0001752724-20-178381.txt : 20200828 0001752724-20-178381.hdr.sgml : 20200828 20200828150147 ACCESSION NUMBER: 0001752724-20-178381 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200828 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: THRIVENT SERIES FUND INC CENTRAL INDEX KEY: 0000790166 IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04603 FILM NUMBER: 201147444 BUSINESS ADDRESS: STREET 1: 901 MARQUETTE AVENUE, SUITE 2500 CITY: MINNEAPOLIS STATE: MN ZIP: 55402-3211 BUSINESS PHONE: 612-844-7190 MAIL ADDRESS: STREET 1: 901 MARQUETTE AVENUE, SUITE 2500 CITY: MINNEAPOLIS STATE: MN ZIP: 55402-3211 FORMER COMPANY: FORMER CONFORMED NAME: LB SERIES FUND INC DATE OF NAME CHANGE: 19950428 FORMER COMPANY: FORMER CONFORMED NAME: LBVIP SERIES FUND INC/ DATE OF NAME CHANGE: 19940824 FORMER COMPANY: FORMER CONFORMED NAME: LBVIP SERIES FUND INC DATE OF NAME CHANGE: 19920703 0000790166 S000001439 Thrivent Opportunity Income Plus Portfolio C000003846 Class A NPORT-P 1 primary_doc.xml NPORT-P false 0000790166 XXXXXXXX S000001439 C000003846 Thrivent Series Funds, Inc. 811-04603 0000790166 549300VNHRP1O3O9AF57 901 Marquette Avenue Suite 2500 Minneapolis 55402 612-844-5168 THRIVENT OPPORTUNITY INCOME PLUS PORTFOLIO S000001439 H4GRY3EB6CW3HHHY7W77 2020-12-31 2020-06-30 N 248419461.22 28493476.60 219925984.62 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 23199781.78000000 0.00000000 0.00000000 156692.68000000 USD N OZLM IX Ltd N/A 67109KBA1 550000.00000000 PA USD 534837.60000000 0.243189817212 Long ABS-O CORP KY N 2 2031-10-20 Floating 0.02685300 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206R706 2075.00000000 NS USD 49613.25000000 0.022559066899 Long EP CORP US N 1 N N N Charter Communications, Inc. N/A 1248EPCE1 170000.00000000 PA USD 173485.00000000 0.078883357189 Long DBT CORP US N 2 2030-08-15 Fixed 0.04500000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 N/A 982537.50000000 PA USD 930384.41000000 0.423044330849 Long DBT CORP US N 2 2027-03-09 Floating 0.03178200 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 130000.00000000 PA USD 129285.00000000 0.058785686567 Long DBT CORP US N 2 2030-06-01 Fixed 0.04625000 N N N N N N JPMorgan Chase & Co. N/A 93363NAA3 125915.83200000 PA USD 118360.10000000 0.053818151686 Long ABS-CBDO CORP US N 2 2036-10-25 Variable 0.03711600 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818ES3 63000.00000000 PA USD 71328.88000000 0.032433129774 Long DBT CORP US N 2 2025-07-15 Fixed 0.03750000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CE2 34000.00000000 PA USD 36993.36000000 0.016820822725 Long DBT CORP US N 2 2023-10-17 Fixed 0.03700000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 369604BQ5 133000.00000000 PA USD 104418.30000000 0.047478837109 Long DBT CORP US N 2 2021-01-21 Variable 0.05000000 N N N N N N The Hartford Financial Services Group, Inc. IU7C3FTM7Y3BQM112U94 416518504 1950.00000000 NS USD 51909.00000000 0.023602940821 Long EP CORP US N 1 N N N CenturyLink, Inc. N/A 527298BR3 140000.00000000 PA USD 139815.20000000 0.063573751979 Long DBT CORP US N 2 2028-07-01 Fixed 0.04250000 N N N N N N Morgan Stanley & Co N/A N/A -532000.00000000 NC USD 1850.90000000 0.000841601324 N/A DCR CORP US N 2 Credit Suisse Securities (USA) LLC N/A Markit CDX North American High Yield Index 2I65BRTL4 N 2025-06-20 0.00000000 USD 0.00000000 USD -532000.00000000 USD 1850.90000000 N N N Lennar Corporation 529900G61XVRLX5TJX09 526057BY9 22000.00000000 PA USD 22275.00000000 0.010128407536 Long DBT CORP US N 2 2022-01-15 Fixed 0.04125000 N N N N N N Anheuser-Busch InBev SA/NV 5493000EYEKDT0FBSQ91 035242AL0 34000.00000000 PA USD 35959.27000000 0.016350623625 Long DBT CORP US N 2 2023-02-01 Fixed 0.03300000 N N N N N N Bayerische Motoren Werke AG 5299006ZHG3IXU0PNJ56 05600LAA4 40000.00000000 PA USD 41271.13000000 0.018765918029 Long DBT CORP NL N 2 2022-08-12 Fixed 0.02250000 N N N N N N V.F. Corporation CWAJJ9DJ5Z7P057HV541 918204AZ1 46000.00000000 PA USD 47222.10000000 0.021471814747 Long DBT CORP US N 2 2022-04-23 Fixed 0.02050000 N N N N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 26907YAA2 80000.00000000 PA USD 77400.00000000 0.035193658509 Long DBT CORP US N 2 2025-05-01 Fixed 0.05250000 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 37045XBY1 38000.00000000 PA USD 38661.50000000 0.017579323364 Long DBT CORP US N 2 2022-06-30 Fixed 0.03150000 N N N N N N NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 N/A 250000.00000000 PA USD 247187.50000000 0.112395768252 Long DBT CORP US N 2 2025-06-04 Floating 0.04750000 N N N N N N China Petrochemical Corporation 549300C6OZZ8LTVR8209 82939GAN8 49000.00000000 PA USD 50295.25000000 0.022869171229 Long DBT NUSS VG N 2 2025-05-13 Fixed 0.02150000 N N N N N N SS&C Technologies Holdings, Inc. 549300KY09TR3J12JU49 78466CAC0 160000.00000000 PA USD 162942.40000000 0.074089653517 Long DBT CORP US N 2 2027-09-30 Fixed 0.05500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAF8 144000.00000000 PA USD 138499.92000000 0.062975696227 Long DBT CORP US N 2 2024-08-01 Variable 0.05000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAT8 90000.00000000 PA USD 95289.30000000 0.043327895139 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N Freed Abs Trust 2020-1 N/A 35634TAA4 386861.85000000 PA USD 386193.20000000 0.175601441852 Long ABS-O CORP US N 2 2027-03-18 Fixed 0.02520000 N N N N N N Moody's Corporation 549300GCEDD8YCF5WU84 615369AG0 38000.00000000 PA USD 39106.25000000 0.017781550491 Long DBT CORP US N 2 2021-12-15 Fixed 0.02750000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBK1 44000.00000000 PA USD 45651.39000000 0.020757615376 Long DBT CORP US N 2 2026-04-22 Variable 0.02083000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AR8 42000.00000000 PA USD 46153.28000000 0.020985823971 Long DBT CORP US N 2 2025-04-15 Fixed 0.04950000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCR0 39000.00000000 PA USD 43279.30000000 0.019679029776 Long DBT CORP US N 2 2024-04-15 Fixed 0.03700000 N N N N N N Berkshire Hathaway Inc. 549300JD0S5IZJE9LY15 084659AS0 42000.00000000 PA USD 47807.90000000 0.021738177088 Long DBT CORP US N 2 2025-04-15 Fixed 0.04050000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHF9 117000.00000000 PA USD 125019.52000000 0.056846179507 Long DBT CORP US N 2 2024-03-05 Variable 0.03550000 N N N N N N SBA SENIOR FINANCE II LLC 549300PVT2ADFWMYEW87 N/A 551137.44000000 PA USD 529323.42000000 0.240682528221 Long DBT CORP US N 2 2025-04-11 Floating 0.01930000 N N N N N N Volt LXXXIX LLC N/A 92870NAB9 400000.00000000 PA USD 384646.08000000 0.174897968816 Long ABS-CBDO CORP US N 2 2050-03-25 Variable 0.03474800 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AG5 150000.00000000 PA USD 157140.00000000 0.071451311345 Long DBT CORP US N 2 2024-08-15 Fixed 0.06750000 N N N N N N Endeavor Energy Resources, LP N/A 29260FAD2 30000.00000000 PA USD 28725.00000000 0.013061212411 Long DBT CORP US N 2 2026-01-30 Fixed 0.05500000 N N N N N N Baidu, Inc. 254900AL64IANZYI1E02 056752AQ1 52000.00000000 PA USD 54640.58000000 0.024844985959 Long DBT CORP KY N 2 2025-04-07 Fixed 0.03075000 N N N N N N Enterprise Products Partners L.P. 5493004LGN656HWLDA30 29379VBM4 105000.00000000 PA USD 91323.75000000 0.041524765778 Long DBT CORP US N 2 2077-08-16 Variable 0.04875000 N N N N N N Innophos Holdings, Inc. XQ0331QX53IRX25OY417 N/A 309412.50000000 PA USD 302450.72000000 0.137523867642 Long DBT CORP US N 3 2027-02-07 Floating 0.03928200 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAC5 165000.00000000 PA USD 160741.35000000 0.073088839537 Long DBT CORP US N 2 2027-09-15 Fixed 0.04875000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DH1 38000.00000000 PA USD 39678.76000000 0.018041869890 Long DBT CORP US N 2 2022-08-01 Fixed 0.02800000 N N N N N N Otis Worldwide Corporation 549300ZLBKR8VSU25153 68902VAD9 61000.00000000 PA USD 63926.74000000 0.029067388335 Long DBT CORP US N 2 2025-04-05 Fixed 0.02056000 N N N N N N BIG RIVER STEEL LLC 549300FDOTXSG1N4RG27 N/A 330650.00000000 PA USD 309984.38000000 0.140949411019 Long DBT CORP US N 2 2023-08-23 Floating 0.06000000 N N N N N N Bank of America Corporation N/A 126694LU0 123108.35600000 PA USD 110038.04000000 0.050034124066 Long ABS-CBDO CORP US N 2 2035-11-25 Variable 0.03558900 N N N N N N Cintas Corporation 549300QVUQTTKMTE0G41 17252MAM2 57000.00000000 PA USD 59242.58000000 0.026937508135 Long DBT CORP US N 2 2022-04-01 Fixed 0.02900000 N N N N N N Royal Dutch Shell plc 213800ITMMKU4Z7I4F78 822582CF7 43000.00000000 PA USD 45645.05000000 0.020754732588 Long DBT CORP NL N 2 2025-04-06 Fixed 0.02375000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020489 250000.00000000 PA USD 258164.07000000 0.117386797401 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02000000 N N N N N N OneMain Holdings, Inc. 5493008I795YYBFWFU90 85172FAM1 30000.00000000 PA USD 30778.13000000 0.013994767400 Long DBT CORP US N 2 2025-03-15 Fixed 0.06875000 N N N N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 35671DCE3 95000.00000000 PA USD 92150.00000000 0.041900460356 Long DBT CORP US N 2 2028-03-01 Fixed 0.04125000 N N N N N N Cheniere Energy Partners, L.P. 549300KJYBG7C6WJYZ11 785592AD8 37000.00000000 PA USD 40465.74000000 0.018399708460 Long DBT CORP US N 2 2023-04-15 Fixed 0.05625000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92553PAT9 58000.00000000 PA USD 63089.52000000 0.028686705715 Long DBT CORP US N 2 2023-09-01 Fixed 0.04250000 N N N N N N Nucor Corporation 549300GGJCRSI2TIEJ46 670346AR6 20000.00000000 PA USD 20764.61000000 0.009441635573 Long DBT CORP US N 2 2025-06-01 Fixed 0.02000000 N N N N N N Credit Suisse Mortgage Trust N/A 12597EAA1 206919.24000000 PA USD 207108.90000000 0.094172091741 Long ABS-CBDO CORP US N 2 2024-02-25 Variable 0.03393000 N N N N N N Legacy Mortgage Asset Trust 2019-GS1 N/A 52473VAA8 456926.71000000 PA USD 464104.21000000 0.211027455806 Long ABS-CBDO CORP US N 2 2059-01-25 Fixed 0.04000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAH6 75000.00000000 PA USD 82089.07000000 0.037325771277 Long DBT CORP GB N 2 2024-03-12 Fixed 0.03900000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDH4 41000.00000000 PA USD 41012.73000000 0.018648423955 Long DBT CORP NL N 2 2026-06-24 Variable 0.01339000 N N N N N N MoneyGram International, Inc. 5299002DLX0Q04KC4156 N/A 346202.85000000 PA USD 312773.50000000 0.142217619505 Long DBT CORP US N 2 2023-06-30 Floating 0.07000000 N N N N N N NextEra Energy, Inc. UMI46YPGBLUE4VGNNT48 65339KBQ2 43000.00000000 PA USD 46430.61000000 0.021111925487 Long DBT CORP US N 2 2025-05-01 Fixed 0.02750000 N N N N N N College Avenue Student Loans 2017-A Llc N/A 194204AA1 172068.34000000 PA USD 170720.36000000 0.077626279720 Long ABS-O CORP US N 2 2046-11-26 Floating 0.01834500 N N N N N N Parker-Hannifin Corporation 5493002CONDB4N2HKI23 701094AM6 71000.00000000 PA USD 75579.40000000 0.034365834546 Long DBT CORP US N 2 2024-06-14 Fixed 0.02700000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBE4 76000.00000000 PA USD 80023.62000000 0.036386614404 Long DBT CORP GB N 2 2023-02-15 Variable 0.04610000 N N N N N N Societe Generale Societe anonyme O2RNE8IBXP4R0TD8PU41 83368JFA3 135000.00000000 PA USD 150525.00000000 0.068443481228 Long DBT CORP FR N 2 2025-09-29 Variable 0.08000000 N N N N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159TE6 40000.00000000 PA USD 41202.65000000 0.018734780281 Long DBT CORP CA N 2 2023-02-01 Fixed 0.01950000 N N N N N N HARLAND CLARKE HOLDINGS 549300J73P7FL8TVF308 N/A 690022.61000000 PA USD 500363.00000000 0.227514270705 Long DBT CORP US N 2 2023-11-03 Floating 0.05750000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MF5 105000.00000000 PA USD 113448.16000000 0.051584700278 Long DBT CORP US N 2 2025-04-24 Variable 0.03352000 N N N N N N TransDigm Group Incorporated 88Q84GB3X55CF5OC7582 N/A 1094500.00000000 PA USD 981919.73000000 0.446477359961 Long DBT CORP US N 2 2025-12-09 Floating 0.02428200 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CAW5 80000.00000000 PA USD 82969.60000000 0.037726146886 Long DBT CORP US N 2 2022-08-15 Fixed 0.02400000 N N N N N N UBS Group AG N/A 576434VW1 60267.70400000 PA USD 60887.46000000 0.027685432490 Long ABS-CBDO CORP US N 2 2055-03-25 Fixed 0.05000000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWQ3 61000.00000000 PA USD 65761.56000000 0.029901678109 Long DBT CORP US N 2 2025-09-29 Variable 0.03272000 N N N N N N CSMC Trust 2019-RPL8 N/A 12596YAC4 469160.71000000 PA USD 475949.00000000 0.216413263226 Long ABS-CBDO CORP US N 2 2058-10-25 Variable 0.03322000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDQ4 86000.00000000 PA USD 89698.00000000 0.040785539805 Long DBT CORP US N 2 2022-03-15 Fixed 0.02946000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWK6 39000.00000000 PA USD 39065.13000000 0.017762853292 Long DBT CORP US N 2 2023-06-05 Floating 0.01376600 N N N N N N T-Mobile US, Inc. 549300ZTTY7CXOLJ6539 85207UAJ4 255000.00000000 PA USD 294206.25000000 0.133775120074 Long DBT CORP US N 2 2025-02-15 Fixed 0.07625000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAA6 43000.00000000 PA USD 43539.83000000 0.019797492358 Long DBT CORP US N 2 2021-03-15 Fixed 0.02500000 N N N N N N Ovintiv Inc. T8W3X1PFLPW2YE0UIP44 651290AQ1 61000.00000000 PA USD 57951.60000000 0.026350501556 Long DBT CORP US N 2 2024-07-01 Fixed 0.05625000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 