Form NPORT-P BlackRock Funds V For: Mar 31

  
    NPORT-P
    false
    
      
      
        
          0001738078
          XXXXXXXX
        
      
      
      
      
        S000073723
        C000230837
        C000230838
        C000230836
      
      
      
    
  
  
    
      BlackRock Funds V
      811-23339
      0001738078
      54930077DSFQPJDWM487
      100 Bellevue Parkway
      Wilmington
      
      19809
      800-441-7762
      BlackRock Sustainable Low Duration Bond Fund
      S000073723
      549300WEN1OK09FQZ791
      2022-09-30
      2022-03-31
      N
    
    
      49892062.28
      1544009.18
      48348053.10
      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
      38086.60000000
      
        
          CAD
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Garda World Security Corp.
        549300ZF1NDXLMCHNO20
        
        36485MAK5
        
          
          
        
        14000.00000000
        PA
        USD
        13418.30000000
        0.027753547743
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Private Credit Fund
        549300ORP3TTCNXSYO43
        
        09261HAJ6
        
          
          
        
        100000.00000000
        PA
        USD
        91646.73000000
        0.189556195386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO 3-R Ltd.
        549300V7DN3VJ8H1GE96
        
        03330AAA0
        
          
          
        
        250000.00000000
        PA
        USD
        248678.08000000
        0.514349728800
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-28
          Floating
          1.32756840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12592XBD7
        
          
          
        
        200000.00000000
        PA
        USD
        199118.50000000
        0.411843884567
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-03-10
          Fixed
          3.30900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GJC4
        
          
          
        
        100000.00000000
        PA
        USD
        98539.72000000
        0.203813212077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-19
          Variable
          1.48600080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC Holdings Corp.
        549300HTO5U9D3SLE207
        
        465685AM7
        
          
          
        
        95000.00000000
        PA
        USD
        95280.40000000
        0.197071844450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain, Inc.
        SQL3F6CKNNBM3SQGHX24
        
        46284VAG6
        
          
          
        
        20000.00000000
        PA
        USD
        19497.40000000
        0.040327166762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC, Inc.
        54930050SSMU8SKDJ030
        
        69370CAC4
        
          
          
        
        19000.00000000
        PA
        USD
        18511.13000000
        0.038287229398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp.
        VGRQXHF3J8VDLUA7XE92
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        110828.55000000
        0.229230636796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-23
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Communications, Inc.
        549300WW675Y48HDVX34
        
        20903XAF0
        
          
          
        
        13000.00000000
        PA
        USD
        11978.20000000
        0.024774937628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        111246.27000000
        0.230094621948
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-03-27
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryder System, Inc.
        ZXJ6Y2OSPZXIVGRILD15
        
        78355HKH1
        
          
          
        
        110000.00000000
        PA
        USD
        111243.36000000
        0.230088603092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-09
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -27869.20000000
        -0.05764285883
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            3093000.00000000
            EUR
            3403453.69000000
            USD
            2022-06-15
            -27869.20000000
          
        
        
          N
          N
          N
        
      
      
        AIG CLO LLC
        N/A
        
        00141UAC7
        
          
          
        
        250000.00000000
        PA
        USD
        247958.55000000
        0.512861499277
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2032-04-20
          Floating
          1.37400120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        
        88033GDA5
        
          
          
        
        54000.00000000
        PA
        USD
        54254.07000000
        0.112215625079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGIC Investment Corp.
        254900S8483WM4M98R28
        
        552848AG8
        
          
          
        
        10000.00000000
        PA
        USD
        9879.10000000
        0.020433294345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kreditanstalt fuer Wiederaufbau
        549300GDPG70E3MBBU98
        
        N/A
        
          
          
        
        200000.00000000
        PA
        
        210041.03000000
        0.434435342340
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2028-09-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp.
        549300EJG376EN5NQE29
        
        126650DE7
        
          
          
        
        300000.00000000
        PA
        USD
        299010.42000000
        0.618453900059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares LVI CLO Ltd.
        N/A
        
        04018NAN1
        
          
          
        
        250000.00000000
        PA
        USD
        247115.70000000
        0.511118202606
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-25
          Floating
          1.41770880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vizient, Inc.
        5493007V6T3HZ7777P70
        
        92856JAB6
        
          
          
        
        7000.00000000
        PA
        USD
        7210.00000000
        0.014912699762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        103813.16000000
        0.214720455827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman Loan Advisers CLO 26 Ltd.
        549300P0MOXZPIM3AS61
        
        64131QAJ9
        
          
          
        
        250000.00000000
        PA
        USD
        247626.95000000
        0.512175639188
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-18
          Floating
          1.16129160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loan Trust
        N/A
        
        61946QAA9
        
          
          
        
        100000.00000000
        PA
        USD
        94278.20000000
        0.194998958499
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-20
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        
        29444UBK1
        
          
          
        
        200000.00000000
        PA
        USD
        183784.32000000
        0.380127653992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        112335.48000000
        0.232347473780
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-04-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consensus Cloud Solutions, Inc.
        N/A
        
        20848VAA3
        
          
          
        
        6000.00000000
        PA
        USD
        5955.00000000
        0.012316938569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fresenius SE & Co. KGaA
        XDFJ0CYCOO1FXRFTQS51
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        105390.23000000
        0.217982365871
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-01-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd.
        N/A
        
        69688AAL5
        
          
          
        
        250000.00000000
        PA
        USD
        247602.55000000
        0.512125171799
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-17
          Floating
          1.24800120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHA Loan Funding Ltd.
        25490072LQI0R2J4XC93
        
        67109BDC5
        
          
          
        
        250000.00000000
        PA
        USD
        247181.75000000
        0.511254816173
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-01-19
          Floating
          1.35977040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories International, Inc.
        549300BSQ0R4UZ5KX287
        
        159864AE7
        
          
          
        
        26000.00000000
        PA
        USD
        25415.00000000
        0.052566749580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Group plc
        2138005O9XJIJN4JPN90
        
        780097BD2
        
          
          
        
        200000.00000000
        PA
        USD
        202047.98000000
        0.417903032376
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-09-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Big River Steel LLC
        N/A
        
        08949LAB6
        
          
          
        
        59000.00000000
        PA
        USD
        61903.98000000
        0.128038206361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-31
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        
        3140M37E4
        
          
          
        
        959679.28000000
        PA
        USD
        985346.13000000
        2.038026490874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        P&L Development LLC
        N/A
        
        69306RAA4
        
          
          
        
        8000.00000000
        PA
        USD
        7360.00000000
        0.015222950104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding XXXVII Ltd.
        N/A
        
        55817EAN6
        
          
          
        
        250000.00000000
        PA
        USD
        247361.18000000
        0.511625937632
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-15
          Floating
          1.31128920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        
        03027XAZ3
        
          
          
        
        190000.00000000
        PA
        USD
        184900.34000000
        0.382435957902
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APX Group, Inc.
        549300OMQVKPRU98OE64
        
        00213MAV6
        
          
          
        
        8000.00000000
        PA
        USD
        8177.60000000
        0.016914021301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp.
        S4BKK9OTCEWQ3YHPFM11
        
        235851AT9
        
          
          
        
        100000.00000000
        PA
        
        114757.07000000
        0.237356134615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL Commercial Mortgage Securities Trust
        549300UQK6PJ8BF5JQ90
        
        05526QAA4
        
          
          
        
        200000.00000000
        PA
        USD
        196913.76000000
        0.407283742310
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-04-14
          Fixed
          3.21800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        470000.00000000
        PA
        USD
        2177.41000000
        0.004503614645
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                Markit CDX North American Investment Grade Index Series 37-V1
                Markit CDX North American Investment Grade Index Series 37-V1
              
            
            Y
            Receipt of notional amount upon default event with regard to the reference instrument
            
            2026-12-20
            0.00000000
            USD
            10370.89000000
            USD
            470000.00000000
            USD
            2177.41000000
          
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank (The)
        PT3QB789TSUIDF371261
        
        89114QCN6
        
          
          
        
        100000.00000000
        PA
        USD
        99825.45000000
        0.206472533223
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-01-06
          Floating
          0.32541840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia (The)
        L3I9ZG2KFGXZ61BMYR72
        
        0641596E1
        
          
          
        
        250000.00000000
        PA
        USD
        237780.94000000
        0.491810786068
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-07-31
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust
        N/A
        
        61764RBF4
        
          
          
        
        180000.00000000
        PA
        USD
        179213.40000000
        0.370673457376
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.24900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1001.31000000
        0.002071045131
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            61431.46000000
            USD
            56277.00000000
            EUR
            2022-06-15
            1001.31000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
          
        
        -18.00000000
        NC
        
        69092.16000000
        0.142905775041
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                N/A
                EUR Currency
                
                  
                
              
            
            2022-06-08
            -2319480.00000000
            EUR
            69092.16000000
          
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        549300FU8TZDHFLQZL50
        
        12636LAY6
        
          
          
        
        200000.00000000
        PA
        USD
        201622.74000000
        0.417023493341
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          3.75670000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings, Inc.
        N/A
        
        18453HAA4
        
          
          
        
        60000.00000000
        PA
        USD
        59351.40000000
        0.122758614245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corp.
        549300FVRPM9DRQZRG64
        
        29261AAA8
        
          
          
        
        34000.00000000
        PA
        USD
        33320.00000000
        0.068916942593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        
        538034AR0
        
          
          
        
        13000.00000000
        PA
        USD
        12675.00000000
        0.026216153882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarivate Science Holdings Corp.
        N/A
        
        18064PAC3
        
          
          
        
        32000.00000000
        PA
        USD
        30520.64000000
        0.063126926614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veolia Environnement SA
        969500LENY69X51OOT31
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        104145.69000000
        0.215408239468
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-14
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Corp.
        N/A
        
        11134LAP4
        
          
          
        
        150000.00000000
        PA
        USD
        149179.93000000
        0.308554161822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Group plc
        2138005O9XJIJN4JPN90
        
        780097BN0
        
          
          
        
        200000.00000000
        PA
        USD
        198375.19000000
        0.410306470024
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-22
          Variable
          2.35900080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabre GLBL, Inc.
        F2TJC7HPPHLHU1AQMP98
        
        78573NAF9
        
          
          
        
        5000.00000000
        PA
        USD
        5221.15000000
        0.010799090480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Minerals Technologies, Inc.
        549300D3I1QU67GP6403
        
        603158AA4
        
          
          
        
        9000.00000000
        PA
        USD
        8572.50000000
        0.017730807034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware, Inc.
        549300BUDHS3LRWBE814
        
        928563AG0
        
          
          
        
        120000.00000000
        PA
        USD
        116620.69000000
        0.241210726228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT Trust
        N/A
        
        36167YAA6
        
          
          
        
        87872.08000000
        PA
        USD
        85343.59000000
        0.176519186457
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-08-25
          Variable
          1.91499840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Finance Corp.
        5493008I795YYBFWFU90
        
        85172FAM1
        
          
          
        
        2000.00000000
        PA
        USD
        2103.04000000
        0.004349792525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        6174468T9
        
          
          
        
        200000.00000000
        PA
        USD
        197674.77000000
        0.408857766394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-10
          Variable
          0.56000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationstar Mortgage Holdings, Inc.
        N/A
        
        63861CAA7
        
          
          
        
        3000.00000000
        PA
        USD
        3052.80000000
        0.006314214956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Switch Ltd.
        5493002D70VTFFLT8L43
        
        87105NAA8
        
          
          
        
        21000.00000000
        PA
        USD
        20364.65000000
        0.042120930821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howard Hughes Corp. (The)
        549300BVHY25JZC1KI49
        
        44267DAD9
        
          
          
        
        19000.00000000
        PA
        USD
        19075.62000000
        0.039454784167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        
        05964HAN5
        
          
          
        
        200000.00000000
        PA
        USD
        180640.35000000
        0.373624868878
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-09-14
          Variable
          1.72199880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        110358.39000000
        0.228258188125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-23
          Variable
          1.34199915
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Technologies LLC
        M4TWC4QDOKW45N7T6Y12
        
        20337YAA5
        
          
          
        
        4000.00000000
        PA
        USD
        3788.44000000
        0.007835765366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope, Inc.
        549300Z6K4JXMFE8QY54
        
        20338QAD5
        
          
          
        
        19000.00000000
        PA
        USD
        19220.21000000
        0.039753844814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldentTree Loan Management US CLO 1 Ltd.
        N/A
        
        38138KAC4
        
          
          
        
        250000.00000000
        PA
        USD
        247031.60000000
        0.510944255581
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          1.38399840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Property REIT, Inc.
        N/A
        
        11284DAC9
        
          
          
        
        6000.00000000
        PA
        USD
        5599.92000000
        0.011582513960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triumph Group, Inc.
        5493007L6S47Q14SL582
        
        896818AS0
        
          
          
        
        13000.00000000
        PA
        USD
        13730.60000000
        0.028399488954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3617WR4N0
        
          
          
        
        173131.23000000
        PA
        USD
        171378.31000000
        0.354467861705
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        104944.41000000
        0.217060260488
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-09-22
          Variable
          0.87499990
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd.
        N/A
        
        12565EAA9
        
          
          
        
        250000.00000000
        PA
        USD
        247301.75000000
        0.511503016447
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          1.38129120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp.
        Q0M0CZB4YN6JZ65WXI09
        
        81211KAY6
        
          
          
        
        20000.00000000
        PA
        USD
        19500.00000000
        0.040332544434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group Funding Guernsey Ltd.
        549300PXR5FKNXF0OH19
        
        225433AH4
        
          
          
        
        250000.00000000
        PA
        USD
        252575.45000000
        0.522410797964
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2022-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        101628.98000000
        0.210202838550
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-01-14
          Variable
          0.64999930
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Community Health Systems, Inc.
        5493007X5NC5XI1BB106
        
        12543DBC3
        
          
          
        
        32000.00000000
        PA
        USD
        33325.44000000
        0.068928194339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GJG5
        
          
          
        
        200000.00000000
        PA
        USD
        189561.92000000
        0.392077669824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-25
          Variable
          0.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        
        22822VAG6
        
          
          
        
        50000.00000000
        PA
        USD
        50058.57000000
        0.103537923019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP Corp.
        VO2L9FZNXDJNQNEYH039
        
        65342RAE0
        
          
          
        
        58000.00000000
        PA
        USD
        55390.00000000
        0.114565109551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy, Inc.
        5E2UPK5SW04M13XY7I38
        
        629377CE0
        
          
          
        
        26000.00000000
        PA
        USD
        26426.53000000
        0.054658933101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967NA5
        
          
          
        
        115000.00000000
        PA
        USD
        105614.59000000
        0.218446417649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-09
          Variable
          1.46199960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        
        316773DD9
        
          
          
        
        100000.00000000
        PA
        USD
        92531.97000000
        0.191387168804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Variable
          1.70700120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertiv Group Corp.
        549300ZT8RQ5VK10E643
        
        92535UAB0
        
          
          
        
        20000.00000000
        PA
        USD
        18252.30000000
        0.037751882091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific, Inc.
        HCHV7422L5HDJZCRFL38
        
        883556CS9
        
          
          
        
        150000.00000000
        PA
        USD
        144245.62000000
        0.298348352728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-18
          Fixed
          1.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corp.
        0BGI85ALH27ZJP15DY16
        
        058498AV8
        
          
          
        
        72000.00000000
        PA
        USD
        74558.88000000
        0.154212786698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        102245.60000000
        0.211478215655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Operating Partners LP
        549300KJEC5IUVJWR786
        
        65342QAK8
        
          
          
        
        13000.00000000
        PA
        USD
        13155.94000000
        0.027210899211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Bilbao Vizcaya Argentaria SA
        K8MS7FD7N5Z2WQ51AZ71
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        109311.88000000
        0.226093654224
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2024-10-02
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        
        N/A
        
          
          
        
        30000.00000000
        PA
        
        33096.63000000
        0.068454938467
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-01-08
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corp.
        5299001HX8ZN8Y8QIT49
        
        78410GAD6
        
          
          
        
        15000.00000000
        PA
        USD
        14631.38000000
        0.030262604307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies, Inc.
        549300B2FTG34FILDR98
        
        90353TAG5
        
          
          
        
        25000.00000000
        PA
        USD
        25848.50000000
        0.053463373068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Private Education Refi Loan Trust
        N/A
        
        63942KAA2
        
          
          
        
        114618.08000000
        PA
        USD
        108745.97000000
        0.224923162417
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2070-04-15
          Fixed
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZoomInfo Technologies LLC
        N/A
        
        98981BAA0
        
          
          
        
        13000.00000000
        PA
        USD
        11882.33000000
        0.024576646293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Beechwood Park CLO Ltd.
        N/A
        
        07355TAU6
        
          
          
        
        250000.00000000
        PA
        USD
        249851.73000000
        0.516777230891
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-17
          Floating
          1.55865960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        
        893647BE6
        
          
          
        
        63000.00000000
        PA
        USD
        64678.32000000
        0.133776472583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Element Solutions, Inc.
        549300FLGN6P5CU20J91
        
        28618MAA4
        
          
          
        
        43000.00000000
        PA
        USD
        40151.25000000
        0.083046260243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PayPal Holdings, Inc.
        5493005X2GO78EFZ3E94
        
        70450YAB9
        
          
          
        
        550000.00000000
        PA
        USD
        551793.93000000
        1.141295035931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-26
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3304.53000000
        -0.00683487708
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            493000.00000000
            EUR
            543621.49000000
            USD
            2022-06-15
            -3304.53000000
          
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co., Inc.
        5493003EG7H0N1E4XV50
        
        432833AH4
        
          
          
        
        52000.00000000
        PA
        USD
        53799.20000000
        0.111274801259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        173.14000000
        0.000358111627
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            33000.00000000
            EUR
            36782.79000000
            USD
            2022-06-15
            173.14000000
          
        
        
          N
          N
          N
        
      
      
        Nordic Investment Bank
        213800HYL1S7VAXG6Z48
        
        N/A
        
          
          
        
        500000.00000000
        PA
        
        548506.41000000
        1.134495341240
        Long
        DBT
        NUSS
        FI
        
        N
        
        2
        
          2024-06-10
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co., Inc.
        5493008B6JBRUJ90QL97
        
        37045XCD6
        
          
          
        
        100000.00000000
        PA
        USD
        100196.42000000
        0.207239823685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-07
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV
        N/A
        
        62954HAE8
        
          
          
        
        330000.00000000
        PA
        USD
        320058.75000000
        0.661988910573
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        
        87264ABU8
        
          
          
        
        41000.00000000
        PA
        USD
        39164.02000000
        0.081004337277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem, Inc.
        8MYN82XMYQH89CTMTH67
        
        036752AC7
        
          
          
        
        200000.00000000
        PA
        USD
        201554.31000000
        0.416881957135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        
        64034YAB7
        
          
          
        
        135006.62000000
        PA
        USD
        128571.34000000
        0.265928681210
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp.
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCC7
        
          
          
        
        240000.00000000
        PA
        USD
        223801.30000000
        0.462896198813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC ULC
        N/A
        
        68245XAJ8
        
          
          
        
        35000.00000000
        PA
        USD
        33600.00000000
        0.069496076564
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clearway Energy Operating LLC
        549300Z3NFMM54NWBB87
        
        18539UAC9
        
          
          
        
        90000.00000000
        PA
        USD
        90389.70000000
        0.186956235472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio, Inc.
        WP5O65E6BMU84LNO4227
        
        82967NBJ6
        
          
          
        
        64000.00000000
        PA
        USD
        60800.00000000
        0.125754805212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WR Grace Holdings LLC
        N/A
        
        92943GAA9
        
          
          
        
        13000.00000000
        PA
        USD
        12156.30000000
        0.025143308200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3617W0B27
        
          
          
        
        211397.97000000
        PA
        USD
        204950.68000000
        0.423906790157
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vail Resorts, Inc.
        529900PSZHRNU9HKH870
        
        91879QAL3
        
          
          
        
        9000.00000000
        PA
        USD
        9295.92000000
        0.019227082382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        
        00287YBV0
        
          
          
        
        135000.00000000
        PA
        USD
        133731.10000000
        0.276600796568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        
        902613AH1
        
          
          
        
        200000.00000000
        PA
        USD
        181538.46000000
        0.375482461774
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Variable
          1.49400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Foods, Inc.
        5493000JOOFAOUY1JZ87
        
        90290MAC5
        
          
          
        
        13000.00000000
        PA
        USD
        13325.00000000
        0.027560572030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HB Fuller Co.
        JSMX3Z5FOYM8V0Q52357
        
        359694AB2
        
          
          
        
        13000.00000000
        PA
        USD
        12805.00000000
        0.026485037512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        
        87264ABZ7
        
          
          
        
        110000.00000000
        PA
        USD
        102599.05000000
        0.212209268877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association or Federal Home Loan Mortgage Corp.
        N/A
        
        01F030645
        
          
          
        
        -445000.00000000
        PA
        USD
        -435265.63000000
        -0.90027540323
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        
        55284JAA7
        
          
          
        
        100000.00000000
        PA
        USD
        99190.69000000
        0.205159636510
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-02-19
          Floating
          1.40000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1211 Avenue of the Americas Trust
        N/A
        
        90117PAC9
        
          
          
        
        300000.00000000
        PA
        USD
        301073.55000000
        0.622721145311
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-10
          Fixed
          3.90050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nokia OYJ
        549300A0JPRWG1KI7U06
        
        654902AE5
        
          
          
        
        8000.00000000
        PA
        USD
        8114.96000000
        0.016784460758
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2027-06-12
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Corp. (The)
        549300PD0C69OJ0NLB27
        
        428040DA4
        
          
          
        
        6000.00000000
        PA
        USD
        5602.95000000
        0.011588781017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1011.69000000
        -0.00209251445
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            81297.89000000
            EUR
            89178.84000000
            USD
            2022-06-15
            -1011.69000000
          
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        
        03027XBL3
        
          
          
        
        250000.00000000
        PA
        USD
        231711.05000000
        0.479256216420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -56.00000000
        NC
        USD
        176978.51000000
        0.366050954800
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury 5 Year Note
                
                  
                
              
            
            2022-06-30
            -6414625.00000000
            USD
            176978.51000000
          
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp.
        549300JE3W6CWY2NAN77
        
        14448CAN4
        
          
          
        
        36000.00000000
        PA
        USD
        35046.63000000
        0.072488192911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          2.24200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Professional Loan Program LLC
        N/A
        
        78471HAB4
        
          
          
        
        174401.61460000
        PA
        USD
        175098.63000000
        0.362162732050
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-06-15
          Fixed
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avantor Funding, Inc.
        5493003VM0XB4U8YD238
        
        05352TAA7
        
          
          
        
        20000.00000000
        PA
        USD
        19780.00000000
        0.040911678406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PayPal Holdings, Inc.
        5493005X2GO78EFZ3E94
        
        70450YAD5
        
          
          
        
        110000.00000000
        PA
        USD
        108238.29000000
        0.223873109794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        
        404280CW7
        
          
          
        
        200000.00000000
        PA
        USD
        193112.02000000
        0.399420468080
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-11-22
          Variable
          1.16200080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Scotsman International, Inc.
        549300V3TCHCBOBTGH07
        
        96950GAE2
        
          
          
        
        14000.00000000
        PA
        USD
        13650.00000000
        0.028232781104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uniti Group LP
        N/A
        
        91327BAB6
        
          
          
        
        20000.00000000
        PA
        USD
        18875.20000000
        0.039040248344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        
        816851BN8
        
          
          
        
        50000.00000000
        PA
        USD
        50079.18000000
        0.103580551416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAD Mortgage Trust
        N/A
        
        55282MAA2
        
          
          
        
        250000.00000000
        PA
        USD
        244635.75000000
        0.505988833705
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-15
          Variable
          2.97555840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3617WR5C3
        
          
          
        
        116785.80000000
        PA
        USD
        115605.66000000
        0.239111303532
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI Properties LP
        N/A
        
        92564RAA3
        
          
          
        
        53000.00000000
        PA
        USD
        52777.40000000
        0.109161375931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Syneos Health, Inc.
        549300F1ZGKDS8P6GU13
        
        87166BAA0
        
          
          
        
        12000.00000000
        PA
        USD
        11085.00000000
        0.022927500259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3617WR4R1
        
          
          
        
        348534.74000000
        PA
        USD
        345028.36000000
        0.713634444155
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Solutions Trust
        N/A
        
        382371AA0
        
          
          
        
        180078.39080000
        PA
        USD
        165907.09000000
        0.343151542538
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-05-20
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CDZ1
        
          
          
        
        480000.00000000
        PA
        USD
        466537.50000000
        0.964956125606
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage Trust
        N/A
        
        24381JAA5
        
          
          
        
        92821.55000000
        PA
        USD
        89008.01000000
        0.184098436840
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-25
          Variable
          1.93100040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lumen Technologies, Inc.
        8M3THTGWLTYZVE6BBY25
        
        156700BB1
        
          
          
        
        54000.00000000
        PA
        USD
        51435.00000000
        0.106384842205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV Holdings LLC
        N/A
        
        25461LAA0
        
          
          
        
        12000.00000000
        PA
        USD
        11805.00000000
        0.024416701900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        
        3140M37C8
        
          
          
        
        256578.38000000
        PA
        USD
        255544.02000000
        0.528550797012
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        
        95000JAV0
        
          
          
        
        50000.00000000
        PA
        USD
        50525.19000000
        0.104503049782
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-12-15
          Fixed
          3.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Flavors & Fragrances, Inc.
        BZLRL03D3GPGMOGFO832
        
        459506AN1
        
          
          
        
        345000.00000000
        PA
        USD
        319373.90000000
        0.660572410929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cornerstone Building Brands, Inc.
        549300IW41QEWQ6T0H29
        
        21925DAA7
        
          
          
        
        16000.00000000
        PA
        USD
        14848.80000000
        0.030712301836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines, Inc.
        N/A
        
        00253XAA9
        
          
          
        
        40000.00000000
        PA
        USD
        40300.00000000
        0.083353925165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV
        N/A
        
        62947QAZ1
        
          
          
        
        150000.00000000
        PA
        USD
        154176.00000000
        0.318887711323
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL Environmental, Inc.
        549300FYK4MBXWIVZU26
        
        36168QAL8
        
          
          
        
        7000.00000000
        PA
        USD
        6440.00000000
        0.013320081341
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedbank AB
        M312WZV08Y7LYUC71685
        
        87020PAP2
        
          
          
        
        200000.00000000
        PA
        USD
        185693.14000000
        0.384075734375
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2026-11-16
          Fixed
          1.53800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwest Fiber LLC
        N/A
        
        667449AD4
        
          
          
        
        32000.00000000
        PA
        USD
        30384.00000000
        0.062844309236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        
        65559CAE1
        
          
          
        
        200000.00000000
        PA
        USD
        183617.14000000
        0.379781869644
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2026-09-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAZ4
        
          
          
        
        200000.00000000
        PA
        USD
        184937.62000000
        0.382513065453
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2026-09-11
          Variable
          1.62100080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        
        02582JJR2
        
          
          
        
        200000.00000000
        PA
        USD
        190684.36000000
        0.394399252448
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS&C Technologies, Inc.
        549300KY09TR3J12JU49
        
        78466CAC0
        
          
          
        
        25000.00000000
        PA
        USD
        25187.88000000
        0.052096989196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veritas US, Inc.
        N/A
        
        92346LAE3
        
          
          
        
        19000.00000000
        PA
        USD
        18025.40000000
        0.037282576741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CDH1
        
          
          
        
        670000.00000000
        PA
        USD
        640399.61000000
        1.324561319305
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Herc Holdings, Inc.
        549300TP80QLITMSBP82
        
        42704LAA2
        
          
          
        
        12000.00000000
        PA
        USD
        12168.00000000
        0.025167507727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreLogic, Inc.
        54930086CD8K2UIL0516
        
        21871DAD5
        
          
          
        
        7000.00000000
        PA
        USD
        6599.60000000
        0.013650187705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwest Fiber LLC
        N/A
        
        667449AC6
        
          
          
        
        2000.00000000
        PA
        USD
        1755.60000000
        0.003631170000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        
        00287YDN6
        
          
          
        
        100000.00000000
        PA
        
        111697.62000000
        0.231028165227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        
        714264AH1
        
          
          
        
        150000.00000000
        PA
        USD
        151059.63000000
        0.312442012272
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp.
        5493004NW4M4P8TMMK63
        
        00914AAM4
        
          
          
        
        35000.00000000
        PA
        USD
        32242.36000000
        0.066688021404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booz Allen Hamilton, Inc.
        549300D7XCH2480XU542
        
        09951LAA1
        
          
          
        
        13000.00000000
        PA
        USD
        12548.77000000
        0.025955067878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRESTLES CLO V Ltd.
        N/A
        
        89532UAA1
        
          
          
        
        250000.00000000
        PA
        USD
        247000.00000000
        0.510878896176
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          1.32999840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46647PCM6
        
          
          
        
        200000.00000000
        PA
        USD
        189573.50000000
        0.392101621150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-09
          Variable
          0.76799880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthpeak Properties, Inc.
        PZ9HF5U52KPF0MH0QN75
        
        42250PAC7
        
          
          
        
        100000.00000000
        PA
        USD
        91775.22000000
        0.189821955829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        
        251526CG2
        
          
          
        
        150000.00000000
        PA
        USD
        143259.83000000
        0.296309408165
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-04-01
          Variable
          1.44699840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Flavors & Fragrances, Inc.
        BZLRL03D3GPGMOGFO832
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        110710.18000000
        0.228985807910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-25
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Landwirtschaftliche Rentenbank
        529900Z3J0N6S0F7CT25
        
        N/A
        
          
          
        
        200000.00000000
        PA
        
        211587.13000000
        0.437633196030
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2027-09-22
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wabash National Corp.
        5299004ZAWHQZI5XO485
        
        929566AL1
        
          
          
        
        10000.00000000
        PA
        USD
        9000.00000000
        0.018615020508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Truck Leasing Co. LP
        N/A
        
        709599BL7
        
          
          
        
        40000.00000000
        PA
        USD
        36712.41000000
        0.075933585007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        
        00287YAL3
        
          
          
        
        300000.00000000
        PA
        USD
        301930.36000000
        0.624493315946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-06
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        
        404121AJ4
        
          
          
        
        42000.00000000
        PA
        USD
        45412.50000000
        0.093928290982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -3.00000000
        NC
        USD
        13109.40000000
        0.027114638872
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury Long Bond
                
                  
                
              
            
            2022-06-21
            -450750.00000000
            USD
            13109.40000000
          
        
        
          N
          N
          N
        
      
      
        Centene Corp.
        549300Z7JJ4TQSQGT333
        
        15135BAY7
        
          
          
        
        84000.00000000
        PA
        USD
        76750.80000000
        0.158746412893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GKE8
        
          
          
        
        240000.00000000
        PA
        USD
        229511.73000000
        0.474707284542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-06
          Variable
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46647PBY1
        
          
          
        
        200000.00000000
        PA
        USD
        191135.87000000
        0.395333126661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-16
          Variable
          0.56300040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS Rialto Issuer LLC
        N/A
        
        30326MAA3
        
          
          
        
        100000.00000000
        PA
        USD
        100000.00000000
        0.206833561204
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2039-01-19
          Floating
          2.19999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shift4 Payments LLC
        N/A
        
        82453AAA5
        
          
          
        
        13000.00000000
        PA
        USD
        12642.50000000
        0.026148932975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        110188.92000000
        0.227907667289
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2025-03-14
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RHP Hotel Properties LP
        N/A
        
        749571AF2
        
          
          
        
        13000.00000000
        PA
        USD
        12509.77000000
        0.025874402789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CAR2
        
          
          
        
        7078100.00000000
        PA
        USD
        7034414.82000000
        14.54953068213
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-10-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global LP
        N/A
        
        69867DAA6
        
          
          
        
        65000.00000000
        PA
        USD
        66868.75000000
        0.138307016958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CaixaBank SA
        7CUNS533WID6K7DGFI87
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        105986.49000000
        0.219215631663
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-11-18
          Variable
          0.37500100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05583JAA0
        
          
          
        
        400000.00000000
        PA
        USD
        400781.23000000
        0.828950090650
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-05-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46647PBK1
        
          
          
        
        102000.00000000
        PA
        USD
        98430.57000000
        0.203587453245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-22
          Variable
          2.08299960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Black Knight InfoServ LLC
        549300H5PS5C68DAUX66
        
        092174AA9
        
          
          
        
        15000.00000000
        PA
        USD
        14215.50000000
        0.029402424893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        
        N/A
        
          
          
        
        200000.00000000
        PA
        
        217923.29000000
        0.450738501402
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-02-23
          Variable
          1.87500135
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp.
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XAP0
        
          
          
        
        147000.00000000
        PA
        USD
        147425.34000000
        0.304925080840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Steel Dynamics, Inc.
        549300HGGKEL4FYTTQ83
        
        858119BL3
        
          
          
        
        50000.00000000
        PA
        USD
        48333.52000000
        0.099969940671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Professional Loan Program Trust
        N/A
        
        83406TAB8
        
          
          
        
        86840.22000000
        PA
        USD
        85600.56000000
        0.177050686659
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        European Investment Bank
        5493006YXS1U5GIHE750
        
        N/A
        
          
          
        
        400000.00000000
        PA
        
        445276.25000000
        0.920980725074
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2023-11-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -142.73000000
        -0.00029521354
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            18519.77000000
            EUR
            20402.80000000
            USD
            2022-06-15
            -142.73000000
          
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        
        538034AX7
        
          
          
        
        21000.00000000
        PA
        USD
        19737.48000000
        0.040823732776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines, Inc.
        K1OQBWM7XEOO08LDNP29
        
        90932LAG2
        
          
          
        
        40000.00000000
        PA
        USD
        39347.00000000
        0.081382801327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GHW2
        
          
          
        
        200000.00000000
        PA
        USD
        196520.10000000
        0.406469521313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-22
          Variable
          2.45599920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Par Pharmaceutical, Inc.
        549300KK5WR4MGN4YT97
        
        69888XAA7
        
          
          
        
        13000.00000000
        PA
        USD
        12130.95000000
        0.025090875892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabre GLBL, Inc.
        F2TJC7HPPHLHU1AQMP98
        
        78573NAC6
        
          
          
        
        6000.00000000
        PA
        USD
        6651.81000000
        0.013758175507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avaya, Inc.
        J6LB5QIFSP2MFEFG4U76
        
        053499AL3
        
          
          
        
        20000.00000000
        PA
        USD
        19723.40000000
        0.040794610610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Security Services Borrower LLC
        N/A
        
        74166MAE6
        
          
          
        
        20000.00000000
        PA
        USD
        19571.90000000
        0.040481257765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Property Trust, Inc.
        BUGSFQZERKRBFWIG5267
        
        85571BAY1
        
          
          
        
        6000.00000000
        PA
        USD
        5820.00000000
        0.012037713262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P Global, Inc.
        Y6X4K52KMJMZE7I7MY94
        
        78409VBA1
        
          
          
        
        30000.00000000
        PA
        USD
        29188.85000000
        0.060372337929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rogers Communications, Inc.
        54930030NVF3Y2OL0A78
        
        775109CB5
        
          
          
        
        145000.00000000
        PA
        USD
        142725.09000000
        0.295203386379
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        
        53948PAA6
        
          
          
        
        153186.39750000
        PA
        USD
        139969.90000000
        0.289504728785
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2048-01-20
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Solutions Trust
        N/A
        
        38237HAA5
        
          
          
        
        90841.58000000
        PA
        USD
        83197.21000000
        0.172079752266
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-10-20
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Solutions Trust
        N/A
        
        38237JAA1
        
          
          
        
        48935.20000000
        PA
        USD
        45756.44000000
        0.094639674332
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-01-20
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        
        22822VAJ0
        
          
          
        
        350000.00000000
        PA
        USD
        352364.58000000
        0.728808209238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC
        N/A
        
        1248EPBT9
        
          
          
        
        15000.00000000
        PA
        USD
        15022.13000000
        0.031070806447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        
        44935FAD6
        
          
          
        
        80000.00000000
        PA
        USD
        76858.40000000
        0.158968965805
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61946GAC7
        
          
          
        
        37908.26360000
        PA
        USD
        37301.10000000
        0.077151193498
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-06-22
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hologic, Inc.
        549300DYP6F5ZJL0LB74
        
        436440AM3
        
          
          
        
        15000.00000000
        PA
        USD
        15187.50000000
        0.031412847108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        European Investment Bank
        5493006YXS1U5GIHE750
        
        N/A
        
          
          
        
        270000.00000000
        PA
        
        305833.90000000
        0.632567146742
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2026-11-13
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association or Federal Home Loan Mortgage Corp.
        N/A
        
        01F030645
        
          
          
        
        445000.00000000
        PA
        USD
        435265.63000000
        0.900275403230
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legends Hospitality Holding Co. LLC
        N/A
        
        52473NAA6
        
          
          
        
        6000.00000000
        PA
        USD
        5760.00000000
        0.011913613125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -9.00000000
        NC
        USD
        35513.50000000
        0.073453836758
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury 10 Year Ultra Note
                
                  
                
              
            
            2022-06-21
            -1219500.00000000
            USD
            35513.50000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        104334.20000000
        0.215798141414
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-10-14
          Variable
          0.37500100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank (The)
        PT3QB789TSUIDF371261
        
        89114TZK1
        
          
          
        
        150000.00000000
        PA
        USD
        144122.04000000
        0.298092747813
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-13
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings, Inc.
        5493005SMYID1D2OY946
        
