NPORT-P/A false 0001752724-23-044424 0000790166 XXXXXXXX S000001434 C000003841 Thrivent Series Fund, Inc. 811-04603 0000790166 549300VNHRP1O3O9AF57 901 Marquette Avenue Suite 2500 Minneapolis 55402-3211 612-844-5168 THRIVENT DIVERSIFIED INCOME PLUS PORTFOLIO S000001434 549300ZIJQKZPRFJHN13 2022-12-31 2022-12-30 N 776045089.25 86358145.83 689686943.42 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 84040571.12000000 0.00000000 0.00000000 0.00000000 USD N 14% MSCI All Country World Index ex USA, 37.72% Bloomberg US Mortgage Back Securities Index, 22.14% Credit Suisse Leveraged Loan Index, 22.14% Bloomberg US High Yield Ba/B 2% Issuer Capped Index, 4% S&P 1500 Composite Index MXWD, LUMSTRUU, LF89TRUU, LEVLOAN, SPR CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 427000.00000000 PA USD 304895.08000000 0.044207750039 Long DBT CORP PA N 2 2027-03-01 Fixed 0.05750000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ASKJ2 1176506.49600000 PA USD 54905.91000000 0.007960990203 Long ABS-CBDO USGSE US N 2 2027-07-15 Fixed 0.03000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BM4 147000.00000000 PA USD 136749.76000000 0.019827801773 Long DBT CORP US N 2 2027-03-01 Fixed 0.02950000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 150000.00000000 PA USD 127182.36000000 0.018440592679 Long DBT CORP DE N 2 2027-11-16 Variable 0.02311000 N N N N N N CoreVest American Finance Ltd N/A 12468RAA8 950000.00000000 PA USD 863877.94000000 0.125256530987 Long ABS-CBDO CORP US N 2 2029-03-28 Fixed 0.02239000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61762V861 9050.00000000 NS USD 155479.00000000 0.022543416470 Long EP CORP US N 1 N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AV5 133000.00000000 PA USD 134472.13000000 0.019497560637 Long DBT CORP US N 2 2025-10-15 Fixed 0.05350000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 184000.00000000 PA USD 154100.00000000 0.022343470681 Long DBT CORP US N 2 2026-12-01 Fixed 0.04625000 N N N N N N TEMPO ACQUISITION LLC 549300VV0B2RPMHQGA61 N/A 245000.00000000 PA USD 244020.00000000 0.035381270057 Long DBT CORP US N 2 2028-08-31 Floating 0.07334070 N N N N N N Rali Series 2007-Qs6 Tr N/A 75116CAF3 225745.88700000 PA USD 179043.06000000 0.025960047773 Long ABS-CBDO CORP US N 2 2037-04-25 Fixed 0.06250000 N N N N N N Nov Inc 549300EHF3IW1AR6U008 62955J103 25715.00000000 NS USD 537186.35000000 0.077888432588 Long EC CORP US N 1 N N N Lauder Estee Cos Inc 549300VFZ8XJ9NUPU221 518439104 1108.00000000 NS USD 274905.88000000 0.039859516353 Long EC CORP US N 1 N N N Pepsiamericas Inc FJSUNZKFNQ5YPJ5OT455 713448108 83.00000000 NS USD 14994.78000000 0.002174142941 Long EC CORP US N 1 N N N Bunge Ltd 5493007M0RIN8HY3MM77 G16962105 356.00000000 NS USD 35518.12000000 0.005149890155 Long EC CORP BM N 1 N N N Credit Suisse Ag 549300506SI9CRFV9Z86 22546DAB2 110000.00000000 PA USD 95700.00000000 0.013875860767 Long DBT CORP CH N 2 2023-12-11 Variable 0.07500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 N/A 715800.00000000 PA USD 705463.85000000 0.102287546071 Long DBT CORP US N 2 2028-04-21 Floating 0.08108400 N N N N N N Crispr Therapeutics Ag 506700O6IRRIQLT3W370 H17182108 467.00000000 NS USD 18983.55000000 0.002752487948 Long EC CORP CH N 1 N N N Equity Comwlth 549300YPGVU9PR4L0606 294628102 473.00000000 NS USD 11810.81000000 0.001712488559 Long EC CORP US N 1 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172109 7568.00000000 NS USD 765957.28000000 0.111058689352 Long EC CORP US N 1 N N N SCIENTIFIC GAMES INTERNATIONAL RLTHESQ0RNFQJWPBJN60 N/A 377000.00000000 PA USD 370941.61000000 0.053784055728 Long DBT CORP US N 2 2029-04-14 Floating 0.07334100 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAH0 128000.00000000 PA USD 119165.03000000 0.017278133381 Long DBT CORP US N 2 2029-06-01 Fixed 0.03900000 N N N N N N CRACKER BARREL OLD COUNT 8P4PHQIUWPIECBFBW745 22410JAB2 183000.00000000 PA USD 156236.25000000 0.022653212662 Long DBT CORP US N 2 2026-06-15 Fixed 0.00625000 N N N N Y Cracker Barrel Old Country Store Inc USD XXXX N N N SCIENTIFIC GAMES HOLDINGS 549300W5GPFXXB6TQ330 N/A 255000.00000000 PA USD 242767.65000000 0.035199687672 Long DBT CORP US N 2 2029-04-04 Floating 0.00000000 N N N N N N WP CITYMD BIDCO LLC N/A N/A 244384.42000000 PA USD 243793.01000000 0.035348358023 Long DBT CORP US N 2 2028-12-23 Floating 0.07633600 N N N N N N Oge Energy Corp CE5OG6JPOZMDSA0LAQ19 670837103 706.00000000 NS USD 27922.30000000 0.004048546991 Long EC CORP US N 1 N N N Columbia Gas System Inc 549300D8GOWWH0SJB189 65473PAG0 220000.00000000 PA USD 205150.00000000 0.029745379691 Long DBT CORP US N 2 2023-06-15 Variable 0.05650000 N N N N N N Hyland Software Inc N/A N/A 79791.67000000 PA USD 78614.74000000 0.011398612189 Long DBT CORP US N 2 2024-07-01 Floating 0.07883600 N N N N N N Carpenter Technology Corp DX6I6ZD3X5WNNCDJKP85 144285103 6724.00000000 NS USD 248384.56000000 0.036014102103 Long EC CORP US N 1 N N N Manpowergroup Inc Wis ERO1WSFOSR0JJ6CRQ987 56418H100 3860.00000000 NS USD 321190.60000000 0.046570491592 Long EC CORP US N 1 N N N TELEPHONE & DATA SYS N/A 879433761 11250.00000000 NS USD 147375.00000000 0.021368390601 Long EP CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 210000.00000000 PA USD 207585.00000000 0.030098438426 Long DBT CORP US N 2 2048-06-01 Fixed 0.02750000 N N N N Y NRG Energy Inc USD XXXX N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 440000.00000000 PA USD 294250.00000000 0.042664284543 Long DBT CORP US N 2 2026-05-15 Variable 0.04700000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 173000.00000000 PA USD 151268.60000000 0.021932936594 Long DBT CORP US N 2 2027-10-21 Variable 0.01948000 N N N N N N United Rentals North America Inc NGIZXNT70J2LYT3FBI09 911365BG8 340000.00000000 PA USD 322201.00000000 0.046716992843 Long DBT CORP US N 2 2028-01-15 Fixed 0.04875000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAA8 240000.00000000 PA USD 234744.00000000 0.034036312016 Long DBT CORP US N 2 2023-08-01 Variable 0.06000000 N N N N N Advanced Medical Optics Inc HQD377W2YR662HK5JX27 002824100 4264.00000000 NS USD 468144.56000000 0.067877834206 Long EC CORP US N 1 N N N First Horizon Mortgage Passthru Tr N/A 32051GPM1 140135.77000000 PA USD 125505.71000000 0.018197489628 Long ABS-CBDO CORP US N 2 2035-07-25 Variable 0.047971 N N N N N N Eaton Vance Limited Duration Income Fd NZ7KR43H6Z5W1GY0QX46 27828H105 22216.00000000 NS USD 208608.24000000 0.030246801391 Long RF US N 1 N N N HYPERION MATERIALS 254900G04G2BDNO0XY89 N/A 151485.96000000 PA USD 146090.03000000 0.021182078534 Long DBT CORP US N 2 2028-08-30 Floating 0.09146843 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 760.00000000 NS USD 54142.40000000 0.007850286353 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGR4 294000.00000000 PA USD 270653.26000000 0.039242914859 Long DBT CORP US N 2 2028-07-21 Variable 0.03593000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BQ1 180000.00000000 PA USD 180450.00000000 0.026164044675 Long DBT CORP KY N 2 2027-01-30 Fixed 0.11500000 N N N N N N Bankers Healthcare Group Secur N/A 08860DAA1 638379.31000000 PA USD 633115.11000000 0.091797462028 Long ABS-O CORP US N 2 2035-10-17 Fixed 0.05280000 N N N N N N Bio-Techne Corp 54930073RLKQ51TILZ35 09073M104 2936.00000000 NS USD 243335.68000000 0.035282048228 Long EC CORP US N 1 N N N Cit Group Inc New L9VVX1KT5TFTKS0MLF66 125581GX0 194000.00000000 PA USD 197156.70000000 0.028586404582 Long DBT CORP US N 2 2028-03-09 Fixed 0.06125000 N N N N N N NEW FORTRESS ENERGY INC N/A 644393AA8 120000.00000000 PA USD 113496.00000000 0.016456161898 Long DBT CORP US N 2 2025-09-15 Fixed 0.06750000 N N N N N N Fiserv Inc Discount Commercial Paper 42 Yrs 3&4 GI7UBEJLXYLGR2C7GV83 337738108 1032.00000000 NS USD 104304.24000000 0.015123418094 Long EC CORP US N 1 N N N Cwalt Inc N/A 12667G5Z2 186190.27900000 PA USD 151418.57000000 0.021954681242 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 0.031729 N N N N N N SUMMIT HOTEL PROPERTIES 254900OBQWJK6X20LS71 866082AA8 212000.00000000 PA USD 181048.00000000 0.026250750681 Long DBT CORP US N 2 2026-02-15 Fixed 0.01500000 N N N N N Summit Hotel Properties Inc USD XXXX N N N Scripps Escrow II Inc N/A 81105DAB1 150000.00000000 PA USD 120226.35000000 0.017432017692 Long DBT CORP US N 2 2031-01-15 Fixed 0.05375000 N N N N N Aes Corp 2NUNNB7D43COUIRE5295 00130HCC7 156000.00000000 PA USD 137592.00000000 0.019949920947 Long DBT CORP US N 2 2030-07-15 Fixed 0.03950000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833ED8 183000.00000000 PA USD 147298.20000000 0.021357255114 Long DBT CORP US N 2 2031-02-08 Fixed 0.01650000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAL5 140000.00000000 PA USD 140258.32000000 0.020336519538 Long DBT CORP CA N 2 2024-12-06 Fixed 0.05250000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAL4 196000.00000000 PA USD 160230.00000000 0.023232279736 Long DBT CORP US N 2 2031-01-15 Fixed 0.04750000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 135000.00000000 PA USD 129433.95000000 0.018767058189 Long DBT CORP US N 2 2028-07-15 Fixed 0.06500000 N N N N N Open Text Holdings Inc N/A 683720AA4 320000.00000000 PA USD 256692.80000000 0.037218741408 Long DBT CORP CA N 2 2030-02-15 Fixed 0.04125000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 N/A 108000.00000000 PA USD 99675.36000000 0.014452261413 Long DBT CORP US N 2 2027-12-06 Floating 0.07633600 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBH7 187000.00000000 PA USD 153768.22000000 0.022295364798 Long DBT CORP US N 2 2030-06-01 Fixed 0.02450000 N N N N N N National Rural Utils CooperatIVe Finance Corp 4NYF266XZC35SCTGX023 63743HFE7 116000.00000000 PA USD 111893.70000000 0.016223839100 Long DBT CORP US N 2 2025-06-15 Fixed 0.03450000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9SV8 3308227.82800000 PA USD 2828639.86000000 0.410133885668 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 97000.00000000 PA USD 97513.13000000 0.014138752506 Long DBT CORP US N 2 2030-01-01 Fixed 0.07500000 N N N N N N Mitsubishi Ufj Financial Group Inc 353800V2V8PUY9TK3E06 606822BH6 147000.00000000 PA USD 135464.99000000 0.019641518705 Long DBT CORP JP N 2 2029-03-07 Fixed 0.03741000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BY5 133000.00000000 PA USD 125505.29000000 0.018197428731 Long DBT CORP GB N 2 2025-01-12 Variable 0.00991000 N N N N N N Cbre Group Inc 52990016II9MJ2OSWA10 12504L109 1629.00000000 NS USD 125367.84000000 0.018177499399 Long EC CORP US N 1 N N N Caseys General Stores Inc 549300CAFWSI86V66Q65 147528103 1341.00000000 NS USD 300853.35000000 0.043621726186 Long EC CORP US N 1 N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384CT4 600000.00000000 PA USD 595445.85000000 0.086335670941 Long STIV USGSE US N 2 N N N Mid-America Apts L P 549300FXWGE3QSYCUJ38 59523UAP2 196000.00000000 PA USD 185831.04000000 0.026944259532 Long DBT CORP US N 2 2028-06-15 Fixed 0.04200000 N N N N N N Hecla Mining Co 5493009Y6HOBZD1QD537 422704AH9 120000.00000000 PA USD 118155.71000000 0.017131788723 Long DBT CORP US N 2 2028-02-15 Fixed 0.07250000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDLN2 4325533.44200000 PA USD 3829090.02000000 0.555192476315 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.03000000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 912828ZF0 9250000.00000000 PA USD 8495546.88000000 1.231797551200 Long DBT UST US N 2 2025-03-31 Fixed 0.00500000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AE3 347000.00000000 PA USD 323355.22000000 0.046884347033 Long DBT CORP GB N 2 2029-01-15 Fixed 0.05250000 N N N N N N General Mtrs Financial Company Inc 5493008B6JBRUJ90QL97 37045XCV6 43000.00000000 PA USD 40727.66000000 0.005905238657 Long DBT CORP US N 2 2025-02-26 Fixed 0.02900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 335000.00000000 PA USD 293213.78000000 0.042514039564 Long DBT CORP US N 2 2026-03-15 Variable 0.03900000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BQ7 111000.00000000 PA USD 98562.49000000 0.014290902697 Long DBT CORP US N 2 2025-12-03 Fixed 0.00900000 N N N N N N INTERDIGITAL INC N/A 45867GAC5 236000.00000000 PA USD 223020.00000000 0.032336410327 Long DBT CORP US N 2 2027-06-01 Fixed 0.03500000 N N N N N InterDigital Inc USD XXXX N N N Eaton Vance Tax-Managed Global DIVersified Equity Income Fd 5493002EIY4NK3I3E865 27829F108 2239.00000000 NS USD 16904.45000000 0.002451032335 Long RF US N 1 N N N Hilton Domestic Operating Company Inc 5493003EG7H0N1E4XV50 432833AF8 495000.00000000 PA USD 448573.95000000 0.065040226479 Long DBT CORP US N 2 2030-01-15 Fixed 0.04875000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 119.00000000 NS USD 28507.64000000 0.004133417381 Long EC CORP US N 1 N N N Fti Consulting Inc 549300K17GM8EQD0FQ48 302941109 779.00000000 NS USD 123705.20000000 0.017936427705 Long EC CORP US N 1 N N N SLM CORP MEDIUM TERM NTS BOOK ENTRY 54930067J0ZNOEBRW338 78442FEQ7 185000.00000000 PA USD 184683.65000000 0.026777895647 Long DBT CORP US N 2 2023-01-25 Fixed 0.05500000 N N N N N N Kbr Inc 254900OFQDXZRKRCV808 48242WAB2 340000.00000000 PA USD 716890.00000000 0.103944261500 Long DBT CORP US N 2 2023-11-01 Fixed 0.02500000 N N N N Y KBR Inc USD XXXX N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 245000.00000000 PA USD 231004.77000000 0.033494148642 Long DBT CORP US N 2 2025-04-01 Fixed 0.02500000 N N N N N N Saxon Asset Secs Tr N/A 805564QB0 399056.05300000 PA USD 340711.86000000 0.049400943899 Long ABS-O CORP US N 2 2035-08-25 Variable 0.03275000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBH2 200000.00000000 PA USD 167296.00000000 0.024256802538 Long DBT CORP US N 2 2029-01-15 Fixed 0.06000000 N N N N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971TAL5 519000.00000000 PA USD 499797.00000000 0.072467226582 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 Omnicell Inc 5493008RH0GTKHHPZI77 68213N109 503.00000000 NS USD 25361.26000000 0.003677213298 Long EC CORP US N 1 N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AV5 200000.00000000 PA USD 176495.76000000 0.025590706288 Long DBT CORP NL N 2 2027-04-01 Variable 0.01726000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AYPJ4 788879.60000000 PA USD 33763.42000000 0.004895470375 Long ABS-CBDO USGSE US N 2 2028-02-15 Fixed 0.02500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GD7 480000.00000000 PA USD 475320.00000000 0.068918225078 Long DBT CORP US N 2 2023-04-30 Variable 0.05950000 N N N N N N Schlumberger Ltd 213800ZUA17OK3QLGM62 806857108 117.00000000 NS USD 6254.82000000 0.000906907120 Long EC CORP CW N 1 N N N Cheplapharm Arzneimittel Gmbh 529900ONXKBELT7EW052 16412EAA5 40000.00000000 PA USD 33448.00000000 0.004849736582 Long DBT CORP DE N 2 2028-01-15 Fixed 0.05500000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AA3 275000.00000000 PA USD 119861.93000000 0.017379179226 Long DBT CORP US N 2 2028-12-01 Fixed 0.05375000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AP8 257000.00000000 PA USD 215912.53000000 0.031305874652 Long DBT CORP US N 2 2031-03-15 Fixed 0.02550000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPM8 3474321.92400000 PA USD 3243779.05000000 0.470326295277 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.03500000 N N N N N N UnIVision Communications Inc 549300YQDE2JSGTL8V47 914906AU6 398000.00000000 PA USD 383994.38000000 0.055676620191 Long DBT CORP US N 2 2027-06-01 Fixed 0.06625000 N N N N N N Merrill Lynch AlternatIVe Note Asset Trust Series 2007-Fi N/A 59023YAB0 507272.62200000 PA USD 206864.56000000 0.029993979438 Long ABS-CBDO CORP US N 2 2037-03-25 Fixed 0.06000000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 2926.00000000 NS USD 195603.10000000 0.028361142960 Long EC CORP US N 1 N N N Level 3 Financing Inc 254900AE5FEFIJOXWL19 N/A 260000.00000000 PA USD 248625.00000000 0.036048964297 Long DBT CORP US N 2 2027-03-01 Floating 0.00000000 N N N N N N Sony Corp 529900R5WX9N2OI2N910 835699307 3243.00000000 NS USD 247376.04000000 0.035867873440 Long EC CORP JP N 1 N N N Hanmi Financial Corp 549300MSZ7RCG7EA6587 410495204 1889.00000000 NS USD 46752.75000000 0.006778836462 Long EC CORP US N 1 N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BY5 98000.00000000 PA USD 79306.79000000 0.011498954816 Long DBT CORP US N 2 2031-03-15 Fixed 0.02600000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAY5 145000.00000000 PA USD 119723.60000000 0.017359122300 Long DBT CORP JP N 2 2028-07-14 Fixed 0.02172000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AP0 50000.00000000 PA USD 40130.50000000 0.005818654446 Long DBT CORP US N 2 2030-04-01 Fixed 0.04625000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AV0 194000.00000000 PA USD 170549.75000000 0.024728574555 Long DBT CORP GB N 2 2026-04-08 Fixed 0.00700000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 98000.00000000 PA USD 101169.93000000 0.014668964080 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N Elanco Animal Health Inc 549300SHPNDCE059M934 N/A 201000.00000000 PA USD 192676.59000000 0.027936818557 Long DBT CORP US N 2 2027-08-01 Floating 0.00000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAN9 181000.00000000 PA USD 172109.28000000 0.024954695988 Long DBT CORP US N 2 2026-03-15 Fixed 0.07125000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AQ0 266000.00000000 PA USD 207438.67000000 0.030077221553 Long DBT CORP CA N 2 2028-09-30 Fixed 0.11000000 N N N N N N First Shs Inc 549300QF7B0DFZT32C73 42234Q102 8233.00000000 NS USD 383822.46000000 0.055651692940 Long EC CORP US N 1 N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 3167.00000000 NS USD 723311.13000000 0.104875282459 Long EC CORP US N 1 N N N Level 3 Financing Inc 254900AE5FEFIJOXWL19 527298BN2 480000.00000000 PA USD 399600.00000000 0.057939330853 Long DBT CORP US N 2 2027-09-15 Fixed 0.04625000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343V104 9092.00000000 NS USD 358224.80000000 0.051940203220 Long EC CORP US N 1 N N N Metropolitan Bank Holding Corp N/A 591774104 73.00000000 NS USD 4282.91000000 0.000620993342 Long EC CORP US N 1 N N N Alcoa Nederland Holding B V 5493000UL1QLQLT1VQ42 013822AE1 420000.00000000 PA USD 404737.52000000 0.058684236936 Long DBT CORP NL N 2 2027-12-15 Fixed 0.05500000 N N N N N N Harley Davidson Inc ZDNAWZWXIKMWI51R2A08 412822108 6187.00000000 NS USD 257379.20000000 0.037318264823 Long EC CORP US N 1 N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAB0 300000.00000000 PA USD 291498.00000000 0.042265262925 Long DBT CORP US N 2 2030-06-15 Fixed 0.06375000 N N N N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 929566AL1 298000.00000000 PA USD 253772.60000000 0.036795331914 Long DBT CORP US N 2 2028-10-15 Fixed 0.04500000 N N N N N N Banc America Mortgage Secs Inc N/A 05949CGB6 333917.40600000 PA USD 297629.70000000 0.043154318468 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 0.03870000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 97000.00000000 PA USD 75263.14000000 0.010912652576 Long DBT CORP US N 2 2032-07-21 Variable 0.02383000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 682000.00000000 PA USD 623982.74000000 0.090473329378 Long DBT CORP US N 2 2024-08-01 Variable 0.05000000 N N N N N N Bank America Corpo 9DJT3UXIJIZJI4WXO774 06051GHF9 328000.00000000 PA USD 326765.37000000 0.047378796005 Long DBT CORP US N 2 2024-03-05 Variable 0.03550000 N N N N N N Goeasy Ltd 5493009DJVZG2P8YV435 380355AD9 78000.00000000 PA USD 74825.40000000 0.010849183200 Long DBT CORP CA N 2 2024-12-01 Fixed 0.05375000 N N N N N N Omega Healthcare Invs Inc 549300OJ7ENK42CZ8E73 681936BK5 95000.00000000 PA USD 87536.11000000 0.012692151248 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 200000.00000000 PA USD 174060.00000000 0.025237537358 Long DBT CORP US N 2 2028-07-15 Fixed 0.04000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 92000.00000000 PA USD 74879.00000000 0.010856954842 Long DBT CORP US N 2 2033-01-25 Variable 0.02963000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460W537 17650.00000000 NS USD 303756.50000000 0.044042663544 Long EP CORP US N 1 N N N Grand Canyon Education Inc 529900XFER799IYOSW74 38526M106 2156.00000000 NS USD 227802.96000000 0.033029907579 Long EC CORP US N 1 N N N Omega Healthcare Invs Inc 549300OJ7ENK42CZ8E73 681936BM1 98000.00000000 PA USD 75541.32000000 0.010952986818 Long DBT CORP US N 2 2031-02-01 Fixed 0.03375000 N N N N N N CRESTWOOD EQUITY PARTNERS LP 549300CUY0F1TYDLDL45 226344307 28205.00000000 NS USD 244255.30000000 0.035415386985 Long EP CORP US N 1 N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 171000.00000000 PA USD 139393.12000000 0.020211071317 Long DBT CORP BM N 2 2027-09-15 Fixed 0.05875000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 90000.00000000 PA USD 78787.17000000 0.011423613387 Long DBT CORP US N 2 2027-03-15 Fixed 0.05000000 N N N N N N Barclays Plc 213800LBQA1Y9L22JB70 06738EAC9 111000.00000000 PA USD 108425.24000000 0.015720935568 Long DBT CORP GB N 2 2024-09-11 Fixed 0.04375000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 156000.00000000 PA USD 116959.94000000 0.016958410060 Long DBT CORP FR N 2 2029-07-15 Fixed 0.05125000 N N N N N N ADVANCED MICRO DEVICES R2I72C950HOYXII45366 007903BF3 90000.00000000 PA USD 83621.72000000 0.012124590844 Long DBT CORP US N 2 2032-06-01 Fixed 0.03924000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973BC9 60000.00000000 PA USD 49050.00000000 0.007111922368 Long DBT CORP US N 2 2027-01-15 Variable 0.03700000 N N N N N N Federated Hermes Inc R05X5UQ874RGFF7HHD84 314211103 4558.00000000 NS USD 165500.98000000 0.023996536628 Long EC CORP US N 1 N N N CHNGE Mortgage Trust 2022-2 N/A 12546YAA9 1136874.98000000 PA USD 1056320.91000000 0.153159476205 Long ABS-CBDO CORP US N 2 2067-03-25 Variable 0.03757000 N N N N N N United Rentals North America Inc NGIZXNT70J2LYT3FBI09 911365BN3 240000.00000000 PA USD 205151.18000000 0.029745550783 Long DBT CORP US N 2 2030-07-15 Fixed 0.04000000 N N N N N N 720 East CLO 2022-I, Ltd. N/A 81785AAE8 1100000.00000000 PA USD 1091181.30000000 0.158213999903 Long ABS-O CORP KY N 2 2036-01-20 Floating 0.08824520 N N N N N N D R Horton Inc 529900ZIUEYVSB8QDD25 23331ABN8 56000.00000000 PA USD 52137.35000000 0.007559567496 Long DBT CORP US N 2 2025-10-15 Fixed 0.02600000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AM6 253000.00000000 PA USD 244671.24000000 0.035475695507 Long DBT CORP US N 2 2027-03-01 Fixed 0.05750000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835EAB5 790000.00000000 PA USD 631568.11000000 0.091573157361 Long ABS-O CORP US N 2 2051-04-25 Variable 0.04826200 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AN2 589000.00000000 PA USD 559932.85000000 0.081186523152 Long DBT CORP US N 2 2044-03-15 Variable 0.05200000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B85 290000.00000000 PA USD 264735.20000000 0.038384835688 Long DBT CORP US N 2 2025-02-10 Fixed 0.02300000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 40000.00000000 PA USD 33053.13000000 0.004792483070 Long DBT CORP US N 2 2031-02-15 Fixed 0.02875000 N N N N N N Renaissance Home Equity Loan Trust 2006-2 N/A 759676AF6 1130710.87000000 PA USD 448915.73000000 0.065089782296 Long ABS-O CORP US N 2 2036-08-25 Variable 0.05797000 N N N N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 629571AA8 350000.00000000 PA USD 329839.63000000 0.047824543170 Long DBT CORP BM N 2 2026-01-15 Fixed 0.07250000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48124BAC9 238000.00000000 PA USD 232347.50000000 0.033688835524 Long DBT CORP US N 2 2023-05-01 Variable 0.05150000 N N N N N N Hess Midstream Operations Lp N/A 428102AC1 250000.00000000 PA USD 243521.25000000 0.035308954638 Long DBT CORP US N 2 2026-02-15 Fixed 0.05625000 N N N N N N Allen Media Llc Allen Media Co-Issuer Inc N/A 01771YAA8 261000.00000000 PA USD 99180.00000000 0.014380437522 Long DBT CORP US N 2 2028-02-15 Fixed 0.10500000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98388MAD9 138000.00000000 PA USD 131794.74000000 0.019109356970 Long DBT CORP US N 2 2032-06-01 Fixed 0.04600000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AYWN7 755562.00000000 PA USD 71760.26000000 0.010404758374 Long ABS-CBDO USGSE US N 2 2033-02-15 Fixed 0.03000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCM0 131000.00000000 PA USD 116123.99000000 0.016837202894 Long DBT CORP JP N 2 2027-01-14 Fixed 0.02174000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBW4 178000.00000000 PA USD 176992.06000000 0.025662666473 Long DBT CORP US N 2 2027-12-08 Fixed 0.05000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 222000.00000000 PA USD 198677.00000000 0.028806837927 Long DBT CORP GB N 2 2025-09-02 Fixed 0.01200000 N N N N N N BOYNE USA INC N/A 103557AC8 210000.00000000 PA USD 185859.30000000 0.026948357044 Long DBT CORP US N 2 2029-05-15 Fixed 0.04750000 N N N N N N Thrivent Mutual Funds N/A N/A 7851987.06800000 NS USD 59518061.98000000 8.629721433446 Long RF US N 2 N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 269000.00000000 PA USD 216803.24000000 0.031435021652 Long DBT CORP US N 2 2029-04-01 Fixed 0.03875000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AJ7 200000.00000000 PA USD 169500.00000000 0.024576367816 Long DBT CORP CH N 2 2027-02-12 Variable 0.04875000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 133000.00000000 PA USD 114674.12000000 0.016626981428 Long DBT CORP GB N 2 2027-05-24 Variable 0.01589000 N N N N N N Iberiabank Lafayette La COOWI3L2W9TPYR3WJX37 337158AJ8 146000.00000000 PA USD 141532.80000000 0.020521310625 Long DBT CORP US N 2 2030-05-01 Fixed 0.05750000 N N N N N N Bayview Financing SBC Trust N/A 82773XAA8 359934.83000000 PA USD 338958.51000000 0.049146719860 Long ABS-MBS CORP US N 2 2049-11-25 Variable 0.03102000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BH7 179000.00000000 PA USD 180903.91000000 0.026229858593 Long DBT CORP US N 2 2025-10-28 Variable 0.05671000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCG4 355000.00000000 PA USD 347873.22000000 0.050439293264 Long DBT CORP US N 2 2025-08-01 Fixed 0.04250000 N N N N N N Titan Acquisition Limited Titan Co-Borrower Llc N/A 88827AAA1 125000.00000000 PA USD 112573.51000000 0.016322407010 Long DBT CORP XX N 2 2026-04-15 Fixed 0.07750000 N N N N N N Cco Holdings Llc Cco Holdings Capital Corp N/A 1248EPCD3 460000.00000000 PA USD 396710.90000000 0.057520430651 Long DBT CORP US N 2 2030-03-01 Fixed 0.04750000 N N N N N N VERSCEND HOLDING CORP N/A N/A 366070.89000000 PA USD 362999.56000000 0.052632511527 Long DBT CORP US N 2 2025-08-27 Floating 0.08383600 N N N N N N Chs Inc XEIEFTLYDQ1MZ6TZV015 12542R704 4150.00000000 NS USD 99724.50000000 0.014459386385 Long EP CORP US N 1 N N N Turning Pt Brands Inc 549300IYG00QF0VVP302 90041L105 6474.00000000 NS USD 140032.62000000 0.020303794545 Long EC CORP US N 1 N N N Pretium Mortgage Credit Partne N/A 741386AB2 950000.00000000 PA USD 746803.08000000 0.108281458294 Long ABS-O CORP US N 2 2060-06-27 Variable 0.03844100 N N N N N N Great Southern Bancorp Inc 5493000ZL7DLNMN1AB26 390905107 574.00000000 NS USD 34147.26000000 0.004951124611 Long EC CORP US N 1 N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBU2 200000.00000000 PA USD 152402.42000000 0.022097332920 Long DBT CORP JP N 2 2031-09-13 Fixed 0.02564000 N N N N N N WorkIVa Inc 529900RTOQ8GRWHY1O58 98139A105 2587.00000000 NS USD 217230.39000000 0.031496955549 Long EC CORP US N 1 N N N Aramark Svcs Inc 42YMHYH0XMHJEXDUB065 038522AQ1 373000.00000000 PA USD 347984.76000000 0.050455465819 Long DBT CORP US N 2 2028-02-01 Fixed 0.05000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HT3 46000.00000000 PA USD 48603.55000000 0.007047190100 Long DBT CORP US N 2 2032-11-01 Fixed 0.05950000 N N N N N N Wells Fargo & Company Medium Terminal Senior Nts Book Entry PBLD0EJDB5FWOLXP3B76 95000U2H5 233000.00000000 PA USD 220342.53000000 0.031948195061 Long DBT CORP US N 2 2025-10-30 Variable 0.02406000 N N N N N N Icahn Enterprises L P Icahn Enterprises Finance Corp N/A 451102BT3 200000.00000000 PA USD 192179.21000000 0.027864701780 Long DBT CORP US N 2 2026-05-15 Fixed 0.06250000 N N N N N N Kilroy Realty L P 5493008CT3N3JR7P1552 49427RAL6 194000.00000000 PA USD 188056.66000000 0.027266959566 Long DBT CORP US N 2 2025-10-01 Fixed 0.04375000 N N N N N N Metlife Inc C4BXATY60WC6XEOZDX54 59156RCA4 240000.00000000 PA USD 222900.00000000 0.032319011129 Long DBT CORP US N 2 2025-09-15 Variable 0.03850000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 245000.00000000 PA USD 208887.56000000 0.030287300925 Long DBT CORP US N 2 2030-04-01 Fixed 0.02950000 N N N N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 67777LAD5 335000.00000000 PA USD 293359.50000000 0.042535167991 Long DBT CORP NL N 2 2030-02-15 Fixed 0.04750000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAU8 90000.00000000 PA USD 72253.64000000 0.010476295178 Long DBT CORP US N 2 2031-11-18 Fixed 0.02000000 N N N N N N DISH DBS CORP N/A 25470XBB0 101000.00000000 PA USD 71457.50000000 0.010360860196 Long DBT CORP US N 2 2028-07-01 Fixed 0.07375000 N N N N N N Dte Energy Co 549300IX8SD6XXD71I78 233331BD8 138000.00000000 PA USD 135646.88000000 0.019667891540 Long DBT CORP US N 2 2024-11-01 Fixed 0.04220000 N N N N N N CHARTER NEX US INC 549300KRNU8RNVGYXG75 N/A 176000.00000000 PA USD 170665.44000000 0.024745348832 Long DBT CORP US N 2 2027-12-01 Floating 0.00000000 N N N N N N Morgan Stanley Group Inc IGJSJL3JD5P30I6NJZ34 61762V200 11100.00000000 NS USD 279165.00000000 0.040477060304 Long EP CORP US N 1 N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAM5 111000.00000000 PA USD 98846.91000000 0.014332141697 Long DBT CORP US N 2 2025-09-15 Fixed 0.00900000 N N N N N N UNIT GROUP INC 549300V3NU625PJUVA84 91325VAA6 66000.00000000 PA USD 60885.00000000 0.008827918315 Long DBT CORP US N 2 2027-12-01 Fixed 0.07500000 N N N N Y Uniti Group Inc USD XXXX N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AU8 118000.00000000 PA USD 126555.00000000 0.018349629670 Long DBT CORP US N 2 2024-11-15 Fixed 0.00125000 N N N N Y Microchip Technology Inc USD XXXX N N N IONIS PHARMACEUTICALS INC 549300SI4ZGLG0BLUZ92 462222AD2 234000.00000000 PA USD 216011.25000000 0.031320188392 Long DBT CORP US N 2 2026-04-01 None 0.00000000 N N N N Y Ionis Pharmaceuticals Inc USD XXXX N N N Banco Santander Mexico S A Institucion De Banca Multiple Grupo Financiero Santander Mex SCRYQ25DTVRHYYMM6P89 05969BAD5 67000.00000000 PA USD 66296.50000000 0.009612549669 Long DBT CORP MX N 2 2025-04-17 Fixed 0.05375000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AA6 146000.00000000 PA USD 149820.82000000 0.021723018164 Long DBT CORP US N 2 2025-05-01 Fixed 0.06875000 N N N N N N 522 Funding CLO LTD N/A 33834WAE2 1000000.00000000 PA USD 955397.00000000 0.138526183381 Long ABS-O CORP KY N 2 2030-04-20 Floating 0.06642600 N N N N N N Aberdeen Asia-Pacific Income Fund Inc 549300J666ZH67203572 003009107 59018.00000000 NS USD 155217.34000000 0.022505477518 Long RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNYA8 2375819.70400000 PA USD 2279218.16000000 0.330471409056 Long ABS-CBDO USGSE US N 2 2052-07-25 Fixed 0.04000000 N N N N N N Blackrock Floating Rate Income Strategies Fund Inc UZXE8UOGW61VMG5WLP57 09255X100 1100.00000000 NS USD 12386.00000000 0.001795887267 Long RF US N 1 N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AL2 230000.00000000 PA USD 224003.90000000 0.032479069255 Long DBT CORP US N 2 2026-06-01 Fixed 0.06375000 N N N N N N Yum Brands Inc 549300JE8XHZZ7OHN517 988498AL5 390000.00000000 PA USD 357825.00000000 0.051882234891 Long DBT CORP US N 2 2030-01-15 Fixed 0.04750000 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 N/A 498533.69000000 PA USD 495557.44000000 0.071852518701 Long DBT CORP US N 2 2028-06-04 Floating 0.08479900 N N N N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 667.00000000 NS USD 58262.45000000 0.008447666083 Long EC CORP US N 1 N N N DRAWBRIDGE SPECIAL OPPORTUNITIES FUND N/A 26150TAE9 410000.00000000 PA USD 369533.45000000 0.053579881934 Long DBT CORP US N 2 2026-02-15 Fixed 0.03875000 N N N N N N Usa Compression Partners Lp Usa Compression Finance Corp N/A 91740PAC2 264000.00000000 PA USD 253252.56000000 0.036719929587 Long DBT CORP US N 2 2026-04-01 Fixed 0.06875000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 2308.00000000 NS USD 203634.84000000 0.029525691611 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDG3 210000.00000000 PA USD 191486.68000000 0.027764289555 Long DBT CORP US N 2 2030-04-01 Fixed 0.03400000 N N N N N N Burlington Stores Inc 5299003Z37DVGKKC1W09 122017AB2 483000.00000000 PA USD 555450.00000000 0.080536539845 Long DBT CORP US N 2 2025-04-15 Fixed 0.02250000 N N N N Y Burlington Stores Inc USD XXXX N N Usb Realty Corp N/A 903312AA4 496000.00000000 PA USD 378820.00000000 0.054926369654 Long DBT CORP US N 2 2027-01-15 Floating 0.05226100 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 893647BE6 267000.00000000 PA USD 263312.73000000 0.038178587040 Long DBT CORP US N 2 2026-03-15 Fixed 0.06250000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055HAB9 225000.00000000 PA USD 220781.25000000 0.032011806531 Long DBT CORP US N 2 2027-04-27 Variable 0.06125000 N N N N N N Endeavor Energy Resources L P Eer Finance Inc N/A 29260FAE0 261000.00000000 PA USD 249912.72000000 0.036235675096 Long DBT CORP US N 2 2028-01-30 Fixed 0.05750000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409V104 993.00000000 NS USD 332595.42000000 0.048224114313 Long EC CORP US N 1 N N N Kbr Inc 254900OFQDXZRKRCV808 48242W106 550.00000000 NS USD 29040.00000000 0.004210606025 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BA0 146000.00000000 PA USD 134138.74000000 0.019449221314 Long DBT CORP US N 2 2025-09-15 Fixed 0.02200000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CH0 190000.00000000 PA USD 156085.00000000 0.022631282423 Long DBT CORP US N 2 2026-09-15 Variable 0.03550000 N N N N N N Bpce Senior Non Preferred Medical Terminal Nts Book Entry Registered S 9695005MSX1OYEMGDF46 05583JAG7 114000.00000000 PA USD 106324.95000000 0.015416407547 Long DBT CORP FR N 2 2025-01-14 Fixed 0.02375000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 195000.00000000 PA USD 168781.39000000 0.024472174166 Long DBT CORP GB N 2 2027-05-11 Variable 0.01627000 N N N N N N Cvs Health Corp 549300EJG376EN5NQE29 126650CX6 77000.00000000 PA USD 74477.69000000 0.010798767572 Long DBT CORP US N 2 2028-03-25 Fixed 0.04300000 N N N N N N Natwest Group Plc 2138005O9XJIJN4JPN90 780097BG5 98000.00000000 PA USD 92723.87000000 0.013444341796 Long DBT CORP GB N 2 2029-05-18 Variable 0.04892000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 N/A 137172.40000000 PA USD 135343.89000000 0.019623960014 Long DBT CORP US N 2 2024-09-12 Floating 0.08939600 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 219000.00000000 PA USD 202996.79000000 0.029433178623 Long DBT CORP US N 2 2026-04-15 Fixed 0.04375000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDM8 165000.00000000 PA USD 138589.02000000 0.020094482188 Long DBT CORP US N 2 2027-01-15 Variable 0.04350000 N N N N N N Financial Instns Inc N/A 317585404 166.00000000 NS USD 4043.76000000 0.000586318189 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AB3K7 962065.40000000 PA USD 45515.31000000 0.006599415928 Long ABS-CBDO USGSE US N 2 2028-02-25 Fixed 0.03000000 N N N N N N Business Jet Securities, LLC N/A 12327FAA5 213816.12000000 PA USD 194751.98000000 0.028237736245 Long ABS-O CORP US N 2 2035-11-15 Fixed 0.02981000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAF9 114000.00000000 PA USD 106137.34000000 0.015389205350 Long DBT CORP US N 2 2025-02-01 Fixed 0.02300000 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 893647BL0 820000.00000000 PA USD 770021.00000000 0.111647901609 Long DBT CORP US N 2 2027-11-15 Fixed 0.05500000 N N N N N N Gilat Satellite Networks Ltd 529900RVHDCYJ5YWHP12 M51474118 18027.00000000 NS USD 104556.60000000 0.015160008609 Long EC CORP IL N 1 N N N Entercom Media Corp 