC9 128456.69000000 PA USD 111310.20000000 0.007134022683 Long ABS-O CORP US Y 2 2044-02-25 Fixed 3.58000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288JAF0 1600000.00000000 PA USD 1596029.92000000 0.102291736545 Long ABS-O CORP US N 2 2031-09-15 Fixed 5.11000000 N N N N N N Orbia Advance Corp. SAB de CV 549300MVHZ20SBIOEQ79 N/A 553000.00000000 PA USD 556063.01000000 0.035638837473 Long DBT CORP MX Y 2 2030-05-13 Fixed 6.80000000 N N N N N N Lendmark Funding Trust N/A 525951AD1 1110000.00000000 PA USD 1079661.37000000 0.069196971206 Long ABS-O CORP US Y 2 2035-05-21 Fixed 5.64000000 N N N N N N CFAMC III Co. Ltd. 5493006V07LYI3HE6G83 N/A 880000.00000000 PA USD 871103.20000000 0.055830193357 Long DBT CORP VG Y 2 2027-11-07 Fixed 4.25000000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAP4 43000.00000000 PA USD 43971.33000000 0.002818182571 Long DBT CORP CA Y 2 2032-11-15 Fixed 8.37500000 N N N N N N Dolcetto Holdco SpA 81560029E819F2CE4A42 N/A 150000.00000000 PA 175283.42000000 0.011234153692 Long DBT CORP IT Y 2 2032-07-14 Fixed 5.62500000 N N N N N N PMT Loan Trust N/A 729910AA7 3068516.84000000 PA USD 3065040.21000000 0.196442611592 Long ABS-MBS CORP US Y 2 2055-04-25 Variable 6.00000120 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BV3 52000.00000000 PA USD 52315.42000000 0.003352966691 Long DBT CORP LR Y 2 2033-02-01 Fixed 6.00000000 N N N N N N Hertz Vehicle Financing III LP N/A 42806MAF6 928666.67000000 PA USD 923437.72000000 0.059184384194 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.12000000 N N N N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 N/A 150000.00000000 PA 170331.76000000 0.010916795043 Long DBT CORP US N 2 2028-06-01 Fixed 2.25000000 N N N N N N Aroundtown Finance Sarl 8945006LEXV2KWSWVP51 N/A 200000.00000000 PA 217102.36000000 0.013914386650 Long DBT CORP LU Y 2 2031-07-03 Variable 5.12500000 N N N N N N 2026-09-30 J.P. Morgan Exchange-Traded Fund Trust Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer