NPORT-P false 0000790166 XXXXXXXX S000001432 C000003839 Thrivent Series Funds, Inc. 811-04603 0000790166 549300VNHRP1O3O9AF57 901 Marquette Avenue Suite 2500 Minneapolis 55402-3211 612-844-5168 THRIVENT BALANCED INCOME PLUS PORTFOLIO S000001432 G6AL26GWOV90D51UXG57 2020-12-31 2020-09-30 N 452724875.68 29743205.31 422981670.37 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 27166637.99000000 0.00000000 0.00000000 0.00 USD N Otis Worldwide Corporation 549300ZLBKR8VSU25153 68902V107 3477.00000000 NS USD 217034.34000000 0.051310578023 Long EC CORP US N 1 N N N British American Tobacco p.l.c. 2138005GYEXN7XRHFA84 05526DAV7 44000.00000000 PA USD 45596.88000000 0.010779871373 Long DBT CORP US N 2 2022-08-15 Fixed 0.02764000 N N N N N N Kyoei Steel Ltd. N/A N/A 7500.00000000 NS 96402.09000000 0.022791079792 Long EC CORP JP N 2 N N N Federal National Mortgage Association N/A 3136A65L4 901360.00800000 PA USD 50338.88000000 0.011900960142 Long ABS-CBDO USGSE US N 2 2027-07-25 Fixed 0.03000000 N N N N N N Cooperatie FromFarmers U.A. 724500YEIHQKMHTXW058 N/A 3555.00000000 NS 21757.40000000 0.005143816274 Long EC CORP NL N 2 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 N/A 100320.00000000 PA USD 98564.40000000 0.023302286341 Long DBT CORP US N 2 2025-12-17 Floating 0.02437500 N N N N N N Symrise AG 529900D82I6R9601CF26 000SYM999 2478.00000000 NS 342269.59000000 0.080918303079 Long EC CORP DE N 2 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CC3 60000.00000000 PA USD 62244.30000000 0.014715602202 Long DBT CORP US N 2 2023-03-15 Fixed 0.06000000 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 37045XDB9 84000.00000000 PA USD 84315.00000000 0.019933487880 Long DBT CORP US N 2 2030-09-30 Variable 0.05700000 N N N N N N PDC Energy, Inc. 5493008W8H2T511J5Y59 69327R101 1651.00000000 NS USD 20464.15000000 0.004838070165 Long EC CORP US N 1 N N N Moneysupermarket.com Group PLC 54930016B7VO33FBE722 N/A 28149.00000000 NS 97030.58000000 0.022939665426 Long EC CORP GB N 2 N N N Heartland Financial USA, Inc. 549300QF7B0DFZT32C73 42234Q102 10093.00000000 NS USD 302739.54000000 0.071572732628 Long EC CORP US N 1 N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 075887109 1526.00000000 NS USD 355069.68000000 0.083944460214 Long EC CORP US N 1 N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AN2 130000.00000000 PA USD 119789.80000000 0.028320328844 Long DBT CORP US N 2 2026-04-15 Fixed 0.07500000 N N N N N N Community Healthcare Trust Incorporated 549300FATSRCMKOV9536 20369C106 418.00000000 NS USD 19545.68000000 0.004620928368 Long EC CORP US N 1 N N N Ministry of Finance Japan 5493006JVO6N2HC2XZ76 N/A 7900.00000000 NS 61618.51000000 0.014567654892 Long EC NUSS JP N 2 N N N Bunge Limited 5493007M0RIN8HY3MM77 G16962105 4843.00000000 NS USD 221325.10000000 0.052324986046 Long EC CORP BM N 1 N N N DOUTOR NICHIRES Holdings Co., Ltd. N/A N/A 100.00000000 NS 1519.40000000 0.000359211783 Long EC CORP JP N 2 N N N carsales.com Ltd 5299009TFWZGH2AN7D11 N/A 12774.00000000 NS 191361.12000000 0.045240995864 Long EC CORP AU N 2 N N N Oracle Corporation 529900MIMKY9RU60Z323 N/A 600.00000000 NS 64786.11000000 0.015316528951 Long EC CORP JP N 2 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780087953 7287.00000000 NS 511630.53000000 0.120958085382 Long EC CORP CA N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0204B2 2060000.00000000 PA USD 2139652.78000000 0.505850000102 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.02000000 N N N N N N XPLORNET COMMUNICATIONS 254900V3NB5MGOZS4O08 N/A 204487.50000000 PA USD 200270.97000000 0.047347434659 Long DBT CORP US N 2 2027-06-11 Floating 0.04896600 N N N N N N Lumen Technologies, Inc. N/A 29078EAA3 110000.00000000 PA USD 130246.60000000 0.030792492706 Long DBT CORP US N 2 2036-06-01 Fixed 0.07995000 N N N N N N Wing Tai Holdings Limited N/A N/A 41100.00000000 NS 52527.13000000 0.012418299344 Long EC CORP SG N 2 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 30491.00000000 NS USD 363757.63000000 0.085998438107 Long EC CORP US N 1 N N N Peabody Energy Corporation EJCO258LNNVSKAR2JX59 70457LAB0 110000.00000000 PA USD 44000.00000000 0.010402342012 Long DBT CORP US N 2 2025-03-31 Fixed 0.06375000 N N N N N N Marvell Technology Group Ltd. 8DF36O58U3QIHUCGZB18 57385LAA6 41000.00000000 PA USD 44262.72000000 0.010464453450 Long DBT CORP BM N 2 2023-06-22 Fixed 0.04200000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PCN0 65000.00000000 PA USD 68489.99000000 0.016192188644 Long DBT CORP US N 2 2022-07-15 Fixed 0.03350000 N N N N N N Restaurant Brands International Inc. 5299009RXTX9DN9AKJ98 76131D103 1899.00000000 NS USD 109211.49000000 0.025819437968 Long EC CORP CA N 1 N N N Spectrum Brands Holdings, Inc. 549300VU3EH2E73C1Q04 84762LAU9 70000.00000000 PA USD 72170.00000000 0.017062205068 Long DBT CORP US N 2 2025-07-15 Fixed 0.05750000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460W628 511.00000000 NS USD 13817.44000000 0.003266675832 Long EP CORP US N 1 N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408GZ0 35000.00000000 PA USD 37976.15000000 0.008978202286 Long DBT CORP US N 2 2023-11-01 Fixed 0.03700000 N N N N N N The Hartford Financial Services Group, Inc. IU7C3FTM7Y3BQM112U94 416515104 8014.00000000 NS USD 295396.04000000 0.069836605388 Long EC CORP US N 1 N N N Ramelius Resources Limited 254900E44AIGW7KKNR98 N/A 5081.00000000 NS 7673.95000000 0.001814251192 Long EC CORP AU N 2 N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAB9 34000.00000000 PA USD 33892.40000000 0.008012734918 Long DBT CORP GB N 2 2025-09-02 Fixed 0.01200000 N N N N N N BlackRock, Inc. WU48CSUCFTU86AQUYZ93 092508100 3333.00000000 NS USD 47395.26000000 0.011205038733 Long RF US N 1 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFH7 70000.00000000 PA USD 77941.88000000 0.018426774836 Long DBT CORP US N 2 2024-08-26 Fixed 0.04200000 N N N N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 46124HAB2 35000.00000000 PA USD 35327.38000000 0.008351988389 Long DBT CORP US N 2 2025-07-15 Fixed 0.00950000 N N N N N N United Airlines Pass Through Trust Series 2015-1 -A N/A 90932LAB3 65000.00000000 PA USD 60882.65000000 0.014393685179 Long DBT CORP US N 2 2022-12-01 Fixed 0.03700000 N N N N N N Air Lease Corporation 5493004NW4M4P8TMMK63 00914AAF9 32000.00000000 PA USD 31421.17000000 0.007428494471 Long DBT CORP US N 2 2025-02-01 Fixed 0.02300000 N N N N N N Burlington Stores, Inc. 5299003Z37DVGKKC1W09 122017AA4 289000.00000000 PA USD 344350.51000000 0.081410267659 Long DBT CORP US N 2 2025-04-15 Fixed 0.02250000 N N N N Y Burlington Stores Inc USD XXXX N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174824M3 10000.00000000 PA USD 10810.79000000 0.002555853068 Long DBT CORP US N 2 2022-11-01 Fixed 0.04875000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077M108 9025.00000000 NS USD 354050.75000000 0.083703567979 Long EC CORP CA N 1 N N N Littelfuse, Inc. 549300MY7HLQFYTPCX75 537008104 1084.00000000 NS USD 192236.56000000 0.045447964643 Long EC CORP US N 1 N N N Desmarais Family Residuary Trust 50670041A514US1R5558 002178339 1803.00000000 NS 149054.97000000 0.035239108557 Long EC CORP CH N 2 N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABN8 16000.00000000 PA USD 17155.02000000 0.004055736028 Long DBT CORP US N 2 2025-10-15 Fixed 0.02600000 N N N N N N Royal Dutch Shell plc 213800ITMMKU4Z7I4F78 822582CF7 31000.00000000 PA USD 33061.66000000 0.007816333972 Long DBT CORP NL N 2 2025-04-06 Fixed 0.02375000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 439.00000000 NS USD 51248.86000000 0.012116094760 Long EC CORP US N 1 N N N Texas Roadhouse, Inc. 5299002Y1CNRPDGXTQ75 882681109 5686.00000000 NS USD 345651.94000000 0.081717947658 Long EC CORP US N 1 N N N Takara Standard Co.,Ltd. N/A N/A 600.00000000 NS 8076.12000000 0.001909330962 Long EC CORP JP N 2 N N N PSP Swiss Property AG 50670042Y437P8X44F56 N/A 4125.00000000 NS 498303.20000000 0.117807279819 Long EC CORP CH N 2 N N N CIT Group Inc. N/A 45660NYL3 162685.41000000 PA USD 161401.24000000 0.038157974991 Long ABS-CBDO CORP US N 2 2034-01-25 Variable 0.02755700 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHC6 55000.00000000 PA USD 57745.91000000 0.013652106945 Long DBT CORP US N 2 2023-12-20 Variable 0.03004000 N N N N N N Holmen Aktiebolag (publ.) 52990080SH3454F0QE68 N/A 1308.00000000 NS 48533.30000000 0.011474090581 Long EC CORP SE N 2 N N N Volt LXXXIX LLC N/A 92870NAB9 250000.00000000 PA USD 243365.25000000 0.057535649189 Long ABS-CBDO CORP US N 2 2050-03-25 Variable 0.03474800 N N N N N N Energy Transfer LP 5493006LL0CKP8WQW329 86765BAR0 65000.00000000 PA USD 65953.42000000 0.015592500720 Long DBT CORP US N 2 2021-04-01 Fixed 0.04400000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 N/A 1614.00000000 NS 74270.33000000 0.017558758500 Long EC CORP AU N 2 N N N Taisei Corporation 529900TF7XJKIOWMLQ79 N/A 300.00000000 NS 10154.13000000 0.002400607570 Long EC CORP JP N 2 N N N ORIX Corporation 35380016EMHNBOVYE123 320045000 10000.00000000 NS 124902.71000000 0.029529106991 Long EC CORP JP N 2 N N N Independent Bank Corporation N/A 453838609 433.00000000 NS USD 5442.81000000 0.001286772071 Long EC CORP US N 1 N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCS8 39000.00000000 PA USD 44723.99000000 0.010573505457 Long DBT CORP US N 2 2025-10-15 Fixed 0.03950000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371FPW6 290.86400000 PA USD 322.01000000 0.000076128594 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 0.08000000 N N N N N N Bohai Leasing Co., Ltd. 635400CPI3EOIFF6OC33 70014LAC4 17000.00000000 PA USD 16864.63000000 0.003987082935 Long DBT CORP KY N 2 2023-03-15 Fixed 0.04500000 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 N/A 139283.88000000 PA USD 135066.36000000 0.031931965250 Long DBT CORP US N 2 2024-03-31 Floating 0.02146600 N N N N N N Cisco Systems, Inc. 8E6NF1YAL0WT6CWXXV93 17275R102 33763.00000000 NS USD 1329924.57000000 0.314416596075 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0206B0 1200000.00000000 PA USD 1237534.91000000 0.292574122400 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N Lennar Corporation 529900G61XVRLX5TJX09 526057BY9 20000.00000000 PA USD 20450.00000000 0.004834724866 Long DBT CORP US N 2 2022-01-15 Fixed 0.04125000 N N N N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 880770AG7 63000.00000000 PA USD 160747.38000000 0.038003391461 Long DBT CORP US N 2 2023-12-15 Fixed 0.01250000 N N N N Y Teradyne Inc USD XXXX N N N Dropbox, Inc. 549300JCDF7UAR6TJR51 26210C104 15451.00000000 NS USD 297586.26000000 0.070354410331 Long EC CORP US N 1 N N N Next Alt S.a.r.l. 5493001ZMCICV4N02J21 67054KAA7 150000.00000000 PA USD 157185.00000000 0.037161184753 Long DBT CORP FR N 2 2026-05-01 Fixed 0.07375000 N N N N N N Roche Holding AG 529900T9LAII161DCN95 351940000 5000.00000000 NS 224377.42000000 0.053046605968 Long EC CORP JP N 2 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 4008.00000000 NS USD 356631.84000000 0.084313781183 Long EC CORP US N 1 N N N BE Semiconductor Industries N.V. 7245007A1YFLI2GNYX06 N/A 1556.00000000 NS 66708.97000000 0.015771125482 Long EC CORP NL N 2 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBC6 35000.00000000 PA USD 40295.26000000 0.009526478999 Long DBT CORP US N 2 2026-02-14 Fixed 0.04400000 N N N N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327109 76.00000000 NS USD 23490.08000000 0.005553451046 Long EC CORP US N 1 N N N Sinclair Broadcast Group, Inc. N/A 25277LAC0 130000.00000000 PA USD 67600.00000000 0.015981780000 Long DBT CORP US N 2 2027-08-15 Fixed 0.06625000 N N N N N N Zumiez Inc. 549300J0PDF58P6HZD25 989817101 6443.00000000 NS USD 179244.26000000 0.042376365822 Long EC CORP US N 1 N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AL9 110000.00000000 PA USD 108802.10000000 0.025722651268 Long DBT CORP CA N 2 2025-04-01 Fixed 0.07500000 N N N N N N Wells Fargo & Company N/A 929768AA7 50000.00000000 PA USD 45519.00000000 0.010761459228 Long DBT CORP US N 2 2027-01-15 Floating 0.00775000 N N N N N N The Goldman Sachs Group, Inc. N/A 36242DNF6 76740.05000000 PA USD 82066.43000000 0.019401888012 Long ABS-CBDO CORP US N 2 2034-08-25 Variable 0.04538900 N N N N N N Bank of America Corporation N/A 126694MH8 242400.83100000 PA USD 205715.33000000 0.048634573176 Long ABS-CBDO CORP US N 2 2035-11-20 Variable 0.03399600 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABL2 60000.00000000 PA USD 60202.87000000 0.014232973723 Long DBT CORP US N 2 2020-12-01 Fixed 0.02550000 N N N N N N Tronox Holdings plc N/A 89705PAA3 130000.00000000 PA USD 128050.00000000 0.030273179423 Long DBT CORP GB N 2 2025-10-01 Fixed 0.05750000 N N N N N N State Automobile Mutual Insurance Company, Inc. N/A 855707105 1635.00000000 NS USD 22497.60000000 0.005318812037 Long EC CORP US N 1 N N N Wittington Investments Limited N/A 17039A957 5436.00000000 NS 52173.84000000 0.012334775630 Long EC CORP CA N 2 N N N Endeavor Energy Resources, LP N/A 29260FAE0 90000.00000000 PA USD 90450.00000000 0.021383905340 Long DBT CORP US N 2 2028-01-30 Fixed 0.05750000 N N N N N N CenturyLink, Inc. N/A 527298BR3 120000.00000000 PA USD 121838.40000000 0.028804652431 Long DBT CORP US N 2 2028-07-01 Fixed 0.04250000 N N N N N N Caterpillar Inc. EDBQKYOPJUCJKLOJDE72 14913R2C0 35000.00000000 PA USD 36148.41000000 0.008546093727 Long DBT CORP US N 2 2025-05-15 Fixed 0.01450000 N N N N N N HEXION INC 54930030FZF8HYAEHM46 N/A 346669.70000000 PA USD 340602.98000000 0.080524288369 Long DBT CORP US N 2 2026-07-01 Floating 0.03800000 N N N N N N Gray Escrow Inc 529900TM5726KDN7UU35 389284AA8 110000.00000000 PA USD 119255.13000000 0.028193923839 Long DBT CORP US N 2 2027-05-15 Fixed 0.07000000 N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 N/A 408618.36000000 PA USD 396641.76000000 0.093772800994 Long DBT CORP US N 2 2025-01-15 Floating 0.02500000 N N N N N N Stantec Inc. 549300MZ7NGUZDCP2T16 85472N950 115.00000000 NS 3491.76000000 0.000825510948 Long EC CORP CA N 2 N N N Mfa 2020-Nqm1 Trust N/A 552754AC7 145309.00100000 PA USD 146030.65000000 0.034524108307 Long ABS-CBDO CORP US N 2 2049-08-25 Variable 0.02300000 N N N N N N Ryoyo Electro Corporation N/A N/A 1600.00000000 NS 44445.27000000 0.010507611349 Long EC CORP JP N 2 N N Meritor, Inc. 5LTG829X630QFHTFBO82 59001KAF7 200000.00000000 PA USD 207500.00000000 0.049056499261 Long DBT CORP US N 2 2037-10-15 Fixed 0.03250000 N N N N Y Meritor Inc USD XXXX N N N BlackRock, Inc. N/A 464288513 1660.00000000 NS USD 139274.00000000 0.032926722304 Long RF US N 1 N N N Nippon Steel Corporation N/A N/A 500.00000000 NS 15406.50000000 0.003642356413 Long EC CORP JP N 2 N N N Ally Financial Inc. N/A 361860208 7800.00000000 NS USD 194766.00000000 0.046045966916 Long EP CORP US N 1 N N N Halozyme Therapeutics, Inc. 529900242I3SV9AGM753 40637H109 7884.00000000 NS USD 207191.52000000 0.048983569387 Long EC CORP US N 1 N N N Inaba Denki Sangyo Co.,Ltd. N/A N/A 6900.00000000 NS 173312.32000000 0.040973955171 Long EC CORP JP N 2 N N N Collins Foods Limited 529900SNO1ZIFF0A2094 N/A 1976.00000000 NS 14692.06000000 0.003473450749 Long EC CORP AU N 2 N N N Next Alt S.a.r.l. 3HG2WD2W22M120IUNG49 126307BD8 300000.00000000 PA USD 301419.00000000 0.071260534702 Long DBT CORP US N 2 2030-12-01 Fixed 0.04625000 N N N N N N SS&C Technologies Holdings, Inc. 549300KY09TR3J12JU49 78466CAC0 170000.00000000 PA USD 180662.40000000 0.042711638034 Long DBT CORP US N 2 2027-09-30 Fixed 0.05500000 N N N N N N Lennar Corporation 529900G61XVRLX5TJX09 526057BZ6 265000.00000000 PA USD 284212.50000000 0.067192627933 Long DBT CORP US N 2 2024-04-30 Fixed 0.04500000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040H105 8043.00000000 NS USD 577969.98000000 0.136641850105 Long EC CORP US N 1 N N N BALL METALPACK FINCO LLC N/A N/A 205275.00000000 PA USD 196858.73000000 0.046540723579 Long DBT CORP US N 2 2025-07-31 Floating 0.04755900 N N N N N N Barings CLO Ltd. 2018-III N/A 06760PAJ0 300000.00000000 PA USD 267924.00000000 0.063341751846 Long ABS-O CORP KY N 2 2029-07-20 Floating 0.03171800 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 37045XBW5 68000.00000000 PA USD 71936.87000000 0.017007089204 Long DBT CORP US N 2 2024-04-13 Fixed 0.03950000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AN6 31000.00000000 PA USD 34055.94000000 0.008051398532 Long DBT CORP US N 2 2025-05-01 Fixed 0.03844000 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 37045XCP9 36000.00000000 PA USD 37170.54000000 0.008787742496 Long DBT CORP US N 2 2021-11-06 Fixed 0.04200000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BA7 64000.00000000 PA USD 66074.39000000 0.015621100068 Long DBT CORP US N 2 2022-03-15 Fixed 0.02550000 N N N N N N Hitachi, Ltd. 549300T6IPOCDWLKC615 378860000 1800.00000000 NS 60947.03000000 0.014408905697 Long EC CORP JP N 2 N N N Public Storage 549300LMZF40TKJ6DM64 74460W594 325.00000000 NS USD 8817.25000000 0.002084546593 Long EP CORP US N 1 N N N Lumen Technologies, Inc. N/A 527298BM4 100000.00000000 PA USD 103595.00000000 0.024491605016 Long DBT CORP US N 2 2026-03-15 Fixed 0.05250000 N N N N N N SBA SENIOR FINANCE II LLC 549300PVT2ADFWMYEW87 N/A 514834.68000000 PA USD 500851.77000000 0.118409804746 Long DBT CORP US N 2 2025-04-11 Floating 0.01900000 N N N N N N The Hartford Financial Services Group, Inc. IU7C3FTM7Y3BQM112U94 416518504 3700.00000000 NS USD 102379.00000000 0.024204122110 Long EP CORP US N 1 N N N PNM Resources, Inc. 5493003JOBJGLZSDDQ28 69349H107 3265.00000000 NS USD 134942.45000000 0.031902670837 Long EC CORP US N 1 N N N Next Alt S.a.r.l. 3HG2WD2W22M120IUNG49 126307AU1 50000.00000000 PA USD 52000.00000000 0.012293676923 Long DBT CORP US N 2 2026-05-15 Fixed 0.05500000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 N/A 315000.00000000 PA USD 307855.80000000 0.072782302772 Long DBT CORP US N 2 2024-02-07 Floating 0.02405130 N N N N N N Senshu Ikeda Holdings, Inc. N/A N/A 2600.00000000 NS 4340.53000000 0.001026174490 Long EC CORP JP N 2 N N N RADIATE HOLDCO LLC 5493000GQJ5RDX9DNJ71 N/A 1235000.00000000 PA USD 1211843.75000000 0.286500298923 Long DBT CORP US N 2 2026-09-11 Floating 0.00000000 N N N N N N Signify N.V. 549300072P3J1X8NZO35 N/A 4784.00000000 NS 176947.08000000 0.041833273731 Long EC CORP NL N 2 N N N Cascades Inc. N/A 14739LAA0 120000.00000000 PA USD 125724.00000000 0.029723273798 Long DBT CORP XX N 2 2026-01-15 Fixed 0.05125000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505EH3 360000.00000000 PA USD 385650.00000000 0.091174163566 Long DBT CORP US N 2 2024-09-05 Variable 0.06250000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030N101 22923.00000000 NS USD 1060417.98000000 0.250700693264 Long EC CORP US N 1 N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214EM1 32000.00000000 PA USD 33157.13000000 0.007838904690 Long DBT CORP AU N 2 2030-02-04 Variable 0.02894000 N N N N N N KDDI Corporation 5299003FU7V4I45FU310 349640000 3700.00000000 NS 93060.76000000 0.022001133032 Long EC CORP JP N 2 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GLZ5 32000.00000000 PA USD 33743.53000000 0.007977539539 Long DBT CORP CA N 2 2025-01-28 Fixed 0.02250000 N N N N N N Primerica, Inc. 254900621R686KJR7022 74164M108 2721.00000000 NS USD 307853.94000000 0.072781863036 Long EC CORP US N 1 N N N Herc Holdings Inc. 549300TP80QLITMSBP82 42704LAA2 60000.00000000 PA USD 62079.00000000 0.014676522494 Long DBT CORP US N 2 2027-07-15 Fixed 0.05500000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 001009698 12686.00000000 NS 179730.98000000 0.042491434638 Long EC CORP NO N 2 N N N Les Placements Peladeau, Inc. N/A 748193968 10169.00000000 NS 254387.29000000 0.060141445320 Long EC CORP CA N 2 N N N Laboratory Corporation of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 326.00000000 NS USD 61376.02000000 0.014510326167 Long EC CORP US N 1 N N N Morgan Stanley & Co N/A N/A 26.00000000 NC USD -26494.52000000 -0.00626375132 N/A DFE CORP US N 1 Morgan Stanley & Company N/A Long N/A Spot Exchange Rate between US Dollar and Euro 2020-12-15 3840532.02000000 USD -26494.52000000 N N N Core Laboratories N.V. 724500MDYY5VBSAF5W50 N22717107 515.00000000 NS USD 7858.90000000 0.001857976491 Long EC CORP NL N 1 N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCB2 35000.00000000 PA USD 37925.54000000 0.008966237228 Long DBT CORP CA N 2 2024-03-11 Fixed 0.03250000 N N N N N N Cohen & Steers, Inc. BOWRNZIYSSLA6IG2ST17 19247L106 4596.00000000 NS USD 51061.56000000 0.012071813881 Long RF US N 1 N N N Credit Acceptance Corporation N/A 225310AN1 70000.00000000 PA USD 69512.10000000 0.016433832685 Long DBT CORP US N 2 2024-12-31 Fixed 0.05125000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 1611.00000000 NS USD 5072604.03000000 1.199249136626 Long EC CORP US N 1 N N N eBay Inc. OML71K8X303XQONU6T67 278642103 654.00000000 NS USD 34073.40000000 0.008055526370 Long EC CORP US N 1 N N N Lasertec Corporation N/A N/A 600.00000000 NS 49319.35000000 0.011659926057 Long EC CORP JP N 2 N N N American Express Company R4PP93JZOLY261QX3811 025816BW8 34000.00000000 PA USD 36828.02000000 0.008706764992 Long DBT CORP US N 2 2023-08-03 Fixed 0.03700000 N N N N N N Plantronics, Inc. 5493006O3W5M472F6668 727493AB4 130000.00000000 PA USD 115700.00000000 0.027353431154 Long DBT CORP US N 2 2023-05-31 Fixed 0.05500000 N N N N N N Marathon Petroleum Corporation 5493000CZJ19CK4P3G36 55336VBR0 41000.00000000 PA USD 40906.81000000 0.009671059732 Long DBT CORP US N 2 2026-03-01 Fixed 0.01750000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AM8 35000.00000000 PA USD 35087.85000000 0.008295359458 Long DBT CORP US N 2 2025-09-15 Fixed 0.01000000 N N N N N N RALI Series 2005-QS13 Trust N/A 761118HC5 159179.12500000 PA USD 159059.72000000 0.037604400176 Long ABS-CBDO CORP US N 2 2035-09-25 Fixed 0.05750000 N N N N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 723787AN7 77000.00000000 PA USD 84776.47000000 0.020042587170 Long DBT CORP US N 2 2025-05-15 Fixed 0.00250000 N N N N Y Pioneer Natural Resources Co USD XXXX N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128B622 3650.00000000 NS USD 96579.00000000 0.022832904299 Long EP CORP US N 1 N N N Credit Suisse Mortgage Trust N/A 12597EAA1 95939.10800000 PA USD 95979.89000000 0.022691264592 Long ABS-CBDO CORP US N 2 2024-02-25 Variable 0.03393000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDD8 135000.00000000 PA USD 136806.39000000 0.032343337686 Long DBT CORP US N 2 2024-12-15 Variable 0.04650000 N N N N N N SS&C Technologies Holdings, Inc. 549300DLV755RNHI1N92 530158104 12240.00000000 NS USD 73562.40000000 0.017391391909 Long RF US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967JM4 92000.00000000 PA USD 96370.00000000 0.022783493174 Long DBT CORP US N 2 2025-05-15 Variable 0.05950000 N N N N N N The Depository Trust & Clearing Corporation 549300RYC9NELN2ICA34 637639AA3 35000.00000000 PA USD 35615.72000000 0.008420156828 Long DBT CORP US N 2 2023-04-23 Fixed 0.01200000 N N N N N N Azbil Corporation N/A 393720000 100.00000000 NS 3747.00000000 0.000885853989 Long EC CORP JP N 2 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17308CC46 136000.00000000 PA USD 138653.58000000 0.032780044553 Long DBT CORP US N 2 2022-11-04 Variable 0.02312000 N N N N N N Bridgewater Bancshares, Inc. 5493001FLSBTVILKXZ71 108621103 15940.00000000 NS USD 151270.60000000 0.035762920853 Long EC CORP US N 1 N N N NCR Corporation 549300YKTY8JX1DV2R67 N/A 608850.00000000 PA USD 592611.97000000 0.140103463462 Long DBT CORP US N 2 2026-08-28 Floating 0.02650000 N N N N N N ON Semiconductor Corporation ZV20P4CNJVT8V1ZGJ064 682189105 1605.00000000 NS USD 34812.45000000 0.008230250253 Long EC CORP US N 1 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141G104 821.00000000 NS USD 164996.37000000 0.039007924351 Long EC CORP US N 1 N N N Bank of America Corporation N/A 02147RAQ3 271425.97500000 PA USD 151886.99000000 0.035908645844 Long ABS-CBDO CORP US N 2 2036-08-25 Fixed 0.06500000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334BT0 35000.00000000 PA USD 38154.41000000 0.009020345956 Long DBT CORP US N 2 2024-02-15 Fixed 0.03650000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332102 401.00000000 NS USD 472233.64000000 0.111643996201 Long EC CORP US N 1 N N N Cigna Corporation 549300VIWYMSIGT1U456 125523AG5 75000.00000000 PA USD 85996.50000000 0.020331022837 Long DBT CORP US N 2 2025-11-15 Fixed 0.04125000 N N N N N N Tokyo Century Corporation 549300ODEK8HY3445C77 05369AAH4 31000.00000000 PA USD 31978.26000000 0.007560199942 Long DBT CORP US N 2 2024-12-15 Fixed 0.05500000 N N N N N N Rinnai Corporation N/A N/A 2400.00000000 NS 234099.03000000 0.055344958516 Long EC CORP JP N 2 N N N Asahi Group Holdings, Ltd. 353800KAJ02XNHLCJW79 311600000 1400.00000000 NS 48793.68000000 0.011535648804 Long EC CORP JP N 2 N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361ZX9 110000.00000000 PA USD 120760.20000000 0.028549747769 Long DBT CORP US N 2 2025-05-01 Fixed 0.07000000 N N N N N N BOYD GAMING CORPORATION 254900787YGRYS2A1Z35 N/A 196760.68000000 PA USD 191076.26000000 0.045173650156 Long DBT CORP US N 2 2023-09-15 Floating 0.02356000 N N N N N N Geberit AG 52990093Z5OHD6T7BS47 003017040 603.00000000 NS 356749.58000000 0.084341616904 Long EC CORP CH N 2 N N N Helmerich & Payne, Inc. 254900NAOGHJ88RZ4C73 423452101 17248.00000000 NS USD 252683.20000000 0.059738569706 Long EC CORP US N 1 N N N Madison Park Funding XIV, Ltd. N/A 55818RAY2 500000.00000000 PA USD 489500.00000000 0.115726054883 Long ABS-O CORP KY N 2 2030-10-22 Floating 0.01657700 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 369550108 5895.00000000 NS USD 816044.85000000 0.192926764246 Long EC CORP US N 1 N N N Norfolk Southern Corporation 54930036C8MWP850MI84 655844108 974.00000000 NS USD 208426.26000000 0.049275482745 Long EC CORP US N 1 N N N Auto Trader Group plc 213800QLK9BZILB1DI86 N/A 73969.00000000 NS 537047.51000000 0.126967088084 Long EC CORP GB N 2 N N N Chubb Limited CZCBJZWDMLTHWJDXU843 00440EAU1 65000.00000000 PA USD 67986.56000000 0.016073169303 Long DBT CORP US N 2 2022-11-03 Fixed 0.02875000 N N N N N N Albertsons Investor Holdings LLC N/A 013092AE1 50000.00000000 PA USD 52125.00000000 0.012323229031 Long DBT CORP US N 2 2030-02-15 Fixed 0.04875000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92553PAT9 65000.00000000 PA USD 70804.92000000 0.016739477135 Long DBT CORP US N 2 2023-09-01 Fixed 0.04250000 N N N N N N Cedar Fair, L.P. 549300TUVLNQQ6BVKH61 150185106 6940.00000000 NS USD 194805.80000000 0.046055376307 Long EC CORP US N 1 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AG4 86000.00000000 PA USD 90192.50000000 0.021323027998 Long DBT CORP GB N 2 2024-06-27 Variable 0.07500000 N N N N N N Advanced Disposal Services, Inc. 549300ML1GEF4BKIM713 N/A 349271.87000000 PA USD 348398.69000000 0.082367325679 Long DBT CORP US N 2 2023-11-10 Floating 0.03000000 N N N N N N Canadian National Railway Company 3SU7BEP7TH9YEQOZCS77 136375961 2182.00000000 NS 232382.88000000 0.054939231715 Long EC CORP CA N 2 N N N Penske Truck Leasing Co., L.P. N/A 709599AS3 35000.00000000 PA USD 36138.50000000 0.008543750836 Long DBT CORP US N 2 2022-02-01 Fixed 0.03375000 N N N N N N John B. Sanfilippo & Son, Inc. 5299007IBEYVXKYDUX28 800422107 1800.00000000 NS USD 135684.00000000 0.032077985762 Long EC CORP US N 1 N N N QuinStreet, Inc. 549300TP8MFBFPOS4Y78 74874Q100 20718.00000000 NS USD 328173.12000000 0.077585659849 Long EC CORP US N 1 N N N Forward Air Corporation N/A 349853101 3440.00000000 NS USD 197387.20000000 0.046665662799 Long EC CORP US N 1 N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162100 3229.00000000 NS USD 820682.64000000 0.194023216013 Long EC CORP US N 1 N N N PRP Depositor 2019-1 LLC N/A 69359AAA7 116091.70000000 PA USD 116981.28000000 0.027656347353 Long ABS-CBDO CORP US N 2 2024-01-25 Variable 0.04500000 N N N N N N NextEra Energy, Inc. N/A 65339F101 604.00000000 NS USD 167646.24000000 0.039634398306 Long EC CORP US N 1 N N N LHC Group, Inc. 5299009NPLWAMRQYZX73 50187A107 2069.00000000 NS USD 439786.64000000 0.103972978218 Long EC CORP US N 1 N N N Murata Manufacturing Co., Ltd. 529900QZG6DL8ZRI7140 391440000 500.00000000 NS 32513.58000000 0.007686758618 Long EC CORP JP N 2 N N N Tsumura & Co. N/A 353580000 500.00000000 NS 15582.01000000 0.003683849937 Long EC CORP JP N 2 N N N PDC Energy, Inc. 5493008W8H2T511J5Y59 69327RAD3 9000.00000000 PA USD 8535.12000000 0.002017846303 Long DBT CORP US N 2 2021-09-15 Fixed 0.01125000 N N N N Y PDC Energy Inc USD XXXX N N N TMX Group Limited 549300N65GFVKSHGJW59 87262K956 515.00000000 NS 52963.91000000 0.012521561502 Long EC CORP CA N 2 N N N HOYA Corporation 353800X4VR3BHEUCJB42 N/A 1500.00000000 NS 169374.49000000 0.040042985752 Long EC CORP JP N 2 N N N Tencent Holdings Limited 254900N4SLUMW4XUYY11 88032WAT3 41000.00000000 PA USD 41800.65000000 0.009882378582 Long DBT CORP KY N 2 2026-01-26 Fixed 0.01810000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468J1 34000.00000000 PA USD 36116.83000000 0.008538627682 Long DBT CORP US N 2 2025-07-22 Variable 0.02720000 N N N N N N GWA Group Limited N/A N/A 30312.00000000 NS 60649.07000000 0.014338462928 Long EC CORP AU N 2 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CE7 39000.00000000 PA USD 40623.47000000 0.009604073378 Long DBT CORP GB N 2 2025-11-07 Variable 0.02633000 N N N N N N Honda Motor Co., Ltd. B6Q2VFHD1797Q7NZ3E43 02665WDM0 35000.00000000 PA USD 34987.82000000 0.008271710679 Long DBT CORP US N 2 2023-09-08 Fixed 0.00650000 N N N N N N Energy Transfer LP 5493008K8W3OKZE54J59 29278NAC7 41000.00000000 PA USD 43202.70000000 0.010213846846 Long DBT CORP US N 2 2023-09-15 Fixed 0.04200000 N N N N N N Unicharm Corporation 353800UQ4BZIJTAQEG85 N/A 300.00000000 NS 13416.99000000 0.003172002698 Long EC CORP JP N 2 N N N Bank of America Corporation N/A 126694LU0 142566.72100000 PA USD 132046.58000000 0.031218038333 Long ABS-CBDO CORP US N 2 2035-11-25 Variable 0.03457300 N N N N N N Open Text Corporation N/A 683720AA4 100000.00000000 PA USD 102844.00000000 0.024314055951 Long DBT CORP CA N 2 2030-02-15 Fixed 0.04125000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K107 693.00000000 NS USD 1018432.80000000 0.240774688678 Long EC CORP US N 1 N N N Seven & i Holdings Co., Ltd. 52990037G8JRM3TWGY86 342295000 3000.00000000 NS 93210.33000000 0.022036493902 Long EC CORP JP N 2 N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CA6 100000.00000000 PA USD 114681.00000000 0.027112522369 Long DBT CORP US N 2 2031-07-16 Fixed 0.07450000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587602 2432.00000000 NS USD 113185.28000000 0.026758908938 Long EP CORP US N 1 N N N OZLM Funding II Ltd N/A 67108BAY1 785000.00000000 PA USD 771996.48000000 0.182512986750 Long ABS-O CORP KY N 2 2031-07-30 Floating 0.01768300 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAX9 61000.00000000 PA USD 63934.98000000 0.015115307465 Long DBT CORP DK N 2 2023-01-12 Variable 0.05000000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAD1 110000.00000000 PA USD 111100.00000000 0.026265913580 Long DBT CORP US N 2 2029-03-31 Fixed 0.04375000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 633067954 4165.00000000 NS 206881.53000000 0.048910282523 Long EC CORP CA N 2 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHH5 82000.00000000 PA USD 83527.88000000 0.019747399438 Long DBT CORP US N 2 2022-05-17 Variable 0.03499000 N N N N N N Toyota Motor Corporation 5493006W3QUS5LMH6R84 363340000 900.00000000 NS 59733.01000000 0.014121890896 Long EC CORP JP N 2 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAU4 136000.00000000 PA USD 142030.12000000 0.033578315551 Long DBT CORP JP N 2 2022-10-18 Fixed 0.02778000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAT8 90000.00000000 PA USD 97079.40000000 0.022951207298 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N RCO V Mortgage LLC 2019-2 N/A 74937DAA2 193584.06000000 PA USD 193136.94000000 0.045660829659 Long ABS-CBDO CORP US N 2 2024-11-25 Variable 0.03474800 N N N N N N Entra ASA 549300APU14LQKTYCH34 N/A 1997.00000000 NS 28063.75000000 0.006634743764 Long EC CORP NO N 2 N N Allianz SE 549300Q41U0QIEXCOU14 72202D106 2493.00000000 NS USD 50059.44000000 0.011834895813 Long RF US N 1 N N N Morgan Stanley & Co N/A N/A -12.00000000 NC USD -1255.61000000 -0.00029684737 N/A DIR CORP US N 1 Mizuho Securities N/A Short United States Department of The Treasury United States Treasury Note/Bond 2020-12-31 -2650275.67000000 USD -1255.61000000 N N N Swiss Life Holding AG 5493000KUC3Z24U77V93 N/A 1154.00000000 NS 436663.88000000 0.103234705092 Long EC CORP CH N 2 N N N Federal National Mortgage Association N/A 3136AE4H7 849433.07000000 PA USD 41795.25000000 0.009881101931 Long ABS-CBDO USGSE US N 2 2031-11-25 Fixed 0.03000000 N N N N N N Lincoln Electric Holdings, Inc. BIMGBY40SIN95O01BN93 533900106 3035.00000000 NS USD 279341.40000000 0.066041017748 Long EC CORP US N 1 N N N Bank of America Corporation N/A 59020UYW9 275496.92900000 PA USD 149966.28000000 0.035454557609 Long ABS-CBDO CORP US N 2 2035-06-25 Variable 0.03536300 N N N N N N United Urban Investment Corporation 353800GYZWBD7BDCN841 N/A 15.00000000 NS 16691.37000000 0.003946121349 Long EC CORP JP N 2 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AS7 75000.00000000 PA USD 80176.65000000 0.018955112151 Long DBT CORP US N 2 2024-07-01 Fixed 0.02750000 N N N N N N Marriott Vacations Worldwide Corporation 549300WA6BT5H4F7IO94 57164YAB3 45000.00000000 PA USD 44233.42000000 0.010457526436 Long DBT CORP US N 2 2022-09-15 Fixed 0.01500000 N N N N Y Marriott Vacations Worldwide Corp USD XXXX N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAM6 34000.00000000 PA USD 34089.26000000 0.008059275942 Long DBT CORP US N 2 2023-06-15 Fixed 0.00700000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 66000.00000000 PA USD 71336.49000000 0.016865149248 Long DBT CORP US N 2 2023-05-22 Fixed 0.04100000 N N N N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 N/A 270.00000000 NS 4132.64000000 0.000977025788 Long EC CORP AT N 2 N N N V.F. Corporation CWAJJ9DJ5Z7P057HV541 918204AZ1 35000.00000000 PA USD 35879.61000000 0.008482544874 Long DBT CORP US N 2 2022-04-23 Fixed 0.02050000 N N N N N N TFI International Inc. N/A 87241L950 1605.00000000 NS 67114.57000000 0.015867016162 Long EC CORP CA N 2 N N N China Petrochemical Corporation 549300C6OZZ8LTVR8209 82939GAN8 42000.00000000 PA USD 43372.56000000 0.010254004614 Long DBT NUSS VG N 2 2025-05-13 Fixed 0.02150000 N N N N N N Allianz SE 549300535GECAFITZP67 01883A107 13850.00000000 NS USD 163430.00000000 0.038637608068 Long RF US N 1 N N N Dole Food Company, Inc. 549300BHY23LFYB85T03 N/A 409429.44000000 PA USD 402862.19000000 0.095243415547 Long DBT CORP US N 2 2024-04-06 Floating 0.03750000 N N N N N N Mitsubishi Corporation KVIPTY4PULAPGC1VVD26 389840000 16800.00000000 NS 402114.16000000 0.095066568640 Long EC CORP JP N 2 N N N Colgate-Palmolive Company YMEGZFW4SBUSS5BQXF88 194162103 6136.00000000 NS USD 473392.40000000 0.111917946606 Long EC CORP US N 1 N N N Energy Transfer LP 5493008K8W3OKZE54J59 29278NAM5 70000.00000000 PA USD 76987.98000000 0.018201256790 Long DBT CORP US N 2 2024-01-15 Fixed 0.05875000 N N N N N N NuStar Energy L.P. N62BF2PKP51FIIOIUN20 67059TAG0 90000.00000000 PA USD 92952.00000000 0.021975420334 Long DBT CORP US N 2 2025-10-01 Fixed 0.05750000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BP3 91000.00000000 PA USD 96630.17000000 0.022845001750 Long DBT CORP GB N 2 2028-03-23 Variable 0.06500000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BE9 46000.00000000 PA USD 49976.98000000 0.011815400879 Long DBT CORP US N 2 2023-11-30 Fixed 0.03400000 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 741503AX4 40000.00000000 PA USD 42564.18000000 0.010062889950 Long DBT CORP US N 2 2021-09-15 Fixed 0.00900000 N N N N Y Booking Holdings Inc USD XXXX N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833AS9 122000.00000000 PA USD 134453.67000000 0.031787115002 Long DBT CORP US N 2 2024-05-06 Fixed 0.03450000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874DQ7 17000.00000000 PA USD 18167.92000000 0.004295202670 Long DBT CORP US N 2 2025-06-30 Fixed 0.02500000 N N N N N N Host Hotels & Resorts, Inc. N6EL63S0K3PB1YFTDI24 44107P104 37038.00000000 NS USD 399640.02000000 0.094481640221 Long EC CORP US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AS4 16000.00000000 PA USD 16605.98000000 0.003925933713 Long DBT CORP US N 2 2023-04-13 Fixed 0.02125000 N N N N N N Orkla ASA 549300PZS8G8RG6RVZ52 N/A 3356.00000000 NS 33870.36000000 0.008007524290 Long EC CORP NO N 2 N N N Linde plc 8945002PAZHZLBGKGF02 G5494J103 1746.00000000 NS USD 415774.98000000 0.098296216863 Long EC CORP IE N 1 N N N SS&C Technologies Holdings, Inc. 549300KY09TR3J12JU49 N/A 398640.40000000 PA USD 385353.72000000 0.091104117978 Long DBT CORP US N 2 2025-04-16 Floating 0.01896600 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 020002838 5700.00000000 NS USD 152646.00000000 0.036088088608 Long EP CORP US N 1 N N N Prime Security Services Borrower, LLC N/A 74166MAF3 35000.00000000 PA USD 33643.75000000 0.007953949865 Long DBT CORP US N 2 2027-08-31 Fixed 0.03375000 N N N N N N Berkshire Hathaway Inc. 5493000C01ZX7D35SD85 084670702 1453.00000000 NS USD 309401.82000000 0.073147807972 Long EC CORP US N 1 N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161C709 775.00000000 NS USD 19940.75000000 0.004714329578 Long EP CORP US N 1 N N N Julius Bar Gruppe AG 5299007MF0604ZGJER92 010248496 3970.00000000 NS 168615.41000000 0.039863526438 Long EC CORP CH N 2 N N N NOURYON USA LLC 549300K7VB5G6LULFT41 N/A 585424.73000000 PA USD 565982.77000000 0.133807871510 Long DBT CORP US N 2 2025-10-01 Floating 0.03151100 N N N N N N Nestle S.A. KY37LUS27QQX7BB93L28 003886335 9510.00000000 NS 1131804.51000000 0.267577672812 Long EC CORP CH N 2 N N N EnLink Midstream, LLC 88CPW63VL7KHJWS0NY83 29336UAC1 100000.00000000 PA USD 64250.00000000 0.015189783506 Long DBT CORP US N 2 2044-04-01 Fixed 0.05600000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 14991.00000000 NS USD 1243503.45000000 0.293985185909 Long EC CORP US N 1 N N N Japan Tobacco Inc. 353800Z0ENYBQO0XRJ31 372680000 12700.00000000 NS 231696.12000000 0.054776870070 Long EC CORP JP N 2 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJY7 70000.00000000 PA USD 77426.12000000 0.018304840475 Long DBT CORP US N 2 2024-09-10 Fixed 0.03875000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150AJ3 45000.00000000 PA USD 45481.82000000 0.010752669249 Long DBT CORP US N 2 2021-03-14 Fixed 0.03150000 N N N N N N J.P. Morgan N/A N/A 42.00000000 NC USD -116025.84000000 -0.02743046522 N/A DE CORP US N 1 J.P. Morgan N/A Long MSCI EAFE Index MXEA 2020-12-21 4007745.84000000 USD -116025.84000000 N N N Alliant Energy Corporation 5493009ML300G373MZ12 018802108 5272.00000000 NS USD 272298.80000000 0.064376028342 Long EC CORP US N 1 N N N CIM Trust 2018 - R3 N/A 12553WAA3 258618.10000000 PA USD 272597.29000000 0.064446596411 Long ABS-CBDO CORP US N 2 2057-12-25 Variable 0.05000000 N N N N N N Nordson Corporation 14OS6Q5N55N95WM84M53 655663102 523.00000000 NS USD 100321.86000000 0.023717779522 Long EC CORP US N 1 N N N Sumitomo Chemical Company, Limited 353800RSAU9BD8U4DM91 N/A 20800.00000000 NS 68847.56000000 0.016276724223 Long EC CORP JP N 2 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 12392.00000000 NS USD 1192977.84000000 0.282040079646 Long EC CORP US N 1 N N N Credit Suisse Group AG N/A 2254585Q7 102450.70800000 PA USD 102578.16000000 0.024251206892 Long ABS-CBDO CORP US N 2 2035-10-25 Fixed 0.05250000 N N N N N N Givaudan SA 213800SVRMQA1TD91D41 001064593 48.00000000 NS 207254.90000000 0.048998553487 Long EC CORP CH N 2 N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBG9 85000.00000000 PA USD 90525.00000000 0.021401636605 Long DBT CORP GB N 2 2024-06-15 Variable 0.08000000 N N N N N N IDEX Corporation 549300U5Y5EL6PHYLF13 45167R104 1803.00000000 NS USD 328885.23000000 0.077754014662 Long EC CORP US N 1 N N N Lowe's Companies, Inc. WAFCR4OKGSC504WU3E95 548661DT1 31000.00000000 PA USD 35133.48000000 0.008306147159 Long DBT CORP US N 2 2025-04-15 Fixed 0.04000000 N N N N N N Federal Home Loan Mortgage Corporation N/A 31283GLD7 192.46000000 PA USD 212.41000000 0.000050217306 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 0.09000000 N N N N N N H&E Equipment Services, Inc. N/A 404030AH1 135000.00000000 PA USD 140737.50000000 0.033272718384 Long DBT CORP US N 2 2025-09-01 Fixed 0.05625000 N N N N N N CIT Group Inc. N/A 45662BAA7 741166.87300000 PA USD 690988.39000000 0.163361308161 Long ABS-CBDO CORP US N 2 2036-08-25 Variable 0.03127000 N N N N N N ABC-Mart, Inc. 353800AXWW4CMTSJWL33 N/A 1500.00000000 NS 78099.36000000 0.018464005764 Long EC CORP JP N 2 N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBL5 49000.00000000 PA USD 50396.60000000 0.011914606123 Long DBT CORP US N 2 2023-04-15 Fixed 0.01571000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CJ2 120000.00000000 PA USD 85615.80000000 0.020241018937 Long DBT CORP US N 2 2046-04-15 Fixed 0.04400000 N N N N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 437076BC5 31000.00000000 PA USD 34196.81000000 0.008084702575 Long DBT CORP US N 2 2024-02-15 Fixed 0.03750000 N N N N N N Assured Guaranty Ltd. 549300BBOQUJEPH87M14 G0585R106 26915.00000000 NS USD 578134.20000000 0.136680674482 Long EC CORP BM N 1 N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200101 207.00000000 NS USD 25185.69000000 0.005954321845 Long EC CORP US N 1 N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 96950FAH7 88000.00000000 PA USD 90622.26000000 0.021424630509 Long DBT CORP US N 2 2021-11-15 Fixed 0.04000000 N N N N N N Next Alt S.a.r.l. 3HG2WD2W22M120IUNG49 126307BB2 70000.00000000 PA USD 71347.50000000 0.016867752197 Long DBT CORP US N 2 2030-12-01 Fixed 0.04125000 N N N N N N PageGroup plc 213800JK5ZEQW4AB8G71 N/A 14713.00000000 NS 70926.98000000 0.016768334178 Long EC CORP GB N 2 N N N United Rentals, Inc. NGIZXNT70J2LYT3FBI09 911365BN3 250000.00000000 PA USD 255625.00000000 0.060434060836 Long DBT CORP US N 2 2030-07-15 Fixed 0.04000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967HB0 85000.00000000 PA USD 100523.02000000 0.023765337139 Long DBT CORP US N 2 2025-09-13 Fixed 0.05500000 N N N N N N Allied Properties Real Estate Investment Trust 549300AMZMPKVHA0MY77 019456953 4760.00000000 NS 128155.91000000 0.030298218333 Long EC CORP CA N 2 N N N Otsuka Corporation 529900RG9DJ58J3UIE72 011430538 500.00000000 NS 25550.68000000 0.006040611636 Long EC CORP JP N 2 N N N WideOpenWest Finance, LLC 54930045JY28O5B5WE54 N/A 654013.95000000 PA USD 643078.84000000 0.152034682599 Long DBT CORP US N 2 2023-08-19 Floating 0.04250000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CH6 50000.00000000 PA USD 39875.00000000 0.009427122448 Long DBT CORP US N 2 2026-04-15 Fixed 0.03400000 N N N N N N Lumentum Holdings Inc. 549300JLWRRC38DWEF52 55024UAB5 88000.00000000 PA USD 123029.06000000 0.029086144534 Long DBT CORP US N 2 2024-03-15 Fixed 0.00250000 N N N N N Lumentum Holdings Inc USD XXXX N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48124BAC9 210000.00000000 PA USD 211050.00000000 0.049895779128 Long DBT CORP US N 2 2023-05-01 Variable 0.05150000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BL7 53000.00000000 PA USD 54929.96000000 0.012986368877 Long DBT CORP JP N 2 2022-07-18 Fixed 0.02623000 N N N N N N F.N.B. Corporation PCYSKIGYNYFDTBLVZU83 30260NAA9 64000.00000000 PA USD 64567.00000000 0.015264727652 Long DBT CORP US N 2 2023-02-24 Fixed 0.02200000 N N N N N N PRPM Trust 2019-GS1 N/A 69359CAB1 216568.99100000 PA USD 215705.66000000 0.050996455664 Long ABS-CBDO CORP US N 2 2024-10-25 Variable 0.04750000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 1852.00000000 NS USD 497428.68000000 0.117600528544 Long EC CORP US N 1 N N N M3, Inc. N/A 343575000 1700.00000000 NS 105155.65000000 0.024860568995 Long EC CORP JP N 2 N N N Federal National Mortgage Association N/A 3136A73W0 1478660.80000000 PA USD 73174.04000000 0.017299577056 Long ABS-CBDO USGSE US N 2 2027-08-25 Fixed 0.03000000 N N N N N N Standard Diversified Inc. 549300IYG00QF0VVP302 90041L105 8478.00000000 NS USD 236536.20000000 0.055921146605 Long EC CORP US N 1 N N N RALI Series 2007-QS1 Trust N/A 74922KAA3 131719.96500000 PA USD 127991.86000000 0.030259434147 Long ABS-CBDO CORP US N 2 2037-01-25 Fixed 0.06000000 N N N N N N Woodside Petroleum Ltd 2549005ZC5RXAOO7FH41 980228100 294.00000000 NS 3731.47000000 0.000882182435 Long EC CORP AU N 2 N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 29452E200 5875.00000000 NS USD 149988.75000000 0.035459869896 Long EP CORP US N 1 N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 140000.00000000 PA USD 135887.50000000 0.032126096594 Long DBT CORP US N 2 2029-03-15 Fixed 0.03500000 N N N N N N Husqvarna AB (publ) 549300GYQIIJ3UXB7655 N/A 15711.00000000 NS 172760.88000000 0.040843585455 Long EC CORP SE N 2 N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159TE6 32000.00000000 PA USD 33071.31000000 0.007818615395 Long DBT CORP CA N 2 2023-02-01 Fixed 0.01950000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780099CE5 35000.00000000 PA USD 38284.32000000 0.009051058871 Long DBT CORP GB N 2 2022-12-15 Fixed 0.06125000 N N N N N N Ritchie Bros. Auctioneers Incorporated 5493002H8U24DJXQ4886 767744105 3226.00000000 NS USD 191140.50000000 0.045188837576 Long EC CORP CA N 1 N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345Y106 1566.00000000 NS USD 290195.46000000 0.068607100573 Long EC CORP US N 1 N N N IndyMac Bank MBS, Inc. N/A 45661EAB0 480523.05200000 PA USD 435218.81000000 0.102893066174 Long ABS-CBDO CORP US N 2 2046-04-25 Floating 0.00358100 N N N N N N PCCW Limited N/A N/A 39000.00000000 NS 51764.99000000 0.012238116596 Long EC CORP HK N 2 N N N UPJOHN INC N/A 91533BAB6 35000.00000000 PA USD 35819.91000000 0.008468430787 Long DBT CORP US N 2 2025-06-22 Fixed 0.01650000 N N N N N N Hanesbrands Inc. GX5LWVWZLL5S4W1L2F20 410345AL6 170000.00000000 PA USD 181475.00000000 0.042903750377 Long DBT CORP US N 2 2026-05-15 Fixed 0.04875000 N N N N N N JBS S.A. N/A 46590XAB2 110000.00000000 PA USD 119900.00000000 0.028346381982 Long DBT CORP XX N 2 2030-01-15 Fixed 0.05500000 N N N N N N Veeva Systems Inc. 549300YZEXPDB92M2F02 922475108 901.00000000 NS USD 253352.19000000 0.059896730224 Long EC CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 44106MBA9 70000.00000000 PA USD 62380.50000000 0.014747802179 Long DBT CORP US N 2 2026-10-01 Fixed 0.04750000 N N N N N N Charter Communications, Inc. N/A 1248EPBT9 110000.00000000 PA USD 115744.20000000 0.027363880779 Long DBT CORP US N 2 2027-05-01 Fixed 0.05125000 N N N N N N Frontier Real Estate Investment Corporation N/A N/A 2.00000000 NS 6812.95000000 0.001610696272 Long EC CORP JP N 2 N N N Cleveland-Cliffs Inc. 549300TM2WLI2BJMDD86 185899AJ0 50000.00000000 PA USD 55812.50000000 0.013195016216 Long DBT CORP US N 2 2025-10-17 Fixed 0.09875000 N N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 91913Y100 4783.00000000 NS USD 207199.56000000 0.048985470178 Long EC CORP US N 1 N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040H824 5525.00000000 NS USD 138567.00000000 0.032759575581 Long EP CORP US N 1 N N N Occidental Petroleum Corporation L6D8A6MLSY454J2JXJ60 958254AE4 70000.00000000 PA USD 65786.00000000 0.015552919809 Long DBT CORP US N 2 2025-06-01 Fixed 0.03950000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHL6 143000.00000000 PA USD 154855.56000000 0.036610465854 Long DBT CORP US N 2 2024-07-23 Variable 0.03864000 N N N N N N Plains All American Pipeline, L.P. N/A 72650RBJ0 35000.00000000 PA USD 37598.16000000 0.008888839075 Long DBT CORP US N 2 2025-10-15 Fixed 0.04650000 N N N N N N Advanced Energy Industries, Inc. 549300756XI3QLFT2U27 007973100 2258.00000000 NS USD 142118.52000000 0.033599214801 Long EC CORP US N 1 N N N SS&C Technologies Holdings, Inc. 549300KY09TR3J12JU49 N/A 282907.62000000 PA USD 273478.31000000 0.064654884397 Long DBT CORP US N 2 2025-04-16 Floating 0.01896600 N N N N N N Japan Prime Realty Investment Corporation 353800NJOQJAY1ODEX72 N/A 4.00000000 NS 12410.49000000 0.002934049125 Long EC CORP JP N 2 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAQ3 43000.00000000 PA USD 44683.64000000 0.010563966036 Long DBT CORP JP N 2 2022-07-12 Fixed 0.02784000 N N N N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 053015103 594.00000000 NS USD 82857.06000000 0.019588806277 Long EC CORP US N 1 N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 3000.00000000 NS 185623.75000000 0.043884584842 Long EC CORP JP N 2 N N N Bank of America Corporation N/A 126694QG6 113961.10700000 PA USD 112832.32000000 0.026675463242 Long ABS-CBDO CORP US N 2 2035-12-20 Variable 0.03454300 N N N N N N Dell Technologies Inc. N/A 24703DAY7 52000.00000000 PA USD 56182.47000000 0.013282483364 Long DBT CORP US N 2 2024-07-15 Fixed 0.04000000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AG5 150000.00000000 PA USD 158880.00000000 0.037561911337 Long DBT CORP US N 2 2024-08-15 Fixed 0.06750000 N N N N N N Fox Corporation 549300DDU6FDRBIELS05 35137LAG0 76000.00000000 PA USD 83658.68000000 0.019778322764 Long DBT CORP US N 2 2024-01-25 Fixed 0.04030000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5DP5 440630.56000000 PA USD 466577.21000000 0.110306720759 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAK9 51000.00000000 PA USD 52425.51000000 0.012394274663 Long DBT CORP GB N 2 2023-03-17 Variable 0.02858000 N N N N N N Prime Security Services Borrower, LLC N/A 74166MAC0 205000.00000000 PA USD 219222.90000000 0.051827990515 Long DBT CORP US N 2 2026-04-15 Fixed 0.05750000 N N N N N N Jet2 plc I72RQ3PNLDPW8R7JIJ56 N/A 1212.00000000 NS 10492.95000000 0.002480710332 Long EC CORP GB N 2 N N N Roche Holding AG 549300U41AUUVOAAOB37 001203204 4485.00000000 NS 1536294.40000000 0.363205904089 Long EC CORP CH N 2 N N N Tiaa Board Of Overseers W4CSTD4RDGQSJ4FOVO30 67073D102 10950.00000000 NS USD 64714.50000000 0.015299599139 Long RF US N 1 N N N First Merchants Corporation TZTBT0OTGQ2FEK6XMX94 320817109 413.00000000 NS USD 9565.08000000 0.002261346216 Long EC CORP US N 1 N N N National Express Group PLC 213800A8IQEMY8PA5X34 000621520 6429.00000000 NS 12636.21000000 0.002987413139 Long EC CORP GB N 2 N N N Daikin Industries,Ltd. 549300Y7FWSTSHMW5Y57 348180000 200.00000000 NS 36954.87000000 0.008736754471 Long EC CORP JP N 2 N N N Teva Pharmaceutical Industries Limited 5493004T21MOAFINJP35 88167AAD3 125000.00000000 PA USD 119531.25000000 0.028259203264 Long DBT CORP NL N 2 2023-07-21 Fixed 0.02800000 N N N N N N Seacor Holdings Inc. 549300IQTYSR1SC4II14 811904101 7646.00000000 NS USD 222345.68000000 0.052566268369 Long EC CORP US N 1 N N N Franklin Resources, Inc. QU1AAXOSV5K4OVMXJP19 880198106 29782.00000000 NS USD 159333.70000000 0.037669173669 Long RF US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 390290000 14500.00000000 NS 57867.74000000 0.013680909612 Long EC CORP JP N 2 N N N Air Lease Corporation 5493004NW4M4P8TMMK63 00912XAZ7 83000.00000000 PA USD 83499.48000000 0.019740685199 Long DBT CORP US N 2 2021-03-01 Fixed 0.02500000 N N N N N N Teladoc Health, Inc. 549300I2PVFBC9MFAC61 87918A105 658.00000000 NS USD 144259.92000000 0.034105477874 Long EC CORP US N 1 N N II-VI Incorporated 549300O5C25A0MMHHU33 902104108 2325.00000000 NS USD 94302.00000000 0.022294583100 Long EC CORP US N 1 N N N Simon Property Group, Inc. MR92GTD0MJTTTTQDVG45 828807CX3 40000.00000000 PA USD 40432.42000000 0.009558905936 Long DBT CORP US N 2 2021-07-15 Fixed 0.02500000 N N N N N N Norbord Inc. 549300VL705RQ5PHI407 65548PAF3 130000.00000000 PA USD 137319.00000000 0.032464527335 Long DBT CORP CA N 2 2027-07-15 Fixed 0.05750000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 220.00000000 NS USD 110006.60000000 0.026007415381 Long EC CORP US N 1 N N N Credit Mortgage Pretium LLC, Series 2019-Cfl1 N/A 74142QAA4 454127.56800000 PA USD 453217.63000000 0.107148290753 Long ABS-O CORP US N 2 2059-01-25 Variable 0.03721100 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AD9 60000.00000000 PA USD 63450.00000000 0.015000650015 Long DBT CORP CA N 2 2028-01-15 Fixed 0.07000000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919VAA3 160000.00000000 PA USD 157476.00000000 0.037229982060 Long DBT CORP US N 2 2027-03-01 Fixed 0.04000000 N N N N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119BL3 21000.00000000 PA USD 21906.29000000 0.005179016381 Long DBT CORP US N 2 2025-06-15 Fixed 0.02400000 N N N N N N ASX Limited N/A N/A 820.00000000 NS 47941.86000000 0.011334264191 Long EC CORP AU N 2 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXE9 70000.00000000 PA USD 76009.95000000 0.017970034004 Long DBT CORP US N 2 2024-02-20 Fixed 0.03625000 N N N N N N PRPM 2019-2 LLC N/A 69358XAA8 385109.71000000 PA USD 388322.33000000 0.091805947444 Long ABS-CBDO CORP US N 2 2024-04-25 Variable 0.03967000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 57636Q104 5492.00000000 NS USD 1857229.64000000 0.439080407048 Long EC CORP US N 1 N N N Daimler AG 549300423Z16BB673J12 233851DU5 32000.00000000 PA USD 33054.42000000 0.007814622314 Long DBT CORP US N 2 2022-08-15 Fixed 0.02550000 N N N N N N HCP ACQUISITION LLC N/A N/A 684779.25000000 PA USD 679787.21000000 0.160713160313 Long DBT CORP US N 2 2024-05-16 Floating 0.04000000 N N N N N N Groupe BPCE 9695005MSX1OYEMGDF46 05583JAA0 35000.00000000 PA USD 36206.33000000 0.008559786992 Long DBT CORP FR N 2 2022-05-22 Fixed 0.03000000 N N N N N N Banco Santander, S.A. SCRYQ25DTVRHYYMM6P89 05969BAD5 17000.00000000 PA USD 18904.00000000 0.004469224395 Long DBT CORP MX N 2 2025-04-17 Fixed 0.05375000 N N N N N N Dai-ichi Life Holdings, Inc. 3538001235ACEIORUV72 23380YAC1 238000.00000000 PA USD 263882.50000000 0.062386273090 Long DBT CORP JP N 2 2024-10-28 Variable 0.05100000 N N N N N N Rocca & Partners Stichting Administratiekantoor Aandelen San Faustin 549300Y7C05BKC4HZB40 88031M109 7759.00000000 NS USD 76426.15000000 0.018068430703 Long EC CORP LU N 1 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343V104 24138.00000000 NS USD 1435969.62000000 0.339487434229 Long EC CORP US N 1 N N N Sandfire Resources Limited 213800ZW52P23FVH1V47 N/A 18868.00000000 NS 55759.96000000 0.013182594874 Long EC CORP AU N 2 N N N TC Energy Corporation N/A 89356BAB4 350000.00000000 PA USD 372750.00000000 0.088124386022 Long DBT CORP CA N 2 2076-08-15 Variable 0.05875000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DT4 35000.00000000 PA USD 35809.84000000 0.008466050069 Long DBT CORP US N 2 2025-05-11 Fixed 0.01125000 N N N N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971TAL5 424000.00000000 PA USD 490533.32000000 0.115970349157 Long DBT CORP US N 2 2027-09-01 Fixed 0.00375000 N N N N Y Akamai Technologies Inc USD XXXX N N N Stanwich Mortgage Loan Co 2019-NPL-B-2 LLC N/A 85503DAA2 146219.88000000 PA USD 145062.83000000 0.034295299338 Long ABS-CBDO CORP US N 2 2024-11-16 Variable 0.03475000 N N N N N N Golden Nugget Inc New N/A N/A 517017.21000000 PA USD 459597.28000000 0.108656547598 Long DBT CORP US N 2 2023-10-04 Floating 0.03250000 N N N N N N CBRE Group, Inc. 52990016II9MJ2OSWA10 12504L109 3948.00000000 NS USD 185437.56000000 0.043840566386 Long EC CORP US N 1 N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431109 541.00000000 NS USD 91883.44000000 0.021722794729 Long EC CORP US N 1 N N N Patrick Industries, Inc. 549300FZ5ZTCCJ3Z5W14 703343AB9 78000.00000000 PA USD 76730.35000000 0.018140348713 Long DBT CORP US N 2 2023-02-01 Fixed 0.01000000 N N N N N Patrick Industries Inc USD XXXX N N N Syneos Health, Inc. 549300F1ZGKDS8P6GU13 87166B102 5985.00000000 NS USD 318162.60000000 0.075219004105 Long EC CORP US N 1 N N N The Greenbrier Companies, Inc. 5493001GAGGFR30BP390 393657AK7 47000.00000000 PA USD 42992.87000000 0.010164239495 Long DBT CORP US N 2 2024-02-01 Fixed 0.02875000 N N N N Y Greenbrier Cos Inc/The USD XXXX N N N Nihon Unisys, Ltd. N/A N/A 2100.00000000 NS 66255.47000000 0.015663910434 Long EC CORP JP N 2 N N N VICI Properties Inc. N/A 92564RAB1 50000.00000000 PA USD 51071.75000000 0.012074222969 Long DBT CORP US N 2 2029-12-01 Fixed 0.04625000 N N N N N N NCR Corporation 549300YKTY8JX1DV2R67 62886EAV0 230000.00000000 PA USD 243022.60000000 0.057454640951 Long DBT CORP US N 2 2029-09-01 Fixed 0.06125000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AR5 50000.00000000 PA USD 51260.00000000 0.012118728443 Long DBT CORP US N 2 2026-08-15 Fixed 0.09750000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CA8 37000.00000000 PA USD 41275.55000000 0.009758236087 Long DBT CORP US N 2 2024-05-01 Fixed 0.04300000 N N N N N N GVC Holdings PLC 213800GNI3K45LQR8L28 N/A 7921.00000000 NS 99204.95000000 0.023453723163 Long EC CORP IM N 2 N N N GMACM Mortgage Loan Trust 2005-AR6 N/A 36185MBG6 53327.66200000 PA USD 50386.95000000 0.011912324700 Long ABS-CBDO CORP US N 2 2035-11-19 Variable 0.03990800 N N N N N N Libbey Inc. A7JTTZYG0P336HI4K290 N/A 299409.39000000 PA USD 46908.47000000 0.011089953368 Long DBT CORP US N 2 2021-04-09 Floating 0.00000000 N N Y N N N Daiichikosho Co., Ltd. N/A N/A 100.00000000 NS 3211.75000000 0.000759311862 Long EC CORP JP N 2 N N N Napco Security Technologies, Inc. 529900KV21J4YY9YST76 630402105 3015.00000000 NS USD 70852.50000000 0.016750725850 Long EC CORP US N 1 N N N Morgan Stanley & Co N/A N/A -38.00000000 NC USD -12852.28000000 -0.00303849573 N/A DE CORP US N 1 Morgan Stanley & Company N/A Short Russell 2000 Index RTY 2020-12-21 -2845507.72000000 USD -12852.28000000 N N N Transocean Ltd. N/A 893800AA0 54601.15000000 PA USD 35217.74000000 0.008326067644 Long DBT CORP KY N 2 2024-01-15 Fixed 0.05875000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385AW1 43000.00000000 PA USD 44715.70000000 0.010571545561 Long DBT CORP CA N 2 2023-01-15 Fixed 0.02950000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2J3 48000.00000000 PA USD 49620.48000000 0.011731118267 Long DBT CORP CA N 2 2023-02-01 Fixed 0.02100000 N N N N N N Kao Corporation 353800HM38HFCB8RGL63 320580000 800.00000000 NS 60056.62000000 0.014198397757 Long EC CORP JP N 2 N N N Sinclair Broadcast Group, Inc. N/A 25277LAA4 70000.00000000 PA USD 49525.00000000 0.011708545185 Long DBT CORP US N 2 2026-08-15 Fixed 0.05375000 N N N N N N Sony Corporation 529900R5WX9N2OI2N910 343500000 2000.00000000 NS 153284.07000000 0.036238939116 Long EC CORP JP N 2 N N N Triumph Bancorp, Inc. 5493003RNRMEVYDZ1Q52 89679E300 9290.00000000 NS USD 289290.60000000 0.068393176410 Long EC CORP US N 1 N N N College Avenue Student Loans 2017-A Llc N/A 194204AA1 191222.41000000 PA USD 191807.63000000 0.045346558358 Long ABS-O CORP US N 2 2046-11-26 Floating 0.01798130 N N N N N N Scientific Games Corporation RLTHESQ0RNFQJWPBJN60 80874YAW0 110000.00000000 PA USD 110687.50000000 0.026168391623 Long DBT CORP US N 2 2025-10-15 Fixed 0.05000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918104 26190.00000000 NS USD 5508542.70000000 1.302312389844 Long EC CORP US N 1 N N N Jack Henry & Associates, Inc. 529900X1QS8C54W0JB21 426281101 372.00000000 NS USD 60483.48000000 0.014299314659 Long EC CORP US N 1 N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651AC1 70000.00000000 PA USD 73339.00000000 0.017338576382 Long DBT CORP US N 2 2028-07-01 Fixed 0.04500000 N N N N N N NextEra Energy, Inc. N/A 65339F796 2505.00000000 NS USD 135670.80000000 0.032074865060 Long EP CORP US N 1 N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBL8 41000.00000000 PA USD 42566.14000000 0.010063353327 Long DBT CORP GB N 2 2026-05-07 Variable 0.02852000 N N N N N N Sika AG 549300R3N69ECGYPU434 N/A 1520.00000000 NS 373238.74000000 0.088239932400 Long EC CORP CH N 2 N N N CVS Health Corporation 549300EJG376EN5NQE29 126650BZ2 44000.00000000 PA USD 45881.87000000 0.010847247815 Long DBT CORP US N 2 2022-12-01 Fixed 0.02750000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAF8 296000.00000000 PA USD 295489.79000000 0.069858769469 Long DBT CORP US N 2 2024-08-01 Variable 0.05000000 N N N N N N ASPLUNDH TREE EXPERT LLC N/A N/A 225000.00000000 PA USD 224579.25000000 0.053094321984 Long DBT CORP US N 2 2027-09-04 Floating 0.00000000 N N N N N N United Airlines Holdings, Inc. K1OQBWM7XEOO08LDNP29 N/A 517326.48000000 PA USD 486716.27000000 0.115067934167 Long DBT CORP US N 2 2024-04-01 Floating 0.01894700 N N N N N N Keyence Corporation 529900M7PQBS7A89DZ11 323620000 700.00000000 NS 327235.51000000 0.077363993033 Long EC CORP JP N 2 N N N Morgan Stanley & Co N/A N/A -25.00000000 NC USD 37430.75000000 0.008849260528 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Short United States Department of The Treasury United States Treasury Note/Bond 2020-12-22 -4444462.00000000 USD 37430.75000000 N N N T-Mobile US, Inc. 549300L17W0GQBR1PO80 852060AD4 90000.00000000 PA USD 112080.15000000 0.026497637569 Long DBT CORP US N 2 2028-11-15 Fixed 0.06875000 N N N N N N TOTAL S.A. 529900S21EQ1BO4ESM68 000012027 10896.00000000 NS 374198.66000000 0.088466873676 Long EC CORP FR N 2 N N N OFG Bancorp 549300Q4QEXJ37LEXQ06 67103X102 462.00000000 NS USD 5756.52000000 0.001360938405 Long EC CORP PR N 1 N N N BlackRock, Inc. 8DZAUY8151XS5PISSX42 09257A108 19841.00000000 NS USD 118053.95000000 0.027909944631 Long RF US N 1 N N N The TJX Companies, Inc. V167QI9I69W364E2DY52 872540AR0 31000.00000000 PA USD 34571.93000000 0.008173387269 Long DBT CORP US N 2 2025-04-15 Fixed 0.03500000 N N N N N N Hess Corporation UASVRYNXNK17ULIGK870 42809HAF4 41000.00000000 PA USD 41936.45000000 0.009914483992 Long DBT CORP US N 2 2024-07-15 Fixed 0.03500000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3137B2CJ7 844978.57400000 PA USD 63206.00000000 0.014942964300 Long ABS-CBDO USGSE US N 2 2033-04-15 Fixed 0.03000000 N N N N N N Public Service Enterprise Group Incorporated N/A 69362BBB7 55000.00000000 PA USD 55892.50000000 0.013213929566 Long DBT CORP US N 2 2021-06-15 Fixed 0.03000000 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411AW5 60000.00000000 PA USD 53934.00000000 0.012750907138 Long DBT CORP US N 2 2040-09-01 Fixed 0.05100000 N N N N N N Nissan Motor Co., Ltd. 353800DRBDH1LUTNAY26 367240000 6500.00000000 NS 22987.88000000 0.005434722497 Long EC CORP JP N 2 N N N Carnival Corporation & Plc F1OF2ZSX47CR0BCWA982 143658BG6 50000.00000000 PA USD 55375.00000000 0.013091583838 Long DBT CORP PA N 2 2026-02-01 Fixed 0.10500000 N N N N N N Sankyo Co., Ltd. 3538009H2R9ZBZAOAK48 332641000 200.00000000 NS 5237.10000000 0.001238138757 Long EC CORP JP N 2 N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 35671DCF0 90000.00000000 PA USD 92250.00000000 0.021809455695 Long DBT CORP US N 2 2030-03-01 Fixed 0.04250000 N N N N N N CDW Corporation N/A 12514G108 1825.00000000 NS USD 218142.25000000 0.051572506631 Long EC CORP US N 1 N N N Sleep Number Corporation 529900W0TZQLBT2DSS66 83125X103 2366.00000000 NS USD 115721.06000000 0.027358410093 Long EC CORP US N 1 N N N REYNOLDS GROUP HOLDINGS 5493002QNV81KCX40V06 N/A 252726.56000000 PA USD 249347.61000000 0.058949979979 Long DBT CORP US N 2 2023-02-05 Floating 0.03979386 N N N N N N Subsea 7 S.A. 222100AIF0CBCY80AH62 007564635 2274.00000000 NS 16344.07000000 0.003864013772 Long EC CORP GB N 2 N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AK3 30000.00000000 PA USD 30344.69000000 0.007173996446 Long DBT CORP US N 2 2025-03-01 Fixed 0.02050000 N N N N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 96950FAL8 50000.00000000 PA USD 54744.79000000 0.012942591567 Long DBT CORP US N 2 2023-11-15 Fixed 0.04500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBE4 65000.00000000 PA USD 68034.37000000 0.016084472393 Long DBT CORP GB N 2 2023-02-15 Variable 0.04610000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 001200526 16436.00000000 NS 1427044.55000000 0.337377397169 Long EC CORP CH N 2 N N N Dometic Group AB (publ) 549300STIPMK5VSA7Y59 N/A 4704.00000000 NS 58078.19000000 0.013730663541 Long EC CORP SE N 2 N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212B103 65868.00000000 NS USD 322753.20000000 0.076304299360 Long EC CORP US N 1 N N N Next Alt S.a.r.l. 3HG2WD2W22M120IUNG49 N/A 1333300.00000000 PA USD 1290247.74000000 0.305036324356 Long DBT CORP US N 2 2027-04-15 Floating 0.02652400 N N N N N N Plains All American Pipeline, L.P. N/A 72650RBF8 16000.00000000 PA USD 16503.66000000 0.003901743540 Long DBT CORP US N 2 2024-11-01 Fixed 0.03600000 N N N N N N Grifols, S.A. 959800HSSNXWRKBK4N60 N/A 171.00000000 NS 4917.15000000 0.001162497182 Long EC CORP ES N 2 N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAA9 200000.00000000 PA USD 225666.00000000 0.053351248010 Long DBT CORP FI N 2 2026-03-26 Variable 0.06625000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746SJ1 60000.00000000 PA USD 60747.42000000 0.014361714526 Long DBT CORP US N 2 2023-10-31 Floating 0.01490600 N N N N N N Kanematsu Corporation N/A N/A 100.00000000 NS 4061.78000000 0.000960273289 Long EC CORP JP N 2 N N N Lennar Corporation 529900G61XVRLX5TJX09 526057BW3 48000.00000000 PA USD 51606.00000000 0.012200528678 Long DBT CORP US N 2 2023-12-15 Fixed 0.04875000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 369604BQ5 260000.00000000 PA USD 207158.48000000 0.048975758173 Long DBT CORP US N 2 2021-01-21 Variable 0.05000000 N N N N N N CommScope Holding Company, Inc. M4TWC4QDOKW45N7T6Y12 20337YAA5 215000.00000000 PA USD 217913.25000000 0.051518367169 Long DBT CORP US N 2 2025-06-15 Fixed 0.06000000 N N N N N N Noble Energy, Inc. 02VFQXG2D1LR5ZH3K186 655044AH8 55000.00000000 PA USD 60168.59000000 0.014224869353 Long DBT CORP US N 2 2024-11-15 Fixed 0.03900000 N N N N N N Morgan Stanley & Co N/A N/A 1050000.00000000 NC USD -699.61000000 -0.00016539960 N/A DCR CORP US N 2 BNP Paribas N/A Markit CDX North American High Yield Index 2I65BRYO2 N 2025-12-20 0.00000000 USD 0.00000000 USD 1050000.00000000 USD -699.61000000 N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CS2 80000.00000000 PA USD 61344.00000000 0.014502756099 Long DBT CORP US N 2 2029-08-15 Fixed 0.03500000 N N N N N N Toorak Mortgage Corp 2018-1 Ltd N/A 89051QAA1 456656.79000000 PA USD 459221.33000000 0.108567666678 Long ABS-CBDO CORP US N 2 2021-08-25 Variable 0.04335600 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AN2 201000.00000000 PA USD 212880.84000000 0.050328620579 Long DBT CORP US N 2 2044-03-15 Variable 0.05200000 N N N N N N The Bank of N.T. Butterfield & Son Limited 549300V8RVM0EMTDPF28 G0772R208 6287.00000000 NS USD 140074.36000000 0.033115940905 Long EC CORP BM N 1 N N N British American Tobacco p.l.c. 21380041YBGOQDFAC823 05530QAN0 35000.00000000 PA USD 35110.46000000 0.008300704843 Long DBT CORP GB N 2 2026-03-25 Fixed 0.01668000 N N N N N N KB Home 549300LGUCWQURMWLG09 48666KAY5 80000.00000000 PA USD 88200.00000000 0.020851967396 Long DBT CORP US N 2 2029-11-15 Fixed 0.04800000 N N N N N N Sony Corporation 529900R5WX9N2OI2N910 835699307 6145.00000000 NS USD 471628.75000000 0.111500990004 Long EC CORP JP N 1 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 72.00000000 NS USD 11997.36000000 0.002836378226 Long EC CORP US N 1 N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 26907YAA2 70000.00000000 PA USD 70700.00000000 0.016714672278 Long DBT CORP US N 2 2025-05-01 Fixed 0.05250000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206R706 8625.00000000 NS USD 219937.50000000 0.051996934006 Long EP CORP US N 1 N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAR2 40000.00000000 PA USD 41857.20000000 0.009895747956 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 69000.00000000 PA USD 72227.56000000 0.017075813223 Long DBT CORP US N 2 2026-04-28 Variable 0.02188000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 N/A 905850.00000000 PA USD 881102.18000000 0.208307414179 Long DBT CORP US N 2 2026-04-04 Floating 0.03396600 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441C204 4680.00000000 NS USD 414460.80000000 0.097985522549 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRW2 89000.00000000 PA USD 90373.78000000 0.021365885647 Long DBT CORP US N 2 2023-10-24 Floating 0.01493500 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135F101 1284.00000000 NS USD 467786.88000000 0.110592707147 Long EC CORP SG N 1 N N N Ortho-Clinical Diagnostics, Inc. 222100N2EDW8BU5UUT55 N/A 1303434.97000000 PA USD 1245432.11000000 0.294441153658 Long DBT CORP US N 2 2025-06-30 Floating 0.03405600 N N N N N N Lennar Corporation 529900G61XVRLX5TJX09 526057CC6 65000.00000000 PA USD 65000.00000000 0.015367096154 Long DBT CORP US N 2 2020-11-29 Fixed 0.02950000 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 75513E101 6964.00000000 NS USD 400708.56000000 0.094734261096 Long EC CORP US N 1 N N N Buckeye Partners, L.P. 549300C1PQJLVEIUBK50 118230AR2 20000.00000000 PA USD 18950.00000000 0.004480099571 Long DBT CORP US N 2 2027-12-01 Fixed 0.04125000 N N N N N N SKYMILES IP LTD N/A N/A 420000.00000000 PA USD 422776.20000000 0.099951423339 Long DBT CORP US N 2 2027-10-20 Floating 0.00000000 N N N N N N Lennox International Inc. S7DWAC87RDMPBF77GJ92 526107107 899.00000000 NS USD 245076.39000000 0.057940191542 Long EC CORP US N 1 N N N Packaging Holdings Limited N/A 761735AT6 240000.00000000 PA USD 243000.00000000 0.057449297929 Long DBT CORP US N 2 2023-07-15 Fixed 0.05125000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BH0 17000.00000000 PA USD 18153.61000000 0.004291819544 Long DBT CORP US N 2 2023-05-04 Fixed 0.04750000 N N N N N N Colliers International Group Inc. D3O8K13PHLEXXD1DT480 194693107 3495.00000000 NS USD 233081.55000000 0.055104409086 Long EC CORP CA N 1 N N N Thrivent Mutual Funds N/A N/A 2972026.21030000 NS USD 29185297.39000000 6.899896481204 Long RF US N 2 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 G51502105 14772.00000000 NS USD 603436.20000000 0.142662493973 Long EC CORP IE N 1 N N N Pernod Ricard SA 52990097YFPX9J0H5D87 714264AA6 35000.00000000 PA USD 35948.47000000 0.008498824539 Long DBT CORP FR N 2 2021-04-07 Fixed 0.05750000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CW3 140000.00000000 PA USD 118780.20000000 0.028081642378 Long DBT CORP US N 2 2024-08-15 Fixed 0.02900000 N N N N N N SEEK Limited 549300209NEKXBC8QO27 N/A 7773.00000000 NS 119909.91000000 0.028348724873 Long EC CORP AU N 2 N N N Air Transport Services Group, Inc. 5493000F3MSFGIXTQE27 00922RAB1 63000.00000000 PA USD 66379.01000000 0.015693117373 Long DBT CORP US N 2 2024-10-15 Fixed 0.01125000 N N N N Y Air Transport Services Group Inc USD XXXX N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 20000.00000000 PA USD 19300.00000000 0.004562845473 Long DBT CORP US N 2 2025-07-15 Fixed 0.11750000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TAW7 34000.00000000 PA USD 36167.41000000 0.008550585647 Long DBT CORP US N 2 2024-09-01 Fixed 0.02500000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746SA0 50000.00000000 PA USD 50698.30000000 0.011985933091 Long DBT CORP US N 2 2021-07-26 Fixed 0.02100000 N N N N N N Legg Mason, Inc. 254900NJE1W1YYKNVM16 780910105 3909.00000000 NS USD 49409.76000000 0.011681300505 Long RF US N 1 N N N Seacoast Banking Corporation of Florida 549300V6IC06XYQYPG88 811707801 9753.00000000 NS USD 175846.59000000 0.041573099336 Long EC CORP US N 1 N N N Icahn Enterprises L.P. N/A 451102BT3 60000.00000000 PA USD 62550.00000000 0.014787874837 Long DBT CORP US N 2 2026-05-15 Fixed 0.06250000 N N N N N N Business Jet Securities LLC Series 2018-2 N/A 12326RAA0 330220.76000000 PA USD 330160.92000000 0.078055609291 Long ABS-O CORP US N 2 2033-06-15 Fixed 0.04447000 N N N N N N Granges AB (publ) 5493006UG44TYSIXOB13 N/A 9221.00000000 NS 82303.53000000 0.019457942451 Long EC CORP SE N 2 N N N The Kraft Heinz Company 5493003STKEZ2S0RNU91 50077LAT3 120000.00000000 PA USD 133525.42000000 0.031567661048 Long DBT CORP US N 2 2029-01-30 Fixed 0.04625000 N N N N N N NextEra Energy, Inc. A89MY1K3YLIGJMYWVX50 341081FZ5 31000.00000000 PA USD 33993.29000000 0.008036587015 Long DBT CORP US N 2 2025-04-01 Fixed 0.02850000 N N N N N N Alexion Pharmaceuticals, Inc. M1YXUUZR0EIMU8T0EM75 015351109 2959.00000000 NS USD 338598.37000000 0.080050364760 Long EC CORP US N 1 N N N L'Air Liquide S.A. 969500MMPQVHK671GT54 000012007 3051.00000000 NS 483615.93000000 0.114334961507 Long EC CORP FR N 2 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 006053491 12710.00000000 NS 880607.09000000 0.208190366554 Long EC CORP DK N 2 N N N Crestwood Equity Partners LP 549300CUY0F1TYDLDL45 226344307 17758.00000000 NS USD 104594.62000000 0.024727932042 Long EP CORP US N 1 N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 235851409 111.00000000 NS USD 141809.16000000 0.033526076880 Long EP CORP US N 1 N N N Jazz Pharmaceuticals plc 635400GAUMJCLEZRRV50 G50871105 3968.00000000 NS USD 565797.12000000 0.133763980719 Long EC CORP IE N 1 N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98311AAB1 35000.00000000 PA USD 33950.00000000 0.008026352529 Long DBT CORP US N 2 2028-08-15 Fixed 0.04375000 N N N N N N Intuitive Surgical, Inc. 54930052SRG011710797 46120E602 1064.00000000 NS USD 754950.56000000 0.178483043801 Long EC CORP US N 1 N N N The AES Corporation 2NUNNB7D43COUIRE5295 00130HBY0 100000.00000000 PA USD 106510.00000000 0.025180760174 Long DBT CORP US N 2 2027-09-01 Fixed 0.05125000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BB6 84000.00000000 PA USD 86100.00000000 0.020355491982 Long DBT CORP GB N 2 2021-08-15 Variable 0.08625000 N N N N N N Morgan Stanley & Co N/A N/A -41.00000000 NC USD -6517.77000000 -0.00154091074 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Short United States Department of The Treasury United States Treasury Note/Bond 2020-12-22 -5714263.48000000 USD -6517.77000000 N N N Wells Fargo & Company N/A 92976YAA0 223942.44500000 PA USD 194151.38000000 0.045900660383 Long ABS-CBDO CORP US N 2 2037-07-25 Floating 0.00311600 N N N N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. N/A 41068X100 1452.00000000 NS USD 61376.04000000 0.014510330895 Long EC CORP US N 1 N N N L'Oreal S.A. 529900JI1GG6F7RKVI53 000012032 470.00000000 NS 152952.55000000 0.036160562197 Long EC CORP FR N 2 N N N Charter Communications, Inc. N/A 161175AY0 37000.00000000 PA USD 42767.19000000 0.010110884938 Long DBT CORP US N 2 2025-07-23 Fixed 0.04908000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAK1 35000.00000000 PA USD 34956.27000000 0.008264251727 Long DBT CORP US N 2 2025-08-15 Fixed 0.00950000 N N N N N N Wolters Kluwer N.V. 724500TEM53I0U077B74 N/A 2990.00000000 NS 255055.84000000 0.060299501814 Long EC CORP NL N 2 N N N Experian plc 635400RXXHHYT1JTSZ26 00B19NLV4 7542.00000000 NS 283387.26000000 0.066997527281 Long EC CORP JE N 2 N N N DCP Midstream, LP 549300Y6CTBSE0QIPL28 23311VAJ6 70000.00000000 PA USD 71610.00000000 0.016929811624 Long DBT CORP US N 2 2027-07-15 Fixed 0.05625000 N N N N N N Carlisle Companies Incorporated XR64VGX1ZPX6G7ZN7Z11 142339100 2130.00000000 NS USD 260648.10000000 0.061621606385 Long EC CORP US N 1 N N N The Timken Company B0I35MLPFXZSE70ASS73 887389104 7718.00000000 NS USD 418469.96000000 0.098933355583 Long EC CORP US N 1 N N N Otis Worldwide Corporation 549300ZLBKR8VSU25153 68902VAH0 47000.00000000 PA USD 49366.94000000 0.011671177135 Long DBT CORP US N 2 2025-04-05 Fixed 0.02056000 N N N N N N Quest Diagnostics Incorporated 8MCWUBXQ0WE04KMXBX50 74834L100 464.00000000 NS USD 53123.36000000 0.012559258171 Long EC CORP US N 1 N N N NEWCO FINANCING PARTNER 213800WOI14YQDY3SW28 N/A 560000.00000000 PA USD 542640.00000000 0.128289247031 Long DBT CORP US N 2 2029-01-31 Floating 0.00000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BQ2 52000.00000000 PA USD 52822.33000000 0.012488089602 Long DBT CORP GB N 2 2022-09-10 Variable 0.02744000 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 913017DD8 78000.00000000 PA USD 88671.80000000 0.020963508873 Long DBT CORP US N 2 2025-08-16 Fixed 0.03950000 N N N N N N Sound Point Clo X, Ltd. 5493004LEP80CTDZQ594 83609WAW0 400000.00000000 PA USD 382519.20000000 0.090433989649 Long ABS-O CORP KY N 2 2028-01-20 Floating 0.02971700 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21685WDF1 86000.00000000 PA USD 91375.27000000 0.021602654772 Long DBT CORP NL N 2 2022-11-09 Fixed 0.03950000 N N N N N N Nobina AB (publ) 549300MBXCR8ZQJIFP95 N/A 4798.00000000 NS 31540.94000000 0.007456810119 Long EC CORP SE N 2 N N N British American Tobacco p.l.c. 02S2RPPVO9RP4NEU2740 761713AY2 35000.00000000 PA USD 39047.97000000 0.009231598609 Long DBT CORP US N 2 2023-09-15 Fixed 0.04850000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 580135101 2043.00000000 NS USD 448418.07000000 0.106013593829 Long EC CORP US N 1 N N N Capgemini SE 96950077L0TN7BAROX36 000012533 547.00000000 NS 70177.98000000 0.016591257947 Long EC CORP FR N 2 N N N Legg Mason, Inc. OWUNCC6U1ZJXMZKFBJ36 524901600 3350.00000000 NS USD 85425.00000000 0.020195910599 Long EP CORP US N 1 N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAW1 160000.00000000 PA USD 163000.00000000 0.038535948817 Long DBT CORP US N 2 2030-10-15 Fixed 0.03000000 N N N N N N Chevron Corporation N/A 166764100 5997.00000000 NS USD 431784.00000000 0.102081019166 Long EC CORP US N 1 N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903AP8 69000.00000000 PA USD 70853.34000000 0.016750924440 Long DBT CORP US N 2 2025-10-01 Fixed 0.03750000 N N N N N N BFLD Trust 2020-EYP N/A 05493AAG5 225000.00000000 PA USD 225000.00000000 0.053193794379 Long ABS-MBS CORP US N 2 2022-10-15 Floating 0.01800000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384S67 200000.00000000 PA USD 199965.50000000 0.047275216400 Long STIV USGSE US N 2 N N N Imperial Brands PLC 2138008L3B3MCG1DFS50 45262BAA1 34000.00000000 PA USD 35948.06000000 0.008498727608 Long DBT CORP GB N 2 2024-07-26 Fixed 0.03125000 N N N N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 00B03MLX2 18158.00000000 NS 226673.50000000 0.053589438001 Long EC CORP GB N 2 N N N Exelon Corporation S2PEWKCZFFECR4533P43 30161MAS2 34000.00000000 PA USD 37162.62000000 0.008785870075 Long DBT CORP US N 2 2025-06-01 Fixed 0.03250000 N N N N N N Brookfield Asset Management Inc. 5493006ZQ6LH85EKNL31 N/A 650854.18000000 PA USD 525799.06000000 0.124307764811 Long DBT CORP US N 2 2025-08-24 Floating 0.02646600 N N N N N N Lattice Semiconductor Corporation 549300LRBBPZDQ2II567 518415104 6016.00000000 NS USD 174223.36000000 0.041189340390 Long EC CORP US N 1 N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 532457108 1942.00000000 NS USD 287454.84000000 0.067959171788 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384VVZ2 2500.08800000 PA USD 3024.56000000 0.000715056989 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 0.08500000 N N N N N N Washington Federal, Inc. N/A 938824109 286.00000000 NS USD 5965.96000000 0.001410453553 Long EC CORP US N 1 N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384S59 200000.00000000 PA USD 199966.00000000 0.047275334608 Long STIV USGSE US N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0124A1 1750000.00000000 PA USD 1790058.60000000 0.423200040425 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.01500000 N N N N N N STARS GROUP HOLDINGS BV 549300RNFXC8F8RT6R13 N/A 502561.69000000 PA USD 500852.98000000 0.118410090811 Long DBT CORP US N 2 2025-07-10 Floating 0.03720400 N N N N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. N/A 41068XAB6 112000.00000000 PA USD 180079.24000000 0.042573769175 Long DBT CORP US N 2 2022-09-01 Fixed 0.04125000 N N N N N Hannon Armstrong Sustainable Infrastructure Capital Inc USD XXXX N N N MOMENTIVE PERFORMANCE 54930021ZH8MCUXACZ50 N/A 332787.50000000 PA USD 318021.72000000 0.075185697697 Long DBT CORP US N 2 2024-05-15 Floating 0.03410000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AS1 35000.00000000 PA USD 38406.31000000 0.009079899364 Long DBT CORP US N 2 2023-06-15 Fixed 0.04875000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 891160954 14252.00000000 NS 659859.41000000 0.156001892333 Long EC CORP CA N 2 N N N Suburban Propane Partners, L.P. N/A 864486AK1 90000.00000000 PA USD 92137.50000000 0.021782858798 Long DBT CORP US N 2 2027-03-01 Fixed 0.05875000 N N N N N N Kilroy Realty Corporation 5493008CT3N3JR7P1552 49427RAL6 39000.00000000 PA USD 43049.30000000 0.010177580499 Long DBT CORP US N 2 2025-10-01 Fixed 0.04375000 N N N N N N Ascendas Real Estate Investment Trust 549300ILIBAEMQZK3L20 N/A 91904.00000000 NS 219920.03000000 0.051992803803 Long EC CORP SG N 2 N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 110000.00000000 PA USD 112904.00000000 0.026692409602 Long DBT CORP US N 2 2030-06-01 Fixed 0.04625000 N N N N N N SBA Communications Corporation (REIT) 5299001HX8ZN8Y8QIT49 78410GAC8 80000.00000000 PA USD 81200.00000000 0.019197049349 Long DBT CORP US N 2 2027-02-15 Fixed 0.03875000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456B101 1700.00000000 NS USD 20961.00000000 0.004955533884 Long EC CORP US N 1 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 N/A 338625.00000000 PA USD 322520.00000000 0.076249166948 Long DBT CORP FR N 2 2025-07-31 Floating 0.02896600 N N N N N N Enagas, S.A. 213800OU3FQKGM4M2U23 N/A 9335.00000000 NS 215388.96000000 0.050921582443 Long EC CORP ES N 2 N N N Endo International plc 549300KK5WR4MGN4YT97 69888XAA7 110000.00000000 PA USD 115244.80000000 0.027245814197 Long DBT CORP US N 2 2027-04-01 Fixed 0.07500000 N N N N N N Yuasa Trading Co., Ltd. N/A N/A 1600.00000000 NS 50000.59000000 0.011820982681 Long EC CORP JP N 2 N N N Sugi Holdings Co.,Ltd. 529900N86BFWB1FADG87 339706000 2800.00000000 NS 197970.72000000 0.046803616768 Long EC CORP JP N 2 N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 053484101 1523.00000000 NS USD 227444.82000000 0.053771791056 Long EC CORP US N 1 N N N Topdanmark A/S 549300PP3ULLF0SQRK46 N/A 717.00000000 NS 34706.33000000 0.008205161696 Long EC CORP DK N 2 N N N Marathon Petroleum Corporation 5493000CZJ19CK4P3G36 55336V100 1300.00000000 NS USD 20462.00000000 0.004837561869 Long EC CORP US N 1 N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190104 1294.00000000 NS USD 126281.46000000 0.029855066743 Long EC CORP US N 1 N N N Aon Plc 635400FALWQYX5E6QC64 G0403H108 870.00000000 NS USD 179481.00000000 0.042432335151 Long EC CORP GB N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAL3 86000.00000000 PA USD 89614.21000000 0.021186310489 Long DBT CORP US N 2 2021-07-28 Fixed 0.05500000 N N N N N N Groupe BPCE 9695005MSX1OYEMGDF46 05583JAG7 32000.00000000 PA USD 33269.66000000 0.007865508680 Long DBT CORP FR N 2 2025-01-14 Fixed 0.02375000 N N N N N N Capital One Financial Corporation LKE37K2B8CFZUR7F9816 140420NB2 52000.00000000 PA USD 54952.98000000 0.012991811194 Long DBT CORP US N 2 2023-02-15 Fixed 0.03375000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAQ8 42000.00000000 PA USD 43591.25000000 0.010305706618 Long DBT CORP CA N 2 2022-07-15 Fixed 0.02900000 N N N N N N Morgan Stanley & Co N/A N/A -18.00000000 NC USD -3767.50000000 -0.00089070053 N/A DE CORP US N 1 Morgan Stanley & Company N/A Short S&P Midcap 400 Index MID 2020-12-21 -3336852.50000000 USD -3767.50000000 N N N CD&R WATERWORKS MERGER 549300ZSLF8Q660SCD17 N/A 481387.50000000 PA USD 470705.51000000 0.111282720499 Long DBT CORP US N 2 2024-08-01 Floating 0.03750000 N N N N N N Expeditors International of Washington, Inc. 984500B055A804AB6E40 302130109 615.00000000 NS USD 55669.80000000 0.013161279530 Long EC CORP US N 1 N N N TransDigm Group Incorporated 88Q84GB3X55CF5OC7582 N/A 1220775.00000000 PA USD 1152106.41000000 0.272377384342 Long DBT CORP US N 2 2025-12-09 Floating 0.02396600 N N N N N N Toyoda Gosei Co., Ltd. 353800ZV4HXVM4DWPO50 363420000 700.00000000 NS 16072.73000000 0.003799864421 Long EC CORP JP N 2 N N N Liberty Media Corporation N/A 531229AF9 47000.00000000 PA USD 55755.99000000 0.013181656299 Long DBT CORP US N 2 2023-01-30 Fixed 0.01000000 N N N N Y Liberty Media Corp-Liberty Formula One USD XXXX N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5SU8 68945.68300000 PA USD 72931.02000000 0.017242123030 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBK1 31000.00000000 PA USD 32377.54000000 0.007654596467 Long DBT CORP US N 2 2026-04-22 Variable 0.02083000 N N N N N N Occidental Petroleum Corporation L6D8A6MLSY454J2JXJ60 958667AA5 30000.00000000 PA USD 27787.50000000 0.006569433605 Long DBT CORP US N 2 2050-02-01 Fixed 0.06250000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAC7 67000.00000000 PA USD 68933.82000000 0.016297117541 Long DBT CORP GB N 2 2022-01-11 Fixed 0.03000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389X105 12368.00000000 NS USD 738369.60000000 0.174563025237 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BK4 84000.00000000 PA USD 86310.00000000 0.020405139524 Long DBT CORP US N 2 2025-10-15 Variable 0.04875000 N N N N N N Chipotle Mexican Grill, Inc. N/A 169656105 352.00000000 NS USD 437785.92000000 0.103499974270 Long EC CORP US N 1 N N N Cintas Corporation N/A 172908105 716.00000000 NS USD 238306.28000000 0.056339623367 Long EC CORP US N 1 N N N Sumitomo Rubber Industries, Ltd. 353800JD4V72SJ3EOX37 N/A 18100.00000000 NS 168133.50000000 0.039749594788 Long EC CORP JP N 2 N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 1292.00000000 NS USD 175892.88000000 0.041584043073 Long EC CORP US N 1 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000555750 11557.00000000 NS 192425.68000000 0.045492675801 Long EC CORP DE N 2 N N N Talen Energy Corporation K5K33XN0PQAU1XF7NN66 87422VAJ7 90000.00000000 PA USD 90000.00000000 0.021277517751 Long DBT CORP US N 2 2028-06-01 Fixed 0.07625000 N N N N N N Harley-Davidson, Inc. RLUFFFFW4GRYU77BTS24 41283LAU9 52000.00000000 PA USD 53737.05000000 0.012704344836 Long DBT CORP US N 2 2022-02-04 Fixed 0.04050000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CX6 35000.00000000 PA USD 38147.00000000 0.009018594107 Long DBT CORP US N 2 2024-01-25 Fixed 0.03650000 N N N N N N Super Retail Group Limited N/A N/A 2069.00000000 NS 15735.20000000 0.003720066636 Long EC CORP AU N 2 N N N HomeTrust Bancshares, Inc. N/A 437872104 958.00000000 NS USD 13009.64000000 0.003075698289 Long EC CORP US N 1 N N N British American Tobacco p.l.c. 2138005GYEXN7XRHFA84 05526DAZ8 56000.00000000 PA USD 59922.34000000 0.014166651700 Long DBT CORP US N 2 2024-08-15 Fixed 0.03222000 N N N N N N Charter Communications, Inc. N/A 1248EPCK7 70000.00000000 PA USD 72513.09000000 0.017143317330 Long DBT CORP US N 2 2031-02-01 Fixed 0.04250000 N N N N N N First Horizon National Corporation TF3RXI1ZB1TQ30H9JV10 320517AC9 41000.00000000 PA USD 43141.04000000 0.010199269382 Long DBT CORP US N 2 2023-05-26 Fixed 0.03550000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BAH8 28000.00000000 PA USD 26841.91000000 0.006345880183 Long DBT CORP US N 2 2023-04-01 Fixed 0.04375000 N N N N Y Starwood Property Trust Inc USD XXXX N N N MS&AD Insurance Group Holdings, Inc. 529900CXROT5S2HMMP26 389031000 900.00000000 NS 24248.90000000 0.005732848891 Long EC CORP JP N 2 N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 171484108 197.00000000 NS USD 32272.54000000 0.007629772697 Long EC CORP US N 1 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEP5 81000.00000000 PA USD 82746.19000000 0.019562594740 Long DBT CORP US N 2 2025-05-15 Floating 0.01380100 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112BR3 46000.00000000 PA USD 47765.76000000 0.011292631181 Long DBT CORP US N 2 2023-04-24 Fixed 0.02497000 N N N N N N Federal National Mortgage Association N/A 3136ABC35 563338.41100000 PA USD 61064.64000000 0.014436710684 Long ABS-CBDO USGSE US N 2 2033-02-25 Fixed 0.03000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDA4 35000.00000000 PA USD 35640.42000000 0.008425996324 Long DBT CORP US N 2 2021-08-15 Fixed 0.02715000 N N N N N N Loews Corporation 549300YX2GSZD7YG1R84 126117AS9 40000.00000000 PA USD 44315.37000000 0.010476900798 Long DBT CORP US N 2 2024-05-15 Fixed 0.03950000 N N N N N N Popular, Inc. 5493008CARDZMVQ3LO89 733174700 3252.00000000 NS USD 117950.04000000 0.027885378554 Long EC CORP PR N 1 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAA7 160000.00000000 PA USD 172032.00000000 0.040671265932 Long DBT CORP US N 2 2026-07-15 Fixed 0.06375000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 891906AB5 35000.00000000 PA USD 37523.00000000 0.008871069984 Long DBT CORP US N 2 2023-06-01 Fixed 0.03750000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 6018.00000000 NS USD 172776.78000000 0.040847344483 Long EC CORP US N 1 N N N The Unilever Group 549300TK7G7NZTVM1Z30 000038861 1723.00000000 NS 104633.87000000 0.024737211404 Long EC CORP NL N 2 N N N JAPAN MATERIAL Co., Ltd. N/A N/A 500.00000000 NS 7010.47000000 0.001657393331 Long EC CORP JP N 2 N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BK6 88000.00000000 PA USD 95646.45000000 0.022612433753 Long DBT CORP GB N 2 2025-03-22 Variable 0.04269000 N N N N N N Seven West Media Limited 5299000SUVHQV28IMC77 N/A 19505.00000000 NS 1567.91000000 0.000370680365 Long EC CORP AU N 2 N N N EXEDY Corporation 35380047PHY08BBD5M18 316116000 200.00000000 NS 2605.20000000 0.000615913213 Long EC CORP JP N 2 N N N Edison International 549300I7ROF15MAEVP56 281020AR8 31000.00000000 PA USD 33926.11000000 0.008020704530 Long DBT CORP US N 2 2025-04-15 Fixed 0.04950000 N N N N N N Antler Mortgage Trust 2018 - RTL 1 N/A 03719KAA9 710095.62000000 PA USD 711597.83000000 0.168233727333 Long ABS-CBDO CORP US N 2 2022-07-25 Fixed 0.04335000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 7603.00000000 NS USD 357036.88000000 0.084409539469 Long EC CORP US N 1 N N N NICE Ltd. 254900YTY4EF5Z4W0A51 653656108 1600.00000000 NS USD 363248.00000000 0.085877952981 Long EC CORP IL N 1 N N The Kraft Heinz Company 5493003STKEZ2S0RNU91 50076QAE6 120000.00000000 PA USD 131251.80000000 0.031030138938 Long DBT CORP US N 2 2042-06-04 Fixed 0.05000000 N N N N N N RELX PLC 549300WSX3VBUFFJOO66 00B2B0DG9 29981.00000000 NS 667322.37000000 0.157766261931 Long EC CORP GB N 2 N N N Domino's Pizza Group plc 213800Q6ZKHAOV48JL75 N/A 1101.00000000 NS 5181.41000000 0.001224972702 Long EC CORP GB N 2 N N N Quidel Corporation 549300X2FQ6S98OQLQ46 74838J101 1322.00000000 NS USD 290020.36000000 0.068565703981 Long EC CORP US N 1 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38148BAB4 187000.00000000 PA USD 183783.60000000 0.043449542349 Long DBT CORP US N 2 2020-11-02 Floating 0.04165300 N N N N N N Scandic Hotels Group AB (publ) 529900JY9ZBGUXGRKQ86 N/A 81.00000000 NS 242.84000000 0.000057411471 Long EC CORP SE N 2 N N N Rackspace Hosting, Inc. 549300QTYCKLMFSE8I97 N/A 1485501.64000000 PA USD 1455613.35000000 0.344131543271 Long DBT CORP US N 2 2023-11-03 Floating 0.04000000 N N N N N N Enagas, S.A. N/A 87470LAD3 195000.00000000 PA USD 175500.00000000 0.041491159616 Long DBT CORP US N 2 2028-01-15 Fixed 0.05500000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBB0 30000.00000000 PA USD 30937.99000000 0.007314262571 Long DBT CORP US N 2 2022-05-15 Fixed 0.02500000 N N N N N N Icahn Enterprises L.P. N/A 451102BM8 75000.00000000 PA USD 76933.13000000 0.018188289325 Long DBT CORP US N 2 2024-02-01 Fixed 0.06750000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109104 3263.00000000 NS USD 198227.25000000 0.046864264786 Long EC CORP US N 1 N N N Occidental Petroleum Corporation L6D8A6MLSY454J2JXJ60 958667AB3 70000.00000000 PA USD 66675.00000000 0.015763094401 Long DBT CORP US N 2 2025-02-01 Fixed 0.04100000 N N N N N N GMACM Home Equity Loan Trust 2005-HE1 N/A 361856EB9 33178.06200000 PA USD 36974.72000000 0.008741447346 Long ABS-CBDO CORP US N 2 2035-08-25 Floating 0.00648100 N N N N N N Sumitomo Corporation V82KK8NH1P0JS71FJC05 340460000 20400.00000000 NS 245911.69000000 0.058137670548 Long EC CORP JP N 2 N N N Tecan Group Ltd. 529900CSN9R3BLETSL26 001210019 295.00000000 NS 146708.10000000 0.034684268912 Long EC CORP CH N 2 N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158106 285.00000000 NS USD 84890.10000000 0.020069451218 Long EC CORP US N 1 N N N Tutor Perini Corporation 549300FHXYVPW8LJ6D98 901109108 1880.00000000 NS USD 20924.40000000 0.004946881027 Long EC CORP US N 1 N N N HARLAND CLARKE HOLDINGS 549300J73P7FL8TVF308 N/A 178900.34000000 PA USD 145782.31000000 0.034465396543 Long DBT CORP US N 2 2023-11-03 Floating 0.05750000 N N N N N N Alliance Data Systems Corporation 549300G8S4PO686J7H97 018581108 5754.00000000 NS USD 241552.92000000 0.057107183814 Long EC CORP US N 1 N N N Interactive Brokers Group, Inc. 5493004DT6DCDUZNDM53 45841N107 5459.00000000 NS USD 263833.47000000 0.062374681571 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300V2JRLO5DIFGE82 87264AAU9 230000.00000000 PA USD 236992.00000000 0.056028905411 Long DBT CORP US N 2 2026-02-01 Fixed 0.04500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAG6 258000.00000000 PA USD 252840.00000000 0.059775639870 Long DBT CORP US N 2 2025-02-01 Variable 0.04600000 N N N N N N VICI Properties Inc. N/A 92564RAE5 30000.00000000 PA USD 29550.00000000 0.006986118328 Long DBT CORP US N 2 2030-08-15 Fixed 0.04125000 N N N N N N Digital Realty Trust, Inc. CD4SPTZ3YBTHY0C1AH38 25389JAS5 65000.00000000 PA USD 67984.32000000 0.016072639729 Long DBT CORP US N 2 2023-02-01 Fixed 0.02750000 N N N N N N Daito Trust Construction Co., Ltd. 353800QQ4DRI3KXS3038 N/A 2400.00000000 NS 212747.56000000 0.050297110939 Long EC CORP JP N 2 N N N The Southern Company D981X4Z4RWS7PDMJUZ03 373334KM2 32000.00000000 PA USD 33402.48000000 0.007896909568 Long DBT CORP US N 2 2023-07-30 Fixed 0.02100000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MK4 258000.00000000 PA USD 249292.50000000 0.058936951046 Long DBT CORP US N 2 2025-01-30 Variable 0.04700000 N N N N N N ManpowerGroup Inc. ERO1WSFOSR0JJ6CRQ987 56418H100 5085.00000000 NS USD 372883.05000000 0.088155841285 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0306A1 700000.00000000 PA USD 733277.34000000 0.173359129098 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N L E Lundbergforetagen AB (publ) 529900BPSFZS6O3A9R04 N/A 822.00000000 NS 40614.27000000 0.009601898343 Long EC CORP SE N 2 N N N salesforce.com, inc. RCGZFPDMRW58VJ54VR07 79466L302 906.00000000 NS USD 227695.92000000 0.053831155331 Long EC CORP US N 1 N N N ASSA ABLOY AB (publ) 549300YECS8HKCIMMB67 N/A 12716.00000000 NS 297301.58000000 0.070287107178 Long EC CORP SE N 2 N N N The Gorman-Rupp Company N/A 383082104 289.00000000 NS USD 8513.94000000 0.002012838994 Long EC CORP US N 1 N N N Vertex Pharmaceuticals Incorporated 54930015RAQRRZ5ZGJ91 92532F100 1260.00000000 NS USD 342871.20000000 0.081060533828 Long EC CORP US N 1 N N N First Mid Bancshares, Inc. N/A 320866106 239.00000000 NS USD 5963.05000000 0.001409765580 Long EC CORP US N 1 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7G3 31000.00000000 PA USD 31811.30000000 0.007520727782 Long DBT CORP CA N 2 2023-04-17 Fixed 0.01600000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505682 72.00000000 NS USD 107136.00000000 0.025328757131 Long EP CORP US N 1 N N N New Residential Mortgage Loan N/A 64831AAA6 96954.47000000 PA USD 97070.49000000 0.022949100823 Long ABS-CBDO CORP US N 2 2060-07-25 Variable 0.04335000 N N N N N N Sawai Pharmaceutical Co., Ltd. N/A 332305000 1200.00000000 NS 60547.39000000 0.014314424061 Long EC CORP JP N 2 N N N Kraton Corporation N/A 50077DAE4 120000.00000000 PA USD 122400.00000000 0.028937424142 Long DBT CORP US N 2 2025-04-15 Fixed 0.07000000 N N N N N N BLACK KNIGHT INFOSERV LLC 549300H5PS5C68DAUX66 092174AA9 20000.00000000 PA USD 20212.50000000 0.004778575861 Long DBT CORP US N 2 2028-09-01 Fixed 0.03625000 N N N N N N Windstream Holdings, Inc. 549300L3SXBFJVGRCF66 N/A 203439.10000000 PA USD 122470.34000000 0.028954053704 Long DBT CORP US N 2 2021-03-30 Floating 0.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 N/A 862837.50000000 PA USD 844139.81000000 0.199568886581 Long DBT CORP US N 2 2022-01-01 Floating 0.05500000 N N N N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868103 1970.00000000 NS USD 289117.20000000 0.068352181726 Long EC CORP US N 1 N N N GS Yuasa Corporation 353800MW7O6PQQHLDR79 N/A 1200.00000000 NS 20736.71000000 0.004902507945 Long EC CORP JP N 2 N N N T-Mobile US, Inc. 549300V2JRLO5DIFGE82 87264ABA2 52000.00000000 PA USD 57055.44000000 0.013488868193 Long DBT CORP US N 2 2025-04-15 Fixed 0.03500000 N N N N N N BlackRock, Inc. 549300E4UYBNT92O5488 464288752 2375.00000000 NS USD 134543.75000000 0.031808411433 Long RF US N 1 N N N Crystal Turquoise BV 5967007LIEEXZXGA8G28 N/A 870.00000000 NS 4460.21000000 0.001054468860 Long EC CORP NO N 2 N N N Liberty Media Corporation WP5O65E6BMU84LNO4227 82967NBG2 60000.00000000 PA USD 61487.40000000 0.014536658277 Long DBT CORP US N 2 2030-07-01 Fixed 0.04125000 N N N N N N RCO 2017-INV1 Trust N/A 74937VAA2 397821.02000000 PA USD 403268.94000000 0.095339578106 Long ABS-CBDO CORP US N 2 2052-11-25 Variable 0.03197000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAP4 39000.00000000 PA USD 41061.58000000 0.009707649970 Long DBT CORP JP N 2 2025-01-16 Fixed 0.02648000 N N N N N N TRIANGLE RE 2019-1 Limited N/A 89600TAA1 175000.00000000 PA USD 171393.57000000 0.040520330313 Long ABS-CBDO CORP US N 2 2029-11-26 Floating 0.02048100 N N N N N N Toorak Mortgage Corp 2019-1 Ltd N/A 89052KAA3 500000.00000000 PA USD 511579.40000000 0.120945997388 Long ABS-CBDO CORP US N 2 2022-03-25 Variable 0.04458300 N N N N N N Nuance Communications, Inc. AEMSOT3SS15TNMJCE605 67020YAN0 574000.00000000 PA USD 1016726.20000000 0.240371219658 Long DBT CORP US N 2 2025-04-01 Fixed 0.01250000 N N N N Y Nuance Communications Inc USD XXXX N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 1479.00000000 NS USD 110910.21000000 0.026221044023 Long EC CORP US N 1 N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GCS7 60000.00000000 PA USD 60150.00000000 0.014220474364 Long DBT CORP US N 2 2024-07-15 Fixed 0.04625000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDH4 35000.00000000 PA USD 35424.43000000 0.008374932646 Long DBT CORP NL N 2 2026-06-24 Variable 0.01339000 N N N N N N Spectrum Brands Holdings, Inc. 549300VU3EH2E73C1Q04 84762LAV7 50000.00000000 PA USD 51875.00000000 0.012264124815 Long DBT CORP US N 2 2029-10-01 Fixed 0.05000000 N N N N N N Liberty Global plc 213800X3RLP4NOTPY579 92769XAM7 200000.00000000 PA USD 208500.00000000 0.049292916125 Long DBT CORP GB N 2 2026-08-15 Fixed 0.05500000 N N N N N N UPC FINANCING PARTNERSHIP 213800DXWIS9KORQ3X94 N/A 560000.00000000 PA USD 542640.00000000 0.128289247031 Long DBT CORP US N 2 2029-01-31 Floating 0.00000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556102 2483.00000000 NS USD 1096294.16000000 0.259182427229 Long EC CORP US N 1 N N N Prudential Financial, Inc. P63V0W84H2Z3IOKHSM44 69346H100 3589.00000000 NS USD 49564.09000000 0.011717786720 Long RF US N 1 N N N News Corporation N/A N/A 649.00000000 NS 51679.11000000 0.012217813115 Long EC CORP AU N 2 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBT6 39000.00000000 PA USD 41211.48000000 0.009743088858 Long DBT CORP JP N 2 2024-09-27 Fixed 0.02448000 N N N N N N R.R. Donnelley & Sons Company SU4X0P4WWRGOQDTSV032 N/A 98743.70000000 PA USD 94053.37000000 0.022235802775 Long DBT CORP US N 2 2024-01-15 Floating 0.05146600 N N N N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAH6 60000.00000000 PA USD 62100.00000000 0.014681487248 Long DBT CORP US N 2 2026-06-01 Fixed 0.05750000 N N N N N N Kuehne Holding AG 529900Q0YED3805QXQ66 002523886 75.00000000 NS 14563.01000000 0.003442941153 Long EC CORP CH N 2 N N N Koninklijke DSM N.V. 724500SNT1MK246AHP04 000000982 5194.00000000 NS 855101.59000000 0.202160436231 Long EC CORP NL N 2 N N N BWAY Parent Company, Inc. 549300DNGHXL0OMHW304 12429TAD6 90000.00000000 PA USD 90318.60000000 0.021352840164 Long DBT CORP US N 2 2024-04-15 Fixed 0.05500000 N N N N N N Discover Financial Services X05BVSK68TQ7YTOSNR22 25466AAD3 35000.00000000 PA USD 38296.58000000 0.009053957342 Long DBT CORP US N 2 2023-08-08 Fixed 0.04200000 N N N N N N Nuance Communications, Inc. AEMSOT3SS15TNMJCE605 67020Y100 34677.00000000 NS USD 1150929.63000000 0.272099173704 Long EC CORP US N 1 N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 67066G104 1968.00000000 NS USD 1065120.96000000 0.251812557047 Long EC CORP US N 1 N N N Lexington Realty Trust 549300S4MH2ICXDBFV43 529043101 3517.00000000 NS USD 36752.65000000 0.008688946253 Long EC CORP US N 1 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AF6 156000.00000000 PA USD 184860.00000000 0.043704021462 Long DBT CORP GB N 2 2037-05-21 Variable 0.06657000 N N N N N N Stoneridge, Inc. PNBCIH9LE7WI83VJIF08 86183P102 9056.00000000 NS USD 166358.72000000 0.039330006866 Long EC CORP US N 1 N N N Laurentian Bank of Canada HO0K6ZULL3QE6S6SFW60 51925D957 5209.00000000 NS 106992.72000000 0.025294883323 Long EC CORP CA N 2 N N Noevir Holdings Co., Ltd. N/A N/A 100.00000000 NS 4680.45000000 0.001106537310 Long EC CORP JP N 2 N N N Mylan, Inc. 549300A0CD4KNFGIIS89 62854AAM6 41000.00000000 PA USD 41660.08000000 0.009849145463 Long DBT CORP NL N 2 2021-06-15 Fixed 0.03150000 N N N N N N Brookfield Asset Management Inc. 5493007NX94W3HSQTJ60 112830104 2700.00000000 NS USD 44604.00000000 0.010545137797 Long RF US N 1 N N N Tokio Marine Holdings, Inc. 5299009QN2NZ191KLS29 391066000 2500.00000000 NS 109386.43000000 0.025860796734 Long EC CORP JP N 2 N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150AV6 126000.00000000 PA USD 124740.00000000 0.029490639604 Long DBT CORP US N 2 2027-10-15 Variable 0.04450000 N N N N N N Element Solutions Inc 549300FLGN6P5CU20J91 28618M106 20425.00000000 NS USD 214666.75000000 0.050750839820 Long EC CORP US N 1 N N N Halma plc 2138007FRGLUR9KGBT40 000405207 24309.00000000 NS 734423.70000000 0.173630147934 Long EC CORP GB N 2 N N N Lehman Brothers Holdings, Inc. N/A 