549300S5JUSXRHNCHD80 29365DAA7 368000.00000000 PA USD 69236.84000000 0.010038879329 Long DBT CORP US N 2 2027-05-01 Fixed 0.06500000 N N N N N N Hope Bancorp Inc 549300UTF4QGMBHIZ219 43940T109 8549.00000000 NS USD 109512.69000000 0.015878608554 Long EC CORP US N 1 N N N Agiliti Inc N/A 00848J104 7769.00000000 NS USD 126712.39000000 0.018372450168 Long EC CORP US N 1 N N N Square Inc 549300OHIIUWSTIZME52 852234103 3991.00000000 NS USD 250794.44000000 0.036363518606 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 185000.00000000 PA USD 175614.07000000 0.025462867127 Long DBT CORP US N 2 2032-05-15 Fixed 0.04200000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBS7 200000.00000000 PA USD 174229.21000000 0.025262071677 Long DBT CORP JP N 2 2027-07-09 Variable 0.01554000 N N N N N N Newfield Exploration Co T8W3X1PFLPW2YE0UIP44 651290AR9 120000.00000000 PA USD 118801.72000000 0.017225455858 Long DBT CORP US N 2 2026-01-01 Fixed 0.05375000 N N N N N N Kroger Co 6CPEOKI6OYJ13Q6O7870 501044DL2 80000.00000000 PA USD 77048.58000000 0.011171529450 Long DBT CORP US N 2 2029-01-15 Fixed 0.04500000 N N N N N N Commerzbank Aktiengesellschaft Subordinated Medium Terminal Nts Book Entry 144a 851WYGNLUQLFZBSYGB56 20259BAA9 180000.00000000 PA USD 181401.98000000 0.026302075417 Long DBT CORP DE N 2 2023-09-19 Fixed 0.08125000 N N N N N N Glencore Funding Llc 213800STG1QDNBY87K49 378272AN8 147000.00000000 PA USD 138727.30000000 0.020114531864 Long DBT CORP US N 2 2027-03-27 Fixed 0.04000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 N/A 78707.11000000 PA USD 70864.73000000 0.010274912505 Long DBT CORP US N 2 2029-02-15 Floating 0.07823000 N N N N N N Morgan Stanley & Co N/A N/A -80.00000000 NC USD -19620.80000000 -0.00284488494 N/A DIR CORP US N 1 CCM Futures, LLC N/A Short United States Department of The Treasury United States Treasury Note/Bond 2023-03-31 -16386629.60000000 USD -19620.80000000 N N N Olin Corp 549300GKK294V7W57P06 680665AJ5 500000.00000000 PA USD 472500.00000000 0.068509343914 Long DBT CORP US N 2 2027-09-15 Fixed 0.05125000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AV1 270000.00000000 PA USD 213300.99000000 0.030927218796 Long DBT CORP US N 2 2029-07-01 Fixed 0.04125000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92872VAB9 225000.00000000 PA USD 164110.77000000 0.023794965464 Long ABS-O CORP US N 2 2051-04-25 Variable 0.04948600 N N N N N N Pretium Mortgage Credit Partne N/A 74143EAB8 1000000.00000000 PA USD 811077.20000000 0.117600776372 Long ABS-O CORP US N 2 2051-07-25 Variable 0.03721000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 286000.00000000 PA USD 254543.51000000 0.036907108714 Long DBT CORP US N 2 2024-09-12 Variable 0.05000000 N N N N N N MARRIOTT VACATION WORLDW 549300WA6BT5H4F7IO94 57164YAD9 375000.00000000 PA USD 365625.00000000 0.053013182790 Long DBT CORP US N 2 2026-01-15 None 0.00000000 N N N N Y Marriott Vacations Worldwide Corp USD XXXX N N N Treehouse Foods Inc 5493007M7EVHE470Q576 89469AAD6 312000.00000000 PA USD 265200.00000000 0.038452228584 Long DBT CORP US N 2 2028-09-01 Fixed 0.04000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 224000.00000000 PA USD 158105.92000000 0.022924302324 Long DBT CORP US N 2 2030-12-01 Fixed 0.04125000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BG8 112000.00000000 PA USD 106775.36000000 0.015481713989 Long DBT CORP US N 2 2027-08-15 Fixed 0.03950000 N N N N N N Indymac Mbs Inc N/A 45660NYL3 282749.31000000 PA USD 261292.60000000 0.037885681683 Long ABS-CBDO CORP US N 2 2034-01-25 Variable 0.027448 N N N N N N Kraft Heinz Co 9845007488EC87F5AF14 500754106 692.00000000 NS USD 28171.32000000 0.004084653228 Long EC CORP US N 1 N N N Credit Suisse Group Ag 549300506SI9CRFV9Z86 225401AQ1 169000.00000000 PA USD 144341.50000000 0.020928553364 Long DBT CORP CH N 2 2026-06-05 Variable 0.02193000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 4446.00000000 NS USD 785385.90000000 0.113875709478 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 535.00000000 NS USD 385997.15000000 0.055967008464 Long EC CORP US N 1 N N N Medtronic Plc 549300GX3ZBSQWUXY261 G5960L103 6187.00000000 NS USD 480853.64000000 0.069720565915 Long EC CORP US N 1 N N N Nustar Logistics L P N62BF2PKP51FIIOIUN20 67059TAG0 360000.00000000 PA USD 346079.96000000 0.050179282542 Long DBT CORP US N 2 2025-10-01 Fixed 0.05750000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 881.00000000 NS USD 131841.65000000 0.019116158607 Long EC CORP US N 1 N N N Western Alliance Bancorporation 5493003VJXZ5JXT9S762 957638109 8057.00000000 NS USD 479874.92000000 0.069578658053 Long EC CORP US N 1 N N N Eqt Corp 4NT01YGM4X7ZX86ISY52 26884LAK5 207000.00000000 PA USD 480654.00000000 0.069691619449 Long DBT CORP US N 2 2026-05-01 Fixed 0.01750000 N N N N Y EQT Corp USD XXXX N N N Dryden Senior Loan Fund 549300XLLT7H0EYXK263 26249KBD2 750000.00000000 PA USD 716950.50000000 0.103953033595 Long ABS-O CORP KY N 2 2029-04-15 Floating 0.06129100 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2B7 171000.00000000 PA USD 135658.45000000 0.019669569113 Long DBT NUSS AU N 2 2031-05-05 Fixed 0.02625000 N N N N N N Cwalt Inc N/A 12667G5S8 154587.39300000 PA USD 133822.33000000 0.019403343977 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 0.036023 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CY3 127000.00000000 PA USD 124414.03000000 0.018039203320 Long DBT CORP US N 2 2025-08-01 Fixed 0.03950000 N N N N N N Southern Co 549300FC3G3YU2FBZD92 842587800 9200.00000000 NS USD 180688.00000000 0.026198553086 Long EP CORP US N 1 N N N ENERFLEX LTD 54930014N7872VUS3F89 29269RAA3 155000.00000000 PA USD 154572.98000000 0.022412049622 Long DBT CORP CA N 2 2027-10-15 Fixed 0.09000000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 90000.00000000 PA USD 75501.00000000 0.010947140687 Long DBT CORP US N 2 2031-06-15 Fixed 0.04375000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 186000.00000000 PA USD 177876.07000000 0.025790842018 Long DBT CORP US N 2 2028-04-27 Variable 0.04376000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 4124.00000000 NS USD 486632.00000000 0.070558389519 Long EC CORP US N 1 N N N Paypal Holdings Inc 5493005X2GO78EFZ3E94 70450YAE3 97000.00000000 PA USD 84491.62000000 0.012250720534 Long DBT CORP US N 2 2029-10-01 Fixed 0.02850000 N N N N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AC4 118000.00000000 PA USD 98801.40000000 0.014325543051 Long DBT CORP US N 2 2025-12-15 Fixed 0.04625000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189T107 9920.00000000 NS USD 297500.80000000 0.043135628829 Long EC CORP US N 1 N N N First Foundation Inc 254900TQZQ6LBCK77E82 32026V104 235.00000000 NS USD 3367.55000000 0.000488272256 Long EC CORP US N 1 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 112000.00000000 PA USD 91325.92000000 0.013241648384 Long DBT CORP PA N 2 2028-08-01 Fixed 0.04000000 N N N N N N Volkswagen Group America Finance Llc 5493002SQ1AVQBY41K40 928668AR3 200000.00000000 PA USD 198043.43000000 0.028714974509 Long DBT CORP US N 2 2023-11-13 Fixed 0.04250000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15136AAA0 79000.00000000 PA USD 133391.50000000 0.019340876505 Long DBT CORP US N 2 2028-04-01 Fixed 0.03250000 N N N N Y Permian Resources Corp USD XXXX N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384BQ1 1300000.00000000 PA USD 1294265.61000000 0.187659868342 Long STIV USGSE US N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBT2 277000.00000000 PA USD 244324.06000000 0.035425356726 Long DBT CORP US N 2 2026-11-19 Variable 0.01045000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAR6 98000.00000000 PA USD 91736.00000000 0.013301107245 Long DBT CORP CA N 2 2027-07-15 Fixed 0.03700000 N N N N N N Nvr Inc 529900RWXR4JI3JYTV70 62944T105 106.00000000 NS USD 488933.48000000 0.070892088746 Long EC CORP US N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BU6 91000.00000000 PA USD 86108.25000000 0.012485121085 Long DBT CORP US N 2 2033-05-13 Variable 0.04421000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DL8 112000.00000000 PA USD 114572.12000000 0.016612192110 Long DBT CORP US N 2 2032-10-15 Fixed 0.05700000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 136000.00000000 PA USD 138517.17000000 0.020084064418 Long DBT CORP US N 2 2026-10-21 Variable 0.05727000 N N N N N N HOST HOTELS & RESORTS INC N6EL63S0K3PB1YFTDI24 44107P104 13819.00000000 NS USD 221794.95000000 0.032158786260 Long EC CORP US N 1 N N N Credit Suisse Ag ANGGYXNX0JLX3X63JN86 22546DAA4 160000.00000000 PA USD 154720.00000000 0.022433366540 Long DBT CORP CH N 2 2023-08-08 Fixed 0.06500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCH6 93000.00000000 PA USD 96530.83000000 0.013996325567 Long DBT CORP US N 2 2029-11-09 Fixed 0.06150000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAN2 109000.00000000 PA USD 92597.31000000 0.013425991441 Long DBT CORP CA N 2 2025-11-01 Fixed 0.05500000 N N N N N Icahn Enterprises L P Icahn Enterprises Finance Corp N/A 451102BZ9 160000.00000000 PA USD 146496.00000000 0.021240941473 Long DBT CORP US N 2 2027-05-15 Fixed 0.05250000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBF9 163000.00000000 PA USD 151751.94000000 0.022003017665 Long DBT CORP US N 2 2030-01-15 Fixed 0.04500000 N N N N N N Fiserv Inc Discount Commercial Paper 42 Yrs 3&4 GI7UBEJLXYLGR2C7GV83 337738AS7 156000.00000000 PA USD 150699.80000000 0.021850464393 Long DBT CORP US N 2 2024-07-01 Fixed 0.02750000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BQ5 495000.00000000 PA USD 486309.04000000 0.070511562476 Long DBT CORP US N 2 2023-03-15 Floating 0.08099000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 440000.00000000 PA USD 354912.80000000 0.051459985343 Long DBT CORP US N 2 2029-02-15 Fixed 0.03375000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAR9 154000.00000000 PA USD 151856.60000000 0.022018192666 Long DBT CORP US N 2 2027-07-01 Fixed 0.04600000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 91282CBP5 1360000.00000000 PA USD 1177515.62000000 0.170731899629 Long DBT UST US N 2 2028-02-29 Fixed 0.01125000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CU4 92000.00000000 PA USD 93297.17000000 0.013527466467 Long DBT CORP US N 2 2032-11-21 Fixed 0.04950000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 N/A 245000.00000000 PA USD 244081.25000000 0.035390150897 Long DBT CORP US N 2 2029-07-06 Floating 0.00000000 N N N N N N Cwalt Inc N/A 12668BEG4 211196.45400000 PA USD 166108.12000000 0.024084567873 Long ABS-CBDO CORP US N 2 2036-02-25 Fixed 0.05500000 N N N N N N Rabobank Nederland Global Medium Terminal Nts Book Entry Registered S DG3RU1DBUFHT4ZF9WN62 74977RDH4 111000.00000000 PA USD 99803.41000000 0.014470827808 Long DBT CORP NL N 2 2026-06-24 Variable 0.01339000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 431000.00000000 PA USD 512933.10000000 0.074371873339 Long DBT CORP US N 2 2032-03-15 Fixed 0.08750000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BN8 235000.00000000 PA USD 180950.00000000 0.026236541336 Long DBT CORP US N 2 2023-02-17 Floating 0.07007200 N N N N N N T-Mobile Usa Inc 549300V2JRLO5DIFGE82 87264ABB0 113000.00000000 PA USD 108672.69000000 0.015756814165 Long DBT CORP US N 2 2025-04-15 Fixed 0.03500000 N N N N N N Credit Suisse Mortgage Trust N/A 126416AB2 414574.32000000 PA USD 339566.92000000 0.049234935247 Long ABS-CBDO CORP US N 2 2066-11-25 Variable 0.02572000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAV5 57000.00000000 PA USD 54025.23000000 0.007833297485 Long DBT CORP US N 2 2025-03-01 Fixed 0.04250000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 8355.00000000 NS USD 328769.25000000 0.047669345220 Long EC CORP US N 1 N N N General Mtrs Co 54930070NSV60J38I987 37045VAU4 147000.00000000 PA USD 152583.46000000 0.022123582511 Long DBT CORP US N 2 2027-10-01 Fixed 0.06800000 N N N N N N Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry 784F5XWPLTWKTBV3E584 38141GVR2 167000.00000000 PA USD 162983.09000000 0.023631459396 Long DBT CORP US N 2 2025-10-21 Fixed 0.04250000 N N N N N N Patrick Inds Inc 549300FZ5ZTCCJ3Z5W14 703343AB9 149000.00000000 PA USD 147599.40000000 0.021400927102 Long DBT CORP US N 2 2023-02-01 Fixed 0.01000000 N N N N Y Patrick Industries Inc USD XXXX N N N Benefit Street Partners CLO Lt 549300PVYNJC7QL0GC48 08179XBC8 750000.00000000 PA USD 723750.00000000 0.104938915678 Long ABS-O CORP KY N 2 2029-07-15 Floating 0.05979100 N N N N N N NAKED JUICE LLC 549300Y5TU1XQ1KVLJ64 N/A 180546.37000000 PA USD 161036.53000000 0.023349221199 Long DBT CORP US N 2 2029-01-24 Floating 0.07830230 N N N N N N ENERGY TRANSFER OPER L P MTLVN9N7JE8MIBIJ1H73 29278NAC7 90000.00000000 PA USD 89435.08000000 0.012967489214 Long DBT CORP US N 2 2023-09-15 Fixed 0.04200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 196000.00000000 PA USD 156875.28000000 0.022745867744 Long DBT CORP US N 2 2032-04-22 Variable 0.02687000 N N N N N N Mplx Lp 5493000CZJ19CK4P3G36 55336VAU4 180000.00000000 PA USD 177300.00000000 0.025707315716 Long DBT CORP US N 2 2023-02-15 Variable 0.06875000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 166000.00000000 PA USD 150821.40000000 0.021868095581 Long DBT CORP US N 2 2026-02-04 Fixed 0.02196000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384BK4 300000.00000000 PA USD 298836.86000000 0.043329348605 Long STIV USGSE US N 2 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AD0 180000.00000000 PA USD 128867.05000000 0.018684861476 Long DBT CORP GB N 2 2031-06-28 Variable 0.04600000 N N N N N N Svb Financial Group 549300D2KJ20JMXE7542 78486Q101 16.00000000 NS USD 3682.24000000 0.000533900204 Long EC CORP US N 1 N N N Charter Communications Inc New 0J0XRGZE3PBRFEZ7MV65 16119P108 403.00000000 NS USD 136657.30000000 0.019814395691 Long EC CORP US N 1 N N N Greeneden Us Holdings II Llc 549300CVRD4OUCPHWQ42 N/A 250000.00000000 PA USD 239532.50000000 0.034730612531 Long DBT CORP US N 2 2027-12-01 Floating 0.00000000 N N N N N N Lyondellbasell Inds N V Iam Commercial Paper 42 BN6WCCZ8OVP3ITUUVN49 N53745100 2718.00000000 NS USD 225675.54000000 0.032721445889 Long EC CORP NL N 1 N N N NEXTERA ENERGY PARTNERS 5493008F4ZOQFNG3WN54 65341BAE6 72000.00000000 PA USD 67572.00000000 0.009797488649 Long DBT CORP US N 2 2024-06-15 None 0.00000000 N N N N N NextEra Energy Partners LP USD XXXX N N N VTR FINANCE BV 213800F4XI4RJB82XM19 918374AA7 190000.00000000 PA USD 72256.20000000 0.010476666361 Long DBT CORP NL N 2 2028-07-15 Fixed 0.06375000 N N N N N N Virtus Equity & Convertible In 549300E7CGC36IOELF91 92841M101 1950.00000000 NS USD 35548.50000000 0.005154295052 Long RF US N 1 N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 071813109 7464.00000000 NS USD 380440.08000000 0.055161270432 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZV9 132000.00000000 PA USD 133571.05000000 0.019366910055 Long DBT CORP US N 2 2024-11-01 Fixed 0.05700000 N N N N N N VICI PROPERTIES / NOTE CO N/A 92564RAD7 232000.00000000 PA USD 210596.84000000 0.030535135108 Long DBT CORP US N 2 2027-02-15 Fixed 0.03750000 N N N N N N Qualcomm Inc H1J8DDZKZP6H7RWC0H53 747525103 6016.00000000 NS USD 661399.04000000 0.095898442954 Long EC CORP US N 1 N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BQ3 195000.00000000 PA USD 193996.05000000 0.028128131444 Long DBT CORP US N 2 2026-01-15 Fixed 0.05500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 290000.00000000 PA USD 271980.33000000 0.039435331144 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787AQ0 120000.00000000 PA USD 93974.47000000 0.013625670443 Long DBT CORP US N 2 2030-08-15 Fixed 0.01900000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473P121 697.00000000 NS USD 71972.22000000 0.010435491158 Long EP CORP US N 1 N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 130000.00000000 PA USD 102253.17000000 0.014826026645 Long DBT CORP LU N 2 2029-08-15 Fixed 0.05750000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FQ4 80000.00000000 PA USD 74561.65000000 0.010810941212 Long DBT CORP US N 2 2030-03-22 Fixed 0.03800000 N N N N N N B & G Foods Inc New 549300TRW1LZMDJZAQ78 05508WAB1 116000.00000000 PA USD 88959.03000000 0.012898465144 Long DBT CORP US N 2 2027-09-15 Fixed 0.05250000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBC7 90000.00000000 PA USD 76765.87000000 0.011130538388 Long DBT CORP US N 2 2032-03-01 Fixed 0.02900000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 2775.00000000 NS USD 365772.75000000 0.053034605553 Long EC CORP US N 1 N N N Ardagh Packaging Finance Plc Ardagh Holdings Usa Inc N/A 03969AAP5 295000.00000000 PA USD 220583.94000000 0.031983197899 Long DBT CORP XX N 2 2027-08-15 Fixed 0.05250000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAG3 307000.00000000 PA USD 450062.00000000 0.065255983790 Long DBT CORP US N 2 2026-05-01 Fixed 0.02250000 N N N N Y CNX Resources Corp USD XXXX N N N Crownrock L P Crownrock Finance Inc N/A 228701AF5 275000.00000000 PA USD 265375.00000000 0.038477602415 Long DBT CORP US N 2 2025-10-15 Fixed 0.05625000 N N N N N N Commercial Credit Co 6SHGI4ZSSLCXXQSBB395 172967424 7088.00000000 NS USD 320590.24000000 0.046483443402 Long EC CORP US N 1 N N N Barclays Commercial Mortgage S N/A 054976AG0 3997900.92000000 PA USD 322909.66000000 0.046819743809 Long ABS-MBS CORP US N 2 2055-09-15 Variable 0.01151800 N N N N N N Nvidia Corp 549300S4KLFTLO7GSQ80 67066G104 4767.00000000 NS USD 696649.38000000 0.101009506798 Long EC CORP US N 1 N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 N/A 906000.00000000 PA USD 859775.88000000 0.124661759687 Long DBT CORP US N 2 2028-10-21 Floating 0.07633570 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BP8 112000.00000000 PA USD 113750.29000000 0.016493032249 Long DBT CORP US N 2 2032-10-13 Fixed 0.05625000 N N N N N N Nuveen Preferred & Income Secs Fd 1V4KW82TOLZ6S7J7N128 67072C105 6800.00000000 NS USD 46240.00000000 0.006704491137 Long RF US N 1 N N N Qbe Insurance Group Ltd 549300D2FBW76FPUSG65 74728GAE0 240000.00000000 PA USD 226242.76000000 0.032803689001 Long DBT CORP AU N 2 2025-05-12 Variable 0.05875000 N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 N/A 462050.04000000 PA USD 416011.37000000 0.060318869882 Long DBT CORP US N 2 2029-02-15 Floating 0.07821100 N N N N N N General Mtrs Co 54930070NSV60J38I987 37045VAV2 111000.00000000 PA USD 112965.80000000 0.016379286439 Long DBT CORP US N 2 2025-10-01 Fixed 0.06125000 N N N N N N CONNECT FINCO SARL 2594001KNYIQ456J2792 N/A 152000.00000000 PA USD 150036.16000000 0.021754241026 Long DBT CORP US N 2 2026-12-12 Floating 0.00000000 N N N N N N ALLTECH INC 549300HV8FN6KMLFMN67 N/A 151485.09000000 PA USD 141449.20000000 0.020509189183 Long DBT CORP US N 2 2028-10-15 Floating 0.08383600 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 2235.00000000 NS USD 388532.40000000 0.056334602779 Long EC CORP US N 1 N N N General Mtrs Co 54930070NSV60J38I987 37045V100 6065.00000000 NS USD 204026.60000000 0.029582494194 Long EC CORP US N 1 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 230000.00000000 PA USD 197731.00000000 0.028669674246 Long DBT CORP US N 2 2030-01-15 Fixed 0.05875000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AZ4 210000.00000000 PA USD 195370.57000000 0.028327427663 Long DBT CORP CA N 2 2025-07-15 Fixed 0.02050000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAE1 46000.00000000 PA USD 39460.63000000 0.005721527770 Long DBT CORP CA N 2 2032-06-01 Fixed 0.03200000 N N N N N N Republic Svcs Inc NKNQHM6BLECKVOQP7O46 760759AT7 79000.00000000 PA USD 75040.15000000 0.010880320515 Long DBT CORP US N 2 2028-05-15 Fixed 0.03950000 N N N N N N Sanfilippo John B & Son Inc 5299007IBEYVXKYDUX28 800422107 4258.00000000 NS USD 346260.56000000 0.050205468336 Long EC CORP US N 1 N N N Kite Realty Group Tr N/A 49803T300 1072.00000000 NS USD 22565.60000000 0.003271861272 Long EC CORP US N 1 N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 3099.00000000 NS USD 231216.39000000 0.033524832129 Long EC CORP US N 1 N N N GCAT N/A 36170HAC4 511140.25000000 PA USD 488462.59000000 0.070823812841 Long ABS-CBDO CORP US N 2 2067-08-25 Variable 0.05730000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 347000.00000000 PA USD 336581.62000000 0.048802086687 Long DBT CORP CA N 2 2027-04-15 Fixed 0.07875000 N N N N N Align Technology Inc 549300N5YSE0U3LCP840 016255101 1574.00000000 NS USD 331956.60000000 0.048131489680 Long EC CORP US N 1 N N N Cascades Inc Cascades Usa Inc N/A 14739LAA0 210000.00000000 PA USD 191049.88000000 0.027700956473 Long DBT CORP XX N 2 2026-01-15 Fixed 0.05125000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 120000.00000000 PA USD 115215.60000000 0.016705492412 Long DBT CORP US N 2 2025-09-20 Variable 0.04700000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AA5 92000.00000000 PA USD 71604.03000000 0.010382106067 Long DBT CORP US N 2 2032-03-15 Fixed 0.03050000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FL7 175000.00000000 PA USD 167549.23000000 0.024293519197 Long DBT CORP US N 2 2028-02-18 Fixed 0.03600000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 949.00000000 NS USD 196509.43000000 0.028492554756 Long EC CORP US N 1 N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 N/A 250000.00000000 PA USD 244500.00000000 0.035450866850 Long DBT CORP US N 2 2025-03-06 Floating 0.06890000 N N N N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 69120VAF8 136000.00000000 PA USD 122632.37000000 0.017780874521 Long DBT CORP US N 2 2027-02-08 Fixed 0.04700000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 202712BN4 117000.00000000 PA USD 90146.28000000 0.013070608463 Long DBT CORP AU N 2 2031-03-11 Fixed 0.02688000 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 58000.00000000 PA USD 57306.02000000 0.008308990121 Long DBT CORP US N 2 2025-07-15 Fixed 0.07000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BX8 147000.00000000 PA USD 137036.65000000 0.019869398907 Long DBT CORP US N 2 2027-03-15 Fixed 0.03650000 N N N N N N Sunoco Lp Sunoco Finance Corp N/A 86765LAN7 370000.00000000 PA USD 350405.22000000 0.050806416352 Long DBT CORP US N 2 2028-03-15 Fixed 0.05875000 N N N N N N Patrick Inds Inc 549300FZ5ZTCCJ3Z5W14 703343103 217.00000000 NS USD 13150.20000000 0.001906691162 Long EC CORP US N 1 N N N Callaway Golf Co 5493005UB0KFRKBPCU72 131193AE4 216000.00000000 PA USD 280935.00000000 0.040733698481 Long DBT CORP US N 2 2026-05-01 Fixed 0.02750000 N N N N Y Topgolf Callaway Brands Corp USD XXXX N N N Lennar Corp 529900G61XVRLX5TJX09 526057CR3 58000.00000000 PA USD 58250.00000000 0.008445860916 Long DBT CORP US N 2 2024-11-15 Fixed 0.05875000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KL2H9 6234687.04900000 PA USD 5294651.92000000 0.767689162527 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEG6 192000.00000000 PA USD 176738.26000000 0.025625867168 Long DBT CORP US N 2 2025-10-21 Variable 0.01164000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AM5 93000.00000000 PA USD 87938.53000000 0.012750499460 Long DBT CORP US N 2 2027-05-15 Fixed 0.04250000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 240000.00000000 PA USD 208824.00000000 0.030278085150 Long DBT CORP US N 2 2029-03-15 Fixed 0.04000000 N N N N N N Buckeye Partners L P 549300C1PQJLVEIUBK50 118230AQ4 280000.00000000 PA USD 250516.00000000 0.036323146666 Long DBT CORP US N 2 2026-12-01 Fixed 0.03950000 N N N N N N Gnma I & II - Single Issuer 549300M8ZYFG0OCMTT87 38378CK48 248704.65300000 PA USD 9035.39000000 0.001310071197 Long ABS-CBDO USGA US N 2 2027-01-16 Fixed 0.04000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAR7 231000.00000000 PA USD 202060.32000000 0.029297396728 Long DBT CORP LU N 2 2027-01-15 Fixed 0.02500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 92000.00000000 PA USD 80569.10000000 0.011681981334 Long DBT CORP CH N 2 2027-01-30 Variable 0.01364000 N N N N N N ThredUp Inc 549300JKGKTKX3L3XK25 88556E102 29462.00000000 NS USD 38595.22000000 0.005596049101 Long EC CORP US N 1 N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 55024UAB5 350000.00000000 PA USD 368025.00000000 0.053361166759 Long DBT CORP US N 2 2024-03-15 Fixed 0.00250000 N N N N Y Lumentum Holdings Inc USD XXXX N N United States Department of The Treasury 254900HROIFWPRGM1V77 912810TH1 2490000.00000000 PA USD 2183029.69000000 0.316524723402 Long DBT UST US N 2 2042-05-15 Fixed 0.03250000 N N N N N N Spire Inc Iam Commercial Paper Nts 42 549300NXSY15DRY2R511 84857L101 2326.00000000 NS USD 160168.36000000 0.023223342348 Long EC CORP US N 1 N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BW1 93000.00000000 PA USD 79476.36000000 0.011523541333 Long DBT CORP US N 2 2028-12-13 Fixed 0.01930000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAF2 195000.00000000 PA USD 166099.27000000 0.024083284682 Long DBT CORP AU N 2 2027-09-23 Variable 0.01629000 N N N N N N GAINWELL ACQUISITION CORP N/A N/A 669454.87000000 PA USD 626777.12000000 0.090878495813 Long DBT CORP US N 2 2027-10-01 Floating 0.08729900 N N N N N N ROLLER BEARING CO OF AMERICA 254900U9XW6S76H2P167 775631AD6 50000.00000000 PA USD 43235.00000000 0.006268786209 Long DBT CORP US N 2 2029-10-15 Fixed 0.04375000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BN0 185000.00000000 PA USD 154317.68000000 0.022375032827 Long DBT CORP US N 2 2029-07-15 Fixed 0.05000000 N N N N N Blackrock Enhanced Global DIVIId Tr U48QD6ILUF60LKMSND68 092501105 18974.00000000 NS USD 181391.44000000 0.026300547187 Long RF US N 1 N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAK0 67000.00000000 PA USD 65857.28000000 0.009548865703 Long DBT CORP US N 2 2023-07-02 Fixed 0.01950000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BD8 389000.00000000 PA USD 324020.28000000 0.046980776291 Long DBT CORP US N 2 2026-03-15 Fixed 0.05875000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NBW0 97000.00000000 PA USD 88133.93000000 0.012778831155 Long DBT CORP US N 2 2027-01-15 Fixed 0.02350000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 7333.00000000 NS USD 808829.90000000 0.117274932883 Long EC CORP US N 1 N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBJ8 220000.00000000 PA USD 113071.86000000 0.016394664431 Long DBT CORP US N 2 2029-04-15 Fixed 0.06875000 N N N N N N Vistra Operations Company Llc 549300ZH5GKBTJZ7NM23 92840VAF9 380000.00000000 PA USD 352675.53000000 0.051135596137 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N Cf Inds Holdings Inc 529900CG8YAQFZ2JMV97 125269100 2175.00000000 NS USD 185310.00000000 0.026868712213 Long EC CORP US N 1 N N N CHNGE Mortgage Trust N/A 17030EAA5 1140352.39000000 PA USD 1112249.55000000 0.161268755427 Long ABS-CBDO CORP US N 2 2067-05-25 Variable 0.05000000 N N N N N N Broadcom Corporation Broadcom Cayman Finance Ltd N/A 11134LAH2 147000.00000000 PA USD 139045.85000000 0.020160719486 Long DBT CORP US N 2 2027-01-15 Fixed 0.03875000 N N N N N N Chipotle Mexican Grill Inc N/A 169656105 346.00000000 NS USD 480071.54000000 0.069607166639 Long EC CORP US N 1 N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 1462.00000000 NS USD 414886.36000000 0.060155750947 Long EC CORP US N 1 N N N Bank 2021-Bnk36 N/A 06540DBH7 650000.00000000 PA USD 529848.93000000 0.076824555699 Long ABS-MBS CORP US N 2 2064-09-15 Fixed 0.02470000 N N N N N N CHNGE Mortgage Trust N/A 12569CAC5 634488.60000000 PA USD 612622.92000000 0.088826231356 Long ABS-CBDO CORP US N 2 2067-06-25 Variable 0.05820000 N N N N N N Synchrony Finl 549300RS7EWPM9MA6C78 87165B103 1920.00000000 NS USD 63091.20000000 0.009147802579 Long EC CORP US N 1 N N N MERCER INTL INC 549300Z5IAG39VRTY874 588056BB6 119000.00000000 PA USD 99485.19000000 0.014424688034 Long DBT CORP US N 2 2029-02-01 Fixed 0.05125000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 179000.00000000 PA USD 144205.74000000 0.020908869071 Long DBT CORP US N 2 2033-02-04 Variable 0.02972000 N N N N N N Pgim Global High Yield Fd F0ATD1Y4J8CHDKHSLD09 69346J106 20792.00000000 NS USD 225385.28000000 0.032679360128 Long RF US N 1 N N N Radnor Re LTD 549300ED4YNDE7SVU538 750496AB7 1626126.26000000 PA USD 1626308.55000000 0.235803876746 Long ABS-CBDO CORP BM N 2 2028-03-25 Floating 0.07088700 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 N/A 299000.00000000 PA USD 296282.09000000 0.042958924020 Long DBT CORP US N 2 2026-07-01 Floating 0.00000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505104 14327.00000000 NS USD 474510.24000000 0.068800815286 Long EC CORP US N 1 N N N Vericrest Opportunity Loan Transferee N/A 91835DAB7 1250000.00000000 PA USD 1073541.38000000 0.155656329330 Long ABS-O CORP US N 2 2051-05-25 Variable 0.04826300 N N N N N N Udr Inc P3CH2EG5X6Z1XWU1OO74 90265EAR1 193000.00000000 PA USD 160934.73000000 0.023334460879 Long DBT CORP US N 2 2031-08-15 Fixed 0.03000000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AH8 140000.00000000 PA USD 113400.00000000 0.016442242539 Long DBT CORP CA N 2 2082-01-18 Variable 0.04750000 N N N N N N Thrivent Mutual Funds N/A N/A 1803570.80200000 NS USD 15745173.10000000 2.282944928886 Long RF US N 2 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 204000.00000000 PA USD 186051.88000000 0.026976279857 Long DBT CORP US N 2 2030-03-15 Fixed 0.05375000 N N N N N N Patrick Industries, Inc. 549300FZ5ZTCCJ3Z5W14 703343AG8 150000.00000000 PA USD 122427.00000000 0.017751097243 Long DBT CORP US N 2 2028-12-01 Fixed 0.01750000 N N N N N Patrick Industries Inc USD XXXX N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 654000.00000000 PA USD 628916.81000000 0.091188736571 Long DBT CORP XX N 2 2026-04-20 Fixed 0.05500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADMW6 353928.15000000 PA USD 17542.09000000 0.002543485876 Long ABS-CBDO USGSE US N 2 2028-04-25 Fixed 0.03000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C696 9000.00000000 NS USD 155340.00000000 0.022523262399 Long EP CORP US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 2216.00000000 NS USD 222198.32000000 0.032217272216 Long EC CORP US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABG1 147000.00000000 PA USD 131920.75000000 0.019127627579 Long DBT CORP US N 2 2027-02-10 Fixed 0.03000000 N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NB3 180000.00000000 PA USD 146957.22000000 0.021307815292 Long DBT CORP US N 2 2026-11-15 Variable 0.04150000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBC3 185000.00000000 PA USD 150778.86000000 0.021861927565 Long DBT CORP US N 2 2031-12-01 Fixed 0.02800000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAD6 97000.00000000 PA USD 89047.79000000 0.012911334751 Long DBT CORP US N 2 2026-01-15 Fixed 0.04250000 N N N N N N Toorak Mortgage Corp. N/A 89052WAA7 564193.23000000 PA USD 544928.97000000 0.079011060771 Long ABS-CBDO CORP US N 2 2023-03-25 Variable 0.02734300 N N N N N N Mpt Operating Partnership L P Mpt Finance Corp N/A 55342UAG9 270000.00000000 PA USD 245902.50000000 0.035654219982 Long DBT CORP US N 2 2026-08-01 Fixed 0.05250000 N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 204000.00000000 PA USD 166408.92000000 0.024128181863 Long DBT CORP US N 2 2028-08-15 Fixed 0.05000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AQ4 159000.00000000 PA USD 151044.11000000 0.021900387043 Long DBT CORP US N 2 2028-03-07 Fixed 0.03650000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BR6 93000.00000000 PA USD 91377.04000000 0.013249060442 Long DBT CORP US N 2 2025-08-08 Fixed 0.04250000 N N N N N N Schwab Charles Corporation New 549300VSGCJ7E698NM85 808513105 6497.00000000 NS USD 540940.22000000 0.078432718664 Long EC CORP US N 1 N N N Csc Holdings Llc 3HG2WD2W22M120IUNG49 126307AZ0 253000.00000000 PA USD 206827.50000000 0.029988605986 Long DBT CORP US N 2 2029-02-01 Fixed 0.06500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 148000.00000000 PA USD 151157.60000000 0.021916842335 Long DBT CORP US N 2 2026-10-16 Variable 0.06138000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAY6 147000.00000000 PA USD 135306.98000000 0.019618608310 Long DBT CORP JP N 2 2028-01-17 Fixed 0.03544000 N N N N N N BigCommerce Holdings Inc 549300MOVEFQ78DMPG58 08975P108 8913.00000000 NS USD 77899.62000000 0.011294924565 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137H03L0 4381574.75000000 PA USD 399742.46000000 0.057959986601 Long ABS-CBDO USGSE US N 2 2050-12-25 Fixed 0.01500000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 10977.00000000 NS USD 562461.48000000 0.081553157612 Long EC CORP US N 1 N N N ALTERRA MOUNTAIN COMPANY 549300C5O4FSVNUEI843 N/A 196000.00000000 PA USD 193183.48000000 0.028010314221 Long DBT CORP US N 2 2028-08-17 Floating 0.00000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327BAB6 366000.00000000 PA USD 292800.00000000 0.042454044228 Long DBT CORP US N 2 2028-04-15 Fixed 0.04750000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DG2 86000.00000000 PA USD 82020.38000000 0.011892407241 Long DBT CORP US N 2 2030-07-28 Variable 0.04772000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAW3 133000.00000000 PA USD 141063.13000000 0.020453211612 Long DBT CORP US N 2 2024-03-01 Fixed 0.04625000 N N N N Y Ares Capital Corp USD XXXX N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAE9 137000.00000000 PA USD 124780.65000000 0.018092360771 Long DBT CORP US N 2 2029-04-05 Fixed 0.03850000 N N N N N N Spdr Series Tr 549300YI2V5ELVW58659 78468R408 27663.00000000 NS USD 670551.12000000 0.097225433422 Long RF US N 1 N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441C204 2463.00000000 NS USD 253664.37000000 0.036779639287 Long EC CORP US N 1 N N N Southwest Airls Co UDTZ87G0STFETI6HGH41 844741BK3 100000.00000000 PA USD 98736.64000000 0.014316153284 Long DBT CORP US N 2 2027-06-15 Fixed 0.05125000 N N N N N N Blackrock Enhanced Equity DIVidend Tr G737UEA5SJ50G32LUQ88 09251A104 1025.00000000 NS USD 9235.25000000 0.001339049562 Long RF US N 1 N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 156000.00000000 PA USD 124094.91000000 0.017992933052 Long DBT CORP US N 2 2029-04-15 Fixed 0.05500000 N N N N N N Fortress Transportation and Infrastructure Investors LLC 529900E7PUVK6BC8PE80 34960PAC5 98000.00000000 PA USD 98245.00000000 0.014244868767 Long DBT CORP US N 2 2027-08-01 Fixed 0.09750000 N N N N N N Mcdonalds Corp UE2136O97NLB5BYP9H04 580135101 1006.00000000 NS USD 265111.18000000 0.038439350277 Long EC CORP US N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736KAJ0 82000.00000000 PA USD 65882.00000000 0.009552449938 Long DBT CORP US N 2 2031-04-01 Fixed 0.03375000 N N N N N N Rh 5493008MTS3OGGMHGK69 74967X103 644.00000000 NS USD 172070.36000000 0.024949052848 Long EC CORP US N 1 N N N Trust Financial Corp 549300DRQQI75D2JP341 89832Q109 5737.00000000 NS USD 246863.11000000 0.035793502016 Long EC CORP US N 1 N N N Trimble Navigation Ltd 549300E2MI7NSZFQWS19 896239100 4671.00000000 NS USD 236165.76000000 0.034242457719 Long EC CORP US N 1 N N N BIO-RAD LABS 549300ZC1GPV35XYDK53 090572AR9 133000.00000000 PA USD 122913.84000000 0.017821685791 Long DBT CORP US N 2 2027-03-15 Fixed 0.03300000 N N N N N N Cwalt Inc N/A 12667FW76 393596.71500000 PA USD 329710.73000000 0.047805853531 Long ABS-CBDO CORP US N 2 2035-03-25 Fixed 0.05000000 N N N N N N Hometrust Bancshares Inc N/A 437872104 475.00000000 NS USD 11480.75000000 0.001664632063 Long EC CORP US N 1 N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 223000.00000000 PA USD 183448.72000000 0.026598839045 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N Viavi Solutions Inc 5493006K3E3N1QOBF092 925550AB1 205000.00000000 PA USD 205820.00000000 0.029842525215 Long DBT CORP US N 2 2024-03-01 Fixed 0.01000000 N N N N Y Viavi Solutions Inc USD XXXX N N N Vail Resorts Inc 529900PSZHRNU9HKH870 91879QAN9 448000.00000000 PA USD 415520.00000000 0.060247624514 Long DBT CORP US N 2 2026-01-01 None 0.00000000 N N N N Y Vail Resorts Inc USD XXXX N N Keybank National Association Cleveland Ohio Global Bank Subordinated Nts Book Entry 3a2 HUX2X73FUCYHUVH1BK78 49327V2B9 147000.00000000 PA USD 132466.65000000 0.019206779432 Long DBT CORP US N 2 2029-04-13 Fixed 0.03900000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AG1 305000.00000000 PA USD 277448.15000000 0.040228128522 Long DBT CORP US N 2 2028-06-15 Fixed 0.05625000 N N N N N N Verisign Inc LMPL4N8ZOJRMF0KOF759 92343EAL6 210000.00000000 PA USD 202699.38000000 0.029390056160 Long DBT CORP US N 2 2027-07-15 Fixed 0.04750000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AH0 97000.00000000 PA USD 80979.01000000 0.011741415546 Long DBT CORP US N 2 2027-01-15 Fixed 0.02625000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816109 1773.00000000 NS USD 261960.75000000 0.037982558971 Long EC CORP US N 1 N N N National Instrs Corp 549300TP4OOPCYWDUP86 636518102 5821.00000000 NS USD 214794.90000000 0.031143825767 Long EC CORP US N 1 N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 21925DAA7 202000.00000000 PA USD 142256.48000000 0.020626239391 Long DBT CORP US N 2 2029-01-15 Fixed 0.06125000 N N N N N N Select Income Reit N/A 81618TAE0 77000.00000000 PA USD 72925.40000000 0.010573695891 Long DBT CORP US N 2 2024-05-15 Fixed 0.04250000 N N N N N N Equinor Asa OW6OFBNCKXC4US5C7523 29446MAD4 70000.00000000 PA USD 67075.19000000 0.009725454518 Long DBT CORP NO N 2 2025-04-06 Fixed 0.02875000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 147000.00000000 PA USD 129607.82000000 0.018792268178 Long DBT CORP US N 2 2030-05-15 Fixed 0.03750000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXS8 166000.00000000 PA USD 150100.95000000 0.021763635143 Long DBT CORP US N 2 2026-02-12 Variable 0.00855000 N N N N N N Voya Global Equity DIVidend & Premium Opportunity Fd 549300YJVN8KX08ZHI42 92912T100 27169.00000000 NS USD 146984.29000000 0.021311740261 Long RF US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 200000.00000000 PA USD 152500.00000000 0.022111481369 Long DBT CORP GB N 2 2028-03-15 Variable 0.04375000 N N N N N N Verus Securitization Trust N/A 92538GAC6 935523.93000000 PA USD 777419.73000000 0.112720668038 Long ABS-CBDO CORP US N 2 2066-11-25 Variable 0.02491000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 135000.00000000 PA USD 97977.55000000 0.014206090304 Long DBT CORP US N 2 2029-06-01 Fixed 0.06000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 98000.00000000 PA USD 78154.10000000 0.011331822466 Long DBT CORP US N 2 2032-04-22 Variable 0.02615000 N N N N N N Nextera Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBR0 98000.00000000 PA USD 80590.21000000 0.011685042143 Long DBT CORP US N 2 2030-06-01 Fixed 0.02250000 N N N N N N OZLM Ltd N/A 67107FBN6 1000000.00000000 PA USD 961307.00000000 0.139383093905 Long ABS-O CORP US N 2 2029-10-17 Floating 0.05729100 N N N N N N UPC FINANCING PARTNERSHIP 213800DXWIS9KORQ3X94 N/A 152000.00000000 PA USD 148200.00000000 0.021488010091 Long DBT CORP US N 2 2029-01-31 Floating 0.00000000 N N N N N N ALI GROUP NORTH AMERICA N/A N/A 250000.00000000 PA USD 247545.00000000 0.035892371511 Long DBT CORP US N 2 2029-07-22 Floating 0.00000000 N N N N N N PRIME SECURITY SERVICES BORROWER 549300O6QPZVWXV2DC15 N/A 499900.00000000 PA USD 494950.99000000 0.071764587501 Long DBT CORP US N 2 2026-09-23 Floating 0.06504700 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAE3 87000.00000000 PA USD 82733.73000000 0.011995838226 Long DBT CORP US N 2 2025-03-15 Fixed 0.03638000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAV0 98000.00000000 PA USD 91365.30000000 0.013247358221 Long DBT CORP XX N 2 2029-06-18 Fixed 0.04300000 N N N N N N BROWN GROUP HOLDING LLC 25490094PF4HHK9QS109 N/A 201000.00000000 PA USD 197008.14000000 0.028564864374 Long DBT CORP US N 2 2028-06-07 Floating 0.00000000 N N N N N N Citigroup Mortgage Loan Trust 2007-Ar5 N/A 17311LAA9 796480.55900000 PA USD 673688.19000000 0.097680287618 Long ABS-CBDO CORP US N 2 2037-04-25 Variable 0.035352 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 N/A 250000.00000000 PA USD 245625.00000000 0.035613984336 Long DBT CORP US N 2 2028-07-02 Floating 0.00000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBG5 649500.00000000 PA USD 712371.60000000 0.103289123680 Long DBT CORP KY N 2 2032-12-01 Fixed 0.09625000 N N N N N N Golub Capital Bdc Inc 2549005WE0QLGK9APF78 38173M102 2744.00000000 NS USD 36111.04000000 0.005235859594 Long EC CORP US N 1 N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 N/A 206000.00000000 PA USD 198046.34000000 0.028715396440 Long DBT CORP US N 2 2028-11-15 Floating 0.