N/A 280000.00000000 PA USD 270340.00000000 0.122923173660 Long DBT CORP US N 2 2024-02-07 Floating 0.02422630 N N N N N N SOTERA HEALTH HLDGS LLC 549300OVT7MBXFLOFU20 N/A 399000.00000000 PA USD 388941.21000000 0.176850957685 Long DBT CORP US N 2 2026-12-13 Floating 0.05500000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 22282EAH5 120000.00000000 PA USD 121512.00000000 0.055251315668 Long DBT CORP US N 2 2027-01-01 Fixed 0.06000000 N N N N N N Nabors Industries Ltd. N/A 629571AA8 100000.00000000 PA USD 61500.00000000 0.027963953466 Long DBT CORP BM N 2 2026-01-15 Fixed 0.07250000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAG0 95000.00000000 PA USD 90725.00000000 0.041252515093 Long DBT CORP US N 2 2023-06-15 Variable 0.05650000 N N N N N N CommScope Holding Company, Inc. M4TWC4QDOKW45N7T6Y12 20337YAA5 195000.00000000 PA USD 188311.50000000 0.085624943466 Long DBT CORP US N 2 2025-06-15 Fixed 0.06000000 N N N N N N CHS Inc. XEIEFTLYDQ1MZ6TZV015 12542R506 5280.00000000 NS USD 127406.40000000 0.057931490096 Long EP CORP US N 1 N N N Ortho-Clinical Diagnostics, Inc. 222100N2EDW8BU5UUT55 N/A 1150953.87000000 PA USD 1073989.58000000 0.488341376238 Long DBT CORP US N 2 2025-06-30 Floating 0.03428750 N N N N N N MCDERMOTT INTERNATIONAL INC 549300MSF84ZAB7RHN59 N/A 795825.00000000 PA USD 273071.43000000 0.124165150594 Long DBT CORP US N 2 2025-05-10 Floating 0.00000000 N N N N N N CenturyLink,Inc. 8M3THTGWLTYZVE6BBY25 N/A 1577075.00000000 PA USD 1483333.66000000 0.674469486888 Long DBT CORP US N 2 2027-03-15 Floating 0.02428200 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174824M3 26000.00000000 PA USD 28274.82000000 0.012856516272 Long DBT CORP US N 2 2022-11-01 Fixed 0.04875000 N N N N N N Hainan Traffic Administration Holding Co., Ltd. 635400CPI3EOIFF6OC33 70014LAC4 18000.00000000 PA USD 16421.67000000 0.007466907572 Long DBT CORP KY N 2 2023-03-15 Fixed 0.04500000 N N N N N N BlackRock, Inc. 549300BOVTR6GS7HLC41 09258A107 2800.00000000 NS USD 40348.00000000 0.018346172267 Long RF US N 1 N N N Allianz SE 549300535GECAFITZP67 01883A107 6450.00000000 NS USD 72111.00000000 0.032788758511 Long RF US N 1 N N N IQVIA Holdings Inc. 549300PLWY28YB00C717 N/A 175000.00000000 PA USD 168985.25000000 0.076837327927 Long DBT CORP US N 2 2025-01-01 Floating 0.01928250 N N N N N N Federal National Mortgage Association N/A 3136A73W0 1211213.34000000 PA USD 62495.46000000 0.028416587566 Long ABS-CBDO USGSE US N 2 2027-08-25 Fixed 0.03000000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 N/A 1080000.00000000 PA USD 1025038.80000000 0.466083533408 Long DBT CORP US N 2 2026-09-19 Floating 0.02922630 N N N N N N Silver Hill Trust 2019-SBC1 N/A 82773XAA8 368303.42200000 PA USD 374234.84000000 0.170163994330 Long ABS-CBDO CORP US N 2 2049-11-25 Variable 0.03102000 N N N N N N CD&R WATERWORKS MERGER 549300ZSLF8Q660SCD17 N/A 409500.00000000 PA USD 389151.95000000 0.176946780832 Long DBT CORP US N 2 2024-08-01 Floating 0.03750000 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411AW5 70000.00000000 PA USD 57492.68000000 0.026141831352 Long DBT CORP US N 2 2040-09-01 Fixed 0.05100000 N N N N N N Sinclair Broadcast Group, Inc. N/A 25277LAC0 140000.00000000 PA USD 75040.00000000 0.034120570213 Long DBT CORP US N 2 2027-08-15 Fixed 0.06625000 N N N N N N Cedar Fair, L.P. 549300TUVLNQQ6BVKH61 150190AC0 90000.00000000 PA USD 81370.80000000 0.036999175036 Long DBT CORP US N 2 2029-07-15 Fixed 0.05250000 N N N N N N ZIGGO FINANCING PARTNERSHIP N/A N/A 680000.00000000 PA USD 640192.80000000 0.291094661281 Long DBT CORP US N 2 2028-04-30 Floating 0.02684700 N N N N N N British American Tobacco p.l.c. 2138005GYEXN7XRHFA84 05526DAV7 41000.00000000 PA USD 42462.34000000 0.019307559347 Long DBT CORP US N 2 2022-08-15 Fixed 0.02764000 N N N N N N NORTHRIVER MIDSTREAM FINANCE 549300SOLNLY3BL6GF18 N/A 511098.48000000 PA USD 481393.44000000 0.218888841549 Long DBT CORP US N 2 2025-10-01 Floating 0.04683380 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BB6 108000.00000000 PA USD 112293.00000000 0.051059450839 Long DBT CORP GB N 2 2021-08-15 Variable 0.08625000 N N N N N N AllianceBernstein L.P. AE2ZT9UGMEIJ7T4R5734 01879R106 2175.00000000 NS USD 21967.50000000 0.009988587768 Long RF US N 1 N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2N2 68000.00000000 PA USD 70309.78000000 0.031969746604 Long DBT CORP US N 2 2026-04-30 Variable 0.02188000 N N N N N N Bank of America Corporation N/A 12543RAT6 104986.35500000 PA USD 80579.55000000 0.036639394903 Long ABS-CBDO CORP US N 2 2037-04-25 Fixed 0.06000000 N N N N N N Ventas, Inc. 32SXKSJ72K64GM3HOU64 92277GAD9 34000.00000000 PA USD 35425.98000000 0.016108137499 Long DBT CORP US N 2 2024-05-01 Fixed 0.03750000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AN6 44000.00000000 PA USD 47776.29000000 0.021723804070 Long DBT CORP US N 2 2025-05-01 Fixed 0.03844000 N N N N N N Tencent Holdings Limited 254900N4SLUMW4XUYY11 88032WAT3 49000.00000000 PA USD 49549.79000000 0.022530211737 Long DBT CORP KY N 2 2026-01-26 Fixed 0.01810000 N N N N N N Cleveland-Cliffs Inc. 549300TM2WLI2BJMDD86 18683KAM3 70000.00000000 PA USD 59591.00000000 0.027095934163 Long DBT CORP US N 2 2025-03-01 Fixed 0.05750000 N N N N N N Suncor Energy Inc. N/A 13643EAA3 40000.00000000 PA USD 42744.68000000 0.019435938901 Long DBT CORP CA N 2 2021-09-01 Fixed 0.09400000 N N N N N N Packaging Holdings Limited N/A 761735AT6 240000.00000000 PA USD 242824.80000000 0.110412055410 Long DBT CORP US N 2 2023-07-15 Fixed 0.05125000 N N N N N N Gmacm Home Equity Loan Trust 2005-HE1 N/A 361856EB9 31495.82100000 PA USD 32683.06000000 0.014860936081 Long ABS-CBDO CORP US N 2 2035-08-25 Floating 0.00684500 N N N N N N OneMain Holdings, Inc. 5493008I795YYBFWFU90 85172FAN9 110000.00000000 PA USD 113848.90000000 0.051766916127 Long DBT CORP US N 2 2026-03-15 Fixed 0.07125000 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513BD6 45000.00000000 PA USD 48074.40000000 0.021859354220 Long DBT CORP US N 2 2025-06-01 Variable 0.05375000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746SA0 35000.00000000 PA USD 35623.31000000 0.016197863140 Long DBT CORP US N 2 2021-07-26 Fixed 0.02100000 N N N N N N Deutsche Telekom AG 529900ERDFHS6C1M4U58 25156PAV5 34000.00000000 PA USD 35450.53000000 0.016119300346 Long DBT CORP NL N 2 2023-09-19 Fixed 0.02485000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AK9 66000.00000000 PA USD 72385.64000000 0.032913636887 Long DBT CORP NL N 2 2023-10-02 Fixed 0.04100000 N N N N N N Deere & Company E0KSF7PFQ210NWI8Z391 24422EVC0 60000.00000000 PA USD 63400.54000000 0.028828126021 Long DBT CORP US N 2 2025-01-09 Fixed 0.02050000 N N N N N N Marathon Petroleum Corporation 5493000CZJ19CK4P3G36 55336VAE0 58000.00000000 PA USD 62380.13000000 0.028364147196 Long DBT CORP US N 2 2023-07-15 Fixed 0.04500000 N N N N N N NAVISTAR INC 4EW4JDYTYMZ6D6T42H76 N/A 625600.00000000 PA USD 590929.25000000 0.268694602423 Long DBT CORP US N 2 2024-11-06 Floating 0.03700000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BM2 33000.00000000 PA USD 34202.29000000 0.015551727577 Long DBT CORP GB N 2 2029-11-01 Variable 0.03754000 N N N N N N FLEX ACQUISITION CO INC 549300HHED2KGPBEDW39 N/A 613770.31000000 PA USD 576944.09000000 0.262335572122 Long DBT CORP US N 2 2025-06-29 Floating 0.04683380 N N N N N N The TJX Companies, Inc. V167QI9I69W364E2DY52 872540AR0 44000.00000000 PA USD 48954.54000000 0.022259552496 Long DBT CORP US N 2 2025-04-15 Fixed 0.03500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAL3 75000.00000000 PA USD 78977.25000000 0.035910831608 Long DBT CORP US N 2 2021-07-28 Fixed 0.05500000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526BR9 40000.00000000 PA USD 41539.02000000 0.018887727192 Long DBT CORP DE N 2 2023-02-27 Fixed 0.03950000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CW8 50000.00000000 PA USD 54062.50000000 0.024582133890 Long DBT CORP US N 2 2025-04-22 Fixed 0.09000000 N N N N N N Toorak Mortgage Corp. 2020-1 Ltd. N/A 89052WAA7 450000.00000000 PA USD 440140.68000000 0.200131276329 Long ABS-CBDO CORP US N 2 2023-03-25 Variable 0.02734300 N N N N N N The PNC Financial Services Group, Inc. CFGNEKW0P8842LEUIA51 693475AV7 34000.00000000 PA USD 37152.44000000 0.016893156151 Long DBT CORP US N 2 2024-01-23 Fixed 0.03500000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WHH9 103000.00000000 PA USD 111755.00000000 0.050814823083 Long DBT CORP CA N 2 2024-02-05 Fixed 0.03300000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKJ7 78000.00000000 PA USD 79693.87000000 0.036236677597 Long DBT CORP US N 2 2021-06-01 Fixed 0.03500000 N N N N N N Ally Financial Inc. N/A 361860208 5000.00000000 NS USD 112100.00000000 0.050971694042 Long EP CORP US N 1 N N N DELOS FINANCE SARL 549300HX549YWOJQT076 N/A 310000.00000000 PA USD 295371.10000000 0.134304775540 Long DBT CORP US N 2 2023-10-06 Floating 0.02057900 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 81000.00000000 PA USD 87543.93000000 0.039806087557 Long DBT CORP US N 2 2023-05-22 Fixed 0.04100000 N N N N N N Morgan Stanley & Co N/A N/A -11.00000000 NC USD -11722.92000000 -0.00533039332 N/A DIR CORP US N 1 Mizuho Securities N/A Short United States Department of The Treasury United States Treasury Note/Bond 2020-09-22 -1720605.26000000 USD -11722.92000000 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38145GAF7 55000.00000000 PA USD 55163.16000000 0.025082602265 Long DBT CORP US N 2 2021-11-15 Floating 0.01562400 N N N N N N Lennar Corporation 529900G61XVRLX5TJX09 526057BZ6 270000.00000000 PA USD 280743.30000000 0.127653537841 Long DBT CORP US N 2 2024-04-30 Fixed 0.04500000 N N N N N N Univision Holdings, Inc. 549300YQDE2JSGTL8V47 914906AU6 90000.00000000 PA USD 85950.00000000 0.039081330088 Long DBT CORP US N 2 2027-06-01 Fixed 0.06625000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650BZ2 38000.00000000 PA USD 39658.32000000 0.018032575854 Long DBT CORP US N 2 2022-12-01 Fixed 0.02750000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2C6 36000.00000000 PA USD 39335.34000000 0.017885717355 Long DBT CORP US N 2 2024-01-24 Fixed 0.03750000 N N N N N N Morgan Stanley & Co N/A N/A -532000.00000000 NC USD -3510.84000000 -0.00159637343 N/A DCR CORP US N 2 Wells Fargo Securities, LLC N/A Markit CDX North American High Yield Index 2I65BRTL4 N 2025-06-20 0.00000000 USD 0.00000000 USD -532000.00000000 USD -3510.84000000 N N N BLACKSTONE CQP HOLDCO LP N/A N/A 306900.00000000 PA USD 293089.50000000 0.133267335602 Long DBT CORP US N 2 2024-09-30 Floating 0.03806400 N N N N N N Apidos Clo XXIV 549300PPHIOJQEKPJH29 03759CAG5 460000.00000000 PA USD 444787.34000000 0.202244105337 Long ABS-O CORP KY N 2 2030-10-20 Floating 0.02585300 N N N N N N Liberty Media Corporation WP5O65E6BMU84LNO4227 82967NBG2 140000.00000000 PA USD 138104.40000000 0.062795853904 Long DBT CORP US N 2 2030-07-01 Fixed 0.04125000 N N N N N N Federal National Mortgage Association N/A 3136ACZY0 2114123.60500000 PA USD 122475.41000000 0.055689376683 Long ABS-CBDO USGSE US N 2 2028-03-25 Fixed 0.03000000 N N N N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 29452E200 2775.00000000 NS USD 63603.00000000 0.028920184265 Long EP CORP US N 1 N N N Jbs Usa Llc Jbs Usa Finance Inc P77IMDGVZE8EFBTF2M92 N/A 749309.06000000 PA USD 714031.59000000 0.324669043193 Long DBT CORP US N 2 2026-05-01 Floating 0.03072000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 N/A 255000.00000000 PA USD 240337.50000000 0.109281084004 Long DBT CORP US N 2 2025-03-11 Floating 0.01928300 N N N N N N Federal Home Loan Mortgage Corporation N/A 3133KHVG8 1310360.14400000 PA USD 1381068.84000000 0.627969833753 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAD4 43000.00000000 PA USD 46355.90000000 0.021077954967 Long DBT CORP NO N 2 2025-04-06 Fixed 0.02875000 N N N N N N Loews Corporation 549300YX2GSZD7YG1R84 126117AS9 36000.00000000 PA USD 39136.62000000 0.017795359683 Long DBT CORP US N 2 2024-05-15 Fixed 0.03950000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AR5 60000.00000000 PA USD 56025.00000000 0.025474479560 Long DBT CORP US N 2 2026-08-15 Fixed 0.09750000 N N N N N N Morgan Stanley & Co N/A N/A 42.00000000 NC USD 855.54000000 0.000389012695 N/A DIR CORP US N 1 CCM Futures, LLC N/A Long United States Department of The Treasury United States Treasury Note/Bond 2020-09-30 9273925.92000000 USD 855.54000000 N N N Legg Mason, Inc. 549300S7N70O2ERKYG47 95766K109 18938.00000000 NS USD 87493.56000000 0.039783184397 Long RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CYM0 1571215.29000000 PA USD 1663750.55000000 0.756504763579 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAC7 81000.00000000 PA USD 83755.54000000 0.038083512571 Long DBT CORP GB N 2 2022-01-11 Fixed 0.03000000 N N N N N N Ford Motor Company UDSQCVRUX5BONN0VY111 345397XL2 280000.00000000 PA USD 265566.00000000 0.120752443354 Long DBT CORP US N 2 2025-08-04 Fixed 0.04134000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AF7 80000.00000000 PA USD 81000.00000000 0.036830572858 Long DBT CORP US N 2 2023-09-01 Fixed 0.06125000 N N N N N N Takeda Pharmaceutical Company Limited 549300XK5HGW68R8K327 82481LAB5 74000.00000000 PA USD 75479.07000000 0.034320214653 Long DBT CORP IE N 2 2021-09-23 Fixed 0.02400000 N N N N N N Starwood Mortgage Residential Trust 2018-IMC2 N/A 85572PAA1 255855.99000000 PA USD 263889.56000000 0.119990168717 Long ABS-CBDO CORP US N 