        513272AC8
        
          
          
        
        37000.00000000
        PA
        USD
        37000.00000000
        0.076528417645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zayo Group Holdings, Inc.
        529900Z6OTS7RT0V0I47
        
        98919VAA3
        
          
          
        
        57000.00000000
        PA
        USD
        52453.11000000
        0.108490635375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviation Capital Group LLC
        549300ODEK8HY3445C77
        
        05369AAL5
        
          
          
        
        150000.00000000
        PA
        USD
        135672.99000000
        0.280617276810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-20
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        
        404119BQ1
        
          
          
        
        50000.00000000
        PA
        USD
        52640.57000000
        0.108878365569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos., Inc.
        WAFCR4OKGSC504WU3E95
        
        548661EG8
        
          
          
        
        60000.00000000
        PA
        USD
        60350.79000000
        0.124825688172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pattern Energy Operations LP
        N/A
        
        70339PAA7
        
          
          
        
        66000.00000000
        PA
        USD
        64931.46000000
        0.134300051060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
          
        
        -1.00000000
        NC
        
        8502.27000000
        0.017585547824
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                N/A
                EUR Currency
                
                  
                
              
            
            2022-06-08
            -158660.00000000
            EUR
            8502.27000000
          
        
        
          N
          N
          N
        
      
      
        BlackRock Liquidity Funds
        5493002L9DNZ83RX7V61
        
        09248U718
        
          
          
        
        529505.83000000
        NS
        USD
        529505.83000000
        1.095195764976
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS Health Corp.
        549300EJG376EN5NQE29
        
        126650CK4
        
          
          
        
        115000.00000000
        PA
        USD
        115300.98000000
        0.238481123038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance International NV
        0YQH6LCEF474UTUV4B96
        
        29278GAM0
        
          
          
        
        200000.00000000
        PA
        USD
        183579.02000000
        0.379703024691
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-12
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Specialty Building Products Holdings LLC
        N/A
        
        84749AAA5
        
          
          
        
        13000.00000000
        PA
        USD
        13218.40000000
        0.027340087454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CBD2
        
          
          
        
        400000.00000000
        PA
        USD
        396125.00000000
        0.819319444323
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-12-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CDB4
        
          
          
        
        2100000.00000000
        PA
        USD
        2004597.65000000
        4.146180707326
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967ND9
        
          
          
        
        35000.00000000
        PA
        USD
        33306.28000000
        0.068888565028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-03
          Variable
          1.28099880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate LLC
        N/A
        
        01883LAB9
        
          
          
        
        79000.00000000
        PA
        USD
        75987.73000000
        0.157168128037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Communications Holdings LLC
        N/A
        
        35906ABE7
        
          
          
        
        27000.00000000
        PA
        USD
        26819.10000000
        0.055470899613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Life Global Funding I
        635400MMSOCXNNNZDZ82
        
        59217GEW5
        
          
          
        
        170000.00000000
        PA
        USD
        168680.67000000
        0.348888236825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-21
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Realogy Group LLC
        N/A
        
        75606DAL5
        
          
          
        
        11000.00000000
        PA
        USD
        10367.50000000
        0.021443469457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co.
        R4PP93JZOLY261QX3811
        
        025816BR9
        
          
          
        
        120000.00000000
        PA
        USD
        120459.87000000
        0.249151438943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines, Inc.
        IWUQB36BXD6OWD6X4T14
        
        023771S58
        
          
          
        
        13000.00000000
        PA
        USD
        15177.37000000
        0.031391894868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          11.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enact Holdings, Inc.
        N/A
        
        37255LAA5
        
          
          
        
        13000.00000000
        PA
        USD
        13411.45000000
        0.027739379644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61747YEG6
        
          
          
        
        275000.00000000
        PA
        USD
        261233.23000000
        0.540317992659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Variable
          1.16399880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Americas LLC
        N/A
        
        22819KAB6
        
          
          
        
        30000.00000000
        PA
        USD
        30075.00000000
        0.062205193532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied Universal Holdco LLC
        N/A
        
        019576AA5
        
          
          
        
        21000.00000000
        PA
        USD
        21248.43000000
        0.043948884469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03464PAA5
        
          
          
        
        49642.49000000
        PA
        USD
        49467.89000000
        0.102316198539
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          3.35300040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        
        87165BAG8
        
          
          
        
        75000.00000000
        PA
        USD
        76504.38000000
        0.158236733631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Issuance Trust
        N/A
        
        68377WAA9
        
          
          
        
        100000.00000000
        PA
        USD
        94168.57000000
        0.194772206866
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-08
          Fixed
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Six Flags Theme Parks, Inc.
        5493003MX0ZXTM8EVY68
        
        83001WAC8
        
          
          
        
        15000.00000000
        PA
        USD
        15656.25000000
        0.032382379426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison IAQ LLC
        549300IXDNBXNHUPBU73
        
        55760LAA5
        
          
          
        
        13000.00000000
        PA
        USD
        11981.32000000
        0.024781390835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAT Holdings I LLC
        N/A
        
        418751AE3
        
          
          
        
        13000.00000000
        PA
        USD
        12350.00000000
        0.025543944808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware, Inc.
        549300BUDHS3LRWBE814
        
        928563AJ4
        
          
          
        
        155000.00000000
        PA
        USD
        142297.88000000
        0.294319772723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Private Education Refi Loan Trust
        N/A
        
        63942MAA8
        
          
          
        
        150000.00000000
        PA
        USD
        144994.82000000
        0.299897949768
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2070-07-15
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Private Credit Fund
        549300ORP3TTCNXSYO43
        
        09261HAQ0
        
          
          
        
        40000.00000000
        PA
        USD
        37032.69000000
        0.076596031536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        
        00206RHG0
        
          
          
        
        100000.00000000
        PA
        
        113216.28000000
        0.234169263787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-05
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        
        17291DAD5
        
          
          
        
        150000.00000000
        PA
        USD
        156503.36000000
        0.323701472893
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-10
          Variable
          4.22799840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        
        22822VAS0
        
          
          
        
        70000.00000000
        PA
        USD
        65258.79000000
        0.134977079356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967NL1
        
          
          
        
        150000.00000000
        PA
        USD
        149493.87000000
        0.309203495104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-17
          Variable
          3.29000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd.
        N/A
        
        07335YAA4
        
          
          
        
        80000.00000000
        PA
        USD
        79601.97000000
        0.164643589340
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-12-16
          Floating
          1.81757160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings, Inc.
        UMI46YPGBLUE4VGNNT48
        
        65339KBY5
        
          
          
        
        180000.00000000
        PA
        USD
        168810.17000000
        0.349156086287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        
        404280CE7
        
          
          
        
        200000.00000000
        PA
        USD
        195080.05000000
        0.403491014615
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-11-07
          Variable
          2.63300040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nielsen Finance LLC
        N/A
        
        65409QBD3
        
          
          
        
        20000.00000000
        PA
        USD
        20144.00000000
        0.041664552569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunnova Helios VIII Issuer LLC
        N/A
        
        86745AAA4
        
          
          
        
        99274.05000000
        PA
        USD
        94884.92000000
        0.196253859082
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-02-22
          Fixed
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asian Development Bank
        549300X0MVH42CY8Q105
        
        N/A
        
          
          
        
        400000.00000000
        PA
        
        436773.17000000
        0.903393501898
        Long
        DBT
        NUSS
        PH
        
        N
        
        2
        
          2025-07-16
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        6174468Q5
        
          
          
        
        350000.00000000
        PA
        USD
        338088.96000000
        0.699281436008
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-28
          Variable
          2.18800080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        109616.10000000
        0.226722883284
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2026-10-13
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        105.00000000
        NC
        USD
        -286753.10000000
        -0.59310164859
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                U.S. Treasury 2 Year Note
                