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 246000.00000000 PA USD 194978.30000000 0.028270551133 Long DBT CORP PA N 2 2026-03-01 Fixed 0.07625000 N N N N N N Dicks Sporting Goods Inc 529900SSBV5I4LWSK313 253393102 1862.00000000 NS USD 223979.98000000 0.032475601015 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NA5 194000.00000000 PA USD 168277.12000000 0.024399058385 Long DBT CORP US N 2 2027-06-09 Variable 0.01462000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEN32 1251238.24400000 PA USD 1078917.26000000 0.156435796022 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02500000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBV2 66000.00000000 PA USD 61705.12000000 0.008946830237 Long DBT CORP US N 2 2027-12-15 Fixed 0.03375000 N N N N N N Stoneridge Inc PNBCIH9LE7WI83VJIF08 86183P102 8091.00000000 NS USD 174441.96000000 0.025292919006 Long EC CORP US N 1 N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 239000.00000000 PA USD 206236.88000000 0.029902970031 Long DBT CORP US N 2 2032-04-15 Fixed 0.06250000 N N N N N N Diageo Capital Plc 213800L23DJLALFC4O95 25243YBD0 97000.00000000 PA USD 79674.21000000 0.011552228262 Long DBT CORP GB N 2 2030-04-29 Fixed 0.02000000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635206 863.00000000 NS USD 15102.50000000 0.002189761622 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 403000.00000000 PA USD 325764.10000000 0.047233618543 Long DBT CORP LR N 2 2026-07-01 Fixed 0.04250000 N N N N N N Mcneil Corp 549300EVR9D56WPSRP15 G7S00T104 2700.00000000 NS USD 121446.00000000 0.017608858795 Long EC CORP IE N 1 N N N Capital One Bank Usa National Association Glen Allen Va LKE37K2B8CFZUR7F9816 14042TCT2 171000.00000000 PA USD 159705.00000000 0.023156158243 Long DBT CORP US N 2 2026-01-28 Variable 0.02280000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BR1 135000.00000000 PA USD 110421.90000000 0.016010437931 Long DBT CORP US N 2 2031-07-15 Fixed 0.05250000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CA8 118000.00000000 PA USD 116375.10000000 0.016873612167 Long DBT CORP US N 2 2024-05-01 Fixed 0.04300000 N N N N N N Ametek Inc New 549300WZDEF9KKE40E98 031100100 2279.00000000 NS USD 318421.88000000 0.046169045686 Long EC CORP US N 1 N N N AADVANTAGE LOYALTY IP N/A N/A 602577.00000000 PA USD 599280.90000000 0.086891727575 Long DBT CORP US N 2 2028-04-20 Floating 0.08992600 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AE4H7 1243197.76000000 PA USD 45043.29000000 0.006530976181 Long ABS-CBDO USGSE US N 2 2031-11-25 Fixed 0.03000000 N N N N N N J.P. Morgan N/A N/A -35.00000000 NC USD 74612.81000000 0.010818359070 N/A DE CORP US N 1 J.P. Morgan N/A Short MSCI EAFE Index MXEA 2023-03-20 -3486062.81000000 USD 74612.81000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 195000.00000000 PA USD 171339.18000000 0.024843036632 Long DBT CORP US N 2 2027-04-22 Variable 0.01578000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 110000.00000000 PA USD 98616.10000000 0.014298675789 Long DBT CORP US N 2 2026-11-15 Fixed 0.03250000 N N N N N N Cco Holdings Llc Cco Holdings Capital Corp N/A 1248EPBX0 195000.00000000 PA USD 177058.05000000 0.025672234582 Long DBT CORP US N 2 2028-02-01 Fixed 0.05000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AW4 138000.00000000 PA USD 134793.19000000 0.019544112192 Long DBT CORP US N 2 2027-05-10 Fixed 0.04000000 N N N N N N Home Re Ltd N/A 43730GAB7 850000.00000000 PA USD 829085.41000000 0.120211846535 Long ABS-CBDO CORP US N 2 2034-10-25 Floating 0.07427700 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 236000.00000000 PA USD 214439.04000000 0.031092228444 Long DBT CORP US N 2 2028-07-15 Fixed 0.04625000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 194000.00000000 PA USD 153784.20000000 0.022297681791 Long DBT CORP US N 2 2032-03-15 Fixed 0.02355000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 185000.00000000 PA USD 134149.28000000 0.019450749543 Long DBT CORP US N 2 2036-09-16 Variable 0.02484000 N N N N N N Galaxy CLO Ltd 5493000B2531UL3WQV87 36319QBS0 350000.00000000 PA USD 323918.35000000 0.046965997122 Long ABS-O CORP KY N 2 2030-07-24 Floating 0.06174600 N N N N N N First Horizon Mortgage Passthru Tr N/A 32051GHJ7 129111.03500000 PA USD 118190.71000000 0.017136863489 Long ABS-CBDO CORP US N 2 2035-03-25 Variable 0.039207 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAQ32 711681.92000000 PA USD 29706.60000000 0.004307258573 Long ABS-CBDO USGSE US N 2 2028-01-25 Fixed 0.02500000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAV6 137000.00000000 PA USD 132469.71000000 0.019207223112 Long DBT CORP US N 2 2029-06-15 Fixed 0.04350000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052615 8600000.00000000 PA USD 8621212.76000000 1.250018264409 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.05500000 N N N N N N TELETECH HLDGS INC GTJS1N8S8I28A7L4WG97 89854H102 2350.00000000 NS USD 103705.50000000 0.015036604794 Long EC CORP US N 1 N N N GREAT OUTDOORS GROUP LLC 549300IYLDI2E8I2AU46 N/A 347121.21000000 PA USD 332802.46000000 0.048254133730 Long DBT CORP US N 2 2028-03-05 Floating 0.08133600 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130H204 6554.00000000 NS USD 668573.54000000 0.096938697532 Long EP CORP US N 1 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 N/A 461712.85000000 PA USD 441429.80000000 0.064004372449 Long DBT CORP US N 2 2025-06-30 Floating 0.07383600 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 248000.00000000 PA USD 194667.60000000 0.028225501708 Long DBT CORP US N 2 2029-03-15 Fixed 0.04250000 N N N N N N Carlyle Group L P 529900NGGVF94UK6PG95 14316J108 5191.00000000 NS USD 154899.44000000 0.022459384142 Long EC CORP US N 1 N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 1092.00000000 NS USD 349854.96000000 0.050726632327 Long EC CORP US N 1 N N N Bank Marin Bancorp N/A 063425102 94.00000000 NS USD 3090.72000000 0.000448133755 Long EC CORP US N 1 N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 223214.39000000 PA USD 221920.16000000 0.032176940874 Long DBT CORP US N 2 2027-06-20 Fixed 0.06500000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAP5 92000.00000000 PA USD 88121.57000000 0.012777039037 Long DBT CORP US N 2 2032-05-15 Fixed 0.04700000 N N N N N N Arconic Inc 549300HO5WFZUT5N2T22 443201108 9004.00000000 NS USD 354847.64000000 0.051450537578 Long EC CORP US N 1 N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887109 108.00000000 NS USD 27464.40000000 0.003982154550 Long EC CORP US N 1 N N N Expedia Group Inc N/A 30212P303 2255.00000000 NS USD 197538.00000000 0.028641690535 Long EC CORP US N 1 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAQ7 147000.00000000 PA USD 123758.35000000 0.017944134100 Long DBT CORP US N 2 2030-02-15 Fixed 0.02722000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BD6 205000.00000000 PA USD 164565.50000000 0.023860898277 Long DBT CORP US N 2 2026-10-06 Variable 0.04000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 1496.00000000 NS USD 219238.80000000 0.031788161584 Long EC CORP US N 1 N N N D R Horton Inc 529900ZIUEYVSB8QDD25 23331A109 3154.00000000 NS USD 281147.56000000 0.040764518261 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAJ9 161000.00000000 PA USD 156883.33000000 0.022747034940 Long DBT CORP US N 2 2026-02-15 Fixed 0.04400000 N N N N N N Abbvie Inc FR5LCKFTG8054YNNRU85 00287YAQ2 457000.00000000 PA USD 442900.18000000 0.064217567727 Long DBT CORP US N 2 2025-05-14 Fixed 0.03600000 N N N N N N Iron Mountain Inc New SQL3F6CKNNBM3SQGHX24 46284VAC5 855000.00000000 PA USD 786258.00000000 0.114002158153 Long DBT CORP US N 2 2027-09-15 Fixed 0.04875000 N N N N N N Provident Financing Trust I N/A 743863AA0 112000.00000000 PA USD 116480.00000000 0.016888821966 Long DBT CORP US N 2 2038-03-15 Fixed 0.07405000 N N N N N N Bloomin Brands Inc N/A 094235108 2405.00000000 NS USD 48388.60000000 0.007016023786 Long EC CORP US N 1 N N N Morgan Stanley Group Inc IGJSJL3JD5P30I6NJZ34 6174468Q5 226000.00000000 PA USD 210013.96000000 0.030450621402 Long DBT CORP US N 2 2026-04-28 Variable 0.02188000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 370000.00000000 PA USD 335037.59000000 0.048578212650 Long DBT CORP US N 2 2028-02-15 Fixed 0.04750000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AM6 87000.00000000 PA USD 83777.62000000 0.012147195303 Long DBT CORP US N 2 2024-06-14 Fixed 0.02700000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DU8 219000.00000000 PA USD 209878.76000000 0.030431018305 Long DBT CORP US N 2 2030-04-15 Fixed 0.04500000 N N N N N N Barclays Plc 213800LBQA1Y9L22JB70 06738EBD6 145000.00000000 PA USD 136173.84000000 0.019744297220 Long DBT CORP GB N 2 2029-05-16 Variable 0.04972000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BB5 70000.00000000 PA USD 62845.03000000 0.009112109573 Long DBT CORP GB N 2 2029-03-16 Fixed 0.03875000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 85000.00000000 PA USD 79859.31000000 0.011579066526 Long DBT CORP US N 2 2033-07-20 Variable 0.04889000 N N N N N N ALIXPARTNERS LLP 5493005G2MHUFTGARL57 N/A 176000.00000000 PA USD 174303.36000000 0.025272822932 Long DBT CORP US N 2 2028-02-04 Floating 0.00000000 N N N N N N Consolidated Communications Inc 549300WW675Y48HDVX34 20903XAF0 86000.00000000 PA USD 66827.22000000 0.009689500524 Long DBT CORP US N 2 2028-10-01 Fixed 0.06500000 N N N N N N Cco Holdings Llc Cco Holdings Capital Corp N/A 1248EPBR3 285000.00000000 PA USD 275908.65000000 0.040004911305 Long DBT CORP US N 2 2026-05-01 Fixed 0.05500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B655 9600.00000000 NS USD 224544.00000000 0.032557380147 Long EP CORP US N 1 N N N Adobe System Inc FU4LY2G4933NH2E1CP29 00724F101 262.00000000 NS USD 88170.86000000 0.012784185758 Long EC CORP US N 1 N N N Carval CLO LTD 254900NZG2CMHKHNPU97 14686NAC5 750000.00000000 PA USD 743901.75000000 0.107860784823 Long ABS-O CORP US N 2 2035-10-22 Floating 0.07044840 N N N N N N Portland General Electric Co GJOUP9M7C39GLSK9R870 736508847 3496.00000000 NS USD 171304.00000000 0.024837935766 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8BV1 937144.18200000 PA USD 43003.02000000 0.006235150659 Long ABS-CBDO USGSE US N 2 2027-09-25 Fixed 0.03500000 N N N N N N Eog Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 235.00000000 NS USD 30437.20000000 0.004413190693 Long EC CORP US N 1 N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAD4 176000.00000000 PA USD 167404.47000000 0.024272529964 Long DBT CORP US N 2 2027-08-15 Fixed 0.07250000 N N N N N N Radnor Re LTD N/A 75049XAA0 775000.00000000 PA USD 767374.78000000 0.111264217384 Long ABS-CBDO CORP US N 2 2032-09-25 Floating 0.07677700 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BM5 96000.00000000 PA USD 83979.56000000 0.012176475254 Long DBT CORP US N 2 2026-06-15 Fixed 0.01700000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 4982.00000000 NS USD 572033.24000000 0.082940998877 Long EP CORP US N 1 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCF0 110000.00000000 PA USD 86391.87000000 0.012526244091 Long DBT CORP US N 2 2026-09-01 Variable 0.03950000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAN4 180000.00000000 PA USD 139501.80000000 0.020226829191 Long DBT CORP US N 2 2026-09-01 Variable 0.03500000 N N N N N N JP Morgan Mortgage Trust N/A 46654VAB9 534995.32000000 PA USD 416084.80000000 0.060329516742 Long ABS-CBDO CORP US N 2 2052-05-25 Variable 0.02774000 N N N N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 86722AAD5 309000.00000000 PA USD 265241.74000000 0.038458280605 Long DBT CORP US N 2 2029-06-30 Fixed 0.04875000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KPF52 2803526.01700000 PA USD 2647954.71000000 0.383935745813 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.04000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AN4 113000.00000000 PA USD 106371.99000000 0.015423228033 Long DBT CORP US N 2 2028-01-15 Fixed 0.05625000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 365000.00000000 PA USD 313900.00000000 0.045513403290 Long DBT CORP US N 2 2029-06-01 Fixed 0.05000000 N N N N N N Schlumberger Holdings Corp 529900IKZG65COT1D505 806851AH4 61000.00000000 PA USD 57279.07000000 0.008305082551 Long DBT CORP US N 2 2029-05-01 Fixed 0.04300000 N N N N N N Guitar Center Escrow II Inc N/A 40204BAA3 89000.00000000 PA USD 73145.31000000 0.010605581372 Long DBT CORP US N 2 2026-01-15 Fixed 0.08500000 N N N N N N 1375209 BC LTD N/A 68251PAA5 192000.00000000 PA USD 186960.00000000 0.027107951192 Long DBT CORP CA N 2 2028-01-30 Fixed 0.09000000 N N N N N N Square Inc 549300OHIIUWSTIZME52 852234AD5 241000.00000000 PA USD 249796.50000000 0.036218823972 Long DBT CORP US N 2 2023-05-15 Fixed 0.00500000 N N N N Y Block Inc USD XXXX N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBA0 191000.00000000 PA USD 161714.36000000 0.023447502021 Long DBT CORP US N 2 2026-07-15 Fixed 0.02150000 N N N N N N Curtiss Wright Corp TEL51ETZWP7D0ZM4X325 231561101 1351.00000000 NS USD 225603.49000000 0.032710999121 Long EC CORP US N 1 N N N Washington Mutual Mortgage Secs Corp N/A 9393362K8 270772.56000000 PA USD 219872.22000000 0.031880003253 Long ABS-CBDO CORP US N 2 2035-03-25 Fixed 0.06000000 N N N N N N Blackrock Income Trust Inc TZVEKBHO1R4X5PI73286 09247F209 4199.00000000 NS USD 51815.66000000 0.007512924594 Long RF US N 1 N N N Sumitomo Mitsui Trust Bank Ltd 5493006GGLR4BTEL8O61 86563VAT6 111000.00000000 PA USD 99039.73000000 0.014360099309 Long DBT CORP JP N 2 2025-09-12 Fixed 0.01050000 N N N N N N SEMTECH CORP 549300J7WUY317SW6O61 816850AE1 56000.00000000 PA USD 57260.00000000 0.008302317529 Long DBT CORP US N 2 2027-11-01 Fixed 0.01625000 N N N N N Semtech Corp USD XXXX N N N InteractIVe Brokers Group Inc 5493004DT6DCDUZNDM53 45841N107 443.00000000 NS USD 32051.05000000 0.004647188163 Long EC CORP US N 1 N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607H6M9 127000.00000000 PA USD 124037.86000000 0.017984661183 Long DBT CORP CA N 2 2025-08-04 Fixed 0.03945000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 1161.00000000 NS USD 288055.71000000 0.041766153868 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 120000.00000000 PA USD 111371.97000000 0.016148191735 Long DBT CORP US N 2 2028-02-01 Fixed 0.03400000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851409 156.00000000 NS USD 211621.80000000 0.030683747462 Long EP CORP US N 2 N N Costco Wholesale Corporation New 29DX7H14B9S6O3FD6V18 22160K105 1049.00000000 NS USD 478868.50000000 0.069432733875 Long EC CORP US N 1 N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 983919AK7 52000.00000000 PA USD 43724.48000000 0.006339757540 Long DBT CORP US N 2 2030-06-01 Fixed 0.02375000 N N N N N N Kkr & Company Inc 54930013V5I303TF9571 48251W401 8297.00000000 NS USD 475003.25000000 0.068872298443 Long EP CORP US N 1 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAJ2 230000.00000000 PA USD 198978.08000000 0.028850492516 Long DBT CORP US N 2 2029-03-15 Fixed 0.04054000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 193000.00000000 PA USD 167483.08000000 0.024283927889 Long DBT CORP US N 2 2027-07-20 Variable 0.01512000 N N N N N N Numericable-Sfr S A 5493001ZMCICV4N02J21 02156LAA9 135000.00000000 PA USD 122968.80000000 0.017829654624 Long DBT CORP FR N 2 2027-02-01 Fixed 0.08125000 N N N N N N SCIL IV LLC / SCIL USA H N/A 78397UAA8 297000.00000000 PA USD 251707.50000000 0.036495906208 Long DBT CORP US N 2 2026-11-01 Fixed 0.05375000 N N N N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 794.00000000 NS USD 72357.22000000 0.010491313586 Long EC CORP US N 1 N N N Enlink Midstream Partners Lp 88CPW63VL7KHJWS0NY83 29336UAF4 310000.00000000 PA USD 291408.66000000 0.042252309222 Long DBT CORP US N 2 2026-07-15 Fixed 0.04850000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B622 9925.00000000 NS USD 191155.50000000 0.027716270667 Long EP CORP US N 1 N N N Xpo Logistics Inc 54930096DB9LCLPN7H13 N/A 250000.00000000 PA USD 248632.50000000 0.036050051747 Long DBT CORP US N 2 2025-02-23 Floating 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9XR4 2640109.33300000 PA USD 129709.89000000 0.018807067646 Long ABS-CBDO USGSE US N 2 2027-11-25 Fixed 0.03000000 N N N N N N Lcpr Senior Secured Financing Designated ActIVity Co 549300LE5FM8IKMXSP90 50201DAA1 225000.00000000 PA USD 210375.00000000 0.030502969790 Long DBT CORP IE N 2 2027-10-15 Fixed 0.06750000 N N N N N N Bank Of N T Butterfield & Son Ltd 549300V8RVM0EMTDPF28 G0772R208 5555.00000000 NS USD 165594.55000000 0.024010103653 Long EC CORP BM N 1 N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E200 16200.00000000 NS USD 304722.00000000 0.044182654595 Long EP CORP US N 1 N N N Empire Cmntys Corp 549300JM1L6KK2QFP273 29163VAC7 196000.00000000 PA USD 177215.75000000 0.025695100029 Long DBT CORP CA N 2 2025-12-15 Fixed 0.07000000 N N N N N N Chart Inds Inc EM7QGKC1GYOF3LSZSL80 16115QAD2 202000.00000000 PA USD 401172.00000000 0.058167260353 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 Ss&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 620000.00000000 PA USD 580565.58000000 0.084178131185 Long DBT CORP US N 2 2027-09-30 Fixed 0.05500000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAF1 49000.00000000 PA USD 42743.00000000 0.006197449496 Long DBT CORP US N 2 2030-04-01 Fixed 0.02850000 N N N N N N Peapack-Gladstone Financial Corp 549300G8DN2UK8K0ET30 704699107 92.00000000 NS USD 3424.24000000 0.000496491927 Long EC CORP US N 1 N N N CENTRAL PARENT INC N/A N/A 446000.00000000 PA USD 441437.42000000 0.064005477298 Long DBT CORP US N 2 2029-07-06 Floating 0.00000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 N/A 254748.34000000 PA USD 233015.76000000 0.033785728760 Long DBT CORP US N 2 2026-05-01 Floating 0.07383600 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHQ5 392000.00000000 PA USD 356026.05000000 0.051621399157 Long DBT CORP US N 2 2030-02-07 Variable 0.03974000 N N N N N N Brookfield Residential Pptys Inc Brookfield Residential Us Llc N/A 11283YAB6 290000.00000000 PA USD 257549.00000000 0.037342884689 Long DBT CORP CA N 2 2027-09-15 Fixed 0.06250000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 91282CDJ7 795000.00000000 PA USD 647055.47000000 0.093818721113 Long DBT UST US N 2 2031-11-15 Fixed 0.01375000 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 87230ABA3 1700000.00000000 PA USD 1608354.70000000 0.233200688420 Long ABS-O CORP KY N 2 2032-01-17 Floating 0.05963600 N N N N N N Bill Common Holdings Inc 549300IBF9VZZIGOZW63 090043100 1496.00000000 NS USD 163004.16000000 0.023634514406 Long EC CORP US N 1 N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 56000.00000000 PA USD 50680.00000000 0.007348261480 Long DBT CORP KY N 2 2026-01-20 Fixed 0.05750000 N N N N N N Cwmbs Inc N/A 126694QG6 341015.02500000 PA USD 315644.63000000 0.045766362987 Long ABS-CBDO CORP US N 2 2035-12-20 Variable 0.034902 N N N N N N Dominion Energy Midstream Partners Lp ILUL7B6Z54MRYCF6H308 25746UDD8 375000.00000000 PA USD 328125.00000000 0.047575933273 Long DBT CORP US N 2 2024-12-15 Variable 0.04650000 N N N N N N Mountain View Clo 2017-1 Limited Mountain View Clo 2017-1 Llc N/A 62432HAN0 230000.00000000 PA USD 218442.27000000 0.031672670054 Long ABS-O CORP KY N 2 2029-10-16 Floating 0.06429100 N N N N N N Stars Group Holdings Bv 549300RNFXC8F8RT6R13 N/A 147000.00000000 PA USD 144733.26000000 0.020985355947 Long DBT CORP US N 2 2026-07-21 Floating 0.06979860 N N N N N N Blackrock Multi-Sector Income Tr 549300BOVTR6GS7HLC41 09258A107 11978.00000000 NS USD 170207.38000000 0.024678933191 Long RF US N 1 N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 404280AT6 110000.00000000 PA USD 106598.50000000 0.015456070470 Long DBT CORP GB N 2 2025-03-30 Variable 0.06375000 N N N N N N Sun Country Airlines Holdings 549300MOHOJN9GH0NJ48 866683105 7908.00000000 NS USD 125420.88000000 0.018185189845 Long EC CORP US N 1 N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 227000.00000000 PA USD 210453.97000000 0.030514419912 Long DBT CORP US N 2 2030-03-01 Fixed 0.05375000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 245000.00000000 PA USD 226556.40000000 0.032849164706 Long DBT CORP CA N 2 2028-02-15 Fixed 0.06000000 N N N N N N APPLIED MATLS INC 41BNNE1AFPNAZELZ6K07 038222105 1713.00000000 NS USD 166811.94000000 0.024186617071 Long EC CORP US N 1 N N N Nike Inc 787RXPR0UX0O0XUXPZ81 654106103 3544.00000000 NS USD 414683.44000000 0.060126328902 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 91000.00000000 PA USD 81963.70000000 0.011884189019 Long DBT CORP US N 2 2025-05-15 Variable 0.05950000 N N N N N N Primo Water Corporation Cda N/A 74167P108 20545.00000000 NS USD 319269.30000000 0.046291915925 Long EC CORP CA N 1 N N N Scientific Games International Inc RLTHESQ0RNFQJWPBJN60 80874YBE9 350000.00000000 PA USD 336000.00000000 0.048717755672 Long DBT CORP US N 2 2029-11-15 Fixed 0.07250000 N N N N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 211.00000000 NS USD 29187.63000000 0.004232011389 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 250000.00000000 PA USD 184511.25000000 0.026752898798 Long DBT CORP US N 2 2034-01-15 Fixed 0.04250000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AF4 138000.00000000 PA USD 126250.14000000 0.018305427006 Long DBT CORP US N 2 2030-10-15 Fixed 0.05500000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B2CJ7 1456586.88600000 PA USD 85739.37000000 0.012431635949 Long ABS-CBDO USGSE US N 2 2033-04-15 Fixed 0.03000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAC0 237000.00000000 PA USD 173012.21000000 0.025085614806 Long DBT CORP US N 2 2028-04-15 Fixed 0.07750000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BS2 172000.00000000 PA USD 135781.53000000 0.019687414890 Long DBT CORP US N 2 2031-11-10 Fixed 0.02125000 N N N N N N ITRON INC 24F6LSZD18II6ICG6S41 465741AN6 375000.00000000 PA USD 307050.00000000 0.044520199045 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Itron Inc USD XXXX N N N Rli Corp 529900AMTJE5ECN9PS55 749607107 2832.00000000 NS USD 371756.64000000 0.053902229634 Long EC CORP US N 1 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 195000.00000000 PA USD 176777.50000000 0.025631556706 Long DBT CORP KY N 2 2026-04-15 Fixed 0.04250000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460W552 3775.00000000 NS USD 72140.25000000 0.010459854385 Long EP CORP US N 1 N N N Deerfield Dakota Holding Llc 549300FDREJLOIGXY104 N/A 102736.57000000 PA USD 95770.00000000 0.013886010299 Long DBT CORP US N 2 2027-04-09 Floating 0.08073040 N N N N N N Ard Finance S A 6354006P6QPGGPVJW880 00191AAD8 93000.00000000 PA USD 64684.52000000 0.009378823336 Long DBT CORP LU N 2 2027-06-30 Fixed 0.06500000 N N N N N N Penske Truck Leasing Company L P Ptl Finance Corp N/A 709599BL7 111000.00000000 PA USD 97667.29000000 0.014161104676 Long DBT CORP US N 2 2025-11-15 Fixed 0.01200000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2E1 91000.00000000 PA USD 86738.44000000 0.012576494426 Long DBT CORP CA N 2 2032-06-08 Fixed 0.04456000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CS6 92000.00000000 PA USD 73084.19000000 0.010596719380 Long DBT CORP US N 2 2032-02-01 Fixed 0.02539000 N N N N N N Ttm Technologies Inc 549300SC4BDOIS008048 87305R109 36098.00000000 NS USD 544357.84000000 0.078928250736 Long EC CORP US N 1 N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143AP6 393000.00000000 PA USD 286527.28000000 0.041544541727 Long DBT CORP US N 2 2026-04-01 Fixed 0.00500000 N N N N N JetBlue Airways Corp USD XXXX N N N Terraform Power Operating Llc 5493000S2OLR3UT5BE13 88104LAE3 395000.00000000 PA USD 355496.05000000 0.051544552697 Long DBT CORP US N 2 2028-01-31 Fixed 0.05000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AQ9 98000.00000000 PA USD 75985.46000000 0.011017384151 Long DBT CORP US N 2 2030-08-15 Fixed 0.01600000 N N N N N N ARES CLO Ltd N/A 04016GBK3 825000.00000000 PA USD 752557.58000000 0.109115822356 Long ABS-O CORP XX N 2 2029-01-15 Floating 0.06879100 N N N N N N Barnes Group Inc G1MSYD2DQZX30V5DMX12 067806109 6558.00000000 NS USD 267894.30000000 0.038842884087 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXTF9 2613968.10500000 PA USD 2398033.45000000 0.347698832474 Long ABS-MBS USGSE US N 2 2061-07-01 Fixed 0.03500000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BL4 98000.00000000 PA USD 84017.28000000 0.012181944402 Long DBT CORP US N 2 2030-03-01 Fixed 0.02920000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 300000.00000000 PA USD 267019.98000000 0.038716113527 Long DBT CORP US N 2 2029-02-01 Fixed 0.05750000 N N N N N N Agree Realty Corp N/A 008492100 3782.00000000 NS USD 268257.26000000 0.038895510863 Long EC CORP US N 1 N N N Ansys Inc 549300VJV8H15Z5FJ571 03662Q105 941.00000000 NS USD 227336.19000000 0.032962229047 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHHT7 8714150.46000000 PA USD 7111315.46000000 1.031093241338 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N Wind River CLO Ltd 549300HNMTL6LADXI169 97316FAE1 725000.00000000 PA USD 686473.50000000 0.099534072168 Long ABS-O CORP US N 2 2030-07-20 Floating 0.06242600 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 9856.00000000 NS USD 243738.88000000 0.035340509534 Long EC CORP US N 1 N N N Cleveland-Cliffs Inc New 549300TM2WLI2BJMDD86 185899AH4 250000.00000000 PA USD 238831.16000000 0.034628922916 Long DBT CORP US N 2 2027-06-01 Fixed 0.05875000 N N N N N N XPO ESCROW SUB LLC N/A 98379JAA3 233000.00000000 PA USD 235777.36000000 0.034186142314 Long DBT CORP US N 2 2027-11-15 Fixed 0.07500000 N N N N N N Principal Life Global Funding II Global Medium Terminal Nts Book Entry Registered S 635400WSLKBQWSOIIT41 74256LEP0 146000.00000000 PA USD 126588.55000000 0.018354494195 Long DBT CORP US N 2 2026-08-16 Fixed 0.01250000 N N N N N N Expedia Group Inc N/A 30212PAR6 146000.00000000 PA USD 123851.09000000 0.017957580780 Long DBT CORP US N 2 2030-02-15 Fixed 0.03250000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABK4 237000.00000000 PA USD 208822.44000000 0.030277858960 Long DBT CORP US N 2 2030-02-15 Fixed 0.04750000 N N N N N Vanguard Scottsdale Fds N/A 92206C409 7850.00000000 NS USD 590241.50000000 0.085581074954 Long RF US N 1 N N N Nextera Energy Inc N/A 65339F770 2078.00000000 NS USD 105354.60000000 0.015275713279 Long EP CORP US N 1 N N N Morgan Stanley Group Inc IGJSJL3JD5P30I6NJZ34 617446448 4669.00000000 NS USD 396958.38000000 0.057556313598 Long EC CORP US N 1 N N N Suburban Propane Partners L P Suburban Energy Finance Corp N/A 864486AK1 245000.00000000 PA USD 232799.22000000 0.033754331906 Long DBT CORP US N 2 2027-03-01 Fixed 0.05875000 N N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAC9 506000.00000000 PA USD 348517.62000000 0.050532726960 Long DBT CORP US N 2 2029-06-01 Fixed 0.04875000 N N N N N N SLM CORP N/A 78442PGD2 100000.00000000 PA USD 91495.63000000 0.013266255200 Long DBT CORP US N 2 2025-10-29 Fixed 0.04200000 N N N N N N TEXAS INSTRS INC WDJNR2L6D8RWOEB8T652 882508104 4179.00000000 NS USD 690454.38000000 0.100111273177 Long EC CORP US N 1 N N N Southwest Airls Co UDTZ87G0STFETI6HGH41 844741BG2 552000.00000000 PA USD 662952.00000000 0.096123611781 Long DBT CORP US N 2 2025-05-01 Fixed 0.01250000 N N N N Y Southwest Airlines Co USD XXXX N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 153000.00000000 PA USD 141840.18000000 0.020565878671 Long DBT CORP US N 2 2029-02-01 Fixed 0.05375000 N N N N N N Cisco System Inc 549300LKFJ962MZ46593 17275R102 17153.00000000 NS USD 817168.92000000 0.118484035082 Long EC CORP US N 1 N N N PGT INNOVATIONS INC 549300LRW9WM59C1S579 69336VAB7 298000.00000000 PA USD 249498.27000000 0.036175582614 Long DBT CORP US N 2 2029-10-01 Fixed 0.04375000 N N N N N N Morgan Stanley & Co N/A N/A 24.00000000 NC USD -4190.40000000 -0.00060758001 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Long United States Department of The Treasury United States Treasury Note/Bond 2023-03-23 2842940.40000000 USD -4190.40000000 N N N LLOYDS BKG GROUP PLC 549300PPXHEU2JF0AM85 53944YAH6 225000.00000000 PA USD 220841.40000000 0.032020527879 Long DBT CORP GB N 2 2024-03-12 Fixed 0.03900000 N N N N N N Bp Plc 213800LH1BZH3DI6G760 055622104 8522.00000000 NS USD 297673.46000000 0.043160663376 Long EC CORP GB N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBZC7 5914074.17400000 PA USD 5023266.46000000 0.728340083558 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N Telesat Canada Telesat Llc N/A 87952VAM8 55000.00000000 PA USD 15908.82000000 0.002306672636 Long DBT CORP CA N 2 2027-10-15 Fixed 0.06500000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBF8 125000.00000000 PA USD 114375.00000000 0.016583611026 Long DBT CORP US N 2 2030-06-15 Fixed 0.07500000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 8172.00000000 NS USD 1158707.88000000 0.168004902957 Long EC CORP US N 1 N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAE0 143000.00000000 PA USD 122175.63000000 0.017714650272 Long DBT CORP US N 2 2027-03-15 Fixed 0.05500000 N N N N Y Blackstone Mortgage Trust Inc USD XXXX N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 761.00000000 NS USD 356962.27000000 0.051757144803 Long EC CORP US N 1 N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AT9 98000.00000000 PA USD 92081.68000000 0.013351228536 Long DBT CORP US N 2 2026-08-15 Fixed 0.03600000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CP5 137000.00000000 PA USD 121733.87000000 0.017650598022 Long DBT CORP US N 2 2032-04-15 Fixed 0.03250000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAW5 150000.00000000 PA USD 132380.04000000 0.019194221561 Long DBT CORP US N 2 2030-07-15 Fixed 0.05500000 N N N N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 5819.00000000 NS USD 321266.99000000 0.046581567632 Long EC CORP US N 1 N N N Charter Communications Operating Llc Charter Communications Operating Capital Corp N/A 161175BR4 147000.00000000 PA USD 138303.13000000 0.020053030047 Long DBT CORP US N 2 2029-03-30 Fixed 0.05050000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050411 250000.00000000 PA USD 251091.87000000 0.036406643970 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 0.05000000 N N N N N N Chobani Llc Chobani Finance Corporation Inc N/A 17027NAB8 285000.00000000 PA USD 248123.85000000 0.035976300895 Long DBT CORP US N 2 2028-11-15 Fixed 0.04625000 N N N N N N UNIFRAX ESCROW ISS CORP 549300RRU6BWJLD0YT71 90473LAA0 261000.00000000 PA USD 210018.01000000 0.030451208624 Long DBT CORP US N 2 2028-09-30 Fixed 0.05250000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BF0 96000.00000000 PA USD 95469.90000000 0.013842497804 Long DBT CORP US N 2 2026-06-01 Fixed 0.04875000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DU9 135000.00000000 PA USD 117446.04000000 0.017028891313 Long DBT CORP US N 2 2032-03-15 Fixed 0.02950000 N N N N N N Alliancebernstein Global High Income Fund Inc AE2ZT9UGMEIJ7T4R5734 01879R106 23475.00000000 NS USD 216439.50000000 0.031382281782 Long RF US N 1 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AYH53 354236.70200000 PA USD 15449.43000000 0.002240064154 Long ABS-CBDO USGSE US N 2 2028-02-15 Fixed 0.02500000 N N N N N N AERCAP IRELAND CAP/GLOBAL AVIATION TR N/A 00774MAW5 254000.00000000 PA USD 212794.92000000 0.030853842026 Long DBT CORP IE N 2 2028-10-29 Fixed 0.03000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 290000.00000000 PA USD 260486.70000000 0.037768831567 Long DBT CORP US N 2 2028-11-15 Fixed 0.05750000 N N N N N N ORGANON & CO/ORG N/A 68622TAA9 274000.00000000 PA USD 242599.60000000 0.035175321544 Long