2 2048-10-25 Variable 0.04121000 N N N N N N Deere & Company E0KSF7PFQ210NWI8Z391 24422EVE6 64000.00000000 PA USD 65176.84000000 0.029635806843 Long DBT CORP US N 2 2023-04-06 Fixed 0.01200000 N N N N N N The Kraft Heinz Company 5493003STKEZ2S0RNU91 50077LAT3 210000.00000000 PA USD 226335.33000000 0.102914319283 Long DBT CORP US N 2 2029-01-30 Fixed 0.04625000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385AW1 40000.00000000 PA USD 41270.40000000 0.018765586099 Long DBT CORP CA N 2 2023-01-15 Fixed 0.02950000 N N N N N N Marvell Technology Group Ltd. 8DF36O58U3QIHUCGZB18 57385LAA6 42000.00000000 PA USD 45131.22000000 0.020521094893 Long DBT CORP BM N 2 2023-06-22 Fixed 0.04200000 N N N N N N Morgan Stanley & Co N/A N/A 10.00000000 NC USD 16060.50000000 0.007302684140 N/A DIR CORP US N 1 CCM Futures, LLC N/A Long United States Department of The Treasury United States Treasury Note/Bond 2020-09-22 2165502.00000000 USD 16060.50000000 N N N PRPM Trust 2019-GS1 N/A 69359CAB1 378147.24200000 PA USD 370651.99000000 0.168534878059 Long ABS-CBDO CORP US N 2 2024-10-25 Variable 0.04750000 N N N N N N JPMorgan Chase & Co. N/A 93363RAA4 310218.01200000 PA USD 271738.10000000 0.123558887536 Long ABS-CBDO CORP US N 2 2046-10-25 Floating 0.02383820 N N N N N N Teleflex Incorporated UUL85LWXB4NGSWWXIQ25 879369AE6 200000.00000000 PA USD 206380.00000000 0.093840662055 Long DBT CORP US N 2 2026-06-01 Fixed 0.04875000 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABL2 62000.00000000 PA USD 62442.66000000 0.028392579488 Long DBT CORP US N 2 2020-12-01 Fixed 0.02550000 N N N N N N T-Mobile US, Inc. 549300V2JRLO5DIFGE82 N/A 770000.00000000 PA USD 768336.80000000 0.349361536940 Long DBT CORP US N 2 2027-04-01 Floating 0.03178200 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AG4 46000.00000000 PA USD 47715.80000000 0.021696299362 Long DBT CORP GB N 2 2024-06-27 Variable 0.07500000 N N N N N N ILLUMINATE BUYER LLC N/A N/A 345000.00000000 PA USD 339307.50000000 0.154282587656 Long DBT CORP US N 2 2027-06-16 Floating 0.00000000 N N N N N N Plains All American Pipeline, L.P. N/A 72650RBB7 21000.00000000 PA USD 21253.64000000 0.009663996747 Long DBT CORP US N 2 2023-01-31 Fixed 0.02850000 N N N N N N Dell Technologies Inc. N/A 25272KAG8 112000.00000000 PA USD 122506.98000000 0.055703731512 Long DBT CORP US N 2 2023-06-15 Fixed 0.05450000 N N N N N N Morgan Stanley & Co N/A N/A -8.00000000 NC USD 41719.68000000 0.018969873010 N/A DE CORP US N 1 Morgan Stanley & Company N/A Short S&P 500 Index SPX 2020-09-21 -1277799.68000000 USD 41719.68000000 N N N JP Morgan Mortgage Trust N/A 466247MQ3 66241.93300000 PA USD 74602.16000000 0.033921485052 Long ABS-CBDO CORP US N 2 2035-01-25 Fixed 0.06500000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CP8 90000.00000000 PA USD 83785.50000000 0.038097135336 Long DBT CORP US N 2 2022-08-15 Fixed 0.02700000 N N N N N N SS&C Technologies Holdings, Inc. 549300DLV755RNHI1N92 530158104 4200.00000000 NS USD 24024.00000000 0.010923675090 Long RF US N 1 N N N GLOBAL MEDICAL RESPONSE 549300ZFWD4ZFCEJCQ87 N/A 165750.00000000 PA USD 158084.06000000 0.071880573945 Long DBT CORP US N 2 2025-03-14 Floating 0.05250000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2B8 38000.00000000 PA USD 39590.33000000 0.018001660908 Long DBT CORP US N 2 2022-07-22 Fixed 0.02625000 N N N N N N Eaton Vance Corp. 5493002EIY4NK3I3E865 27829F108 2207.00000000 NS USD 16287.66000000 0.007405973436 Long RF US N 1 N N N JPMorgan Chase & Co. N/A 07387AEG6 53686.00300000 PA USD 52892.88000000 0.024050309512 Long ABS-CBDO CORP US N 2 2035-10-25 Floating 0.04270000 N N N N N N Bellemeade Re 2020-1 Ltd. N/A 07876TAA0 225000.00000000 PA USD 225000.00000000 0.102307146828 Long ABS-CBDO CORP BM N 3 2030-06-25 Floating 0.02845000 N N N N N N Diageo plc 213800L23DJLALFC4O95 25243YBC2 50000.00000000 PA USD 50868.03000000 0.023129613396 Long DBT CORP GB N 2 2025-09-29 Fixed 0.01375000 N N N N N N MILEAGE PLUS HOLDINGS IN N/A N/A 335000.00000000 PA USD 332346.80000000 0.151117568292 Long DBT CORP US N 2 2027-06-25 Floating 0.00000000 N N N N N N Bank of America Corporation N/A 12667GDE0 182788.27000000 PA USD 168076.48000000 0.076424111634 Long ABS-CBDO CORP US N 2 2035-05-25 Fixed 0.05500000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAG6 100000.00000000 PA USD 97625.00000000 0.044389934262 Long DBT CORP US N 2 2028-07-15 Fixed 0.05000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAG8 41000.00000000 PA USD 42438.87000000 0.019296887574 Long DBT CORP US N 2 2025-06-01 Fixed 0.01650000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587CS4 37000.00000000 PA USD 37628.87000000 0.017109788124 Long DBT CORP US N 2 2021-07-01 Fixed 0.02350000 N N N N N N RALI Series 2007-QS1 Trust N/A 74922KAA3 92400.53000000 PA USD 82518.56000000 0.037521059706 Long ABS-CBDO CORP US N 2 2037-01-25 Fixed 0.06000000 N N N N N N Porsche Automobil Holding SE 5493002SQ1AVQBY41K40 928668AR3 63000.00000000 PA USD 68941.58000000 0.031347628211 Long DBT CORP US N 2 2023-11-13 Fixed 0.04250000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91831AAC5 455000.00000000 PA USD 461492.85000000 0.209840074512 Long DBT CORP US N 2 2025-04-15 Fixed 0.06125000 N N N N N N CIT Group Inc. N/A 45662BAA7 806510.32700000 PA USD 739190.43000000 0.336108728251 Long ABS-CBDO CORP US N 2 2036-08-25 Variable 0.03795400 N N N N N N Endeavor Energy Resources, LP N/A 29260FAF7 40000.00000000 PA USD 40312.80000000 0.018330166883 Long DBT CORP US N 2 2025-07-15 Fixed 0.06625000 N N N N N N Herc Holdings Inc. 549300TP80QLITMSBP82 42704LAA2 60000.00000000 PA USD 60129.00000000 0.027340561918 Long DBT CORP US N 2 2027-07-15 Fixed 0.05500000 N N N N N N JPMorgan Chase & Co. N/A 16165TAE3 221981.72300000 PA USD 211227.60000000 0.096044858166 Long ABS-CBDO CORP US N 2 2035-02-25 Fixed 0.06500000 N N N N N N Liberty Global plc 213800X3RLP4NOTPY579 92769XAM7 200000.00000000 PA USD 204588.00000000 0.093025842468 Long DBT CORP GB N 2 2026-08-15 Fixed 0.05500000 N N N N N N Invesco Ltd. UJGJ6DJQ6L11ZHIVZG65 46132R104 1841.00000000 NS USD 16384.90000000 0.007450188311 Long RF US N 1 N N N Mr. Cooper Group Inc. N/A 542514HF4 303964.42000000 PA USD 288465.43000000 0.131164778231 Long ABS-CBDO CORP US N 2 2034-09-25 Floating 0.01684500 N N N N N N Countrywide Home Loans Servicing LP Countrywide Alternative Loan Trust, Series 2005-85CB N/A 12668BEG4 27524.51800000 PA USD 25708.65000000 0.011689682801 Long ABS-CBDO CORP US N 2 2036-02-25 Fixed 0.05500000 N N N N N N Lennar Corporation 529900G61XVRLX5TJX09 526057BW3 60000.00000000 PA USD 63300.00000000 0.028782410641 Long DBT CORP US N 2 2023-12-15 Fixed 0.04875000 N N N N N N Crown Holdings, Inc. 7HLDMDH0ZXNUH6PT7Z42 228255AH8 170000.00000000 PA USD 198900.00000000 0.090439517796 Long DBT CORP US N 2 2026-12-15 Fixed 0.07375000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AL9 120000.00000000 PA USD 114900.00000000 0.052244849647 Long DBT CORP CA N 2 2025-04-01 Fixed 0.07500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBL8 49000.00000000 PA USD 51010.42000000 0.023194357905 Long DBT CORP GB N 2 2026-05-07 Variable 0.02852000 N N N N N N Credit Mortgage Pretium LLC, Series 2019-Cfl1 N/A 74142QAA4 742284.63700000 PA USD 736008.77000000 0.334662032443 Long ABS-O CORP US N 2 2059-01-25 Variable 0.03721100 N N N N N N British American Tobacco p.l.c. 02S2RPPVO9RP4NEU2740 761713AY2 34000.00000000 PA USD 37872.52000000 0.017220575397 Long DBT CORP US N 2 2023-09-15 Fixed 0.04850000 N N N N N N Tronox Holdings plc N/A 89705PAA3 130000.00000000 PA USD 120250.00000000 0.054677486249 Long DBT CORP GB N 2 2025-10-01 Fixed 0.05750000 N N N N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161C709 425.00000000 NS USD 9243.75000000 0.004203118615 Long EP CORP US N 1 N N N BCP RAPTOR II LLC 254900ZZQV4TQNP45753 N/A 153450.00000000 PA USD 98975.25000000 0.045003890818 Long DBT CORP US N 2 2025-11-03 Floating 0.04928200 N N N N N N CenturyLink, Inc. N/A 527298BN2 95000.00000000 PA USD 95712.50000000 0.043520323514 Long DBT CORP US N 2 2027-09-15 Fixed 0.04625000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 9127962G3 200000.00000000 PA USD 199939.33000000 0.090912099516 Long STIV UST US N 2 N N N TELESAT CANADA/TELESAT LLC N/A 87952VAP1 190000.00000000 PA USD 186200.00000000 0.084664847731 Long DBT CORP CA N 2 2027-06-01 Fixed 0.04875000 N N N N N N Imperial Brands PLC 2138008L3B3MCG1DFS50 45262BAA1 34000.00000000 PA USD 35310.52000000 0.016055638018 Long DBT CORP GB N 2 2024-07-26 Fixed 0.03125000 N N N N N N TERRIER MEDIA BUYER INC N/A N/A 373125.00000000 PA USD 355091.87000000 0.161459715919 Long DBT CORP US N 2 2026-12-17 Floating 0.04428300 N N N N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 437076BC5 44000.00000000 PA USD 48671.78000000 0.022130981968 Long DBT CORP US N 2 2024-02-15 Fixed 0.03750000 N N N N N N The Southern Company 0RL818ELFOHP5JHOFU19 010392FQ6 38000.00000000 PA USD 39201.67000000 0.017824937816 Long DBT CORP US N 2 2022-03-30 Fixed 0.02450000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833AS9 120000.00000000 PA USD 132593.60000000 0.060290101794 Long DBT CORP US N 2 2024-05-06 Fixed 0.03450000 N N N N N N Cohen & Steers, Inc. BOWRNZIYSSLA6IG2ST17 19247L106 1575.00000000 NS USD 17214.75000000 0.007827519803 Long RF US N 1 N N N Credit Suisse Group AG N/A 22541NP52 378514.91400000 PA USD 367550.55000000 0.167124658159 Long ABS-CBDO CORP US N 2 2033-08-25 Floating 0.01504500 N N N N N N Crown Castle International Corp. (REIT) 54930012H97VSM0I2R19 22822VAB7 40000.00000000 PA USD 45851.40000000 0.020848559609 Long DBT CORP US N 2 2026-02-15 Fixed 0.04450000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAU4 144000.00000000 PA USD 150511.83000000 0.068437492850 Long DBT CORP JP N 2 2022-10-18 Fixed 0.02778000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAA5 76000.00000000 PA USD 78481.49000000 0.035685410314 Long DBT CORP US N 2 2022-02-07 Fixed 0.02600000 N N N N N N Golden Nugget Inc New N/A N/A 1034197.14000000 PA USD 817015.74000000 0.371495774549 Long DBT CORP US N 2 2023-10-04 Floating 0.03250000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334BT0 34000.00000000 PA USD 37335.17000000 0.016976243195 Long DBT CORP US N 2 2024-02-15 Fixed 0.03650000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AN2 120000.00000000 PA USD 94290.00000000 0.042873514997 Long DBT CORP US N 2 2026-04-15 Fixed 0.07500000 N N N N N N Ameren Corporation XRZQ5S7HYJFPHJ78L959 023608AF9 35000.00000000 PA USD 35214.12000000 0.016011805090 Long DBT CORP US N 2 2020-11-15 Fixed 0.02700000 N N N N N N Novartis AG 5493002KF87V5RSRQS84 66989HAP3 40000.00000000 PA USD 41829.18000000 0.019019662488 Long DBT CORP US N 2 2025-02-14 Fixed 0.01750000 N N N N N N TransDigm Group Incorporated 88Q84GB3X55CF5OC7582 893647BE6 70000.00000000 PA USD 69956.25000000 0.031808997068 Long DBT CORP US N 2 2026-03-15 Fixed 0.06250000 N N N N N N Renaissance Home Equity Loan Trust 2006-4 N/A 75970HAE0 183009.66000000 PA USD 85117.41000000 0.038702752722 Long ABS-CBDO CORP US N 2 2037-01-25 Variable 0.05285000 N N N N N N Thrivent Mutual Funds N/A N/A 387990.00000000 PA USD 387990.00000000 0.176418443991 Long STIV PF US N 2 N N Public Service Enterprise Group Incorporated N/A 69362BBB7 75000.00000000 PA USD 76524.52000000 0.034795579127 Long DBT CORP US N 2 2021-06-15 Fixed 0.03000000 N N N N N N Valeant Pharmaceuticals International, Inc. KOO0397YRO83WY5MGD97 N/A 1432632.37000000 PA USD 1390197.80000000 0.632120757536 Long DBT CORP US N 2 2025-06-01 Floating 0.03190000 N N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 534187AS8 40000.00000000 PA USD 26600.00000000 0.012094978247 Long DBT CORP US N 2 2066-05-17 Floating 0.02743100 N N N N N N KB Home 549300LGUCWQURMWLG09 48666KAY5 100000.00000000 PA USD 98250.00000000 0.044674120781 Long DBT CORP US N 2 2029-11-15 Fixed 0.04800000 N N N N N N Six Flags Entertainment Corporation 549300JYTDUAA4JQ3717 83001AAC6 70000.00000000 PA USD 62562.50000000 0.028447070548 Long DBT CORP US N 2 2027-04-15 Fixed 0.05500000 N N N N N N NXP Semiconductors N.V. N/A 62947QAZ1 51000.00000000 PA USD 56958.58000000 0.025898976920 Long DBT CORP NL N 2 2024-03-01 Fixed 0.04875000 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 460599AE3 110000.00000000 PA USD 106975.00000000 0.048641364586 Long DBT CORP GB N 2 2029-01-15 Fixed 0.05250000 N N N N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 87612EBL9 44000.00000000 PA USD 47067.77000000 0.021401641139 Long DBT CORP US N 2 2025-04-15 Fixed 0.02250000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAH1 37000.00000000 PA USD 38468.27000000 0.017491461987 Long DBT CORP US N 2 2022-05-19 Fixed 0.02750000 N N N N N N Occidental Petroleum Corporation L6D8A6MLSY454J2JXJ60 958254AE4 80000.00000000 PA USD 74937.60000000 0.034074009094 Long DBT CORP US N 2 2025-06-01 Fixed 0.03950000 N N N N N N Scientific Games Corporation RLTHESQ0RNFQJWPBJN60 80874YAW0 110000.00000000 PA USD 101558.60000000 0.046178536008 Long DBT CORP US N 2 2025-10-15 Fixed 0.05000000 N N N N N N Fox Corporation 549300DDU6FDRBIELS05 35137LAG0 73000.00000000 PA USD 80916.95000000 0.036792810153 Long DBT CORP US N 2 2024-01-25 Fixed 0.04030000 N N N N N N Banco Santander, S.A. 549300SMVCQN2P0O6I58 80282KBB1 42000.00000000 PA USD 43775.93000000 0.019904846658 Long DBT CORP US N 2 2025-06-02 Fixed 0.03450000 N N N N N N QEP Resources, Inc. Q6JQDZPXKEDQKVK58165 