863579UU0 89125.18800000 PA USD 80206.36000000 0.018962136096 Long ABS-CBDO CORP US N 2 2035-07-25 Variable 0.03201400 N N N N N N QBE Insurance Group Limited 549300D2FBW76FPUSG65 74728GAE0 84000.00000000 PA USD 89145.00000000 0.021075381333 Long DBT CORP AU N 2 2025-05-12 Variable 0.05875000 N N N N N N Kilroy Realty Corporation 549300CXXI18B214UN80 49427F108 1250.00000000 NS USD 64950.00000000 0.015355275310 Long EC CORP US N 1 N N N Murphy Oil Corporation QBKYQD0ODE7DC7PDIN91 626717AM4 50000.00000000 PA USD 42702.00000000 0.010095472922 Long DBT CORP US N 2 2027-12-01 Fixed 0.05875000 N N N N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 00B03MM40 29400.00000000 NS 356537.01000000 0.084291361771 Long EC CORP GB N 2 N N N QCR Holdings, Inc. 549300MWKWM7KWJVQO33 74727A104 214.00000000 NS USD 5865.74000000 0.001386759855 Long EC CORP US N 1 N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081103 337.00000000 NS USD 12367.90000000 0.002923980131 Long EC CORP US N 1 N N N OBIC Co.,Ltd. N/A N/A 100.00000000 NS 17586.27000000 0.004157690801 Long EC CORP JP N 2 N N N Leggett & Platt, Incorporated DKOVQUCDW4ZLYCUD4T55 524660107 6278.00000000 NS USD 258465.26000000 0.061105546198 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556CF7 31000.00000000 PA USD 35319.04000000 0.008350016673 Long DBT CORP US N 2 2025-03-25 Fixed 0.04133000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978V103 2952.00000000 NS USD 488172.24000000 0.115412150028 Long EC CORP US N 1 N N N Chocoladefabriken Lindt & Sprungli AG 529900JYJNNOKKAGK736 N/A 20.00000000 NS 168819.50000000 0.039911776756 Long EC CORP CH N 2 N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797AW4 70000.00000000 PA USD 71225.00000000 0.016838791131 Long DBT CORP US N 2 2030-10-01 Fixed 0.06625000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAQ6 34000.00000000 PA USD 35019.94000000 0.008279304389 Long DBT CORP US N 2 2022-07-25 Fixed 0.02850000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 N/A 479335.43000000 PA USD 444732.21000000 0.105142194367 Long DBT CORP US N 2 2026-04-12 Floating 0.05251000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353T100 11157.00000000 NS USD 407007.36000000 0.096223403639 Long EC CORP US N 1 N N N SAS Rue La Boetie 969500TJ5KRTCJQWXH05 000004507 1782.00000000 NS 15547.84000000 0.003675771573 Long EC CORP FR N 2 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 000555200 1354.00000000 NS 61438.87000000 0.014525184967 Long EC CORP DE N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AAQ6 84000.00000000 PA USD 85470.00000000 0.020206549358 Long DBT CORP FR N 2 2021-03-30 Variable 0.07625000 N N N N N N ON Semiconductor Corporation ZV20P4CNJVT8V1ZGJ064 682189AK1 57000.00000000 PA USD 68115.00000000 0.016103534685 Long DBT CORP US N 2 2020-12-01 Fixed 0.01000000 N N N N Y ON Semiconductor Corp USD XXXX N N N Emesta Holding AG 529900G1XFTGSE0DIX60 N/A 118.00000000 NS 106018.91000000 0.025064658217 Long EC CORP CH N 2 N N N Japan Hotel REIT Investment Corporation 353800L8KG849FP1JI68 N/A 20.00000000 NS 9882.08000000 0.002336290362 Long EC CORP JP N 2 N N N SAP SE 529900D6BF99LW9R2E68 000716460 519.00000000 NS 80818.21000000 0.019106787754 Long EC CORP DE N 2 N N N Kinden Corporation N/A N/A 7400.00000000 NS 130693.30000000 0.030898100119 Long EC CORP JP N 2 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CE9 122000.00000000 PA USD 127953.60000000 0.030250388837 Long DBT CORP US N 2 2025-06-15 Fixed 0.05750000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348106 486.00000000 NS USD 338615.64000000 0.080054447679 Long EC CORP US N 1 N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AL5 50000.00000000 PA USD 47670.50000000 0.011270110110 Long DBT CORP US N 2 2023-04-15 Fixed 0.04500000 N N N N N N MAUSER PACKAGING SOLUTIONS 549300DNGHXL0OMHW304 N/A 498735.43000000 PA USD 467255.25000000 0.110467020850 Long DBT CORP US N 2 2024-04-03 Floating 0.03522900 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AK9 70000.00000000 PA USD 76755.65000000 0.018146330060 Long DBT CORP NL N 2 2023-10-02 Fixed 0.04100000 N N N N N N Medtronic plc D56MRZY2INAN94ZONZ37 585055BS4 15000.00000000 PA USD 16896.02000000 0.003994504060 Long DBT CORP US N 2 2025-03-15 Fixed 0.03500000 N N N N N N Dell Technologies Inc. N/A 25272KAG8 122000.00000000 PA USD 133753.54000000 0.031621592463 Long DBT CORP US N 2 2023-06-15 Fixed 0.05450000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AH3 42000.00000000 PA USD 44562.00000000 0.010535208289 Long DBT CORP US N 2 2025-09-20 Variable 0.04700000 N N N N N N The Walt Disney Company 549300GZKULIZ0WOW665 254687106 3664.00000000 NS USD 454629.12000000 0.107481990792 Long EC CORP US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832QAE9 189000.00000000 PA USD 198922.50000000 0.047028633611 Long DBT CORP US N 2 2025-09-01 Variable 0.04950000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384P37 200000.00000000 PA USD 199983.67000000 0.047279512094 Long STIV USGSE US N 2 N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516106 4916.00000000 NS USD 809222.76000000 0.191313907123 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300V2JRLO5DIFGE82 N/A 862837.50000000 PA USD 861525.99000000 0.203679272732 Long DBT CORP US N 2 2027-04-01 Floating 0.03146600 N N N N N N Mapletree Commercial Trust 549300BF18K4IC5LZ208 N/A 25800.00000000 NS 37063.54000000 0.008762445892 Long EC CORP SG N 2 N N N DENSO Corporation 549300RYPA10CQM3QK38 355150000 8300.00000000 NS 363803.50000000 0.086009282549 Long EC CORP JP N 2 N N N Nielsen Holdings plc N/A 65409QBD3 30000.00000000 PA USD 30825.00000000 0.007287549830 Long DBT CORP US N 2 2028-10-01 Fixed 0.05625000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607107 1812.00000000 NS USD 387731.76000000 0.091666326737 Long EC CORP US N 1 N N N Eni S.p.A. BUCRF72VH5RBN7X3VL35 000313247 22592.00000000 NS 176581.68000000 0.041746887009 Long EC CORP IT N 2 N N N Deutsche Borse AG 529900G3SW56SHYNPR95 000581005 1754.00000000 NS 307513.63000000 0.072701408013 Long EC CORP DE N 2 N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 56585A102 8644.00000000 NS USD 253614.96000000 0.059958853483 Long EC CORP US N 1 N N N RH 5493008MTS3OGGMHGK69 74967X103 2256.00000000 NS USD 863190.72000000 0.204072842978 Long EC CORP US N 1 N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 2478.00000000 NS USD 546845.04000000 0.129283389401 Long EC CORP US N 1 N N N Lehman Brothers Holdings, Inc. N/A 863579WZ7 170559.61800000 PA USD 137198.07000000 0.032435937443 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 0.03678000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AA1 60000.00000000 PA USD 59700.00000000 0.014114086775 Long DBT CORP US N 2 2028-09-01 Fixed 0.07500000 N N N N N N Cofinimmo SA 549300TM914CSF6KI389 N/A 189.00000000 NS 28420.17000000 0.006719007463 Long EC CORP BE N 2 N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284106 439.00000000 NS USD 103323.04000000 0.024427309086 Long EC CORP US N 1 N N N MINISTOP Co., Ltd. N/A N/A 800.00000000 NS 11244.74000000 0.002658446166 Long EC CORP JP N 2 N N N Granite Real Estate Investment Trust N/A 387437957 7059.00000000 NS 409687.60000000 0.096857057574 Long EC CORP CA N 2 N N N Transurban Group 549300ZR71SUQ4VUTM79 N/A 7622.00000000 NS 77827.51000000 0.018399735840 Long EC CORP AU N 2 N N N Methanex Corporation 549300TSJHRXT9QXRD13 59151KAL2 130000.00000000 PA USD 128537.50000000 0.030388432644 Long DBT CORP CA N 2 2029-12-15 Fixed 0.05250000 N N N N N N Four Corners Property Trust, Inc. 549300SVTPZPBDVNER42 35086T109 5388.00000000 NS USD 137878.92000000 0.032596901865 Long EC CORP US N 1 N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214EJ8 32000.00000000 PA USD 33170.20000000 0.007841994659 Long DBT CORP AU N 2 2023-01-13 Fixed 0.02000000 N N N N N N Sekisui House, Ltd. 529900GMNDOYQSAJAE76 N/A 4900.00000000 NS 86831.56000000 0.020528445103 Long EC CORP JP N 2 N N N Carl Bennet AB 549300RTLL4VDQRCTW41 N/A 65.00000000 NS 5027.59000000 0.001188607060 Long EC CORP SE N 2 N N N The Greenbrier Companies, Inc. 5493001GAGGFR30BP390 393657101 2923.00000000 NS USD 85936.20000000 0.020316766900 Long EC CORP US N 1 N N N Xerox Holdings Corporation 5493000Y33XDVO2CXC18 98421MAA4 70000.00000000 PA USD 69178.90000000 0.016355058586 Long DBT CORP US N 2 2025-08-15 Fixed 0.05000000 N N N N N N Enterprise Products Partners L.P. 5493004LGN656HWLDA30 29379VBM4 200000.00000000 PA USD 174202.00000000 0.041184290526 Long DBT CORP US N 2 2077-08-16 Variable 0.04875000 N N N N N N Hyundai Motor Company 549300RIPPWJB5Z0FK07 44891ABN6 35000.00000000 PA USD 34806.99000000 0.008228959417 Long DBT CORP US N 2 2025-10-15 Fixed 0.01800000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076307 423.00000000 NS USD 66330.63000000 0.015681679525 Long EC CORP US N 1 N N N TV Asahi Holdings Corporation N/A N/A 13400.00000000 NS 212798.68000000 0.050309196569 Long EC CORP JP N 2 N N N Cerner Corporation 549300L4UJ40IEVVI304 156782104 3073.00000000 NS USD 222147.17000000 0.052519337257 Long EC CORP US N 1 N N N International Flavors & Fragrances Inc. BZLRL03D3GPGMOGFO832 459506309 476.00000000 NS USD 21086.80000000 0.004985275125 Long EP CORP US N 1 N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385AZ4 34000.00000000 PA USD 34686.26000000 0.008200416809 Long DBT CORP CA N 2 2025-07-15 Fixed 0.02050000 N N N N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 4861.00000000 NS USD 1273095.90000000 0.300981340133 Long EC CORP US N 1 N N N Computer Services, Inc. N/A 20539A105 4788.00000000 NS USD 296856.00000000 0.070181764552 Long EC CORP US N 1 N N N The Hartford Financial Services Group, Inc. IU7C3FTM7Y3BQM112U94 416515BC7 66000.00000000 PA USD 56773.75000000 0.013422271927 Long DBT CORP US N 2 2047-02-12 Floating 0.02405100 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741108 15645.00000000 NS USD 586687.50000000 0.138702818844 Long EC CORP US N 1 N N N Verus Securitization Trust 2019-2 N/A 92537GAC7 271149.02000000 PA USD 276417.20000000 0.065349687554 Long ABS-CBDO CORP US N 2 2059-05-25 Variable 0.03345000 N N N N N N Glencore plc 5493005TTO0UJ33KCK70 98417EAK6 66000.00000000 PA USD 68896.68000000 0.016288337019 Long DBT CORP CA N 2 2021-11-15 Fixed 0.04950000 N N N N N N Marubeni Corporation 4P4N3ORD02UGQT1T1W12 387760000 27400.00000000 NS 155560.91000000 0.036777222489 Long EC CORP JP N 2 N N N Scientific Games Corporation RLTHESQ0RNFQJWPBJN60 N/A 1805591.96000000 PA USD 1694746.67000000 0.400666692842 Long DBT CORP US N 2 2024-08-14 Floating 0.03471297 N N N N N N Lakeland Bancorp, Inc. 549300NF90LR9ETZDR73 511637100 646.00000000 NS USD 6427.70000000 0.001519616676 Long EC CORP US N 1 N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498101 761.00000000 NS USD 69479.30000000 0.016426078212 Long EC CORP US N 1 N N N Meritor, Inc. 5LTG829X630QFHTFBO82 59001K100 15674.00000000 NS USD 328213.56000000 0.077595220547 Long EC CORP US N 1 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWC4 88000.00000000 PA USD 89269.02000000 0.021104701752 Long DBT CORP US N 2 2022-04-26 Fixed 0.03000000 N N N N N N Fast Retailing Co., Ltd. 353800ZCXKHDPY0N5218 380230000 100.00000000 NS 62842.15000000 0.014856944024 Long EC CORP JP N 2 N N N Teva Pharmaceutical Industries Limited 5493004T21MOAFINJP35 88167AAC5 17000.00000000 PA USD 16855.50000000 0.003984924449 Long DBT CORP NL N 2 2021-07-21 Fixed 0.02200000 N N N N N N MGM Growth Properties LLC N/A 55303XAK1 90000.00000000 PA USD 91800.00000000 0.021703068106 Long DBT CORP US N 2 2025-06-15 Fixed 0.04625000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAD4 31000.00000000 PA USD 33692.26000000 0.007965418447 Long DBT CORP NO N 2 2025-04-06 Fixed 0.02875000 N N N N N N Plantronics, Inc. 5493006O3W5M472F6668 N/A 409649.50000000 PA USD 383874.35000000 0.090754369962 Long DBT CORP US N 2 2025-07-02 Floating 0.02646600 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAM3 48000.00000000 PA USD 50840.40000000 0.012019527927 Long DBT CORP US N 2 2026-08-15 Fixed 0.05375000 N N N N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 7591EPAR1 84000.00000000 PA USD 89670.00000000 0.021199500186 Long DBT CORP US N 2 2025-06-15 Variable 0.05750000 N N N N N N Porsche Automobil Holding SE 5493002SQ1AVQBY41K40 928668BE1 17000.00000000 PA USD 18559.31000000 0.004387733866 Long DBT CORP US N 2 2025-05-13 Fixed 0.03350000 N N N N N N AOKI Holdings Inc. N/A N/A 800.00000000 NS 4023.20000000 0.000951152326 Long EC CORP JP N 2 N N N Medical Properties Trust, Inc. N/A 55342UAG9 100000.00000000 PA USD 103000.00000000 0.024350936982 Long DBT CORP US N 2 2026-08-01 Fixed 0.05250000 N N N N N N FLEX ACQUISITION CO INC 549300HHED2KGPBEDW39 N/A 703125.85000000 PA USD 681153.17000000 0.161036096293 Long DBT CORP US N 2 2025-06-29 Floating 0.03546100 N N N N N N Plains All American Pipeline, L.P. N/A 72650RBB7 13000.00000000 PA USD 13232.09000000 0.003128289220 Long DBT CORP US N 2 2023-01-31 Fixed 0.02850000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343E102 683.00000000 NS USD 139912.55000000 0.033077686292 Long EC CORP US N 1 N N N LCPR LOAN FINANCING LLC N/A N/A 1120000.00000000 PA USD 1117670.40000000 0.264236130852 Long DBT CORP US N 2 2026-10-15 Floating 0.05152400 N N N N N N Mediaset S.p.A. 95980020140005021479 015250303 46867.00000000 NS 173573.46000000 0.041035693071 Long EC CORP ES N 2 N N N Plains All American Pipeline, L.P. 5521FA2ITF25TVH63740 726503AE5 169000.00000000 PA USD 107213.60000000 0.025347103080 Long DBT CORP US N 2 2022-11-15 Variable 0.06125000 N N N N N N MEDIACOM ILLINOIS LLC 549300C5ZH26WTW5DM15 N/A 150889.58000000 PA USD 149380.68000000 0.035316111894 Long DBT CORP US N 2 2024-02-15 Floating 0.01860000 N N N N N N Spirax-Sarco Engineering plc 213800WFVZQMHOZP2W17 N/A 1598.00000000 NS 227559.12000000 0.053798813504 Long EC CORP GB N 2 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCA4 84000.00000000 PA USD 83685.00000000 0.019784545256 Long DBT CORP US N 2 2025-09-15 Variable 0.03850000 N N N N N N Ellington Residential Mortgage REIT 549300KA3MR2ZCRGA787 288578107 2033.00000000 NS USD 22566.30000000 0.005335053876 Long EC CORP US N 1 N N N HEICO Corporation 529900O1DTDLCJ7L0I14 422806109 3354.00000000 NS USD 351029.64000000 0.082989326628 Long EC CORP US N 1 N N N Raytheon Technologies Corporation 549300JE3W6CWY2NAN77 14448C104 15364.00000000 NS USD 469216.56000000 0.110930707609 Long EC CORP US N 1 N N N Kungsleden AB (publ) 5493005OXRTBK0WSJN46 N/A 1372.00000000 NS 12987.63000000 0.003070494754 Long EC CORP SE N 2 N N N ARB Corporation Limited N/A N/A 1450.00000000 NS 28969.78000000 0.006848944535 Long EC CORP AU N 2 N N N Toppan Printing Co., Ltd. N/A N/A 2600.00000000 NS 24751.05000000 0.005851565619 Long EC CORP JP N 2 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 5050.00000000 NS USD 549591.50000000 0.129932698861 Long EC CORP US N 1 N N N Baidu, Inc. 254900AL64IANZYI1E02 056752AQ1 39000.00000000 PA USD 41446.08000000 0.009798552254 Long DBT CORP KY N 2 2025-04-07 Fixed 0.03075000 N N N N N N Next Alt S.a.r.l. 3HG2WD2W22M120IUNG49 N/A 624037.50000000 PA USD 602639.25000000 0.142474081553 Long DBT CORP US N 2 2025-07-17 Floating 0.02402400 N N N N N N TransDigm Group Incorporated 88Q84GB3X55CF5OC7582 893647BL0 180000.00000000 PA USD 172989.00000000 0.040897516870 Long DBT CORP US N 2 2027-11-15 Fixed 0.05500000 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411BE4 70000.00000000 PA USD 64050.00000000 0.015142500133 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 16115QAD2 117000.00000000 PA USD 162159.18000000 0.038337164789 Long DBT CORP US N 2 2024-11-15 Fixed 0.01000000 N N N N Y Chart Industries Inc USD XXXX N N N Rio Tinto Group 529900X2VMAQT2PE0V24 N/A 2510.00000000 NS 171436.59000000 0.040530500967 Long EC CORP AU N 2 N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502846 1957.00000000 NS USD 197461.30000000 0.046683181289 Long EP CORP US N 1 N N N Sunoco LP N/A 86765LAN7 90000.00000000 PA USD 92025.00000000 0.021756261901 Long DBT CORP US N 2 2028-03-15 Fixed 0.05875000 N N N N N N IQVIA Holdings Inc. 549300PLWY28YB00C717 N/A 144256.40000000 PA USD 142122.85000000 0.033600238486 Long DBT CORP US N 2 2025-01-01 Floating 0.01896600 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 389035000 5600.00000000 NS 156580.51000000 0.037018273123 Long EC CORP JP N 2 N N N Legacy Mortgage Asset Trust 2019-GS1 N/A 52473VAA8 356038.27000000 PA USD 362207.49000000 0.085631958870 Long ABS-CBDO CORP US N 2 2059-01-25 Fixed 0.04000000 N N N N N N Markel Corporation 549300SCNO12JLWIK605 570535104 474.00000000 NS USD 461533.80000000 0.109114373584 Long EC CORP US N 1 N N N Bellemeade Re 2020-1 Ltd. N/A 07876TAB8 200000.00000000 PA USD 202726.34000000 0.047927925534 Long ABS-CBDO CORP BM N 2 2030-06-25 Floating 0.03548130 N N N N N N Entercom Communications Corp. 549300S5JUSXRHNCHD80 29365DAA7 60000.00000000 PA USD 52200.00000000 0.012340960296 Long DBT CORP US N 2 2027-05-01 Fixed 0.06500000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384S75 300000.00000000 PA USD 299947.50000000 0.070912647287 Long STIV USGSE US N 2 N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CW8 40000.00000000 PA USD 45860.40000000 0.010842171945 Long DBT CORP US N 2 2025-04-22 Fixed 0.09000000 N N N N N N Air Canada 2015-1 Pass Through Trusts N/A 009090AB7 15603.82000000 PA USD 13421.94000000 0.003173172962 Long DBT CORP CA N 2 2023-03-15 Fixed 0.03875000 N N N N N N Morgan Stanley & Co N/A N/A 104.00000000 NC -161118.06000000 -0.03809102646 N/A DE CORP US N 1 Morgan Stanley & Company N/A Long EURO STOXX 50 Price EUR SX5E 2020-12-21 4038666.68000000 EUR -161118.06000000 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 374.00000000 NS USD 160449.74000000 0.037933024345 Long EC CORP US N 1 N N N Amphenol Corporation 549300D3L3G0R4U4VT04 032095101 4749.00000000 NS USD 514174.23000000 0.121559458959 Long EC CORP US N 1 N N N Humana Inc. 529900YLDW34GJAO4J06 444859102 602.00000000 NS USD 249161.78000000 0.058906046633 Long EC CORP US N 1 N N N Volt XXIII, LLC N/A 92872NAA9 138680.57000000 PA USD 138818.65000000 0.032819069885 Long ABS-CBDO CORP US N 2 2049-08-25 Variable 0.03351500 N N N N N N DELOS FINANCE SARL 549300HX549YWOJQT076 N/A 175000.00000000 PA USD 170712.50000000 0.040359313880 Long DBT CORP US N 2 2023-10-06 Floating 0.01970400 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MF5 105000.00000000 PA USD 113583.89000000 0.026853147064 Long DBT CORP US N 2 2025-04-24 Variable 0.03352000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAA5 58000.00000000 PA USD 59675.62000000 0.014108322932 Long DBT CORP US N 2 2022-02-07 Fixed 0.02600000 N N N N N N Gibson Energy Inc. 549300WYW5D9I3FR0643 374825958 4114.00000000 NS 66674.27000000 0.015762921816 Long EC CORP CA N 2 N N N Outfront Media Inc. (REIT) N/A 69007TAC8 120000.00000000 PA USD 115200.00000000 0.027235222722 Long DBT CORP US N 2 2030-03-15 Fixed 0.04625000 N N N N N N Burlington Stores, Inc. 5299003Z37DVGKKC1W09 122017106 1839.00000000 NS USD 378999.51000000 0.089601875577 Long EC CORP US N 1 N N N BlackRock, Inc. N/A 09247X101 909.00000000 NS USD 512266.95000000 0.121108545803 Long EC CORP US N 1 N N N Wayfair Inc. 54930027N9ZAVYFDHK53 94419L101 113.00000000 NS USD 32884.13000000 0.007774362886 Long EC CORP US N 1 N N N GCI Liberty, Inc. 549300N3IE9H88Q20221 36166TAB6 70000.00000000 PA USD 70875.70000000 0.016756210721 Long DBT CORP US N 2 2028-10-15 Fixed 0.04750000 N N N N N N Broadcom Inc. N/A 11134LAP4 48000.00000000 PA USD 51195.59000000 0.012103500833 Long DBT CORP US N 2 2025-01-15 Fixed 0.03125000 N N N N N N Cheniere Energy Partners, L.P. 549300KJYBG7C6WJYZ11 785592AH9 43000.00000000 PA USD 45629.77000000 0.010787647124 Long DBT CORP US N 2 2022-03-15 Fixed 0.06250000 N N N N N N Bellemeade Re 2020-2 Ltd. N/A 078782AA7 200000.00000000 PA USD 200233.44000000 0.047338561934 Long ABS-CBDO CORP BM N 2 2030-08-26 Floating 0.02448100 N N N N N N Inberdon Enterprises Ltd. 549300VGDEEG8RT7VC89 911922102 2690.00000000 NS USD 242369.00000000 0.057300118888 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CYM0 725572.22000000 PA USD 773880.67000000 0.182958441041 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04000000 N N N N N N Marathon Petroleum Corporation 5493000CZJ19CK4P3G36 55336VAE0 66000.00000000 PA USD 71521.72000000 0.016908940743 Long DBT CORP US N 2 2023-07-15 Fixed 0.04500000 N N N N N N TERRIER MEDIA BUYER INC N/A N/A 224437.50000000 PA USD 217984.92000000 0.051535311165 Long DBT CORP US N 2 2026-12-17 Floating 0.04396600 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 N/A 402969.92000000 PA USD 381499.68000000 0.090192957928 Long DBT CORP US N 2 2026-05-01 Floating 0.03146600 N N N N N N MidWestOne Financial Group, Inc. N/A 598511103 3048.00000000 NS USD 54467.76000000 0.012877097003 Long EC CORP US N 1 N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287Y109 1358.00000000 NS USD 118947.22000000 0.028121128723 Long EC CORP US N 1 N N N UFP Technologies, Inc. 549300RJ8LY41HS70C91 902673102 3614.00000000 NS USD 149691.88000000 0.035389684822 Long EC CORP US N 1 N N N Equitrans Midstream Corporation 549300NELT611CL6XM83 26885BAC4 40000.00000000 PA USD 40282.00000000 0.009523344111 Long DBT CORP US N 2 2028-07-15 Fixed 0.05500000 N N N N N N Invesco Ltd. 549300SIHU6DQELRNG59 46138G508 17500.00000000 NS USD 380450.00000000 0.089944795874 Long RF US N 1 N N N GFL Environmental Inc. 549300FYK4MBXWIVZU26 36168QAK0 80000.00000000 PA USD 79800.00000000 0.018866065739 Long DBT CORP CA N 2 2025-08-01 Fixed 0.03750000 N N N N N N Helios Technologies, Inc. 5493000BCJSMIDRNTI78 42328H109 5179.00000000 NS USD 188515.60000000 0.044568266949 Long EC CORP US N 1 N N N Univision Holdings, Inc. 549300YQDE2JSGTL8V47 914906AU6 120000.00000000 PA USD 117150.00000000 0.027696235606 Long DBT CORP US N 2 2027-06-01 Fixed 0.06625000 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855RAJ9 90000.00000000 PA USD 91845.00000000 0.021713706865 Long DBT CORP US N 2 2028-06-15 Fixed 0.04375000 N N N N N N Getty Realty Corp. N/A 374297109 786.00000000 NS USD 20443.86000000 0.004833273267 Long EC CORP US N 1 N N N Industrial Logistics Properties Trust N/A 456237106 497.00000000 NS USD 10869.39000000 0.002569707096 Long EC CORP US N 1 N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 18343.00000000 NS USD 1503942.57000000 0.355557385899 Long EC CORP US N 1 N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2B6 60000.00000000 PA USD 62288.09000000 0.014725954896 Long DBT CORP US N 2 2022-01-25 Fixed 0.04000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122DB1 56000.00000000 PA USD 61702.68000000 0.014587554100 Long DBT CORP US N 2 2024-05-15 Fixed 0.03625000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 N/A 1104450.00000000 PA USD 1070333.54000000 0.253044898863 Long DBT CORP US N 2 2027-03-09 Floating 0.03146600 N N N N N N Charter Communications, Inc. N/A 1248EPBM4 235000.00000000 PA USD 244400.00000000 0.057780281539 Long DBT CORP US N 2 2026-02-15 Fixed 0.05750000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361702 10176.00000000 NS USD 311182.08000000 0.073568691458 Long EC CORP US N 1 N N N Aerojet Rocketdyne Holdings, Inc. 549300VULNLWHE8QWI76 007800105 294.00000000 NS USD 11727.66000000 0.002772616598 Long EC CORP US N 1 N N N Societe Generale Societe anonyme O2RNE8IBXP4R0TD8PU41 83368RAU6 39000.00000000 PA USD 40396.00000000 0.009550295634 Long DBT CORP FR N 2 2024-10-16 Fixed 0.02625000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746101 25045.00000000 NS USD 588807.95000000 0.139204128983 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BS2 41000.00000000 PA USD 41505.74000000 0.009812656885 Long DBT CORP JP N 2 2025-07-17 Fixed 0.01412000 N N N N N N W.W. Grainger, Inc. 549300TWZSP6O1IH2V34 384802AE4 30000.00000000 PA USD 31417.31000000 0.007427581902 Long DBT CORP US N 2 2025-02-15 Fixed 0.01850000 N N N N N N The Middleby Corporation JDFO86U9VQRBKW5KYA35 596278101 2421.00000000 NS USD 217187.91000000 0.051346884561 Long EC CORP US N 1 N N TNS Inc. N/A N/A 282626.10000000 PA USD 280153.12000000 0.066232922044 Long DBT CORP US N 2 2022-08-14 Floating 0.04150000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 47000.00000000 PA USD 50362.77000000 0.011906608141 Long DBT CORP US N 2 2025-04-01 Fixed 0.02500000 N N N N N N Charter Communications, Inc. N/A 1248EPBR3 125000.00000000 PA USD 130312.50000000 0.030808072578 Long DBT CORP US N 2 2026-05-01 Fixed 0.05500000 N N N N N N BP PLC 5493009NTB34VXE1T760 10373QBA7 172000.00000000 PA USD 177893.71000000 0.042057073027 Long DBT CORP US N 2 2022-09-19 Fixed 0.02520000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BE2 31000.00000000 PA USD 32807.84000000 0.007756326644 Long DBT CORP US N 2 2025-11-01 Variable 0.02354000 N N N N N N Novozymes A/S 529900T6WNZXD2R3JW38 N/A 612.00000000 NS 38465.66000000 0.009093930705 Long EC CORP DK N 2 N N N GlaxoSmithKline plc 5493000HZTVUYLO1D793 37733W105 7712.00000000 NS USD 290279.68000000 0.068627011602 Long EC CORP GB N 1 N N N Columbia Banking System, Inc. N/A 197236102 8782.00000000 NS USD 209450.70000000 0.049517677637 Long EC CORP US N 1 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526CC1 69000.00000000 PA USD 69452.90000000 0.016419836807 Long DBT CORP DE N 2 2024-09-18 Variable 0.02222000 N N N N N N Cleveland-Cliffs Inc. 549300TM2WLI2BJMDD86 18683KAM3 60000.00000000 PA USD 55800.00000000 0.013192061006 Long DBT CORP US N 2 2025-03-01 Fixed 0.05750000 N N N N N N NEC Networks & System Integration Corporation N/A N/A 11100.00000000 NS 213368.67000000 0.050443951817 Long EC CORP JP N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5CX9 374251.72600000 PA USD 395432.30000000 0.093486864254 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.03500000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 7420.00000000 NS USD 275801.40000000 0.065204102049 Long EC CORP US N 1 N N N GENESEE & WYOMING INC G617XSG94Z7G0RMW3L02 N/A 691525.00000000 PA USD 679533.96000000 0.160653287743 Long DBT CORP US N 2 2026-12-30 Floating 0.02220400 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0224A0 1318000.00000000 PA USD 1376074.38000000 0.325327189425 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.02500000 N N N N N N Dell Technologies Inc. 549300BUDHS3LRWBE814 928563402 1307.00000000 NS USD 187776.69000000 0.044393576165 Long EC CORP US N 1 N N Washington Trust Bancorp, Inc. J66MZFCNJPP3PERHZW54 940610108 218.00000000 NS USD 6683.88000000 0.001580181948 Long EC CORP US N 1 N N N DISH Network Corporation 529900U350CWHH15G169 25470M109 10214.00000000 NS USD 296512.42000000 0.070100536446 Long EC CORP US N 1 N N N Daiichi Sankyo Company, Limited 353800XGIU2IHQGC9504 347535000 5600.00000000 NS 171907.49000000 0.040641829668 Long EC CORP JP N 2 N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAJ0 60000.00000000 PA USD 61668.00000000 0.014579355163 Long DBT CORP US N 2 2025-01-15 Fixed 0.04750000 N N N N N N HCA Healthcare, Inc. L3CJ6J7LJ2DX62FTXD46 404119BR9 320000.00000000 PA USD 350400.00000000 0.082840469113 Long DBT CORP US N 2 2025-02-01 Fixed 0.05375000 N N N N N N American Tower Corporation (REIT) 5493006ORUSIL88JOE18 03027XAT7 50000.00000000 PA USD 54128.59000000 0.012796911495 Long DBT CORP US N 2 2024-05-15 Fixed 0.03375000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AC2 42000.00000000 PA USD 41967.72000000 0.009921876747 Long DBT CORP CH N 2 2027-01-30 Variable 0.01364000 N N N N N N Silver Hill Trust 2019-SBC1 N/A 82773XAA8 220377.84600000 PA USD 223969.63000000 0.052950197535 Long ABS-CBDO CORP US N 2 2049-11-25 Variable 0.03102000 N N N N N N SAS Rue La Boetie 969500TJ5KRTCJQWXH05 225313AJ4 84000.00000000 PA USD 98700.00000000 0.023334344467 Long DBT CORP FR N 2 2025-12-23 Variable 0.08125000 N N N N N N SOTERA HEALTH HLDGS LLC 549300OVT7MBXFLOFU20 N/A 452725.00000000 PA USD 450461.38000000 0.106496666771 Long DBT CORP US N 2 2026-12-13 Floating 0.05500000 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 845467AM1 125000.00000000 PA USD 122187.50000000 0.028887185558 Long DBT CORP US N 2 2026-04-01 Fixed 0.07500000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DH1 43000.00000000 PA USD 44673.54000000 0.010561578226 Long DBT CORP US N 2 2022-08-01 Fixed 0.02800000 N N N N N N W. R. Grace & Co. 5493003X5Z6TVAXIPW56 38388F108 4391.00000000 NS USD 176913.39000000 0.041825308847 Long EC CORP US N 1 N N N Nucor Corporation 549300GGJCRSI2TIEJ46 670346105 5969.00000000 NS USD 267769.34000000 0.063305187613 Long EC CORP US N 1 N N N Bank of Marin Bancorp N/A 063425102 308.00000000 NS USD 8919.68000000 0.002108762772 Long EC CORP US N 1 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAH6 65000.00000000 PA USD 70745.26000000 0.016725372505 Long DBT CORP GB N 2 2024-03-12 Fixed 0.03900000 N N N N N N Bayerische Motoren Werke AG 5299006ZHG3IXU0PNJ56 05600LAA4 34000.00000000 PA USD 35097.04000000 0.008297532129 Long DBT CORP NL N 2 2022-08-12 Fixed 0.02250000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CJ6 41000.00000000 PA USD 40884.44000000 0.009665771087 Long DBT CORP GB N 2 2026-04-18 Variable 0.01645000 N N N N N N Eaton Vance Corp. NZ7KR43H6Z5W1GY0QX46 27828H105 4042.00000000 NS USD 45715.02000000 0.010807801661 Long RF US N 1 N N N Dolby Laboratories, Inc. 549300X04FB2QPCJ5J24 25659T107 4413.00000000 NS USD 292493.64000000 0.069150429082 Long EC CORP US N 1 N N N Legg Mason, Inc. 254900D3WFIV4SD8EF19 780915104 4381.00000000 NS USD 33602.27000000 0.007944143293 Long RF US N 1 N N N Walmart Inc. Y87794H0US1R65VBXU25 931142103 10257.00000000 NS USD 1435056.87000000 0.339271644736 Long EC CORP US N 1 N N N China National Chemical Corporation Limited 54930042S3BYCEGOCN86 87164KAE4 71000.00000000 PA USD 71915.51000000 0.017002039340 Long DBT NUSS NL N 2 2021-04-23 Fixed 0.03933000 N N N N N N Primo Water Corporation 5493005TMUI9D3MY9I37 74167P108 26907.00000000 NS USD 382079.40000000 0.090330013512 Long EC CORP CA N 1 N N Discovery, Inc. L2Z2MO2EQURH3BREWI15 25470DAQ2 45000.00000000 PA USD 47403.45000000 0.011206974987 Long DBT CORP US N 2 2023-03-20 Fixed 0.02950000 N N N N N N Nomura Real Estate Master Fund, Inc. 353800TNNZOQ1CPZE086 N/A 13.00000000 NS 16286.02000000 0.003850289773 Long EC CORP JP N 2 N N N Fuji Soft Incorporated N/A N/A 3500.00000000 NS 180480.24000000 0.042668572338 Long EC CORP JP N 2 N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAQ2 141000.00000000 PA USD 156248.81000000 0.036939853649 Long DBT CORP US N 2 2025-05-14 Fixed 0.03600000 N N N N N N Nippon Telegraph and Telephone Corporation 353800VHQU5VIXVUA841 373540000 3200.00000000 NS 65333.37000000 0.015445910444 Long EC CORP JP N 2 N N N Nikkon Holdings Co., Ltd. 3538005QJ1M73DPIMH49 N/A 100.00000000 NS 2167.87000000 0.000512521026 Long EC CORP JP N 2 N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 74736KAJ0 70000.00000000 PA USD 71198.75000000 0.016832585189 Long DBT CORP US N 2 2031-04-01 Fixed 0.03375000 N N N N N N Marsh & McLennan Companies, Inc. 549300XMP3KDCKJXIU47 571748102 900.00000000 NS USD 103230.00000000 0.024405312861 Long EC CORP US N 1 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AM4 245000.00000000 PA USD 260202.21000000 0.061516190470 Long DBT CORP US N 2 2043-06-15 Variable 0.05625000 N N N N N N Costco Wholesale Corporation 29DX7H14B9S6O3FD6V18 22160K105 959.00000000 NS USD 340445.00000000 0.080486939233 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corporation N/A 3133KHMS2 792410.53900000 PA USD 830910.98000000 0.196441368079 Long ABS-MBS USGSE US N 2 2050-03-25 Fixed 0.03000000 N N N N N N H51 969500Y4IJGHJE2MTJ13 000005229 212.00000000 NS 182586.69000000 0.043166572641 Long EC CORP FR N 2 N N N Federal National Mortgage Association N/A 3136ACZY0 2119086.02500000 PA USD 117905.95000000 0.027874954935 Long ABS-CBDO USGSE US N 2 2028-03-25 Fixed 0.03000000 N N N N N N Seagate Technology plc 529900BD50TRWEG1SF63 81180WAV3 34000.00000000 PA USD 35481.95000000 0.008388531344 Long DBT CORP KY N 2 2022-03-01 Fixed 0.04250000 N N N N N N UBS Group AG N/A 55274QBN4 454686.99400000 PA USD 113443.63000000 0.026819987235 Long ABS-CBDO CORP US N 2 2036-06-25 Floating 0.00648100 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816109 3354.00000000 NS USD 336238.50000000 0.079492451695 Long EC CORP US N 1 N N N Desmarais Family Residuary Trust 254900RYHLVJNTUFDA95 449586957 239.00000000 NS 5479.83000000 0.001295524223 Long EC CORP CA N 2 N N N Brookfield Residential Properties Inc. N/A 11283YAB6 240000.00000000 PA USD 242022.00000000 0.057218082237 Long DBT CORP CA N 2 2027-09-15 Fixed 0.06250000 N N N N N N DICK'S Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393102 3135.00000000 NS USD 181453.80000000 0.042898738340 Long EC CORP US N 1 N N N Talen Energy Corporation K5K33XN0PQAU1XF7NN66 N/A 247950.00000000 PA USD 244436.55000000 0.057788922575 Long DBT CORP US N 2 2026-07-08 Floating 0.03896600 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746804 483.00000000 NS USD 648210.15000000 0.153247810817 Long EP CORP US N 1 N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508104 9528.00000000 NS USD 1360503.12000000 0.321645880969 Long EC CORP US N 1 N N N Bank of America Corporation N/A 05949CFW1 54169.21400000 PA USD 50587.66000000 0.011959775929 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 0.03612800 N N N N N N CAESARS ENTERTAIN INC 5299000BKFWWVND5L441 28470RAH5 150000.00000000 PA USD 156375.00000000 0.036969687093 Long DBT CORP US N 2 2025-07-01 Fixed 0.06250000 N N N N N N Chiyoda Co., Ltd. N/A N/A 2100.00000000 NS 19563.71000000 0.004625190964 Long EC CORP JP N 2 N N N BP PLC 5493009NTB34VXE1T760 10373QBH2 33000.00000000 PA USD 34902.11000000 0.008251447390 Long DBT CORP US N 2 2023-04-06 Fixed 0.02937000 N N N N N N U.S. Bancorp N/A 903312AA4 184000.00000000 PA USD 149040.00000000 0.035235569397 Long DBT CORP US N 2 2022-01-15 Floating 0.01422000 N N N N N N PACCAR Inc