DBT CORP US N 2 2028-04-30 Fixed 0.04125000 N N N N N N Kaman Corp 5493003YK076OLTEQF95 483548AF0 116000.00000000 PA USD 107822.00000000 0.015633469797 Long DBT CORP US N 2 2024-05-01 Fixed 0.03250000 N N N N Y Kaman Corp USD XXXX N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 500255AX2 81000.00000000 PA USD 56777.76000000 0.008232395950 Long DBT CORP US N 2 2031-05-01 Fixed 0.03375000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 298000.00000000 PA USD 242515.38000000 0.035163110207 Long DBT CORP US N 2 2029-10-15 Fixed 0.04625000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 147000.00000000 PA USD 126033.24000000 0.018273977955 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N PPM Clo, Ltd. N/A 69377WAE9 1000000.00000000 PA USD 990551.00000000 0.143623278568 Long ABS-O CORP KY N 2 2031-01-20 Floating 0.09074520 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJF73 3014207.56200000 PA USD 2771996.66000000 0.401921000019 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.03500000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 24422EWH8 91000.00000000 PA USD 84945.79000000 0.012316572150 Long DBT CORP US N 2 2032-06-07 Fixed 0.03900000 N N N N N N Progress Residential Trust N/A 74331UAC2 1500000.00000000 PA USD 1339224.30000000 0.194178578089 Long ABS-O CORP US N 2 2039-04-17 Fixed 0.03600000 N N N N N N Chs Community Health System Inc 5493007X5NC5XI1BB106 12543DBD1 59000.00000000 PA USD 53400.19000000 0.007742670860 Long DBT CORP US N 2 2027-12-15 Fixed 0.08000000 N N N N N N BW HOLDING INC N/A N/A 160774.09000000 PA USD 140945.82000000 0.020436202445 Long DBT CORP US N 2 2028-12-14 Floating 0.08549000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 5076.00000000 NS USD 311412.60000000 0.045152746905 Long EC CORP US N 1 N N N Delta Air Lines Inc 2549008L7P4I8VB90936 N/A 529021.00000000 PA USD 538543.38000000 0.078085192874 Long DBT CORP US N 2 2027-10-20 Floating 0.07992600 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369105 967.00000000 NS USD 269425.54000000 0.039064903659 Long EC CORP US N 1 N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAB3 469000.00000000 PA USD 264909.27000000 0.038410074676 Long DBT CORP US N 2 2026-06-01 Fixed 0.00500000 N N N N Y Coinbase Global Inc USD XXXX N N N AutolIV Inc A23RUXWKASG834LTMK28 052800109 283.00000000 NS USD 21672.14000000 0.003142315539 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 172000.00000000 PA USD 155062.96000000 0.022483093449 Long DBT CORP US N 2 2028-02-24 Variable 0.03070000 N N N N N N Credit Agricole S A 969500TJ5KRTCJQWXH05 225313AM7 98000.00000000 PA USD 80096.17000000 0.011613409643 Long DBT CORP FR N 2 2030-01-14 Fixed 0.03250000 N N N N N N Hims & Hers Health Inc 549300ZQ4ZUYSAAX6P59 433000106 2171.00000000 NS USD 13916.11000000 0.002017742996 Long EC CORP US N 1 N N N Ncr Corporation New 549300Z40J86GGSTL398 00206R102 7752.00000000 NS USD 142714.32000000 0.020692623133 Long EC CORP US N 1 N N N Canpack S A Eastern Pennsylvania Land Investment Holding Llc N/A 13805AAA5 390000.00000000 PA USD 341710.22000000 0.049545699430 Long DBT CORP PL N 2 2025-11-01 Fixed 0.03125000 N N N N N N Columbia Banking System Inc N/A 197236102 8618.00000000 NS USD 259660.34000000 0.037649014886 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DB3 240000.00000000 PA USD 222964.18000000 0.032328316800 Long DBT CORP US N 2 2025-09-30 Variable 0.04500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKC97 4099786.29100000 PA USD 3614958.19000000 0.524144791269 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.03000000 N N N N N N Independence Realty Trust Inc 549300Z3L8NU44NQEB29 45378A106 10769.00000000 NS USD 181565.34000000 0.026325761525 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 127000.00000000 PA USD 124040.43000000 0.017985033816 Long DBT CORP US N 2 2028-07-25 Variable 0.04808000 N N N N N N Reinsurance Group America Inc LORM1GNEU1DKEW527V90 759351AL3 162000.00000000 PA USD 161226.22000000 0.023376724981 Long DBT CORP US N 2 2023-09-15 Fixed 0.04700000 N N N N N N Viemed Healthcare Inc N/A 92663R105 24286.00000000 NS USD 183602.16000000 0.026621086820 Long EC CORP CA N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 230000.00000000 PA USD 200357.60000000 0.029050513702 Long DBT CORP US N 2 2025-12-10 Variable 0.04000000 N N N N N N Helios Technologies Inc 5493000BCJSMIDRNTI78 42328H109 5850.00000000 NS USD 318474.00000000 0.046176602738 Long EC CORP US N 1 N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 2597.00000000 NS USD 223575.73000000 0.032416987465 Long EC CORP US N 1 N N N GRAY ESCROW II INC N/A 389286AA3 706000.00000000 PA USD 508778.90000000 0.073769542087 Long DBT CORP US N 2 2031-11-15 Fixed 0.05375000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 224000.00000000 PA USD 213455.33000000 0.030949597065 Long DBT CORP US N 2 2025-09-15 Fixed 0.07500000 N N N N N N FLEETCOR TECHNOLOGIES INC 549300FKKKZCXLK48427 N/A 201000.00000000 PA USD 198676.44000000 0.028806756731 Long DBT CORP US N 2 2028-04-30 Floating 0.00000000 N N N N N N ROC Securities Trust N/A 77118TAA1 900000.00000000 PA USD 843045.03000000 0.122235898191 Long ABS-CBDO CORP US N 2 2026-08-25 Variable 0.02487000 N N N N N N Natwest Group Plc 2138005O9XJIJN4JPN90 780097BK6 135000.00000000 PA USD 132013.64000000 0.019141096008 Long DBT CORP GB N 2 2025-03-22 Variable 0.04269000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBX2 93000.00000000 PA USD 100028.47000000 0.014503460005 Long DBT CORP US N 2 2032-10-19 Fixed 0.07750000 N N N N N N Banc America AlternatIVe Loan Tr N/A 05948KR92 837947.86300000 PA USD 712195.60000000 0.103263604856 Long ABS-CBDO CORP US N 2 2035-11-25 Fixed 0.06000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 251000.00000000 PA USD 231762.73000000 0.033604047780 Long DBT CORP US N 2 2032-08-19 Fixed 0.06100000 N N N N N N Wells Fargo & Company Medium Terminal Senior Nts Book Entry PBLD0EJDB5FWOLXP3B76 95000U2N2 169000.00000000 PA USD 157281.18000000 0.022804720533 Long DBT CORP US N 2 2026-04-30 Variable 0.02188000 N N N N N N PennyMac Financial Services In 549300W1D516HBDEU871 70932M107 32.00000000 NS USD 1813.12000000 0.000262890289 Long EC CORP US N 1 N N N Nxp B V Nxp Funding Llc N/A 62947QBA5 92000.00000000 PA USD 91295.77000000 0.013237276835 Long DBT CORP XX N 2 2024-03-01 Fixed 0.04875000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KPCQ9 4275210.40700000 PA USD 3888382.40000000 0.563789475369 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03500000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873CAB0 950000.00000000 PA USD 790526.54000000 0.114621067941 Long ABS-O CORP US N 2 2051-02-27 Variable 0.04826200 N N N N N N Morgan Stanley & Co N/A N/A -189.00000000 NC USD 595219.40000000 0.086302837204 N/A DE CORP US N 1 Morgan Stanley & Company N/A Short Russell 2000 Index RTY 2023-03-20 -17330224.40000000 USD 595219.40000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKW8 127000.00000000 PA USD 124035.91000000 0.017984378446 Long DBT CORP US N 2 2028-07-22 Variable 0.04948000 N N N N N N Commscope Inc 549300Z6K4JXMFE8QY54 N/A 454432.76000000 PA USD 427280.40000000 0.061952803960 Long DBT CORP US N 2 2026-04-04 Floating 0.07633600 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAE7 125000.00000000 PA USD 102188.66000000 0.014816673126 Long DBT CORP US N 2 2062-03-30 Variable 0.06375000 N N N N N N Charter Communications Operating Llc Charter Communications Operating Capital Corp N/A 161175BQ6 145000.00000000 PA USD 143287.72000000 0.020775762303 Long DBT CORP US N 2 2024-02-01 Fixed 0.04500000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAM6 112000.00000000 PA USD 89046.03000000 0.012911079562 Long DBT CORP US N 2 2031-06-01 Fixed 0.02800000 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AM7 230000.00000000 PA USD 214131.55000000 0.031047644448 Long DBT CORP CA N 2 2029-01-15 Fixed 0.06875000 N N N N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 193.00000000 NS USD 77182.63000000 0.011190965805 Long EC CORP US N 1 N N N Blue Racer Midstream Llc Blue Racer Finance Corp N/A 095796AE8 157000.00000000 PA USD 151971.29000000 0.022034821950 Long DBT CORP US N 2 2026-07-15 Fixed 0.06625000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AG6 196000.00000000 PA USD 184686.99000000 0.026778379924 Long DBT CORP US N 2 2028-09-15 Fixed 0.04500000 N N N N N N Nationstar Mortgage Holdings Inc N/A 63861CAA7 198000.00000000 PA USD 177210.00000000 0.025694266317 Long DBT CORP US N 2 2027-01-15 Fixed 0.06000000 N N N N N N Blackrock Corporate High Yield Fund Inc 97ZR60BLU36N5VJMH054 09255P107 25212.00000000 NS USD 220352.88000000 0.031949695742 Long RF US N 1 N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641593U8 98000.00000000 PA USD 86653.52000000 0.012564181593 Long DBT CORP CA N 2 2026-03-02 Fixed 0.01050000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 3592.00000000 NS USD 418072.88000000 0.060617775062 Long EC CORP US N 1 N N N AMPHENOL CORP NEW 549300D3L3G0R4U4VT04 032095101 1593.00000000 NS USD 121291.02000000 0.017586387731 Long EC CORP US N 1 N N N Alliant Holdings Intermediate Llc Alliant Holdings Co-Issuer Inc N/A 01883LAA1 148000.00000000 PA USD 133031.28000000 0.019288647011 Long DBT CORP US N 2 2027-10-15 Fixed 0.06750000 N N N N N N ATLAS LUXCO 4 / ALLIED UNIVERSAL N/A 019579AA9 410000.00000000 PA USD 338631.30000000 0.049099276596 Long DBT CORP XX N 2 2028-06-01 Fixed 0.04625000 N N N N N N Seg Holding Llc Seg Finance Corp N/A 78397KAA0 400000.00000000 PA USD 376000.00000000 0.054517488490 Long DBT CORP US N 2 2028-10-15 Fixed 0.05625000 N N N N N N Ms&Ad Insurance Group Hldgs 35380028MYWPB6AUO129 86562MBT6 141000.00000000 PA USD 134027.67000000 0.019433116905 Long DBT CORP JP N 2 2024-09-27 Fixed 0.02448000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 3682.00000000 NS USD 977276.44000000 0.141698556036 Long EC CORP US N 1 N N N Chart Inds Inc EM7QGKC1GYOF3LSZSL80 16115Q308 585.00000000 NS USD 67409.55000000 0.009773934484 Long EC CORP US N 1 N N N Sequoia Mortgage Trust 2007-1 N/A 81744HAH6 429311.34200000 PA USD 294973.86000000 0.042769239408 Long ABS-CBDO CORP US N 2 2046-09-20 Variable 0.03182 N N N N N N FORD MTR CO DEL 20S05OYHG0MQM4VUIC57 345370860 12638.00000000 NS USD 146979.94000000 0.021311109540 Long EC CORP US N 1 N N N Select Sector Spdr Tr 54930064FLK0RD4TRU75 81369Y506 2180.00000000 NS USD 190684.60000000 0.027647993313 Long RF US N 1 N N N Mcdonalds Corp UE2136O97NLB5BYP9H04 58013MFF6 119000.00000000 PA USD 113867.04000000 0.016509960219 Long DBT CORP US N 2 2028-04-01 Fixed 0.03800000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BF3 250000.00000000 PA USD 213859.64000000 0.031008219314 Long DBT CORP US N 2 2029-03-01 Fixed 0.05375000 N N N N N Reynolds Consumer Prods Llc 549300DWNZYMOSR1X343 N/A 299000.00000000 PA USD 296243.22000000 0.042953288129 Long DBT CORP US N 2 2027-02-04 Floating 0.00000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873KAB2 275000.00000000 PA USD 249923.49000000 0.036237236674 Long ABS-O CORP US N 2 2051-12-26 Variable 0.05438100 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AG8 140000.00000000 PA USD 128184.00000000 0.018585823789 Long DBT CORP US N 2 2025-05-01 None 0.00000000 N N N N N Hannon Armstrong Sustainable Infrastructure Capital Inc USD XXXX N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAK9 92000.00000000 PA USD 88526.37000000 0.012835732334 Long DBT CORP US N 2 2027-06-01 Fixed 0.03900000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EX7 186000.00000000 PA USD 183431.08000000 0.026596281363 Long DBT CORP US N 2 2027-09-09 Fixed 0.03950000 N N N N N N Imperial Brands Finance Plc 2138008L3B3MCG1DFS50 45262BAA1 105000.00000000 PA USD 100378.29000000 0.014554181568 Long DBT CORP GB N 2 2024-07-26 Fixed 0.03125000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 142000.00000000 PA USD 144862.13000000 0.021004041236 Long DBT CORP US N 2 2026-06-15 Fixed 0.06020000 N N N N N N Owens-Brockway Glasscontainer Inc V2UQUCDZJ9WY98W8QU33 69073TAR4 114000.00000000 PA USD 113188.58000000 0.016411588051 Long DBT CORP US N 2 2023-08-15 Fixed 0.05875000 N N N N N N SUMITOMO LIFE INSUR 549300I5OQCDADQSPI57 86564CAC4 490000.00000000 PA USD 408776.82000000 0.059269908456 Long DBT CORP JP N 2 2081-04-15 Variable 0.03375000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 186.00000000 NS USD 43650.48000000 0.006329028034 Long EC CORP US N 1 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CX5 93000.00000000 PA USD 94806.64000000 0.013746329534 Long DBT CORP US N 2 2032-11-17 Fixed 0.05750000 N N N N N N UFC HOLDINGS LLC 549300JEOTH7UMZ3C491 N/A 250000.00000000 PA USD 246390.00000000 0.035724904226 Long DBT CORP US N 2 2026-04-29 Floating 0.00000000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BM1 119000.00000000 PA USD 94990.50000000 0.013772988006 Long DBT CORP US N 2 2032-02-01 Fixed 0.02125000 N N N N N N Six Flags Theme Parks Inc 5493003MX0ZXTM8EVY68 83001WAC8 96000.00000000 PA USD 96653.95000000 0.014014177145 Long DBT CORP US N 2 2025-07-01 Fixed 0.07000000 N N N N N N E L F Beauty Inc 549300U2K9TCON25C029 26856L103 1321.00000000 NS USD 73051.30000000 0.010591950550 Long EC CORP US N 1 N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BH4 120000.00000000 PA USD 101266.80000000 0.014683009583 Long DBT CORP US N 2 2050-10-01 Variable 0.03700000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29082KAB1 91000.00000000 PA USD 82127.50000000 0.011907938925 Long DBT CORP US N 2 2030-02-15 Fixed 0.06750000 N N N N N N Cu Bancorp Calif 549300YI8VMFO7G36V04 695263103 777.00000000 NS USD 17832.15000000 0.002585542639 Long EC CORP US N 1 N N N Herc Holdings Inc 549300TP80QLITMSBP82 42704LAA2 260000.00000000 PA USD 242515.00000000 0.035163055109 Long DBT CORP US N 2 2027-07-15 Fixed 0.05500000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKT5 81000.00000000 PA USD 73118.98000000 0.010601763698 Long DBT CORP US N 2 2027-03-01 Fixed 0.02850000 N N N N N N PACTIV EVERGREEN GROUP N/A 69527AAA4 225000.00000000 PA USD 201015.00000000 0.029145832310 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N Plains All American Pipeline Lp 5521FA2ITF25TVH63740 726503AE5 110000.00000000 PA USD 94600.00000000 0.013716368114 Long DBT CORP US N 2 2023-02-03 Floating 0.08716100 N N N N N N Morgan Stanley Group Inc IGJSJL3JD5P30I6NJZ34 61762V606 16800.00000000 NS USD 386568.00000000 0.056049777901 Long EP CORP US N 1 N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 290000.00000000 PA USD 236158.60000000 0.034241419567 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N AlternatIVe Loan Trust 2006 24cb N/A 02146TAJ6 385270.42800000 PA USD 222884.53000000 0.032316768082 Long ABS-CBDO CORP US N 2 2036-08-01 Fixed 0.06000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DA6 279000.00000000 PA USD 241693.93000000 0.035044005444 Long DBT CORP US N 2 2032-03-15 Fixed 0.02875000 N N N N N N Affirm Inc N/A 00834WAF8 700000.00000000 PA USD 665162.33000000 0.096444094867 Long ABS-O CORP US N 2 2027-05-17 Fixed 0.04300000 N N N N N N AMENTUM GOVERNMENT SERVICES HOLDINGS 5493008CT6B5L54YSE94 N/A 250000.00000000 PA USD 243047.50000000 0.035240264052 Long DBT CORP US N 2 2029-02-15 Floating 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHSJ7 6132723.85600000 PA USD 5210293.56000000 0.755457763802 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02500000 N N N N N N Blackrock Enhanced International DIVidend Tr N8Y5YESYCLFDXNNUQV93 092524107 6400.00000000 NS USD 32128.00000000 0.004658345399 Long RF US N 1 N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109BS9 50000.00000000 PA USD 44120.37000000 0.006397158945 Long DBT CORP CA N 2 2082-03-15 Variable 0.05250000 N N N N N N American Electric Power Company Inc 1B4S6S7G0TW5EE83BO58 025537AN1 98000.00000000 PA USD 80518.57000000 0.011674654822 Long DBT CORP US N 2 2030-03-01 Fixed 0.02300000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAD2 73000.00000000 PA USD 74222.71000000 0.010761797175 Long DBT CORP US N 2 2030-05-15 Fixed 0.08750000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 164000.00000000 PA USD 144844.80000000 0.021001528502 Long DBT CORP US N 2 2030-01-31 Fixed 0.04125000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 145000.00000000 PA USD 127036.88000000 0.018419499051 Long DBT CORP US N 2 2027-07-22 Variable 0.01734000 N N N N N N B A T International Finance Plc Discount Commercial Paper 42 Yrs 3&4 21380041YBGOQDFAC823 05530QAN0 111000.00000000 PA USD 98352.05000000 0.014260390302 Long DBT CORP GB N 2 2026-03-25 Fixed 0.01668000 N N N N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 404280BZ1 109000.00000000 PA USD 105961.92000000 0.015363770622 Long DBT CORP GB N 2 2025-03-11 Variable 0.03803000 N N N N N N Halozyme Therapeutics Inc 529900242I3SV9AGM753 40637H109 3157.00000000 NS USD 179633.30000000 0.026045628631 Long EC CORP US N 1 N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAM0 200000.00000000 PA USD 172352.21000000 0.024989919215 Long DBT CORP NL N 2 2026-07-12 Fixed 0.01375000 N N N N N N Csx Corp 549300JVQR4N1MMP3Q88 126408103 15751.00000000 NS USD 487965.98000000 0.070751807708 Long EC CORP US N 1 N N N Ventas Realty Limited Partnership 32SXKSJ72K64GM3HOU64 92277GAD9 110000.00000000 PA USD 107519.81000000 0.015589654266 Long DBT CORP US N 2 2024-05-01 Fixed 0.03750000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAQ8 200000.00000000 PA USD 170058.55000000 0.024657353836 Long DBT CORP GB N 2 2027-06-14 Variable 0.01673000 N N N N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 33000.00000000 PA USD 27875.10000000 0.004041703306 Long DBT CORP US N 2 2030-03-01 Fixed 0.06625000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 2273.00000000 NS USD 211298.08000000 0.030636810224 Long EC CORP US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBP9 182000.00000000 PA USD 179508.59000000 0.026027546514 Long DBT CORP CA N 2 2083-01-15 Variable 0.07625000 N N N N N N Credit Suisse Group Ag 549300506SI9CRFV9Z86 225401AM0 117000.00000000 PA USD 103435.07000000 0.014997394250 Long DBT CORP CH N 2 2025-09-11 Variable 0.02593000 N N N N N N Meg Energy Corp 5493002WXPTG5ZC1T326 552704AE8 253000.00000000 PA USD 258032.68000000 0.037413015058 Long DBT CORP CA N 2 2027-02-01 Fixed 0.07125000 N N N N N N Morgan Stanley & Co N/A N/A 157.00000000 NC USD -1073655.10000000 -0.15567281797 N/A DE CORP US N 1 Morgan Stanley & Company N/A Long S&P 500 INDEX SPX 2023-03-20 31382505.10000000 USD -1073655.10000000 N N N ARKO CORP N/A 041242AA6 185000.00000000 PA USD 145262.00000000 0.021062019715 Long DBT CORP US N 2 2029-11-15 Fixed 0.05125000 N N N N N N Structured Adj Rate Mortgage Loan Tr N/A 863579UU0 163533.20000000 PA USD 138311.13000000 0.020054189994 Long ABS-CBDO CORP US N 2 2035-07-25 Variable 0.036883 N N N N N N Santander Holdings Usa Inc 549300SMVCQN2P0O6I58 80282KBB1 196000.00000000 PA USD 186766.49000000 0.027079893534 Long DBT CORP US N 2 2025-06-02 Fixed 0.03450000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBY0 85000.00000000 PA USD 82325.63000000 0.011936666452 Long DBT CORP GB N 2 2028-08-09 Variable 0.05501000 N N N N N N Avalonbay Cmntys Inc K9G90K85RBWD2LAGQX17 053484101 654.00000000 NS USD 105634.08000000 0.015316236012 Long EC CORP US N 1 N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TJF3 128000.00000000 PA USD 111293.63000000 0.016136832959 Long DBT CORP US N 2 2028-04-06 Fixed 0.01900000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBE3 98000.00000000 PA USD 74504.66000000 0.010802678042 Long DBT CORP US N 2 2032-04-01 Fixed 0.02550000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VJ2 360000.00000000 PA USD 345150.00000000 0.050044444554 Long DBT CORP CA N 2 2025-06-04 Variable 0.04900000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEP3 184000.00000000 PA USD 188090.47000000 0.027271861790 Long DBT CORP US N 2 2028-02-15 Fixed 0.05250000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 N/A 201000.00000000 PA USD 191474.61000000 0.027762539486 Long DBT CORP US N 2 2028-03-11 Floating 0.00000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 4239.00000000 NS USD 510121.26000000 0.073964175321 Long EC CORP US N 1 N N N Neuberger Berman CLO Ltd 549300UTI4Y2IA4RUP16 64129KBL0 1225000.00000000 PA USD 1116434.38000000 0.161875527824 Long ABS-O CORP KY N 2 2029-10-15 Floating 0.07079100 N N N N N N VFH PARENT LLC 549300FRO9M476YHHY64 N/A 152000.00000000 PA USD 147668.00000000 0.021410873644 Long DBT CORP US N 2 2029-01-13 Floating 0.07321050 N N N N N N PILOT TRAVEL CENTERS LLC 549300115UILLXNE1Z49 N/A 421000.00000000 PA USD 415632.25000000 0.060263900015 Long DBT CORP US N 2 2028-08-06 Floating 0.00000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 N/A 431000.00000000 PA USD 409631.02000000 0.059393761750 Long DBT CORP US N 2 2029-04-13 Floating 0.08598000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 243000.00000000 PA USD 216602.94000000 0.031405979490 Long DBT CORP US N 2 2026-03-01 Fixed 0.01750000 N N N N N N Timken Co B0I35MLPFXZSE70ASS73 887389104 5118.00000000 NS USD 361689.06000000 0.052442497781 Long EC CORP US N 1 N N N PETSMART INC N/A N/A 489899.50000000 PA USD 478416.26000000 0.069367162096 Long DBT CORP US N 2 2028-02-12 Floating 0.08130000 N N N N N N Ivanhoe Mines Ltd. 5299006XZISURYIA4G32 46579R955 30968.00000000 NS 244724.96000000 0.035483484548 Long EC CORP CA N 2 N N N Rfmsi Series 2007-S7 Tr N/A 76200RAV0 496314.12300000 PA USD 377348.47000000 0.054713007633 Long ABS-CBDO CORP US N 2 2037-07-25 Fixed 0.06000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAC7 208000.00000000 PA USD 176072.00000000 0.025529263918 Long DBT CORP US N 2 2029-05-15 Fixed 0.04875000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 144000.00000000 PA USD 112781.14000000 0.016352511973 Long DBT CORP US N 2 2032-10-20 Variable 0.02572000 N N N N N N Rali Series 2007-Qs1 Tr N/A 74922KAA3 228671.14000000 PA USD 173131.81000000 0.025102956008 Long ABS-CBDO CORP US N 2 2037-01-25 Fixed 0.06000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AS7 46000.00000000 PA USD 46757.92000000 0.006779586078 Long DBT CORP US N 2 2032-11-29 Fixed 0.06700000 N N N N N N Preston Ridge Partners Mortgag N/A 69360FAB1 325000.00000000 PA USD 268692.91000000 0.038958677203 Long ABS-CBDO CORP US N 2 2026-07-25 Variable 0.03474000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A9Q26 3819262.77400000 PA USD 3581038.40000000 0.519226648288 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 0.02500000 N N N N N N Medpace Holdings Inc 549300H8TYEUVTW14A54 58506Q109 1078.00000000 NS USD 228977.98000000 0.033200277630 Long EC CORP US N 1 N N N Central Pacific Financial Corp 549300W3YEAOZ4KGG849 154760409 1106.00000000 NS USD 22429.68000000 0.003252153779 Long EC CORP US N 1 N N N LAMAR MEDIA CORP N/A 513075BZ3 154000.00000000 PA USD 127316.04000000 0.018459975386 Long DBT CORP US N 2 2031-01-15 Fixed 0.03625000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BP9 126000.00000000 PA USD 110744.69000000 0.016057240325 Long DBT CORP US N 2 2028-03-20 Fixed 0.02000000 N N N N N N Morgan Stanley & Co N/A N/A -46.00000000 NC USD -702.42000000 -0.00010184620 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Short United States Department of The Treasury United States Treasury Note/Bond 2023-03-31 -4964063.32000000 USD -702.42000000 N N N Salesforce Common Inc RCGZFPDMRW58VJ54VR07 79466L302 2311.00000000 NS USD 306415.49000000 0.044428199333 Long EC CORP US N 1 N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 N/A 342068.37000000 PA USD 338969.23000000 0.049148274189 Long DBT CORP US N 2 2029-03-18 Floating 0.07383600 N N N N N N Lantheus Holdings Inc 5299005HUB5IOJGO7S39 516544103 4455.00000000 NS USD 227026.80000000 0.032917369563 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXH2 98000.00000000 PA USD 88099.50000000 0.012773839035 Long DBT CORP US N 2 2030-03-15 Fixed 0.03800000 N N N N N N Winnebago Inds Inc 549300B7OYKYJLTE3G11 974637AB6 257000.00000000 PA USD 269528.75000000 0.039079868420 Long DBT CORP US N 2 2025-04-01 Fixed 0.01500000 N N N N Y Winnebago Industries Inc USD XXXX N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 N/A 298088.15000000 PA USD 288525.48000000 0.041834267380 Long DBT CORP US N 2 2029-01-31 Floating 0.07633600 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAE2 80000.00000000 PA USD 66962.54000000 0.009709121020 Long DBT CORP US N 2 2029-06-07 Variable 0.01887000 N N N N N N Byline Bancorp Inc 549300W7ODP4YL2H4823 124411109 10458.00000000 NS USD 240220.26000000 0.034830333137 Long EC CORP US N 1 N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384BX6 500000.00000000 PA USD 497366.75000000 0.072114856565 Long STIV USGSE US N 2 N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113109 1420.00000000 NS USD 99882.80000000 0.014482338828 Long EC CORP US N 1 N N N Ppg Inds Inc 549300BKPEP01R3V6C59 693506107 3244.00000000 NS USD 407900.56000000 0.059142856609 Long EC CORP US N 1 N N N Berkshire Hathaway Inc Del 5493000C01ZX7D35SD85 084670702 1497.00000000 NS USD 462423.30000000 0.067048289722 Long EC CORP US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 75.00000000 NS USD 7806.00000000 0.001131817859 Long EC CORP US N 1 N N N Barclays Commercial Mortgage S N/A 07336AAG2 1264111.05000000 PA USD 54809.83000000 0.007947059245 Long ABS-MBS CORP US N 2 2055-02-15 Variable 0.00740200 N N N N N N DIRECTV FINANCING LLC N/A N/A 606789.60000000 PA USD 589471.82000000 0.085469476495 Long DBT CORP US N 2 2027-08-02 Floating 0.09383600 N N N N N N Houlihan Lokey Inc 549300S3CNGTQ1QZVY46 441593100 2942.00000000 NS USD 256424.72000000 0.037179871599 Long EC CORP US N 1 N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AY6 130000.00000000 PA USD 92963.00000000 0.013479014049 Long DBT CORP US N 2 2031-08-01 Fixed 0.04250000 N N N N N N Bridgewater Bancshares Inc 5493001FLSBTVILKXZ71 108621103 12877.00000000 NS USD 228437.98000000 0.033121981237 Long EC CORP US N 1 N N N Southern Co 549300FC3G3YU2FBZD92 842587DF1 351000.00000000 PA USD 319410.00000000 0.046312316486 Long DBT CORP US N 2 2051-01-15 Variable 0.04000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 79000.00000000 PA USD 67621.75000000 0.009804702067 Long DBT CORP US N 2 2030-04-15 Fixed 0.08750000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 2734.00000000 NS USD 209014.30000000 0.030305677379 Long EC CORP US N 1 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H824 14875.00000000 NS USD 267750.00000000 0.038821961551 Long EP CORP US N 1 N N N Waste Pro Usa Inc 549300BY1QXU5BI3UF28 94107JAA1 140000.00000000 PA USD 123634.00000000 0.017926104180 Long DBT CORP US N 2 2026-02-15 Fixed 0.05500000 N N N N N N Cedar Fair L P Canadas Wonderland Company Magnum Management Corporation Millennium Operations N/A 150190AB2 125000.00000000 PA USD 119375.00000000 0.017308577629 Long DBT CORP US N 2 2027-04-15 Fixed 0.05375000 N N N N N N Blue Racer Midstream Llc Blue Racer Finance Corp N/A 095796AH1 74000.00000000 PA USD 73448.99000000 0.010649612944 Long DBT CORP US N 2 2025-12-15 Fixed 0.07625000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 221000.00000000 PA USD 181741.24000000 0.026351265850 Long DBT CORP US N 2 2031-03-21 Fixed 0.02550000 N N N N N N FOLEY PRODUCTS CO LLC N/A N/A 156360.41000000 PA USD 150758.02000000 0.021858905904 Long DBT CORP US N 2 2029-02-16 Floating 0.08453200 N N N N N N Wesco Distribution Inc 549300I2CEZJG9N4AH67 95081QAP9 400000.00000000 PA USD 405189.59000000 0.058749784067 Long DBT CORP US N 2 2028-06-15 Fixed 0.07250000 N N N N N N Dai-Ichi Life Holdings Inc 3538001235ACEIORUV72 23380YAC1 473000.00000000 PA USD 461094.82000000 0.066855668995 Long DBT CORP JP N 2 2024-10-28 Variable 0.05100000 N N N N N N Liberty InteractIVe Llc 549300SZUIU7Z32Q0664 530610AD6 245000.00000000 PA USD 237160.00000000 0.034386615878 Long DBT CORP US N 2 2046-09-30 Fixed 0.01750000 N N N N N Charter Communications Inc USD XXXX N N N Staples Inc XQM2JINI1UL7642TU573 855030AP7 203000.00000000 PA USD 146180.30000000 0.021195167081 Long DBT CORP US N 2 2027-04-15 Fixed 0.10750000 N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 359000.00000000 PA USD 273748.27000000 0.039691670635 Long DBT CORP FR N 2 2029-10-15 Fixed 0.05500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 397000.00000000 PA USD 333079.03000000 0.048294234533 Long DBT CORP US N 2 2029-03-15 Fixed 0.03500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 186000.00000000 PA USD 163912.50000000 0.023766217638 Long DBT CORP US N 2 2025-02-01 Variable 0.04600000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 285000.00000000 PA USD 224494.50000000 0.032550202978 Long DBT CORP US N 2 2028-07-01 Fixed 0.04250000 N N N N N N Expeditors International Washington Inc 984500B055A804AB6E40 302130109 2556.00000000 NS USD 265619.52000000 0.038513056182 Long EC CORP US N 1 N N N Devon Energy Corporation Iam Commercial Paper 42 54930042348RKR3ZPN35 25179M103 14522.00000000 NS USD 893248.22000000 0.129515025407 Long EC CORP US N 1 N N N APTIV PLC N/A G6095L109 3247.00000000 NS USD 302393.11000000 0.043844981101 Long EC CORP JE N 1 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FE3 183000.00000000 PA USD 147875.84000000 0.021441009056 Long DBT CORP US N 2 2031-10-21 Fixed 0.01950000 N N N N N N Colfax Corp 635400OP2DYYYMOIYL17 194014502 6080.00000000 NS USD 325401.60000000 0.047181058464 Long EC CORP US N 1 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZN1 181000.00000000 PA USD 161313.37000000 0.023389361149 Long DBT CORP US N 2 2028-04-19 Fixed 0.04375000 N N N N N N TEINE ENERGY LTD 5493002EE80G6ER7SM91 879068AB0 190000.00000000 PA USD 170525.00000000 0.024724985970 Long DBT CORP CA N 2 2029-04-15 Fixed 0.06875000 N N N N N N INEOS US PETROCHEM LLC N/A N/A 454453.57000000 PA USD 445705.34000000 0.064624297190 Long DBT CORP US N 2 2026-01-29 Floating 0.07133600 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABH4 238000.00000000 PA USD 234360.89000000 0.033980763625 Long DBT CORP US N 2 2025-05-01 Fixed 0.04700000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 N/A 323000.00000000 PA USD 317011.58000000 0.045964561606 Long DBT CORP US N 2 2029-09-12 Floating 0.00000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBF0 92000.00000000 PA USD 76195.36000000 0.011047818249 Long DBT CORP CA N 2 2031-12-02 Fixed 0.02450000 N N N N N N Blackrock Debt Strategies Fund Inc Y02PFSGMGNYKWM70AJ95 09255R202 2000.00000000 NS USD 18400.00000000 0.002667877096 Long RF US N 1 N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 395000.00000000 PA USD 423676.70000000 0.061430291531 Long DBT CORP US N 2 2025-07-15 Fixed 0.11750000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B15X6 1190485.74600000 PA USD 53382.57000000 0.007740116078 Long ABS-CBDO USGSE US N 2 2028-03-15 Fixed 0.02500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABC35 1133569.87500000 PA USD 104572.05000000 0.015162248756 Long ABS-CBDO USGSE US N 2 2033-02-25 Fixed 0.03000000 N N N N N N Bank N/A 06540LBF3 900000.00000000 PA USD 740945.07000000 0.107432085973 Long ABS-MBS CORP US N 2 2064-11-15 Variable 0.02618000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599DF9 200000.00000000 PA USD 204000.00000000 0.029578637372 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N Cwmbs Inc N/A 126694LU0 278395.86300000 PA USD 217438.39000000 0.031527114160 Long ABS-CBDO CORP US N 2 2035-11-25 Variable 0.03446200 N N N N N N Hub International Ltd 549300JQT6ATTUNS5E06 44332PAD3 107000.00000000 PA USD 104751.93000000 0.015188330154 Long DBT CORP US N 2 2026-05-01 Fixed 0.07000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBE4 251000.00000000 PA USD 218603.07000000 0.031695984980 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Expedia Group Inc USD XXXX N N N Gardner Denver Inc 549300YHGS5RRRQQ4T26 N/A 249358.97000000 PA USD 247022.48000000 0.035816609601 Long DBT CORP US N 2 2027-02-28 Floating 0.06173040 N N N N N N Celanese Corporation Del 549300FHJQTDPPN41627 150870103 553.00000000 NS USD 56538.72000000 0.008197736746 Long EC CORP US N 1 N N N Hca Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 1206.00000000 NS USD 289391.76000000 0.041959872194 Long EC CORP US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 184000.00000000 PA USD 183425.11000000 0.026595415753 Long DBT CORP US N 2 2029-02-01 Fixed 0.05875000 N N N N N N Virtus Convertible & Income Fund 549300WT3ICVH2Z06O49 92838X102 12300.00000000 NS USD 41820.00000000 0.006063620661 Long RF US N 1 N N N Knowles Corp 5493003EO323TDZQU148 49926D109 14310.00000000 NS USD 234970.20000000 0.034069109505 Long EC CORP US N 1 N N N BFLD Trust N/A 05493AAG5 950000.00000000 PA USD 871217.45000000 0.126320710912 Long ABS-MBS CORP US N 2 2035-10-15 Floating 0.06017900 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 N/A 250000.00000000 PA USD 248352.50000000 0.036009453617 Long DBT CORP US N 2 2026-11-01 Floating 0.00000000 N N N N N N Sabine Pass Liquefaction Llc 549300KJYBG7C6WJYZ11 785592AU0 147000.00000000 PA USD 138175.73000000 0.020034557898 Long DBT CORP US N 2 2028-03-15 Fixed 0.04200000 N N N N N N Icahn Enterprises L P Icahn Enterprises Finance Corp N/A 451102BQ9 275000.00000000 PA USD 266695.00000000 0.038668993598 Long DBT CORP US N 2 2025-12-15 Fixed 0.06375000 N N N N N N OWENS & MINOR INC 549300LMT5KQQXCEZ733 690732AG7 197000.00000000 PA USD 169301.80000000 0.024547630140 Long DBT CORP US N 2 2030-04-01 Fixed 0.06625000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBE7 195000.00000000 PA USD 170889.40000000 0.024777821536 Long DBT CORP US N 2 2029-08-01 Fixed 0.03150000 N N N N N N Blackrock Tcp Capital Corp 549300JU1XG1HF56J989 09259E108 2150.00000000 NS USD 27821.00000000 0.004033859168 Long EC CORP US N 1 N N N MCAFEE CORP 2549009UKR8UEZYVCR93 N/A 514000.00000000 PA USD 477192.46000000 0.069189719270 Long DBT CORP US N 2 2029-03-01 Floating 0.00000000 N N N N N N Bloomin Brands Inc E1UJ2GO305B5FXGV7N04 094235AB4 89000.00000000 PA USD 161312.50000000 0.023389235005 Long DBT CORP US N 2 2025-05-01 Fixed 0.05000000 N N N N Y Bloomin' Brands Inc USD XXXX N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BY9 200000.00000000 PA USD 173387.93000000 0.025140091697 Long DBT CORP JP N 2 2027-07-20 Variable 0.01538000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBZ2 147000.00000000 PA USD 113097.92000000 0.016398442957 Long DBT CORP JP N 2 2030-09-23 Fixed 0.02142000 N N N N N N Radian Group Inc 54930005OUP720S5U385 750236101 11037.00000000 NS USD 210475.59000000 0.030517554668 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032617 1875000.00000000 PA USD 1703067.60000000 0.246933426281 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.03500000 N N N N N N Charter Communications Operating Llc 549300TPZNMN50BJ3745 N/A 627000.00000000 PA USD 611437.86000000 0.088654405572 Long DBT CORP US N 2 2027-02-01 Floating 0.06140000 N N N N N N Ziggo Secured Finance BV N/A N/A 255000.00000000 PA USD 248227.20000000 0.035991285954 Long DBT CORP US N 2 2028-04-30 Floating 0.00000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 1242.00000000 NS USD 232092.54000000 0.033651868027 Long EC CORP US N 1 N N N Ss&C Technologies Inc 549300KY09TR3J12JU49 N/A 77374.13000000 PA USD 75923.37000000 0.011008381516 Long DBT CORP US N 2 2025-04-16 Floating 0.06133600 N N N N N N Bjs Wholesale Club Holdings Inc 549300UCIWH1C93V0J03 05550J101 1525.00000000 NS USD 100894.00000000 0.014628956073 Long EC CORP US N 1 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CY3 202000.00000000 PA USD 193335.75000000 0.028032392354 Long DBT CORP US N 2 2028-11-16 Fixed 0.04125000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 89000.00000000 PA USD 82414.09000000 0.011949492561 Long DBT CORP US N 2 2028-03-24 Variable 0.03526000 N N N N N N VICI PROPERTIES / NOTE CO N/A 92564RAJ4 326000.00000000 PA USD 317772.05000000 0.046074824676 Long DBT CORP US N 2 2027-02-01 Fixed 0.05750000 N N N N N N Indymac Mbs Inc N/A 45660LEW5 835546.37900000 PA USD 783283.79000000 