74733VAD2 60000.00000000 PA USD 38100.00000000 0.017324010196 Long DBT CORP US N 2 2026-03-01 Fixed 0.05625000 N N N N N N Discovery, Inc. L2Z2MO2EQURH3BREWI15 25470DAQ2 40000.00000000 PA USD 42023.44000000 0.019107992205 Long DBT CORP US N 2 2023-03-20 Fixed 0.02950000 N N N N N N United Rentals, Inc. NGIZXNT70J2LYT3FBI09 911365BG8 40000.00000000 PA USD 41000.00000000 0.018642635644 Long DBT CORP US N 2 2028-01-15 Fixed 0.04875000 N N N N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119BL3 25000.00000000 PA USD 25748.41000000 0.011707761611 Long DBT CORP US N 2 2025-06-15 Fixed 0.02400000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJD2 102000.00000000 PA USD 102241.15000000 0.046488890422 Long DBT CORP US N 2 2026-06-19 Variable 0.01319000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816BW8 34000.00000000 PA USD 37000.16000000 0.016823914674 Long DBT CORP US N 2 2023-08-03 Fixed 0.03700000 N N N N N N Foundation Finance Trust 2017-1 549300RIQ1R4PTXR5G48 35040UAA9 118757.61000000 PA USD 119735.01000000 0.054443321105 Long ABS-O CORP US N 2 2033-07-15 Fixed 0.03300000 N N N N N N REYNOLDS GROUP HOLDINGS 5493002QNV81KCX40V06 N/A 1136088.33000000 PA USD 1082578.57000000 0.492246776510 Long DBT CORP US N 2 2023-02-05 Floating 0.02928200 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BA7 76000.00000000 PA USD 78833.28000000 0.035845368675 Long DBT CORP US N 2 2022-03-15 Fixed 0.02550000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 N/A 347237.92000000 PA USD 322323.60000000 0.146560034984 Long DBT CORP US N 2 2025-01-15 Floating 0.02500000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AS4 24000.00000000 PA USD 24857.58000000 0.011302702608 Long DBT CORP US N 2 2023-04-13 Fixed 0.02125000 N N N N N N ADVANCED DRAINAGE SYSTEMS 6QQTOZ5MF5DHM7K92I60 N/A 155000.00000000 PA USD 150543.75000000 0.068452006824 Long DBT CORP US N 2 2026-09-24 Floating 0.02437500 N N N N N N Glencore plc 5493005TTO0UJ33KCK70 98417EAK6 57000.00000000 PA USD 59489.76000000 0.027049900493 Long DBT CORP CA N 2 2021-11-15 Fixed 0.04950000 N N N N N N Prime Security Services Borrower, LLC N/A 74166MAC0 240000.00000000 PA USD 248700.00000000 0.113083499628 Long DBT CORP US N 2 2026-04-15 Fixed 0.05750000 N N N N N N Medtronic plc D56MRZY2INAN94ZONZ37 585055BS4 21000.00000000 PA USD 23676.45000000 0.010765644651 Long DBT CORP US N 2 2025-03-15 Fixed 0.03500000 N N N N N N Windstream Holdings, Inc. N/A 97381LAB4 110000.00000000 PA USD 66000.00000000 0.030010096403 Long DBT CORP US N 2 2025-10-31 Fixed 0.08625000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHR3 36000.00000000 PA USD 39047.11000000 0.017754659626 Long DBT CORP US N 2 2025-03-15 Variable 0.03458000 N N N N N N MAUSER PACKAGING SOLUTIONS 549300DNGHXL0OMHW304 N/A 435674.75000000 PA USD 390111.88000000 0.177383259497 Long DBT CORP US N 2 2024-04-03 Floating 0.04561400 N N N N N N Wells Fargo & Company N/A 929768AA7 50000.00000000 PA USD 43548.99000000 0.019801657396 Long DBT CORP US N 2 2027-01-15 Floating 0.01718900 N N N N N N Myers Park Clo, Ltd. N/A 62848FAC6 425000.00000000 PA USD 415339.75000000 0.188854332387 Long ABS-O CORP KY N 2 2030-10-20 Floating 0.02535200 N N N N N N Wells Fargo & Company N/A 15346WAC4 175000.00000000 PA USD 153305.74000000 0.069707879341 Long DBT CORP US N 2 2027-04-15 Floating 0.02218900 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDD8 64000.00000000 PA USD 62675.52000000 0.028498460565 Long DBT CORP US N 2 2024-12-15 Variable 0.04650000 N N N N N N Air Lease Corporation 5493004NW4M4P8TMMK63 00912XAZ7 78000.00000000 PA USD 78011.08000000 0.035471515625 Long DBT CORP US N 2 2021-03-01 Fixed 0.02500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAG6 126000.00000000 PA USD 112341.60000000 0.051081549183 Long DBT CORP US N 2 2025-02-01 Variable 0.04600000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3131XXDN8 868344.19500000 PA USD 916897.57000000 0.416911885871 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AT6 63000.00000000 PA USD 64693.44000000 0.029416005621 Long DBT CORP GB N 2 2025-03-30 Variable 0.06375000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAB9 52000.00000000 PA USD 54882.00000000 0.024954759254 Long DBT CORP US N 2 2023-02-01 Fixed 0.03250000 N N N N N N HEXION INC 54930030FZF8HYAEHM46 N/A 310000.00000000 PA USD 301475.00000000 0.137080209289 Long DBT CORP US N 2 2026-07-01 Floating 0.04940000 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 020002838 2400.00000000 NS USD 60864.00000000 0.027674765264 Long EP CORP US N 1 N N N DTE Energy Company 549300IX8SD6XXD71I78 233331AW7 53000.00000000 PA USD 55458.55000000 0.025216915634 Long DBT CORP US N 2 2024-10-01 Fixed 0.02529000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020471 3350000.00000000 PA USD 3464763.70000000 1.575422615925 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 N/A 359097.74000000 PA USD 330071.87000000 0.150083161191 Long DBT CORP US N 2 2026-05-01 Floating 0.03178200 N N N N N N Crown Holdings, Inc. N/A 228189AB2 120000.00000000 PA USD 122400.00000000 0.055655087874 Long DBT CORP US N 2 2023-01-15 Fixed 0.04500000 N N N N N N Madison Park Funding XIV, Ltd. N/A 55818RAY2 425000.00000000 PA USD 405395.60000000 0.184332742990 Long ABS-O CORP KY N 2 2030-10-22 Floating 0.02497600 N N N N N N PACCAR Inc PH3S12DWZBHHQKVYZ297 69371RQ74 44000.00000000 PA USD 46437.24000000 0.021114940137 Long DBT CORP US N 2 2023-04-06 Fixed 0.02650000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAF6 140000.00000000 PA USD 113880.20000000 0.051781148187 Long DBT CORP US N 2 2027-10-01 Fixed 0.03900000 N N N N N N United Airlines Holdings, Inc. K1OQBWM7XEOO08LDNP29 N/A 462609.26000000 PA USD 420109.35000000 0.191023062020 Long DBT CORP US N 2 2024-04-01 Floating 0.01928300 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GLZ5 40000.00000000 PA USD 41736.14000000 0.018977357346 Long DBT CORP CA N 2 2025-01-28 Fixed 0.02250000 N N N N N N IndyMac Bank MBS, Inc. N/A 45661EAB0 722818.09100000 PA USD 635345.18000000 0.288890456076 Long ABS-CBDO CORP US N 2 2046-04-25 Floating 0.00394500 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAU6 40000.00000000 PA USD 40005.00000000 0.018190210706 Long DBT CORP US N 2 2021-02-15 Fixed 0.04250000 N N N N N N QBE Insurance Group Limited 549300D2FBW76FPUSG65 74728GAE0 44000.00000000 PA USD 45430.00000000 0.020656949690 Long DBT CORP AU N 2 2025-05-12 Variable 0.05875000 N N N N N N CoBank, ACB P0J8I7M2E0A77CKF1705 19075Q805 1445.00000000 NS USD 148835.00000000 0.067675040881 Long EP CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MK4 126000.00000000 PA USD 111705.30000000 0.050792224571 Long DBT CORP US N 2 2025-01-30 Variable 0.04700000 N N N N N N Radnor Re 2018-1 Limited 549300ED4YNDE7SVU538 750496AA9 37289.44200000 PA USD 37195.92000000 0.016912926439 Long ABS-CBDO CORP BM N 2 2028-03-25 Floating 0.01584500 N N N N N N Bank of America Corporation N/A 59020UYW9 202775.17400000 PA USD 106095.97000000 0.048241671025 Long ABS-CBDO CORP US N 2 2035-06-25 Variable 0.03859600 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832QAE9 99000.00000000 PA USD 101227.50000000 0.046027985358 Long DBT CORP US N 2 2025-09-01 Variable 0.04950000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 94974BFN5 69000.00000000 PA USD 75131.09000000 0.034161988693 Long DBT CORP US N 2 2023-08-15 Fixed 0.04125000 N N N N N N FWD Securitization Trust 2019-INV1 N/A 302980AA5 401058.73000000 PA USD 410302.69000000 0.186563989111 Long ABS-CBDO CORP US N 2 2049-06-25 Variable 0.02810000 N N N N N N CHANGE HEALTHCARE HOLDINGS 549300GHXFJ3EKF50583 N/A 370000.00000000 PA USD 354633.90000000 0.161251477679 Long DBT CORP US N 2 2024-03-01 Floating 0.03500000 N N N N N N Verso Corporation 549300FODXCTQ8DGT594 92531L207 3878.00000000 NS USD 46380.88000000 0.021089313334 Long EC CORP US N 1 N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAL7 50000.00000000 PA USD 44180.50000000 0.020088804002 Long DBT CORP US N 2 2030-01-15 Fixed 0.04500000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBH4 42000.00000000 PA USD 45689.39000000 0.020774893916 Long DBT CORP US N 2 2025-03-19 Fixed 0.02992000 N N N N N N Pernod Ricard SA 52990097YFPX9J0H5D87 714264AA6 50000.00000000 PA USD 51937.94000000 0.023616099793 Long DBT CORP FR N 2 2021-04-07 Fixed 0.05750000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331AV9 54000.00000000 PA USD 56299.92000000 0.025599485252 Long DBT CORP US N 2 2022-06-15 Fixed 0.03300000 N N N N N N OZLM Funding II Ltd N/A 67108BAY1 710000.00000000 PA USD 687888.47000000 0.312781807565 Long ABS-O CORP KY N 2 2031-07-30 Floating 0.02260100 N N N N N N STARS GROUP HOLDINGS BV 549300RNFXC8F8RT6R13 N/A 455843.77000000 PA USD 452634.63000000 0.205812255783 Long DBT CORP US N 2 2025-07-10 Floating 0.03807900 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874DQ7 21000.00000000 PA USD 22219.85000000 0.010103330917 Long DBT CORP US N 2 2025-06-30 Fixed 0.02500000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BK4 44000.00000000 PA USD 44000.00000000 0.020006730935 Long DBT CORP US N 2 2049-12-29 Variable 0.04875000 N N N N N N Murphy Oil Corporation QBKYQD0ODE7DC7PDIN91 626717AM4 80000.00000000 PA USD 70400.00000000 0.032010769496 Long DBT CORP US N 2 2027-12-01 Fixed 0.05875000 N N N N N N Hilton Worldwide Holdings Inc. 5493003EG7H0N1E4XV50 432833AF8 230000.00000000 PA USD 226550.00000000 0.103011929395 Long DBT CORP US N 2 2030-01-15 Fixed 0.04875000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 N/A 90915.00000000 PA USD 86369.25000000 0.039271962405 Long DBT CORP US N 3 2025-12-17 Floating 0.02437500 N N N N N N Invesco Ltd. 549300INXEJOUVOV7Z07 46138G870 8800.00000000 NS USD 206184.00000000 0.093751541163 Long RF US N 1 N N N BlackRock, Inc. 97ZR60BLU36N5VJMH054 09255P107 1582.00000000 NS USD 16088.94000000 0.007315615764 Long RF US N 1 N N N Next Alt S.a.r.l. 3HG2WD2W22M120IUNG49 64072TAA3 115000.00000000 PA USD 123625.00000000 0.056212093452 Long DBT CORP US N 2 2025-10-15 Fixed 0.10875000 N N N N N N British American Tobacco p.l.c. 2138005GYEXN7XRHFA84 05526DAZ8 59000.00000000 PA USD 63220.86000000 0.028746425807 Long DBT CORP US N 2 2024-08-15 Fixed 0.03222000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAQ3 37000.00000000 PA USD 38543.39000000 0.017525618933 Long DBT CORP JP N 2 2022-07-12 Fixed 0.02784000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5SU8 622330.70300000 PA USD 658734.22000000 0.299525415852 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03500000 N N N N N N PQ CORP 2H1FRGMQKKSWC9PFJY28 N/A 335000.00000000 PA USD 322856.25000000 0.146802230103 Long DBT CORP US N 2 2027-02-07 Floating 0.00000000 N N N N N N Morgan Stanley & Co N/A N/A -25.00000000 NC USD -22347.29000000 -0.01016127768 N/A DIR CORP US N 1 Ccm Futures, Llc N/A Mizuho Securities N/A Short United States Department of The Treasury United States Treasury Note/Bond 2020-09-22 -4441715.21000000 USD -22347.29000000 N N N Legg Mason, Inc. 254900NJE1W1YYKNVM16 780910105 1342.00000000 NS USD 16828.68000000 0.007651974380 Long RF US N 1 N N N Banco Santander, S.A. 549300F5XIFGNNW4CF72 80281LAE5 85000.00000000 PA USD 86955.14000000 0.039538365668 Long DBT CORP GB N 2 2021-08-05 Fixed 0.02875000 N N N N N N Crown Castle International Corp. (REIT) 54930012H97VSM0I2R19 22822VAA9 35000.00000000 PA USD 35548.60000000 0.016163892621 Long DBT CORP US N 2 2021-02-15 Fixed 0.03400000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBA2 115000.00000000 PA USD 116868.75000000 0.053140037182 Long DBT CORP GB N 2 2023-09-15 Variable 0.07750000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780099CE5 34000.00000000 PA USD 37115.14000000 0.016876195900 Long DBT CORP GB N 2 2022-12-15 Fixed 0.06125000 N N N N N N Porsche Automobil Holding SE 5493002SQ1AVQBY41K40 928668BE1 21000.00000000 PA USD 22547.75000000 0.010252426532 Long DBT CORP US N 2 2025-05-13 Fixed 0.03350000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AS1 34000.00000000 PA USD 37209.94000000 0.016919301311 Long DBT CORP US N 2 2023-06-15 Fixed 0.04875000 N N N N N N U.S. Bancorp N/A 903312AA4 84000.00000000 PA USD 66990.00000000 0.030460247849 Long DBT CORP US N 2 2022-01-15 Floating 0.02365900 N N N N N N Bank of America Corporation N/A 05946XX57 273508.47200000 PA USD 259111.29000000 0.117817496849 Long ABS-CBDO CORP US N 2 2036-01-25 Fixed 0.05500000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38148BAB4 127000.00000000 PA USD 116420.90000000 0.052936400489 Long DBT CORP US N 2 2020-07-02 Floating 0.04369600 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 37045XCX2 41000.00000000 PA USD 40404.15000000 0.018371703584 Long DBT CORP US N 2 2025-06-20 Fixed 0.02750000 N N N N N N First Horizon National Corporation COOWI3L2W9TPYR3WJX37 337158208 70.00000000 NS USD 46550.00000000 0.021166211932 Long EP CORP US N 2 N N N Wells Fargo & Company N/A 92976YAA0 157164.75000000 PA USD 135969.57000000 0.061825150054 Long ABS-CBDO CORP US N 2 2037-07-25 Floating 0.00324500 N N N N N N Banco Santander, S.A. PTCQB104N23FMNK2RZ28 80283LAY9 60000.00000000 PA USD 61942.50000000 0.028165157521 Long DBT CORP GB N 2 2023-01-13 Fixed 0.02100000 N N N N N N Dole Food Company, Inc. 549300BHY23LFYB85T03 N/A 367516.78000000 PA USD 356491.28000000 0.162096025449 Long DBT CORP US N 2 2024-04-06 Floating 0.03750000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3137AS6H2 571482.75000000 