PH3S12DWZBHHQKVYZ297 69371RQ74 33000.00000000 PA USD 34785.46000000 0.008223869362 Long DBT CORP US N 2 2023-04-06 Fixed 0.02650000 N N N N N N ON Semiconductor Corporation ZV20P4CNJVT8V1ZGJ064 682189AP0 269000.00000000 PA USD 355248.13000000 0.083986648804 Long DBT CORP US N 2 2023-10-15 Fixed 0.01625000 N N N N Y ON Semiconductor Corp USD XXXX N N N Sanofi 549300E9PC51EN656011 000012057 2121.00000000 NS 212550.53000000 0.050250529724 Long EC CORP FR N 2 N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875P101 2843.00000000 NS USD 102177.42000000 0.024156465198 Long EC CORP US N 1 N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 26907YAB0 30000.00000000 PA USD 29438.10000000 0.006959663281 Long DBT CORP US N 2 2027-10-01 Fixed 0.04625000 N N N N N N Technology One Limited 875500YEWBJIM91P9N12 N/A 615.00000000 NS 3523.25000000 0.000832955715 Long EC CORP AU N 2 N N N CVS Health Corporation 549300EJG376EN5NQE29 126650100 5350.00000000 NS USD 312440.00000000 0.073866084959 Long EC CORP US N 1 N N N Astellas Pharma Inc. 529900IB708DY2HBBB35 394240000 4700.00000000 NS 70061.01000000 0.016563604266 Long EC CORP JP N 2 N N N Dollarama Inc. 5493002GJ0NJP1HI0C79 25675T958 6964.00000000 NS 266938.95000000 0.063108869414 Long EC CORP CA N 2 N N N Norwegian Cruise Line Holdings Ltd. UNZWILHE4KMRP9K2L524 62886HAY7 50000.00000000 PA USD 52093.75000000 0.012315841004 Long DBT CORP BM N 2 2026-02-01 Fixed 0.10250000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231G102 6420.00000000 NS USD 220398.60000000 0.052105945822 Long EC CORP US N 1 N N N SoftBank Group Corp. 353800M1YCTS9JRBJ535 N/A 28900.00000000 NS 322938.44000000 0.076348093220 Long EC CORP JP N 2 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903100 2744.00000000 NS USD 293662.88000000 0.069426857136 Long EC CORP US N 1 N N N Cintas Corporation 549300QVUQTTKMTE0G41 17252MAM2 64000.00000000 PA USD 66200.02000000 0.015650801119 Long DBT CORP US N 2 2022-04-01 Fixed 0.02900000 N N N N N N Spirit AeroSystems Holdings, Inc. N/A 848574109 505.00000000 NS USD 9549.55000000 0.002257674662 Long EC CORP US N 1 N N N Park Avenue Institutional Advisers CLO Ltd 2018-1 N/A 70016RAC9 800000.00000000 PA USD 792455.20000000 0.187349773172 Long ABS-O CORP KY N 2 2031-10-20 Floating 0.01771800 N N N N N N 522 Funding CLO 2020-6 Ltd. N/A 33835AAG4 225000.00000000 PA USD 225000.00000000 0.053193794379 Long ABS-O CORP KY N 2 2033-10-23 Floating 0.04098000 N N N N N N Desmarais Family Residuary Trust 549300KV0ZEHT2KVU152 000379714 277.00000000 NS 24972.22000000 0.005903853937 Long EC CORP BE N 2 N N N Peapack-Gladstone Financial Corporation 549300G8DN2UK8K0ET30 704699107 266.00000000 NS USD 4029.90000000 0.000952736319 Long EC CORP US N 1 N N N ASGN Incorporated LZBNYYCBUKY537072438 00191U102 3594.00000000 NS USD 228434.64000000 0.054005801197 Long EC CORP US N 1 N N N Hankyu Hanshin REIT, Inc. N/A N/A 2.00000000 NS 2328.88000000 0.000550586506 Long EC CORP JP N 2 N N N Verint Systems Inc. 549300KEQJS5FRVUCO94 92343XAA8 159000.00000000 PA USD 160590.00000000 0.037966184175 Long DBT CORP US N 2 2021-06-01 Fixed 0.01500000 N N N N Y Verint Systems Inc USD XXXX N N N Planet Fitness, Inc. 549300LLE5HUPF6H8G33 72703H101 1517.00000000 NS USD 93477.54000000 0.022099666852 Long EC CORP US N 1 N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 346300000 5200.00000000 NS 185863.27000000 0.043941211409 Long EC CORP JP N 2 N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92553PBD3 44000.00000000 PA USD 44773.52000000 0.010585215184 Long DBT CORP US N 2 2057-02-28 Variable 0.05875000 N N N N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 09257W100 1091.00000000 NS USD 23969.27000000 0.005666739643 Long EC CORP US N 1 N N N Fertitta Entertainment, Inc. 91D14OD6M4H1RVBN7R43 38113YAE9 80000.00000000 PA USD 66800.00000000 0.015792646509 Long DBT CORP US N 2 2024-10-15 Fixed 0.06750000 N N N N N N Occidental Petroleum Corporation L6D8A6MLSY454J2JXJ60 958254AB0 44000.00000000 PA USD 44260.70000000 0.010463975888 Long DBT CORP US N 2 2022-07-01 Fixed 0.04000000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 40414LAJ8 33000.00000000 PA USD 36112.10000000 0.008537509431 Long DBT CORP US N 2 2023-11-15 Fixed 0.04250000 N N N N N N Energy Transfer LP 5493008K8W3OKZE54J59 29278N509 1600.00000000 NS USD 27856.00000000 0.006585628161 Long EP CORP US N 1 N N N Taikisha Ltd. 3538005OOQOUE7DBWV52 N/A 700.00000000 NS 19416.11000000 0.004590295835 Long EC CORP JP N 2 N N N Bunge Limited 549300QHC068L40NNM71 120568AW0 65000.00000000 PA USD 65284.51000000 0.015434359116 Long DBT CORP US N 2 2020-11-24 Fixed 0.03500000 N N N N N N TAG Immobilien AG 529900TAE68USJNXLR59 N/A 15470.00000000 NS 466482.96000000 0.110284438470 Long EC CORP DE N 2 N N N Nissan Motor Co., Ltd. 353800DRBDH1LUTNAY26 654744AA9 35000.00000000 PA USD 35477.36000000 0.008387446190 Long DBT CORP JP N 2 2023-09-15 Fixed 0.03043000 N N N N N N Shin-Etsu Chemical Co., Ltd. 353800PX8Q64N86H5W41 337120000 300.00000000 NS 39256.30000000 0.009280851334 Long EC CORP JP N 2 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WHH9 105000.00000000 PA USD 113734.86000000 0.026888838918 Long DBT CORP CA N 2 2024-02-05 Fixed 0.03300000 N N N N N N Everi Holdings Inc. 5299006DK5S7BG10K532 30034T103 21599.00000000 NS USD 178191.75000000 0.042127534709 Long EC CORP US N 1 N N N Transcontinental Inc. 549300C86G4JLR01YF53 893578955 2814.00000000 NS 34743.09000000 0.008213852380 Long EC CORP CA N 2 N N Spectrum Brands Holdings, Inc. 549300VU3EH2E73C1Q04 84762LAW5 40000.00000000 PA USD 42200.00000000 0.009976791656 Long DBT CORP US N 2 2030-07-15 Fixed 0.05500000 N N N N N N The Kraft Heinz Company 5493003STKEZ2S0RNU91 50077LAU0 180000.00000000 PA USD 190013.12000000 0.044922305932 Long DBT CORP US N 2 2030-04-01 Fixed 0.03750000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CE2 35000.00000000 PA USD 38156.30000000 0.009020792784 Long DBT CORP US N 2 2023-10-17 Fixed 0.03700000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HBL8 129000.00000000 PA USD 133252.14000000 0.031503053048 Long DBT CORP US N 2 2022-03-09 Fixed 0.03050000 N N N N N N Crown Holdings, Inc. N/A 228189AB2 130000.00000000 PA USD 134875.00000000 0.031886724519 Long DBT CORP US N 2 2023-01-15 Fixed 0.04500000 N N N N N N Hindalco Industries Limited 549300G5F3W3B52WYL23 670001AC0 150000.00000000 PA USD 154125.00000000 0.036437749150 Long DBT CORP US N 2 2026-09-30 Fixed 0.05875000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 94974BFN5 70000.00000000 PA USD 76252.76000000 0.018027438383 Long DBT CORP US N 2 2023-08-15 Fixed 0.04125000 N N N N N N Dell Technologies Inc. N/A 24703DBB6 15000.00000000 PA USD 17502.39000000 0.004137860154 Long DBT CORP US N 2 2025-07-15 Fixed 0.05850000 N N N N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158BB1 17000.00000000 PA USD 17631.17000000 0.004168305918 Long DBT CORP US N 2 2025-10-15 Fixed 0.01500000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 22282EAJ1 25000.00000000 PA USD 25232.50000000 0.005965388518 Long DBT CORP US N 2 2030-09-01 Fixed 0.05000000 N N N N N N Douglas Emmett, Inc. N/A 25960P109 9101.00000000 NS USD 228435.10000000 0.054005909948 Long EC CORP US N 1 N N N The Hain Celestial Group, Inc. 5493000S8QXWHLIXDP75 405217100 16973.00000000 NS USD 582173.90000000 0.137635727687 Long EC CORP US N 1 N N N Medtronic plc 549300GX3ZBSQWUXY261 G5960L103 13656.00000000 NS USD 1419131.52000000 0.335506623433 Long EC CORP US N 1 N N N Harley Marine Financing Llc 5493005HW7HO5Y757M86 41284LAA2 439124.54000000 PA USD 393658.46000000 0.093067498564 Long ABS-O CORP US N 2 2043-05-15 Fixed 0.05682000 N N N N N N Taiyo Holdings Co., Ltd. N/A N/A 1300.00000000 NS 68073.84000000 0.016093803767 Long EC CORP JP N 2 N N N CHANGE HEALTHCARE HOLDINGS 549300GHXFJ3EKF50583 N/A 409551.30000000 PA USD 400401.92000000 0.094661766229 Long DBT CORP US N 2 2024-03-01 Floating 0.03500000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324P102 2806.00000000 NS USD 874826.62000000 0.206823765964 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAY2 145000.00000000 PA USD 159458.75000000 0.037698737597 Long DBT CORP US N 2 2024-12-05 Variable 0.04023000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 22282EAH5 120000.00000000 PA USD 124800.00000000 0.029504824615 Long DBT CORP US N 2 2027-01-01 Fixed 0.06000000 N N N N N N National Australia Bank Limited 549300E2IPL06NDXMZ63 63254ABC1 48000.00000000 PA USD 49572.78000000 0.011719841182 Long DBT CORP AU N 2 2022-12-13 Fixed 0.01875000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017104 2023.00000000 NS USD 207883.48000000 0.049147160400 Long EC CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 200000.00000000 PA USD 216024.00000000 0.051071716609 Long DBT CORP US N 2 2027-03-15 Fixed 0.05125000 N N N N N N Singapore Exchange Limited 549300IQ650PPXM76X03 N/A 5500.00000000 NS 37095.67000000 0.008770041966 Long EC CORP SG N 2 N N N Carlsberg A/S 5299001O0WJQYB5GYZ19 001018175 3060.00000000 NS 412249.87000000 0.097462821412 Long EC CORP DK N 2 N N N Diageo plc 213800L23DJLALFC4O95 25243YBC2 42000.00000000 PA USD 43033.85000000 0.010173927858 Long DBT CORP GB N 2 2025-09-29 Fixed 0.01375000 N N N N N N Twitter, Inc. 549300I8RX485XMK6836 90184L102 14596.00000000 NS USD 649522.00000000 0.153557954280 Long EC CORP US N 1 N N N NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 N/A 279300.00000000 PA USD 278741.40000000 0.065899167629 Long DBT CORP US N 2 2025-06-04 Floating 0.04750000 N N N N N N SENSATA TECHNOLOGIES INC N/A 81728UAB0 120000.00000000 PA USD 119250.00000000 0.028192711021 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N Hanwa Co., Ltd. 8EUP1TJYZFX3T1E5AJ33 N/A 1900.00000000 NS 38033.13000000 0.008991673319 Long EC CORP JP N 2 N N N Sonova Holding AG 5299004A0QNX7FBNHS61 N/A 1276.00000000 NS 323357.80000000 0.076447236996 Long EC CORP CH N 2 N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2N2 48000.00000000 PA USD 49851.06000000 0.011785631267 Long DBT CORP US N 2 2026-04-30 Variable 0.02188000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DZ5 50000.00000000 PA USD 50385.50000000 0.011911981896 Long DBT CORP US N 2 2027-07-15 Fixed 0.08500000 N N N N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 437076102 5552.00000000 NS USD 1541845.92000000 0.364518377037 Long EC CORP US N 1 N N N AerCap Holdings N.V. N/A 44965UAA2 138000.00000000 PA USD 74865.00000000 0.017699348516 Long DBT CORP US N 2 2065-12-21 Floating 0.03230000 N N N N N N Ube Industries, Ltd. 529900XMRZ2VNF3ZPS69 315880000 3700.00000000 NS 62482.83000000 0.014771994716 Long EC CORP JP N 2 N N N Berkshire Hills Bancorp, Inc. 549300AS2OC6UMMBNO37 084680107 3097.00000000 NS USD 31310.67000000 0.007402370408 Long EC CORP US N 1 N N N AMN Healthcare Services, Inc. 529900W3ARRTCNFH2I39 001744101 4735.00000000 NS USD 276808.10000000 0.065442102906 Long EC CORP US N 1 N N N National Instruments Corporation 549300TP4OOPCYWDUP86 636518102 7624.00000000 NS USD 272176.80000000 0.064347185484 Long EC CORP US N 1 N N N Global Payments Inc. 549300NOMHGVQBX6S778 37940XAA0 17000.00000000 PA USD 18038.04000000 0.004264496847 Long DBT CORP US N 2 2025-02-15 Fixed 0.02650000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LR0 43000.00000000 PA USD 43213.11000000 0.010216307945 Long DBT CORP US N 2 2022-10-27 Floating 0.00934500 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJQ4 84000.00000000 PA USD 90930.00000000 0.021497385435 Long DBT CORP US N 2 2024-02-01 Variable 0.06750000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BP1 65000.00000000 PA USD 76854.69000000 0.018169744786 Long DBT CORP US N 2 2025-04-01 Fixed 0.05650000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331AW7 53000.00000000 PA USD 56332.04000000 0.013317844234 Long DBT CORP US N 2 2024-10-01 Fixed 0.02529000 N N N N N N BlackRock, Inc. 549300BOVTR6GS7HLC41 09258A107 3960.00000000 NS USD 62488.80000000 0.014773406125 Long RF US N 1 N N N Lumen Technologies, Inc. N/A 527298BN2 90000.00000000 PA USD 92475.00000000 0.021862649490 Long DBT CORP US N 2 2027-09-15 Fixed 0.04625000 N N N N N N Honda Motor Co., Ltd. B6Q2VFHD1797Q7NZ3E43 02665WDL2 35000.00000000 PA USD 35254.79000000 0.008334826889 Long DBT CORP US N 2 2025-07-08 Fixed 0.01200000 N N N N N N DICK'S Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393AC6 205000.00000000 PA USD 375362.72000000 0.088742077090 Long DBT CORP US N 2 2025-04-15 Fixed 0.03250000 N N N N Y Dick's Sporting Goods Inc USD XXXX N N N ITOCHU Corporation N/A N/A 600.00000000 NS 22761.27000000 0.005381148071 Long EC CORP JP N 2 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RBT4 164000.00000000 PA USD 178350.00000000 0.042164947678 Long DBT CORP US N 2 2028-03-15 Variable 0.05875000 N N N N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508BH6 46000.00000000 PA USD 47592.42000000 0.011251650682 Long DBT CORP US N 2 2025-03-12 Fixed 0.01375000 N N N N N N LVMH Moet Hennessy - Louis Vuitton, Societe Europeenne IOG4E947OATN0KJYSD45 N/A 49.00000000 NS 22927.26000000 0.005420390907 Long EC CORP FR N 2 N N N GMAC ResCap, Inc., Asset Management Arm N/A 761118CW6 161274.13200000 PA USD 161423.02000000 0.038163124151 Long ABS-CBDO CORP US N 2 2035-08-25 Fixed 0.06000000 N N N N N N Louisiana-Pacific Corporation 549300C7E2UAO5BVRR75 546347105 12641.00000000 NS USD 373035.91000000 0.088191979967 Long EC CORP US N 1 N N N Ministry of Finance Japan 5299003D9N4JBS256X18 N/A 1200.00000000 NS 8182.87000000 0.001934568463 Long EC NUSS JP N 2 N N N Volt LXXIX LLC N/A 91834DAA0 353739.63000000 PA USD 354142.11000000 0.083725167024 Long ABS-O CORP US N 2 2049-09-25 Variable 0.03351500 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHR3 35000.00000000 PA USD 37932.23000000 0.008967818857 Long DBT CORP US N 2 2025-03-15 Variable 0.03458000 N N N N N N Ivanhoe Mines Ltd. 5299006XZISURYIA4G32 46579R955 45112.00000000 NS 163975.88000000 0.038766663306 Long EC CORP CA N 2 N N N Toagosei Co., Ltd. N/A N/A 5500.00000000 NS 58944.16000000 0.013935393452 Long EC CORP JP N 2 N N N IAMGOLD Corporation 254900E7II30XAB9LA72 450913108 202.00000000 NS USD 773.66000000 0.000182906270 Long EC CORP CA N 1 N N N Bellemeade Re 2020-1 Ltd. N/A 07876TAA0 150000.00000000 PA USD 150308.34000000 0.035535426362 Long ABS-CBDO CORP BM N 2 2030-06-25 Floating 0.02798130 N N N N N N JPMorgan Chase & Co. N/A 93363RAA4 261504.86500000 PA USD 234898.89000000 0.055534058909 Long ABS-CBDO CORP US N 2 2046-10-25 Floating 0.01899290 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 37045XBY1 43000.00000000 PA USD 44168.95000000 0.010442284641 Long DBT CORP US N 2 2022-06-30 Fixed 0.03150000 N N N N N N IQVIA Holdings Inc. 549300W3R20NM4KQPH86 46266C105 2217.00000000 NS USD 349465.71000000 0.082619587202 Long EC CORP US N 1 N N N AerCap Holdings N.V. N/A 00774MAC9 32000.00000000 PA USD 31166.21000000 0.007368217628 Long DBT CORP IE N 2 2025-01-15 Fixed 0.03500000 N N N N N N Ovintiv Inc. T8W3X1PFLPW2YE0UIP44 651290AQ1 47000.00000000 PA USD 45713.29000000 0.010807392660 Long DBT CORP US N 2 2024-07-01 Fixed 0.05625000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A N/A 1068347.74000000 PA USD 969792.66000000 0.229275339319 Long DBT CORP US N 2 2026-08-21 Floating 0.03760600 N N N N N N BlackRock, Inc. 97ZR60BLU36N5VJMH054 09255P107 4621.00000000 NS USD 49352.28000000 0.011667711264 Long RF US N 1 N N N CGI Inc. 549300WSRCZY73ZG3090 12532H955 9550.00000000 NS 648213.74000000 0.153248659553 Long EC CORP CA N 2 N N N Paragon Banking Group PLC 213800S1TDKIB1IUTS72 N/A 2245.00000000 NS 9624.85000000 0.002275476852 Long EC CORP GB N 2 N N N Air Lease Corporation 5493004NW4M4P8TMMK63 00912X302 8547.00000000 NS USD 251452.74000000 0.059447668212 Long EC CORP US N 1 N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 78409V104 1689.00000000 NS USD 609053.40000000 0.143990494781 Long EC CORP US N 1 N N N Fimei - Finanziaria Industriale Mobiliare ed Immobiliare S.P.A. 815600FBF92FD3531704 N/A 6353.00000000 NS 325434.48000000 0.076938199169 Long EC CORP IT N 2 N N N Mattamy Group Corporation 5493008TNY7A82WCXU31 57701RAJ1 200000.00000000 PA USD 205500.00000000 0.048583665533 Long DBT CORP CA N 2 2027-12-15 Fixed 0.05250000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AM0 34000.00000000 PA USD 35478.49000000 0.008387713342 Long DBT CORP CH N 2 2025-09-11 Variable 0.02593000 N N N N N N BP PLC 549300CRVT18MXX0AG93 05565QDV7 84000.00000000 PA USD 89880.00000000 0.021249147728 Long DBT CORP GB N 2 2030-03-22 Variable 0.04875000 N N N N N N BlackRock, Inc. 549300YX74JNY54XCY80 464288687 22500.00000000 NS USD 820125.00000000 0.193891380513 Long RF US N 1 N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 09857L108 270.00000000 NS USD 461883.60000000 0.109197072203 Long EC CORP US N 1 N N N Mettler-Toledo International Inc. 5493000BD5GJNUDIUG10 592688105 311.00000000 NS USD 300348.25000000 0.071007391345 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 5040.00000000 NS USD 291211.20000000 0.068847238639 Long EC CORP US N 1 N N N Portland General Electric Company GJOUP9M7C39GLSK9R870 736508847 2579.00000000 NS USD 91554.50000000 0.021645027766 Long EC CORP US N 1 N N N Dialog Semiconductor Plc 529900QA2LORU6646N15 005982200 818.00000000 NS 35652.52000000 0.008428856968 Long EC CORP DE N 2 N N N Centamin plc 213800PDI9G7OUKLPV84 N/A 3597.00000000 NS 9390.69000000 0.002220117479 Long EC CORP GB N 2 N N N Standard Life Aberdeen plc 549300J666ZH67203572 003009107 12245.00000000 NS USD 48857.55000000 0.011550748749 Long RF US N 1 N N N Curtiss-Wright Corporation TEL51ETZWP7D0ZM4X325 231561101 4747.00000000 NS USD 442705.22000000 0.104662979748 Long EC CORP US N 1 N N N Tullow Oil plc 2138003EYHWO75RKS857 N/A 31973.00000000 NS 6255.74000000 0.001478962432 Long EC CORP GB N 2 N N N IAC/InterActiveCorp 15OMOPB0A8K0EFUVD031 57667L107 60.00000000 NS USD 6639.00000000 0.001569571559 Long EC CORP US N 1 N N N Five Below, Inc. 529900AAXP5Z6BGI7418 33829M101 898.00000000 NS USD 114046.00000000 0.026962397661 Long EC CORP US N 1 N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759AU4 34000.00000000 PA USD 36183.78000000 0.008554455791 Long DBT CORP US N 2 2024-08-15 Fixed 0.02500000 N N N N N N Parker-Hannifin Corporation 5493002CONDB4N2HKI23 701094104 3248.00000000 NS USD 657200.32000000 0.155373238614 Long EC CORP US N 1 N N N Deere & Company E0KSF7PFQ210NWI8Z391 24422EVE6 47000.00000000 PA USD 47918.52000000 0.011328746221 Long DBT CORP US N 2 2023-04-06 Fixed 0.01200000 N N N N N N Citizen Watch Co., Ltd. 529900DUZBKERKGQ2628 N/A 21700.00000000 NS 60874.56000000 0.014391772567 Long EC CORP JP N 2 N N N NATGASOLINE 549300OHXDYMQYZOWC24 N/A 427387.50000000 PA USD 406018.13000000 0.095989532984 Long DBT CORP US N 3 2025-11-14 Floating 0.03812500 N N N N N N TC Energy Corporation 549300UGKOFV2IWJJG27 87807B958 3259.00000000 NS 136816.57000000 0.032345744410 Long EC CORP CA N 2 N N N Rock Holdings Inc. N/A 74841CAA9 60000.00000000 PA USD 59475.00000000 0.014060892981 Long DBT CORP US N 2 2029-03-01 Fixed 0.03625000 N N N N N N Worldline S.A. 549300CJMQNCA0U4TS33 N/A 105.00000000 NS 8597.79000000 0.002032662548 Long EC CORP FR N 2 N N N Ecolab Inc. 82DYEISM090VG8LTLS26 278865100 3249.00000000 NS USD 649280.16000000 0.153500779225 Long EC CORP US N 1 N N N Izumi Co., Ltd. N/A N/A 1200.00000000 NS 43756.76000000 0.010344835974 Long EC CORP JP N 2 N N N Community Trust Bancorp, Inc. N/A 204149108 1246.00000000 NS USD 35211.96000000 0.008324701155 Long EC CORP US N 1 N N N Takeda Pharmaceutical Company Limited 549300XK5HGW68R8K327 82481LAB5 23000.00000000 PA USD 23415.18000000 0.005535743423 Long DBT CORP IE N 2 2021-09-23 Fixed 0.02400000 N N N N N N Castellum AB (publ) 549300GU5OHTR1T5IY68 N/A 5595.00000000 NS 127086.44000000 0.030045377590 Long EC CORP SE N 2 N N N Public Storage 549300LMZF40TKJ6DM64 74460W537 6150.00000000 NS USD 159469.50000000 0.037701279079 Long EP CORP US N 1 N N N Windstream Holdings, Inc. N/A 97381LAB4 100000.00000000 PA USD 60000.00000000 0.014185011834 Long DBT CORP US Y 2 2025-10-31 Fixed 0.08625000 N N N N N N John Wood Group PLC 549300PLYY6I10B6S323 N/A 12356.00000000 NS 33924.42000000 0.008020304986 Long EC CORP GB N 2 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 3313.00000000 NS USD 209348.47000000 0.049493508741 Long EC CORP US N 1 N N N Agree Realty Corporation N/A 008492100 1753.00000000 NS USD 111560.92000000 0.026374882841 Long EC CORP US N 1 N N N Domino's Pizza Enterprises Limited 54930034RFI409JZ3179 N/A 281.00000000 NS 16066.77000000 0.003798455376 Long EC CORP AU N 2 N N N Six Flags Entertainment Corporation 549300JYTDUAA4JQ3717 83001AAC6 70000.00000000 PA USD 66381.00000000 0.015693587843 Long DBT CORP US N 2 2027-04-15 Fixed 0.05500000 N N N N N NSD Co., Ltd. N/A N/A 900.00000000 NS 17677.36000000 0.004179226013 Long EC CORP JP N 2 N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2R3 40000.00000000 PA USD 40735.23000000 0.009630495327 Long DBT CORP US N 2 2024-06-02 Variable 0.01654000 N N N N N N First Horizon National Corporation COOWI3L2W9TPYR3WJX37 337158208 140.00000000 NS USD 105000.00000000 0.024823770710 Long EP CORP US N 2 N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAG0 213000.00000000 PA USD 211402.50000000 0.049979116072 Long DBT CORP US N 2 2023-06-15 Variable 0.05650000 N N N N N N J2 Global, Inc. 5493008OJYGLHD7MXA18 48123VAC6 91000.00000000 PA USD 104120.68000000 0.024615884633 Long DBT CORP US N 2 2029-06-15 Fixed 0.03250000 N N N N Y J2 Global Inc USD XXXX N N N Royal Unibrew A/S 529900D69KFL8IAP8Q63 N/A 283.00000000 NS 29169.13000000 0.006896074237 Long EC CORP DK N 2 N N N Preferred Term Securities Xxiii Ltd N/A 74043AAC5 42333.20700000 PA USD 34902.04000000 0.008251430840 Long DBT CORP KY N 2 2036-12-22 Floating 0.00450400 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 3578.00000000 NS 149324.02000000 0.035302716514 Long EC CORP SE N 2 N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAU6 60000.00000000 PA USD 59700.00000000 0.014114086775 Long DBT CORP US N 2 2021-02-15 Fixed 0.04250000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06055H202 5000.00000000 NS USD 131200.00000000 0.031017892544 Long EP CORP US N 1 N N N DTE Energy Company 549300IX8SD6XXD71I78 233331AV9 56000.00000000 PA USD 58273.38000000 0.013776809748 Long DBT CORP US N 2 2022-06-15 Fixed 0.03300000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AT1 83000.00000000 PA USD 88358.65000000 0.020889474932 Long DBT CORP JP N 2 2023-03-02 Fixed 0.03455000 N N N N N N Valmont Industries, Inc. 5493009ZGZJJ8F77JN08 920253101 1067.00000000 NS USD 132500.06000000 0.031325248652 Long EC CORP US N 1 N N N Onex Corporation 894500LB8PNE5C7CEN88 68272K954 1008.00000000 NS 44966.54000000 0.010630848367 Long EC CORP CA N 2 N N N BHP Group WZE1WSENV6JSZFK0JC28 N/A 6331.00000000 NS 163552.62000000 0.038666597504 Long EC CORP AU N 2 N N N Sunstone Hotel Investors, Inc. 529900ZQ2V52V96ATF67 867892101 27093.00000000 NS USD 215118.42000000 0.050857622225 Long EC CORP US N 1 N N N Biogen Inc. W8J5WZB5IY3K0NDQT671 09062X103 1307.00000000 NS USD 370769.76000000 0.087656223891 Long EC CORP US N 1 N N N Incyte Corporation 549300Z4WN6JVZ3T4680 45337C102 536.00000000 NS USD 48100.64000000 0.011371802460 Long EC CORP US N 1 N N N Tsubakimoto Chain Co. N/A 353540000 2500.00000000 NS 58812.81000000 0.013904340097 Long EC CORP JP N 2 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDQ4 102000.00000000 PA USD 105742.35000000 0.024999274769 Long DBT CORP US N 2 2022-03-15 Fixed 0.02946000 N N N N N N The Walt Disney Company 549300GZKULIZ0WOW665 254687FV3 36000.00000000 PA USD 37400.44000000 0.008842094733 Long DBT CORP US N 2 2026-01-13 Fixed 0.01750000 N N N N N N GMACM Mortgage Loan Trust 2005-AR2 N/A 36185N6Q8 99264.80300000 PA USD 94864.01000000 0.022427451742 Long ABS-CBDO CORP US N 2 2035-05-25 Variable 0.03667600 N N N N N N Honda Motor Co., Ltd. B6Q2VFHD1797Q7NZ3E43 02665WDC2 52000.00000000 PA USD 53748.83000000 0.012707129827 Long DBT CORP US N 2 2023-01-10 Fixed 0.02050000 N N N N N N Corporate Office Properties Trust H0TWO5VRNEP6CQAWPX27 22003BAL0 35000.00000000 PA USD 35392.66000000 0.008367421682 Long DBT CORP US N 2 2026-03-15 Fixed 0.02250000 N N N N N N Sound Point CLO XXI, Ltd. 5493001O6AOY43J70E72 83613HAC1 800000.00000000 PA USD 769408.80000000 0.181901215560 Long ABS-O CORP KY N 2 2031-10-26 Floating 0.01694500 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AV0 36000.00000000 PA USD 35300.20000000 0.008345562579 Long DBT CORP GB N 2 2026-04-08 Fixed 0.00700000 N N N N N N RADIATE HOLDCO LLC 5493000GQJ5RDX9DNJ71 N/A 1540218.94000000 PA USD 1512787.64000000 0.357648509609 Long DBT CORP US N 2 2024-02-01 Floating 0.03750000 N N N N N N Palmer Square Loan Funding 2019-1 Ltd N/A 69700VAE9 300000.00000000 PA USD 300012.90000000 0.070928108950 Long ABS-O CORP KY N 2 2027-04-20 Floating 0.02521700 N N N N N N Kemper Corporation 549300FNI1JKTRY2PV09 488401100 6462.00000000 NS USD 431855.46000000 0.102097913515 Long EC CORP US N 1 N N N NEP/NCP Holdco, Inc. N/A N/A 707400.00000000 PA USD 606418.65000000 0.143367595449 Long DBT CORP US N 2 2025-10-20 Floating 0.03396600 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBL2 68000.00000000 PA USD 70365.72000000 0.016635642849 Long DBT CORP US N 2 2022-11-21 Fixed 0.02300000 N N N N N N Eastman Chemical Company FDPVHDGJ1IQZFK9KH630 277432100 6333.00000000 NS USD 494733.96000000 0.116963451292 Long EC CORP US N 1 N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 6538.00000000 NS USD 428696.66000000 0.101351119925 Long EC CORP US N 1 N N N Prudential Financial, Inc. F0ATD1Y4J8CHDKHSLD09 69346J106 3671.00000000 NS USD 48640.75000000 0.011499493573 Long RF US N 1 N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 7591EPAP5 41000.00000000 PA USD 44450.25000000 0.010508788704 Long DBT CORP US N 2 2023-08-14 Fixed 0.03800000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BQ8 34000.00000000 PA USD 34302.78000000 0.008109755670 Long DBT CORP US N 2 2025-06-03 Fixed 0.00800000 N N N N N N Voya Financial, Inc. 549300YJVN8KX08ZHI42 92912T100 9372.00000000 NS USD 46391.40000000 0.010967709300 Long RF US N 1 N N N Fukuoka Realty Co.,Ltd N/A N/A 3.00000000 NS 3895.87000000 0.000921049367 Long EC CORP JP N 2 N N N The Vanguard Group, Inc. N/A 92206C409 8450.00000000 NS USD 700082.50000000 0.165511309127 Long RF US N 1 N N CHOBANI LLC 549300ISVDMZ91KNTR38 N/A 531720.00000000 PA USD 525073.50000000 0.124136230191 Long DBT CORP US N 2 2023-10-10 Floating 0.04500000 N N N N N N Teleflex Incorporated UUL85LWXB4NGSWWXIQ25 879369AF3 120000.00000000 PA USD 126300.00000000 0.029859449911 Long DBT CORP US N 2 2027-11-15 Fixed 0.04625000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CU2 65000.00000000 PA USD 67197.11000000 0.015886530009 Long DBT CORP US N 2 2022-06-15 Fixed 0.02600000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBB8 47000.00000000 PA USD 51364.74000000 0.012143490746 Long DBT CORP US N 2 2024-02-14 Fixed 0.03800000 N N N N N N Nishimatsu Construction Co., Ltd. N/A N/A 300.00000000 NS 5959.07000000 0.001408824641 Long EC CORP JP N 2 N N N Radnor Re 2018-1 Limited 549300ED4YNDE7SVU538 750496AB7 525000.00000000 PA USD 500109.59000000 0.118234340878 Long ABS-CBDO CORP BM N 2 2028-03-25 Floating 0.02848100 N N N N N N AB Industrivarden (publ) 549300TM1DLIQI3B3T37 N/A 12794.00000000 NS 340239.72000000 0.080438407579 Long EC CORP SE N 2 N N N Bunzl plc 213800Q1Q9DV4L78UM09 00B0744B3 3221.00000000 NS 103995.03000000 0.024586178854 Long EC CORP GB N 2 N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884L109 7636.00000000 NS USD 98733.48000000 0.023342259704 Long EC CORP US N 1 N N N Ventas, Inc. 32SXKSJ72K64GM3HOU64 92277GAK3 41000.00000000 PA USD 42627.93000000 0.010077961525 Long DBT CORP US N 2 2023-01-15 Fixed 0.03100000 N N N N N N Capital One Financial Corporation LKE37K2B8CFZUR7F9816 14042TCT2 48000.00000000 PA USD 49669.42000000 0.011742688508 Long DBT CORP US N 2 2026-01-28 Variable 0.02280000 N N N N N N Raven Industries, Inc. ZN4TZXB8X0VUOSZJ5442 754212108 11949.00000000 NS USD 257142.48000000 0.060792818699 Long EC CORP US N 1 N N N Croda International Plc 2138004WCNBFJEEOXV26 N/A 2908.00000000 NS 234577.12000000 0.055457987055 Long EC CORP GB N 2 N N N NAVISTAR INC 4EW4JDYTYMZ6D6T42H76 N/A 755625.00000000 PA USD 748068.75000000 0.176856067863 Long DBT CORP US N 2 2024-11-06 Floating 0.03660000 N N N N N N Selective Insurance Group, Inc. 549300R3WGJWLE40R258 816300107 1752.00000000 NS USD 90210.48000000 0.021327278773 Long EC CORP US N 1 N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896100 4415.00000000 NS USD 271125.15000000 0.064098557689 Long EC CORP US N 1 N N N SAS Rue La Boetie 969500TJ5KRTCJQWXH05 22535WAA5 43000.00000000 PA USD 44408.20000000 0.010498847375 Long DBT CORP FR N 2 2022-01-10 Fixed 0.03375000 N N N N N N Berkshire Hathaway Inc. 549300JD0S5IZJE9LY15 084659AS0 31000.00000000 PA USD 35362.06000000 0.008360187326 Long DBT CORP US N 2 2025-04-15 Fixed 0.04050000 N N N N N N Bank of America Corporation N/A 05949CGB6 188166.96900000 PA USD 176154.15000000 0.041645811707 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 0.03373000 N N N N N N Oha Credit Funding 1, Ltd. N/A 67115WAE0 390000.00000000 PA USD 386077.38000000 0.091275203405 Long ABS-O CORP KY N 2 2030-10-20 Floating 0.01721800 N N N N N N Fortive Corporation 549300MU9YQJYHDQEF63 34959J207 243.00000000 NS USD 227530.62000000 0.053792075623 Long EP CORP US N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 22546DAB2 138000.00000000 PA USD 150420.00000000 0.035561824669 Long DBT CORP CH N 2 2023-12-11 Variable 0.07500000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJD2 85000.00000000 PA USD 85512.16000000 0.020216516693 Long DBT CORP US N 2 2026-06-19 Variable 0.01319000 N N N N N N Caterpillar Inc. EDBQKYOPJUCJKLOJDE72 14913Q3A5 53000.00000000 PA USD 54494.09000000 0.012883321859 Long DBT CORP US N 2 2022-09-06 Fixed 0.01900000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BC5 50000.00000000 PA USD 53000.00000000 0.012530093787 Long DBT CORP LR N 2 2023-06-15 Fixed 0.09125000 N N N N N N Sojitz Corporation 5493004SE33MRLPB1W98 366390000 90800.00000000 NS 206063.51000000 0.048716888800 Long EC CORP JP N 2 N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0226A8 2400000.00000000 PA USD 2517187.49000000 0.595105572257 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02500000 N N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 534187AS8 50000.00000000 PA USD 36075.50000000 0.008528856573 Long DBT CORP US N 2 2066-05-17 Floating 0.02637600 N N N N N N National Storage Affiliates Trust N/A 637870106 7802.00000000 NS USD 255203.42000000 0.060334392215 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83V5 236797.77400000 PA USD 256452.93000000 0.060629797450 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04500000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 36962G6S8 68000.00000000 PA USD 71355.03000000 0.016869532416 Long DBT CORP US N 2 2023-01-09 Fixed 0.03100000 N N N N N N Duke Realty Corporation N/A 264411505 8906.00000000 NS USD 328631.40000000 0.077694004970 Long EC CORP US N 1 N N N Fidelity National Financial, Inc. 549300CAZYIH39SYQ287 31620RAF2 57000.00000000 PA USD 61860.26000000 0.014624808669 Long DBT CORP US N 2 2022-09-01 Fixed 0.05500000 N N N N N N Qurate Retail, Inc. 549300SZUIU7Z32Q0664 530715AN1 118000.00000000 PA USD 98078.28000000 0.023187359375 Long DBT CORP US N 2 2031-01-15 Fixed 0.03500000 N N N N N Motorola Solutions Inc USD XXXX N N N Fortive Corporation 549300MU9YQJYHDQEF63 34959J108 2173.00000000 NS USD 165604.33000000 0.039151656348 Long EC CORP US N 1 N N N LINTEC Corporation 3538002YOJO0IAM1PD28 N/A 1000.00000000 NS 23285.45000000 0.005505073063 Long EC CORP JP N 2 N N N Chr. Hansen Holding A/S 549300MKPW8ZF3E8MW37 006022758 87.00000000 NS 9657.52000000 0.002283200591 Long EC CORP DK N 2 N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278X109 3774.00000000 NS USD 113672.88000000 0.026874185801 Long EC CORP US N 1 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505104 29323.00000000 NS USD 706391.07000000 0.167002761462 Long EC CORP US N 1 N N N Terumo Corporation 353800JX1R4582QVK932 N/A 1100.00000000 NS 43796.17000000 0.010354153162 Long EC CORP JP N 2 N N N Gaztransport & Technigaz SA 969500BVOHVZUUFWDT54 N/A 384.00000000 NS 36619.47000000 0.008657460255 Long EC CORP FR N 2 N N N Ball Corporation N/A 058498106 6288.00000000 NS USD 522658.56000000 0.123565297650 Long EC CORP US N 1 N N N Simmons Foods, Inc. 5493002Z1TVWRIL6NM97 82873LAA3 80000.00000000 PA USD 80083.20000000 0.018933018995 Long DBT CORP US N 2 2024-11-01 Fixed 0.05750000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AH0 30000.00000000 PA USD 29137.50000000 0.006888596372 Long DBT CORP CA N 2 2028-01-30 Fixed 0.05000000 N N N N N N FTI Consulting, Inc. 549300K17GM8EQD0FQ48 302941AP4 146000.00000000 PA USD 178856.63000000 0.042284723553 Long DBT CORP US N 2 2023-08-15 Fixed 0.02000000 N N N N Y FTI Consulting Inc USD XXXX N N N General Motors Company 5493008B6JBRUJ90QL97 37045XCX2 35000.00000000 PA USD 35851.20000000 0.008475828271 Long DBT CORP US N 2 2025-06-20 Fixed 0.02750000 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411BJ3 65000.00000000 PA USD 61425.00000000 0.014521905865 Long DBT CORP US N 2 2027-11-15 Fixed 0.04875000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 11768.00000000 NS 561084.07000000 0.132649736218 Long EC CORP SE N 2 N N N Legacy Mortgage Asset Trust 2020-GS4 N/A 52474KAA1 290456.69000000 PA USD 294626.66000000 0.069654710981 Long ABS-CBDO CORP US N 2 2060-02-25 Variable 0.03250000 N N N N N N FS/KKR Advisor, LLC 549300TYRSI1T21B1360 302635206 2900.00000000 NS USD 45994.00000000 0.010873757238 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967424 16251.00000000 NS USD 700580.61000000 0.165629070731 Long EC CORP US N 1 N N N Elior Group S.A. 969500LYSYS0E800SQ95 N/A 651.00000000 NS 3022.55000000 0.000714581792 Long EC CORP FR N 2 N N N Sinclair Broadcast Group, Inc. 5493002K6DHWNZH8YA34 N/A 1035271.36000000 PA USD 798887.85000000 0.188870560112 Long DBT CORP US N 2 2026-08-24 Floating 0.03400000 N N N N N N Volt LXXXIII LLC N/A 92870FAA8 78061.03000000 PA USD 78089.60000000 0.018461698335 Long ABS-CBDO CORP US N 2 2049-12-27 Variable 0.03425500 N N N N N N AB SKF (publ) 549300B6HWYEE57O8J84 N/A 3438.00000000 NS 70927.89000000 0.016768549317 Long EC CORP SE N 2 N N N GlaxoSmithKline plc 5493000HZTVUYLO1D793 000925288 49987.00000000 NS 937135.82000000 0.221554711621 Long EC CORP GB N 2 N N N LNA Sante SA 969500FULTKJYIRIAT87 N/A 381.00000000 NS 21155.27000000 0.005001462588 Long EC CORP FR N 2 N N N NorthWestern Corporation 3BPWMBHR1R9SHUN7J795 668074305 1970.00000000 NS USD 95820.80000000 0.022653653033 Long EC CORP US N 1 N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAB9 52000.00000000 PA USD 54863.30000000 0.012970609329 Long DBT CORP US N 2 2023-02-01 Fixed 0.03250000 N N N N N N Stryker Corporation 5493002F0SC4JTBU5137 863667101 3140.00000000 NS USD 654281.80000000 0.154683251268 Long EC CORP US N 1 N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119100 10377.00000000 NS USD 297093.51000000 0.070237915922 Long EC CORP US N 1 N N N Rio Tinto Group 213800YOEO5OQ72G2R82 000718875 2279.00000000 NS 137133.73000000 0.032420726382 Long EC CORP GB N 2 N N N Vodafone Group Plc 213800TB53ELEUKM7Q61 92857WBH2 52000.00000000 PA USD 56789.85000000 0.013426078238 Long DBT CORP GB N 2 2024-01-16 Fixed 0.03750000 N N N N N N Four Seasons Holdings Inc. 5493009FUVX8LHYY2202 N/A 559027.78000000 PA USD 542955.73000000 0.128363890928 Long DBT CORP US N 2 2023-11-30 Floating 0.02146600 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MAV5 35000.00000000 PA USD 39216.33000000 0.009271401752 Long DBT CORP US N 2 2025-12-15 Fixed 0.05850000 N N N N N N PPL Corporation 549300MROK5WY0D2NU17 69352PAK9 70000.00000000 PA USD 76854.77000000 0.018169763699 Long DBT CORP US N 2 2024-03-15 Fixed 0.03950000 N N N N N N Grand Canyon Education, Inc. 529900XFER799IYOSW74 38526M106 373.00000000 NS USD 29817.62000000 0.007049388209 Long EC CORP US N 1 N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAG6 140000.00000000 PA USD 143497.20000000 0.033925158003 Long DBT CORP US N 2 2028-07-15 Fixed 0.05000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2C6 38000.00000000 PA USD 41281.83000000 0.009759720785 Long DBT CORP US N 2 2024-01-24 Fixed 0.03750000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CV0 47000.00000000 PA USD 49144.04000000 0.011618479816 Long DBT CORP US N 2 2025-02-21 Fixed 0.01900000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBL3 52000.00000000 PA USD 51870.40000000 0.012263037297 Long DBT CORP US N 2 2023-10-02 Fixed 0.01450000 N N N N N N Pretium Mortgage Credit Partners I 2020-NPL1 N/A 74142DAA3 393076.77000000 PA USD 390064.35000000 0.092217790349 Long ABS-CBDO CORP US N 2 2059-05-27 Variable 0.02857900 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AH9 33000.00000000 PA USD 34897.45000000 0.008250345687 Long DBT CORP US N 2 2024-09-15 Fixed 0.02350000 N N N N N N W&T Offshore, Inc. 549300Q7EOY2YIO3YK85 92922PAL0 70000.00000000 PA USD 48206.20000000 0.011396758624 Long DBT CORP US N 2 2023-11-01 Fixed 0.09750000 N N N N N N Rock Holdings Inc. N/A 74841CAB7 60000.00000000 PA USD 59250.00000000 0.014007699186 Long DBT CORP US N 2 2031-03-01 Fixed 0.03875000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BZ1 65000.00000000 PA USD 70217.87000000 0.016600688615 Long DBT CORP GB N 2 2025-03-11 Variable 0.03803000 N N N N N N T-Mobile US, Inc. 549300ZTTY7CXOLJ6539 85207UAE5 150000.00000000 PA USD 156937.50000000 0.037102671579 Long DBT CORP US N 2 2021-09-15 Fixed 0.07250000 N N N N N N Fair Isaac Corporation RI6HET5SJUEY30V1PS26 303250104 334.00000000 NS USD 142076.92000000 0.033589379860 Long EC CORP US N 1 N N N Kinder Morgan, Inc. 549300PDHUGWPWGOT525 494550BM7 88000.00000000 PA USD 92438.89000000 0.021854112477 Long DBT CORP US N 2 2023-02-15 Fixed 0.03450000 N N N N N N First Financial Bancorp. 