0.113570917569 Long ABS-CBDO CORP US N 2 2035-04-25 Fixed 0.05500000 N N N N N N CHNGE Mortgage Trust N/A 12551SAA4 757646.07000000 PA USD 748244.82000000 0.108490500964 Long ABS-CBDO CORP US N 2 2057-10-25 Variable 0.06000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 90000.00000000 PA USD 81900.00000000 0.011874952945 Long DBT CORP US N 2 2052-03-01 Variable 0.05125000 N N N N N N Hartford Financial Svcs Group Inc IU7C3FTM7Y3BQM112U94 416515BE3 98000.00000000 PA USD 83896.03000000 0.012164363962 Long DBT CORP US N 2 2029-08-19 Fixed 0.02800000 N N N N N N LEIDOS HLDGS INC 549300IUTGTP6EJP8124 525327102 274.00000000 NS USD 28822.06000000 0.004179006181 Long EC CORP US N 1 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 2374.00000000 NS USD 204662.54000000 0.029674701247 Long EC CORP US N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 135000.00000000 PA USD 115369.65000000 0.016727828633 Long DBT CORP US N 2 2032-02-01 Fixed 0.04750000 N N N N N N Lincoln National Corporation Ind EFQMQROEDSNBRIP7LE47 534187BH1 98000.00000000 PA USD 90418.67000000 0.013110103194 Long DBT CORP US N 2 2028-03-01 Fixed 0.03800000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAJ3 249000.00000000 PA USD 198519.16000000 0.028783952182 Long DBT CORP US N 2 2031-07-15 Fixed 0.01950000 N N N N N N REALPAGE INC 5493001RSFZX4122A604 N/A 255000.00000000 PA USD 241995.00000000 0.035087658583 Long DBT CORP US N 2 2028-04-22 Floating 0.00000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887406 11300.00000000 NS USD 565904.00000000 0.082052300018 Long EP CORP US N 1 N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BU2 86000.00000000 PA USD 86621.43000000 0.012559528758 Long DBT CORP US N 2 2025-10-15 Fixed 0.04950000 N N N N N N Zumiez Inc 549300J0PDF58P6HZD25 989817101 8040.00000000 NS USD 174789.60000000 0.025343324484 Long EC CORP US N 1 N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAK8 180000.00000000 PA USD 361620.00000000 0.052432484542 Long DBT CORP US N 2 2025-06-15 Fixed 0.03500000 N N N N Y ATI Inc USD XXXX N N N Teva Pharmaceutical Finance Netherlands III B V 5493004T21MOAFINJP35 88167AAE1 572000.00000000 PA USD 500214.00000000 0.072527688797 Long DBT CORP NL N 2 2026-10-01 Fixed 0.03150000 N N N N N N Ast Research Inc 9884007ER46L6N7EI764 700593000 7020.00000000 NS 308130.57000000 0.044676874477 Long EC CORP KR N 2 N N N Ncl Corporation Ltd UNZWILHE4KMRP9K2L524 62886HBA8 78000.00000000 PA USD 61266.66000000 0.008883256466 Long DBT CORP BM N 2 2026-03-15 Fixed 0.05875000 N N N N N N National Storage Affiliates Tr N/A 637870106 8761.00000000 NS USD 316447.32000000 0.045882747675 Long EC CORP US N 1 N N N Idexx Labs Inc OGMTXK0LUU1HKV2P0J84 45168D104 50.00000000 NS USD 20398.00000000 0.002957573750 Long EC CORP US N 1 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855RAJ9 200000.00000000 PA USD 182518.00000000 0.026463890862 Long DBT CORP US N 2 2028-06-15 Fixed 0.04375000 N N N N N N Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry 784F5XWPLTWKTBV3E584 38144GAC5 142000.00000000 PA USD 118644.38000000 0.017202642609 Long DBT CORP US N 2 2025-02-10 Variable 0.04400000 N N N N N Cedar Fair L P 549300TUVLNQQ6BVKH61 150185106 5298.00000000 NS USD 219019.32000000 0.031756338450 Long EC CORP US N 1 N N N Harley Marine Financing Llc 5493005HW7HO5Y757M86 41284LAA2 1156913.14000000 PA USD 1131393.95000000 0.164044565551 Long ABS-O CORP US N 2 2043-05-15 Fixed 0.06682000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AU5 200000.00000000 PA USD 155821.24000000 0.022593038984 Long DBT CORP US N 2 2062-02-15 Variable 0.03875000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A66D1 973060.66000000 PA USD 35740.23000000 0.005182094621 Long ABS-CBDO USGSE US N 2 2027-07-25 Fixed 0.03000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CE9 575000.00000000 PA USD 558828.64000000 0.081026420078 Long DBT CORP US N 2 2025-06-15 Fixed 0.05750000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CN0 111000.00000000 PA USD 99006.59000000 0.014355294230 Long DBT CORP US N 2 2025-12-02 Fixed 0.02000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAV7 240000.00000000 PA USD 207702.30000000 0.030115446142 Long DBT CORP US N 2 2029-10-01 Fixed 0.05000000 N N N N N N Lowes Cos Inc Discount Commercial Paper 4a2 Yrs 3&4 WAFCR4OKGSC504WU3E95 548661107 2240.00000000 NS USD 446297.60000000 0.064710170934 Long EC CORP US N 1 N N N Procter & Gamble Company 2572IBTT8CCZW6AU4141 742718FM6 81000.00000000 PA USD 63553.63000000 0.009214851840 Long DBT CORP US N 2 2030-10-29 Fixed 0.01200000 N N N N N N Astrazeneca Plc PY6ZZQWO2IZFZC3IOL08 046353108 4221.00000000 NS USD 286183.80000000 0.041494739422 Long EC CORP GB N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CA1 91000.00000000 PA USD 77331.45000000 0.011212543710 Long DBT CORP US N 2 2032-03-03 Fixed 0.02900000 N N N N N N Maravai LifeSciences Holdings N/A 56600D107 12971.00000000 NS USD 185615.01000000 0.026912936625 Long EC CORP US N 1 N N N Altice France Holding S A 5299000JVHXKJPOE6H40 02156TAB0 122000.00000000 PA USD 93025.00000000 0.013488003635 Long DBT CORP LU N 2 2027-05-15 Fixed 0.10500000 N N N N N N Charter Communications Operating Llc Charter Communications Operating Capital Corp N/A 161175AY0 104000.00000000 PA USD 101930.50000000 0.014779241650 Long DBT CORP US N 2 2025-07-23 Fixed 0.04908000 N N N N N N DELTA 2 LUX SARL 549300BBG8Z3D6QSYP53 N/A 367000.00000000 PA USD 366541.25000000 0.053146032920 Long DBT CORP US N 2 2030-01-15 Floating 0.07573000 N N N N N N Regions Financial Corporation New CW05CS5KW59QTC0DG824 7591EPAR1 240000.00000000 PA USD 233935.20000000 0.033919041418 Long DBT CORP US N 2 2025-06-15 Variable 0.05750000 N N N N N Clarus Corporation New 549300PKSLI6PT0ULL72 18270P109 9804.00000000 NS USD 76863.36000000 0.011144673787 Long EC CORP US N 1 N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 469815AK0 158000.00000000 PA USD 142615.70000000 0.020678323891 Long DBT CORP US N 2 2029-02-15 Fixed 0.06750000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 283000.00000000 PA USD 263584.64000000 0.038218012174 Long DBT CORP US N 2 2030-08-01 Fixed 0.04625000 N N N N N N Morgan Stanley & Co N/A N/A 2.00000000 NC USD -537.68000000 -0.00007796000 N/A DIR CORP US N 1 CCM Futures, LLC N/A Long United States Department of The Treasury United States Treasury Note/Bond 2023-03-23 225131.44000000 USD -537.68000000 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBR0 96000.00000000 PA USD 83764.18000000 0.012145246593 Long DBT CORP US N 2 2026-09-15 Fixed 0.01450000 N N N N N N Sba Senior Finance II Llc 549300PVT2ADFWMYEW87 N/A 495000.00000000 PA USD 492802.20000000 0.071453027304 Long DBT CORP US N 2 2025-04-11 Floating 0.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 809.00000000 NS USD 212475.76000000 0.030807565958 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJF8 127000.00000000 PA USD 124029.46000000 0.017983443239 Long DBT CORP US N 2 2028-07-22 Variable 0.04548000 N N N N N N Ss&C Technologies Inc 549300KY09TR3J12JU49 N/A 72637.79000000 PA USD 71296.17000000 0.010337468423 Long DBT CORP US N 2 2025-04-16 Floating 0.06133600 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573106 3354.00000000 NS USD 205499.58000000 0.029796066456 Long EC CORP US N 1 N N N CROWN SUBSEA COMMUNICATIONS 5493003AYLUE132FIO27 N/A 151869.42000000 PA USD 147819.06000000 0.021432776335 Long DBT CORP US N 2 2027-04-27 Floating 0.08870140 N N N N N N Advanced Drainage System Inc Del 6QQTOZ5MF5DHM7K92I60 00790R104 3218.00000000 NS USD 263779.46000000 0.038246259772 Long EC CORP US N 1 N N N GO DADDY OPERATING CO LLC 5493005GJOH8HLL11157 N/A 245000.00000000 PA USD 244353.20000000 0.035429581831 Long DBT CORP US N 2 2029-11-10 Floating 0.00000000 N N N N N N Dcert Buyer Inc 549300EF826JEEUCHZ67 N/A 304000.00000000 PA USD 293250.56000000 0.042519372419 Long DBT CORP US N 2 2026-10-16 Floating 0.00000000 N N N N N N Scotts Miracle-Gro Co 2TH9E0JTOUXOEGI2R879 810186AS5 176000.00000000 PA USD 142560.00000000 0.020670247763 Long DBT CORP US N 2 2029-10-15 Fixed 0.04500000 N N N N N N Dolby Laboratories Inc 549300X04FB2QPCJ5J24 25659T107 2168.00000000 NS USD 152930.72000000 0.022173932892 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBR1 89000.00000000 PA USD 80851.37000000 0.011722908599 Long DBT CORP US N 2 2029-04-15 Fixed 0.04000000 N N N N N N Barclays Plc 213800LBQA1Y9L22JB70 06738EBB0 283000.00000000 PA USD 281029.72000000 0.040747432248 Long DBT CORP GB N 2 2024-05-16 Variable 0.04338000 N N N N N N Erac Usa Finance Llc LTKX5ODQW6Z7BQ2K1V47 26884TAL6 123000.00000000 PA USD 118843.03000000 0.017231445532 Long DBT CORP US N 2 2024-11-15 Fixed 0.03850000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 185000.00000000 PA USD 162563.20000000 0.023570578151 Long DBT CORP US N 2 2029-06-15 Fixed 0.03625000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 267000.00000000 PA USD 208927.50000000 0.030293091959 Long DBT CORP US N 2 2032-03-01 Fixed 0.03500000 N N N N N N Invesco Dynamic Credit Opportu UJGJ6DJQ6L11ZHIVZG65 46091B207 8648.53000000 NS USD 92020.36000000 0.013342337545 Long RF US N 3 N N N LAREDO PETROLEUM INC 549300X0PTWU2QSLSL14 516806AH9 450000.00000000 PA USD 405037.76000000 0.058727769731 Long DBT CORP US N 2 2029-07-31 Fixed 0.07750000 N N N N N N ORGANON & CO 549300AMCKY57OK2CO56 N/A 495000.00000000 PA USD 489431.25000000 0.070964262071 Long DBT CORP US N 2 2028-06-02 Floating 0.07750000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AV6 360000.00000000 PA USD 322040.33000000 0.046693696766 Long DBT CORP US N 2 2027-10-15 Variable 0.04450000 N N N N N N JOHNSON CTLS INTL PLC 549300XQ6S1GYKGBL205 G51502105 3025.00000000 NS USD 193600.00000000 0.028070706839 Long EC CORP IE N 1 N N N Gmacm Mortgage Loan Tr N/A 36185N6Q8 218490.93600000 PA USD 187970.29000000 0.027254436493 Long ABS-CBDO CORP US N 2 2035-05-25 Variable 0.03169330 N N N N N N Iberiabank Lafayette La COOWI3L2W9TPYR3WJX37 337158208 425.00000000 NS USD 331500.00000000 0.048065285730 Long EP CORP US Y 2 N N N Allegheny Technologies Inc ZW1LRE7C3H17O2ZN9B45 01741R102 2483.00000000 NS USD 74142.38000000 0.010750149862 Long EC CORP US N 1 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAH0 122000.00000000 PA USD 114145.92000000 0.016550395957 Long DBT CORP US N 2 2025-04-05 Fixed 0.02056000 N N N N N N Aviation Capital Group Corp 549300ODEK8HY3445C77 05367AAH6 96000.00000000 PA USD 90463.10000000 0.013116545247 Long DBT CORP US N 2 2025-10-01 Fixed 0.04875000 N N N N N N ICON LUXEMBOURG SARL 635400PUWMHSPI2DDA35 N/A 471782.87000000 PA USD 469957.07000000 0.068140636049 Long DBT CORP US N 2 2028-07-01 Floating 0.07000000 N N N N N N Nmi Holdings Inc 529900KNNGFXJX1C3Z08 629209305 362.00000000 NS USD 7565.80000000 0.001096990463 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYU2 188000.00000000 PA USD 156491.83000000 0.022690270055 Long DBT CORP US N 2 2026-11-10 Variable 0.04125000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 210000.00000000 PA USD 180600.00000000 0.026185793673 Long DBT CORP US N 2 2026-11-15 Variable 0.06500000 N N N N N N Usis Merger Subordinated Inc N/A 91739VAA6 78000.00000000 PA USD 75140.87000000 0.010894924243 Long DBT CORP US N 2 2025-05-01 Fixed 0.06875000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 233851EC4 150000.00000000 PA USD 134172.77000000 0.019454155436 Long DBT CORP US N 2 2026-03-02 Fixed 0.01450000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TG6 220000.00000000 PA USD 204151.18000000 0.029600557462 Long DBT CORP US N 2 2027-01-15 Floating 0.04579100 N N N N N N Bnp Paribas Medium Terminal Nts Book Entry 3a2 R0MUWSFPU8MPRO8K5P83 09659W2J2 141000.00000000 PA USD 133566.25000000 0.019366214088 Long DBT CORP FR N 2 2025-11-19 Variable 0.02819000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 912828ZN3 1010000.00000000 PA USD 869665.24000000 0.126095650830 Long DBT UST US N 2 2027-04-30 Fixed 0.00500000 N N N N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAE9 117000.00000000 PA USD 88557.30000000 0.012840216977 Long DBT CORP US N 2 2028-06-15 Fixed 0.00500000 N N N N Y Lumentum Holdings Inc USD XXXX N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAA5 79000.00000000 PA USD 77773.69000000 0.011276665557 Long DBT CORP US N 2 2025-05-15 Fixed 0.04750000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 N/A 229668.60000000 PA USD 142706.88000000 0.020691544382 Long DBT CORP US N 2 2028-02-09 Floating 0.07380000 N N N N N N Southwest Airls Co UDTZ87G0STFETI6HGH41 844741BF4 98000.00000000 PA USD 81313.03000000 0.011789846215 Long DBT CORP US N 2 2030-02-10 Fixed 0.02625000 N N N N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 684.00000000 NS USD 234324.72000000 0.033975519217 Long EC CORP US N 1 N N N Deutsche Telekom International Finance B V 529900ERDFHS6C1M4U58 25156PAC7 244000.00000000 PA USD 287738.82000000 0.041720206935 Long DBT CORP NL N 2 2030-06-15 Fixed 0.08750000 N N N N N N Continental Resources Inc XXRTID9RYWOZ0UPIVR53 212015AS0 147000.00000000 PA USD 134690.22000000 0.019529182230 Long DBT CORP US N 2 2028-01-15 Fixed 0.04375000 N N N N N N ENTERGY CORP NEW 4XM3TW50JULSLG8BNC79 29364G103 5944.00000000 NS USD 668700.00000000 0.096957033387 Long EC CORP US N 1 N N N Fortress Transportation & Infrastructure Invs Llc 529900E7PUVK6BC8PE80 34960PAB7 219000.00000000 PA USD 205904.64000000 0.029854797450 Long DBT CORP US N 2 2025-10-01 Fixed 0.06500000 N N N N N N TASEKO MINES LTD 549300XKUO1JSLU7KX54 876511AF3 211000.00000000 PA USD 185540.59000000 0.026902146223 Long DBT CORP CA N 2 2026-02-15 Fixed 0.07000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAN9 136000.00000000 PA USD 125668.72000000 0.018221124989 Long DBT CORP US N 2 2052-12-15 Variable 0.06875000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBJ4 98000.00000000 PA USD 83186.31000000 0.012061459303 Long DBT CORP US N 2 2030-02-15 Fixed 0.02350000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AR8 118000.00000000 PA USD 116041.35000000 0.016825220646 Long DBT CORP US N 2 2025-04-15 Fixed 0.04950000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AP0 200000.00000000 PA USD 160283.51000000 0.023240038328 Long DBT CORP FR N 2 2029-03-23 Variable 0.04750000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DT1 144000.00000000 PA USD 141195.53000000 0.020472408727 Long DBT CORP US N 2 2025-04-15 Fixed 0.04000000 N N N N N N Glacier Bancorp Inc 549300SMJAUKZB5D7V74 37637Q105 3167.00000000 NS USD 156513.14000000 0.022693359863 Long EC CORP US N 1 N N N ASPLUNDH TREE EXPERT LLC N/A N/A 299000.00000000 PA USD 298500.67000000 0.043280603300 Long DBT CORP US N 2 2027-09-04 Floating 0.00000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 N/A 386000.00000000 PA USD 376639.50000000 0.054610211719 Long DBT CORP US N 2 2029-11-16 Floating 0.00000000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAD9 78000.00000000 PA USD 37565.73000000 0.005446779927 Long DBT CORP US N 2 2031-10-01 Fixed 0.03625000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 912810TK4 8460000.00000000 PA USD 7561125.00000000 1.096312620115 Long DBT UST US N 2 2042-08-15 Fixed 0.03375000 N N N N N N Cna Financial Corp 549300YX2GSZD7YG1R84 126117AS9 126000.00000000 PA USD 123783.10000000 0.017947722685 Long DBT CORP US N 2 2024-05-15 Fixed 0.03950000 N N N N N N Cengage Learning Inc 549300BYGM0FWUSVXJ88 15137NAA1 202000.00000000 PA USD 192657.50000000 0.027934050635 Long DBT CORP US N 2 2024-06-15 Fixed 0.09500000 N N N N N Crane Holdings Co 549300EXNPSXEWUD3N21 224441105 4224.00000000 NS USD 424300.80000000 0.061520781863 Long EC CORP US N 1 N N N Icahn Enterprises L P Icahn Enterprises Finance Corp N/A 451102BW6 280000.00000000 PA USD 268450.32000000 0.038923503273 Long DBT CORP US N 2 2024-09-15 Fixed 0.04750000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 136000.00000000 PA USD 96583.88000000 0.014004017463 Long DBT CORP DE N 2 2033-01-07 Variable 0.03742000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAD6 96000.00000000 PA USD 73852.73000000 0.010708152547 Long DBT CORP US N 2 2031-10-15 Fixed 0.02400000 N N N N N N Dish Network Corp 529900U350CWHH15G169 25470M109 11659.00000000 NS USD 163692.36000000 0.023734298809 Long EC CORP US N 1 N N N Owl Rock Technology Finance Corp 254900G5EZJSOD3UKL16 691205AC2 48000.00000000 PA USD 43463.03000000 0.006301849036 Long DBT CORP US N 2 2025-12-15 Fixed 0.04750000 N N N N N N Truist Bank Charlotte N C JJKC32MCHWDI71265Z06 89788KAA4 99000.00000000 PA USD 80275.11000000 0.011639354748 Long DBT CORP US N 2 2030-03-11 Fixed 0.02250000 N N N N N N SMYRNA READY MIX CONCRETE 549300S7RFWHQFOIOY93 N/A 151487.88000000 PA USD 148079.40000000 0.021470523896 Long DBT CORP US N 3 2029-04-01 Floating 0.08673000 N N N N N N Quicken Lns Llcquicken Lns Co-Issuer Inc N/A 74841CAA9 240000.00000000 PA USD 190185.14000000 0.027575574949 Long DBT CORP US N 2 2029-03-01 Fixed 0.03625000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 N/A 244950.48000000 PA USD 226035.40000000 0.032773623186 Long DBT CORP US N 2 2026-04-12 Floating 0.07782300 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 853.00000000 NS USD 265598.61000000 0.038510024371 Long EC CORP US N 1 N N N Encore Capital Group Inc 5493000UVC6H49CIH830 292554102 1469.00000000 NS USD 70423.86000000 0.010210989300 Long EC CORP US N 1 N N N FERRELLGAS LP/FERRELLGAS N/A 315289AA6 196000.00000000 PA USD 178290.81000000 0.025850976548 Long DBT CORP US N 2 2026-04-01 Fixed 0.05375000 N N N N N N Columbia Gas System Inc 549300D8GOWWH0SJB189 65473PAH8 98000.00000000 PA USD 84994.70000000 0.012323663773 Long DBT CORP US N 2 2029-09-01 Fixed 0.02950000 N N N N N N Starwood Mortgage Residential N/A 85573DAB5 109852.69000000 PA USD 109507.80000000 0.015877899537 Long ABS-CBDO CORP US N 2 2060-04-25 Variable 0.03970000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 N/A 152000.00000000 PA USD 150100.00000000 0.021763497400 Long DBT CORP US N 2 2027-01-31 Floating 0.00000000 N N N N N N Australia & New Zealand Bkggroup Ltd JHE42UYNWWTJB8YTTU19 052528AL0 216000.00000000 PA USD 195272.19000000 0.028313163220 Long DBT CORP AU N 2 2030-07-22 Variable 0.02950000 N N N N N N Flushing Financial Corp N/A 343873105 29.00000000 NS USD 562.02000000 0.000081489145 Long EC CORP US N 1 N N N Cintas Corp N/A 172908105 699.00000000 NS USD 315682.38000000 0.045771836484 Long EC CORP US N 1 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 92735LAA0 408000.00000000 PA USD 397228.80000000 0.057595522691 Long DBT CORP US N 2 2029-04-15 Fixed 0.06750000 N N N N N N SPECTRUM GROUP BUYER INC N/A N/A 155788.20000000 PA USD 146764.95000000 0.021279937426 Long DBT CORP US N 2 2028-05-19 Floating 0.09440200 N N N N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 2419.00000000 NS USD 180965.39000000 0.026238772783 Long EC CORP US N 1 N N N Amis Holdings Inc ZV20P4CNJVT8V1ZGJ064 682189105 5727.00000000 NS USD 357192.99000000 0.051790597662 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 133000.00000000 PA USD 115598.71000000 0.016761040803 Long DBT CORP FR N 2 2026-12-14 Variable 0.01488000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ATX23 201899.07000000 PA USD 5554.79000000 0.000805407446 Long ABS-CBDO USGSE US N 2 2027-05-15 Fixed 0.02500000 N N N N N N PetSmart, Inc. N/A 71677KAB4 260000.00000000 PA USD 244190.05000000 0.035405926171 Long DBT CORP US N 2 2029-02-15 Fixed 0.07750000 N N N N N N DISH DBS CORP N/A 25470XBE4 136000.00000000 PA USD 114557.56000000 0.016610081007 Long DBT CORP US N 2 2026-12-01 Fixed 0.05250000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 240000.00000000 PA USD 210000.00000000 0.030448597295 Long DBT CORP GB N 2 2030-03-22 Variable 0.04875000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 N/A 519000.00000000 PA USD 492214.41000000 0.071367801681 Long DBT CORP US N 2 2027-03-15 Floating 0.00000000 N N N N N N MIWD HLDCO II/MIWD FIN N/A 55337PAA0 158000.00000000 PA USD 125791.72000000 0.018238959168 Long DBT CORP US N 2 2030-02-01 Fixed 0.05500000 N N N N N N OCP CLO Ltd 254900M77QLN2EBJHE11 67097LAP1 925000.00000000 PA USD 862989.85000000 0.125127763869 Long ABS-O CORP XX N 2 2030-07-15 Floating 0.06079100 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 265000.00000000 PA USD 223167.10000000 0.032357738845 Long DBT CORP US N 2 2029-08-01 Fixed 0.06500000 N N N N N N Aercap Ireland Capital Designated ActIVity Company Aercap Global Aviation Tr N/A 00774MAQ8 90000.00000000 PA USD 86999.16000000 0.012614297085 Long DBT CORP IE N 2 2024-02-15 Fixed 0.03150000 N N N N N N JANE STREET GROUP LLC 5493002N1IVX6KHGYO08 N/A 200488.55000000 PA USD 194285.43000000 0.028170089611 Long DBT CORP US N 2 2028-01-26 Floating 0.07133600 N N N N N N Mkm XxII Corp G617XSG94Z7G0RMW3L02 N/A 249208.36000000 PA USD 247588.51000000 0.035898680171 Long DBT CORP US N 2 2026-12-30 Floating 0.06729900 N N N N N N VERINT SYSTEMS INC 549300KEQJS5FRVUCO94 92343XAC4 238000.00000000 PA USD 207060.00000000 0.030022316933 Long DBT CORP US N 2 2026-04-15 Fixed 0.00250000 N N N N Y Verint Systems Inc USD XXXX N N Dish Dbs Corp N/A 25470XAW5 99000.00000000 PA USD 91994.16000000 0.013338538720 Long DBT CORP US N 2 2024-11-15 Fixed 0.05875000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912X302 9069.00000000 NS USD 348430.98000000 0.050520164739 Long EC CORP US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 1165.00000000 NS USD 124480.25000000 0.018048804778 Long EC CORP US N 1 N N N United Natural Foods Inc 549300GKGW6WPZ282D40 911163AA1 189000.00000000 PA USD 181595.93000000 0.026330196871 Long DBT CORP US N 2 2028-10-15 Fixed 0.06750000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJBQ5 3888216.96000000 PA USD 3549825.75000000 0.514701022524 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.03500000 N N N N N N Laboratory Corporation America Hldgs OZ7UA8IXAIFILY2VZH07 50540R409 1768.00000000 NS USD 416328.64000000 0.060364871913 Long EC CORP US N 1 N N N Radian Group Inc 54930005OUP720S5U385 750236AW1 185000.00000000 PA USD 169505.19000000 0.024577120332 Long DBT CORP US N 2 2027-03-15 Fixed 0.04875000 N N N N N N Ingevity Corp 5493009UTFC4B5IMGF87 45688C107 5093.00000000 NS USD 358750.92000000 0.052016487106 Long EC CORP US N 1 N N N Papa Johns International Inc HZYLD3DK5XOX0WBVNB56 698813102 3218.00000000 NS USD 264873.58000000 0.038404899864 Long EC CORP US N 1 N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 N/A 495000.00000000 PA USD 489970.80000000 0.071042493217 Long DBT CORP US N 2 2028-05-05 Floating 0.00000000 N N N N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 81.00000000 NS USD 16378.20000000 0.002374729601 Long EC CORP US N 1 N N N Morgan Stanley & Co N/A N/A 7620000.00000000 NC USD -322878.91000000 -0.04681528526 N/A DCR CORP US N 2 BNP Paribas Securities Corp. N/A Barclays Bank N/A Markit CDX North America High Yield Index 2I65BRZH6 N 2027-12-20 0.00000000 USD 0.00000000 USD 7620000.00000000 USD -322878.91000000 N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AP9 106000.00000000 PA USD 95920.99000000 0.013907902841 Long DBT CORP US N 2 2029-12-15 Fixed 0.05500000 N N N N N N Spdr Series Tr 549300NCLW2248PN7J24 78468R622 5945.00000000 NS USD 535050.00000000 0.077578676108 Long RF US N 1 N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 N/A 488671.74000000 PA USD 459556.68000000 0.066632648969 Long DBT CORP US N 2 2028-07-30 Floating 0.07967100 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 912796XZ7 200000.00000000 PA USD 199202.10000000 0.028882973920 Long STIV UST US N 2 N N N Sarepta Therapeutics Inc 549300IKDPIED8J8IG21 803607100 1665.00000000 NS USD 215750.70000000 0.031282410383 Long EC CORP US N 1 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBA4 95000.00000000 PA USD 84227.87000000 0.012212478546 Long DBT CORP US N 2 2026-06-01 Fixed 0.01450000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAQ6 277000.00000000 PA USD 179624.60000000 0.026044367189 Long DBT CORP GB N 2 2046-12-14 Variable 0.03369000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP 549300147YMUQB3GW319 46188BAA0 145000.00000000 PA USD 107154.56000000 0.015536695456 Long DBT CORP US N 2 2031-08-15 Fixed 0.02000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 350000.00000000 PA USD 313131.00000000 0.045401903426 Long DBT CORP US N 2 2027-08-15 Fixed 0.05875000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 196000.00000000 PA USD 183731.50000000 0.026639840256 Long DBT CORP US N 2 2031-04-04 Variable 0.04478000 N N N N N N DISH DBS CORP N/A 25470XBD6 152000.00000000 PA USD 98056.72000000 0.014217569425 Long DBT CORP US N 2 2029-06-01 Fixed 0.05125000 N N N N N N Gfl Environmental Inc 549300FYK4MBXWIVZU26 36168QAM6 383000.00000000 PA USD 336719.24000000 0.048822040668 Long DBT CORP CA N 2 2028-09-01 Fixed 0.03500000 N N N N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934AT2 513000.00000000 PA USD 481308.53000000 0.069786521927 Long DBT CORP CA N 2 2027-10-15 Fixed 0.06875000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 205000.00000000 PA USD 157850.00000000 0.022887195633 Long DBT CORP BM N 2 2026-06-15 Variable 0.05250000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAKZ7 1318053.90000000 PA USD 52803.22000000 0.007656114198 Long ABS-CBDO USGSE US N 2 2027-12-25 Fixed 0.03000000 N N N N N N AMERICAN TOWER CORP NEW 5493006ORUSIL88JOE18 03027XAT7 96000.00000000 PA USD 93417.43000000 0.013544903363 Long DBT CORP US N 2 2024-05-15 Fixed 0.03375000 N N N N N N Central Garden & Pet Co 5493004DVZLD37DJ0H83 153527AN6 350000.00000000 PA USD 287491.18000000 0.041684300789 Long DBT CORP US N 2 2030-10-15 Fixed 0.04125000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 280000.00000000 PA USD 254335.10000000 0.036876890656 Long DBT CORP CA N 2 2026-04-01 Fixed 0.04500000 N N N N N N Healthcare Realty Trust Inc 549300L0I14L7I0VLX84 42226K105 15482.00000000 NS USD 298338.14000000 0.043257037536 Long EC CORP US N 1 N N N Ncr Corporation New 549300YKTY8JX1DV2R67 62886EAV0 622000.00000000 PA USD 581604.21000000 0.084328725597 Long DBT CORP US N 2 2029-09-01 Fixed 0.06125000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AS6H2 746185.80000000 PA USD 33259.67000000 0.004822429990 Long ABS-CBDO USGSE US N 2 2027-07-15 Fixed 0.03000000 N N N N N N Credit Suisse Group Ag 549300506SI9CRFV9Z86 225401AF5 191000.00000000 PA USD 153095.75000000 0.022197861139 Long DBT CORP CH N 2 2029-01-12 Variable 0.03869000 N N N N N N Caesars Resort Collection Llc 549300V3UCT773B1KR38 N/A 470000.00000000 PA USD 468510.10000000 0.067930835065 Long DBT CORP US N 2 2024-12-22 Floating 0.00000000 N N N N N N BLACKROCK INC N/A 09247X101 275.00000000 NS USD 194873.25000000 0.028255319585 Long EC CORP US N 1 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B93 168000.00000000 PA USD 134191.68000000 0.019456897260 Long DBT CORP US N 2 2029-02-10 Fixed 0.02900000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 110000.00000000 PA USD 89803.17000000 0.013020859805 Long DBT CORP US N 2 2031-08-15 Fixed 0.03875000 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370CAC4 145000.00000000 PA USD 130504.77000000 0.018922319937 Long DBT CORP US N 2 2028-02-15 Fixed 0.04000000 N N N N N N INTESA SANPAOLO S P A 2W8N8UU78PMDQKZENC08 46115HAT4 78000.00000000 PA USD 74982.21000000 0.010871919602 Long DBT CORP IT N 2 2024-06-26 Fixed 0.05017000 N N N N N N USI INC/NY N/A N/A 372000.00000000 PA USD 368015.88000000 0.053359844420 Long DBT CORP US N 2 2029-11-22 Floating 0.00000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AB4 628000.00000000 PA USD 533800.00000000 0.077397434458 Long DBT CORP US N 2 2029-01-15 Fixed 0.03000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 445000.00000000 PA USD 333724.06000000 0.048387759574 Long DBT CORP US N 2 2032-02-12 Fixed 0.03250000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBP9 180000.00000000 PA USD 131472.74000000 0.019062669121 Long DBT CORP US N 2 2082-01-15 Variable 0.03250000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BR9 485000.00000000 PA USD 484412.81000000 0.070236621792 Long DBT CORP US N 2 2025-02-01 Fixed 0.05375000 N N N N N N Panther Bf Aggregator 2 Lp Panther Finance Company Inc N/A 69867DAC2 140000.00000000 PA USD 136709.51000000 0.019821965792 Long DBT CORP XX N 2 2027-05-15 Fixed 0.08500000 N N N N N N RADIATE HOLDCO LLC 5493000GQJ5RDX9DNJ71 N/A 167000.00000000 PA USD 135044.55000000 0.019580557713 Long DBT CORP US N 2 2026-09-25 Floating 0.00000000 N N N N N N Bank America Corpo 9DJT3UXIJIZJI4WXO774 06051GHR3 113000.00000000 PA USD 110000.52000000 0.015949340646 Long DBT CORP US N 2 2025-03-15 Variable 0.03458000 N N N N N N Edgewell Personal Care Co 549300CY8QZDL4Z3RU59 28035QAA0 200000.00000000 PA USD 187046.00000000 0.027120420617 Long DBT CORP US N 2 2028-06-01 Fixed 0.05500000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8G0 92000.00000000 PA USD 85744.01000000 0.012432308718 Long DBT CORP US N 2 2027-08-15 Fixed 0.03500000 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370CAB6 160000.00000000 PA USD 152388.91000000 0.022095374061 Long DBT CORP US N 2 2025-02-15 Fixed 0.03625000 N N N N N N L Brands Inc GR3KVMWVCR54YWQNXU90 501797AL8 100000.00000000 PA USD 88890.00000000 0.012888456255 Long DBT CORP US N 2 2035-11-01 Fixed 0.06875000 N N N N N N Huntington Ingalls Inds Inc 5TZLZ6WJTBVJ0QWBG121 446413AT3 147000.00000000 PA USD 133421.22000000 0.019345185706 Long DBT CORP US N 2 2030-05-01 Fixed 0.04200000 N N N N N N Barclays Commercial Mortgage S N/A 05552XBG2 625000.00000000 PA USD 517353.88000000 0.075012856910 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 0.02689000 N N N N N N Anheuser-Busch Inbev Worldwide Inc 549300CRGMZK3K53BF92 035240AQ3 195000.00000000 PA USD 192483.02000000 0.027908752200 Long DBT CORP US N 2 2029-01-23 Fixed 0.04750000 N N N N N N Coty Inc 549300BO9IWPF3S48F93 222070203 10900.00000000 NS USD 93304.00000000 0.013528456771 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 147000.00000000 PA USD 129630.63000000 0.018795575476 Long DBT CORP US N 2 2030-03-22 Fixed 0.03150000 N N N N N N AMAZON COM INC ZXTILKJKG63JELOEG630 023135106 14402.00000000 NS USD 1209768.00000000 0.175408279298 Long EC CORP US N 1 N N N Deutsche Alt-A Secs Inc N/A 251510EL3 591163.26100000 PA USD 529842.43000000 0.076823613242 Long ABS-CBDO CORP US N 2 2035-06-25 Fixed 0.05250000 N N N N N N Flagstar Mortgage Trust N/A 33851MAA0 419390.83000000 PA USD 364275.75000000 0.052817550553 Long ABS-CBDO CORP US N 2 2041-09-25 Variable 0.02500000 N N N N N N Caesars Resort Collection Llc 549300V3UCT773B1KR38 N/A 238965.85000000 PA USD 238150.98000000 0.034530301359 Long DBT CORP US N 2 2025-07-20 Floating 0.07883600 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDWK6 2737766.50200000 PA USD 2453931.71000000 0.355803706799 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.03000000 N N N N N N HOLLY NRG PRTNR/FIN CORP N/A 435765AJ1 168000.00000000 PA USD 165058.64000000 0.023932400283 Long DBT CORP US N 2 2027-04-15 Fixed 0.06375000 N N N N N N National Retail Pptys Inc 5493008JKH5SOTI0JS97 637417106 586.00000000 NS USD 26815.36000000 0.003888048085 Long EC CORP US N 1 N N N AON CORP/AON GLOBAL HOLD N/A 03740LAC6 92000.00000000 PA USD 75091.14000000 0.010887713725 Long DBT CORP US N 2 2031-12-02 Fixed 0.02600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDH6 83000.00000000 PA USD 79026.53000000 0.011458318988 Long DBT CORP US N 2 2033-07-25 Variable 0.04912000 N N N N N N Regions Financial Corporation New CW05CS5KW59QTC0DG824 7591EP704 2700.00000000 NS USD 61506.00000000 0.008917959167 Long EP CORP US N 1 N N N Anheuser-Busch Inbev Worldwide Inc 549300CRGMZK3K53BF92 035240AL4 183000.00000000 PA USD 174173.14000000 0.025253941902 Long DBT CORP US N 2 2028-04-13 Fixed 0.04000000 N N N N N N 510 Assets Backed Trust N/A 33835CAB1 600000.00000000 PA USD 502708.74000000 0.072889409433 Long ABS-O CORP US N 2 2061-05-25 Variable 0.03967000 N N N N N N CCI BUYER INC 254900TMV7DAFRQALU04 N/A 201000.00000000 PA USD 191553.00000000 0.027773905512 Long DBT CORP US N 2 2027-12-17 Floating 0.08580230 N N N N N N SINCLAIR TELEVISION GROUP 549300CQGEN0CH65UD62 829259AY6 474000.00000000 PA USD 331435.02000000 0.048055864064 Long DBT CORP US N 2 2030-03-01 Fixed 0.05500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAT0 163000.00000000 PA USD 159484.69000000 0.023124214764 Long DBT CORP GB N 2 2026-08-11 Variable 0.04716000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBG9 110000.00000000 PA USD 100375.00000000 0.014553704540 Long DBT CORP US N 2 2024-09-16 Variable 0.04875000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCB4 125000.00000000 PA USD 101855.60000000 0.014768381650 Long DBT CORP US N 2 2082-03-15 Variable 0.03800000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 426000.00000000 PA USD 413933.76000000 0.060017630310 Long DBT CORP US N 2 2025-07-01 Fixed 0.06250000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJYU1 13600000.00000000 PA USD 13191728.95000000 1.912712582985 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.04500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAL6 184000.00000000 PA USD 179900.48000000 0.026084367946 Long DBT CORP US N 2 2025-05-13 Fixed 0.05125000 N N N N N N Lancaster Colony Corp 529900X4O13HED1ZAS58 513847103 306.00000000 NS USD 60373.80000000 0.008753797730 Long EC CORP US N 1 N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAB3 148000.00000000 PA USD 115426.50000000 0.016736071503 Long DBT CORP US N 2 2029-02-15 Fixed 0.04250000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 183000.00000000 PA USD 159337.31000000 0.023102845649 Long DBT CORP US N 2 2029-04-15 Fixed 0.04625000 N N N N N N Sculptor CLO Ltd N/A 81124LAG9 625000.00000000 PA USD 585086.88000000 0.084833689485 Long ABS-O CORP KY N 2 2035-01-20 Floating 0.06642600 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BL0 84000.00000000 PA USD 86936.29000000 0.012605181355 Long DBT CORP US N 2 2030-04-01 Fixed 0.05950000 N N N N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 74965LAA9 97000.00000000 PA USD 86387.08000000 0.012525549573 Long DBT CORP US N 2 2026-07-01 Fixed 0.03750000 N N N N N N Square Inc 549300OHIIUWSTIZME52 852234AK9 113000.00000000 PA USD 85173.75000000 0.012349624827 Long DBT CORP US N 2 2027-11-01 Fixed 0.00250000 N N N N Y Block Inc USD XXXX N N N Msci Inc 549300HTIN2PD78UB763 55354GAH3 260000.00000000 PA USD 226469.06000000 0.032836500989 Long DBT CORP US N 2 2029-11-15 Fixed 0.04000000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 N/A 451000.00000000 PA USD 410572.36000000 0.059530249762 Long DBT CORP US N 2 2028-06-04 Floating 0.00000000 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAC0 146000.00000000 PA USD 141839.00000000 0.020565707579 Long DBT CORP US N 2 2025-09-01 Fixed 0.07375000 N N N N N N Boeing Company Iam Commercial Paper 42 RVHJWBXLJ1RFUBSY1F30 097023CT0 255000.00000000 PA USD 253047.47000000 0.036690192907 Long DBT CORP US N 2 2025-05-01 Fixed 0.04875000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 N/A 402000.00000000 PA USD 393123.84000000 0.057000330911 Long DBT CORP US N 2 2026-04-30 Floating 0.07633600 N N N N N N Cco Holdings Llc Cco Holdings Capital Corp N/A 1248EPBT9 460000.00000000 PA USD 428752.20000000 0.062166205129 Long DBT CORP US N 2 2027-05-01 Fixed 0.05125000 N N N N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 14132.00000000 NS USD 133971.36000000 0.019424952332 Long EC CORP US N 1 N N N Indymac Imja Mortgage Loan Trust 2007-A3 N/A 456669AA8 560685.43000000 PA USD 260337.12000000 0.037747143466 Long ABS-CBDO CORP US N 2 2037-11-25 Fixed 0.06250000 N N N N N N NuvasIVe Inc 549300C5ZB4NZ6TWM881 670704105 11791.00000000 NS USD 486260.84000000 0.070504573798 Long EC CORP US N 1 N N N Bear Stearns Arm Tr N/A 07387AEG6 25922.63000000 PA USD 23973.49000000 0.003475995917 Long ABS-CBDO CORP US N 2 2035-10-25 Floating 0.05230000 N N N N N N Quanta Svcs Inc SHVRXXEACT60MMH07S24 74762E102 3502.00000000 NS USD 499035.00000000 0.072356741672 Long EC CORP US N 1 N N N Plexus