                  
                
              
            
            2022-06-30
            22237031.25000000
            USD
            -286753.10000000
          
        
        
          N
          N
          N
        
      
      
        SRS Distribution, Inc.
        549300ZQ3XP75BCYM468
        
        78471RAB2
        
          
          
        
        42000.00000000
        PA
        USD
        40118.82000000
        0.082979184119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -672.61000000
        -0.00139118321
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            87000.00000000
            EUR
            95843.75000000
            USD
            2022-06-15
            -672.61000000
          
        
        
          N
          N
          N
        
      
      
        Cushman & Wakefield US Borrower LLC
        N/A
        
        23166MAA1
        
          
          
        
        16000.00000000
        PA
        USD
        16720.00000000
        0.034582571433
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gartner, Inc.
        PP55B5R38BFB8O8HH686
        
        366651AC1
        
          
          
        
        26000.00000000
        PA
        USD
        25902.37000000
        0.053574794307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -2.00000000
        NC
        USD
        14107.45000000
        0.029178941230
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury Ultra Bond
                
                  
                
              
            
            2022-06-21
            -354562.50000000
            USD
            14107.45000000
          
        
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        
        92343VGH1
        
          
          
        
        195000.00000000
        PA
        USD
        181754.38000000
        0.375929056800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp.
        549300ZTTY7CXOLJ6539
        
        85207UAK1
        
          
          
        
        41000.00000000
        PA
        USD
        46281.21000000
        0.095725074811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Private Education Refi Loan Trust
        N/A
        
        63942JAA5
        
          
          
        
        150644.36940000
        PA
        USD
        143224.85000000
        0.296237057785
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-10-15
          Fixed
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Group 1 Automotive, Inc.
        549300US8QAZJLWYAF63
        
        398905AN9
        
          
          
        
        6000.00000000
        PA
        USD
        5587.50000000
        0.011556825232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDP - Energias de Portugal SA
        529900CLC3WDMGI9VH80
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        111335.66000000
        0.230279510469
        Long
        DBT
        CORP
        PT
        N
        
        2
        
          2027-04-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JELD-WEN, Inc.
        549300XWE6NM0N1HFW16
        
        475795AD2
        
          
          
        
        14000.00000000
        PA
        USD
        13405.00000000
        0.027726038879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans LLC
        N/A
        
        19424WAA5
        
          
          
        
        96452.65000000
        PA
        USD
        95690.73000000
        0.197920544602
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-07-26
          Floating
          1.35657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        
        893647BK2
        
          
          
        
        9000.00000000
        PA
        USD
        9412.02000000
        0.019467216147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loan Trust
        N/A
        
        61947DAA7
        
          
          
        
        113144.48940000
        PA
        USD
        103668.66000000
        0.214421581331
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-12-20
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        109881.60000000
        0.227272026389
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-01-28
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catalent Pharma Solutions, Inc.
        549300HALRZ339MSTH85
        
        14879EAE8
        
          
          
        
        33000.00000000
        PA
        USD
        33384.78000000
        0.069050929374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        
        437076CN0
        
          
          
        
        55000.00000000
        PA
        USD
        54793.35000000
        0.113331037108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DR Horton, Inc.
        529900ZIUEYVSB8QDD25
        
        23331ABQ1
        
          
          
        
        75000.00000000
        PA
        USD
        68155.83000000
        0.140969130357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Commercial Mortgage Securities Trust
        N/A
        
        46655AAA6
        
          
          
        
        100000.00000000
        PA
        USD
        96430.93000000
        0.199451526622
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-01-05
          Fixed
          3.02420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chobani LLC
        N/A
        
        17027NAB8
        
          
          
        
        14000.00000000
        PA
        USD
        12915.00000000
        0.026712554429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        912828ZD5
        
          
          
        
        2275800.00000000
        PA
        USD
        2250908.44000000
        4.655634085915
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH Acquisition Holdings LLC
        5493002WXOPRPTXWTU06
        
        553283AD4
        
          
          
        
        14000.00000000
        PA
        USD
        13420.61000000
        0.027758325598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -244.08000000
        -0.00050483935
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            14000.00000000
            EUR
            15287.29000000
            USD
            2022-06-15
            -244.08000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        214.57000000
        0.000443802772
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            171000.00000000
            EUR
            189919.13000000
            USD
            2022-06-15
            214.57000000
          
        
        
          N
          N
          N
        
      
      
        SoFi Professional Loan Program Trust
        N/A
        
        83405NAA4
        
          
          
        
        139915.39000000
        PA
        USD
        130185.04000000
        0.269266354388
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-02-15
          Fixed
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMN Healthcare, Inc.
        549300H27NUKBFFQEE84
        
        00175PAB9
        
          
          
        
        11000.00000000
        PA
        USD
        10695.41000000
        0.022121697388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGL Core CLO 4 Ltd.
        549300HS2AZ4GZPCZ864
        
        001199AG3
        
          
          
        
        250000.00000000
        PA
        USD
        247412.68000000
        0.511732456916
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-20
          Floating
          1.32400080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        European Bank for Reconstruction & Development
        549300HTGDOVDU6OGK19
        
        N/A
        
          
          
        
        500000.00000000
        PA
        
        549489.86000000
        1.136529445898
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2024-01-10
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Mortgage Loan Trust
        N/A
        
        12659YAA2
        
          
          
        
        100000.00000000
        PA
        USD
        99822.33000000
        0.206466080016
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-02-25
          Variable
          3.90099960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV
        N/A
        
        62954HAA6
        
          
          
        
        70000.00000000
        PA
        USD
        70231.88000000
        0.145263098505
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-18
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        
        46645LAY3
        
          
          
        
        191000.00000000
        PA
        USD
        192439.93000000
        0.398030360399
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-17
          Fixed
          3.57610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twitter, Inc.
        549300I8RX485XMK6836
        
        90184LAG7
        
          
          
        
        15000.00000000
        PA
        USD
        14568.75000000
        0.030133064448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -8.00000000
        NC
        USD
        32386.37000000
        0.066985882416
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            2022-06-21
            -982125.00000000
            USD
            32386.37000000
          
        
        
          N
          N
          N
        
      
      
        WESCO Distribution, Inc.
        549300I2CEZJG9N4AH67
        
        95081QAP9
        
          
          
        
        24000.00000000
        PA
        USD
        25491.24000000
        0.052724439487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        
        92343VFS8
        
          
          
        
        200000.00000000
        PA
        USD
        185035.30000000
        0.382715100476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-20
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ready Capital Mortgage Financing LLC
        N/A
        
        75574PAA0
        
          
          
        
        60000.00000000
        PA
        USD
        59873.07000000
        0.123837602883
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          1.75633920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Corp.
        N/A
        
        78442PGE0
        
          
          
        
        7000.00000000
        PA
        USD
        6492.50000000
        0.013428668961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-02
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        
        38141GZP2
        
          
          
        
        415000.00000000
        PA
        USD
        414474.15000000
        0.857271644719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46647PAU0
        
          
          
        
        49000.00000000
        PA
        USD
        49557.64000000
        0.102501831661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Variable
          3.79699920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halliburton Co.
        ENYF8GB5SMQZ25S06U51
        
        406216BG5
        
          
          
        
        20000.00000000
        PA
        USD
        20424.48000000
        0.042244679341
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Fair LP
        N/A
        
        150190AF3
        
          
          
        
        13000.00000000
        PA
        USD
        13349.90000000
        0.027612073587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global LP
        N/A
        
        69867DAC2
        
          
          