549300D3F5B3EZMY7P77 320209109 2733.00000000 NS USD 32809.67000000 0.007756759287 Long EC CORP US N 1 N N N Harley-Davidson, Inc. ZDNAWZWXIKMWI51R2A08 412822108 11425.00000000 NS USD 280369.50000000 0.066284077925 Long EC CORP US N 1 N N N Restaurant Brands International Inc. N/A 68245XAJ8 240000.00000000 PA USD 244752.00000000 0.057863500275 Long DBT CORP CA N 2 2028-01-15 Fixed 0.04375000 N N N N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327AH2 24000.00000000 PA USD 30792.73000000 0.007279920657 Long DBT CORP US N 2 2021-06-15 Fixed 0.00500000 N N N N Y Illumina Inc USD XXXX N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAH1 43000.00000000 PA USD 44560.64000000 0.010534886762 Long DBT CORP US N 2 2022-05-19 Fixed 0.02750000 N N N N N N Israel Discount Bank Limited 549300XWZ7BG5G23OF51 000691212 101543.00000000 NS 273932.38000000 0.064762234202 Long EC CORP IL N 2 N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 N/A 342379.84000000 PA USD 285397.56000000 0.067472796102 Long DBT CORP US N 2 2023-06-07 Floating 0.05250000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCH0 35000.00000000 PA USD 36584.62000000 0.008649221127 Long DBT CORP US N 2 2023-03-15 Fixed 0.02800000 N N N N N N Columbia Cent CLO 27 Limited 549300066YASG4MIU864 19736RAJ0 850000.00000000 PA USD 831031.40000000 0.196469837398 Long ABS-O CORP KY N 2 2028-10-25 Floating 0.02544500 N N N N N N MORI TRUST Sogo Reit, Inc. N/A N/A 14.00000000 NS 17708.00000000 0.004186469826 Long EC CORP JP N 2 N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 87612EBL9 31000.00000000 PA USD 33096.21000000 0.007824502175 Long DBT CORP US N 2 2025-04-15 Fixed 0.02250000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AV1 68000.00000000 PA USD 73612.37000000 0.017403205660 Long DBT CORP US N 2 2024-06-15 Fixed 0.03550000 N N N N N N VICI Properties Inc. N/A 92564RAA3 50000.00000000 PA USD 50232.50000000 0.011875810116 Long DBT CORP US N 2 2026-12-01 Fixed 0.04250000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 N/A 591278.80000000 PA USD 574598.83000000 0.135844853394 Long DBT CORP US N 2 2024-01-15 Floating 0.02400000 N N N N N N KBR, Inc. 254900OFQDXZRKRCV808 48242WAB2 246000.00000000 PA USD 277365.00000000 0.065573763458 Long DBT CORP US N 2 2023-11-01 Fixed 0.02500000 N N N N Y KBR Inc USD XXXX N N N General Motors Company 54930070NSV60J38I987 37045VAW0 46000.00000000 PA USD 50706.24000000 0.011987810241 Long DBT CORP US N 2 2023-10-02 Fixed 0.05400000 N N N N N N Essential Properties Realty Trust, Inc. N/A 29670E107 6189.00000000 NS USD 113382.48000000 0.026805530343 Long EC CORP US N 1 N N N Federation Nationale du Credit Agricole 969500TJ5KRTCJQWXH05 22535WAG2 35000.00000000 PA USD 35786.98000000 0.008460645580 Long DBT CORP FR N 2 2026-06-16 Variable 0.01907000 N N N N N N Plexus Corp. 549300W7HCBI5YT25I79 729132100 2750.00000000 NS USD 194232.50000000 0.045919838519 Long EC CORP US N 1 N N N BlackLine, Inc. N/A 09239B109 2447.00000000 NS USD 219324.61000000 0.051852036474 Long EC CORP US N 1 N N N Citigroup Inc. N/A 17311LAA9 309142.96700000 PA USD 299416.77000000 0.070787173765 Long ABS-CBDO CORP US N 2 2037-04-25 Variable 0.03957500 N N N N N N Buckeye Partners, L.P. 549300C1PQJLVEIUBK50 118230AQ4 60000.00000000 PA USD 56002.80000000 0.013240006346 Long DBT CORP US N 2 2026-12-01 Fixed 0.03950000 N N N N N N Legrand SA 969500XXRPGD7HCAFA90 N/A 9629.00000000 NS 769723.91000000 0.181975712878 Long EC CORP FR N 2 N N N ILLUMINATE BUYER LLC N/A N/A 390000.00000000 PA USD 386345.70000000 0.091338638778 Long DBT CORP US N 2 2027-06-30 Floating 0.04146600 N N N N N N Redrow plc 2138008WJZBBA7EYEL28 N/A 11116.00000000 NS 57837.48000000 0.013673755638 Long EC CORP GB N 2 N N N NextEra Energy Partners, LP 549300KJEC5IUVJWR786 65342QAL6 220000.00000000 PA USD 227700.00000000 0.053832119912 Long DBT CORP US N 2 2026-10-15 Fixed 0.03875000 N N N N N N ANSYS, Inc. 549300VJV8H15Z5FJ571 03662Q105 2275.00000000 NS USD 744448.25000000 0.176000120607 Long EC CORP US N 1 N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411R208 557.00000000 NS USD 25772.39000000 0.006093027619 Long EC CORP US N 1 N N N Hancock Whitney Corporation 549300GRNBWY8HIICT41 410120109 4049.00000000 NS USD 76161.69000000 0.018005907899 Long EC CORP US N 1 N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 539830109 1518.00000000 NS USD 581819.04000000 0.137551832799 Long EC CORP US N 1 N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161N101 5796.00000000 NS USD 207264.96000000 0.049000931841 Long EC CORP US N 1 N N N Paychex, Inc. 529900K900DW6SUBM174 704326107 1353.00000000 NS USD 107928.81000000 0.025516190785 Long EC CORP US N 1 N N N Aristocrat Leisure Limited 529900TE2HO3OZKYKC27 N/A 3090.00000000 NS 67388.44000000 0.015931763648 Long EC CORP AU N 2 N N N Tokyo Electron Limited 549300H5LSF8DP3RIJ34 357140000 800.00000000 NS 209003.77000000 0.049412015848 Long EC CORP JP N 2 N N N GLOBAL MEDICAL RESPONSE 549300ZFWD4ZFCEJCQ87 N/A 1755000.00000000 PA USD 1713862.80000000 0.405186068346 Long DBT CORP US N 2 2025-09-24 Floating 0.00000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CBG9 138000.00000000 PA USD 145977.09000000 0.034511445820 Long DBT CORP US N 2 2024-09-16 Variable 0.04875000 N N N N N N Vodafone Group Plc 213800TQASLF9JXH5J59 98954NAA7 110000.00000000 PA USD 115225.00000000 0.027241133143 Long DBT CORP NL N 2 2027-01-15 Fixed 0.05500000 N N N N N N Riserva Clo Ltd. 549300640C8OB2I8SN35 76761RAQ2 350000.00000000 PA USD 346978.10000000 0.082031474247 Long ABS-O CORP KY N 2 2028-10-18 Floating 0.01971700 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526BR9 34000.00000000 PA USD 35710.01000000 0.008442448574 Long DBT CORP DE N 2 2023-02-27 Fixed 0.03950000 N N N N N N Federal National Mortgage Association N/A 3136B6XA6 4973092.18000000 PA USD 528306.00000000 0.124900447704 Long ABS-MBS USGSE US N 2 2031-02-25 Variable 0.01465700 N N N N N N Mitsubishi Electric Corporation 549300TRXM9Y6561AX39 390240000 12500.00000000 NS 169615.10000000 0.040099870013 Long EC CORP JP N 2 N N N National Fuel Gas Company 8JB38FFW1Y3C1HM8E841 636180BQ3 34000.00000000 PA USD 37107.53000000 0.008772845870 Long DBT CORP US N 2 2026-01-15 Fixed 0.05500000 N N N N N N Mizrahi Tefahot Bank Ltd. YZO9YEGEO4VYDZMDWF93 N/A 2460.00000000 NS 43635.01000000 0.010316052220 Long EC CORP IL N 2 N N N The Mosaic Company 2YD5STGSJNMUB7H76907 61945CAF0 15000.00000000 PA USD 15675.47000000 0.003705945457 Long DBT CORP US N 2 2022-11-15 Fixed 0.03250000 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A N/A 1170000.00000000 PA USD 1133928.90000000 0.268079914434 Long DBT CORP US N 2 2028-01-31 Floating 0.02652400 N N N N N N Carnival Corporation & Plc F1OF2ZSX47CR0BCWA982 143658BC5 50000.00000000 PA USD 56049.00000000 0.013250928805 Long DBT CORP PA N 2 2023-04-01 Fixed 0.11500000 N N N N N N Morgan Stanley & Co N/A N/A 10.00000000 NC USD -34559.50000000 -0.00817044860 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Long United States Department of The Treasury United States Treasury Note/Bond 2020-12-22 2252684.50000000 USD -34559.50000000 N N N American Financial Group, Inc. 549300AFOM7IVKIU1G39 025932104 1260.00000000 NS USD 84394.80000000 0.019952353946 Long EC CORP US N 1 N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAL3 44000.00000000 PA USD 46134.35000000 0.010906938345 Long DBT CORP US N 2 2022-11-06 Fixed 0.02900000 N N N N N N First Industrial Realty Trust, Inc. N/A 32054K103 4870.00000000 NS USD 193826.00000000 0.045823735064 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128B655 3350.00000000 NS USD 91488.50000000 0.021629424253 Long EP CORP US N 1 N N N United States Department of The Treasury 254900HROIFWPRGM1V77 9127963A5 100000.00000000 PA USD 99987.75000000 0.023638790284 Long STIV UST US N 2 N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159VJ2 126000.00000000 PA USD 130410.00000000 0.030831123222 Long DBT CORP CA N 2 2025-06-04 Variable 0.04900000 N N N N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 2888.00000000 NS USD 360075.84000000 0.085128000862 Long EC CORP US N 1 N N N Aegon N.V. KEIOKM01PSK5VZ5CCI74 00775V104 2750.00000000 NS USD 70042.50000000 0.016559228190 Long EP CORP US N 1 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387108 287.00000000 NS USD 30602.81000000 0.007235020367 Long EC CORP US N 1 N N N Federal Farm Credit Banks Funding Corporation I0JS1G88CFNZT8P31C22 00850L203 3174.00000000 NS USD 338031.00000000 0.079916228924 Long EP USGSE US N 2 N N N Rayonier Inc. HGV8VDVNL0W6SF2U9C50 754907103 4021.00000000 NS USD 106315.24000000 0.025134715626 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0124B9 500000.00000000 PA USD 511091.02000000 0.120830536120 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140100 997.00000000 NS USD 51624.66000000 0.012204940217 Long EC CORP US N 1 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752AJ2 50000.00000000 PA USD 53115.49000000 0.012557397570 Long DBT CORP US N 2 2025-01-15 Fixed 0.02375000 N N N N N N ADVANCED DRAINAGE SYSTEMS 6QQTOZ5MF5DHM7K92I60 N/A 75835.27000000 PA USD 75582.74000000 0.017869034356 Long DBT CORP US N 2 2026-09-24 Floating 0.02437500 N N N N N N Antler Mortgage Trust 2019-RTL 1 N/A 03720BAA6 379832.67000000 PA USD 380864.33000000 0.090042750473 Long ABS-CBDO CORP US N 2 2022-06-27 Fixed 0.04458000 N N N N N N Koninklijke Philips N.V. H1FJE8H61JGM1JSGM897 000000953 6985.00000000 NS 329827.59000000 0.077976804458 Long EC CORP NL N 2 N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867224AD9 34000.00000000 PA USD 36517.43000000 0.008633336278 Long DBT CORP CA N 2 2025-05-15 Fixed 0.03100000 N N N N N N Fulton Financial Corporation 5493005QLZ6O1BNC0C11 360271100 6871.00000000 NS USD 64106.43000000 0.015155841137 Long EC CORP US N 1 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PAL2 70000.00000000 PA USD 76341.96000000 0.018048526767 Long DBT CORP US N 2 2023-05-01 Fixed 0.04250000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272104 5768.00000000 NS USD 382245.36000000 0.090369249255 Long EC CORP US N 1 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHF9 115000.00000000 PA USD 122491.90000000 0.028959150852 Long DBT CORP US N 2 2024-03-05 Variable 0.03550000 N N N N N N BlackRock, Inc. G737UEA5SJ50G32LUQ88 09251A104 4650.00000000 NS USD 33991.50000000 0.008036163829 Long RF US N 1 N N N FlexiGroup Limited N/A N/A 26095.00000000 NS 20337.58000000 0.004808146883 Long EC CORP AU N 2 N N N FactSet Research Systems Inc. 549300ZSJE7NBK6K9P30 303075105 613.00000000 NS USD 205281.44000000 0.048531994263 Long EC CORP US N 1 N N N Broadridge Financial Solutions, Inc. N/A 11133T103 1113.00000000 NS USD 146916.00000000 0.034733419978 Long EC CORP US N 1 N N N Adobe Inc. FU4LY2G4933NH2E1CP29 00724F101 2094.00000000 NS USD 1026960.42000000 0.242790761855 Long EC CORP US N 1 N N N Banco Santander, S.A. 5493004SHNXEHHZ58X76 80283M101 7925.00000000 NS USD 144155.75000000 0.034080850329 Long EC CORP US N 1 N N N Terreno Realty Corporation N/A 88146M101 1715.00000000 NS USD 93913.40000000 0.022202711507 Long EC CORP US N 1 N N N Ralph Lauren Corporation HO1QNWM0IXBZ0QSMMO20 731572AA1 34000.00000000 PA USD 34609.60000000 0.008182293093 Long DBT CORP US N 2 2022-06-15 Fixed 0.01700000 N N N N N N Mylan, Inc. 30ZMPDNA1RHIBH89C294 628530BD8 34000.00000000 PA USD 37268.75000000 0.008810960996 Long DBT CORP US N 2 2023-11-29 Fixed 0.04200000 N N N N N N Federal Home Loan Mortgage Corporation N/A 31283GYX9 1766.61100000 PA USD 1986.79000000 0.000469710661 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.08000000 N N N N N N Corteva, Inc. GLU7INWNWH88J9XBXD45 263534CN7 34000.00000000 PA USD 35257.08000000 0.008335368284 Long DBT CORP US N 2 2025-07-15 Fixed 0.01700000 N N N N N N Associated Banc-Corp 549300N3CIN473IW5094 045487105 4723.00000000 NS USD 59604.26000000 0.014091452224 Long EC CORP US N 1 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXJ8 31000.00000000 PA USD 34203.80000000 0.008086355129 Long DBT CORP US N 2 2025-04-01 Fixed 0.03500000 N N N N N N Pandox AB (publ) 549300K4HA8EBLSL3B97 N/A 2479.00000000 NS 28419.97000000 0.006718960179 Long EC CORP SE N 2 N N N MGIC Investment Corporation 254900S8483WM4M98R28 552848AB9 100000.00000000 PA USD 127750.00000000 0.030202254364 Long DBT CORP US N 2 2063-04-01 Fixed 0.09000000 N N N N N MGIC Investment Corp USD XXXX N N N Cheniere Energy Partners, L.P. 549300KJYBG7C6WJYZ11 785592AD8 43000.00000000 PA USD 47098.20000000 0.011134808739 Long DBT CORP US N 2 2023-04-15 Fixed 0.05625000 N N N N N N Glacier Bancorp, Inc. 549300SMJAUKZB5D7V74 37637Q105 2933.00000000 NS USD 94002.65000000 0.022223811712 Long EC CORP US N 1 N N N TERRIER MEDIA BUYER INC N/A N/A 421812.50000000 PA USD 410815.85000000 0.097123794901 Long DBT CORP US N 2 2026-12-17 Floating 0.04396600 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651107 570.00000000 NS USD 71221.50000000 0.016837963672 Long EC CORP US N 1 N N N Liberty Media Corporation WP5O65E6BMU84LNO4227 82967NBA5 220000.00000000 PA USD 229805.40000000 0.054329871977 Long DBT CORP US N 2 2027-08-01 Fixed 0.05000000 N N N N N N InterContinental Hotels Group PLC 2138007ZFQYRUSLU3J98 N/A 749.00000000 NS 39315.53000000 0.009294854305 Long EC CORP GB N 2 N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 N/A 1237981.65000000 PA USD 1187360.58000000 0.280712064653 Long DBT CORP US N 2 2027-03-15 Floating 0.02396600 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2B8 43000.00000000 PA USD 44606.22000000 0.010545662643 Long DBT CORP US N 2 2022-07-22 Fixed 0.02625000 N N N N N N MoneyGram International, Inc. 5299002DLX0Q04KC4156 N/A 400233.75000000 PA USD 389727.61000000 0.092138179335 Long DBT CORP US N 2 2023-06-30 Floating 0.07000000 N N N N N N Invesco Office J-REIT, Inc. 353800L26AROSFHOI265 N/A 43.00000000 NS 5956.86000000 0.001408302159 Long EC CORP JP N 2 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GVR2 52000.00000000 PA USD 59076.68000000 0.013966723415 Long DBT CORP US N 2 2025-10-21 Fixed 0.04250000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BH5 31000.00000000 PA USD 32074.50000000 0.007582952701 Long DBT CORP US N 2 2023-03-30 Variable 0.02825000 N N N N N N QEP Resources, Inc. Q6JQDZPXKEDQKVK58165 74733VAD2 50000.00000000 PA USD 28375.00000000 0.006708328513 Long DBT CORP US N 2 2026-03-01 Fixed 0.05625000 N N N N N N Kohl's Corporation 549300JF6LPRTRJ0FH50 500255AW4 45000.00000000 PA USD 53092.35000000 0.012551926884 Long DBT CORP US N 2 2025-05-15 Fixed 0.09500000 N N N N N N TerraForm Power, Inc. 5493000S2OLR3UT5BE13 88104LAE3 90000.00000000 PA USD 98520.75000000 0.023291966744 Long DBT CORP US N 2 2028-01-31 Fixed 0.05000000 N N N N N N Ford Motor Company UDSQCVRUX5BONN0VY111 345397XL2 130000.00000000 PA USD 128753.95000000 0.030439605074 Long DBT CORP US N 2 2025-08-04 Fixed 0.04134000 N N N N N N The Sage Group plc 2138005RN5XYLTF8G138 N/A 1556.00000000 NS 14460.26000000 0.003418649320 Long EC CORP GB N 2 N N N Starwood Mortgage Residential Trust 2020-2 N/A 85573DAB5 250000.00000000 PA USD 258702.63000000 0.061161664469 Long ABS-CBDO CORP US N 2 2060-04-25 Variable 0.03970000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91831AAC5 420000.00000000 PA USD 429975.00000000 0.101653341059 Long DBT CORP US N 2 2025-04-15 Fixed 0.06125000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887BZ4 37000.00000000 PA USD 38258.54000000 0.009044964044 Long DBT CORP US N 2 2021-10-22 Fixed 0.03800000 N N N N N N Penn National Gaming, Inc. N/A 707569AU3 36000.00000000 PA USD 115540.39000000 0.027315696658 Long DBT CORP US N 2 2026-05-15 Fixed 0.02750000 N N N N Y Penn National Gaming Inc USD XXXX N N N Wyndham Destinations, Inc. T4VNTWMFQ7JQB65L7T35 98310WAS7 60000.00000000 PA USD 62856.60000000 0.014860360248 Long DBT CORP US N 2 2026-07-31 Fixed 0.06625000 N N N N N N The Blackstone Group Inc. 549300WUTLLKJDQKPE21 35952V303 3100.00000000 NS USD 45601.00000000 0.010780845411 Long EC CORP US N 1 N N N American Campus Communities, Inc. 529900MR3ZXRO3W6UX26 024835100 14953.00000000 NS USD 522158.76000000 0.123447136501 Long EC CORP US N 1 N N N Lululemon Athletica Inc. 549300D9GZ4BMLDW5T40 550021109 2188.00000000 NS USD 720661.56000000 0.170376545955 Long EC CORP US N 1 N N N Chevron Corporation N/A 166764BV1 17000.00000000 PA USD 17327.60000000 0.004096536851 Long DBT CORP US N 2 2023-05-11 Fixed 0.01141000 N N N N N N Sandvik AB 5299008ZUAXN43LVZF54 000066789 1561.00000000 NS 30525.87000000 0.007216830453 Long EC CORP SE N 2 N N N Endo International plc 5493007TBMWZWGZIB256 N/A 567285.90000000 PA USD 538921.61000000 0.127410156929 Long DBT CORP LU N 2 2024-04-27 Floating 0.05000000 N N N N N N State Street Corporation 549300EJNY3KKJHPOY44 81369Y209 1941.00000000 NS USD 204736.68000000 0.048403203812 Long RF US N 1 N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 81762P102 1328.00000000 NS USD 644080.00000000 0.152271373706 Long EC CORP US N 1 N N N Nitto Kogyo Corporation N/A N/A 10200.00000000 NS 202687.01000000 0.047918627259 Long EC CORP JP N 2 N N N JXTG Holdings, Inc. 3538001KQ5SAOZSQTT44 338645000 34500.00000000 NS 123091.42000000 0.029100887490 Long EC CORP JP N 2 N N N Ameren Corporation XRZQ5S7HYJFPHJ78L959 023608AH5 34000.00000000 PA USD 36006.70000000 0.008512591093 Long DBT CORP US N 2 2024-09-15 Fixed 0.02500000 N N N N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875PAK7 65000.00000000 PA USD 67708.98000000 0.016007544710 Long DBT CORP US N 2 2023-03-15 Fixed 0.02625000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CAW5 86000.00000000 PA USD 88888.26000000 0.021014683667 Long DBT CORP US N 2 2022-08-15 Fixed 0.02400000 N N N N N N 3M Company LUZQVYP4VS22CLWDAR65 88579Y101 603.00000000 NS USD 96588.54000000 0.022835159716 Long EC CORP US N 1 N N N Tactile Systems Technology, Inc. 54930069VDTITHOTKJ98 87357P100 5735.00000000 NS USD 209843.65000000 0.049610577644 Long EC CORP US N 1 N N N Allegion plc N/A G0176J109 1854.00000000 NS USD 183379.14000000 0.043353921185 Long EC CORP IE N 1 N N N Parker-Hannifin Corporation 5493002CONDB4N2HKI23 701094AM6 70000.00000000 PA USD 74931.34000000 0.017715032411 Long DBT CORP US N 2 2024-06-14 Fixed 0.02700000 N N N N N N Federal National Mortgage Association N/A 3136AFXT6 554450.93200000 PA USD 31836.91000000 0.007526782418 Long ABS-CBDO USGSE US N 2 2028-06-25 Fixed 0.02500000 N N N N N N TIS Inc. 35380064HYEZXBQHDF07 N/A 1800.00000000 NS 38231.94000000 0.009038675355 Long EC CORP JP N 2 N N N The Southern Company 549300FC3G3YU2FBZD92 842587800 6725.00000000 NS USD 177271.00000000 0.041909853882 Long EP CORP US N 1 N N N Saia, Inc. 549300WNPG4N9GBOYB29 78709Y105 1801.00000000 NS USD 227178.14000000 0.053708743407 Long EC CORP US N 1 N N N Spirit Realty Capital, Inc. 549300LTU6LVPZSHMJ25 84860W300 1151.00000000 NS USD 38846.25000000 0.009183908599 Long EC CORP US N 1 N N N Toho Holdings Co., Ltd. 353800Z8BQ3ZHELA4J90 N/A 100.00000000 NS 2156.45000000 0.000509821146 Long EC CORP JP N 2 N N N MICHAELS STORES INC BV4WJ23XIGNG4UDYEK73 N/A 495000.00000000 PA USD 482625.00000000 0.114100688944 Long DBT CORP US N 3 2027-09-17 Floating 0.00000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 4189.00000000 NS USD 137566.76000000 0.032523101977 Long EC CORP US N 1 N N N W. P. Carey Inc. 54930042CRNE713E3Q67 92936U109 1504.00000000 NS USD 98000.64000000 0.023169003969 Long EC CORP US N 1 N N N Aflac Incorporated 549300N0B7DOGLXWPP39 001055102 8538.00000000 NS USD 310356.30000000 0.073373463140 Long EC CORP US N 1 N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818108 2170.00000000 NS USD 427207.90000000 0.100999151955 Long EC CORP US N 1 N N N ServiceMaster Global Holdings, Inc. HZPA4EQ289DXC7NQGK91 817610AA6 180000.00000000 PA USD 184050.00000000 0.043512523802 Long DBT CORP US N 2 2024-11-15 Fixed 0.05125000 N N N N N N Hyundai Motor Company 549300RIPPWJB5Z0FK07 44891ABA4 52000.00000000 PA USD 53609.54000000 0.012674199322 Long DBT CORP US N 2 2022-06-20 Fixed 0.03000000 N N N N N N Anheuser-Busch InBev SA/NV N/A 03522AAG5 35000.00000000 PA USD 39116.41000000 0.009247778979 Long DBT CORP US N 2 2026-02-01 Fixed 0.03650000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818ES3 62000.00000000 PA USD 70585.10000000 0.016687507980 Long DBT CORP US N 2 2025-07-15 Fixed 0.03750000 N N N N N N Berry Global Group, Inc. 549300AP2Q7ERHX6RI89 085770AA3 80000.00000000 PA USD 83900.00000000 0.019835374881 Long DBT CORP US N 2 2026-07-15 Fixed 0.04875000 N N N N N N Wells Fargo & Company 5493001HF04TYQLWJP49 94987B105 6300.00000000 NS USD 45990.00000000 0.010872811571 Long RF US N 1 N N N Dr. Alexander Wacker Familiengesellschaft mbH 0NURKC5Q3CJYZPPK5046 000WCH888 348.00000000 NS 33772.14000000 0.007984303426 Long EC CORP DE N 2 N N N JBS S.A. N/A 466112AR0 120000.00000000 PA USD 123696.00000000 0.029243820398 Long DBT CORP BR N 2 2025-06-15 Fixed 0.05750000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502101 1034.00000000 NS USD 167714.80000000 0.039650607047 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LV1 83000.00000000 PA USD 85630.59000000 0.020244515542 Long DBT CORP US N 2 2023-01-24 Variable 0.03142000 N N N N N N Suncor Energy Inc. N/A 13643EAA3 43000.00000000 PA USD 45453.49000000 0.010745971559 Long DBT CORP CA N 2 2021-09-01 Fixed 0.09400000 N N N N N N DISH Network Corporation 529900U350CWHH15G169 25470MAB5 277000.00000000 PA USD 254285.04000000 0.060117271695 Long DBT CORP US N 2 2026-08-15 Fixed 0.03375000 N N N N Y DISH Network Corp USD XXXX N N N Ventas, Inc. 32SXKSJ72K64GM3HOU64 92277GAD9 35000.00000000 PA USD 37494.93000000 0.008864433763 Long DBT CORP US N 2 2024-05-01 Fixed 0.03750000 N N N N N N CoBank, ACB P0J8I7M2E0A77CKF1705 19075Q805 2485.00000000 NS USD 258440.00000000 0.061099574308 Long EP CORP US N 2 N N N J2 Global, Inc. 5493008OJYGLHD7MXA18 48123VAD4 119000.00000000 PA USD 105222.50000000 0.024876373462 Long DBT CORP US N 2 2026-11-01 Fixed 0.01750000 N N N N Y J2 Global Inc USD XXXX N N N PIXELLE SPECIALTY SOLUTIONS 5493002S74PA4Q8Y8Z86 N/A 681444.70000000 PA USD 678037.48000000 0.160299494634 Long DBT CORP US N 2 2024-10-31 Floating 0.07500000 N N N N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 28.00000000 NS USD 17481.52000000 0.004132926134 Long EC CORP US N 1 N N N Emerald Holding, Inc. N/A 29103W104 1009.00000000 NS USD 2058.36000000 0.000486631015 Long EC CORP US N 1 N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 363576109 2439.00000000 NS USD 257509.62000000 0.060879616786 Long EC CORP US N 1 N N N EastGroup Properties, Inc. 31TIGQQZC4P6JMHKSW85 277276101 629.00000000 NS USD 81348.57000000 0.019232173802 Long EC CORP US N 1 N N N Staples, Inc. XQM2JINI1UL7642TU573 N/A 192063.76000000 PA USD 180219.19000000 0.042606855716 Long DBT CORP US N 2 2024-09-12 Floating 0.04751000 N N N N N N MarketAxess Holdings Inc. 5493002U1CA1XJOVID83 57060D108 82.00000000 NS USD 39490.38000000 0.009336191794 Long EC CORP US N 1 N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513BD6 332000.00000000 PA USD 359738.60000000 0.085048271639 Long DBT CORP US N 2 2025-06-01 Variable 0.05375000 N N N N N N Northland Power Inc. 549300IT8CIDW8V5KX72 666511951 640.00000000 NS 19360.29000000 0.004577099046 Long EC CORP CA N 2 N N N Bayer Aktiengesellschaft 529900XWNEXYNJ3X6T40 07274NAA1 70000.00000000 PA USD 71403.78000000 0.016881057738 Long DBT CORP US N 2 2021-06-25 Fixed 0.03500000 N N N N N N OneMain Holdings, Inc. 5493008I795YYBFWFU90 85172FAM1 90000.00000000 PA USD 99870.75000000 0.023611129511 Long DBT CORP US N 2 2025-03-15 Fixed 0.06875000 N N N N N N Herbalife Nutrition Ltd. N/A 40390DAA3 70000.00000000 PA USD 71925.00000000 0.017004282936 Long DBT CORP US N 2 2026-08-15 Fixed 0.07250000 N N N N N N Buckeye Partners, L.P. 549300C1PQJLVEIUBK50 118230AT8 80000.00000000 PA USD 76400.00000000 0.018062248402 Long DBT CORP US N 2 2025-03-01 Fixed 0.04125000 N N N N N N Plenus Company Limited N/A N/A 1500.00000000 NS 25899.23000000 0.006123014734 Long EC CORP JP N 2 N N N Energy Transfer LP 5493008K8W3OKZE54J59 29278NAB9 80000.00000000 PA USD 54376.00000000 0.012855403391 Long DBT CORP US N 2 2028-02-15 Variable 0.06625000 N N N N N N Howmet Aerospace Inc. 549300HO5WFZUT5N2T22 443201108 25220.00000000 NS USD 421678.40000000 0.099691884906 Long EC CORP US N 1 N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GDA5 170000.00000000 PA USD 174862.00000000 0.041340325656 Long DBT CORP US N 2 2027-11-01 Fixed 0.05125000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFE9 70000.00000000 PA USD 74732.45000000 0.017668011461 Long DBT CORP US N 2 2023-04-01 Fixed 0.03350000 N N N N N N State Street Corporation 549300ERQDM80PRYUH21 81369Y886 580.00000000 NS USD 34440.40000000 0.008142291359 Long RF US N 1 N N Simmons First National Corporation 549300IVR5AJKUVOGN05 828730200 735.00000000 NS USD 11653.43000000 0.002755067374 Long EC CORP US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDB2 35000.00000000 PA USD 37629.67000000 0.008896288571 Long DBT CORP US N 2 2024-08-15 Fixed 0.03071000 N N N N N N Mediobanca Banca di Credito Finanziario S.p.A. PSNL19R2RXX5U3QWHI44 N/A 2192.00000000 NS 17176.43000000 0.004060797713 Long EC CORP IT N 2 N N N Cedar Fair, L.P. 549300TUVLNQQ6BVKH61 150190AE6 90000.00000000 PA USD 85444.20000000 0.020200449803 Long DBT CORP US N 2 2029-07-15 Fixed 0.05250000 N N N N N N Innophos Holdings, Inc. XQ0331QX53IRX25OY417 N/A 348250.00000000 PA USD 344767.50000000 0.081508851127 Long DBT CORP US N 3 2027-02-07 Floating 0.03897300 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 38000.00000000 PA USD 41286.09000000 0.009760727920 Long DBT CORP US N 2 2024-08-15 Fixed 0.04250000 N N N N N N Hochschild Mining plc 549300JK10TVQ3CCJQ89 N/A 11212.00000000 NS 31615.81000000 0.007474510650 Long EC CORP GB N 2 N N N Advantest Corporation 353800EMK32PDKS9XR54 312240000 800.00000000 NS 38912.48000000 0.009199566488 Long EC CORP JP N 2 N N N Comerica Incorporated I9Q57JVPWHHZ3ZGBW498 200340AU1 42000.00000000 PA USD 44100.00000000 0.010425983698 Long DBT CORP US N 2 2025-07-01 Variable 0.05625000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAS5 220000.00000000 PA USD 245850.00000000 0.058123085992 Long DBT CORP US N 2 2028-04-15 Fixed 0.04875000 N N N N N N Jbs Usa Llc Jbs Usa Finance Inc P77IMDGVZE8EFBTF2M92 N/A 856306.52000000 PA USD 831901.78000000 0.196675609908 Long DBT CORP US N 2 2026-05-01 Floating 0.02146600 N N N N N N Computershare Limited N/A N/A 14638.00000000 NS 129498.29000000 0.030615579603 Long EC CORP AU N 2 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 11861.00000000 NS USD 573479.35000000 0.135580189443 Long EC CORP US N 1 N N N Great Western Bancorp, Inc. 5493004X4OTHDTFBHI90 391416104 749.00000000 NS USD 9325.05000000 0.002204599076 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300ZTTY7CXOLJ6539 85207UAJ4 230000.00000000 PA USD 269100.00000000 0.063619778077 Long DBT CORP US N 2 2025-02-15 Fixed 0.07625000 N N N N N N Altra Industrial Motion Corp. NQ0NIXPGW4YKG4MWM571 02208R106 18214.00000000 NS USD 673371.58000000 0.159196397189 Long EC CORP US N 1 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 N/A 908737.40000000 PA USD 903739.34000000 0.213659220554 Long DBT CORP US N 2 2025-05-31 Floating 0.04000000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874784 6396.00000000 NS USD 176081.88000000 0.041628725860 Long EC CORP US N 1 N N N Bank of America Corporation 549300QO5OB3VGJT6S64 05518VAA3 92000.00000000 PA USD 90918.44000000 0.021494652456 Long DBT CORP US N 2 2020-10-19 Floating 0.04000000 N N N N N N Encore Wire Corporation N/A 292562105 1978.00000000 NS USD 91818.76000000 0.021707503287 Long EC CORP US N 1 N N N G Holdings Inc. 54930064UHXCIUWVI755 853496AG2 160000.00000000 PA USD 164042.40000000 0.038782389756 Long DBT CORP US N 2 2030-07-15 Fixed 0.04375000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 N/A 14702.00000000 NS 57518.28000000 0.013598291375 Long EC CORP GB N 2 N N N BlackRock, Inc. U48QD6ILUF60LKMSND68 092501105 7190.00000000 NS USD 68808.30000000 0.016267442496 Long RF US N 1 N N N Lumentum Holdings Inc. 549300JLWRRC38DWEF52 55024U109 971.00000000 NS USD 72951.23000000 0.017246901014 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc. 5493003EG7H0N1E4XV50 432833AF8 220000.00000000 PA USD 226600.00000000 0.053572061361 Long DBT CORP US N 2 2030-01-15 Fixed 0.04875000 N N N N N N Medical Properties Trust, Inc. N/A 55342UAJ3 130000.00000000 PA USD 135261.10000000 0.031978005070 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N Callaway Golf Company 5493005UB0KFRKBPCU72 131193104 6415.00000000 NS USD 122783.10000000 0.029027995443 Long EC CORP US N 1 N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971T101 5502.00000000 NS USD 608191.08000000 0.143786627791 Long EC CORP US N 1 N N N Kewpie Corporation 529900LQQ53U4P4VZN24 N/A 2000.00000000 NS 41135.61000000 0.009725151911 Long EC CORP JP N 2 N N N CI Financial Corp 549300M9W7JJQSVCEM78 125491951 29632.00000000 NS 375866.08000000 0.088861079883 Long EC CORP CA N 2 N N N Morgan Stanley & Co N/A N/A -7.00000000 NC USD -2756.95000000 -0.00065178947 N/A DIR CORP US N 1 Mizuho Securities N/A Short United States Department of The Treasury United States Treasury Note/Bond 2020-12-22 -1116696.21000000 USD -2756.95000000 N N N Akzo Nobel N.V. 724500XYIJUGXAA5QD70 N/A 204.00000000 NS 20618.51000000 0.004874563472 Long EC CORP NL N 2 N N N ASML Holding N.V. 724500Y6DUVHQD6OXN27 001027321 1955.00000000 NS 722128.54000000 0.170723364766 Long EC CORP NL N 2 N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAN7 35000.00000000 PA USD 36335.20000000 0.008590254033 Long DBT CORP US N 2 2025-04-24 Fixed 0.01600000 N N N N N N Archrock, Inc. N/A 03959KAC4 70000.00000000 PA USD 65975.00000000 0.015597602596 Long DBT CORP US N 2 2028-04-01 Fixed 0.06250000 N N N N N N GRIFOLS WORLDWIDE OPERATIONS N/A