Corp 549300W7HCBI5YT25I79 729132100 392.00000000 NS USD 40348.56000000 0.005850271689 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDZ1 180000.00000000 PA USD 182358.42000000 0.026440752828 Long DBT CORP US N 2 2025-11-07 Fixed 0.05250000 N N N N N N GIP II BLUE HOLDING LP N/A N/A 146970.31000000 PA USD 145469.74000000 0.021092140628 Long DBT CORP US N 2 2028-09-29 Floating 0.09229900 N N N N N N Blackrock Core Bond Tr CC8M7XFKTNG56DXMAR33 09249E101 15300.00000000 NS USD 158814.00000000 0.023026969194 Long RF US N 1 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 196000.00000000 PA USD 191739.29000000 0.027800916318 Long DBT CORP US N 2 2026-07-31 Fixed 0.06625000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GB4 230000.00000000 PA USD 194794.09000000 0.028243841913 Long DBT CORP US N 2 2027-01-27 Variable 0.04375000 N N N N N N Biomarin Pharmaceutical Inc NSLL8ITTRR0J5HEMR848 09061G101 339.00000000 NS USD 35083.11000000 0.005086816610 Long EC CORP US N 1 N N N Banc California Inc 549300ZKWUJDP6LJ1X87 05990K106 216.00000000 NS USD 3440.88000000 0.000498904616 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 92000.00000000 PA USD 76181.57000000 0.011045818791 Long DBT CORP US N 2 2037-03-08 Variable 0.03846000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGQ9 288000.00000000 PA USD 271179.87000000 0.039319269791 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 277000.00000000 PA USD 204130.21000000 0.029597516952 Long DBT CORP US N 2 2030-02-15 Fixed 0.06500000 N N N N N N 510 Assets Backed Trust N/A 33835JAA8 986054.49600000 PA USD 883965.71000000 0.128169123460 Long ABS-O CORP US N 2 2061-06-25 Variable 0.02115600 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDK9 94000.00000000 PA USD 91749.02000000 0.013302995058 Long DBT CORP US N 2 2033-09-14 Variable 0.05717000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 123000.00000000 PA USD 93340.26000000 0.013533714229 Long DBT CORP US N 2 2031-08-15 Fixed 0.02200000 N N N N N N Western Asset High Income Opportunity Fund Inc 549300S7N70O2ERKYG47 95766K109 36561.00000000 NS USD 144415.95000000 0.020939348116 Long RF US N 1 N N N Cigna Corporation New 549300VIWYMSIGT1U456 125523100 2263.00000000 NS USD 749822.42000000 0.108719242426 Long EC CORP US N 1 N N N Southwest Airls Co UDTZ87G0STFETI6HGH41 844741108 6105.00000000 NS USD 205555.35000000 0.029804152733 Long EC CORP US N 1 N N N Genworth Mortgage Insurance Co N/A 89600HAA7 608214.57000000 PA USD 605416.72000000 0.087781380490 Long ABS-CBDO CORP US N 2 2034-02-25 Floating 0.05827700 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 6635.00000000 NS USD 218026.10000000 0.031612328184 Long EC CORP US N 1 N N N Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry 784F5XWPLTWKTBV3E584 38141GWV2 196000.00000000 PA USD 179031.37000000 0.025958352801 Long DBT CORP US N 2 2029-04-23 Variable 0.03814000 N N N N N N J P Morgan Mortgage Tr N/A 466247E74 325923.00400000 PA USD 253176.01000000 0.036708830349 Long ABS-CBDO CORP US N 2 2036-02-25 Variable 0.03380600 N N N N N N EXPEDIA GROUP INC N/A 30212PBK0 147000.00000000 PA USD 141024.87000000 0.020447664167 Long DBT CORP US N 2 2027-08-01 Fixed 0.04625000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 218000.00000000 PA USD 193329.62000000 0.028031503545 Long DBT CORP CA N 2 2027-12-15 Fixed 0.05250000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 216000.00000000 PA USD 173269.43000000 0.025122909988 Long DBT CORP US N 2 2031-12-01 Fixed 0.04625000 N N N N N N Business Jet Securities, LLC N/A 12327AAA6 914354.12000000 PA USD 833932.74000000 0.120914677007 Long ABS-O CORP US N 2 2037-06-15 Fixed 0.04455000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 233000.00000000 PA USD 210387.35000000 0.030504760457 Long DBT CORP US N 2 2031-02-01 Fixed 0.04875000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 239000.00000000 PA USD 207093.50000000 0.030027174209 Long DBT CORP US N 2 2027-08-15 Fixed 0.05125000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137H8JT9 1562422.69000000 PA USD 1507171.83000000 0.218529848125 Long ABS-CBDO USGSE US N 2 2051-01-25 Fixed 0.04000000 N N N N N N Starwood Property Trust Inc BUGSFQZERKRBFWIG5267 85571BAH8 80000.00000000 PA USD 77550.00000000 0.011244232001 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 Nippon Life Insurance Co 549300Y0HHMFW3EVWY08 654579AD3 480000.00000000 PA USD 468990.91000000 0.068000549303 Long DBT CORP JP N 2 2044-10-16 Variable 0.05100000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DB2 221000.00000000 PA USD 167650.60000000 0.024308217170 Long DBT CORP US N 2 2029-12-01 Fixed 0.05000000 N N N N N N Allied UnIVersal Holdco Llc Allied UnIVersal Finance Corp N/A 019576AA5 150000.00000000 PA USD 137250.00000000 0.019900333232 Long DBT CORP US N 2 2026-07-15 Fixed 0.06625000 N N N N N N Jazz Invts I Ltd N/A 472145AF8 515000.00000000 PA USD 612206.25000000 0.088765816989 Long DBT CORP BM N 2 2026-06-15 Fixed 0.02000000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N Camden Property Tr 5493002MYX22OHYJBD89 133131102 1672.00000000 NS USD 187063.36000000 0.027122937701 Long EC CORP US N 1 N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 404280CN7 360000.00000000 PA USD 280074.03000000 0.040608863582 Long DBT CORP GB N 2 2030-12-17 Variable 0.04600000 N N N N N N Nissan Motor Company Ltd 353800DRBDH1LUTNAY26 654744AA9 116000.00000000 PA USD 113653.47000000 0.016478993996 Long DBT CORP JP N 2 2023-09-15 Fixed 0.03043000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 N/A 358000.00000000 PA USD 346991.50000000 0.050311449754 Long DBT CORP US N 2 2027-12-15 Floating 0.00000000 N N N N N N Bank America Corpo 9DJT3UXIJIZJI4WXO774 060505EH3 800000.00000000 PA USD 768288.70000000 0.111396729680 Long DBT CORP US N 2 2024-09-05 Variable 0.06250000 N N N N N N Novelis Corp 549300G5F3W3B52WYL23 670001AE6 160000.00000000 PA USD 141850.40000000 0.020567360503 Long DBT CORP US N 2 2030-01-30 Fixed 0.04750000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AX6 200000.00000000 PA USD 174213.47000000 0.025259789483 Long DBT CORP CH N 2 2027-06-23 Variable 0.09750000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAJ0 330000.00000000 PA USD 217806.61000000 0.031580503600 Long DBT CORP US N 2 2026-05-15 Variable 0.04000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AK8 98000.00000000 PA USD 82763.26000000 0.012000119878 Long DBT CORP US N 2 2028-03-15 Fixed 0.01750000 N N N N N N WEATHERFORD INTERNATIONAL 549300A2JKMG5PGOGF82 947075AU1 297000.00000000 PA USD 285211.54000000 0.041353768216 Long DBT CORP BM N 2 2030-04-30 Fixed 0.08625000 N N N N N N Citigroup Mortgage Loan Trust 2007-Ar4 N/A 17311WAD9 55655.15400000 PA USD 52209.07000000 0.007569966417 Long ABS-CBDO CORP US N 2 2037-03-25 Variable 0.02523500 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384BS7 100000.00000000 PA USD 99525.15000000 0.014430481967 Long STIV USGSE US N 2 N N N Bank N/A 06539VAJ7 1275000.00000000 PA USD 1075851.89000000 0.155991337847 Long ABS-MBS CORP US N 2 2055-02-15 Fixed 0.02928000 N N N N N N Morgan Stanley Group Inc IGJSJL3JD5P30I6NJZ34 6174467X1 78000.00000000 PA USD 77764.89000000 0.011275389615 Long DBT CORP US N 2 2025-11-24 Fixed 0.05000000 N N N N N N PRA HEALTH SCIENCES INC 549300R1HR1VWWHIAK47 N/A 111949.23000000 PA USD 111515.99000000 0.016169073673 Long DBT CORP US N 2 2028-07-01 Floating 0.07000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZX8 69000.00000000 PA USD 64156.24000000 0.009302226265 Long DBT CORP CA N 2 2024-10-07 Fixed 0.00750000 N N N N N N Thrivent Mutual Funds N/A N/A 6601761.20300000 PA USD 66017612.03000000 9.572112776651 Long STIV PF US N 2 N N N Iaa Spinco Inc 549300PZCOPC5178W747 449253103 7415.00000000 NS USD 296600.00000000 0.043005018846 Long EC CORP US N 1 N N N Zymeworks Inc N/A 98985Y108 1294.00000000 NS USD 10170.84000000 0.001474703863 Long EC CORP US N 1 N N Morgan Stanley Group Inc IGJSJL3JD5P30I6NJZ34 6174468J1 114000.00000000 PA USD 108986.21000000 0.015802272471 Long DBT CORP US N 2 2025-07-22 Variable 0.02720000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 412000.00000000 PA USD 335389.68000000 0.048629263349 Long DBT CORP US N 2 2029-03-01 Fixed 0.04625000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005N100 12325.00000000 NS USD 301346.25000000 0.043693193393 Long EC CORP US N 1 N N N Cohu Inc 529900FJPORJ3JJ2XS33 192576106 6020.00000000 NS USD 192941.00000000 0.027975156241 Long EC CORP US N 1 N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550AF2 224000.00000000 PA USD 188261.82000000 0.027296706396 Long DBT CORP US N 2 2029-10-01 Fixed 0.03750000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 176000.00000000 PA USD 170757.72000000 0.024758728815 Long DBT CORP CA N 2 2026-06-15 Fixed 0.07125000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 242.00000000 NS USD 103759.92000000 0.015044495330 Long EC CORP US N 1 N N N Nextera Energy Partners Lp 5493008F4ZOQFNG3WN54 65341BAD8 484000.00000000 PA USD 481096.00000000 0.069755706496 Long DBT CORP US N 2 2025-11-15 None 0.00000000 N N N N N NextEra Energy Partners LP USD XXXX N N N Regionalcare Hospital Partners Holdings Inc 549300G8ZVHRTBBBSZ90 N/A 216000.00000000 PA USD 203148.00000000 0.029455103063 Long DBT CORP US N 2 2025-11-16 Floating 0.00000000 N N N N N N Babson CLO Ltd 5493000D71NBEM2WZE67 06760PAJ0 1780000.00000000 PA USD 1652199.56000000 0.239557900256 Long ABS-O CORP KY N 2 2029-07-20 Floating 0.07142600 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CR5 175000.00000000 PA USD 173219.57000000 0.025115680621 Long DBT CORP US N 2 2032-12-01 Fixed 0.04700000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 135000.00000000 PA USD 119169.90000000 0.017278839499 Long DBT CORP US N 2 2029-06-15 Fixed 0.05250000 N N N N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 894.00000000 NS USD 263184.66000000 0.038160017745 Long EC CORP US N 1 N N N Midwestone Financial Group Inc New N/A 598511103 1408.00000000 NS USD 44704.00000000 0.006481781397 Long EC CORP US N 1 N N N Gartner Inc PP55B5R38BFB8O8HH686 366651AE7 315000.00000000 PA USD 271519.72000000 0.039368545771 Long DBT CORP US N 2 2030-10-01 Fixed 0.03750000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 122000.00000000 PA USD 96326.81000000 0.013966744030 Long DBT CORP FR N 2 2033-01-20 Variable 0.03132000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBB2 146000.00000000 PA USD 120502.17000000 0.017472009750 Long DBT CORP US N 2 2031-06-01 Fixed 0.02650000 N N N N N N Deutsche Bank A G 7LTWFZYICNSX8D621K86 251525AM3 78000.00000000 PA USD 73380.34000000 0.010639659152 Long DBT CORP DE N 2 2028-05-24 Variable 0.04296000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BB1 195000.00000000 PA USD 169513.50000000 0.024578325226 Long DBT CORP US N 2 2026-12-15 Fixed 0.05125000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 118000.00000000 PA USD 126555.00000000 0.018349629670 Long DBT CORP LR N 2 2025-06-01 Fixed 0.11500000 N N N N N N Columbia Gas System Inc 549300D8GOWWH0SJB189 65473P105 13718.00000000 NS USD 376147.56000000 0.054538883704 Long EC CORP US N 1 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAN3 216000.00000000 PA USD 205175.15000000 0.029749026273 Long DBT CORP US N 2 2028-08-20 Fixed 0.03900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGNM7 6917062.08200000 PA USD 6081556.52000000 0.881785073361 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 N/A 475177.50000000 PA USD 468643.81000000 0.067950222121 Long DBT CORP US N 2 2028-08-11 Floating 0.08130000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055H806 11000.00000000 NS USD 186450.00000000 0.027034004598 Long EP CORP US N 1 N N N Aecom Technology Corp 0EEB8GF0W0NPCIHZX097 00774CAB3 450000.00000000 PA USD 433125.00000000 0.062800231921 Long DBT CORP US N 2 2027-03-15 Fixed 0.05125000 N N N N N N ENERGY TRANSFER OPER L P MTLVN9N7JE8MIBIJ1H73 29278NAM5 271000.00000000 PA USD 271681.56000000 0.039392011490 Long DBT CORP US N 2 2024-01-15 Fixed 0.05875000 N N N N N N Nice Ltd 254900YTY4EF5Z4W0A51 653656108 1296.00000000 NS USD 249220.80000000 0.036135351318 Long EC CORP IL N 1 N N N Maximus Inc 549300DQCDS8HJ7QF202 577933104 3643.00000000 NS USD 267141.19000000 0.038733688168 Long EC CORP US N 1 N N N Ford Motor Credit Company Llc UDSQCVRUX5BONN0VY111 345397XL2 720000.00000000 PA USD 673913.03000000 0.097712887916 Long DBT CORP US N 2 2025-08-04 Fixed 0.04134000 N N N N N N Disney Walt Co 549300GZKULIZ0WOW665 254687106 4165.00000000 NS USD 361855.20000000 0.052466586971 Long EC CORP US N 1 N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 404280BT5 273000.00000000 PA USD 251331.03000000 0.036441320572 Long DBT CORP GB N 2 2029-06-19 Variable 0.04583000 N N N N N N Cvs Health Corp 549300EJG376EN5NQE29 126650100 2249.00000000 NS USD 209584.31000000 0.030388325021 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 196000.00000000 PA USD 181985.03000000 0.026386613772 Long DBT CORP US N 2 2028-05-22 Variable 0.03584000 N N N N N N Spdr Series Tr 549300Y3ODFMPD5XXL58 78464A870 2227.00000000 NS USD 184841.00000000 0.026800710345 Long RF US N 1 N N N Valero Energy Corporation New 549300XTO5VR8SKV1V74 91913Y100 2719.00000000 NS USD 344932.34000000 0.050012885308 Long EC CORP US N 1 N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 N/A 382000.00000000 PA USD 365115.60000000 0.052939323193 Long DBT CORP US N 2 2025-10-02 Floating 0.08133600 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 N/A 170194.92000000 PA USD 148602.29000000 0.021546339454 Long DBT CORP US N 2 2027-07-31 Floating 0.07633600 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FH1 92000.00000000 PA USD 92804.41000000 0.013456019558 Long DBT CORP AU N 2 2024-10-18 Fixed 0.05350000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AZ8 94000.00000000 PA USD 87840.64000000 0.012736306064 Long DBT CORP US N 2 2032-08-08 Fixed 0.04250000 N N N N N N Credit Acceptance Corporation Mich N/A 225310AN1 310000.00000000 PA USD 291331.66000000 0.042241144736 Long DBT CORP US Y 2 2024-12-31 Fixed 0.05125000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAB4 1150000.00000000 PA USD 983426.64000000 0.142590293956 Long ABS-O CORP US N 2 2051-02-27 Variable 0.04948700 N N N N N N Volkswagen Group America Finance Llc 5493002SQ1AVQBY41K40 928668BE1 56000.00000000 PA USD 53480.51000000 0.007754316724 Long DBT CORP US N 2 2025-05-13 Fixed 0.03350000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AR9 196000.00000000 PA USD 185406.05000000 0.026882638821 Long DBT CORP US N 2 2028-10-01 Fixed 0.04200000 N N N N N N Lincoln Electric Holdings Inc BIMGBY40SIN95O01BN93 533900106 2033.00000000 NS USD 293748.17000000 0.042591522545 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31325VQ72 1437832.53800000 PA USD 163392.95000000 0.023690886359 Long ABS-CBDO USGSE US N 2 2035-08-15 Fixed 0.03500000 N N N N N N Archrock Partners L P Archrock Partners Finance Corp N/A 03959KAC4 340000.00000000 PA USD 311104.10000000 0.045108016465 Long DBT CORP US N 2 2028-04-01 Fixed 0.06250000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHQG5 5483580.94800000 PA USD 5058828.03000000 0.733496273673 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.03500000 N N N N N N Silvergate Capital Corp BPE6FTXDZEBNAGIT2T19 82837P408 1101.00000000 NS USD 19157.40000000 0.002777695037 Long EC CORP US N 1 N N N United States Cellular Corp 549300B164AZXESI6E03 911684AD0 250000.00000000 PA USD 220550.00000000 0.031978276826 Long DBT CORP US N 2 2033-12-15 Fixed 0.06700000 N N N N N N Acrisure Llc 549300R0Z1Q47XRTGO22 N/A 235000.00000000 PA USD 220018.75000000 0.031901249124 Long DBT CORP US N 2 2027-02-15 Floating 0.00000000 N N N N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 404280CE7 141000.00000000 PA USD 132417.84000000 0.019199702308 Long DBT CORP GB N 2 2025-11-07 Variable 0.02633000 N N N N N N Brookfield Property Reit Inc Bpr Cumulus Llc Bpr Nimbus Llc Ggsi Sellco Llc N/A 11284DAA3 78000.00000000 PA USD 71250.45000000 0.010330839329 Long DBT CORP US N 2 2026-05-15 Fixed 0.05750000 N N N N N N Carval CLO LTD 254900QBAWTE1ZDDLS52 14686FAG3 1250000.00000000 PA USD 1211647.50000000 0.175680794244 Long ABS-O CORP XX N 2 2034-04-21 Floating 0.04879630 N N N N N N Tallgrass Energy Partners Lp Tallgrass Energy Finance Corp N/A 87470LAD3 464000.00000000 PA USD 411493.76000000 0.059663846608 Long DBT CORP US N 2 2028-01-15 Fixed 0.05500000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 173000.00000000 PA USD 149925.26000000 0.021738161267 Long DBT CORP US N 2 2029-08-01 Fixed 0.04250000 N N N N N N M & T Bank Corp 549300WYXDDBYRASEG81 55261F104 1287.00000000 NS USD 186692.22000000 0.027069124880 Long EC CORP US N 1 N N N BLACK KNIGHT INFOSERV LLC 549300H5PS5C68DAUX66 092174AA9 334000.00000000 PA USD 289077.00000000 0.041914234096 Long DBT CORP US N 2 2028-09-01 Fixed 0.03625000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAG6 124000.00000000 PA USD 100130.00000000 0.014518181177 Long DBT CORP US N 2 2026-08-10 Variable 0.03650000 N N N N N N Credit Suisse Group Ag 549300506SI9CRFV9Z86 225401AK4 110000.00000000 PA USD 79074.43000000 0.011465264168 Long DBT CORP CH N 2 2025-09-12 Variable 0.07250000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 143000.00000000 PA USD 103603.67000000 0.015021840124 Long DBT CORP US N 2 2031-11-15 Fixed 0.03600000 N N N N N N Vodafone Group Plc New 213800TB53ELEUKM7Q61 92857WBQ2 220000.00000000 PA USD 221194.60000000 0.032071739520 Long DBT CORP GB N 2 2079-04-04 Variable 0.07000000 N N N N N N Blackrock Credit Allocation Income Tr WU48CSUCFTU86AQUYZ93 092508100 20506.00000000 NS USD 207110.60000000 0.030029653595 Long RF US N 1 N N N Servicenow Inc 549300HJTQM36M0E1G39 81762P102 929.00000000 NS USD 360702.83000000 0.052299501018 Long EC CORP US N 1 N N N 1011778 British Columbia Unlimited Liability Co 549300RHSHNRWI5LLA86 N/A 620401.03000000 PA USD 608768.51000000 0.088267367652 Long DBT CORP US N 2 2026-11-19 Floating 0.06164700 N N N N N N Takeda Pharmaceutical Company Ltd 549300ZLMVP4X0OGR454 874060AW6 161000.00000000 PA USD 159626.62000000 0.023144793666 Long DBT CORP JP N 2 2028-11-26 Fixed 0.05000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BY1 195000.00000000 PA USD 167406.75000000 0.024272860548 Long DBT CORP US N 2 2028-05-12 Fixed 0.01650000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 2733.00000000 NS USD 222575.52000000 0.032271963696 Long EC CORP US N 1 N N N Southern Co 549300FC3G3YU2FBZD92 842587DC8 92000.00000000 PA USD 90847.28000000 0.013172248781 Long DBT CORP US N 2 2024-08-01 Fixed 0.04475000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A65L4 1399020.04400000 PA USD 56256.27000000 0.008156783383 Long ABS-CBDO USGSE US N 2 2027-07-25 Fixed 0.03000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AA2 356000.00000000 PA USD 330173.57000000 0.047872962240 Long DBT CORP FR N 2 2026-10-15 Fixed 0.06500000 N N N N N N ON ASSIGNMENT INC LZBNYYCBUKY537072438 00191U102 2744.00000000 NS USD 223581.12000000 0.032417768979 Long EC CORP US N 1 N N N Ellington Residential Mortgage Reit 549300KA3MR2ZCRGA787 288578107 1020.00000000 NS USD 6997.20000000 0.001014547261 Long EC CORP US N 1 N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 5497.00000000 NS USD 260118.04000000 0.037715378329 Long EC CORP US N 1 N N N Mitsubishi Ufj Financial Group Inc 353800V2V8PUY9TK3E06 606822BS2 134000.00000000 PA USD 121683.98000000 0.017643364306 Long DBT CORP JP N 2 2025-07-17 Fixed 0.01412000 N N N N N N Chobani Llc 549300ISVDMZ91KNTR38 N/A 156368.08000000 PA USD 152979.58000000 0.022181017265 Long DBT CORP US N 2 2027-10-23 Floating 0.07883600 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BC8 180000.00000000 PA USD 142650.00000000 0.020683297162 Long DBT CORP US N 2 2026-09-15 Variable 0.03400000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAZ4 133000.00000000 PA USD 120970.91000000 0.017539973919 Long DBT CORP US N 2 2027-03-15 Fixed 0.02900000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 133000.00000000 PA USD 139200.57000000 0.020183152853 Long DBT CORP US N 2 2032-11-09 Fixed 0.06250000 N N N N N N Harvest Midstream I L P 549300DW5M17KJOXCY66 417558AA1 453000.00000000 PA USD 432361.32000000 0.062689503422 Long DBT CORP US N 2 2028-09-01 Fixed 0.07500000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 185000.00000000 PA USD 149394.09000000 0.021661145165 Long DBT CORP US N 2 2032-03-01 Fixed 0.02750000 N N N N N N NORTHWESTERN CORP 3BPWMBHR1R9SHUN7J795 668074305 1688.00000000 NS USD 100165.92000000 0.014523389337 Long EC CORP US N 1 N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 24422EUY3 184000.00000000 PA USD 163921.40000000 0.023767508079 Long DBT CORP US N 2 2029-07-18 Fixed 0.02800000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 111000.00000000 PA USD 89077.50000000 0.012915642502 Long DBT CORP US N 2 2029-01-15 Fixed 0.03875000 N N N N N N COTY/HFC PRESTIGE/INT US N/A 222070AG9 348000.00000000 PA USD 314940.00000000 0.045664196343 Long DBT CORP US N 2 2029-01-15 Fixed 0.04750000 N N N N N N Biomarin Pharmaceutical Inc NSLL8ITTRR0J5HEMR848 09061GAK7 499000.00000000 PA USD 536205.85000000 0.077746266638 Long DBT CORP US N 2 2027-05-15 Fixed 0.01250000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N NUVEEN PFD INCOME OPPORTUNITIES FD SQSNUOAGTXNFWCFS1I50 67073B106 5800.00000000 NS USD 42224.00000000 0.006122197962 Long RF US N 1 N N N HOWDEN GROUP HOLDINGS LTD N/A N/A 103000.00000000 PA USD 100148.96000000 0.014520930250 Long DBT CORP US N 2 2027-11-12 Floating 0.00000000 N N N N N N Mirati Therapeutics Inc 529900GYRW59IDQV6N54 60468T105 1177.00000000 NS USD 53329.87000000 0.007732474930 Long EC CORP US N 1 N N N UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 912909AU2 303000.00000000 PA USD 294105.87000000 0.042643386656 Long DBT CORP US N 2 2029-03-01 Fixed 0.06875000 N N N N N American Electric Power Company Inc 1B4S6S7G0TW5EE83BO58 02557T307 3479.00000000 NS USD 179446.82000000 0.026018590276 Long EP CORP US N 1 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 5222.00000000 NS USD 501625.32000000 0.072732320770 Long EC CORP US N 1 N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 159000.00000000 PA USD 131213.56000000 0.019025089752 Long DBT CORP US N 2 2028-04-01 Fixed 0.02250000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAN4 97000.00000000 PA USD 78782.39000000 0.011422920319 Long DBT CORP US N 2 2029-01-15 Fixed 0.02050000 N N N N N N Boeing Company Iam Commercial Paper 42 RVHJWBXLJ1RFUBSY1F30 097023CY9 196000.00000000 PA USD 191225.30000000 0.027726391201 Long DBT CORP US N 2 2030-05-01 Fixed 0.05150000 N N N N N N Ss&C Technologies Inc 549300KY09TR3J12JU49 N/A 92897.13000000 PA USD 91181.32000000 0.013220682350 Long DBT CORP US N 2 2025-04-16 Floating 0.06133600 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNPB2 7219572.55800000 PA USD 6353034.27000000 0.921147533763 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCN3 135000.00000000 PA USD 115420.91000000 0.016735260990 Long DBT CORP US N 2 2030-03-01 Variable 0.03273000 N N N N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971TAJ0 160000.00000000 PA USD 168000.00000000 0.024358877836 Long DBT CORP US N 2 2025-05-01 Fixed 0.00125000 N N N N Y Akamai Technologies Inc USD XXXX N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 207000.00000000 PA USD 164504.30000000 0.023852024685 Long DBT CORP US N 2 2032-01-31 Fixed 0.03250000 N N N N N N Nextera Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBL3 139000.00000000 PA USD 137113.42000000 0.019880530044 Long DBT CORP US N 2 2024-09-01 Fixed 0.04255000 N N N N N N Progyny Inc N/A 74340E103 7487.00000000 NS USD 233220.05000000 0.033815349445 Long EC CORP US N 1 N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AH5 370000.00000000 PA USD 328549.17000000 0.047637435090 Long DBT CORP US N 2 2028-07-15 Fixed 0.05250000 N N N N N N Nextera Energy Operating Partners Lp 549300KJEC5IUVJWR786 65342QAL6 420000.00000000 PA USD 384308.28000000 0.055722133595 Long DBT CORP US N 2 2026-10-15 Fixed 0.03875000 N N N N N N Transocean Proteus Ltd 5493000CTMQ2LH21VM89 893829AA9 72000.00000000 PA USD 70925.28000000 0.010283691851 Long DBT CORP KY N 2 2024-12-01 Fixed 0.06250000 N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCS7 99000.00000000 PA USD 96550.45000000 0.013999170336 Long DBT CORP US N 2 2024-07-15 Fixed 0.04625000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467HAG1 725000.00000000 PA USD 683659.78000000 0.099126101562 Long ABS-O CORP KY N 2 2034-10-15 Floating 0.06279100 N N N N N N Alliant Holdings I LP 5493006Q26653NF8SI73 N/A 98000.00000000 PA USD 96603.50000000 0.014006862232 Long DBT CORP US N 2 2025-05-10 Floating 0.00000000 N N N N N N W & T Offshore Inc 549300Q7EOY2YIO3YK85 92922PAL0 116000.00000000 PA USD 113946.02000000 0.016521411792 Long DBT CORP US N 2 2023-11-01 Fixed 0.09750000 N N N N N N Cadence Design System Inc GCT7RXJOGLXPV0NXZY22 127387108 342.00000000 NS USD 54938.88000000 0.007965770633 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973718 9000.00000000 NS USD 146160.00000000 0.021192223717 Long EP CORP US N 1 N N N Home Depot Inc QEKMOTMBBKA8I816DO57 437076102 2578.00000000 NS USD 814287.08000000 0.118066187531 Long EC CORP US N 1 N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 N/A 166145.38000000 PA USD 149063.97000000 0.021613279970 Long DBT CORP US N 2 2026-07-14 Floating 0.07814400 N N N N N N Pimco Dynamic Income Fd F0MWMXS5YG3P711FB044 72201Y101 7334.00000000 NS USD 135532.32000000 0.019651281105 Long RF US N 1 N N N Cedar Fair L P Canadas Wonderland Company Magnum Management Corporation Millennium Operations 549300TUVLNQQ6BVKH61 150190AE6 276000.00000000 PA USD 247861.55000000 0.035938269147 Long DBT CORP US N 2 2029-07-15 Fixed 0.05250000 N N N N N N Cnh Industrial N V 549300WGC2HZ5J67V817 N20944109 22130.00000000 NS USD 355407.80000000 0.051531757037 Long EC CORP NL N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BJ2 257000.00000000 PA USD 252665.48000000 0.036634806909 Long DBT CORP US N 2 2033-12-05 Fixed 0.04375000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AM4 280000.00000000 PA USD 269441.20000000 0.039067174255 Long DBT CORP US N 2 2027-12-01 Fixed 0.05875000 N N N N N N Gci Llc 549300N3IE9H88Q20221 36166TAB6 290000.00000000 PA USD 243623.33000000 0.035323755556 Long DBT CORP US N 2 2028-10-15 Fixed 0.04750000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 440000.00000000 PA USD 393978.62000000 0.057124268301 Long DBT CORP CA N 2 2028-01-15 Fixed 0.04375000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAK8 98000.00000000 PA USD 81212.27000000 0.011775236688 Long DBT CORP US N 2 2030-12-01 Fixed 0.03125000 N N N N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272104 7278.00000000 NS USD 650362.08000000 0.094298157476 Long EC CORP US N 1 N N N Mpt Operating Partnership L P Mpt Finance Corp N/A 55342UAJ3 2000.00000000 PA USD 1525.17000000 0.000221139462 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A73W0 1709432.75000000 PA USD 58223.28000000 0.008441986694 Long ABS-CBDO USGSE US N 2 2027-08-25 Fixed 0.03000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EC5 137000.00000000 PA USD 138279.38000000 0.020049586456 Long DBT CORP US N 2 2028-09-01 Fixed 0.06375000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 N/A 333000.00000000 PA USD 319493.52000000 0.046324426328 Long DBT CORP US N 2 2028-08-31 Floating 0.07984900 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 565849AP1 98000.00000000 PA USD 93587.28000000 0.013569530479 Long DBT CORP US N 2 2027-07-15 Fixed 0.04400000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BF1 181000.00000000 PA USD 176882.25000000 0.025646744756 Long DBT CORP US N 2 2027-09-15 Variable 0.06200000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DB2 46000.00000000 PA USD 47887.40000000 0.006943353133 Long DBT CORP US N 2 2027-11-05 Fixed 0.05850000 N N N N N N Performance Food Group Co 549300EUK8GR9IT1YK57 71377A103 457.00000000 NS USD 26684.23000000 0.003869035111 Long EC CORP US N 1 N N N Zions Bancorporation 8WH0EE09O9V05QJZ3V89 989701107 8806.00000000 NS USD 432902.96000000 0.062768037604 Long EC CORP US N 1 N N N L3harris Technologies Inc Iam Commercial Paper 3a3 549300UTE50ZMDBG8A20 502431109 970.00000000 NS USD 201963.70000000 0.029283387474 Long EC CORP US N 1 N N N PRIMO WATER HOLDINGS INC 9845008F9A5F2E1D4832 74168LAA4 237000.00000000 PA USD 204671.19000000 0.029675955439 Long DBT CORP US N 2 2029-04-30 Fixed 0.04375000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 117000.00000000 PA USD 90520.45000000 0.013124860614 Long DBT CORP GB N 2 2032-05-24 Variable 0.02804000 N N N N N N Novo-Nordisk As Vormals Novoindustri As 549300DAQ1CVT6CXN342 670100205 1288.00000000 NS USD 174317.92000000 0.025274934035 Long EC CORP DK N 1 N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 98000.00000000 PA USD 80149.92000000 0.011621203034 Long DBT CORP BM N 2 2028-01-26 Fixed 0.02850000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677AAB0 97000.00000000 PA USD 92461.06000000 0.013406236102 Long DBT CORP US N 2 2026-03-15 Fixed 0.03850000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LBC9 230000.00000000 PA USD 219741.27000000 0.031861016378 Long DBT CORP US N 2 2027-05-15 Fixed 0.03875000 N N N N N N Barings CLO Ltd. 2016-II 549300Z33CTC4YAKLT16 06761CAS8 400000.00000000 PA USD 371760.00000000 0.053902716811 Long ABS-O CORP US N 2 2032-01-20 Floating 0.07392600 N N N N N N RLG HOLDINGS LLC 254900Y6CDN3X5BPSO77 N/A 161259.77000000 PA USD 151450.34000000 0.021959287680 Long DBT CORP US N 2 2028-07-08 Floating 0.08383600 N N N N N N Methanex Corp 549300TSJHRXT9QXRD13 59151KAK4 274000.00000000 PA USD 262364.87000000 0.038041153671 Long DBT CORP CA N 2 2024-12-01 Fixed 0.04250000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EP1 141000.00000000 PA USD 127996.71000000 0.018558667990 Long DBT CORP US N 2 2032-08-08 Fixed 0.03350000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AE8 185000.00000000 PA USD 165550.95000000 0.024003781944 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N Nep Group Inc N/A N/A 166133.76000000 PA USD 142252.03000000 0.020625594170 Long DBT CORP US N 2 2025-10-20 Floating 0.07633600 N N N N N N American Electric Power Company Inc 1B4S6S7G0TW5EE83BO58 025537AK7 139000.00000000 PA USD 134021.72000000 0.019432254195 Long DBT CORP US N 2 2024-03-15 Fixed 0.02031000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 270000.00000000 PA USD 234900.00000000 0.034058930974 Long DBT CORP US N 2 2031-06-15 Fixed 0.04750000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 912810TL2 2200000.00000000 PA USD 2203093.75000000 0.319433878083 Long DBT UST US N 2 2052-11-15 Fixed 0.04000000 N N N N N N Pebblebrook Hotel Tr 5493004Q1NNH6JXCSI52 70509V100 9492.00000000 NS USD 127097.88000000 0.018428343643 Long EC CORP US N 1 N N N Sm Energy Co 84BUTVXV5ODI6BXNMH43 78454LAP5 226000.00000000 PA USD 217687.72000000 0.031563265344 Long DBT CORP US N 2 2027-01-15 Fixed 0.06625000 N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BR2 282000.00000000 PA USD 289783.20000000 0.042016628379 Long DBT CORP LR N 2 2029-01-15 Fixed 0.09250000 N N N N N Oci N V 549300NCMRGIBJYUOE57 67091GAE3 195000.00000000 PA USD 184775.99000000 0.026791284330 Long DBT CORP NL N 2 2025-10-15 Fixed 0.04625000 N N N N N N American Electric Power Company Inc 1B4S6S7G0TW5EE83BO58 025537101 1551.00000000 NS USD 147267.45000000 0.021352796570 Long EC CORP US N 1 N N N Hilton Worldwide Finance Llc 549300406TN7EY0NPH20 N/A 372000.00000000 PA USD 370519.44000000 0.053722843898 Long DBT CORP US N 2 2026-06-21 Floating 0.06172500 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BX9 136000.00000000 PA USD 110644.96000000 0.016042780141 Long DBT CORP US N 2 2031-12-13 Fixed 0.02076000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAG5 210000.00000000 PA USD 201599.97000000 0.029230649053 Long DBT CORP US N 2 2028-01-15 Fixed 0.06250000 N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CG3 131000.00000000 PA USD 113622.32000000 0.016474477454 Long DBT CORP GB N 2 2028-01-12 Variable 0.02608000 N N N N N N Sba Communications Corporation New 5299001HX8ZN8Y8QIT49 78410G104 464.00000000 NS USD 130063.84000000 0.018858388032 Long EC CORP US N 1 N N N Wamu Mortgage Pass-Through Ctfs N/A 929227L95 154169.99000000 PA USD 145543.95000000 0.021102900582 Long ABS-CBDO CORP US N 2 2033-05-25 Variable 0.02422100 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 295000.00000000 PA USD 258125.00000000 0.037426400842 Long DBT CORP US N 2 2029-04-15 Fixed 0.05500000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AF1 152000.00000000 PA USD 301720.00000000 0.043747384647 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 Everi Holdings Inc 5299006DK5S7BG10K532 30034T103 16494.00000000 NS USD 236688.90000000 0.034318309525 Long EC CORP US N 1 N N N Morgan Stanley & Co N/A 01F994699 -13.60000000 NC USD -19266.17000000 -0.00279346596 N/A DIR CORP US N 3 Morgan Stanley & Company N/A Call Written Federal National Mortgage Association Federal National Mortgage Association Conventional 30-Yr. Pass Through 1000000.00000000 98.93750000 USD 2023-02-06 XXXX 69983.83000000 N N N CORNERSTONE ONDEMAND INC 549300Z402F16H5EGH48 N/A 273311.56000000 PA USD 243247.29000000 0.035269232268 Long DBT CORP US N 2 2028-10-15 Floating 0.08133600 N N N N N N Enterprise Prods Operating Llc 5493004LGN656HWLDA30 29379VBM4 215000.00000000 PA USD 194589.50000000 0.028214177730 Long DBT CORP US N 2 2077-08-16 Floating 0.07629900 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAF4 74000.00000000 PA USD 71844.97000000 0.010417040758 Long DBT CORP US N 2 2024-07-15 Fixed 0.03500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 332000.00000000 PA USD 292893.06000000 0.042467537307 Long DBT CORP DE N 2 2026-11-24 Variable 0.02129000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919BC9 147000.00000000 PA USD 137071.78000000 0.019874492522 Long DBT CORP US N 2 2030-06-01 Fixed 0.04200000 N N N N N N Bway Holding Co 549300DNGHXL0OMHW304 12429TAE4 290000.00000000 PA USD 268167.85000000 0.038882547010 Long DBT CORP US N 2 2025-04-15 Fixed 0.07250000 N N N N N N Pretium Mortgage Credit Partne N/A 69362NAC0 1250000.00000000 PA USD 1126611.38000000 0.163351124847 Long ABS-O CORP US N 2 2052-01-25 Variable 0.05438000 N N N N N N Chevron Corporation New N/A 166764100 401.00000000 NS USD 71975.49000000 0.010435965286 Long EC CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 1110.00000000 NS USD 327316.80000000 0.047458749672 Long EC CORP US N 1 N N N Longfellow Place CLO Ltd 549300FY38ZCUKZQU403 54303PBC8 1550000.00000000 PA USD 1474139.90000000 0.213740438914 Long ABS-O CORP US N 2 2029-04-15 Floating 0.06379100 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAV2 98000.00000000 PA USD 93797.56000000 0.013600019674 Long DBT CORP US N 2 2028-06-15 Fixed 0.04000000 N N N N N N Hughes Satellite System Corp N/A 444454AF9 150000.00000000 PA USD 139911.00000000 0.020286160457 Long DBT CORP US N 2 2026-08-01 Fixed 0.06625000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DZ5 95000.00000000 PA USD 102296.55000000 0.014832316455 Long DBT CORP US N 2 2027-07-15 Fixed 0.08500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 575000.00000000 PA USD 490187.50000000 0.071073913269 Long DBT CORP US N 2 2026-02-18 Variable 0.03875000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CJ6 147000.00000000 PA USD 126164.06000000 0.018292945981 Long DBT CORP US N 2 2030-05-20 Fixed 0.02823000 N N N N N N Boeing Company Iam Commercial Paper 42 RVHJWBXLJ1RFUBSY1F30 097023BX2 147000.00000000 PA USD 131394.82000000 0.019051371242 Long DBT CORP US N 2 2028-03-01 Fixed 0.03250000 N N N N N N Marriott International Inc New 225YDZ14ZO8E1TXUSU86 571903BE2 146000.00000000 PA USD 136234.63000000 0.019753111364 Long DBT CORP US N 2 2030-06-15 Fixed 0.04625000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 315.00000000 NS USD 171867.15000000 