PA USD 37867.08000000 0.017218101837 Long ABS-CBDO USGSE US N 2 2027-07-15 Fixed 0.03000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7C2 41000.00000000 PA USD 43190.12000000 0.019638479770 Long DBT CORP CA N 2 2024-11-01 Fixed 0.02250000 N N N N N N BHP Group 5493003NUVITP3TMY274 055451AX6 75000.00000000 PA USD 86437.50000000 0.039302995573 Long DBT CORP AU N 2 2075-10-19 Variable 0.06750000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2H5 80000.00000000 PA USD 83279.86000000 0.037867221621 Long DBT CORP US N 2 2025-10-30 Variable 0.02406000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 N/A 334050.00000000 PA USD 314675.10000000 0.143082274040 Long DBT CORP US N 2 2025-05-30 Floating 0.01928300 N N N N N N HCP ACQUISITION LLC N/A N/A 613902.76000000 PA USD 586430.61000000 0.266649077876 Long DBT CORP US N 2 2024-05-16 Floating 0.04000000 N N N N N N Aegon N.V. KEIOKM01PSK5VZ5CCI74 00775V104 1250.00000000 NS USD 28725.00000000 0.013061212411 Long EP CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CX6 36000.00000000 PA USD 39268.48000000 0.017855316218 Long DBT CORP US N 2 2024-01-25 Fixed 0.03650000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AJ5 150000.00000000 PA USD 140250.00000000 0.063771454856 Long DBT CORP US N 2 2027-09-15 Fixed 0.05125000 N N N N N N Spirit AeroSystems Holdings, Inc. ZD2NBKV6GCC3UMGBM518 85205TAL4 70000.00000000 PA USD 69037.50000000 0.031391242885 Long DBT CORP US N 2 2025-04-15 Fixed 0.07500000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 N/A 212850.00000000 PA USD 186952.54000000 0.085007026488 Long DBT CORP US N 2 2024-09-12 Floating 0.05186600 N N N N N N BlackRock, Inc. 549300YX74JNY54XCY80 464288687 36525.00000000 NS USD 1265226.00000000 0.575296276238 Long RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030686 3038000.00000000 PA USD 3194185.68000000 1.452391214944 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03000000 N N N N N N Brookfield Asset Management Inc. N/A 11284DAA3 50000.00000000 PA USD 42250.00000000 0.019211008682 Long DBT CORP US N 2 2026-05-15 Fixed 0.05750000 N N N N N N Volt LXXXIII LLC N/A 92870EAB9 700000.00000000 PA USD 681031.40000000 0.309663908599 Long ABS-CBDO CORP US N 2 2049-11-26 Variable 0.04090000 N N N N N N First Horizon National Corporation N/A 32051GPM1 74062.14000000 PA USD 70773.06000000 0.032180399293 Long ABS-CBDO CORP US N 2 2035-07-25 Variable 0.03666400 N N N N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875PAK7 45000.00000000 PA USD 47146.40000000 0.021437394076 Long DBT CORP US N 2 2023-03-15 Fixed 0.02625000 N N N N N N Univar Solutions Inc. 5493008FTB9VZW6CVA82 N/A 124375.00000000 PA USD 118234.61000000 0.053761091580 Long DBT CORP US N 2 2026-11-22 Floating 0.02178200 N N N N N N Reinsurance Group of America, Incorporated LORM1GNEU1DKEW527V90 759351AL3 57000.00000000 PA USD 62309.95000000 0.028332236460 Long DBT CORP US N 2 2023-09-15 Fixed 0.04700000 N N N N N N State Street Corporation 549300NCLW2248PN7J24 78468R622 9204.00000000 NS USD 931076.64000000 0.423359086744 Long RF US N 1 N N N Tiaa Board Of Overseers W4CSTD4RDGQSJ4FOVO30 67073D102 3825.00000000 NS USD 22338.00000000 0.010157053537 Long RF US N 1 N N N Plantronics, Inc. 5493006O3W5M472F6668 N/A 366184.55000000 PA USD 332616.41000000 0.151240159535 Long DBT CORP US N 2 2025-07-02 Floating 0.02678300 N N N N N N Bank of America Corporation N/A 12667FW76 136297.58000000 PA USD 133608.43000000 0.060751543402 Long ABS-CBDO CORP US N 2 2035-03-25 Fixed 0.05000000 N N N N N N Prudential Financial, Inc. N/A 33829TAA4 100000.00000000 PA USD 111363.87000000 0.050636976886 Long DBT CORP US N 2 2023-11-15 Fixed 0.04419000 N N N N N N Windstream Holdings, Inc. 549300L3SXBFJVGRCF66 N/A 325000.00000000 PA USD 318906.25000000 0.145006171303 Long DBT CORP US N 2 2021-02-26 Floating 0.02680000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAR3 70000.00000000 PA USD 67020.19000000 0.030473975194 Long DBT CORP US N 2 2023-06-15 Fixed 0.04500000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06055H202 2200.00000000 NS USD 55572.00000000 0.025268501171 Long EP CORP US N 1 N N N Ameriprise Financial, Inc. 6QVMFZKY1QSOOIHD7Y77 895436103 651.00000000 NS USD 16086.21000000 0.007314374437 Long RF US N 1 N N N Open Text Corporation N/A 683720AA4 160000.00000000 PA USD 157200.00000000 0.071478593251 Long DBT CORP CA N 2 2030-02-15 Fixed 0.04125000 N N N N N N CenturyLink, Inc. N/A 527298BM4 140000.00000000 PA USD 144249.00000000 0.065589793879 Long DBT CORP US N 2 2026-03-15 Fixed 0.05250000 N N N N N N EnLink Midstream, LLC 88CPW63VL7KHJWS0NY83 29336UAF4 90000.00000000 PA USD 66627.00000000 0.030295192318 Long DBT CORP US N 2 2026-07-15 Fixed 0.04850000 N N N N N N Anheuser-Busch InBev SA/NV 549300CRGMZK3K53BF92 03523TBX5 59000.00000000 PA USD 66948.35000000 0.030441309659 Long DBT CORP US N 2 2025-01-23 Fixed 0.04150000 N N N N N N Advanced Disposal Services, Inc. 549300ML1GEF4BKIM713 N/A 565480.31000000 PA USD 558095.14000000 0.253764984144 Long DBT CORP US N 2 2023-11-10 Floating 0.03000000 N N N N N N Hyundai Motor Company 549300RIPPWJB5Z0FK07 44891ABA4 51000.00000000 PA USD 51968.91000000 0.023630181804 Long DBT CORP US N 2 2022-06-20 Fixed 0.03000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CU2 57000.00000000 PA USD 59097.76000000 0.026871658709 Long DBT CORP US N 2 2022-06-15 Fixed 0.02600000 N N N N N N Anheuser-Busch InBev SA/NV N/A 03522AAG5 36000.00000000 PA USD 40422.63000000 0.018380106411 Long DBT CORP US N 2 2026-02-01 Fixed 0.03650000 N N N N N N Capital One Financial Corporation LKE37K2B8CFZUR7F9816 14042TCT2 60000.00000000 PA USD 60889.87000000 0.027686528313 Long DBT CORP US N 2 2026-01-28 Variable 0.02280000 N N N N N N Federal National Mortgage Association N/A 3136AAKZ7 1038064.13500000 PA USD 57826.19000000 0.026293477826 Long ABS-CBDO USGSE US N 2 2027-12-25 Fixed 0.03000000 N N N N N N MEDIACOM ILLINOIS LLC 549300C5ZH26WTW5DM15 N/A 194966.33000000 PA USD 189117.34000000 0.085991357650 Long DBT CORP US N 2 2024-02-15 Floating 0.01860000 N N N N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 7591EPAP5 42000.00000000 PA USD 45674.03000000 0.020767909748 Long DBT CORP US N 2 2023-08-14 Fixed 0.03800000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AH9 39000.00000000 PA USD 41104.31000000 0.018690065237 Long DBT CORP US N 2 2024-09-15 Fixed 0.02350000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746804 213.00000000 NS USD 276261.00000000 0.125615443067 Long EP CORP US N 1 N N N Four Seasons Holdings Inc. 5493009FUVX8LHYY2202 N/A 482500.00000000 PA USD 455962.50000000 0.207325433048 Long DBT CORP US N 2 2023-11-30 Floating 0.02178200 N N N N N N Simmons Foods, Inc. 5493002Z1TVWRIL6NM97 82873LAA3 90000.00000000 PA USD 85500.00000000 0.038876715794 Long DBT CORP US N 2 2024-11-01 Fixed 0.05750000 N N N N N N Plantronics, Inc. 5493006O3W5M472F6668 727493AB4 140000.00000000 PA USD 121975.00000000 0.055461841042 Long DBT CORP US N 2 2023-05-31 Fixed 0.05500000 N N N N N N W.W. Grainger, Inc. 549300TWZSP6O1IH2V34 384802AE4 41000.00000000 PA USD 42851.68000000 0.019484591633 Long DBT CORP US N 2 2025-02-15 Fixed 0.01850000 N N N N N N Occidental Petroleum Corporation L6D8A6MLSY454J2JXJ60 958667AB3 80000.00000000 PA USD 75697.60000000 0.034419579901 Long DBT CORP US N 2 2025-02-01 Fixed 0.03100000 N N N N N N Volt LXXXIII LLC N/A 92870FAA8 124070.60000000 PA USD 123739.88000000 0.056264329207 Long ABS-CBDO CORP US N 2 2049-12-27 Variable 0.03425500 N N N N N N JBS S.A. N/A 46590XAB2 240000.00000000 PA USD 246000.00000000 0.111855813866 Long DBT CORP XX N 2 2030-01-15 Fixed 0.05500000 N N N N N N Caterpillar Inc. EDBQKYOPJUCJKLOJDE72 14913Q3C1 60000.00000000 PA USD 62079.11000000 0.028227273874 Long DBT CORP US N 2 2022-11-18 Fixed 0.01950000 N N N N N N Simon Property Group, Inc. MR92GTD0MJTTTTQDVG45 828807CX3 60000.00000000 PA USD 60551.62000000 0.027532726569 Long DBT CORP US N 2 2021-07-15 Fixed 0.02500000 N N N N N N G Holdings Inc. 54930064UHXCIUWVI755 120111BN8 175000.00000000 PA USD 180122.25000000 0.081901304346 Long DBT CORP US N 2 2025-10-15 Fixed 0.06000000 N N N N N N The Chemours Company 549300M1BOLNXL8DOV14 N/A 547400.00000000 PA USD 515240.25000000 0.234278932928 Long DBT CORP US N 2 2025-04-03 Floating 0.01930000 N N N N N N Endo International plc 549300KK5WR4MGN4YT97 69888XAA7 110000.00000000 PA USD 112882.00000000 0.051327268214 Long DBT CORP US N 2 2027-04-01 Fixed 0.07500000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A N/A 1266983.61000000 PA USD 1145353.18000000 0.520790293142 Long DBT CORP US N 2 2026-08-21 Floating 0.04260100 N N N N N N Thl Credit Wind River 2016-1 Clo Ltd. 635400WBNY8VGBBADK15 88433AAQ2 325000.00000000 PA USD 296717.85000000 0.134917140651 Long ABS-O CORP KY N 2 2028-07-15 Floating 0.04068900 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DF9 50000.00000000 PA USD 42795.50000000 0.019459046676 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CH6 60000.00000000 PA USD 49050.00000000 0.022302958008 Long DBT CORP US N 2 2026-04-15 Fixed 0.03400000 N N N N N N Pretium Mortgage Credit Partners I 2020-NPL1 N/A 74142DAA3 375757.65000000 PA USD 371842.74000000 0.169076310215 Long ABS-CBDO CORP US N 2 2059-05-27 Variable 0.02857900 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 75513EBB6 42000.00000000 PA USD 43325.19000000 0.019699895887 Long DBT CORP US N 2 2022-03-15 Fixed 0.02800000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAR2 40000.00000000 PA USD 41276.40000000 0.018768314290 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N Federal National Mortgage Association N/A 3136A66D1 809046.36000000 PA USD 42012.64000000 0.019103081462 Long ABS-CBDO USGSE US N 2 2027-07-25 Fixed 0.03000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 N/A 770000.00000000 PA USD 755562.50000000 0.343553082781 Long DBT CORP US N 2 2025-06-18 Floating 0.05500000 N N N N N N Hindalco Industries Limited 549300G5F3W3B52WYL23 670001AC0 170000.00000000 PA USD 169598.80000000 0.077116308149 Long DBT CORP US N 2 2026-09-30 Fixed 0.05875000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AS7 73000.00000000 PA USD 77840.99000000 0.035394175969 Long DBT CORP US N 2 2024-07-01 Fixed 0.02750000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDB2 34000.00000000 PA USD 36524.06000000 0.016607432752 Long DBT CORP US N 2 2024-08-15 Fixed 0.03071000 N N N N N N NuStar Energy L.P. N62BF2PKP51FIIOIUN20 67059T204 1736.00000000 NS USD 33053.44000000 0.015029347285 Long EP CORP US N 1 N N N Bayer Aktiengesellschaft 529900XWNEXYNJ3X6T40 07274NAA1 38000.00000000 PA USD 38930.12000000 0.017701464457 Long DBT CORP US N 2 2021-06-25 Fixed 0.03500000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAW5 139000.00000000 PA USD 136915.00000000 0.062255035591 Long DBT CORP CA N 2 2078-03-01 Variable 0.06250000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCB2 36000.00000000 PA USD 39205.22000000 0.017826551995 Long DBT CORP CA N 2 2024-03-11 Fixed 0.03250000 N N N N N N CHOBANI LLC 549300ISVDMZ91KNTR38 N/A 459058.30000000 PA USD 440411.35000000 0.200254349553 Long DBT CORP US N 2 2023-10-10 Floating 0.04500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJY7 87000.00000000 PA USD 96458.82000000 0.043859674047 Long DBT CORP US N 2 2024-09-10 Fixed 0.03875000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AD9 100000.00000000 PA USD 103000.00000000 0.046833938326 Long DBT CORP CA N 2 2028-01-15 Fixed 0.07000000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38148BAE8 86000.00000000 PA USD 89127.82000000 0.040526279854 Long DBT CORP US N 2 2024-08-10 Variable 0.05500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BD5 36000.00000000 PA USD 38871.12000000 0.017674637249 Long DBT CORP JP N 2 2024-03-07 Fixed 0.03407000 N N N N N N Anglo American plc TINT358G1SSHR3L3PW36 034863AG5 74000.00000000 PA USD 77155.90000000 0.035082666622 Long DBT CORP GB N 2 2022-09-27 Fixed 0.04125000 N N N N N N CIT Group Inc. N/A 45660LEW5 452067.46400000 PA USD 472806.78000000 0.214984500725 Long ABS-CBDO CORP US N 2 2035-04-25 Fixed 0.05500000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 313384B65 300000.00000000 PA USD 299948.75000000 0.136386225810 Long STIV USGSE US N 2 N N N BlackRock, Inc. U48QD6ILUF60LKMSND68 092501105 2530.00000000 NS USD 23832.60000000 0.010836645811 Long RF US N 1 N N N JPMorgan Chase & Co. N/A 46627MER4 83675.50900000 PA USD 67954.35000000 0.030898736280 Long ABS-CBDO CORP US N 2 2036-03-25 Fixed 0.06500000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AL5 60000.00000000 PA USD 57313.20000000 0.026060222078 Long DBT CORP US N 2 2023-04-15 Fixed 0.04500000 N N N N N N Hess Corporation UASVRYNXNK17ULIGK870 42809HAF4 42000.00000000 PA USD 42313.40000000 0.019239836562 Long DBT CORP US N 2 2024-07-15 Fixed 0.03500000 N N N N N N Ventas, Inc. 32SXKSJ72K64GM3HOU64 92277GAK3 42000.00000000 PA USD 42993.42000000 0.019549040589 Long DBT CORP US N 2 2023-01-15 Fixed 0.03100000 N N N N N N NextEra Energy Partners, LP 549300KJEC5IUVJWR786 65342QAL6 220000.00000000 PA USD 219681.00000000 0.099888605877 Long DBT CORP US N 2 2026-10-15 Fixed 0.03875000 N N N N N N Occidental Petroleum Corporation L6D8A6MLSY454J2JXJ60 958254AB0 39000.00000000 PA USD 38875.20000000 0.017676492419 Long DBT CORP US N 2 2022-07-01 Fixed 0.04000000 N N N N N N MGM Growth Properties LLC N/A 55303XAK1 60000.00000000 PA USD 58804.80000000 0.026738450257 