N/A 577100.00000000 PA USD 564478.82000000 0.133452312367 Long DBT CORP US N 2 2027-11-15 Floating 0.02099630 N N N N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 237194105 553.00000000 NS USD 55709.22000000 0.013170599083 Long EC CORP US N 1 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505FL3 168000.00000000 PA USD 181146.56000000 0.042826101623 Long DBT CORP US N 2 2028-03-15 Variable 0.05875000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450Y103 3661.00000000 NS USD 721326.83000000 0.170533827002 Long EC CORP US N 1 N N N ZIGGO FINANCING PARTNERSHIP N/A N/A 760000.00000000 PA USD 730124.40000000 0.172613720911 Long DBT CORP US N 2 2028-04-30 Floating 0.02652400 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AJ5 150000.00000000 PA USD 148500.00000000 0.035107904290 Long DBT CORP US N 2 2027-09-15 Fixed 0.05125000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498AL5 160000.00000000 PA USD 172400.00000000 0.040758267337 Long DBT CORP US N 2 2030-01-15 Fixed 0.04750000 N N N N N N CGG 969500FCVQ5SLAAUJV59 N/A 30631.00000000 NS 20429.19000000 0.004829805032 Long EC CORP FR N 2 N N N NXP Semiconductors N.V. N/A 62954HAE8 17000.00000000 PA USD 17993.96000000 0.004254075592 Long DBT CORP XX N 2 2025-05-01 Fixed 0.02700000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAG8 35000.00000000 PA USD 36242.56000000 0.008568352375 Long DBT CORP US N 2 2025-06-01 Fixed 0.01650000 N N N N N N Moody's Corporation 549300GCEDD8YCF5WU84 615369105 285.00000000 NS USD 82607.25000000 0.019529746981 Long EC CORP US N 1 N N N Ricoh Leasing Company, Ltd. N/A N/A 100.00000000 NS 2706.00000000 0.000639744033 Long EC CORP JP N 2 N N N Old Dominion Freight Line, Inc. 5299009TWK32WE417T96 679580100 2590.00000000 NS USD 468582.80000000 0.110780876057 Long EC CORP US N 1 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38148BAE8 206000.00000000 PA USD 217330.00000000 0.051380477033 Long DBT CORP US N 2 2024-08-10 Variable 0.05500000 N N N N N N IMCD N.V. 724500NSJPNFJPDAUP02 N/A 407.00000000 NS 48406.75000000 0.011444172027 Long EC CORP NL N 2 N N N NORTHRIVER MIDSTREAM FINANCE 549300SOLNLY3BL6GF18 N/A 584040.40000000 PA USD 563505.54000000 0.133222212562 Long DBT CORP US N 2 2025-10-01 Floating 0.03546130 N N N N N N Federal National Mortgage Association N/A 3136AAQ32 519695.73500000 PA USD 28178.42000000 0.006661853686 Long ABS-CBDO USGSE US N 2 2028-01-25 Fixed 0.02500000 N N N N N N ARD Holdings S.A. N/A 03969AAL4 61000.00000000 PA USD 63336.30000000 0.014973769417 Long DBT CORP IE N 2 2025-02-15 Fixed 0.06000000 N N N N N N Bohai Leasing Co., Ltd. 635400ZRKEX9L1BKCH30 05401AAD3 18000.00000000 PA USD 18079.84000000 0.004274379072 Long DBT CORP KY N 2 2024-05-15 Fixed 0.05250000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BD5 35000.00000000 PA USD 38024.29000000 0.008989583394 Long DBT CORP JP N 2 2024-03-07 Fixed 0.03407000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 3720.00000000 NS USD 515592.00000000 0.121894643696 Long EC CORP US N 1 N N N Simon Property Group, Inc. MR92GTD0MJTTTTQDVG45 828807DG9 34000.00000000 PA USD 35045.64000000 0.008285380302 Long DBT CORP US N 2 2024-09-13 Fixed 0.02000000 N N N N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 29364G103 6699.00000000 NS USD 660052.47000000 0.156047534972 Long EC CORP US N 1 N N N Computer Engineering & Consulting, Ltd. N/A N/A 500.00000000 NS 7757.52000000 0.001834008550 Long EC CORP JP N 2 N N N Credit Suisse Group AG 549300PXR5FKNXF0OH19 225433AH4 132000.00000000 PA USD 139519.83000000 0.032984840661 Long DBT CORP GG N 2 2022-09-15 Fixed 0.03800000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAC5 80000.00000000 PA USD 81581.00000000 0.019287124174 Long DBT CORP US N 2 2027-09-15 Fixed 0.04875000 N N N N N N CONSOL ENERGY INC 549300YJCTPJBTK7IJ81 N/A 428475.00000000 PA USD 341708.81000000 0.080785725230 Long DBT CORP US N 2 2024-09-28 Floating 0.04650000 N N N N N N Sysmex Corporation 5299001ZO4CKWACMZI55 335110000 100.00000000 NS 9568.20000000 0.002262083837 Long EC CORP JP N 2 N N N Nippon Telegraph and Telephone Corporation 353800SZGJGSLJRRWB43 316570000 300.00000000 NS 3839.20000000 0.000907651623 Long EC CORP JP N 2 N N N Ciena Corporation W0CZ7N0GH8UIGXDM1H41 171779309 10709.00000000 NS USD 425040.21000000 0.100486673483 Long EC CORP US N 1 N N N Golden Entertainment, Inc. 549300P8YYCKQVJ0Y638 N/A 1032550.00000000 PA USD 987375.94000000 0.233432323234 Long DBT CORP US N 2 2024-10-20 Floating 0.03750000 N N N N N N Sun Life Financial Inc. 549300V040JZX5S66Z78 866796956 13193.00000000 NS 537608.19000000 0.127099642291 Long EC CORP CA N 2 N N N Helen of Troy Limited N/A G4388N106 89.00000000 NS USD 17223.28000000 0.004071873843 Long EC CORP BM N 1 N N N Nexstar Media Group, Inc. 5493006PK6I4I2OOT688 65343HAA9 100000.00000000 PA USD 104895.00000000 0.024798946939 Long DBT CORP US N 2 2027-07-15 Fixed 0.05625000 N N N N N N Teledyne Technologies Incorporated 549300VSMO9KYQWDND94 879360105 246.00000000 NS USD 76311.66000000 0.018041363336 Long EC CORP US N 1 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWQ3 49000.00000000 PA USD 53040.48000000 0.012539663941 Long DBT CORP US N 2 2025-09-29 Variable 0.03272000 N N N N N N Discover Financial Services X05BVSK68TQ7YTOSNR22 25466AAQ4 51000.00000000 PA USD 53796.62000000 0.012718428189 Long DBT CORP US N 2 2024-09-12 Fixed 0.02450000 N N N N N N Cooper-Standard Holdings Inc. 549300VVOH2RQP5YMB08 21676P103 11035.00000000 NS USD 145772.35000000 0.034463041831 Long EC CORP US N 1 N N N Morgan Stanley & Co N/A N/A -5.00000000 NC USD -600.05000000 -0.00014186193 N/A DIR CORP US N 1 Mizuho Securities N/A Short United States Department of The Treasury United States Treasury Note/Bond 2020-12-31 -629556.20000000 USD -600.05000000 N N N British American Tobacco p.l.c. 213800FKA5MF17RJKT63 000287580 1486.00000000 NS 53305.03000000 0.012602208023 Long EC CORP GB N 2 N N N iStar Inc. QFFLKWYYS3UPWD86E794 45031UCB5 33000.00000000 PA USD 35097.38000000 0.008297612511 Long DBT CORP US N 2 2022-09-15 Fixed 0.03125000 N N N N N iStar Inc USD XXXX N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CBG3 28000.00000000 PA USD 30789.08000000 0.007279057736 Long DBT CORP US N 2 2023-10-02 Fixed 0.04450000 N N N N N N CBS RADIO INC 549300S5JUSXRHNCHD80 N/A 521204.18000000 PA USD 489280.42000000 0.115674142468 Long DBT CORP US N 2 2024-11-17 Floating 0.02644700 N N N N N N Cox Enterprises, Inc. 5493001NEDZNIFRP2R92 224044CA3 51000.00000000 PA USD 53679.91000000 0.012690835977 Long DBT CORP US N 2 2023-06-30 Fixed 0.02950000 N N N N N N Thrivent Mutual Funds N/A N/A 3591348.00000000 PA USD 3591348.00000000 0.849055231366 Long STIV PF US N 2 N N Waypoint REIT Limited N/A N/A 3090.00000000 NS 6039.14000000 0.001427754539 Long EC CORP AU N 2 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38148YAC2 59000.00000000 PA USD 60410.11000000 0.014281968754 Long DBT CORP US N 2 2022-10-31 Variable 0.02876000 N N N N N N Cigna Corporation 549300VIWYMSIGT1U456 125523100 3013.00000000 NS USD 510432.33000000 0.120674810696 Long EC CORP US N 1 N N N Eaton Vance Corp. 5493002EIY4NK3I3E865 27829F108 6461.00000000 NS USD 47552.96000000 0.011242321672 Long RF US N 1 N N N Compagnie Generale des Etablissements Michelin 549300SOSI58J6VIW052 N/A 208.00000000 NS 22328.43000000 0.005278817396 Long EC CORP FR N 2 N N N Federal National Mortgage Association N/A 3136AAKZ7 1065825.25000000 PA USD 57303.14000000 0.013547428650 Long ABS-CBDO USGSE US N 2 2027-12-25 Fixed 0.03000000 N N N N N N ASM International NV 7245001I22ND6ZFHX623 N/A 235.00000000 NS 33685.78000000 0.007963886465 Long EC CORP NL N 2 N N N Oriental Land Co., Ltd. 353800PIFKBZ6KTU5994 N/A 400.00000000 NS 56098.09000000 0.013262534509 Long EC CORP JP N 2 N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 052528AL0 57000.00000000 PA USD 59065.11000000 0.013963988072 Long DBT CORP AU N 2 2030-07-22 Variable 0.02950000 N N N N N N Nabors Industries Ltd. N/A 629571AA8 100000.00000000 PA USD 49250.00000000 0.011643530547 Long DBT CORP BM N 2 2026-01-15 Fixed 0.07250000 N N N N N N Deutsche Bank Aktiengesellschaft N/A 251510FG3 145428.55300000 PA USD 138009.25000000 0.032627714075 Long ABS-CBDO CORP US N 2 2035-08-25 Variable 0.02403900 N N N N N N Novartis AG 5493002KF87V5RSRQS84 66989HAP3 30000.00000000 PA USD 31406.12000000 0.007424936397 Long DBT CORP US N 2 2025-02-14 Fixed 0.01750000 N N N N N N CORAL-US CO-BORROWER LLC N/A N/A 1440000.00000000 PA USD 1391068.80000000 0.328872123178 Long DBT CORP US N 2 2028-01-31 Floating 0.02396600 N N N N N N Marathon Oil Corporation 1FRVQX2CRLGC1XLP5727 565849106 9041.00000000 NS USD 36977.69000000 0.008742149504 Long EC CORP US N 1 N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651AE7 50000.00000000 PA USD 50577.50000000 0.011957373934 Long DBT CORP US N 2 2030-10-01 Fixed 0.03750000 N N N N N N CIT Group Inc. N8O96ZZJQRFYQUJY7K79 125581GY8 150000.00000000 PA USD 154405.50000000 0.036504064080 Long DBT CORP US N 2 2024-02-16 Fixed 0.04750000 N N N N N N American Tower Corporation (REIT) 5493006ORUSIL88JOE18 03027XAV2 41000.00000000 PA USD 44284.40000000 0.010469578968 Long DBT CORP US N 2 2025-01-15 Fixed 0.02950000 N N N N N N American Tower Corporation (REIT) 5493006ORUSIL88JOE18 03027X100 1437.00000000 NS USD 347366.01000000 0.082123182712 Long EC CORP US N 1 N N N The Southern Company 549300FC3G3YU2FBZD92 842587DF1 119000.00000000 PA USD 119330.04000000 0.028211633826 Long DBT CORP US N 2 2051-01-15 Variable 0.04000000 N N N N N N Bank of America Corporation N/A 05948KR92 218800.90600000 PA USD 209044.25000000 0.049421586003 Long ABS-CBDO CORP US N 2 2035-11-25 Fixed 0.06000000 N N N N N N Nintendo Co., Ltd. 353800FEEXU6I9M0ZF27 375660000 300.00000000 NS 170007.38000000 0.040192611621 Long EC CORP JP N 2 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGY9 58000.00000000 PA USD 58409.13000000 0.013808903338 Long DBT CORP US N 2 2022-01-23 Variable 0.02738000 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 37045XAQ9 64000.00000000 PA USD 66025.83000000 0.015609619665 Long DBT CORP US N 2 2021-09-25 Fixed 0.04375000 N N N N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 461202103 1232.00000000 NS USD 401890.72000000 0.095013743656 Long EC CORP US N 1 N N N GLOBAL MEDICAL RESPONSE 549300ZFWD4ZFCEJCQ87 N/A 1714990.09000000 PA USD 1708833.28000000 0.403997005001 Long DBT CORP US N 2 2022-04-28 Floating 0.04250000 N N N N N N Sundrug Co.,Ltd. N/A N/A 2800.00000000 NS 105545.83000000 0.024952814127 Long EC CORP JP N 2 N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034109 5775.00000000 NS USD 311157.00000000 0.073562762123 Long EC CORP US N 1 N N N Next Alt S.a.r.l. 5493001ZMCICV4N02J21 02156LAC5 70000.00000000 PA USD 70875.00000000 0.016756045229 Long DBT CORP FR N 2 2028-01-15 Fixed 0.05500000 N N N N N N Skymiles Ip Ltd. & Delta Air Lines Inc. N/A 830867AA5 68882.00000000 PA USD 70690.15000000 0.016712343572 Long DBT CORP US N 2 2025-10-20 Fixed 0.04500000 N N N N N N Equitrans Midstream Corporation 549300NELT611CL6XM83 26885BAH3 80000.00000000 PA USD 84801.60000000 0.020048528326 Long DBT CORP US N 2 2027-07-01 Fixed 0.06500000 N N N N N N Glanbia plc 635400SRMCBHVMSKJS84 N/A 799.00000000 NS 8249.94000000 0.001950424942 Long EC CORP IE N 2 N N N Valeant Pharmaceuticals International, Inc. KOO0397YRO83WY5MGD97 N/A 1068157.97000000 PA USD 1045683.93000000 0.247217315370 Long DBT CORP US N 2 2025-06-01 Floating 0.03151100 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MG3 184000.00000000 PA USD 183080.00000000 0.043283199444 Long DBT CORP US N 2 2024-09-12 Variable 0.05000000 N N N N N N Deutsche Telekom AG 529900ERDFHS6C1M4U58 25156PAV5 34000.00000000 PA USD 35548.69000000 0.008404309805 Long DBT CORP NL N 2 2023-09-19 Fixed 0.02485000 N N N N N N PRPM Trust 2019-GS1 N/A 69359CAA3 368167.26000000 PA USD 368644.52000000 0.087153781315 Long ABS-CBDO CORP US N 2 2024-10-25 Variable 0.03500000 N N N N N N Edwards Lifesciences Corporation YA13X31F3V31L8TMPR58 28176E108 8311.00000000 NS USD 663384.02000000 0.156835169575 Long EC CORP US N 1 N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2H5 68000.00000000 PA USD 71243.15000000 0.016843082098 Long DBT CORP US N 2 2025-10-30 Variable 0.02406000 N N N N N N REYNOLDS GROUP HOLDINGS 5493002QNV81KCX40V06 N/A 450000.00000000 PA USD 441450.00000000 0.104366224572 Long DBT CORP US N 2 2026-02-16 Floating 0.00000000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWK6 43000.00000000 PA USD 43280.15000000 0.010232157332 Long DBT CORP US N 2 2023-06-05 Floating 0.01298000 N N N N N N Truist Financial Corporation JJKC32MCHWDI71265Z06 89788JAA7 52000.00000000 PA USD 53606.95000000 0.012673587002 Long DBT CORP US N 2 2025-03-10 Fixed 0.01500000 N N N N N N JBS S.A. 529900V1Q46CPWIWT649 46650CAB5 70000.00000000 PA USD 72800.00000000 0.017211147692 Long DBT CORP AT N 2 2028-01-15 Fixed 0.05750000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CN7 55000.00000000 PA USD 56751.07000000 0.013416909992 Long DBT CORP US N 2 2025-05-01 Fixed 0.01500000 N N N N N N Baloise Holding AG 529900G5XKBZN48T6283 001241051 2785.00000000 NS 410020.18000000 0.096935685095 Long EC CORP CH N 2 N N N Playa Hotels & Resorts N.V. 529900BUP3KWPCJNLS49 N70544106 1822.00000000 NS USD 7634.18000000 0.001804848894 Long EC CORP NL N 1 N N N Alcoa Nederland Holding B.V. 5493000UL1QLQLT1VQ42 013822AE1 95000.00000000 PA USD 99009.00000000 0.023407397278 Long DBT CORP NL N 2 2027-12-15 Fixed 0.05500000 N N N N N N The Berkeley Group Holdings plc 2138009OQSSLVVHQAL78 00B02L3W3 2598.00000000 NS 141624.79000000 0.033482488703 Long EC CORP GB N 2 N N N alstria office REIT-AG 529900QIJIGPI0DRL085 N/A 6534.00000000 NS 90857.46000000 0.021480235755 Long EC CORP DE N 2 N N N Volt LXXXII LLC N/A 91833HAB0 900000.00000000 PA USD 886994.01000000 0.209700342150 Long ABS-CBDO CORP US N 2 2049-11-25 Variable 0.04090000 N N N N N N Porsche Automobil Holding SE 5493002SQ1AVQBY41K40 928668AR3 62000.00000000 PA USD 68119.33000000 0.016104558370 Long DBT CORP US N 2 2023-11-13 Fixed 0.04250000 N N N N N N Mitsuboshi Belting Ltd. N/A N/A 2700.00000000 NS 43937.29000000 0.010387516310 Long EC CORP JP N 2 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31325VQ72 799765.62000000 PA USD 86418.44000000 0.020430776568 Long ABS-CBDO USGSE US N 2 2035-08-15 Fixed 0.03500000 N N N N N N ARCS Company Limited N/A N/A 2300.00000000 NS 59048.25000000 0.013960002084 Long EC CORP JP N 2 N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 N/A 860000.00000000 PA USD 839936.20000000 0.198575082287 Long DBT CORP US N 2 2026-09-19 Floating 0.02905130 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 460599AE3 110000.00000000 PA USD 111237.50000000 0.026298420899 Long DBT CORP GB N 2 2029-01-15 Fixed 0.05250000 N N N N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 235851102 4829.00000000 NS USD 1039828.57000000 0.245833009522 Long EC CORP US N 1 N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 969457100 1100.00000000 NS USD 21615.00000000 0.005110150513 Long EC CORP US N 1 N N N Toray Industries, Inc. 35380099TCYR5FHT0A11 362100000 38200.00000000 NS 174765.25000000 0.041317452325 Long EC CORP JP N 2 N N N Patrick Industries, Inc. 549300FZ5ZTCCJ3Z5W14 703343103 3807.00000000 NS USD 218978.64000000 0.051770243331 Long EC CORP US N 1 N N N Dana Incorporated KVWHW7YLZPFJM8QYNJ51 235825AG1 100000.00000000 PA USD 103250.00000000 0.024410041198 Long DBT CORP US N 2 2028-06-15 Fixed 0.05625000 N N N N N N First Busey Corporation 549300X4ZNLYSX7GUY60 319383204 2271.00000000 NS USD 36086.19000000 0.008531383870 Long EC CORP US N 1 N N N AerCap Holdings N.V. N/A 00774MAQ8 59000.00000000 PA USD 58503.55000000 0.013831225818 Long DBT CORP IE N 2 2024-02-15 Fixed 0.03150000 N N N N N N Aramark 42YMHYH0XMHJEXDUB065 038522AR9 50000.00000000 PA USD 52083.75000000 0.012313476835 Long DBT CORP US N 2 2025-05-01 Fixed 0.06375000 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513105 7555.00000000 NS USD 273717.65000000 0.064711468409 Long EC CORP US N 1 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088M102 91.00000000 NS USD 13240.50000000 0.003130277486 Long EC CORP US N 1 N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408103 3577.00000000 NS USD 277825.59000000 0.065682654701 Long EC CORP US N 1 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189T107 14573.00000000 NS USD 281987.55000000 0.066666612232 Long EC CORP US N 1 N N N Nippon Life Insurance Company 549300Y0HHMFW3EVWY08 654579AG6 129000.00000000 PA USD 137385.00000000 0.032480130848 Long DBT CORP JP N 2 2050-01-23 Variable 0.03400000 N N N N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 880770102 183.00000000 NS USD 14541.18000000 0.003437780173 Long EC CORP US N 1 N N N Samsung Electronics Co., Ltd. 9884007ER46L6N7EI764 796050888 406.00000000 NS USD 514777.10000000 0.121701987594 Long EC CORP KR N 2 N N N JPMorgan Chase & Co. N/A 46627MER4 366482.98700000 PA USD 297497.22000000 0.070333359774 Long ABS-CBDO CORP US N 2 2036-03-25 Fixed 0.06500000 N N N N N N Ameriprise Financial, Inc. 6QVMFZKY1QSOOIHD7Y77 895436103 1861.00000000 NS USD 48255.73000000 0.011408468352 Long RF US N 1 N N N Invesco Ltd. UJGJ6DJQ6L11ZHIVZG65 46132R104 5307.00000000 NS USD 48877.47000000 0.011555458173 Long RF US N 1 N N N Federal National Mortgage Association N/A 3136A66D1 739197.36000000 PA USD 37126.48000000 0.008777325969 Long ABS-CBDO USGSE US N 2 2027-07-25 Fixed 0.03000000 N N N N N N Liberty Mutual Holding Company Inc. QUR0DG15Z6FFGYCHH861 53079EAV6 35000.00000000 PA USD 36066.06000000 0.008526624798 Long DBT CORP US N 2 2021-06-01 Fixed 0.05000000 N N N N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 N/A 1653300.00000000 PA USD 1636469.41000000 0.386888965795 Long DBT CORP US N 2 2026-09-23 Floating 0.04250000 N N N N N N BP PLC 213800LH1BZH3DI6G760 055622104 15465.00000000 NS USD 270018.90000000 0.063837021534 Long EC CORP GB N 1 N N N Spire Inc. 549300NXSY15DRY2R511 84857L101 1578.00000000 NS USD 83949.60000000 0.019847101158 Long EC CORP US N 1 N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250N105 5662.00000000 NS USD 165330.40000000 0.039086894676 Long EC CORP CA N 1 N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBH4 32000.00000000 PA USD 35045.35000000 0.008285311741 Long DBT CORP US N 2 2025-03-19 Fixed 0.02992000 N N N N N N Healthcare Realty Trust Incorporated 549300CB86LH2IOKHH22 421946104 3323.00000000 NS USD 100088.76000000 0.023662670751 Long EC CORP US N 1 N N N AT&T Inc. 549300Z40J86GGSTL398 00206R508 2375.00000000 NS USD 63436.25000000 0.014997399283 Long EP CORP US N 1 N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAW5 267000.00000000 PA USD 271005.00000000 0.064070152203 Long DBT CORP CA N 2 2078-03-01 Variable 0.06250000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K305 1431.00000000 NS USD 2097273.60000000 0.495830847271 Long EC CORP US N 1 N N N MediPal Holdings Corporation 353800PJDODZEA4NP730 N/A 900.00000000 NS 18047.07000000 0.004266631692 Long EC CORP JP N 2 N N N AMSTED Industries Incorporated N2VLGYMEEBIU3PFSUY86 032177AH0 150000.00000000 PA USD 159573.00000000 0.037725748224 Long DBT CORP US N 2 2027-07-01 Fixed 0.05625000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0226B6 700000.00000000 PA USD 732668.80000000 0.173215259980 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02500000 N N N N N N PG&E Corporation 8YQ2GSDWYZXO2EDN3511 69331CAJ7 40000.00000000 PA USD 38700.00000000 0.009149332633 Long DBT CORP US N 2 2030-07-01 Fixed 0.05250000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3137AQGC6 719019.53400000 PA USD 40799.76000000 0.009645751307 Long ABS-CBDO USGSE US N 2 2027-05-15 Fixed 0.03000000 N N N N N N Biohaven Pharmaceutical Holding Company Ltd. 5299007STZTNN32O9920 G11196105 2481.00000000 NS USD 161289.81000000 0.038131631060 Long EC CORP VG N 1 N N N PacWest Bancorp 549300YI8VMFO7G36V04 695263103 896.00000000 NS USD 15303.68000000 0.003618048031 Long EC CORP US N 1 N N N Allianz SE 529900K9B0N5BT694847 N/A 4406.00000000 NS 845647.62000000 0.199925358292 Long EC CORP DE N 2 N N N PG&E Corporation 8YQ2GSDWYZXO2EDN3511 69331CAH1 50000.00000000 PA USD 48500.00000000 0.011466217899 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N Align Technology, Inc. 549300N5YSE0U3LCP840 016255101 1976.00000000 NS USD 646863.36000000 0.152929406949 Long EC CORP US N 1 N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AH4 83000.00000000 PA USD 82429.79000000 0.019487792444 Long DBT CORP US N 2 2022-09-15 Fixed 0.05000000 N N N N N N STERIS plc N/A G8473T100 210.00000000 NS USD 36999.90000000 0.008747400322 Long EC CORP IE N 1 N N N Unum Group N/A 743863AA0 42000.00000000 PA USD 48175.36000000 0.011389467528 Long DBT CORP US N 2 2038-03-15 Fixed 0.07405000 N N N N N N Eagle Re 2019-1 LTD 254900L82OLW9QTLJ788 269822AB8 300782.38000000 PA USD 298800.22000000 0.070641410947 Long ABS-CBDO CORP BM N 2 2029-04-25 Floating 0.01948100 N N N N N N Antero Resources Corporation APVBKPOULHUX7YZLKU17 03674XAJ5 75000.00000000 PA USD 46875.00000000 0.011082040495 Long DBT CORP US N 2 2025-03-01 Fixed 0.05000000 N N N N N N Washington H. Soul Pattinson and Company Limited 549300G2Q3P6ZVNC1465 N/A 1003.00000000 NS 17037.18000000 0.004027876665 Long EC CORP AU N 2 N N N B&M European Value Retail S.A. 213800UK7ZRLY2K1X530 N/A 28534.00000000 NS 181910.75000000 0.043006769026 Long EC CORP LU N 2 N N N Chemed Corporation 54930020031IDJT2IM79 16359R103 73.00000000 NS USD 35065.55000000 0.008290087362 Long EC CORP US N 1 N N N Tronox Holdings plc 549300LMZ1DX1PWSP524 N/A 1235475.79000000 PA USD 1214299.73000000 0.287080934012 Long DBT CORP US N 2 2024-09-22 Floating 0.03177140 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023105 1941.00000000 NS USD 320769.66000000 0.075835357054 Long EC CORP US N 1 N N N TPG Capital, L.P. 549300TX61566GJWCN05 83012A109 2700.00000000 NS USD 46467.00000000 0.010985582415 Long EC CORP US N 1 N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573AN6 35000.00000000 PA USD 37444.41000000 0.008852489983 Long DBT CORP US N 2 2024-06-15 Fixed 0.02875000 N N N N N N Legg Mason, Inc. 549300S7N70O2ERKYG47 95766K109 33188.00000000 NS USD 162621.20000000 0.038446394109 Long RF US N 1 N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 4671.00000000 NS USD 353267.73000000 0.083518448846 Long EC CORP US N 1 N N N Allison Transmission Holdings, Inc. MWKQ3I0U1GXP2YDSZW75 019736AD9 165000.00000000 PA USD 166659.90000000 0.039401210897 Long DBT CORP US N 2 2024-10-01 Fixed 0.05000000 N N N N N N Aptiv PLC N/A G6095L109 10883.00000000 NS USD 997753.44000000 0.235885739239 Long EC CORP JE N 1 N N N Public Storage 549300LMZF40TKJ6DM64 74460W552 1300.00000000 NS USD 34996.00000000 0.008273644569 Long EP CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 81761L102 2077.00000000 NS USD 16512.15000000 0.003903750719 Long EC CORP US N 1 N N N OneMain Holdings, Inc. 5493008I795YYBFWFU90 85172FAN9 100000.00000000 PA USD 111720.00000000 0.026412492035 Long DBT CORP US N 2 2026-03-15 Fixed 0.07125000 N N N N N N Buzzi Unicem S.p.A. 5299003DX5YLKSVJ6K59 N/A 1095.00000000 NS 25440.90000000 0.006014657793 Long EC CORP IT N 2 N N N Parsley Energy, Inc. N/A 701885AH8 120000.00000000 PA USD 119400.00000000 0.028228173550 Long DBT CORP US N 2 2027-10-15 Fixed 0.05625000 N N N N N N Canon Inc. 529900JH1GSC035SSP77 324280000 3800.00000000 NS 63028.92000000 0.014901099601 Long EC CORP JP N 2 N N N Essex Property Trust, Inc. 549300TR2H2VEFX0NC60 297178105 444.00000000 NS USD 89150.76000000 0.021076743094 Long EC CORP US N 1 N N N MPH ACQUISITION HOLDINGS LLC 5493002WXOPRPTXWTU06 N/A 1440000.00000000 PA USD 1415318.40000000 0.334605137561 Long DBT CORP US N 2 2023-06-07 Floating 0.03750000 N N N N N N Heritage Commerce Corp 549300CLIS851ELSR406 426927109 20235.00000000 NS USD 134663.93000000 0.031836824012 Long EC CORP US N 1 N N N OptiNose, Inc. 549300CPBME7Z3CYMN16 68404V100 9810.00000000 NS USD 38259.00000000 0.009045072796 Long EC CORP US N 1 N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 N/A 1250550.00000000 PA USD 1196876.39000000 0.282961762610 Long DBT CORP US N 2 2026-11-19 Floating 0.01896600 N N N N N N Western Alliance Bancorporation 5493003VJXZ5JXT9S762 957638109 15086.00000000 NS USD 477019.32000000 0.112775411658 Long EC CORP US N 1 N N N AT&T Inc. 549300Z40J86GGSTL398 00206RDC3 140000.00000000 PA USD 156539.91000000 0.037008674598 Long DBT CORP US N 2 2024-04-01 Fixed 0.04450000 N N N N N N Sanwa Holdings Corporation 5299003X6BCA4ROO5A70 N/A 200.00000000 NS 2120.68000000 0.000501364514 Long EC CORP JP N 2 N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAJ2 70000.00000000 PA USD 71050.00000000 0.016797418180 Long DBT CORP US N 2 2027-10-15 Fixed 0.05250000 N N N N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 071813109 2059.00000000 NS USD 165584.78000000 0.039147034398 Long EC CORP US N 1 N N N HEXPOL AB (publ) 549300MN30TBRLYN3465 N/A 14275.00000000 NS 127691.57000000 0.030188440527 Long EC CORP SE N 2 N N N Bank of America Corporation N/A 12544JAB2 404289.74200000 PA USD 323200.22000000 0.076409982427 Long ABS-CBDO CORP US N 2 2037-11-25 Fixed 0.06000000 N N N N N N CNH Industrial N.V. 549300PNSJ5B81UMVO28 12592BAK0 20000.00000000 PA USD 20324.56000000 0.004805068735 Long DBT CORP US N 2 2023-07-02 Fixed 0.01950000 N N N N N N Miller Industries, Inc. 549300F1O74SPUJ7UU94 600551204 2363.00000000 NS USD 72236.91000000 0.017078023720 Long EC CORP US N 1 N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 747525103 4619.00000000 NS USD 543563.92000000 0.128507677300 Long EC CORP US N 1 N N N Cimarex Energy Co. 11KYOFXPU1C4CQL1CL44 171798101 73.00000000 NS USD 1776.09000000 0.000419897627 Long EC CORP US N 1 N N N Nippon Telegraph and Telephone Corporation 353800TVPXCGWDZIIU09 316565000 5900.00000000 NS 216802.11000000 0.051255674935 Long EC CORP JP N 2 N N N Bellemeade Re 2018-1 Ltd 549300O2GEH6GH9NO762 078768AD0 298691.71000000 PA USD 295752.64000000 0.069920911641 Long ABS-CBDO CORP BM N 2 2028-04-25 Floating 0.01748100 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153AZ5 40000.00000000 PA USD 46489.95000000 0.010991008182 Long DBT CORP LR N 2 2025-06-01 Fixed 0.11500000 N N N N N N Residential Funding Mortgage Securities I Inc. N/A 76200RAV0 250254.06800000 PA USD 234420.84000000 0.055421039827 Long ABS-CBDO CORP US N 2 2037-07-25 Fixed 0.06000000 N N N N N N Mitsui & Co., Ltd. 2NRSB4GOU9DD6CNW5R48 389360000 24400.00000000 NS 419260.81000000 0.099120325860 Long EC CORP JP N 2 N N N Under Armour, Inc. 549300D4549QKWETZ406 904311AB3 40000.00000000 PA USD 49986.36000000 0.011817618469 Long DBT CORP US N 2 2024-06-01 Fixed 0.01500000 N N N N Y Under Armour Inc USD XXXX N N N Catalent, Inc. N/A 148806102 3589.00000000 NS USD 307433.74000000 0.072682520670 Long EC CORP US N 1 N N N Volt XXXVIII LLC N/A 91835LAA1 185114.64000000 PA USD 184724.79000000 0.043672055538 Long ABS-CBDO CORP US N 2 2050-03-25 Variable 0.02981100 N N N N N N Morgan Stanley & Co N/A N/A 26.00000000 NC USD 7821.34000000 0.001849096674 N/A DE CORP US N 1 Morgan Stanley & Company N/A Long S&P 500 Index SPX 2020-12-21 4349778.66000000 USD 7821.34000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAN8 84000.00000000 PA USD 88826.04000000 0.020999973810 Long DBT CORP US N 2 2023-01-23 Fixed 0.03125000 N N N N N N NXP Semiconductors N.V. N/A 62947QAZ1 52000.00000000 PA USD 58466.29000000 0.013822416926 Long DBT CORP NL N 2 2024-03-01 Fixed 0.04875000 N N N N N N AIA Group Limited ZP5ILWVSYE4LJGMMVD57 000006968 7400.00000000 NS 73556.72000000 0.017390049061 Long EC CORP HK N 2 N N N TransDigm Group Incorporated 88Q84GB3X55CF5OC7582 893647BE6 50000.00000000 PA USD 52427.50000000 0.012394745132 Long DBT CORP US N 2 2026-03-15 Fixed 0.06250000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BM2 25000.00000000 PA USD 25883.67000000 0.006119336087 Long DBT CORP GB N 2 2029-11-01 Variable 0.03754000 N N N N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159QD1 72000.00000000 PA USD 74988.84000000 0.017728626380 Long DBT CORP CA N 2 2023-01-18 Fixed 0.02375000 N N N N N N Sumitomo Electric Industries, Ltd. 5493005SP87FL5TOS202 340740000 38300.00000000 NS 431155.52000000 0.101932435895 Long EC CORP JP N 2 N N N CenturyLink, Inc. N/A N/A 725000.00000000 PA USD 701662.25000000 0.165884788668 Long DBT CORP US N 2 2027-03-01 Floating 0.01896600 N N N N N N Cheniere Energy Partners, L.P. 5493005UEC8AZ34LDV29 16411QAD3 225000.00000000 PA USD 234000.00000000 0.055321546154 Long DBT CORP US N 2 2026-10-01 Fixed 0.05625000 N N N N N N Deutsche Bank Aktiengesellschaft N/A 251510EL3 204013.44600000 PA USD 209405.01000000 0.049506875751 Long ABS-CBDO CORP US N 2 2035-06-25 Fixed 0.05250000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAV1 53000.00000000 PA USD 54887.30000000 0.012976283334 Long DBT CORP JP N 2 2023-07-16 Variable 0.02721000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833100 46871.00000000 NS USD 5428130.51000000 1.283301592064 Long EC CORP US N 1 N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 902653104 187.00000000 NS USD 6098.07000000 0.001441686585 Long EC CORP US N 1 N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 70000.00000000 PA USD 72887.50000000 0.017231834168 Long DBT CORP US N 2 2027-06-20 Fixed 0.06500000 N N N N N N Houlihan Lokey, Inc. 549300S3CNGTQ1QZVY46 441593100 1376.00000000 NS USD 81252.80000000 0.019209532159 Long EC CORP US N 1 N N N Mondelez International, Inc. 549300CW356R8I7N8D33 60920LAC8 65000.00000000 PA USD 66018.69000000 0.015607931649 Long DBT CORP NL N 2 2021-10-28 Fixed 0.02000000 N N N N N N Road King Infrastructure Limited N/A N/A 19000.00000000 NS 22705.17000000 0.005367885085 Long EC CORP BM N 2 N N N Reinsurance Group of America, Incorporated LORM1GNEU1DKEW527V90 759351AL3 64000.00000000 PA USD 70662.09000000 0.016705709715 Long DBT CORP US N 2 2023-09-15 Fixed 0.04700000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3131XXDN8 95670.76800000 PA USD 101230.35000000 0.023932561879 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N Lam Research Corporation 549300I4GMO6D34U1T02 512807108 727.00000000 NS USD 241182.25000000 0.057019551175 Long EC CORP US N 1 N N N Masimo Corporation 549300Q4A8JK0PIYCU29 574795100 154.00000000 NS USD 36353.24000000 0.008594518993 Long EC CORP US N 1 N N N Federal National Mortgage Association N/A 3136ABCF8 1399771.45000000 PA USD 77036.28000000 0.018212675724 Long ABS-CBDO USGSE US N 2 2028-01-25 Fixed 0.03000000 N N N N N N Comerica Incorporated I9Q57JVPWHHZ3ZGBW498 200340107 3054.00000000 NS USD 116815.50000000 0.027617154165 Long EC CORP US N 1 N N N AllianceBernstein L.P. AE2ZT9UGMEIJ7T4R5734 01879R106 6375.00000000 NS USD 67001.25000000 0.015840225403 Long RF US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832Q695 5025.00000000 NS USD 130398.75000000 0.030828463532 Long EP CORP US N 1 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 670100205 2431.00000000 NS USD 168784.33000000 0.039903461975 Long EC CORP DK N 1 N N N Six Flags Entertainment Corporation 5493003MX0ZXTM8EVY68 83001WAC8 50000.00000000 PA USD 53187.50000000 0.012574421949 Long DBT CORP US N 2 2025-07-01 Fixed 0.07000000 N N N N N N Hindalco Industries Limited 549300G5F3W3B52WYL23 670001AE6 40000.00000000 PA USD 39038.80000000 0.009229430666 Long DBT CORP US N 2 2030-01-30 Fixed 0.04750000 N N N N N N AGCO Corporation LYOM0B2GCF1JWXK5ZG04 001084102 2737.00000000 NS USD 203276.99000000 0.048058108480 Long EC CORP US N 1 N N N J.B. Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 445658107 498.00000000 NS USD 62937.24000000 0.014879424903 Long EC CORP US N 1 N N N The PNC Financial Services Group, Inc. CFGNEKW0P8842LEUIA51 693475AV7 35000.00000000 PA USD 38137.90000000 0.009016442714 Long DBT CORP US N 2 2024-01-23 Fixed 0.03500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBQ8 24000.00000000 PA USD 24519.16000000 0.005796742912 Long DBT CORP US N 2 2024-06-01 Variable 0.01514000 N N N N N N iStar Inc. QFFLKWYYS3UPWD86E794 45031U101 1110.00000000 NS USD 13109.10000000 0.003099212310 Long EC CORP US N 1 N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826C839 7688.00000000 NS USD 1537369.36000000 0.363460042761 Long EC CORP US N 1 N N N Nucor Corporation 549300GGJCRSI2TIEJ46 670346AR6 17000.00000000 PA USD 17752.18000000 0.004196914723 Long DBT CORP US N 2 2025-06-01 Fixed 0.02000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AG2 66000.00000000 PA USD 67646.62000000 0.015992801754 Long DBT CORP US N 2 2022-07-15 Fixed 0.02850000 N N N N N N Cohen & Steers, Inc. 549300XXIA338A0X2K65 19247A100 1358.00000000 NS USD 75694.92000000 0.017895555600 Long EC CORP US N 1 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 N/A 5347.00000000 NS 669802.02000000 0.158352493008 Long EC CORP NL N 2 N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBF6 115000.00000000 PA USD 129096.51000000 0.030520592035 Long DBT CORP US N 2 2025-11-20 Fixed 0.05750000 N N N N N N Caterpillar Inc. EDBQKYOPJUCJKLOJDE72 14913Q3C1 48000.00000000 PA USD 49573.11000000 0.011719919200 Long DBT CORP US N 2 2022-11-18 Fixed 0.01950000 N N N N N N ARD Holdings S.A. N/A 03969AAP5 100000.00000000 PA USD 101900.00000000 0.024090878432 Long DBT CORP XX N 2 2027-08-15 Fixed 0.05250000 N N N N N N Seagate Technology plc 529900BD50TRWEG1SF63 81180WAL5 34000.00000000 PA USD 37320.60000000 0.008823219211 Long DBT CORP KY N 2 2025-01-01 Fixed 0.04750000 N N N N N N Yara International ASA 213800WKOUWXWFJ5Z514 001020805 3066.00000000 NS 117978.96000000 0.027892215730 Long EC CORP NO N 2 N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 75513EBB6 41000.00000000 PA USD 42270.28000000 0.009993407034 Long DBT CORP US N 2 2022-03-15 Fixed 0.02800000 N N N N N N Cargill, Incorporated QXZYQNMR4JZ5RIRN4T31 141781BL7 35000.00000000 PA USD 35798.53000000 0.008463376195 Long DBT CORP US N 2 2023-07-23 Fixed 0.01375000 N N N N N N CIT Group Inc. N/A 45660LEW5 285039.15500000 PA USD 297987.51000000 0.070449272598 Long ABS-CBDO CORP US N 2 2035-04-25 Fixed 0.05500000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135B101 8291.00000000 NS USD 483614.03000000 0.114334512315 Long EC CORP US N 1 N N N AMETEK, Inc. 549300WZDEF9KKE40E98 031100100 6107.00000000 NS USD 607035.80000000 0.143513500116 Long EC CORP US N 1 N N N Anheuser-Busch InBev SA/NV 549300CRGMZK3K53BF92 03523TBX5 56000.00000000 PA USD 63224.80000000 0.014947408937 Long DBT CORP US N 2 2025-01-23 Fixed 0.04150000 N N N N N N Chubb Limited E0JAN6VLUDI1HITHT809 H1467J104 3947.00000000 NS USD 458325.64000000 0.108355910458 Long EC CORP CH N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAA6 43000.00000000 PA USD 43351.98000000 0.010249139155 Long DBT CORP US N 2 2021-03-15 Fixed 0.02500000 N N N N N N Ionis Pharmaceuticals, Inc. 549300SI4ZGLG0BLUZ92 462222AA8 63000.00000000 PA USD 58013.96000000 0.013715478486 Long DBT CORP US N 2 2024-12-15 Fixed 0.00125000 N N N N Y Ionis Pharmaceuticals Inc USD XXXX N N N Aircastle Limited 549300PNK8AKY3OIKP58 00928QAP6 51000.00000000 PA USD 51111.77000000 0.012083684372 Long DBT CORP BM N 2 2023-04-01 Fixed 0.05000000 N N N N N N CNH Industrial N.V. 549300PNSJ5B81UMVO28 12592BAF1 64000.00000000 PA USD 65234.88000000 0.015422625747 Long DBT CORP US N 2 2021-04-01 Fixed 0.04875000 N N N N N N Bunge Limited 549300QHC068L40NNM71 120568BB5 41000.00000000 PA USD 41170.39000000 0.009733374489 Long DBT CORP US N 2 2025-08-17 Fixed 0.01630000 N N N N N N NuStar Energy L.P. N62BF2PKP51FIIOIUN20 67059T204 3136.00000000 NS USD 60023.04000000 0.014190458879 Long EP CORP US N 1 N N N AerCap Holdings N.V. 549300SZYINBBLJQU475 00774YAA7 150000.00000000 PA USD 115021.50000000 0.027193022312 Long DBT CORP NL N 2 2079-10-10 Variable 0.05875000 N N N N N N Kellogg Company LONOZNOJYIBXOHXWDB86 487836BJ6 78000.00000000 PA USD 81170.58000000 0.019190093965 Long DBT CORP US N 2 2022-05-17 Fixed 0.03125000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384J75 200000.00000000 PA USD 199998.00000000 0.047282899948 Long STIV USGSE US N 2 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAA4 34000.00000000 PA USD 35986.30000000 0.008507768189 Long DBT CORP US N 2 2024-09-15 Fixed 0.02450000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3137AUUT4 715339.77000000 PA USD 87076.74000000 0.020586409790 Long ABS-CBDO USGSE US N 2 2032-10-15 Fixed 0.03500000 N N N N N N Silver Lake Resources Limited 254900Z1BWS584OIKJ61 N/A 6518.00000000 NS 10941.09000000 0.002586658185 Long EC CORP AU N 2 N N N Evercore Inc. 529900P6KLPT95DW3W58 29977A105 3316.00000000 NS USD 217065.36000000 0.051317911674 Long EC CORP US N 1 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448EQ7 46000.00000000 PA USD 49248.66000000 0.011643213748 Long DBT CORP US N 2 2025-03-19 Fixed 0.02250000 N N N N N N Unitil Corporation N/A 913259107 262.00000000 NS USD 10123.68000000 0.002393408676 Long EC CORP US N 1 N N N Radian Group Inc. 54930005OUP720S5U385 750236101 16295.00000000 NS USD 238069.95000000 0.056283750970 Long EC CORP US N 1 N N N CHS Inc. XEIEFTLYDQ1MZ6TZV015 12542R506 12800.00000000 NS USD 341120.00000000 0.080646520616 Long EP CORP US N 1 N N N JELD-WEN Holding, Inc. 549300XWE6NM0N1HFW16 475795AC4 80000.00000000 PA USD 80400.00000000 0.019007915858 Long DBT CORP US N 2 2025-12-15 Fixed 0.04625000 N N N N N N CIT Group Inc. N/A 43709KAA7 152326.35500000 PA USD 105109.27000000 0.024849603981 Long ABS-CBDO CORP US N 2 2036-10-25 Floating 0.00488100 N N N N N N Kamigumi Co., Ltd. N/A 321900000 4200.00000000 NS 82762.52000000 0.019566455427 Long EC CORP JP N 2 N N N Onward Holdings Co., Ltd. N/A N/A 1300.00000000 NS 3367.85000000 0.000796216535 Long EC CORP JP N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0206A2 3625000.00000000 PA USD 3747343.75000000 0.885935257365 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N The Southern Company 0RL818ELFOHP5JHOFU19 010392FQ6 44000.00000000 PA USD 45215.02000000 0.010689593229 Long DBT CORP US N 2 2022-03-30 Fixed 0.02450000 N N N N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 911363109 5074.00000000 NS USD 885413.00000000 0.209326564724 Long EC CORP US N 1 N N N Endeavor Energy Resources, LP N/A 29260FAD2 30000.00000000 PA USD 29775.00000000 0.007039312122 Long DBT CORP US N 2 2026-01-30 Fixed 0.05500000 N N N N N N VEREIT, Inc. 5493005TQOUJE1LCS698 92340LAD1 34000.00000000 PA USD 37558.91000000 0.008879559714 Long DBT CORP US N 2 2025-11-01 Fixed 0.04625000 N N N N N N Banco Santander, S.A. PTCQB104N23FMNK2RZ28 80283LAY9 48000.00000000 PA USD 49531.87000000 0.011710169368 Long DBT CORP GB N 2 2023-01-13 Fixed 0.02100000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CV0 56000.00000000 PA USD 59984.71000000 0.014181397020 Long DBT CORP US N 2 2023-03-09 Fixed 0.03700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0204A4 925000.00000000 PA USD 961132.81000000 0.227228004740 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.02000000 N N N N N N Ipsos SA 9695002OY2X35E9X8W87 N/A 1288.00000000 NS 32200.30000000 0.007612693942 Long EC CORP FR N 2 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BJ6 50000.00000000 PA USD 55057.48000000 0.013016516756 Long DBT CORP US N 2 2025-05-04 Fixed 0.05250000 N N N N N N A.P. Moller - Maersk A/S 549300D2K6PKKKXVNN73 N/A 7.00000000 NS 10246.52000000 0.002422450124 Long EC CORP DK N 2 N N N TreeHouse Foods, Inc. 5493007M7EVHE470Q576 89469AAD6 50000.00000000 PA USD 50569.00000000 0.011955364391 Long DBT CORP US N 2 2028-09-01 Fixed 0.04000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206R102 286.00000000 NS USD 8153.86000000 0.001927710009 Long EC CORP US N 1 N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAF6 120000.00000000 PA USD 109350.00000000 0.025852184068 Long DBT CORP US N 2 2027-10-01 Fixed 0.03900000 N N N N N N NHK Spring Co., Ltd. 35380033IJ3XRDV8VH57 N/A 7900.00000000 NS 50581.52000000 0.011958324330 Long EC CORP JP N 2 N N N Meridian Bancorp, Inc. N/A 58958U103 8188.00000000 NS USD 84745.80000000 0.020035336265 Long EC CORP US N 1 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7C2 31000.00000000 PA USD 32852.68000000 0.007766927576 Long DBT CORP CA N 2 2024-11-01 Fixed 0.02250000 N N N N N N Kimberly-Clark Corporation MP3J6QPYPGN75NVW2S34 494368103 1955.00000000 NS USD 288675.30000000 0.068247709114 Long EC CORP US N 1 N N N CSW Industrials, Inc. 549300SYOEO3RVQ7FB83 126402106 393.00000000 NS USD 30359.25000000 0.007177438675 Long EC CORP US N 1 N N N JPMorgan Chase & Co. N/A 86359LLZ0 339158.55800000 PA USD 315024.14000000 0.074477019234 Long ABS-CBDO CORP US N 2 2035-12-25 Floating 0.00458100 N N N N N N Domino's Pizza, Inc. 5299004V0Y8MI5D9FF45 25754A201 740.00000000 NS USD 314707.20000000 0.074402089273 Long EC CORP US N 1 N N N Imperial Brands PLC 9598000ANNAL42UJ7X28 N/A 2441.00000000 NS 41667.47000000 0.009850892584 Long EC CORP ES N 2 N N N HERCULES MERGER SUB LLC 549300C1PQJLVEIUBK50 N/A 149250.00000000 PA USD 146265.00000000 0.034579512599 Long DBT CORP US N 2 2026-11-01 Floating 0.02896600 N N N N N N Societe Generale Societe anonyme O2RNE8IBXP4R0TD8PU41 83368JFA3 84000.00000000 PA USD 93765.00000000 0.022167627244 Long DBT CORP FR N 2 2025-09-29 Variable 0.08000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BA0 16000.00000000 PA USD 15765.33000000 0.003727189877 Long DBT CORP US N 2 2025-09-15 Fixed 0.02200000 N N N N N N Aalberts NV 549300EMP9DT6Q35HZ31 N/A 5054.00000000 NS 181740.92000000 0.042966618350 Long EC CORP NL N 2 N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 00507V109 4278.00000000 NS USD 346304.10000000 0.081872129280 Long EC CORP US N 1 N N N GC Advisors LLC 2549005WE0QLGK9APF78 38173M102 3800.00000000 NS USD 50312.00000000 0.011894605257 Long EC CORP US N 1 N N N Schlumberger Limited 549300P4EXZFF0LRNF59 80685XAC5 35000.00000000 PA USD 35182.71000000 0.008317785962 Long DBT CORP CA N 2 2025-09-17 Fixed 0.01400000 N N N N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 723787107 3975.00000000 NS USD 341810.25000000 0.080809707357 Long EC CORP US N 1 N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730109 4804.00000000 NS USD 349539.04000000 0.082636923650 Long EC CORP US N 1 N N N Bridgestone Corporation 549300DHPOF90OYYD780 383080000 1100.00000000 NS 34770.08000000 0.008220233271 Long EC CORP JP N 2 N N N Sangetsu Corporation N/A N/A 4000.00000000 NS 61665.66000000 0.014578801948 Long EC CORP JP N 2 N N N Great Southern Bancorp, Inc. 5493000ZL7DLNMN1AB26 390905107 1426.00000000 NS USD 51649.72000000 0.012210864824 Long EC CORP US N 1 N N N DNB ASA 5967007LIEEXZX78M803 001003147 25881.00000000 NS 360538.39000000 0.085237355482 Long EC CORP NO N 2 N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106103 4171.00000000 NS USD 523627.34000000 0.123794333579 Long EC CORP US N 1 N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 1L0100170 25900.00000000 NS 380765.06000000 0.090019281371 Long EC CORP SG N 2 N N N EnLink Midstream, LLC 88CPW63VL7KHJWS0NY83 29336UAF4 70000.00000000 PA USD 60557.70000000 0.014316861519 Long DBT CORP US N 2 2026-07-15 Fixed 0.04850000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06053U601 2000.00000000 NS USD 53740.00000000 0.012705042266 Long EP CORP US N 1 N N N Federal National Mortgage Association N/A 3136AB3K7 600943.55000000 PA USD 37274.67000000 0.008812360584 Long ABS-CBDO USGSE US N 2 2028-02-25 Fixed 0.03000000 N N N N N N U.S. FOODSERVICE 5493000JOOFAOUY1JZ87 N/A 139272.72000000 PA USD 133701.81000000 0.031609362619 Long DBT CORP US N 2 2023-06-27 Floating 0.01896600 N N N N N N J.B. Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 445658CE5 65000.00000000 PA USD 67662.37000000 0.015996525320 Long DBT CORP US N 2 2022-08-15 Fixed 0.03300000 N N N N N N The Scotts Miracle-Gro Company 2TH9E0JTOUXOEGI2R879 810186AS5 130000.00000000 PA USD 137718.75000000 0.032559034976 Long DBT CORP US N 2 2029-10-15 Fixed 0.04500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BC2 88000.00000000 PA USD 89760.00000000 0.021220777704 Long DBT CORP GB N 2 2021-06-01 Variable 0.06875000 N N N N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 35671DCE3 90000.00000000 PA USD 91125.00000000 0.021543486723 Long DBT CORP US N 2 2028-03-01 Fixed 0.04125000 N N N N N N Boston Private Financial Holdings, Inc. 9LC5YYBM83TLRL460X73 101119105 800.00000000 NS USD 4416.00000000 0.001044016871 Long EC CORP US N 1 N N N PerkinElmer, Inc. 549300IKL1SDPFI7N655 714046109 804.00000000 NS USD 100910.04000000 0.023856835193 Long EC CORP US N 1 N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 101137AV9 70000.00000000 PA USD 75827.37000000 0.017926869013 Long DBT CORP US N 2 2024-03-01 Fixed 0.03450000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 N/A 1164150.00000000 PA USD 1144359.45000000 0.270545872353 Long DBT CORP US N 2 2027-03-02 Floating 0.03156750 N N N N N N ERAMET S.A. 549300LUH78PG2MP6N64 N/A 280.00000000 NS 7067.44000000 0.001670862000 Long EC CORP FR N 2 N N N Kinross Gold Corporation 549300UEBMAQDN0K0R06 496902AJ6 44000.00000000 PA USD 45274.06000000 0.010703551281 Long DBT CORP CA N 2 2021-09-01 Fixed 0.05125000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DF9 50000.00000000 PA USD 42501.00000000 0.010047953133 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BG2 221000.00000000 PA USD 288405.00000000 0.068183805635 Long DBT CORP US N 2 2025-05-01 Fixed 0.01250000 N N N N Y Southwest Airlines Co USD XXXX N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384P94 400000.00000000 PA USD 399962.67000000 0.094557920122 Long STIV USGSE US N 2 N N N KYORIN Holdings, Inc. N/A N/A 1000.00000000 NS 20271.09000000 0.004792427525 Long EC CORP JP N 2 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733R102 18.00000000 NS USD 19484.64000000 0.004606497483 Long EC CORP US N 1 N N N BlackRock, Inc. CC8M7XFKTNG56DXMAR33 09249E101 2992.00000000 NS USD 46854.72000000 0.011077245961 Long RF US N 1 N N N Crocs, Inc. 549300B0J6YCXD63OG72 227046109 5900.00000000 NS USD 252107.00000000 0.059602346309 Long EC CORP US N 1 N N N Axalta Coating Systems Ltd. 529900AGLPA40GV6H619 G0750C108 11531.00000000 NS USD 255642.27000000 0.060438143756 Long EC CORP US N 1 N N N Thrivent Mutual Funds N/A N/A 3569877.13900000 PA USD 35698771.39000000 8.439791577439 Long STIV PF US N 2 N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAJ8 117000.00000000 PA USD 133344.59000000 0.031524909787 Long DBT CORP US N 2 2026-05-01 Fixed 0.01750000 N N N N Y EQT Corp USD XXXX N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005N100 18270.00000000 NS USD 458028.90000000 0.108285756117 Long EC CORP US N 1 N N N Premier Investments Limited N/A N/A 1167.00000000 NS 17347.94000000 0.004101345570 Long EC CORP AU N 2 N N N St. James's Place plc 213800M993ICXOMBCP87 N/A 1507.00000000 NS 18129.89000000 0.004286211736 Long EC CORP GB N 2 N N N Energy Solutions, LLC 549300X3SKIUYR2MFH75 N/A 342125.00000000 PA USD 325874.06000000 0.077042123294 Long DBT CORP US N 2 2025-05-11 Floating 0.04750000 N N N N N N Autobacs Seven Co.,Ltd. 5299006NCUSCPURTQB07 N/A 1700.00000000 NS 22142.62000000 0.005234888779 Long EC CORP JP N 2 N N N BJ's Wholesale Club Holdings, Inc. 549300UCIWH1C93V0J03 05550J101 3379.00000000 NS USD 140397.45000000 0.033192324829 Long EC CORP US N 1 N N N FBL Financial Group, Inc. N/A 30239F106 313.00000000 NS USD 15086.60000000 0.003566726659 Long EC CORP US N 1 N N N Zions Bancorporation, National Association 8WH0EE09O9V05QJZ3V89 989701107 19066.00000000 NS USD 557108.52000000 0.131709849155 Long EC CORP US N 1 N N N Thl Credit Wind River 2016-1 Clo Ltd. 635400WBNY8VGBBADK15 88433AAQ2 350000.00000000 PA USD 329730.45000000 0.077953838924 Long ABS-O CORP KY N 2 2028-07-15 Floating 0.03125000 N N N N N N The Procter & Gamble Company 2572IBTT8CCZW6AU4141 742718109 2981.00000000 NS USD 414329.19000000 0.097954407725 Long EC CORP US N 1 N N N IAA SPINCO INC 549300PZCOPC5178W747 N/A 217687.50000000 PA USD 213877.97000000 0.050564358926 Long DBT CORP US N 3 2026-06-28 Floating 0.02437500 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FAV3 17000.00000000 PA USD 17672.58000000 0.004178095940 Long DBT CORP US N 2 2023-11-15 Fixed 0.02250000 N N N N N N Eaton Corporation plc 549300VDIGTMXUNT7H71 G29183103 1335.00000000 NS USD 136210.05000000 0.032202352853 Long EC CORP IE N 1 N N N Foundation Finance Trust 2017-1 549300RIQ1R4PTXR5G48 35040UAA9 124750.67000000 PA USD 126851.47000000 0.029989826719 Long ABS-O CORP US N 2 2033-07-15 Fixed 0.03300000 N N N N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 28035QAA0 50000.00000000 PA USD 52611.50000000 0.012438245835 Long DBT CORP US N 2 2028-06-01 Fixed 0.05500000 N N N N N N Thule Group AB (publ) 549300XHHOGBOERKU333 N/A 2185.00000000 NS 72103.97000000 0.017046594462 Long EC CORP SE N 2 N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 131347CM6 90000.00000000 PA USD 92172.60000000 0.021791157030 Long DBT CORP US N 2 2028-02-15 Fixed 0.04500000 N N N N N N OZLM IX Ltd N/A 67109KBA1 425000.00000000 PA USD 421303.35000000 0.099603216761 Long ABS-O CORP KY N 2 2031-10-20 Floating 0.01821800 N N N N N N Change Healthcare Inc. 549300GS1BPJEDOZHM07 15912K100 16743.00000000 NS USD 242940.93000000 0.057435332785 Long EC CORP US N 1 N N N Switch, Inc. N/A 87105NAA8 30000.00000000 PA USD 30300.00000000 0.007163430976 Long DBT CORP US N 2 2028-09-15 Fixed 0.03750000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017AF1 73000.00000000 PA USD 112468.84000000 0.026589530440 Long DBT CORP US N 2 2027-02-15 Fixed 0.01625000 N N N N Y Microchip Technology Inc USD XXXX N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CX6 20000.00000000 PA USD 25825.00000000 0.006105465510 Long DBT CORP US N 2 2030-04-22 Fixed 0.09625000 N N N N N N OMV Aktiengesellschaft 549300V62YJ9HTLRI486 000074305 2108.00000000 NS 57677.47000000 0.013635926575 Long EC CORP AT N 2 N N N Air Water Inc. N/A 316067000 8300.00000000 NS 112255.06000000 0.026538989243 Long EC CORP JP N 2 N N N The Kraft Heinz Company 5493003STKEZ2S0RNU91 50077LBD7 50000.00000000 PA USD 54820.02000000 0.012960377207 Long DBT CORP US N 2 2031-03-01 Fixed 0.04250000 N N N N N N A.P. Moller - Maersk A/S 549300D2K6PKKKXVNN73 N/A 83.00000000 NS 131213.16000000 0.031021003790 Long EC CORP DK N 2 N N N Targa Resources Corp. N/A 87612BBE1 140000.00000000 PA USD 140786.80000000 0.033284373735 Long DBT CORP US N 2 2027-02-01 Fixed 0.05375000 N N N N N N Workiva Inc. 529900RTOQ8GRWHY1O58 98139A105 3421.00000000 NS USD 190754.96000000 0.045097689418 Long EC CORP US N 1 N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CW8 70000.00000000 PA USD 79089.33000000 0.018698051367 Long DBT CORP US N 2 2025-03-25 Fixed 0.04100000 N N N N N N T-Mobile US, Inc. 549300L17W0GQBR1PO80 852060AT9 50000.00000000 PA USD 73190.50000000 0.017303468477 Long DBT CORP US N 2 2032-03-15 Fixed 0.08750000 N N N N N N Agilysys, Inc. 5299001XWB5V3B5IPN93 00847J105 9125.00000000 NS USD 220460.00000000 0.052120461817 Long EC CORP US N 1 N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 56585ABA9 35000.00000000 PA USD 38357.48000000 0.009068355129 Long DBT CORP US N 2 2023-12-15 Fixed 0.04750000 N N N N N N TELESAT CANADA/TELESAT LLC N/A 87952VAP1 80000.00000000 PA USD 80324.00000000 0.018989948176 Long DBT CORP CA N 2 2027-06-01 Fixed 0.04875000 N N N N N N CAESARS RESORT COLLECTION 549300V3UCT773B1KR38 N/A 695000.00000000 PA USD 671641.05000000 0.158787270713 Long DBT CORP US N 2 2025-07-20 Floating 0.00000000 N N N N N N T. Rowe Price Group, Inc. 549300SIV6FPS9Y7IH33 74144T108 2092.00000000 NS USD 268236.24000000 0.063415570647 Long EC CORP US N 1 N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384M48 200000.00000000 PA USD 199991.00000000 0.047281245030 Long STIV USGSE US N 2 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 13560.00000000 NS USD 2018812.80000000 0.477281390995 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corporation N/A 31292HEF7 794.19000000 PA USD 949.24000000 0.000224416343 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 0.08000000 N N N N N N Banco Santander, S.A. 549300SMVCQN2P0O6I58 80282KBB1 33000.00000000 PA USD 35216.12000000 0.008325684649 Long DBT CORP US N 2 2025-06-02 Fixed 0.03450000 N N N N N N First BanCorp. N/A 318672706 4413.00000000 NS USD 23035.86000000 0.005446065778 Long EC CORP PR N 1 N N N The Southern Company D981X4Z4RWS7PDMJUZ03 373334KK6 34000.00000000 PA USD 35861.70000000 0.008478310648 Long DBT CORP US N 2 2024-09-15 Fixed 0.02200000 N N N N N N Discovery, Inc. 5493006ZCRFWKF6B1K26 25470F104 13832.00000000 NS USD 301122.64000000 0.071190470200 Long EC CORP US N 1 N N TTM Technologies, Inc. 549300SC4BDOIS008048 87305RAD1 70000.00000000 PA USD 82729.19000000 0.019558575653 Long DBT CORP US N 2 2020-12-15 Fixed 0.01750000 N N N N Y TTM Technologies Inc USD XXXX N N N Vistra Energy Corp. 549300ZH5GKBTJZ7NM23 92840VAF9 130000.00000000 PA USD 136532.50000000 0.032278585471 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AL8 44000.00000000 PA USD 45468.09000000 0.010749423245 Long DBT CORP JP N 2 2022-02-22 Fixed 0.02998000 N N N N N N Crown Castle International Corp. (REIT) 54930012H97VSM0I2R19 22822VAB7 32000.00000000 PA USD 36654.39000000 0.008665715932 Long DBT CORP US N 2 2026-02-15 Fixed 0.04450000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225ARW2 456.62900000 PA USD 516.57000000 0.000122125859 Long ABS-MBS CORP US N 2 2026-12-15 Fixed 0.09000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CB0 35000.00000000 PA USD 36067.58000000 0.008526984152 Long DBT CORP US N 2 2025-06-01 Fixed 0.01350000 N N N N N N Targa Resources Corp. N/A 87612BBG6 20000.00000000 PA USD 19500.00000000 0.004610128846 Long DBT CORP US N 2 2028-01-15 Fixed 0.05000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170302 2081.00000000 NS USD 376307.23000000 0.088965375183 Long EC CORP US N 1 N N N Recruit Holdings Co., Ltd. 353800R2LRSMVVC4I806 N/A 2000.00000000 NS 79430.72000000 0.018778761720 Long EC CORP JP N 2 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJJ0 70000.00000000 PA USD 74714.24000000 0.017663706310 Long DBT CORP US N 2 2023-05-01 Fixed 0.03375000 N N N N N N Deutsche Pfandbriefbank AG DZZ47B9A52ZJ6LT6VV95 N/A 6631.00000000 NS 43963.26000000 0.010393656056 Long EC CORP DE N 2 N N N VICI Properties Inc. N/A 92564RAD7 30000.00000000 PA USD 29498.40000000 0.006973919218 Long DBT CORP US N 2 2027-02-15 Fixed 0.03750000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAE6 99000.00000000 PA USD 102375.97000000 0.024203405767 Long DBT CORP US N 2 2023-04-25 Variable 0.02776000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V200 6200.00000000 NS USD 171120.00000000 0.040455653752 Long EP CORP US N 1 N N N Lowe's Companies, Inc. WAFCR4OKGSC504WU3E95 548661107 7587.00000000 NS USD 1258379.82000000 0.297502210651 Long EC CORP US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 230.00000000 NS USD 939117.60000000 0.222023237834 Long EC CORP US N 1 N N N Charter Communications, Inc. N/A 161175BQ6 50000.00000000 PA USD 55432.83000000 0.013105255826 Long DBT CORP US N 2 2024-02-01 Fixed 0.04500000 N N N N N N SBM Offshore N.V. 549300RDGCRYZ5QE6513 N/A 2163.00000000 NS 34503.61000000 0.008157235269 Long EC CORP NL N 2 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000312836 4052.00000000 NS 35155.01000000 0.008311237214 Long EC CORP IT N 2 N N N Halliburton Company ENYF8GB5SMQZ25S06U51 406216101 8928.00000000 NS USD 107582.40000000 0.025434293619 Long EC CORP US N 1 N N N Toorak Mortgage Corp. 2020-1 Ltd. N/A 89052WAA7 300000.00000000 PA USD 301054.95000000 0.071174467143 Long ABS-CBDO CORP US N 2 2023-03-25 Variable 0.02734300 N N N N N N Industria de Diseno Textil, S.A. 549300TTCXZOGZM2EY83 N/A 6757.00000000 NS 186929.34000000 0.044193248335 Long EC CORP ES N 2 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TAR8 43000.00000000 PA USD 44435.13000000 0.010505214082 Long DBT CORP US N 2 2022-09-01 Fixed 0.02500000 N N N N N N Icahn Enterprises L.P. N/A 451102BQ9 90000.00000000 PA USD 92516.85000000 0.021872543535 Long DBT CORP US N 2 2025-12-15 Fixed 0.06375000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DB3 84000.00000000 PA USD 84525.00000000 0.019983135421 Long DBT CORP US N 2 2025-09-30 Variable 0.04500000 N N N N N N Schneider Electric S.E. 969500A1YF1XUYYXS284 000012197 6770.00000000 NS 841508.54000000 0.198946809979 Long EC CORP FR N 2 N N N Ford Motor Company UDSQCVRUX5BONN0VY111 345397ZX4 240000.00000000 PA USD 239700.00000000 0.056669122279 Long DBT CORP US N 2 2024-11-01 Fixed 0.04063000 N N N N N N Hysan Development Company Limited 5299007BABFLKIH9HL03 N/A 8000.00000000 NS 24059.28000000 0.005688019525 Long EC CORP HK N 2 N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAR3 60000.00000000 PA USD 58863.60000000 0.013916347710 Long DBT CORP US N 2 2023-06-15 Fixed 0.04500000 N N N N N N DTS Corporation 529900WBOTPBINBCF151 N/A 600.00000000 NS 12768.80000000 0.003018759651 Long EC CORP JP N 2 N N N Rightmove plc 2138001JXGCFKBXYB828 N/A 3458.00000000 NS 27955.88000000 0.006609241477 Long EC CORP GB N 2 N N N BELLRING BRANDS LLC 5493001E28R2L3L44631 N/A 204683.54000000 PA USD 204769.51000000 0.048410965378 Long DBT CORP US N 2 2024-10-21 Floating 0.06000000 N N N N N N Hope Bancorp, Inc. 549300UTF4QGMBHIZ219 43940T109 3191.00000000 NS USD 24203.74000000 0.005722172305 Long EC CORP US N 1 N N N Nippon Steel Trading Corporation N/A N/A 100.00000000 NS 2856.73000000 0.000675379147 Long EC CORP JP N 2 N N N GCI Liberty, Inc. N/A 36164VAA5 509000.00000000 PA USD 872171.50000000 0.206196050821 Long DBT CORP US N 2 2046-09-30 Fixed 0.01750000 N N N N Y Charter Communications Inc USD XXXX N N N Deckers Outdoor Corporation 5493008LG4W3I6K8J118 243537107 282.00000000 NS USD 62042.82000000 0.014667968932 Long EC CORP US N 1 N N N IDEXX Laboratories, Inc. OGMTXK0LUU1HKV2P0J84 45168D104 23.00000000 NS USD 9041.53000000 0.002137570167 Long EC CORP US N 1 N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAL6 130000.00000000 PA USD 137800.00000000 0.032578243846 Long DBT CORP US N 2 2027-07-15 Fixed 0.04750000 N N N N N N Redde Northgate plc 213800B3ZUTDOZYVJB41 N/A 3906.00000000 NS 9297.87000000 0.002198173266 Long EC CORP GB N 2 N N N Encompass Health Corporation 549300FVRPM9DRQZRG64 29261AAA8 130000.00000000 PA USD 130650.00000000 0.030887863269 Long DBT CORP US N 2 2028-02-01 Fixed 0.04500000 N N N N N N Federal National Mortgage Association N/A 3136A9XR4 1720713.86000000 PA USD 109153.83000000 0.025805806172 Long ABS-CBDO USGSE US N 2 2027-11-25 Fixed 0.03000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505FP4 164000.00000000 PA USD 168171.02000000 0.039758465148 Long DBT CORP US N 2 2024-06-20 Variable 0.05125000 N N N N N N BCP RAPTOR II LLC 254900ZZQV4TQNP45753 N/A 399937.50000000 PA USD 278624.46000000 0.065871521041 Long DBT CORP US N 2 2025-11-03 Floating 0.04896600 N N N N N N Landstar System, Inc. 254900CUQXQRL09MEI52 515098101 1725.00000000 NS USD 216470.25000000 0.051177217634 Long EC CORP US N 1 N N N Deere & Company E0KSF7PFQ210NWI8Z391 24422EVC0 48000.00000000 PA USD 50860.92000000 0.012024379201 Long DBT CORP US N 2 2025-01-09 Fixed 0.02050000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKJ7 75000.00000000 PA USD 76534.48000000 0.018094041742 Long DBT CORP US N 2 2021-06-01 Fixed 0.03500000 N N N N N N GCI LLC 549300N3IE9H88Q20221 N/A 740000.00000000 PA USD 734450.00000000 0.173636365698 Long DBT CORP US N 3 2025-09-24 Floating 0.00000000 N N N N N N Banco Santander, S.A. 549300F5XIFGNNW4CF72 80281LAE5 86000.00000000 PA USD 87728.38000000 0.020740468475 Long DBT CORP GB N 2 2021-08-05 Fixed 0.02875000 N N N N N N Broadcom Inc. N/A 11134LAM1 133000.00000000 PA USD 138153.59000000 0.032661838485 Long DBT CORP US N 2 2023-01-15 Fixed 0.02650000 N N N N N N Plymouth Industrial REIT, Inc. N/A 729640102 690.00000000 NS USD 8514.60000000 0.002012995029 Long EC CORP US N 1 N N N SHIMAMURA Co., Ltd. N/A N/A 600.00000000 NS 58286.21000000 0.013779842977 Long EC CORP JP N 2 N N N LEG Immobilien AG 391200SO40AKONBO0Z96 N/A 241.00000000 NS 34352.08000000 0.008121411022 Long EC CORP DE N 2 N N N Charter Communications, Inc. N/A 1248EPCE1 60000.00000000 PA USD 63002.70000000 0.014894900751 Long DBT CORP US N 2 2030-08-15 Fixed 0.04500000 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CBE8 33000.00000000 PA USD 34056.33000000 0.008051490734 Long DBT CORP US N 2 2023-04-01 Fixed 0.02250000 N N N N N N Enterprise Products Partners L.P. K4CDIF4M54DJZ6TB4Q48 293792107 15481.00000000 NS USD 244444.99000000 0.057790917934 Long EC CORP US N 1 N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBB0 81000.00000000 PA USD 86951.50000000 0.020556800942 Long DBT CORP GB N 2 2024-05-16 Variable 0.04338000 N N N N N N Starwood Mortgage Residential Trust 2018-IMC2 N/A 85572PAA1 276173.36000000 PA USD 285659.89000000 0.067534815338 Long ABS-CBDO CORP US N 2 2048-10-25 Variable 0.04121000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAL3 34000.00000000 PA USD 34419.02000000 0.008137236767 Long DBT CORP US N 2 2024-12-01 Fixed 0.02875000 N N N N N N Accenture plc N/A G1151C101 3105.00000000 NS USD 701698.95000000 0.165893465167 Long EC CORP IE N 1 N N N Wells Fargo & Company N/A 15346WAC4 135000.00000000 PA USD 126022.00000000 0.029793726023 Long DBT CORP US N 2 2027-04-15 Floating 0.01275000 N N N N N N CSL Limited 529900ECSECK5ZDQTE14 N/A 3199.00000000 NS 660807.51000000 0.156226039161 Long EC CORP AU N 2 N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CP8 64000.00000000 PA USD 59799.68000000 0.014137652808 Long DBT CORP US N 2 2022-08-15 Fixed 0.02700000 N N N N N N Schlumberger Limited 213800ZUA17OK3QLGM62 806857108 3257.00000000 NS USD 50678.92000000 0.011981351332 Long EC CORP CW N 1 N N N Allied Universal N/A 019576AA5 70000.00000000 PA USD 74550.00000000 0.017624877204 Long DBT CORP US N 2 2026-07-15 Fixed 0.06625000 N N N N N N First Interstate BancSystem, Inc. 549300WRWYTYX0RCNJ43 32055Y201 8995.00000000 NS USD 286490.75000000 0.067731244654 Long EC CORP US N 1 N N N Lundin Energy AB 549300IULC8F8IGXKI15 000082582 450.00000000 NS 8923.87000000 0.002109753359 Long EC CORP SE N 2 N N N Panasonic Corporation 254900GE1G59KGWPHX32 69832AAA4 53000.00000000 PA USD 54689.95000000 0.012929626466 Long DBT CORP JP N 2 2022-07-19 Fixed 0.02536000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271109 1754.00000000 NS USD 280640.00000000 0.066348028687 Long EC CORP US N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AM6 70000.00000000 PA USD 73587.50000000 0.017397325972 Long DBT CORP US N 2 2027-03-01 Fixed 0.05750000 N N N N N N Nine Energy Service, Inc. 549300KRLJCZBPZMKT65 65441V101 10012.00000000 NS USD 11313.56000000 0.002674716374 Long EC CORP US N 1 N N N Chevron Corporation N/A 166764BW9 34000.00000000 PA USD 35224.58000000 0.008327684736 Long DBT CORP US N 2 2025-05-11 Fixed 0.01554000 N N N N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954M101 7754.00000000 NS USD 787341.16000000 0.186140727873 Long EC CORP US N 1 N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 29364GAM5 34000.00000000 PA USD 33952.80000000 0.008027014496 Long DBT CORP US N 2 2025-09-15 Fixed 0.00900000 N N N N N N Lehman Brothers Holdings, Inc. N/A 86359BND9 194767.17500000 PA USD 188531.72000000 0.044572077989 Long ABS-CBDO CORP US N 2 2034-04-25 Floating 0.00648100 N N N N N N Sumitomo Mitsui Trust Holdings, Inc. 5493006GGLR4BTEL8O61 86563VAT6 35000.00000000 PA USD 35126.07000000 0.008304395310 Long DBT CORP JP N 2 2025-09-12 Fixed 0.01050000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097AY7 35000.00000000 PA USD 38720.70000000 0.009154226462 Long DBT CORP GB N 2 2023-06-10 Fixed 0.06100000 N N N N N N Financial Institutions, Inc. N/A 317585404 370.00000000 NS USD 5698.00000000 0.001347103290 Long EC CORP US N 1 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AT6 136000.00000000 PA USD 142349.18000000 0.033653746715 Long DBT CORP GB N 2 2025-03-30 Variable 0.06375000 N N N N N N Benefit Street Partners Clo IV Limited 5493002BNZCV0YE1MG83 08180FAY7 300000.00000000 PA USD 298603.20000000 0.070594832097 Long ABS-O CORP KY N 2 2029-01-20 Floating 0.02021700 N N N N N N Illinois Tool Works Inc. 76NA4I14SZCFAYMNSV04 452308109 1569.00000000 NS USD 303146.49000000 0.071668942470 Long EC CORP US N 1 N N N Galaxy Entertainment Group Limited 549300ZSEBV3HR826S10 002703268 38000.00000000 NS 256906.57000000 0.060737045597 Long EC CORP HK N 2 N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384N54 800000.00000000 PA USD 799944.00000000 0.189120251783 Long STIV USGSE US N 2 N N N Truist Financial Corporation 549300DRQQI75D2JP341 05531FBH5 34000.00000000 PA USD 36185.98000000 0.008554975909 Long DBT CORP US N 2 2024-08-01 Fixed 0.02500000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832Q109 9580.00000000 NS USD 364519.00000000 0.086178438815 Long EC CORP US N 1 N N N Vishay Intertechnology, Inc. 5493009O8F3QQJTCQR75 928298AP3 130000.00000000 PA USD 125799.05000000 0.029741016883 Long DBT CORP US N 2 2025-06-15 Fixed 0.02250000 N N N N N Vishay Intertechnology Inc USD XXXX N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCR0 39000.00000000 PA USD 43064.82000000 0.010181249689 Long DBT CORP US N 2 2024-04-15 Fixed 0.03700000 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 37045XCV6 48000.00000000 PA USD 49451.72000000 0.011691220557 Long DBT CORP US N 2 2025-02-26 Fixed 0.02900000 N N N N N N Olympus Corporation 5299000Y52IFDI1I2A21 N/A 900.00000000 NS 18716.17000000 0.004424818215 Long EC CORP JP N 2 N N N WESCO International, Inc. 549300I2CEZJG9N4AH67 95081QAP9 80000.00000000 PA USD 87654.00000000 0.020722883789 Long DBT CORP US N 2 2028-06-15 Fixed 0.07250000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816CC1 35000.00000000 PA USD 38021.51000000 0.008988926155 Long DBT CORP US N 2 2024-02-22 Fixed 0.03400000 N N N N N N Crown Holdings, Inc. 7HLDMDH0ZXNUH6PT7Z42 228255AH8 50000.00000000 PA USD 59444.00000000 0.014053564058 Long DBT CORP US N 2 2026-12-15 Fixed 0.07375000 N N N N N N Lennar Corporation 529900G61XVRLX5TJX09 526057CR3 14000.00000000 PA USD 15645.00000000 0.003698741835 Long DBT CORP US N 2 2024-11-15 Fixed 0.05875000 N N N N N N Brookfield Asset Management Inc. N/A 11284DAA3 40000.00000000 PA USD 31522.80000000 0.007452521517 Long DBT CORP US N 2 2026-05-15 Fixed 0.05750000 N N N N N N JPMorgan Chase & Co. N/A 07384MZX3 77118.86400000 PA USD 74196.57000000 0.017541320392 Long ABS-CBDO CORP US N 2 2034-01-25 Variable 0.03564200 N N N N N N Air Lease Corporation 5493004NW4M4P8TMMK63 00914AAH5 35000.00000000 PA USD 35732.58000000 0.008447784502 Long DBT CORP US N 2 2025-07-01 Fixed 0.03375000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BH4 42000.00000000 PA USD 42852.60000000 0.010131077302 Long DBT CORP US N 2 2050-10-01 Variable 0.03700000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2J2 38000.00000000 PA USD 40086.01000000 0.009477008770 Long DBT CORP FR N 2 2025-11-19 Variable 0.02819000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LG4 43000.00000000 PA USD 44434.93000000 0.010505166798 Long DBT CORP US N 2 2022-04-25 Fixed 0.02750000 N N N N N N iHeartMedia, Inc. 54930076J6KDZL504O62 45174HBG1 80000.00000000 PA USD 75395.80000000 0.017824838587 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N CF Industries Holdings, Inc. 529900CG8YAQFZ2JMV97 125269100 11162.00000000 NS USD 342785.02000000 0.081040159423 Long EC CORP US N 1 N N N PTC Inc. 54930050SSMU8SKDJ030 69370CAB6 40000.00000000 PA USD 40600.00000000 0.009598524674 Long DBT CORP US N 2 2025-02-15 Fixed 0.03625000 N N N N N N Square, Inc. 549300OHIIUWSTIZME52 852234103 2934.00000000 NS USD 476921.70000000 0.112752332644 Long EC CORP US N 1 N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161C501 12537.00000000 NS USD 265408.29000000 0.062746995577 Long EC CORP US N 1 N N N 2020-10-28 Thrivent Series Fund, Inc. Sarah L. Bergstrom Sarah L. Bergstrom Head of Fund Accounting & Assistant Treasurer XXXX