0.024919588755 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002Y400 15500.00000000 NS USD 255285.00000000 0.037014619812 Long EP CORP US N 1 N N N Bway Holding Co 549300DNGHXL0OMHW304 12429TAD6 240000.00000000 PA USD 233363.32000000 0.033836122638 Long DBT CORP US N 2 2024-04-15 Fixed 0.05500000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 250000.00000000 PA USD 185666.15000000 0.026920351584 Long DBT CORP US N 2 2028-12-01 Fixed 0.07000000 N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAX9 98000.00000000 PA USD 90982.97000000 0.013191922925 Long DBT CORP US N 2 2030-04-15 Fixed 0.04050000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384DL0 600000.00000000 PA USD 594222.89000000 0.086158349910 Long STIV USGSE US N 2 N N N AT&T INC 549300Z40J86GGSTL398 00206R706 25875.00000000 NS USD 451260.00000000 0.065429685787 Long EP CORP US N 1 N N N TERRIER MEDIA BUYER INC N/A N/A 473993.83000000 PA USD 442762.38000000 0.064197587648 Long DBT CORP US N 2 2026-12-17 Floating 0.08229900 N N N N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 572.00000000 NS USD 151557.12000000 0.021974770067 Long EC CORP US N 1 N N N Crown Holdings Inc 7HLDMDH0ZXNUH6PT7Z42 228255AH8 244000.00000000 PA USD 251200.44000000 0.036422385895 Long DBT CORP US N 2 2026-12-15 Fixed 0.07375000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 275000.00000000 PA USD 236255.25000000 0.034255433172 Long DBT CORP US N 2 2029-06-15 Fixed 0.04125000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 45.00000000 NS USD 2801.25000000 0.000406162538 Long EC CORP US N 1 N N N GRINDING MEDIA INC 254900IYFJ03EGFQ8C34 N/A 171030.91000000 PA USD 158203.59000000 0.022938463821 Long DBT CORP US N 3 2028-10-12 Floating 0.08069525 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 92000.00000000 PA USD 81915.45000000 0.011877193091 Long DBT CORP US N 2 2028-02-24 Variable 0.02640000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 N/A 376041.27000000 PA USD 368873.92000000 0.053484254489 Long DBT CORP US N 2 2028-02-19 Floating 0.06633600 N N N N N N Pdf Solutions Inc 549300GMSP6MROFBI160 693282105 113.00000000 NS USD 3222.76000000 0.000467278673 Long EC CORP US N 1 N N N Prime Security Svcs Borrower Llc Prime Finance Inc N/A 74166MAE6 213000.00000000 PA USD 193864.08000000 0.028108996675 Long DBT CORP US N 2 2028-01-15 Fixed 0.06250000 N N N N N N ENACT HOLDINGS INC N/A 37255LAA5 149000.00000000 PA USD 146222.64000000 0.021201306099 Long DBT CORP US N 2 2025-08-15 Fixed 0.06500000 N N N N N N Kroger Co 6CPEOKI6OYJ13Q6O7870 501044101 93.00000000 NS USD 4145.94000000 0.000601133607 Long EC CORP US N 1 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 220000.00000000 PA USD 180826.80000000 0.026218678159 Long DBT CORP US N 2 2031-02-15 Fixed 0.04500000 N N N N N N Linde Plc 8945002PAZHZLBGKGF02 G5494J103 562.00000000 NS USD 183313.16000000 0.026579183751 Long EC CORP IE N 1 N N N Zimmer Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 2159.00000000 NS USD 275272.50000000 0.039912673804 Long EC CORP US N 1 N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457100 7319.00000000 NS USD 240795.10000000 0.034913681097 Long EC CORP US N 1 N N N Marsh & Mclennan Cos Inc 549300XMP3KDCKJXIU47 571748102 27.00000000 NS USD 4467.96000000 0.000647824356 Long EC CORP US N 1 N N N Emerald Holding Inc N/A 29103W104 547.00000000 NS USD 1936.38000000 0.000280762165 Long EC CORP US N 1 N N N Ciena Corp W0CZ7N0GH8UIGXDM1H41 171779309 8881.00000000 NS USD 452753.38000000 0.065646215912 Long EC CORP US N 1 N N N Aegon Funding Company Llc KEIOKM01PSK5VZ5CCI74 00775V104 7525.00000000 NS USD 143426.50000000 0.020795884476 Long EP CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 11922.00000000 NS USD 2859134.04000000 0.414555338081 Long EC CORP US N 1 N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BR5 95000.00000000 PA USD 83546.03000000 0.012113616300 Long DBT CORP US N 2 2026-08-15 Fixed 0.01300000 N N N N N N Dtz United States Borrower Llc N/A N/A 249358.97000000 PA USD 243214.76000000 0.035264515635 Long DBT CORP US N 2 2025-08-21 Floating 0.07133600 N N N N N N H & E Equipment Svcs Inc 254900KVLRCDMQRYY541 404030AJ7 486000.00000000 PA USD 413969.94000000 0.060022876168 Long DBT CORP US N 2 2028-12-15 Fixed 0.03875000 N N N N N N Amgh Holding Corp 549300ZFWD4ZFCEJCQ87 N/A 185687.91000000 PA USD 129402.19000000 0.018762453202 Long DBT CORP US N 2 2025-10-02 Floating 0.08422290 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094104 1592.00000000 NS USD 463272.00000000 0.067171345553 Long EC CORP US N 1 N N N Wellpoint Inc 8MYN82XMYQH89CTMTH67 036752103 3042.00000000 NS USD 1560454.74000000 0.226255514170 Long EC CORP US N 1 N N N Cheniere Energy Partners L P 5493005UEC8AZ34LDV29 16411QAG6 97000.00000000 PA USD 87224.48000000 0.012646966980 Long DBT CORP US N 2 2029-10-01 Fixed 0.04500000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DNNA7 9268792.22500000 PA USD 8428825.73000000 1.222123430117 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N Bank America Corpo 9DJT3UXIJIZJI4WXO774 060505682 459.00000000 NS USD 532440.00000000 0.077200243542 Long EP CORP US N 1 N N N ZURICH INSURANCE GROUP AG 529900QVNRBND50TXP03 001107539 521.00000000 NS 249078.30000000 0.036114689769 Long EC CORP CH N 2 N N N WESTERN MIDSTREAM OPERATING L6D8A6MLSY454J2JXJ60 958254AE4 365000.00000000 PA USD 345494.40000000 0.050094380254 Long DBT CORP US N 2 2025-06-01 Fixed 0.03950000 N N N N N N Nippon Life Insurance Co 549300Y0HHMFW3EVWY08 654579AG6 363000.00000000 PA USD 307889.39000000 0.044641904988 Long DBT CORP JP N 2 2050-01-23 Variable 0.03400000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 14935.00000000 NS USD 1325182.55000000 0.192142618131 Long EC CORP US N 1 N N N Ionis Pharmaceuticals Inc 549300SI4ZGLG0BLUZ92 462222AB6 282000.00000000 PA USD 256084.20000000 0.037130498473 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 Public Storage 549300LMZF40TKJ6DM64 74460W594 958.00000000 NS USD 18489.40000000 0.002680839499 Long EP CORP US N 1 N N N VCAT Asset Securitization, LLC N/A 91790CAB2 250000.00000000 PA USD 226082.93000000 0.032780514718 Long ABS-O CORP US N 2 2050-12-26 Variable 0.04826200 N N N N N N MERCK & CO INC NEW 4YV9Y5M8S0BRK1RP0397 58933Y105 9970.00000000 NS USD 1106171.50000000 0.160387478776 Long EC CORP US N 1 N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAA5 100000.00000000 PA USD 94479.00000000 0.013698823923 Long DBT CORP US N 2 2026-11-01 Fixed 0.04625000 N N N N N N Comcast Corporation New 51M0QTTNCGUN7KFCFZ59 20030N101 21406.00000000 NS USD 748567.82000000 0.108537333806 Long EC CORP US N 1 N N N Select Sector Spdr Tr 549300N81BAQ1XPGBT65 81369Y100 1900.00000000 NS USD 147592.00000000 0.021399854152 Long RF US N 1 N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E101 19464.00000000 NS USD 558616.80000000 0.080995704693 Long EC CORP US N 1 N N N MAGENTA BUYER LLC N/A N/A 269000.00000000 PA USD 228986.25000000 0.033201476725 Long DBT CORP US N 2 2028-07-27 Floating 0.09170000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FJ2 98000.00000000 PA USD 88488.97000000 0.012830309583 Long DBT CORP US N 2 2027-02-05 Fixed 0.02150000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 222697.00000000 PA USD 217259.14000000 0.031501124107 Long DBT CORP US N 2 2025-10-20 Fixed 0.04500000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAW7 105000.00000000 PA USD 100798.90000000 0.014615167209 Long DBT CORP US N 2 2024-09-01 Fixed 0.02500000 N N N N N N Bristol Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 168.00000000 NS USD 12087.60000000 0.001752621260 Long EC CORP US N 1 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BT6 180000.00000000 PA USD 173150.23000000 0.025105626785 Long DBT CORP GB N 2 2025-07-26 Variable 0.06000000 N N N N N N Anchorage Capital CLO LTD 54930063NKPB83QNUF90 03331KAE9 875000.00000000 PA USD 820544.38000000 0.118973454235 Long ABS-O CORP KY N 2 2034-10-20 Floating 0.06642600 N N N N N N Credit Suisse Mortgage Trust N/A 12664AAF6 623427.89000000 PA USD 606529.69000000 0.087942753706 Long ABS-CBDO CORP US N 2 2067-08-25 Variable 0.06392000 N N N N N N Madison Park Funding Ltd N/A 55820JBJ8 850000.00000000 PA USD 803077.45000000 0.116440866056 Long ABS-O CORP KY N 2 2032-10-15 Floating 0.06279100 N N N N N N Pebblebrook Hotel Tr 5493004Q1NNH6JXCSI52 70509VAA8 469000.00000000 PA USD 385752.50000000 0.055931535848 Long DBT CORP US N 2 2026-12-15 Fixed 0.01750000 N N N N Y Pebblebrook Hotel Trust USD XXXX N N N General Mtrs Financial Company Inc 5493008B6JBRUJ90QL97 37045XBW5 233000.00000000 PA USD 228408.63000000 0.033117725683 Long DBT CORP US N 2 2024-04-13 Fixed 0.03950000 N N N N N N VICTORS MERGER CORP N/A 92641PAA4 138000.00000000 PA USD 75900.00000000 0.011004993022 Long DBT CORP US N 2 2029-05-15 Fixed 0.06375000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAB1 150000.00000000 PA USD 134580.00000000 0.019513201066 Long DBT CORP US N 2 2028-08-15 Fixed 0.04375000 N N N N N N PINE STREET TRUST I N/A 722844AA5 98000.00000000 PA USD 90626.43000000 0.013140227006 Long DBT CORP US N 2 2029-02-15 Fixed 0.04572000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 5530.00000000 NS USD 474750.50000000 0.068835651382 Long EC CORP US N 1 N N N EDELMAN FINANCIAL CENTER 549300Z31KZXNP05U733 N/A 102739.24000000 PA USD 95624.55000000 0.013864921021 Long DBT CORP US N 2 2028-04-07 Floating 0.07883600 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 2010.00000000 NS USD 292796.70000000 0.042453565750 Long EC CORP US N 1 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 114000.00000000 PA USD 91291.20000000 0.013236614216 Long DBT CORP US N 2 2032-02-15 Fixed 0.03625000 N N N N N N Community Trust Bancorp Inc N/A 204149108 574.00000000 NS USD 26363.82000000 0.003822577801 Long EC CORP US N 1 N N N Builders Firstsource Inc 549300W0SKP6L3H7DP63 12008RAN7 185000.00000000 PA USD 163924.62000000 0.023767974957 Long DBT CORP US N 2 2030-03-01 Fixed 0.05000000 N N N N N N Blackstone Strategic Credit Fd 549300YESIF051NRED20 09257R101 12886.00000000 NS USD 136333.88000000 0.019767501951 Long RF US N 1 N N Littelfuse Inc 549300MY7HLQFYTPCX75 537008104 827.00000000 NS USD 182105.40000000 0.026404066618 Long EC CORP US N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 N/A 367075.20000000 PA USD 363749.50000000 0.052741247818 Long DBT CORP US N 2 2025-06-23 Floating 0.07437500 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 273000.00000000 PA USD 238875.00000000 0.034635279423 Long DBT CORP US N 2 2029-08-15 Fixed 0.03875000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161C709 2675.00000000 NS USD 58181.25000000 0.008435892625 Long EP CORP US N 1 N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBK2 127000.00000000 PA USD 122593.41000000 0.017775225581 Long DBT CORP US N 2 2030-07-26 Variable 0.04596000 N N N N N N Lyb International Finance III Llc N/A 50249AAF0 135000.00000000 PA USD 120434.33000000 0.017462173403 Long DBT CORP US N 2 2025-10-01 Fixed 0.01250000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 196000.00000000 PA USD 171937.95000000 0.024929854282 Long DBT CORP US N 2 2027-05-04 Variable 0.01593000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 398000.00000000 PA USD 323423.32000000 0.046894221078 Long DBT CORP NL N 2 2032-01-15 Fixed 0.05000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BS4 98000.00000000 PA USD 78746.82000000 0.011417762906 Long DBT CORP US N 2 2030-06-03 Fixed 0.01500000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AQGC6 878819.34000000 PA USD 34595.95000000 0.005016181664 Long ABS-CBDO USGSE US N 2 2027-05-15 Fixed 0.03000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AW6 230000.00000000 PA USD 216382.91000000 0.031374076610 Long DBT CORP US N 2 2026-04-01 Fixed 0.04450000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPCE9 1090596.64000000 PA USD 1071512.07000000 0.155362092935 Long ABS-CBDO USGSE US N 2 2046-01-25 Fixed 0.04500000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AM7 180000.00000000 PA USD 144131.53000000 0.020898109116 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N Bp Capital Mkts America Inc 5493009NTB34VXE1T760 10373QAE0 235000.00000000 PA USD 227682.45000000 0.033012434434 Long DBT CORP US N 2 2028-11-06 Fixed 0.04234000 N N N N N N Scripps Escrow Inc N/A 81104PAA7 185000.00000000 PA USD 165112.50000000 0.023940209623 Long DBT CORP US N 2 2027-07-15 Fixed 0.05875000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 391000.00000000 PA USD 359784.60000000 0.052166363802 Long DBT CORP US N 2 2029-04-23 Variable 0.04075000 N N N N N N Mortgageit Trust 2007-1 N/A 61915YAA9 1326310.07000000 PA USD 1064397.65000000 0.154330549556 Long ABS-CBDO CORP US N 2 2047-06-25 Floating 0.04848710 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BK4 240000.00000000 PA USD 221923.20000000 0.032177381653 Long DBT CORP US N 2 2025-10-15 Variable 0.04875000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 91282CFV8 2200000.00000000 PA USD 2245031.25000000 0.325514535459 Long DBT UST US N 2 2032-11-15 Fixed 0.04125000 N N N N N N BROOKFIELD WEC HOLDINGS 5493002M6GRSU1IWMG57 N/A 372000.00000000 PA USD 366226.56000000 0.053100404972 Long DBT CORP US N 2 2025-08-01 Floating 0.00000000 N N N N N N Nuveen Credit Strategies Income Fd W4CSTD4RDGQSJ4FOVO30 67073D102 45650.00000000 NS USD 232358.50000000 0.033690430450 Long RF US N 1 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368DH72 92000.00000000 PA USD 69561.55000000 0.010085960110 Long DBT CORP CA N 2 2037-01-10 Variable 0.03088000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 892.00000000 NS USD 247012.64000000 0.035815182867 Long EC CORP US N 1 N N N DELL INT LLC / EMC CORP N/A 24703TAG1 62000.00000000 PA USD 60636.13000000 0.008791833828 Long DBT CORP US N 2 2029-10-01 Fixed 0.05300000 N N N N N N Csx Corp 549300JVQR4N1MMP3Q88 126408HM8 98000.00000000 PA USD 94264.47000000 0.013667718506 Long DBT CORP US N 2 2029-03-15 Fixed 0.04250000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 28470RAK8 145000.00000000 PA USD 142469.75000000 0.020657162116 Long DBT CORP US N 2 2027-07-01 Fixed 0.08125000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 150000.00000000 PA USD 147335.16000000 0.021362614067 Long DBT CORP US N 2 2024-12-15 Fixed 0.05500000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 647000.00000000 PA USD 594854.92000000 0.086249990038 Long DBT CORP US N 2 2026-04-01 Fixed 0.03375000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAC9 117000.00000000 PA USD 103469.60000000 0.015002400870 Long DBT CORP JP N 2 2026-04-03 Fixed 0.01162000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBT1 93000.00000000 PA USD 87113.18000000 0.012630829223 Long DBT CORP US N 2 2032-08-15 Fixed 0.04500000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAA4 56000.00000000 PA USD 56035.43000000 0.008124763058 Long DBT CORP US N 2 2023-06-15 Fixed 0.05450000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AE9 183000.00000000 PA USD 178720.57000000 0.025913288877 Long DBT CORP US N 2 2024-03-28 Fixed 0.03300000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DK0 159000.00000000 PA USD 132237.94000000 0.019173618010 Long DBT CORP US N 2 2030-07-15 Fixed 0.02650000 N N N N N N Dominion Energy Midstream Partners Lp ILUL7B6Z54MRYCF6H308 25746UDB2 110000.00000000 PA USD 105993.50000000 0.015368349511 Long DBT CORP US N 2 2024-08-15 Fixed 0.03071000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384AM1 300000.00000000 PA USD 299643.78000000 0.043446346615 Long STIV USGSE US N 2 N N N NECESS RETAIL/AFIN OP LP N/A 02608AAA7 347000.00000000 PA USD 255045.00000000 0.036979821415 Long DBT CORP US N 2 2028-09-30 Fixed 0.04500000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 371.00000000 NS USD 67151.00000000 0.009736446461 Long EC CORP US N 1 N N N Janus International Group Inc N/A 47103N106 19331.00000000 NS USD 184031.12000000 0.026683283155 Long EC CORP US N 1 N N N Miller Inds Inc Tenn 549300F1O74SPUJ7UU94 600551204 5094.00000000 NS USD 135806.04000000 0.019690968677 Long EC CORP US N 1 N N N XHR LP 549300M88BPT83ZL2164 98372MAA3 97000.00000000 PA USD 93261.88000000 0.013522349652 Long DBT CORP US N 2 2025-08-15 Fixed 0.06375000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BD8 73000.00000000 PA USD 72249.93000000 0.010475757253 Long DBT CORP US N 2 2023-11-29 Fixed 0.04200000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AB5 180000.00000000 PA USD 152666.41000000 0.022135609707 Long DBT CORP US N 2 2029-06-30 Fixed 0.04875000 N N N N N N CONSOLIDATED COMMUNICATIONS 549300WW675Y48HDVX34 20903XAH6 242000.00000000 PA USD 178467.08000000 0.025876534520 Long DBT CORP US N 2 2028-10-01 Fixed 0.05000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBA5 375000.00000000 PA USD 346635.41000000 0.050259819082 Long DBT CORP US N 2 2027-08-01 Fixed 0.05000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B523 17000.00000000 NS USD 296650.00000000 0.043012268512 Long EP CORP US N 1 N N N Enterprise Financial Svcs Corp 5493001XTU5DLD632129 293712105 5711.00000000 NS USD 279610.56000000 0.040541663528 Long EC CORP US N 1 N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAJ4 447000.00000000 PA USD 461453.30000000 0.066907646201 Long DBT CORP US N 2 2025-02-15 Fixed 0.07625000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340AU1 120000.00000000 PA USD 115788.00000000 0.016788486588 Long DBT CORP US N 2 2025-07-01 Variable 0.05625000 N N N N N N Santander Uk Group Holdings Plc 549300F5XIFGNNW4CF72 80281LAG0 147000.00000000 PA USD 131362.07000000 0.019046622710 Long DBT CORP GB N 2 2028-11-03 Variable 0.03823000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CZ1 669000.00000000 PA USD 631201.50000000 0.091520001360 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Ford Motor Co USD XXXX N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 4989.00000000 NS USD 487425.30000000 0.070673412720 Long EC CORP US N 1 N N N Ionis Pharmaceuticals Inc 549300SI4ZGLG0BLUZ92 462222100 4879.00000000 NS USD 184279.83000000 0.026719344444 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBK1 111000.00000000 PA USD 103040.88000000 0.014940239333 Long DBT CORP US N 2 2026-04-22 Variable 0.02083000 N N N N N N Owl Rock Technology Finance Corp 254900G5EZJSOD3UKL16 691205AE8 147000.00000000 PA USD 128559.10000000 0.018640210783 Long DBT CORP US N 2 2026-06-17 Fixed 0.03750000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBE3 185000.00000000 PA USD 164860.47000000 0.023903666956 Long DBT CORP CA N 2 2026-12-02 Fixed 0.01750000 N N N N N N TIBCO SOFTWARE INC 04EEB871XLHVNY4RZJ65 N/A 269000.00000000 PA USD 239746.25000000 0.034761604853 Long DBT CORP US N 2 2029-03-30 Floating 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNTZ9 1083203.34100000 PA USD 1057955.82000000 0.153396527235 Long ABS-CBDO USGSE US N 2 2052-06-25 Fixed 0.04500000 N N N N N N GREENBRIER COS INC 5493001GAGGFR30BP390 393657AM3 219000.00000000 PA USD 193048.50000000 0.027990743023 Long DBT CORP US N 2 2028-04-15 Fixed 0.02875000 N N N N Y Greenbrier Cos Inc/The USD XXXX N N N HARBOR FREIGHT TOOLS 549300Y48HLCFTTB4249 N/A 309000.00000000 PA USD 293760.12000000 0.042593255215 Long DBT CORP US N 2 2027-10-19 Floating 0.00000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BC3 196000.00000000 PA USD 160861.48000000 0.023323840118 Long DBT CORP US N 2 2031-05-14 Fixed 0.02750000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 60000.00000000 PA USD 54830.15000000 0.007950005509 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 855030AN2 224000.00000000 PA USD 192792.32000000 0.027953598634 Long DBT CORP US N 2 2026-04-15 Fixed 0.07500000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 464000.00000000 PA USD 481604.16000000 0.069829386302 Long DBT CORP US N 2 2028-11-15 Fixed 0.06875000 N N N N N N Albertsons Cos Inc Safeway Inc New Albertsons L P Albertsons Llc N/A 013092AC5 364000.00000000 PA USD 338108.68000000 0.049023500187 Long DBT CORP US N 2 2027-01-15 Fixed 0.04625000 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 71429MAB1 445000.00000000 PA USD 412777.52000000 0.059849983233 Long DBT CORP IE N 2 2026-03-15 Fixed 0.04375000 N N N N N N TrustCo Bank Corp NY N/A 898349204 283.00000000 NS USD 10637.97000000 0.001542434593 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KYBS2 5722034.73500000 PA USD 4671111.99000000 0.677280037640 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 244000.00000000 PA USD 245161.44000000 0.035546771232 Long DBT CORP PA N 2 2026-02-01 Fixed 0.10500000 N N N N N N Allianzgi DIVidend Interest & Premium Strategy Fd 549300535GECAFITZP67 92840R101 12871.00000000 NS USD 145184.88000000 0.021050837830 Long RF US N 1 N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AV7 48000.00000000 PA USD 38758.28000000 0.005619691712 Long DBT CORP US N 2 2031-10-01 Fixed 0.02100000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BK0 440000.00000000 PA USD 381700.00000000 0.055343950417 Long DBT CORP US N 2 2026-06-01 Variable 0.04000000 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAH1 218000.00000000 PA USD 177744.15000000 0.025771714499 Long DBT CORP US N 2 2028-03-15 Fixed 0.02100000 N N N N N N Cooper-Standard Holdings Inc 549300VVOH2RQP5YMB08 21676P103 17922.00000000 NS USD 162373.32000000 0.023543046819 Long EC CORP US N 1 N N N Stratus CLO N/A 86317EAC0 950000.00000000 PA USD 947130.05000000 0.137327530850 Long ABS-O CORP JE N 2 2031-10-20 Floating 0.07708 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJQS5 2612347.30000000 PA USD 2324502.47000000 0.337037331528 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.03000000 N N N N N N Nexstar Broadcasting Inc 5493006PK6I4I2OOT688 N/A 324761.56000000 PA USD 321757.52000000 0.046652691205 Long DBT CORP US N 2 2026-09-18 Floating 0.06883600 N N N N N N Srm Escrow Issuer Llc 549300S7RFWHQFOIOY93 85236FAA1 435000.00000000 PA USD 389194.50000000 0.056430602857 Long DBT CORP US N 2 2028-11-01 Fixed 0.06000000 N N N N N N Cumulus Media New Holdings Inc 5493001D9VBAVY1OKJ46 23110AAA4 116000.00000000 PA USD 97440.00000000 0.014128149145 Long DBT CORP US N 2 2026-07-01 Fixed 0.06750000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DXK3 7429266.02500000 PA USD 6067293.16000000 0.879716981434 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N Cheniere Corpus Christi Holdings Llc 549300I7CIEWU1BBLQ53 16412XAC9 156000.00000000 PA USD 156947.53000000 0.022756343511 Long DBT CORP US N 2 2025-03-31 Fixed 0.05875000 N N N N N N Unitedhealth Group Inc 549300GHBMY8T5GXDE41 91324P102 148.00000000 NS USD 78466.64000000 0.011377138678 Long EC CORP US N 1 N N N Global Pmts Inc 549300NOMHGVQBX6S778 37940XAB8 98000.00000000 PA USD 83305.04000000 0.012078674360 Long DBT CORP US N 2 2029-08-15 Fixed 0.03200000 N N N N N N Customers Bancorp Inc 549300WLBCHYKZ53FN68 23204G100 1435.00000000 NS USD 40667.90000000 0.005896573856 Long EC CORP US N 1 N N N Pgim High Yield Bond Fund Inc P63V0W84H2Z3IOKHSM44 69346H100 18673.00000000 NS USD 221648.51000000 0.032137553438 Long RF US N 1 N N N Benefit Street Partners CLO Lt 5493001ND55H5MJDIQ39 08182BAQ1 400000.00000000 PA USD 377078.40000000 0.054673849287 Long ABS-O CORP US N 2 2032-07-15 Floating 0.06229100 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABN6 78000.00000000 PA USD 70154.61000000 0.010171949849 Long DBT CORP US N 2 2025-10-15 Fixed 0.01800000 N N N N N N TELESAT CANADA/TELESAT LLC N/A 87952VAP1 150000.00000000 PA USD 67367.25000000 0.009767801267 Long DBT CORP CA N 2 2027-06-01 Fixed 0.04875000 N N N N N N 3m Co LUZQVYP4VS22CLWDAR65 88579Y101 837.00000000 NS USD 100373.04000000 0.014553420353 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCW4 178000.00000000 PA USD 161018.33000000 0.023346582320 Long DBT CORP US N 2 2028-02-24 Variable 0.02947000 N N N N N N Kla Corp 549300H0BF5JCG96TJ81 482480100 127.00000000 NS USD 47882.81000000 0.006942687614 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 92000.00000000 PA USD 74426.00000000 0.010791272868 Long DBT CORP US N 2 2033-01-21 Variable 0.02943000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAW8 56000.00000000 PA USD 52708.97000000 0.007642448577 Long DBT CORP XX N 2 2025-05-01 Fixed 0.02700000 N N N N N N WESTERN MIDSTREAM OPERATING L6D8A6MLSY454J2JXJ60 958254AL8 160000.00000000 PA USD 132795.60000000 0.019254474985 Long DBT CORP US N 2 2048-08-15 Fixed 0.05500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 210000.00000000 PA USD 150122.45000000 0.021766752500 Long DBT CORP US N 2 2028-07-01 Fixed 0.07125000 N N N N N Kb Home 549300LGUCWQURMWLG09 48666KAY5 240000.00000000 PA USD 208701.60000000 0.030260337967 Long DBT CORP US N 2 2029-11-15 Fixed 0.04800000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556H305 3374.00000000 NS USD 83573.98000000 0.012117668863 Long EP CORP US N 1 N N N Metlife Inc C4BXATY60WC6XEOZDX54 59156RAP3 182000.00000000 PA USD 176012.20000000 0.025520593318 Long DBT CORP US N 2 2036-12-15 Fixed 0.06400000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 1007.00000000 NS USD 63370.51000000 0.009188300663 Long EC CORP US N 1 N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 N/A 392000.00000000 PA USD 372156.96000000 0.053960273360 Long DBT CORP US N 2 2027-05-10 Floating 0.07841700 N N N N N N Crown Holdings Inc NYLWZIOY8PUNIT4JOE22 228368106 140.00000000 NS USD 11509.40000000 0.001668786122 Long EC CORP US N 1 N N N Gray Television Inc 529900TM5726KDN7UU35 389375AL0 270000.00000000 PA USD 195308.55000000 0.028318435177 Long DBT CORP US N 2 2030-10-15 Fixed 0.04750000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 97000.00000000 PA USD 74818.84000000 0.010848232044 Long DBT CORP US N 2 2031-07-15 Fixed 0.02375000 N N N N N N PROGRESS SOFTWARE CORP 549300R65B3JG6972S24 743312AB6 182000.00000000 PA USD 186004.00000000 0.026969337577 Long DBT CORP US N 2 2026-04-15 Fixed 0.01000000 N N N N Y Progress Software Corp USD XXXX N N N Forward Air Corp N/A 349853101 3273.00000000 NS USD 343304.97000000 0.049776927528 Long EC CORP US N 1 N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AG2 410000.00000000 PA USD 337225.00000000 0.048895372489 Long DBT CORP US N 2 2031-01-30 Fixed 0.03750000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832Q695 14400.00000000 NS USD 274896.00000000 0.039858083819 Long EP CORP US N 1 N N Tennant Co JYAIRLT8DVP6DP8UT336 880345103 3149.00000000 NS USD 193883.93000000 0.028111874793 Long EC CORP US N 1 N N N Badger Infrastructure Solutions Ltd. 254900BS2WTIBXVDKM03 056533953 14026.00000000 NS 276169.25000000 0.040042696564 Long EC CORP CA N 2 N N N Dun & Bradstreet Holdings Inc N/A 26484T106 10451.00000000 NS USD 128129.26000000 0.018577886854 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 97000.00000000 PA USD 81013.27000000 0.011746383018 Long DBT CORP US N 2 2029-06-01 Variable 0.02069000 N N N N N N First Trust High Income Long Short Fd JUEVI6DHENZLPUBV7E49 33738E109 16734.00000000 NS USD 191604.30000000 0.027781343670 Long RF US N 1 N N N Archer-Daniels Midland Co 549300LO13MQ9HYSTR83 039483102 3711.00000000 NS USD 344566.35000000 0.049959819203 Long EC CORP US N 1 N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 N/A 250000.00000000 PA USD 240730.00000000 0.034904242032 Long DBT CORP US N 2 2027-03-02 Floating 0.07118710 N N N N N N Sonos Inc 549300WEPU6075I77M08 83570H108 19397.00000000 NS USD 327809.30000000 0.047530158882 Long EC CORP US N 1 N N N Morgan Stanley & Co N/A N/A 126.00000000 NC USD 98019.18000000 0.014212126376 N/A DIR CORP US N 1 CCM Futures, LLC N/A Long United States Department of The Treasury United States Treasury Note/Bond 2023-03-23 16825355.82000000 USD 98019.18000000 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 N/A 127000.00000000 PA USD 123555.76000000 0.017914759903 Long DBT CORP US N 2 2026-08-12 Floating 0.00000000 N N N N N N WELLS FARGO & CO NEW PBLD0EJDB5FWOLXP3B76 949746804 763.00000000 NS USD 904155.00000000 0.131096435654 Long EP CORP US N 1 N N N HOWARD MIDSTREAM ENERGY N/A 442722AA2 289000.00000000 PA USD 277019.82000000 0.040166023533 Long DBT CORP US N 2 2027-01-15 Fixed 0.06750000 N N N N N N Chl Mortgage Pass-Through Trust 2007-18 N/A 12544JAB2 738105.29000000 PA USD 409118.85000000 0.059319500521 Long ABS-CBDO CORP US N 2 2037-11-25 Fixed 0.06000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MF5 141000.00000000 PA USD 136724.63000000 0.019824158091 Long DBT CORP US N 2 2025-04-24 Variable 0.03352000 N N N N N N Morgan Stanley Group Inc IGJSJL3JD5P30I6NJZ34 6174468T9 111000.00000000 PA USD 110674.24000000 0.016047025546 Long DBT CORP US N 2 2023-11-10 Floating 0.04621094 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 912796U31 400000.00000000 PA USD 396277.02000000 0.057457520949 Long STIV UST US N 2 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBN4 300000.00000000 PA USD 290728.10000000 0.042153632568 Long DBT CORP CA N 2 2083-01-15 Variable 0.07375000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607HR53 90000.00000000 PA USD 79313.36000000 0.011499907422 Long DBT CORP CA N 2 2032-04-07 Fixed 0.03600000 N N N N N N Connectone Bancorp Inc New 549300E2M5ZYAZKUK134 20786W107 116.00000000 NS USD 2808.36000000 0.000407193441 Long EC CORP US N 1 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CS6 135000.00000000 PA USD 122809.93000000 0.017806619535 Long DBT CORP US N 2 2027-03-04 Fixed 0.02550000 N N N N N N Gorman Rupp Co 254900WVLPOIWPGJPA07 383082104 73.00000000 NS USD 1870.26000000 0.000271175207 Long EC CORP US N 1 N N N Dewolf Park clo, ltd N/A 25211AAL3 700000.00000000 PA USD 630177.80000000 0.091371571698 Long ABS-O CORP KY N 2 2030-10-15 Floating 0.06929100 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 91282CBQ3 1730000.00000000 PA USD 1541524.61000000 0.223510771764 Long DBT UST US N 2 2026-02-28 Fixed 0.00500000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BV5 110000.00000000 PA USD 109297.31000000 0.015847379893 Long DBT CORP US N 2 2025-05-30 Fixed 0.04750000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BQ2 272000.00000000 PA USD 216066.13000000 0.031328145626 Long DBT CORP US N 2 2030-06-30 Fixed 0.01400000 N N N N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 2084.00000000 NS USD 740695.28000000 0.107395868091 Long EC CORP US N 1 N N N Apple Incorporation HWUPKR0MPOU8FGXBT394 037833100 16306.00000000 NS USD 2118638.58000000 0.307188442555 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 185000.00000000 PA USD 177306.68000000 0.025708284271 Long DBT CORP US N 2 2028-08-23 Variable 0.04482000 N N N N N N Bcp Cc Holdings Merger Subordinated Inc 549300ZKYR56QRODD510 N/A 103000.00000000 PA USD 100270.50000000 0.014538552738 Long DBT CORP US N 2 2027-02-02 Floating 0.07229900 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 317000.00000000 PA USD 255962.10000000 0.037112794789 Long DBT CORP US N 2 2051-09-15 Variable 0.03750000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAZ5 62000.00000000 PA USD 56362.43000000 0.008172175874 Long DBT CORP US N 2 2024-10-01 Fixed 0.04350000 N N N N N N Calpine Corp 43R4VPJBXTU2O15HEF41 131347CM6 211000.00000000 PA USD 188207.40000000 0.027288815859 Long DBT CORP US N 2 2028-02-15 Fixed 0.04500000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AF8 185000.00000000 PA USD 162187.74000000 0.023516138959 Long DBT CORP US N 2 2026-05-15 Fixed 0.03850000 N N N N N N Barclays Plc 213800LBQA1Y9L22JB70 06738EBL8 134000.00000000 PA USD 124516.16000000 0.018054011488 Long DBT CORP GB N 2 2026-05-07 Variable 0.02852000 N N N N N N Froneri International Ltd N/A N/A 382000.00000000 PA USD 371124.46000000 0.053810567756 Long DBT CORP US N 2 2027-01-31 Floating 0.00000000 N N N N N N Thrivent Mutual Funds N/A N/A 7289384.00000000 PA USD 7289384.00000000 1.056911990221 Long STIV PF US N 2 N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161C501 653.00000000 NS USD 24520.15000000 0.003555257966 Long EC CORP US N 1 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 49000.00000000 PA USD 40575.00000000 0.005883103977 Long DBT CORP US N 2 2031-03-24 Fixed 0.03125000 N N N N N N National Retail Pptys Inc 5493008JKH5SOTI0JS97 637417AN6 98000.00000000 PA USD 79435.20000000 0.011517573408 Long DBT CORP US N 2 2030-04-15 Fixed 0.02500000 N N N N N N Natwest Group Plc 2138005O9XJIJN4JPN90 780097BM2 146000.00000000 PA USD 135414.49000000 0.019634196542 Long DBT CORP GB N 2 2029-11-01 Variable 0.03754000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAS1 109000.00000000 PA USD 104108.30000000 0.015095008103 Long DBT CORP US N 2 2024-03-15 Fixed 0.04650000 N N N N N N Firstkey Homes Trust N/A 33767JAG7 900000.00000000 PA USD 788299.83000000 0.114298209864 Long ABS-O CORP US N 2 2037-10-19 Fixed 0.01968000 N N N N N N Kkr Real Estate Finance Trust Inc 549300K23AYZDZ2REL62 48251KAB6 104000.00000000 PA USD 102067.66000000 0.014799128934 Long DBT CORP US N 2 2023-05-15 Fixed 0.06125000 N N N N Y KKR Real Estate Finance Trust Inc USD XXXX N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAE3 195000.00000000 PA USD 167377.60000000 0.024268633993 Long DBT CORP US N 2 2028-05-28 Fixed 0.01750000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 N/A 255000.00000000 PA USD 249581.25000000 0.036187614160 Long DBT CORP US N 2 2029-02-19 Floating 0.00000000 N N N N N N Tri Continental Corp 6QVMFZKY1QSOOIHD7Y77 895436103 2811.00000000 NS USD 72045.93000000 0.010446178615 Long RF US N 1 N N N Popular Inc 5493008CARDZMVQ3LO89 733174700 948.00000000 NS USD 62871.36000000 0.009115927247 Long EC CORP PR N 1 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAB8 200000.00000000 PA USD 172232.40000000 0.024972547565 Long DBT CORP US N 2 2027-12-15 Fixed 0.05500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAN1 190000.00000000 PA USD 162687.50000000 0.023588600821 Long DBT CORP US N 2 2026-06-01 Variable 0.03650000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CX5 200000.00000000 PA USD 173209.03000000 0.025114152392 Long DBT CORP GB N 2 2027-11-22 Variable 0.02251000 N N N N N N UGI CORP DX6GCWD4Q1JO9CRE5I40 902681113 748.00000000 NS USD 64645.90000000 0.009373223694 Long EP CORP US N 1 N N N Procter & Gamble Company 2572IBTT8CCZW6AU4141 742718109 1468.00000000 NS USD 222490.08000000 0.032259575467 Long EC CORP US N 1 N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 116000.00000000 PA USD 95962.16000000 0.013913872216 Long DBT CORP US N 2 2029-05-01 Fixed 0.06750000 N N N N N N Acrisure Llc Acrisure Finance Inc N/A 00489LAA1 156000.00000000 PA USD 143334.78000000 0.020782585688 Long DBT CORP US N 2 2025-11-15 Fixed 0.07000000 N N N N N N AMERICAN AIRLINES GROUP N/A 02376RAE2 67000.00000000 PA USD 56748.85000000 0.008228204193 Long DBT CORP US N 2 2025-03-01 Fixed 0.03750000 N N N N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 G0450A105 7616.00000000 NS USD 478132.48000000 0.069326015891 Long EC CORP BM N 1 N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 184000.00000000 PA USD 160702.37000000 0.023300770231 Long DBT CORP US N 2 2029-12-01 Fixed 0.05625000 N N N N N N Fidelity National Information Svcs Inc 6WQI0GK1PRFVBA061U48 31620M106 3377.00000000 NS USD 229129.45000000 0.033222239769 Long EC CORP US N 1 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAP6 191000.00000000 PA USD 125305.30000000 0.018168431517 Long DBT CORP US N 2 2026-11-15 Variable 0.04250000 N N N N N N Axalta Coating System Ltd 529900AGLPA40GV6H619 G0750C108 7718.00000000 NS USD 196577.46000000 0.028502418651 Long EC CORP US N 1 N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 180000.00000000 PA USD 147468.60000000 0.021381961976 Long DBT CORP US N 2 2029-12-01 Fixed 0.04875000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LAQ9 139000.00000000 PA USD 137537.04000000 0.019941952114 Long DBT CORP CA N 2 2027-09-14 Fixed 0.04700000 N N N N N Best Buy Company Inc HL5XPTVRV0O8TUN5LL90 08652BAB5 98000.00000000 PA USD 77541.74000000 0.011243034356 Long DBT CORP US N 2 2030-10-01 Fixed 0.01950000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 H1467J104 1997.00000000 NS