Long DBT CORP US N 2 2025-06-15 Fixed 0.04625000 N N N N N N Societe Generale Societe anonyme O2RNE8IBXP4R0TD8PU41 83368RAU6 48000.00000000 PA USD 49047.43000000 0.022301789433 Long DBT CORP FR N 2 2024-10-16 Fixed 0.02625000 N N N N N N BP PLC 5493009NTB34VXE1T760 10373QBA7 162000.00000000 PA USD 168217.83000000 0.076488383257 Long DBT CORP US N 2 2022-09-19 Fixed 0.02520000 N N N N N N Albertsons Investor Holdings LLC N/A 013093AB5 210000.00000000 PA USD 215250.00000000 0.097873837132 Long DBT CORP US N 2 2024-06-15 Fixed 0.06625000 N N N N N N Banco Santander, S.A. SCRYQ25DTVRHYYMM6P89 05969BAD5 26000.00000000 PA USD 28454.40000000 0.012938171016 Long DBT CORP MX N 2 2025-04-17 Fixed 0.05375000 N N N N N N First Horizon National Corporation TF3RXI1ZB1TQ30H9JV10 320517AC9 49000.00000000 PA USD 50562.04000000 0.022990480223 Long DBT CORP US N 2 2023-05-26 Fixed 0.03550000 N N N N N N NCR Corporation 549300YKTY8JX1DV2R67 N/A 526025.00000000 PA USD 506956.59000000 0.230512365728 Long DBT CORP US N 2 2026-08-28 Floating 0.02680000 N N N N N N Bank of America Corporation 549300QO5OB3VGJT6S64 05518VAA3 42000.00000000 PA USD 37537.50000000 0.017068242329 Long DBT CORP US N 2 2020-08-05 Floating 0.04000000 N N N N N N Buckeye Partners, L.P. 549300C1PQJLVEIUBK50 118230AQ4 165000.00000000 PA USD 155104.95000000 0.070525977304 Long DBT CORP US N 2 2026-12-01 Fixed 0.03950000 N N N N N N Plains All American Pipeline, L.P. 5521FA2ITF25TVH63740 726503AE5 87000.00000000 PA USD 62096.25000000 0.028235067405 Long DBT CORP US N 2 2022-11-15 Variable 0.06125000 N N N N N N BP PLC 549300CRVT18MXX0AG93 05565QDV7 44000.00000000 PA USD 45430.00000000 0.020656949690 Long DBT CORP GB N 2 2049-12-29 Variable 0.04875000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759AU4 34000.00000000 PA USD 36166.23000000 0.016444728012 Long DBT CORP US N 2 2024-08-15 Fixed 0.02500000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GGQ1 76000.00000000 PA USD 79797.59000000 0.036283838918 Long DBT CORP US N 2 2021-07-27 Fixed 0.05250000 N N N N N N Lennar Corporation 529900G61XVRLX5TJX09 526057CC6 57000.00000000 PA USD 57062.70000000 0.025946320121 Long DBT CORP US N 2 2020-11-29 Fixed 0.02950000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505FP4 87000.00000000 PA USD 86069.54000000 0.039135684738 Long DBT CORP US N 2 2024-06-20 Variable 0.05125000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HBL8 115000.00000000 PA USD 119375.38000000 0.054279797908 Long DBT CORP US N 2 2022-03-09 Fixed 0.03050000 N N N N N N Volt XXXVIII LLC N/A 91835LAA1 238355.10000000 PA USD 235029.52000000 0.106867553830 Long ABS-CBDO CORP US N 2 2050-03-25 Variable 0.02981100 N N N N N N Methanex Corporation 549300TSJHRXT9QXRD13 59151KAL2 140000.00000000 PA USD 123197.20000000 0.056017573463 Long DBT CORP CA N 2 2029-12-15 Fixed 0.05250000 N N N N N N TERRIER MEDIA BUYER INC N/A N/A 200000.00000000 PA USD 190000.00000000 0.086392701766 Long DBT CORP US N 2 2026-12-17 Floating 0.00000000 N N N N N N Education Funding Trust 2019-A N/A 28141PAA3 677011.24000000 PA USD 681739.62000000 0.309985935121 Long ABS-O CORP US N 2 2041-07-25 Fixed 0.02790000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BE9 40000.00000000 PA USD 43640.78000000 0.019843394165 Long DBT CORP US N 2 2023-11-30 Fixed 0.03400000 N N N N N N T-Mobile US, Inc. 549300V2JRLO5DIFGE82 87264AAU9 340000.00000000 PA USD 344066.40000000 0.156446452016 Long DBT CORP US N 2 2026-02-01 Fixed 0.04500000 N N N N N N BlackRock, Inc. CC8M7XFKTNG56DXMAR33 09249E101 1034.00000000 NS USD 15892.58000000 0.007226331180 Long RF US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAS5 275000.00000000 PA USD 294049.25000000 0.133703732420 Long DBT CORP US N 2 2028-04-15 Fixed 0.04875000 N N N N N N UBS Group AG N/A 55274QBN4 413359.00200000 PA USD 116054.05000000 0.052769594370 Long ABS-CBDO CORP US N 2 2036-06-25 Floating 0.00684500 N N N N N N AMC Networks Inc. 549300VGG9K75226LR46 00164VAD5 125000.00000000 PA USD 123750.00000000 0.056268930755 Long DBT CORP US N 2 2024-04-01 Fixed 0.05000000 N N N N N N Toorak Mortgage Corp 2018-1 Ltd N/A 89051QAA1 550000.00000000 PA USD 550203.23000000 0.250176545054 Long ABS-CBDO CORP US N 2 2021-08-25 Variable 0.04335600 N N N N N N Truist Financial Corporation JJKC32MCHWDI71265Z06 89788JAA7 67000.00000000 PA USD 68767.19000000 0.031268333352 Long DBT CORP US N 2 2025-03-10 Fixed 0.01500000 N N N N N N The Mosaic Company 2YD5STGSJNMUB7H76907 61945CAF0 19000.00000000 PA USD 19448.40000000 0.008843156952 Long DBT CORP US N 2 2022-11-15 Fixed 0.03250000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128B622 1750.00000000 NS USD 43890.00000000 0.019956714108 Long EP CORP US N 1 N N N RCO 2017-INV1 Trust N/A 74937VAA2 216222.90600000 PA USD 218099.22000000 0.099169372994 Long ABS-CBDO CORP US N 2 2052-11-25 Variable 0.03197000 N N N N N N Panasonic Corporation 254900GE1G59KGWPHX32 69832AAA4 52000.00000000 PA USD 53502.01000000 0.024327279967 Long DBT CORP JP N 2 2022-07-19 Fixed 0.02536000 N N N N N N Credit Suisse Group AG 549300PXR5FKNXF0OH19 225433AH4 114000.00000000 PA USD 121095.50000000 0.055061933772 Long DBT CORP GG N 2 2022-09-15 Fixed 0.03800000 N N N N N N Spectrum Brands Holdings, Inc. 549300VU3EH2E73C1Q04 84762LAV7 50000.00000000 PA USD 49375.00000000 0.022450734998 Long DBT CORP US N 2 2029-10-01 Fixed 0.05000000 N N N N N N American Tower Corporation (REIT) 5493006ORUSIL88JOE18 03027XAE0 41000.00000000 PA USD 42418.12000000 0.019287452582 Long DBT CORP US N 2 2021-09-15 Fixed 0.03450000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 N/A 955710.25000000 PA USD 927239.64000000 0.421614408866 Long DBT CORP US N 2 2025-05-31 Floating 0.04000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CW3 160000.00000000 PA USD 136800.00000000 0.062202745271 Long DBT CORP US N 2 2024-08-15 Fixed 0.02900000 N N N N N N Six Flags Entertainment Corporation 5493003MX0ZXTM8EVY68 83001WAC8 50000.00000000 PA USD 51687.50000000 0.023502225118 Long DBT CORP US N 2 2025-07-01 Fixed 0.07000000 N N N N N N Icahn Enterprises L.P. N/A 451102BM8 75000.00000000 PA USD 75562.50000000 0.034358150143 Long DBT CORP US N 2 2024-02-01 Fixed 0.06750000 N N N N N N Teva Pharmaceutical Industries Limited 5493004T21MOAFINJP35 88167AAC5 12000.00000000 PA USD 11755.68000000 0.005345289243 Long DBT CORP NL N 2 2021-07-21 Fixed 0.02200000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RDC3 144000.00000000 PA USD 161325.93000000 0.073354647145 Long DBT CORP US N 2 2024-04-01 Fixed 0.04450000 N N N N N N Toorak Mortgage Corp 2019-1 Ltd N/A 89052KAA3 450000.00000000 PA USD 451116.90000000 0.205122146334 Long ABS-CBDO CORP US N 2 2022-03-25 Variable 0.04458300 N N N N N N Caterpillar Inc. EDBQKYOPJUCJKLOJDE72 14913R2C0 41000.00000000 PA USD 42097.60000000 0.019141712641 Long DBT CORP US N 2 2025-05-15 Fixed 0.01450000 N N N N N N FIELDWOOD ENERGY LLC 549300KTQCELOBO6BF21 N/A 500000.00000000 PA USD 90835.00000000 0.041302531920 Long DBT CORP US N 2 2022-04-11 Floating 0.06250000 N N N N N N Assurant CLO III, Ltd. 635400CQOZFHCREPDQ50 04624WAC1 450000.00000000 PA USD 439333.20000000 0.199764116440 Long ABS-O CORP KY N 2 2031-10-20 Floating 0.02365300 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TAW7 34000.00000000 PA USD 35920.06000000 0.016332794900 Long DBT CORP US N 2 2024-09-01 Fixed 0.02500000 N N N N N N Prudential Financial, Inc. F0ATD1Y4J8CHDKHSLD09 69346J106 1275.00000000 NS USD 16218.00000000 0.007374299143 Long RF US N 1 N N N Federation Nationale du Credit Agricole 969500TJ5KRTCJQWXH05 22535WAG2 41000.00000000 PA USD 41563.72000000 0.018898958243 Long DBT CORP FR N 2 2026-06-16 Variable 0.01907000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJJ0 96000.00000000 PA USD 102704.87000000 0.046699743178 Long DBT CORP US N 2 2023-05-01 Fixed 0.03375000 N N N N N N JBS S.A. 529900V1Q46CPWIWT649 46650CAB5 70000.00000000 PA USD 69199.20000000 0.031464767621 Long DBT CORP AT N 2 2028-01-15 Fixed 0.05750000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXE9 72000.00000000 PA USD 78289.51000000 0.035598117309 Long DBT CORP US N 2 2024-02-20 Fixed 0.03625000 N N N N N N Benefit Street Partners Clo IV Limited 5493002BNZCV0YE1MG83 08180FAY7 250000.00000000 PA USD 243050.75000000 0.110514794520 Long ABS-O CORP KY N 2 2029-01-20 Floating 0.02885200 N N N N N N Buckeye Partners, L.P. 549300C1PQJLVEIUBK50 N/A 525000.00000000 PA USD 502162.50000000 0.228332500530 Long DBT CORP US N 2 2026-11-01 Floating 0.02922630 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855RAJ9 90000.00000000 PA USD 90225.00000000 0.041025165878 Long DBT CORP US N 2 2028-06-15 Fixed 0.04375000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWC4 76000.00000000 PA USD 77472.88000000 0.035226796930 Long DBT CORP US N 2 2022-04-26 Fixed 0.03000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CB0 41000.00000000 PA USD 42102.58000000 0.019143977039 Long DBT CORP US N 2 2025-06-01 Fixed 0.01350000 N N N N N N Thrivent Mutual Funds N/A N/A 1938638.02100000 PA USD 19405766.59000000 8.823771608220 Long STIV PF US N 2 N N N Endeavor Energy Resources, LP N/A 29260FAE0 100000.00000000 PA USD 96000.00000000 0.043651049313 Long DBT CORP US N 2 2028-01-30 Fixed 0.05750000 N N N N N N TRIANGLE RE 2019-1 Limited N/A 89600TAA1 250000.00000000 PA USD 243485.00000000 0.110712247313 Long ABS-CBDO CORP US N 2 2029-11-26 Floating 0.02084500 N N N N N N Sinclair Broadcast Group, Inc. 5493002K6DHWNZH8YA34 N/A 923798.05000000 PA USD 749431.17000000 0.340765176654 Long DBT CORP US N 2 2026-08-24 Floating 0.03430000 N N N N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAH6 95000.00000000 PA USD 92150.00000000 0.041900460356 Long DBT CORP US N 2 2026-06-01 Fixed 0.05750000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MG3 84000.00000000 PA USD 79069.62000000 0.035952832102 Long DBT CORP US N 2 2024-09-12 Variable 0.05000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHL6 183000.00000000 PA USD 198836.82000000 0.090410789949 Long DBT CORP US N 2 2024-07-23 Variable 0.03864000 N N N N N N BWAY Parent Company, Inc. 549300DNGHXL0OMHW304 12429TAD6 100000.00000000 PA USD 98218.75000000 0.044659911455 Long DBT CORP US N 2 2024-04-15 Fixed 0.05500000 N N N N N N AerCap Holdings N.V. N/A 44965UAA2 63000.00000000 PA USD 33075.00000000 0.015039150583 Long DBT CORP US N 2 2065-12-21 Floating 0.03270000 N N N N N N American Tower Corporation (REIT) 5493006ORUSIL88JOE18 03027XAT7 60000.00000000 PA USD 65104.26000000 0.029602804831 Long DBT CORP US N 2 2024-05-15 Fixed 0.03375000 N N N N N N Cigna Corporation 549300VIWYMSIGT1U456 125523AG5 76000.00000000 PA USD 87364.03000000 0.039724287310 Long DBT CORP US N 2 2025-11-15 Fixed 0.04125000 N N N N N N Rackspace Hosting, Inc. 549300QTYCKLMFSE8I97 N/A 1283621.76000000 PA USD 1221045.20000000 0.555207335827 Long DBT CORP US N 2 2023-11-03 Floating 0.04000000 N N N N N N Enagas, S.A. N/A 87470LAD3 225000.00000000 PA USD 194625.00000000 0.088495682006 Long DBT CORP US N 2 2028-01-15 Fixed 0.05500000 N N N N N N Vodafone Group Plc 213800TB53ELEUKM7Q61 92857WBH2 51000.00000000 PA USD 55697.84000000 0.025325720421 Long DBT CORP GB N 2 2024-01-16 Fixed 0.03750000 N N N N N N Oha Credit Funding 1, Ltd. N/A 67115WAE0 360000.00000000 PA USD 350412.48000000 0.159332004631 Long ABS-O CORP KY N 2 2030-10-20 Floating 0.02585300 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GCS7 50000.00000000 PA USD 48996.50000000 0.022278631642 Long DBT CORP US N 2 2024-07-15 Fixed 0.04625000 N N N N N N National Australia Bank Limited 549300E2IPL06NDXMZ63 63254ABC1 60000.00000000 PA USD 61983.51000000 0.028183804704 Long DBT CORP AU N 2 2022-12-13 Fixed 0.01875000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 131347CM6 130000.00000000 PA USD 127400.00000000 0.057928580026 Long DBT CORP US N 2 2028-02-15 Fixed 0.04500000 N N N N N N Charter Communications, Inc. N/A 1248EPBT9 110000.00000000 PA USD 113806.00000000 0.051747409564 Long DBT CORP US N 2 2027-05-01 Fixed 0.05125000 N N N N N N Kraton Corporation N/A 50077DAE4 110000.00000000 PA USD 110550.00000000 0.050266911475 Long DBT CORP US N 2 2025-04-15 Fixed 0.07000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBB0 30000.00000000 PA USD 31020.38000000 0.014104918094 Long DBT CORP US N 2 2022-05-15 Fixed 0.02500000 N N N N N N Cheniere Energy Partners, L.P. 549300KJYBG7C6WJYZ11 785592AH9 37000.00000000 PA USD 39430.91000000 0.017929172884 Long DBT CORP US N 2 2022-03-15 Fixed 0.06250000 N N N N N N Citigroup Inc. N/A 17311LAA9 437705.89200000 PA USD 409042.55000000 0.185991005431 Long ABS-CBDO CORP US N 2 2037-04-25 Variable 0.03973300 N N N N N N NATGASOLINE 549300OHXDYMQYZOWC24 N/A 370312.50000000 PA USD 355500.00000000 0.161645291989 Long DBT CORP US N 3 2025-11-14 Floating 0.04312500 N N N N N N Nabors Industries Ltd. 549300VFQWRKICUFNU92 62957HAF2 120000.00000000 PA USD 48600.00000000 0.022098343715 Long DBT CORP US N 2 2025-02-01 Fixed 0.05750000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AT1 82000.00000000 PA USD 87527.35000000 0.039798548657 Long DBT CORP JP N 2 2023-03-02 Fixed 0.03455000 N N N N N N Chevron Corporation N/A 166764BW9 41000.00000000 PA USD 42116.09000000 0.019150120015 Long DBT CORP US N 2 2025-05-11 Fixed 0.01554000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 N/A 257050.00000000 PA USD 242901.97000000 0.110447144488 Long DBT CORP FR N 2 2025-07-31 Floating 0.02928200 N N N