        
        2000.00000000
        PA
        USD
        2075.00000000
        0.004291796395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Workday, Inc.
        549300J0DYC0N31V7G13
        
        98138HAG6
        
          
          
        
        25000.00000000
        PA
        USD
        24993.50000000
        0.051694946119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group plc
        549300PPXHEU2JF0AM85
        
        N/A
        
          
          
        
        100000.00000000
        PA
        
        108495.47000000
        0.224405044347
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-11-12
          Variable
          0.49999890
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grace Trust
        N/A
        
        38406JAA6
        
          
          
        
        150000.00000000
        PA
        USD
        135211.98000000
        0.279663753409
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-12-10
          Fixed
          2.34700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        150000.00000000
        PA
        USD
        354.97000000
        0.000734197092
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                Markit CDX North American High Yield Index Series 38-V1
                Markit CDX North American High Yield Index Series 38-V1
              
            
            Y
            Receipt of notional amount upon default event with regard to the reference instrument
            
            2027-06-20
            0.00000000
            USD
            8854.21000000
            USD
            150000.00000000
            USD
            354.97000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        
        38141GZK3
        
          
          
        
        95000.00000000
        PA
        USD
        90832.05000000
        0.187871163730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Variable
          2.63999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Industries, Inc.
        54930064UHXCIUWVI755
        
        853496AD9
        
          
          
        
        20000.00000000
        PA
        USD
        19125.00000000
        0.039556918580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fair Isaac Corp.
        RI6HET5SJUEY30V1PS26
        
        303250AF1
        
          
          
        
        12000.00000000
        PA
        USD
        11617.44000000
        0.024028764872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radiate Holdco LLC
        N/A
        
        75026JAC4
        
          
          
        
        24000.00000000
        PA
        USD
        23160.00000000
        0.047902652775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Commercial Mortgage Securities Corp.
        N/A
        
        46654EAA9
        
          
          
        
        200000.00000000
        PA
        USD
        195477.06000000
        0.404312164536
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          1.15656840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eBay, Inc.
        OML71K8X303XQONU6T67
        
        278642AS2
        
          
          
        
        225000.00000000
        PA
        USD
        226419.45000000
        0.468311411695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        
        22822VAV3
        
          
          
        
        50000.00000000
        PA
        USD
        45171.92000000
        0.093430690800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Finance Corp.
        5493008I795YYBFWFU90
        
        85172FAN9
        
          
          
        
        12000.00000000
        PA
        USD
        12826.68000000
        0.026529879028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block, Inc.
        549300OHIIUWSTIZME52
        
        852234AL7
        
          
          
        
        21000.00000000
        PA
        USD
        19849.62000000
        0.041055675931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        912810TA6
        
          
          
        
        610000.00000000
        PA
        USD
        528698.44000000
        1.093525811487
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prodigy Finance DAC
        635400HTAZNW3LYYMQ40
        
        742855AA7
        
          
          
        
        173501.81960000
        PA
        USD
        173139.91000000
        0.358111441720
        Long
        ABS-O
        CORP
        IE
        N
        
        2
        
          2051-07-25
          Floating
          1.70656920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC Trust
        N/A
        
        12659FAA3
        
          
          
        
        93784.14000000
        PA
        USD
        89524.94000000
        0.185167621568
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.84100040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLG Office Trust
        N/A
        
        78449RAA3
        
          
          
        
        100000.00000000
        PA
        USD
        92973.53000000
        0.192300463076
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          2.58540000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge, Inc.
        98TPTUM4IVMFCZBCUR27
        
        29250NAY1
        
          
          
        
        25000.00000000
        PA
        USD
        24563.22000000
        0.050804982672
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        245 Park Avenue Trust
        N/A
        
        90187LAA7
        
          
          
        
        140000.00000000
        PA
        USD
        135648.02000000
        0.280565630470
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-05
          Fixed
          3.50800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwick Park CLO LLC
        N/A
        
        846031AN2
        
          
          
        
        250000.00000000
        PA
        USD
        247247.33000000
        0.511390457623
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Floating
          1.31400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barings CLO Ltd.
        549300T40QLO0VJIOB35
        
        06761KAL5
        
          
          
        
        250000.00000000
        PA
        USD
        247663.13000000
        0.512250471570
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.32400080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        William Carter Co. (The)
        TGI2A0HXEYNQPU7TYV27
        
        96926JAC1
        
          
          
        
        14000.00000000
        PA
        USD
        14206.64000000
        0.029384099439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association or Federal Home Loan Mortgage Corp.
        N/A
        
        01F030652
        
          
          
        
        445000.00000000
        PA
        USD
        434247.61000000
        0.898169796210
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing, Inc.
        254900AE5FEFIJOXWL19
        
        527298BR3
        
          
          
        
        20000.00000000
        PA
        USD
        18360.15000000
        0.037974952087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC ULC
        N/A
        
        68245XAH2
        
          
          
        
        8000.00000000
        PA
        USD
        7580.28000000
        0.015678563073
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Open Text Corp.
        549300HP7ONDQODZJV16
        
        683715AC0
        
          
          
        
        24000.00000000
        PA
        USD
        23010.48000000
        0.047593395234
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Molina Healthcare, Inc.
        549300NQQCEQ46YHZ591
        
        60855RAJ9
        
          
          
        
        22000.00000000
        PA
        USD
        21771.64000000
        0.045031058344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
          
        
        -12.00000000
        NC
        
        7667.46000000
        0.015858880571
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                N/A
                EUR Currency
                
                  
                
              
            
            2022-06-08
            -1328820.00000000
            EUR
            7667.46000000
          
        
        
          N
          N
          N
        
      
      
        United Natural Foods, Inc.
        549300GKGW6WPZ282D40
        
        911163AA1
        
          
          
        
        11000.00000000
        PA
        USD
        11275.00000000
        0.023320484025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        
        3140M37B0
        
          
          
        
        188856.53000000
        PA
        USD
        182237.64000000
        0.376928600667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM Trust
        N/A
        
        69361JAA4
        
          
          
        
        111209.55000000
        PA
        USD
        105049.74000000
        0.217278118278
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          2.07100080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFA Trust
        N/A
        
        552732AA7
        
          
          
        
        194527.57000000
        PA
        USD
        183367.58000000
        0.379265695809
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          1.90599840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1253.67000000
        -0.00259301030
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            890000.00000000
            EUR
            986097.57000000
            USD
            2022-06-15
            -1253.67000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3617WR4P5
        
          
          
        
        185363.56000000
        PA
        USD
        183489.39000000
        0.379517639770
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967MR9
        
          
          
        
        50000.00000000
        PA
        USD
        49589.65000000
        0.102568039084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Variable
          1.67799960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967MQ1
        
          
          
        
        85000.00000000
        PA
        USD
        84277.54000000
        0.174314237277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Variable
          3.10600080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co.
        R4PP93JZOLY261QX3811
        
        025816CS6
        
          
          
        
        190000.00000000
        PA
        USD
        184741.53000000
        0.382107485523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-04
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos., Inc.
        N/A
        
        013092AB7
        
          
          
        
        34000.00000000
        PA
        USD
        33884.91000000
        0.070085366064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3617W0B43
        
          
          
        
        245842.53000000
        PA
        USD
        243346.97000000
        0.503323204135
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Markets plc
        RR3QWICWWIPCS8A4S074
        
        63906AAA8
        
          
          
        
        250000.00000000
        PA
        USD
        252000.70000000
        0.521222022071
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-09-29
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CED9
        
          
          
        
        200000.00000000
        PA
        USD
        195765.62000000
        0.404909003460
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
    
    
      2022-03-31
      BlackRock Funds V
      Ann Frechette
      Ann Frechette
      Assistant Treasurer