USD 440538.20000000 0.063875096404 Long EC CORP CH N 1 N N N Discover Bank Greenwood Del X05BVSK68TQ7YTOSNR22 25466AAN1 196000.00000000 PA USD 188116.87000000 0.027275689614 Long DBT CORP US N 2 2028-08-09 Variable 0.04682000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 144577AJ2 225000.00000000 PA USD 223875.00000000 0.032460379616 Long DBT CORP US N 2 2025-07-15 Fixed 0.08250000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAE8 188000.00000000 PA USD 180754.56000000 0.026208203841 Long DBT CORP CA N 2 2026-12-15 Fixed 0.04000000 N N N N N N Discover Financial Svcs Z1YLO2USPORE63VVUL20 254709108 1631.00000000 NS USD 159560.73000000 0.023135240056 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAM5 338000.00000000 PA USD 294561.97000000 0.042709518109 Long DBT CORP US N 2 2027-01-28 Variable 0.01122000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65558RAD1 134000.00000000 PA USD 134618.18000000 0.019518736911 Long DBT CORP FI N 2 2027-09-22 Fixed 0.05375000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667101 199.00000000 NS USD 48653.51000000 0.007054433966 Long EC CORP US N 1 N N N Continental Resources Inc XXRTID9RYWOZ0UPIVR53 212015AT8 90000.00000000 PA USD 83777.43000000 0.012147167754 Long DBT CORP US N 2 2031-01-15 Fixed 0.05750000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 126000.00000000 PA USD 114303.83000000 0.016573291852 Long DBT CORP US N 2 2029-08-15 Fixed 0.03800000 N N N N N N J P Morgan Mortgage Tr N/A 466247MQ3 70015.93000000 PA USD 69334.82000000 0.010053085774 Long ABS-CBDO CORP US N 2 2035-01-25 Fixed 0.06500000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAN3 97000.00000000 PA USD 82003.45000000 0.011889952504 Long DBT CORP US N 2 2028-06-15 Fixed 0.01900000 N N N N N N Virgin Media Investment Holdings Ltd N/A N/A 377000.00000000 PA USD 370134.83000000 0.053667078017 Long DBT CORP US N 2 2028-01-31 Floating 0.00000000 N N N N N N Metlife Inc C4BXATY60WC6XEOZDX54 59156RBT4 480000.00000000 PA USD 456416.43000000 0.066177333695 Long DBT CORP US N 2 2028-03-15 Variable 0.05875000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 N/A 500000.00000000 PA USD 445000.00000000 0.064522027601 Long DBT CORP US N 2 2027-04-15 Floating 0.06817900 N N N N N N TK ELEVATOR MIDCO GMBH 549300C2AFWPAYWS5574 N/A 255000.00000000 PA USD 244960.65000000 0.035517658023 Long DBT CORP US N 2 2027-07-31 Floating 0.00000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 50000.00000000 PA USD 51087.00000000 0.007407273762 Long DBT CORP US N 2 2026-01-15 Fixed 0.07375000 N N N N N N Pagaya AI Technology in Housin N/A 69547NAB0 1100000.00000000 PA USD 1016418.81000000 0.147373938233 Long ABS-O CORP US N 2 2025-08-25 Fixed 0.04250000 N N N N N N Ardagh Packaging Finance Plc Ardagh Holdings Usa Inc N/A 03969AAR1 116000.00000000 PA USD 86738.09000000 0.012576443678 Long DBT CORP IE N 2 2027-08-15 Fixed 0.05250000 N N N N N N Transcanada Tr 549300Y0MFCAXLBWUV51 89356BAB4 468000.00000000 PA USD 444875.32000000 0.064503949834 Long DBT CORP CA N 2 2076-08-15 Variable 0.05875000 N N N N N N Mks Instrs Inc 549300KEQATBHAGVF505 55306N104 2555.00000000 NS USD 216485.15000000 0.031388900727 Long EC CORP US N 1 N N N Hub International Ltd 549300JQT6ATTUNS5E06 N/A 426000.00000000 PA USD 420853.92000000 0.061021007286 Long DBT CORP US N 2 2025-04-25 Floating 0.00000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 200000.00000000 PA USD 208000.00000000 0.030158610654 Long DBT CORP CA N 2 2082-10-31 Variable 0.08125000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCX2 111000.00000000 PA USD 103906.98000000 0.015065818048 Long DBT CORP US N 2 2025-06-20 Fixed 0.02750000 N N N N N N Amsted Inds Inc N2VLGYMEEBIU3PFSUY86 032177AH0 315000.00000000 PA USD 298827.90000000 0.043328049465 Long DBT CORP US N 2 2027-07-01 Fixed 0.05625000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 229000.00000000 PA USD 192511.27000000 0.027912848262 Long DBT CORP US N 2 2031-09-15 Fixed 0.04500000 N N N N N N IntuitIVe Surgical Inc 54930052SRG011710797 46120E602 1365.00000000 NS USD 362202.75000000 0.052516979399 Long EC CORP US N 1 N N N Middleby Corp JDFO86U9VQRBKW5KYA35 596278101 1538.00000000 NS USD 205938.20000000 0.029859663426 Long EC CORP US N 1 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 6999.00000000 NS USD 357928.86000000 0.051897293897 Long EC CORP US N 1 N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770AG7 16000.00000000 PA USD 44019.20000000 0.006382489971 Long DBT CORP US N 2 2023-12-15 Fixed 0.01250000 N N N N Y Teradyne Inc USD XXXX N N N Aercap Holdings N V 549300SZYINBBLJQU475 00774YAA7 220000.00000000 PA USD 200299.00000000 0.029042017093 Long DBT CORP NL N 2 2079-10-10 Variable 0.05875000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BJ1 93000.00000000 PA USD 91765.95000000 0.013305449795 Long DBT CORP US N 2 2027-10-15 Fixed 0.05000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 268000.00000000 PA USD 244641.80000000 0.035471426903 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 392000.00000000 PA USD 366110.93000000 0.053083639395 Long DBT CORP US N 2 2031-03-24 Variable 0.04493000 N N N N N N Radiate Holdco Llc Radiate Finance Inc N/A 75026JAE0 155000.00000000 PA USD 64947.33000000 0.009416929031 Long DBT CORP US N 2 2028-09-15 Fixed 0.06500000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320AM4 245000.00000000 PA USD 240712.50000000 0.034901704649 Long DBT CORP US N 2 2043-06-15 Variable 0.05625000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HB0 274000.00000000 PA USD 275677.07000000 0.039971333752 Long DBT CORP US N 2 2025-09-13 Fixed 0.05500000 N N N N N N COTY INC 549300BO9IWPF3S48F93 222070AE4 221000.00000000 PA USD 209568.11000000 0.030385976130 Long DBT CORP US N 2 2026-04-15 Fixed 0.05000000 N N N N N N Nustar Logistics L P N62BF2PKP51FIIOIUN20 67059T204 5109.00000000 NS USD 123637.80000000 0.017926655155 Long EP CORP US N 1 N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BP6 88000.00000000 PA USD 71064.28000000 0.010303845922 Long DBT CORP US N 2 2031-12-15 Fixed 0.02375000 N N N N N N Ncl Corporation Ltd UNZWILHE4KMRP9K2L524 62886HAP6 294000.00000000 PA USD 251181.25000000 0.036419603473 Long DBT CORP BM N 2 2024-12-15 Fixed 0.03625000 N N N N N N WELLS FARGO & CO NEW PBLD0EJDB5FWOLXP3B76 949746101 9975.00000000 NS USD 411867.75000000 0.059718072660 Long EC CORP US N 1 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 3364.00000000 NS USD 414377.52000000 0.060081972546 Long EC CORP US N 1 N N N Sleep Number Corp 529900W0TZQLBT2DSS66 83125X103 4617.00000000 NS USD 119949.66000000 0.017391899490 Long EC CORP US N 1 N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GDA5 805000.00000000 PA USD 748843.16000000 0.108577256267 Long DBT CORP US N 2 2027-11-01 Fixed 0.05125000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AG2 96000.00000000 PA USD 85128.31000000 0.012343036331 Long DBT CORP US N 2 2026-01-15 Fixed 0.03400000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 30034WAA4 106000.00000000 PA USD 100632.67000000 0.014591064969 Long DBT CORP US N 2 2024-09-15 Fixed 0.02450000 N N N N N N Pnc Bank National Association Wilmington Del AD6GFRVSDT01YPT1CS68 69349LAS7 98000.00000000 PA USD 82692.50000000 0.011989860151 Long DBT CORP US N 2 2029-10-22 Fixed 0.02700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9Y25 3809322.75500000 PA USD 3236018.12000000 0.469201012267 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 294000.00000000 PA USD 271989.97000000 0.039436728880 Long DBT CORP US N 2 2029-04-23 Variable 0.04005000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDG1 98000.00000000 PA USD 86359.20000000 0.012521507159 Long DBT CORP US N 2 2030-04-01 Fixed 0.03375000 N N N N N N PERATON CORP 549300EQPCK07ZW63836 N/A 776986.27000000 PA USD 757398.45000000 0.109817716171 Long DBT CORP US N 2 2028-02-01 Floating 0.08133600 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 N/A 274000.00000000 PA USD 244936.82000000 0.035514202833 Long DBT CORP US N 2 2028-04-12 Floating 0.07567900 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AR6 93000.00000000 PA USD 91714.27000000 0.013297956540 Long DBT CORP US N 2 2027-09-22 Fixed 0.04950000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AUUT4 1162193.23000000 PA USD 125066.64000000 0.018133827411 Long ABS-CBDO USGSE US N 2 2032-10-15 Fixed 0.03500000 N N N N N N Alkermes Plc N/A G01767105 1358.00000000 NS USD 35484.54000000 0.005145021279 Long EC CORP IE N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBD4 98000.00000000 PA USD 94033.73000000 0.013634262747 Long DBT CORP US N 2 2029-02-14 Fixed 0.04800000 N N N N N N J2 Global Inc 5493008OJYGLHD7MXA18 48123VAD4 421000.00000000 PA USD 419737.00000000 0.060859061347 Long DBT CORP US N 2 2026-11-01 Fixed 0.01750000 N N N N Y Ziff Davis Inc USD XXXX N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 132.00000000 NS USD 40960.92000000 0.005939059799 Long EC CORP US N 1 N N N Permian Resources Corp 529900NXUJPOKU7OJ511 71424F105 13277.00000000 NS USD 124803.80000000 0.018095717367 Long EC CORP US N 1 N N N Fti Consulting Inc 549300K17GM8EQD0FQ48 302941AP4 375000.00000000 PA USD 589875.00000000 0.085527934902 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 Prime Security Svcs Borrower Llc Prime Finance Inc N/A 74166MAC0 480000.00000000 PA USD 462000.00000000 0.066986914049 Long DBT CORP US N 2 2026-04-15 Fixed 0.05750000 N N N N N N Planet Labs PBC N/A 72703X106 1809.00000000 NS USD 7869.15000000 0.001140974187 Long EC CORP US N 1 N N N Rapt Therapeutics Inc 549300MB473BIU78ES48 75382E109 129.00000000 NS USD 2554.20000000 0.000370341939 Long EC CORP US N 1 N N N Wolfspeed Inc 549300OGU88P3AW3TO93 977852102 3182.00000000 NS USD 219685.28000000 0.031852898201 Long EC CORP US N 1 N N N Corporate Office Pptys L P H0TWO5VRNEP6CQAWPX27 22003BAL0 192000.00000000 PA USD 168330.74000000 0.024406832927 Long DBT CORP US N 2 2026-03-15 Fixed 0.02250000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABCF8 1789207.06000000 PA USD 71475.42000000 0.010363458476 Long ABS-CBDO USGSE US N 2 2028-01-25 Fixed 0.03000000 N N N N N N Global Pmts Inc 549300NOMHGVQBX6S778 37940XAA0 52000.00000000 PA USD 48923.89000000 0.007093637260 Long DBT CORP US N 2 2025-02-15 Fixed 0.02650000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 29261AAA8 445000.00000000 PA USD 404238.00000000 0.058611809873 Long DBT CORP US N 2 2028-02-01 Fixed 0.04500000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAP7 270000.00000000 PA USD 239058.78000000 0.034661926295 Long DBT CORP US N 2 2029-04-01 Fixed 0.05875000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787AP2 186000.00000000 PA USD 433752.00000000 0.062891142733 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 Bank Of America Corp 9DJT3UXIJIZJI4WXO774 060505EN0 240000.00000000 PA USD 231600.00000000 0.033580453017 Long DBT CORP US N 2 2025-03-17 Variable 0.06100000 N N N N N N FELLS POINT FUNDING TR N/A 314382AA0 165000.00000000 PA USD 150165.05000000 0.021772929215 Long DBT CORP US N 2 2027-01-31 Fixed 0.03046000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BR9 182000.00000000 PA USD 193375.00000000 0.028038083342 Long DBT CORP US N 2 2027-12-01 Variable 0.09250000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 N/A 534000.00000000 PA USD 507300.00000000 0.073555111466 Long DBT CORP US N 2 2026-05-03 Floating 0.00000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 115000.00000000 PA USD 100130.36000000 0.014518233374 Long DBT CORP US N 2 2029-08-15 Fixed 0.05250000 N N N N N N Boyd Gaming Corp 254900787YGRYS2A1Z35 103304101 143.00000000 NS USD 7797.79000000 0.001130627464 Long EC CORP US N 1 N N N Credit Agricole S A 969500TJ5KRTCJQWXH05 225313AJ4 196000.00000000 PA USD 198430.40000000 0.028771082574 Long DBT CORP FR N 2 2025-12-23 Variable 0.08125000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 912796T33 300000.00000000 PA USD 298194.55000000 0.043236217945 Long STIV UST US N 2 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 540000.00000000 PA USD 435375.00000000 0.063126466892 Long DBT CORP US N 2 2028-02-01 Fixed 0.05375000 N N N N N N Cboe Holdings Inc 529900RLNSGA90UPEH54 12503M108 604.00000000 NS USD 75783.88000000 0.010988156398 Long EC CORP US N 1 N N N INFORMATICA LLC 5493007SV33RZV7RPS40 N/A 249371.86000000 PA USD 244135.05000000 0.035397951538 Long DBT CORP US N 2 2028-10-29 Floating 0.07187500 N N N N N N Starfruit Finco BV 549300K7VB5G6LULFT41 N/A 678659.86000000 PA USD 668140.63000000 0.096875928473 Long DBT CORP US N 2 2025-10-01 Floating 0.07164700 N N N N N N PRICELINE GROUP INC FXM8FAOHMYDIPD38UZ17 09857L108 421.00000000 NS USD 848432.88000000 0.123017100453 Long EC CORP US N 1 N N N AXIS Equipment Finance Receiva 549300IFG1NMINYRYF89 03236XAB3 700000.00000000 PA USD 692272.98000000 0.100374958030 Long ABS-O CORP US N 2 2028-06-21 Fixed 0.05300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050619 11000000.00000000 PA USD 10837435.51000000 1.571355759797 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.05000000 N N N N N N ESTEE LAUDER CO INC 549300VFZ8XJ9NUPU221 29736RAR1 81000.00000000 PA USD 65508.08000000 0.009498234035 Long DBT CORP US N 2 2031-03-15 Fixed 0.01950000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 233000.00000000 PA USD 199215.00000000 0.028884844334 Long DBT CORP CA N 2 2028-08-01 Fixed 0.04000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 279000.00000000 PA USD 251238.12000000 0.036427849243 Long DBT CORP US N 2 2026-06-19 Variable 0.01319000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 144000.00000000 PA USD 134846.35000000 0.019551820037 Long DBT CORP US N 2 2033-05-24 Variable 0.04910000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 190000.00000000 PA USD 183461.41000000 0.026600679011 Long DBT CORP US N 2 2028-04-15 Fixed 0.04875000 N N N N N N Triumph Bancorp Inc 5493003RNRMEVYDZ1Q52 89679E300 3990.00000000 NS USD 194991.30000000 0.028272436046 Long EC CORP US N 1 N N N Enterprise Prods Partners L P K4CDIF4M54DJZ6TB4Q48 293792107 12580.00000000 NS USD 303429.60000000 0.043995265227 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 111000.00000000 PA USD 106742.31000000 0.015476921959 Long DBT CORP US N 2 2025-04-01 Fixed 0.03500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 118000.00000000 PA USD 102223.40000000 0.014821710194 Long DBT CORP BM N 2 2027-02-15 Fixed 0.05875000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CW7 93000.00000000 PA USD 94346.49000000 0.013679610858 Long DBT CORP US N 2 2029-11-17 Fixed 0.05625000 N N N N N N HUDSON RIVER TRADING LLC 549300SMOBUC8O5UOE10 N/A 108000.00000000 PA USD 101944.44000000 0.014781262857 Long DBT CORP US N 2 2028-03-18 Floating 0.00000000 N N N N N N II-VI INC 549300O5C25A0MMHHU33 N/A 250000.00000000 PA USD 246812.50000000 0.035786163904 Long DBT CORP US N 2 2029-07-01 Floating 0.07133600 N N N N N N Commscope Technologies Finance Llc M4TWC4QDOKW45N7T6Y12 20337YAA5 328000.00000000 PA USD 298480.00000000 0.043277606289 Long DBT CORP US N 2 2025-06-15 Fixed 0.06000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAL5 350000.00000000 PA USD 264736.50000000 0.038385024180 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAR8 139000.00000000 PA USD 114678.56000000 0.016627625199 Long DBT CORP US N 2 2029-01-15 Fixed 0.04000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 N/A 303800.00000000 PA USD 270193.64000000 0.039176273029 Long DBT CORP US N 2 2026-12-23 Floating 0.07633600 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AS4 357000.00000000 PA USD 473025.00000000 0.068585465407 Long DBT CORP US N 2 2027-05-01 None 0.00000000 N N N N Y ON Semiconductor Corp USD XXXX N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBF6 408000.00000000 PA USD 395249.11000000 0.057308480865 Long DBT CORP US N 2 2025-11-20 Fixed 0.05750000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAW5 134000.00000000 PA USD 121910.36000000 0.017676187894 Long DBT CORP CA N 2 2078-03-01 Variable 0.06250000 N N N N N N Paypal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 5887.00000000 NS USD 419272.14000000 0.060791659752 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AEAB3 525682.92000000 PA USD 18869.18000000 0.002735905062 Long ABS-CBDO USGSE US N 2 2028-02-25 Fixed 0.02500000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 189000.00000000 PA USD 152056.30000000 0.022047147832 Long DBT CORP US N 2 2028-05-01 Fixed 0.05250000 N N N N N N Freeport Mcmoran Inc 2YD5STGSJNMUB7H76907 61945CAG8 171000.00000000 PA USD 161010.34000000 0.023345423823 Long DBT CORP US N 2 2027-11-15 Fixed 0.04050000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 N/A 372000.00000000 PA USD 367867.08000000 0.053338269414 Long DBT CORP US N 2 2028-12-01 Floating 0.00000000 N N N N N N Clear Channel Outdoor Inc N/A N/A 464205.85000000 PA USD 421930.62000000 0.061177121594 Long DBT CORP US N 2 2026-08-21 Floating 0.07914700 N N N N N N Apple Incorporation HWUPKR0MPOU8FGXBT394 037833DP2 250000.00000000 PA USD 216138.78000000 0.031338679391 Long DBT CORP US N 2 2029-09-11 Fixed 0.02200000 N N N N N N Bank America Corpo 9DJT3UXIJIZJI4WXO774 06051GFH7 244000.00000000 PA USD 240225.10000000 0.034831034905 Long DBT CORP US N 2 2024-08-26 Fixed 0.04200000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 161000.00000000 PA USD 139728.39000000 0.020259683227 Long DBT CORP US N 2 2028-03-22 Fixed 0.02100000 N N N N N N Global Net Lease Inc & Global Net Lease Operating Partnership L P N/A 37892AAA8 390000.00000000 PA USD 322497.67000000 0.046760008011 Long DBT CORP US N 2 2027-12-15 Fixed 0.03750000 N N N N N N Sempra Energy Discount Commercial Paper 4a2 Yrs 3&4 PBBKGKLRK5S5C0Y4T545 816851109 2808.00000000 NS USD 433948.32000000 0.062919607822 Long EC CORP US N 1 N N N Transdigm Inc 88Q84GB3X55CF5OC7582 N/A 591254.65000000 PA USD 583320.01000000 0.084577505136 Long DBT CORP US N 2 2025-12-09 Floating 0.06979860 N N N N N N Energizer Holdings Inc New 5493000D6NN0V57UME20 29272WAD1 335000.00000000 PA USD 284097.47000000 0.041192235507 Long DBT CORP US N 2 2029-03-31 Fixed 0.04375000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZS6 175000.00000000 PA USD 170462.26000000 0.024715889089 Long DBT CORP CA N 2 2027-08-03 Fixed 0.04240000 N N N N N N Idex Corp 549300U5Y5EL6PHYLF13 45167R104 610.00000000 NS USD 139281.30000000 0.020194858164 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 294000.00000000 PA USD 256663.03000000 0.037214424957 Long DBT CORP US N 2 2031-04-01 Variable 0.03622000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAG0 434000.00000000 PA USD 322462.00000000 0.046754836100 Long DBT CORP US N 2 2028-03-15 Fixed 0.01125000 N N N N Y Cable One Inc USD XXXX N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBC9 90000.00000000 PA USD 77218.43000000 0.011196156565 Long DBT CORP US N 2 2028-01-06 Variable 0.02490000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 98000.00000000 PA USD 78825.19000000 0.011429126033 Long DBT CORP US N 2 2031-04-15 Fixed 0.02950000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAH2 165000.00000000 PA USD 133606.73000000 0.019372083417 Long DBT CORP ES N 2 2026-11-12 Variable 0.04750000 N N N N N N Amerisourcebergen Corp AI8GXW8LG5WK7E9UD086 03073E105 363.00000000 NS USD 60152.73000000 0.008721744057 Long EC CORP US N 1 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 238000.00000000 PA USD 151377.96000000 0.021948793063 Long DBT CORP CA N 2 2028-06-01 Fixed 0.04875000 N N N N N N MKS INSTRUMENTS INC 549300KEQATBHAGVF505 N/A 449872.50000000 PA USD 443686.75000000 0.064331615123 Long DBT CORP US N 2 2029-08-17 Floating 0.07171000 N N N N N N Eqt Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 93000.00000000 PA USD 85854.37000000 0.012448310181 Long DBT CORP US N 2 2027-10-01 Fixed 0.03900000 N N N N N N United Sts Steel Corporation New JNLUVFYJT1OZSIQ24U47 912909AT5 236000.00000000 PA USD 472000.00000000 0.068436847254 Long DBT CORP US N 2 2026-11-01 Fixed 0.05000000 N N N N Y United States Steel Corp USD XXXX N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 329000.00000000 PA USD 266720.30000000 0.038672661929 Long DBT CORP US N 2 2032-02-01 Fixed 0.04750000 N N N N N N Frontier Communications Corp N/A 35906ABE7 322000.00000000 PA USD 298999.54000000 0.043352936118 Long DBT CORP US N 2 2027-10-15 Fixed 0.05875000 N N N N N N Bway Holding Co 549300DNGHXL0OMHW304 N/A 303738.03000000 PA USD 296187.10000000 0.042945151104 Long DBT CORP US N 2 2024-04-03 Floating 0.07370140 N N N N N N Morgan Stanley & Co N/A N/A 136.00000000 NC USD 10247.60000000 0.001485833550 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Long United States Department of The Treasury United States Treasury Note/Bond 2023-03-23 17036502.40000000 USD 10247.60000000 N N N Lloyds Banking Group Plc Retail Medium Terminal Senior Bank Nts Book Entry 549300PPXHEU2JF0AM85 539439AG4 100000.00000000 PA USD 96920.00000000 0.014052752618 Long DBT CORP GB N 2 2024-06-27 Variable 0.07500000 N N N N N N Air Trans Svcs Group Inc 5493000F3MSFGIXTQE27 00922RAB1 180000.00000000 PA USD 186534.00000000 0.027046184037 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 Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 1676.00000000 NS USD 171940.84000000 0.024930273313 Long EC CORP US N 1 N N N JBS USA/FOOD/FINANCE N/A 46590XAT3 114000.00000000 PA USD 92340.00000000 0.013388683210 Long DBT CORP LU N 2 2032-01-15 Fixed 0.03625000 N N N N N N MITCHELL INTERNATIONAL 5493002RDNIGEM7SSV41 N/A 313211.05000000 PA USD 287903.60000000 0.041744098934 Long DBT CORP US N 2 2028-10-15 Floating 0.08414900 N N N N N N L Brands Inc GR3KVMWVCR54YWQNXU90 501797AW4 420000.00000000 PA USD 394129.26000000 0.057146110095 Long DBT CORP US N 2 2030-10-01 Fixed 0.06625000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 184000.00000000 PA USD 146145.68000000 0.021190147413 Long DBT CORP US N 2 2029-10-01 Fixed 0.05250000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDM5 83000.00000000 PA USD 76838.63000000 0.011141088102 Long DBT CORP US N 2 2024-10-15 Fixed 0.01200000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZX9 117000.00000000 PA USD 119567.07000000 0.017336426496 Long DBT CORP US N 2 2025-05-01 Fixed 0.07000000 N N N N N N Allstate Corp OBT0W1ED8G0NWVOLOJ77 020002838 15500.00000000 NS USD 307055.00000000 0.044520924011 Long EP CORP US N 1 N N N United Sts Lime & Minerals Inc 549300VGDEEG8RT7VC89 911922102 2112.00000000 NS USD 297285.12000000 0.043104356670 Long EC CORP US N 1 N N N CQP HOLDCO LP/BIP-V CHINNOK HOLDCO N/A 12657NAA8 217000.00000000 PA USD 189551.69000000 0.027483728930 Long DBT CORP US N 2 2031-06-15 Fixed 0.05500000 N N N N N N Plains All American Pipeline L P Paa Finance Corp N/A 72650RBJ0 206000.00000000 PA USD 201575.84000000 0.029227150364 Long DBT CORP US N 2 2025-10-15 Fixed 0.04650000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 109000.00000000 PA USD 89284.77000000 0.012945695268 Long DBT CORP US N 2 2029-06-01 Fixed 0.04875000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAL7 89000.00000000 PA USD 73315.06000000 0.010630193988 Long DBT CORP US N 2 2032-03-15 Fixed 0.04279000 N N N N N N F New Brunswick Corp PCYSKIGYNYFDTBLVZU83 30260NAA9 229000.00000000 PA USD 227847.67000000 0.033036390230 Long DBT CORP US N 2 2023-02-24 Fixed 0.02200000 N N N N N N Independent Bank Corporation Mich N/A 453838609 251.00000000 NS USD 6003.92000000 0.000870528296 Long EC CORP US N 1 N N N Schwab Charles Corporation New 549300VSGCJ7E698NM85 808513BD6 440000.00000000 PA USD 430320.00000000 0.062393525657 Long DBT CORP US N 2 2025-06-01 Variable 0.05375000 N N N N N N Kinsale Capital Group Inc 529900QTUQHNZ6HOA508 49714P108 1975.00000000 NS USD 516502.00000000 0.074889340000 Long EC CORP US N 1 N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAJ4 418000.00000000 PA USD 396974.60000000 0.057558665389 Long DBT CORP US N 2 2028-03-15 Fixed 0.04625000 N N N N N N Diageo Capital Plc 213800L23DJLALFC4O95 25243YBC2 79000.00000000 PA USD 72435.35000000 0.010502641914 Long DBT CORP GB N 2 2025-09-29 Fixed 0.01375000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896837 17250.00000000 NS USD 304809.23000000 0.044195302362 Long EP CORP US N 1 N N N General Mtrs Financial Company Inc 5493008B6JBRUJ90QL97 37045XDB9 196000.00000000 PA USD 165889.49000000 0.024052867983 Long DBT CORP US N 2 2030-09-30 Variable 0.05700000 N N N N N N Sabre Glbl Inc F2TJC7HPPHLHU1AQMP98 78573NAE2 230000.00000000 PA USD 246537.00000000 0.035746218244 Long DBT CORP US N 2 2025-04-15 Fixed 0.04000000 N N N N N Sabre Corp USD XXXX N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACA3 94000.00000000 PA USD 77149.66000000 0.011186185375 Long DBT CORP US N 2 2028-09-15 Fixed 0.02100000 N N N N N N Aptargroup Inc VNPEQDQFAA7IY1T2PX43 038336103 2126.00000000 NS USD 233817.48000000 0.033901972805 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 3005.00000000 NS USD 233097.85000000 0.033797631262 Long EC CORP US N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 280000.00000000 PA USD 267708.00000000 0.038815871832 Long DBT CORP US N 2 2025-09-01 Variable 0.04950000 N N N N N N First Mid Bancshares Inc N/A 320866106 130.00000000 NS USD 4170.40000000 0.000604680143 Long EC CORP US N 1 N N N VISTAJET MALTA/XO MGMT N/A 92840JAB5 243000.00000000 PA USD 194843.48000000 0.028251003133 Long DBT CORP XX N 2 2030-02-01 Fixed 0.06375000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273V605 5300.00000000 NS USD 116017.00000000 0.016821690059 Long EP CORP US N 1 N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AK7 160000.00000000 PA USD 142000.00000000 0.020589051504 Long DBT CORP US N 2 2029-03-01 Fixed 0.04625000 N N N N N Wells Fargo Advantage Income Opportunities Fd 5493001HF04TYQLWJP49 94987B105 27863.00000000 NS USD 178044.57000000 0.025815273393 Long RF US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAY2 283000.00000000 PA USD 278778.46000000 0.040421014586 Long DBT CORP US N 2 2024-12-05 Variable 0.04023000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 220000.00000000 PA USD 183858.38000000 0.026658237009 Long DBT CORP US N 2 2026-06-15 Variable 0.04650000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 180000.00000000 PA USD 150470.93000000 0.021817279772 Long DBT CORP US N 2 2026-12-15 Variable 0.05000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAK5 303000.00000000 PA USD 273871.81000000 0.039709583110 Long DBT CORP US N 2 2028-10-15 Fixed 0.04625000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJJY0 4720309.92200000 PA USD 4446234.14000000 0.644674251473 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AS3 582000.00000000 PA USD 611216.40000000 0.088622295351 Long DBT CORP US N 2 2027-08-15 Fixed 0.02500000 N N N N N Post Holdings Inc USD XXXX N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 900.00000000 NS USD 221778.00000000 0.032156328623 Long EC CORP US N 1 N N N Lsb Inds Inc 5493001H215A0HG0MI71 502160104 41.00000000 NS USD 545.30000000 0.000079064857 Long EC CORP US N 1 N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AL6 257000.00000000 PA USD 229647.73000000 0.033297386907 Long DBT CORP US N 2 2026-05-15 Fixed 0.04875000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCX6 195000.00000000 PA USD 187299.45000000 0.027157169174 Long DBT CORP US N 2 2027-02-01 Fixed 0.06250000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 140000.00000000 PA USD 125344.80000000 0.018174158753 Long DBT CORP US N 2 2028-10-01 Fixed 0.06125000 N N N N N N Zayo Group Holdings Inc 529900Z6OTS7RT0V0I47 N/A 489900.26000000 PA USD 395452.39000000 0.057337955107 Long DBT CORP US N 2 2027-03-09 Floating 0.07383600 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 412.00000000 NS USD 173163.60000000 0.025107565345 Long EC CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 1349.00000000 NS USD 377976.31000000 0.054804040239 Long EC CORP US N 1 N N N SPCM SA 969500F7036FEDYPRV54 7846ELAE7 286000.00000000 PA USD 230230.00000000 0.033381812168 Long DBT CORP FR N 2 2030-03-15 Fixed 0.03375000 N N N N N N Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry 784F5XWPLTWKTBV3E584 38148BAE8 623000.00000000 PA USD 603982.51000000 0.087573429620 Long DBT CORP US N 2 2024-08-10 Variable 0.05500000 N N N N N Seacoast Banking Corporation FL 549300V6IC06XYQYPG88 811707801 7448.00000000 NS USD 232303.12000000 0.033682400720 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625H100 6221.00000000 NS USD 834236.10000000 0.120958662181 Long EC CORP US N 1 N N N Vishay Intertechnology Inc 5493009O8F3QQJTCQR75 928298AP3 422000.00000000 PA USD 407272.87000000 0.059051845751 Long DBT CORP US N 2 2025-06-15 Fixed 0.02250000 N N N N Y Vishay Intertechnology Inc USD XXXX N N N Numericable-Sfr SA 5493001ZMCICV4N02J21 N/A 519000.00000000 PA USD 481590.48000000 0.069827402794 Long DBT CORP US N 2 2026-08-14 Floating 0.08649700 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBQ8 97000.00000000 PA USD 95418.95000000 0.013835110394 Long DBT CORP US N 2 2024-06-01 Variable 0.01514000 N N N N N N Bac Capital Trust XIV 549300QO5OB3VGJT6S64 05518VAA3 248000.00000000 PA USD 189799.36000000 0.027519639426 Long DBT CORP US N 2 2023-01-19 Floating 0.05169000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 N/A 299000.00000000 PA USD 295743.89000000 0.042880888614 Long DBT CORP US N 2 2026-02-08 Floating 0.00000000 N N N N N N Rambus Inc Del 2549000211GDCQSLV833 750917106 774.00000000 NS USD 27724.68000000 0.004019893411 Long EC CORP US N 1 N N N Ashland Global Holdings Inc 529900E4L9R04SB8HB11 044186104 3383.00000000 NS USD 363773.99000000 0.052744798704 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 2437.00000000 NS USD 847418.01000000 0.122869951082 Long EC CORP US N 1 N N N Windstream Holdings, Inc. N/A N/A 4674.00000000 NC USD 23370.00000000 0.003388493899 N/A DE CORP US N 3 Windstream Holdings, Inc. N/A Call Purchased Windstream Holdings, Inc. Windstream Services, LLC 1.00000000 1.00000000 USD 2049-12-31 XXXX -339096.67000000 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 160000.00000000 PA USD 136319.20000000 0.019765373449 Long DBT CORP US N 2 2031-08-15 Fixed 0.04125000 N N N N N N Quinstreet Inc 549300TP8MFBFPOS4Y78 74874Q100 19699.00000000 NS USD 282680.65000000 0.040986806071 Long EC CORP US N 1 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369106 488.00000000 NS USD 121819.44000000 0.017663005101 Long EC CORP US N 1 N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAM1 684000.00000000 PA USD 657101.72000000 0.095275360258 Long DBT CORP US N 2 2025-03-15 Fixed 0.06875000 N N N N N N Aercap Ireland Capital Designated ActIVity Company Aercap Global Aviation Tr N/A 00774MAN5 150000.00000000 PA USD 151991.69000000 0.022037779814 Long DBT CORP IE N 2 2025-07-15 Fixed 0.06500000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 61000.00000000 PA USD 54937.81000000 0.007965615490 Long DBT CORP US N 2 2025-11-15 Fixed 0.05500000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216100 682.00000000 NS USD 43382.02000000 0.006290103127 Long EC CORP US N 1 N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 87166BAA0 310000.00000000 PA USD 246866.95000000 0.035794058790 Long DBT CORP US N 2 2029-01-15 Fixed 0.03625000 N N N N N N Dropbox Inc 549300JCDF7UAR6TJR51 26210C104 13349.00000000 NS USD 298750.62000000 0.043316844381 Long EC CORP US N 1 N N N 510 Assets Backed Trust N/A 33835JAB6 550000.00000000 PA USD 461339.95000000 0.066891211208 Long ABS-O CORP US N 2 2061-06-25 Variable 0.04089900 N N N N N N LUMMUS TECHNOLOGY HOLDINGS 549300K1Y0YC1YC1H809 N/A 156349.73000000 PA USD 149453.14000000 0.021669707020 Long DBT CORP US N 2 2027-06-30 Floating 0.07883600 N N N N N N DISH DBS CORP N/A 25470XBF1 184000.00000000 PA USD 146855.00000000 0.021292994075 Long DBT CORP US N 2 2028-12-01 Fixed 0.05750000 N N N N N N Nextera Energy Inc N/A 65339F101 5159.00000000 NS USD 431292.40000000 0.062534517162 Long EC CORP US N 1 N N N American Axle & Mfg Inc RY5TAKFOBLDUGX31MS24 02406PAU4 480000.00000000 PA USD 432951.81000000 0.062775120528 Long DBT CORP US N 2 2027-04-01 Fixed 0.06500000 N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 308000.00000000 PA USD 295295.00000000 0.042815802563 Long DBT CORP US N 2 2025-06-15 Fixed 0.04625000 N N N N N N Residential Accredit Lns Inc Mortgage Pass Through Ctf N/A 761118CW6 363455.34200000 PA USD 301186.46000000 0.043670024911 Long ABS-CBDO CORP US N 2 2035-08-25 Fixed 0.06000000 N N N N N N Cimpress PLC 549300X1IFD75XISOR81 G2143T103 6952.00000000 NS USD 191944.72000000 0.027830702296 Long EC CORP IE N 1 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAP7 137000.00000000 PA USD 132890.36000000 0.019268214552 Long DBT CORP US N 2 2027-08-15 Fixed 0.04950000 N N N N N N Synchrony Finl 549300RS7EWPM9MA6C78 87165BAD5 115000.00000000 PA USD 112359.12000000 0.016291321892 Long DBT CORP US N 2 2024-08-15 Fixed 0.04250000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 155000.00000000 PA USD 138128.25000000 0.020027673615 Long DBT CORP IE N 2 2029-01-15 Fixed 0.04375000 N N N N N N M/A-COM TECH SOLUTIONS N/A 55405YAB6 405000.00000000 PA USD 400747.50000000 0.058105710688 Long DBT CORP US N 2 2026-03-15 Fixed 0.00250000 N N N N Y MACOM Technology Solutions Holdings Inc USD XXXX N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339100 615.00000000 NS USD 144924.75000000 0.021013120718 Long EC CORP US N 1 N N N Enterprise Prods Operating Llc 5493004LGN656HWLDA30 29379VBT9 97000.00000000 PA USD 91849.57000000 0.013317574136 Long DBT CORP US N 2 2028-10-16 Fixed 0.04150000 N N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 N/A 622000.00000000 PA USD 589736.86000000 0.085507905525 Long DBT CORP US N 2 2028-05-14 Floating 0.08173040 N N N N N N Societe Generale Medium Terminal Nts Book Entry 144a O2RNE8IBXP4R0TD8PU41 83368RAU6 141000.00000000 PA USD 133417.38000000 0.019344628932 Long DBT CORP FR N 2 2024-10-16 Fixed 0.02625000 N N N N N N Greenbrier Cos Inc 5493001GAGGFR30BP390 393657101 5014.00000000 NS USD 168119.42000000 0.024376192938 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXUH3 2459581.22800000 PA USD 2331476.45000000 0.338048512045 Long ABS-MBS USGSE US N 2 2061-12-01 Fixed 0.04000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 20914UAF3 483000.00000000 PA USD 410393.88000000 0.059504371355 Long DBT CORP LU N 2 2028-10-15 Fixed 0.05625000 N N N N N N FERTITTA ENTERTAINMENT LLC 984500A0805D8V551D35 N/A 152000.00000000 PA USD 144229.76000000 0.020912351810 Long DBT CORP US N 2 2029-01-27 Floating 0.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 N/A 31919.40000000 PA USD 29796.76000000 0.004320331171 Long DBT CORP US N 2 2028-10-18 Floating 0.07633600 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 805000.00000000 PA USD 659898.13000000 0.095680821029 Long DBT CORP US N 2 2030-10-15 Fixed 0.03000000 N N N N N N SK INVICTUS INTERMEDIATE N/A 29977LAA9 237000.00000000 PA USD 194340.00000000 0.028178001896 Long DBT CORP LU N 2 2029-10-30 Fixed 0.05000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B77 580000.00000000 PA USD 503672.00000000 0.073029075699 Long DBT CORP US N 2 2026-08-10 Fixed 0.02700000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 175000.00000000 PA USD 161025.22000000 0.023347581324 Long DBT CORP US N 2 2029-01-15 Fixed 0.06000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AJ4 194000.00000000 PA USD 169122.71000000 0.024521663287 Long DBT CORP US N 2 2026-08-15 Fixed 0.01400000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAA3 39000.00000000 PA USD 37079.27000000 0.005376246477 Long DBT CORP US N 2 2029-04-15 Fixed 0.06625000 N N N N N N Innophos Holdings Inc XQ0331QX53IRX25OY417 45774NAB4 117000.00000000 PA USD 114367.50000000 0.016582523576 Long DBT CORP US N 2 2028-02-15 Fixed 0.09375000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 4150.00000000 NS USD 291537.50000000 0.042270990161 Long EC CORP US N 1 N N N 2023-06-13 Thrivent Series Fund, Inc. Sarah L. Bergstrom Sarah L. Bergstrom Treasurer and Principal Accounting Officer