N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 96950FAH7 54000.00000000 PA USD 55766.38000000 0.025356885452 Long DBT CORP US N 2 2021-11-15 Fixed 0.04000000 N N N N N N Kellogg Company LONOZNOJYIBXOHXWDB86 487836BJ6 90000.00000000 PA USD 93783.36000000 0.042643146584 Long DBT CORP US N 2 2022-05-17 Fixed 0.03125000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BP1 85000.00000000 PA USD 99437.70000000 0.045214166107 Long DBT CORP US N 2 2025-04-01 Fixed 0.05650000 N N N N N N Federal National Mortgage Association N/A 3136B6XA6 6974333.18000000 PA USD 756983.66000000 0.344199282002 Long ABS-MBS USGSE US N 2 2031-02-25 Variable 0.01467700 N N N N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159VK9 29000.00000000 PA USD 29684.67000000 0.013497572854 Long DBT CORP CA N 2 2023-05-01 Fixed 0.01625000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022477 3550000.00000000 PA USD 3715712.90000000 1.689528823263 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02500000 N N N N N N PRP Depositor 2019-1 LLC N/A 69359AAA7 104220.29000000 PA USD 104665.82000000 0.047591384065 Long ABS-CBDO CORP US N 2 2024-01-25 Variable 0.04500000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CZ6 16000.00000000 PA USD 15880.00000000 0.007220611073 Long DBT CORP US N 2 2021-03-15 Fixed 0.04850000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BE2 41000.00000000 PA USD 43461.02000000 0.019761657575 Long DBT CORP US N 2 2025-11-01 Variable 0.02354000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448EQ7 64000.00000000 PA USD 68458.77000000 0.031128095262 Long DBT CORP US N 2 2025-03-19 Fixed 0.02250000 N N N N N N Tronox Holdings plc 549300LMZ1DX1PWSP524 N/A 649276.20000000 PA USD 621863.76000000 0.282760475563 Long DBT CORP US N 2 2024-09-22 Floating 0.02981878 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MBA9 40000.00000000 PA USD 35388.31000000 0.016091009009 Long DBT CORP US N 2 2026-10-01 Fixed 0.04750000 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411BE4 80000.00000000 PA USD 70631.20000000 0.032115895773 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2J3 60000.00000000 PA USD 61693.80000000 0.028052074022 Long DBT CORP CA N 2 2023-02-01 Fixed 0.02100000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CBG9 63000.00000000 PA USD 62930.70000000 0.028614490510 Long DBT CORP US N 2 2024-09-16 Variable 0.04875000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CA8 38000.00000000 PA USD 42024.38000000 0.019108419622 Long DBT CORP US N 2 2024-05-01 Fixed 0.04300000 N N N N N N PRPM 2019-2 LLC N/A 69358XAA8 362882.28000000 PA USD 365657.97000000 0.166264105004 Long ABS-CBDO CORP US N 2 2024-04-25 Variable 0.03967000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 N/A 688323.62000000 PA USD 590237.50000000 0.268380064783 Long DBT CORP US N 2 2026-04-12 Floating 0.05686600 N N N N N N Federal National Mortgage Association N/A 3136AFXT6 815538.42000000 PA USD 48417.37000000 0.022015302140 Long ABS-CBDO USGSE US N 2 2028-06-25 Fixed 0.02500000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3137B2CJ7 861072.40700000 PA USD 65323.28000000 0.029702392881 Long ABS-CBDO USGSE US N 2 2033-04-15 Fixed 0.03000000 N N N N N N CDW Corporation N/A 12513GBD0 100000.00000000 PA USD 101906.00000000 0.046336498243 Long DBT CORP US N 2 2028-04-01 Fixed 0.04250000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5CX9 962190.95800000 PA USD 1013947.63000000 0.461040395818 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.03500000 N N N N N N ServiceMaster Global Holdings, Inc. HZPA4EQ289DXC7NQGK91 817610AA6 220000.00000000 PA USD 223025.00000000 0.101409117428 Long DBT CORP US N 2 2024-11-15 Fixed 0.05125000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CV0 61000.00000000 PA USD 63639.63000000 0.028936839869 Long DBT CORP US N 2 2025-02-21 Fixed 0.01900000 N N N N N N Federal National Mortgage Association N/A 3136A65L4 523550.40600000 PA USD 30405.45000000 0.013825310389 Long ABS-CBDO USGSE US N 2 2027-07-25 Fixed 0.03000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BM9 59000.00000000 PA USD 64975.31000000 0.029544171468 Long DBT CORP US N 2 2024-05-15 Fixed 0.03625000 N N N N N N COLT MERGER SUB INC N/A 28470RAH5 120000.00000000 PA USD 119064.00000000 0.054138213911 Long DBT CORP US N 2 2025-07-01 Fixed 0.06250000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AS8 88000.00000000 PA USD 88770.00000000 0.040363579662 Long DBT CORP GB N 2 2024-09-17 Variable 0.06375000 N N N N N N PPL Corporation 549300MROK5WY0D2NU17 69352PAK9 69000.00000000 PA USD 74762.24000000 0.033994273177 Long DBT CORP US N 2 2024-03-15 Fixed 0.03950000 N N N N N N Allianz SE 549300Q41U0QIEXCOU14 72202D106 872.00000000 NS USD 16070.96000000 0.007307440286 Long RF US N 1 N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 N/A 452759.30000000 PA USD 363112.96000000 0.165106892951 Long DBT CORP US N 2 2023-06-07 Floating 0.05250000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEP5 84000.00000000 PA USD 85023.12000000 0.038659879207 Long DBT CORP US N 2 2025-05-15 Floating 0.01492400 N N N N N N Norbord Inc. 549300VL705RQ5PHI407 65548PAF3 165000.00000000 PA USD 168300.00000000 0.076525745827 Long DBT CORP CA N 2 2027-07-15 Fixed 0.05750000 N N N N N N Golden Entertainment, Inc. 549300P8YYCKQVJ0Y638 N/A 825075.00000000 PA USD 743252.31000000 0.337955658711 Long DBT CORP US N 2 2024-10-20 Floating 0.03750000 N N N N N N Legacy Mortgage Asset Trust 2020-GS4 N/A 52474KAA1 496719.99000000 PA USD 498482.60000000 0.226659255777 Long ABS-CBDO CORP US N 2 2060-02-25 Variable 0.03250000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867224AD9 41000.00000000 PA USD 43791.53000000 0.019911939953 Long DBT CORP CA N 2 2025-05-15 Fixed 0.03100000 N N N N N N PTC Inc. 54930050SSMU8SKDJ030 69370CAB6 40000.00000000 PA USD 39700.00000000 0.018051527684 Long DBT CORP US N 2 2025-02-15 Fixed 0.03625000 N N N N N N Charter Communications, Inc. 549300TPZNMN50BJ3745 N/A 1377933.68000000 PA USD 1325489.52000000 0.602698004190 Long DBT CORP US N 2 2025-04-30 Floating 0.01930000 N N N N N N Charter Communications, Inc. N/A 1248EPBM4 185000.00000000 PA USD 191352.90000000 0.087007863273 Long DBT CORP US N 2 2026-02-15 Fixed 0.05750000 N N N N N N Air Lease Corporation 5493004NW4M4P8TMMK63 00914AAH5 41000.00000000 PA USD 40989.42000000 0.018637824934 Long DBT CORP US N 2 2025-07-01 Fixed 0.03375000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 N/A 1037400.00000000 PA USD 977749.50000000 0.444581162925 Long DBT CORP US N 2 2027-03-02 Floating 0.03182500 N N N N N N The Depository Trust & Clearing Corporation 549300RYC9NELN2ICA34 637639AA3 42000.00000000 PA USD 42647.88000000 0.019391924093 Long DBT CORP US N 2 2023-04-23 Fixed 0.01200000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PCN0 35000.00000000 PA USD 37154.14000000 0.016893929139 Long DBT CORP US N 2 2022-07-15 Fixed 0.03350000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214DB6 60000.00000000 PA USD 60465.29000000 0.027493472453 Long DBT CORP AU N 2 2021-08-19 Floating 0.01230500 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BA0 21000.00000000 PA USD 20611.10000000 0.009371834817 Long DBT CORP US N 2 2025-09-15 Fixed 0.02200000 N N N N N N Kohl's Corporation 549300JF6LPRTRJ0FH50 500255AW4 53000.00000000 PA USD 60425.03000000 0.027475166294 Long DBT CORP US N 2 2025-05-15 Fixed 0.09500000 N N N N N N Liberty Mutual Holding Company Inc. QUR0DG15Z6FFGYCHH861 53079EAV6 10000.00000000 PA USD 10362.13000000 0.004711644246 Long DBT CORP US N 2 2021-06-01 Fixed 0.05000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 22546DAB2 63000.00000000 PA USD 67725.00000000 0.030794451195 Long DBT CORP CH N 2 2023-12-11 Variable 0.07500000 N N N N N N Mattamy Group Corporation 5493008TNY7A82WCXU31 57701RAJ1 195000.00000000 PA USD 194025.00000000 0.088222862948 Long DBT CORP CA N 2 2027-12-15 Fixed 0.05250000 N N N N N N Discover Financial Services X05BVSK68TQ7YTOSNR22 25466AAD3 34000.00000000 PA USD 37132.62000000 0.016884144028 Long DBT CORP US N 2 2023-08-08 Fixed 0.04200000 N N N N N N Groupe BPCE 9695005MSX1OYEMGDF46 05583JAA0 34000.00000000 PA USD 35156.41000000 0.015985564443 Long DBT CORP FR N 2 2022-05-22 Fixed 0.03000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBC6 36000.00000000 PA USD 41406.60000000 0.018827516026 Long DBT CORP US N 2 2026-02-14 Fixed 0.04400000 N N N N N N Norwegian Cruise Line Holdings Ltd. UNZWILHE4KMRP9K2L524 62886HAP6 70000.00000000 PA USD 42875.00000000 0.019495195201 Long DBT CORP BM N 2 2024-12-15 Fixed 0.03625000 N N N N N N Sunoco LP N/A 86765LAN7 95000.00000000 PA USD 94302.70000000 0.042879289667 Long DBT CORP US N 2 2028-03-15 Fixed 0.05875000 N N N N N N WideOpenWest Finance, LLC 54930045JY28O5B5WE54 N/A 771142.63000000 PA USD 732909.38000000 0.333252744675 Long DBT CORP US N 2 2023-08-19 Floating 0.04250000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DT4 41000.00000000 PA USD 41732.67000000 0.018975779543 Long DBT CORP US N 2 2025-05-11 Fixed 0.01125000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TAR8 40000.00000000 PA USD 41398.94000000 0.018824033036 Long DBT CORP US N 2 2022-09-01 Fixed 0.02500000 N N N N N N HCA Healthcare, Inc. L3CJ6J7LJ2DX62FTXD46 404119BR9 410000.00000000 PA USD 439212.50000000 0.199709234340 Long DBT CORP US N 2 2025-02-01 Fixed 0.05375000 N N N N N N Dana Incorporated KVWHW7YLZPFJM8QYNJ51 235825AG1 100000.00000000 PA USD 99269.00000000 0.045137458482 Long DBT CORP US N 2 2028-06-15 Fixed 0.05625000 N N N N N N Air Lease Corporation 5493004NW4M4P8TMMK63 00914AAF9 40000.00000000 PA USD 38118.92000000 0.017332613090 Long DBT CORP US N 2 2025-02-01 Fixed 0.02300000 N N N N N N Antler Mortgage Trust 2019-RTL 1 N/A 03720BAA6 350000.00000000 PA USD 350508.48000000 0.159375655680 Long ABS-CBDO CORP US N 2 2022-06-27 Fixed 0.04458000 N N N N N N Macquarie Group Limited N/A 556079AB7 93000.00000000 PA USD 92070.00000000 0.041864084482 Long DBT CORP AU N 2 2027-03-28 Variable 0.06125000 N N N N N N Renaissance Home Equity Loan Trust 2006-2 N/A 759676AF6 223031.23000000 PA USD 122817.72000000 0.055845024503 Long ABS-CBDO CORP US N 2 2036-08-25 Variable 0.05797000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18453HAA4 150000.00000000 PA USD 144000.00000000 0.065476573970 Long DBT CORP US N 2 2027-08-15 Fixed 0.05125000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 05531FBH5 34000.00000000 PA USD 36176.29000000 0.016449302278 Long DBT CORP US N 2 2024-08-01 Fixed 0.02500000 N N N N N N VICI Properties Inc. N/A 92564RAD7 30000.00000000 PA USD 28200.00000000 0.012822495735 Long DBT CORP US N 2 2027-02-15 Fixed 0.03750000 N N N N N N Kinder Morgan, Inc. 549300PDHUGWPWGOT525 494550BM7 76000.00000000 PA USD 79653.29000000 0.036218225935 Long DBT CORP US N 2 2023-02-15 Fixed 0.03450000 N N N N N N Capital One Financial Corporation LKE37K2B8CFZUR7F9816 140420NB2 51000.00000000 PA USD 53698.83000000 0.024416773712 Long DBT CORP US N 2 2023-02-15 Fixed 0.03375000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAQ6 34000.00000000 PA USD 34582.17000000 0.015724458417 Long DBT CORP US N 2 2022-07-25 Fixed 0.02850000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAL6 150000.00000000 PA USD 157573.50000000 0.071648423114 Long DBT CORP US N 2 2027-07-15 Fixed 0.04750000 N N N N N N Hindalco Industries Limited 549300G5F3W3B52WYL23 670001AE6 40000.00000000 PA USD 38200.00000000 0.017369480039 Long DBT CORP US N 2 2030-01-30 Fixed 0.04750000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAW0 68000.00000000 PA USD 73662.82000000 0.033494368629 Long DBT CORP US N 2 2023-10-02 Fixed 0.05400000 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 37045XAQ9 57000.00000000 PA USD 58542.09000000 0.026618996432 Long DBT CORP US N 2 2021-09-25 Fixed 0.04375000 N N N N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 7591EPAR1 44000.00000000 PA USD 45289.20000000 0.020592928151 Long DBT CORP US N 2 2049-12-29 Variable 0.05750000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020679 2200000.00000000 PA USD 2250273.43000000 1.023195796480 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967JM4 42000.00000000 PA USD 41706.00000000 0.018963652736 Long DBT CORP US N 2 2025-05-15 Variable 0.05950000 N N N N N N Chubb Limited CZCBJZWDMLTHWJDXU843 00440EAU1 35000.00000000 PA USD 36791.43000000 0.016729005471 Long DBT CORP US N 2 2022-11-03 Fixed 0.02875000 N N N N N N AerCap Holdings N.V. N/A 00774MAC9 41000.00000000 PA USD 38482.04000000 0.017497723184 Long DBT CORP IE N 2 2025-01-15 Fixed 0.03500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBQ8 49000.00000000 PA USD 49792.38000000 0.022640517029 Long DBT CORP US N 2 2024-06-01 Variable 0.01514000 N N N N N N BlackRock, Inc. WU48CSUCFTU86AQUYZ93 092508100 1145.00000000 NS USD 15114.00000000 0.006872312076 Long RF US N 1 N N N Honda Motor Co., Ltd. B6Q2VFHD1797Q7NZ3E43 02665WDC2 55000.00000000 PA USD 56871.15000000 0.025859222637 Long DBT CORP US N 2 2023-01-10 Fixed 0.02050000 N N N N N N JPMorgan Chase & Co. N/A 46628LAG3 89571.62200000 PA USD 74875.90000000 0.034045954201 Long ABS-CBDO CORP US N 2 2036-06-25 Variable 0.03524600 N N N N N N Federal National Mortgage Association N/A 3136AE4H7 971985.26000000 PA USD 49591.47000000 0.022549163567 Long ABS-CBDO USGSE US N 2 2031-11-25 Fixed 0.03000000 N N N N N N Eagle Re 2019-1 LTD 254900L82OLW9QTLJ788 269822AB8 451173.57000000 PA USD 447444.26000000 0.203452202691 Long ABS-CBDO CORP BM N 2 2029-04-25 Floating 0.01984500 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 66000.00000000 PA USD 70985.85000000 0.032277154572 Long DBT CORP US N 2 2025-04-01 Fixed 0.02500000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAP4 48000.00000000 PA USD 50058.76000000 0.022761639597 Long DBT CORP JP N 2 2025-01-16 Fixed 0.02648000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214EJ8 40000.00000000 PA USD 41412.22000000 0.018830071431 Long DBT CORP AU N 2 2023-01-13 Fixed 0.02000000 N N N N N N The Kraft Heinz Company 5493003STKEZ2S0RNU91 50076QAE6 140000.00000000 PA USD 147465.73000000 0.067052435961 Long DBT CORP US N 2 2042-06-04 Fixed 0.05000000 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 845467AM1 145000.00000000 PA USD 126918.50000000 0.057709642732 Long DBT CORP US N 2 2026-04-01 Fixed 0.07500000 N N N N N Federal National Mortgage Association N/A 3136ABC35 528246.98800000 PA USD 57290.34000000 0.026049827672 Long ABS-CBDO USGSE US N 2 2033-02-25 Fixed 0.03000000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BK6 81000.00000000 PA USD 88070.10000000 0.040045336230 Long DBT CORP GB N 2 2025-03-22 Variable 0.04269000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BH0 20000.00000000 PA USD 20651.28000000 0.009390104600 Long DBT CORP US N 2 2023-05-04 Fixed 0.04750000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 89000.00000000 PA USD 92560.97000000 0.042087327770 Long DBT CORP US N 2 2026-04-28 Variable 0.02188000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAL3 38000.00000000 PA USD 39866.94000000 0.018127435040 Long DBT CORP US N 2 2022-11-06 Fixed 0.02900000 N N N N N N H&E Equipment Services, Inc. N/A 404030AH1 150000.00000000 PA USD 151468.50000000 0.068872489197 Long DBT CORP US N 2 2025-09-01 Fixed 0.05625000 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 913017DD8 80000.00000000 PA USD 91342.27000000 0.041533186793 Long DBT CORP US N 2 2025-08-16 Fixed 0.03950000 N N N N N N Sinclair Broadcast Group, Inc. N/A 25277LAA4 60000.00000000 PA USD 43490.40000000 0.019775016615 Long DBT CORP US N 2 2026-08-15 Fixed 0.05375000 N N N N N N BELLRING BRANDS LLC 5493001E28R2L3L44631 N/A 185000.00000000 PA USD 183729.05000000 0.083541310644 Long DBT CORP US N 2 2024-10-21 Floating 0.06000000 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 N/A 249360.61000000 PA USD 235880.18000000 0.107254347596 Long DBT CORP US N 2 2024-03-31 Floating 0.02178200 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361ZU5 41000.00000000 PA USD 33251.63000000 0.015119463967 Long DBT CORP US N 2 2024-10-28 Fixed 0.02900000 N N N N N N Kinross Gold Corporation 549300UEBMAQDN0K0R06 496902AJ6 38000.00000000 PA USD 39052.66000000 0.017757183203 Long DBT CORP CA N 2 2021-09-01 Fixed 0.05125000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2R3 61000.00000000 PA USD 61987.83000000 0.028185769001 Long DBT CORP US N 2 2024-06-02 Variable 0.01654000 N N N N N N The Kraft Heinz Company 5493003STKEZ2S0RNU91 50077LAU0 200000.00000000 PA USD 206466.26000000 0.093879884342 Long DBT CORP US N 2 2030-04-01 Fixed 0.03750000 N N N N N N Broadcom Inc. N/A 11134LAM1 155000.00000000 PA USD 160768.11000000 0.073101007267 Long DBT CORP US N 2 2023-01-15 Fixed 0.02650000 N N N N N N Cleveland-Cliffs Inc. 549300TM2WLI2BJMDD86 185899AJ0 60000.00000000 PA USD 62937.00000000 0.028617355110 Long DBT CORP US N 2 2025-10-17 Fixed 0.09875000 N N N N N N The Goldman Sachs Group, Inc. N/A 36242DNF6 76740.05000000 PA USD 81176.75000000 0.036910940805 Long ABS-CBDO CORP US N 2 2034-08-25 Variable 0.04549000 N N N N N N Palmer Square Loan Funding 2019-1 Ltd N/A 69700VAE9 250000.00000000 PA USD 247122.75000000 0.112366326528 Long ABS-O CORP KY N 2 2027-04-20 Floating 0.03385200 N N N N N N Bank of America Corporation N/A 12667G7B3 78079.75800000 PA USD 66801.57000000 0.030374569023 Long ABS-CBDO CORP US N 2 2035-10-25 Fixed 0.05500000 N N N N N N Jab Forest B.V. DYTQ8KRTKO7Y2BVU5K74 49271VAE0 84000.00000000 PA USD 86334.28000000 0.039256061601 Long DBT CORP US N 2 2021-05-25 Fixed 0.03551000 N N N N N N Restaurant Brands International Inc. N/A 68245XAJ8 230000.00000000 PA USD 225443.70000000 0.102508896522 Long DBT CORP CA N 2 2028-01-15 Fixed 0.04375000 N N N N N N VICI Properties Inc. N/A 92564RAE5 30000.00000000 PA USD 28612.50000000 0.013010058838 Long DBT CORP US N 2 2030-08-15 Fixed 0.04125000 N N N N N N Daimler AG 549300423Z16BB673J12 233851DU5 39000.00000000 PA USD 40002.79000000 0.018189205822 Long DBT CORP US N 2 2022-08-15 Fixed 0.02550000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AC0 60000.00000000 PA USD 61710.69000000 0.028059753878 Long DBT CORP US N 2 2021-12-15 Fixed 0.02800000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097AY7 34000.00000000 PA USD 37645.83000000 0.017117499810 Long DBT CORP GB N 2 2023-06-10 Fixed 0.06100000 N N N N N N Standard Life Aberdeen plc 549300J666ZH67203572 003009107 4284.00000000 NS USD 16322.04000000 0.007421605968 Long RF US N 1 N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABN8 21000.00000000 PA USD 22073.14000000 0.010036622110 Long DBT CORP US N 2 2025-10-15 Fixed 0.02600000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887BZ4 38000.00000000 PA USD 39491.95000000 0.017956927676 Long DBT CORP US N 2 2021-10-22 Fixed 0.03800000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2B6 63000.00000000 PA USD 65202.41000000 0.029647433482 Long DBT CORP US N 2 2022-01-25 Fixed 0.04000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 05254HAA2 68000.00000000 PA USD 75437.84000000 0.034301467437 Long DBT CORP AU N 2 2026-06-15 Variable 0.06750000 N N N N N N Comerica Incorporated I9Q57JVPWHHZ3ZGBW498 200340AU1 22000.00000000 PA USD 22325.60000000 0.010151415276 Long DBT CORP US N 2 2025-07-01 Variable 0.05625000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AM6 80000.00000000 PA USD 82800.00000000 0.037649030033 Long DBT CORP US N 2 2027-03-01 Fixed 0.05750000 N N N N N N The Southern Company D981X4Z4RWS7PDMJUZ03 373334KK6 35000.00000000 PA USD 36735.15000000 0.016703415043 Long DBT CORP US N 2 2024-09-15 Fixed 0.02200000 N N N N N N China National Chemical Corporation Limited 54930042S3BYCEGOCN86 87164KAE4 75000.00000000 PA USD 75730.05000000 0.034434334865 Long DBT NUSS NL N 2 2021-04-23 Fixed 0.03933000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KV2 69000.00000000 PA USD 70328.84000000 0.031978413156 Long DBT CORP US N 2 2021-08-02 Fixed 0.02350000 N N N N N N Endo International plc 5493007TBMWZWGZIB256 N/A 490266.21000000 PA USD 462075.90000000 0.210105186432 Long DBT CORP LU N 2 2024-04-27 Floating 0.05000000 N N N N N N Barings CLO Ltd. 2018-III N/A 06760PAJ0 300000.00000000 PA USD 272342.70000000 0.123833798207 Long ABS-O CORP KY N 2 2029-07-20 Floating 0.04035300 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17308CC46 160000.00000000 PA USD 163408.83000000 0.074301738506 Long DBT CORP US N 2 2022-11-04 Variable 0.02312000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAN8 82000.00000000 PA USD 86945.03000000 0.039533768667 Long DBT CORP US N 2 2023-01-23 Fixed 0.03125000 N N N N N N Nippon Life Insurance Company 549300Y0HHMFW3EVWY08 654579AG6 63000.00000000 PA USD 65205.00000000 0.029648611151 Long DBT CORP JP N 2 2050-01-23 Variable 0.03400000 N N N N N N Energy Transfer LP 5493006LL0CKP8WQW329 86765BAR0 35000.00000000 PA USD 35696.91000000 0.016231328945 Long DBT CORP US N 2 2021-04-01 Fixed 0.04400000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAA4 35000.00000000 PA USD 36977.68000000 0.016813693054 Long DBT CORP US N 2 2024-09-15 Fixed 0.02450000 N N N N N N Discover Financial Services X05BVSK68TQ7YTOSNR22 25466AAQ4 59000.00000000 PA USD 61876.84000000 0.028135302023 Long DBT CORP US N 2 2024-09-12 Fixed 0.02450000 N N N N N N GLOBAL MEDICAL RESPONSE 549300ZFWD4ZFCEJCQ87 N/A 1360125.00000000 PA USD 1305556.79000000 0.593634623146 Long DBT CORP US N 2 2022-04-28 Floating 0.04250000 N N N N N N Bellemeade Re 2018-1 Ltd 549300O2GEH6GH9NO762 078768AD0 317359.67100000 PA USD 314149.13000000 0.142843116306 Long ABS-CBDO CORP BM N 2 2028-04-25 Floating 0.01784500 N N N N N N Parsley Energy, Inc. N/A 701885AH8 140000.00000000 PA USD 137900.00000000 0.062702913545 Long DBT CORP US N 2 2027-10-15 Fixed 0.05625000 N N N N N N Outfront Media Inc. (REIT) N/A 69007TAC8 205000.00000000 PA USD 187907.10000000 0.085441063421 Long DBT CORP US N 2 2030-03-15 Fixed 0.04625000 N N N N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 46124HAB2 41000.00000000 PA USD 41035.23000000 0.018658654670 Long DBT CORP US N 2 2025-07-15 Fixed 0.00950000 N N N N N N XPLORNET COMMUNICATIONS 2138007ZVGYYNWEGU394 N/A 395000.00000000 PA USD 376237.50000000 0.171074600688 Long DBT CORP US N 2 2027-06-11 Floating 0.04928200 N N N N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 101137AV9 85000.00000000 PA USD 92073.62000000 0.041865730490 Long DBT CORP US N 2 2024-03-01 Fixed 0.03450000 N N N N N N Equitrans Midstream Corporation 549300NELT611CL6XM83 26885BAH3 100000.00000000 PA USD 102433.00000000 0.046576124316 Long DBT CORP US N 2 2027-07-01 Fixed 0.06500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AF6 80000.00000000 PA USD 90100.00000000 0.040968328574 Long DBT CORP GB N 2 2037-05-21 Variable 0.06657000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFH7 87000.00000000 PA USD 96539.29000000 0.043896263630 Long DBT CORP US N 2 2024-08-26 Fixed 0.04200000 N N N N N N Windstream Holdings, Inc. 549300L3SXBFJVGRCF66 N/A 183591.37000000 PA USD 110522.00000000 0.050254179919 Long DBT CORP US N 2 2021-03-30 Floating 0.08250000 N N N N N N MOMENTIVE PERFORMANCE 54930021ZH8MCUXACZ50 N/A 290070.00000000 PA USD 270852.86000000 0.123156370297 Long DBT CORP US N 2 2024-05-15 Floating 0.03430000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AN2 24000.00000000 PA USD 24478.80000000 0.011130471936 Long DBT CORP US N 2 2044-03-15 Variable 0.05200000 N N N N N N Farm Credit System I0JS1G88CFNZT8P31C22 00850L203 1870.00000000 NS USD 196350.00000000 0.089280036799 Long EP CORP US N 1 N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919VAA3 170000.00000000 PA USD 161340.20000000 0.073361135692 Long DBT CORP US N 2 2027-03-01 Fixed 0.04000000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAF2 59000.00000000 PA USD 63727.78000000 0.028976921535 Long DBT CORP US N 2 2023-06-15 Fixed 0.03650000 N N N N N N Lamar Advertising Company (REIT) N/A 513075BQ3 90000.00000000 PA USD 84852.00000000 0.038582071212 Long DBT CORP US N 2 2028-02-15 Fixed 0.03750000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 50000.00000000 PA USD 50125.00000000 0.022791758821 Long DBT CORP US N 2 2027-06-20 Fixed 0.06500000 N N N N N N Cascades Inc. N/A 14739LAA0 120000.00000000 PA USD 121800.00000000 0.055382268816 Long DBT CORP XX N 2 2026-01-15 Fixed 0.05125000 N N N N N N Scientific Games Corporation RLTHESQ0RNFQJWPBJN60 N/A 1560257.42000000 PA USD 1376147.04000000 0.625731899019 Long DBT CORP US N 2 2024-08-14 Floating 0.03476439 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCH0 34000.00000000 PA USD 35280.95000000 0.016042192586 Long DBT CORP US N 2 2023-03-15 Fixed 0.02800000 N N N N N N BP PLC 5493009NTB34VXE1T760 10373QBH2 44000.00000000 PA USD 46588.53000000 0.021183731463 Long DBT CORP US N 2 2023-04-06 Fixed 0.02937000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LR0 40000.00000000 PA USD 39881.78000000 0.018134182765 Long DBT CORP US N 2 2022-10-27 Floating 0.01681400 N N N N N N Gray Escrow Inc 529900TM5726KDN7UU35 389284AA8 125000.00000000 PA USD 128125.00000000 0.058258236388 Long DBT CORP US N 2 2027-05-15 Fixed 0.07000000 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GDA5 170000.00000000 PA USD 167739.00000000 0.076270660008 Long DBT CORP US N 2 2027-11-01 Fixed 0.05125000 N N N N N N PG&E Corporation 8YQ2GSDWYZXO2EDN3511 69331CAJ7 40000.00000000 PA USD 40200.00000000 0.018278876900 Long DBT CORP US N 2 2030-07-01 Fixed 0.05250000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 N/A 784075.00000000 PA USD 740950.88000000 0.336909202102 Long DBT CORP US N 2 2026-04-04 Floating 0.03428300 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AJ6 30000.00000000 PA USD 28462.50000000 0.012941854073 Long DBT CORP CA N 2 2030-01-30 Fixed 0.05250000 N N N N N N The Vanguard Group, Inc. N/A 92206C409 35800.00000000 NS USD 2959228.00000000 1.345556326649 Long RF US N 1 N N N Oaktown Re II Ltd - Series 2018-1 254900KOPN6EP9T3LD85 67400CAA6 21020.53600000 PA USD 20914.19000000 0.009509649365 Long ABS-CBDO CORP BM N 2 2028-07-25 Floating 0.01734500 N N N N N N Digital Realty Trust, Inc. CD4SPTZ3YBTHY0C1AH38 25389JAS5 60000.00000000 PA USD 62885.11000000 0.028593760809 Long DBT CORP US N 2 2023-02-01 Fixed 0.02750000 N N N N N N Talen Energy Corporation K5K33XN0PQAU1XF7NN66 87422VAJ7 110000.00000000 PA USD 110000.00000000 0.050016827338 Long DBT CORP US N 2 2028-06-01 Fixed 0.07625000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816CC1 36000.00000000 PA USD 39181.25000000 0.017815652874 Long DBT CORP US N 2 2024-02-22 Fixed 0.03400000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 N/A 1241682.46000000 PA USD 1178046.23000000 0.535655771661 Long DBT CORP US N 2 2023-06-07 Floating 0.03750000 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A N/A 1010000.00000000 PA USD 962277.50000000 0.437546068811 Long DBT CORP US N 2 2028-01-31 Floating 0.02684700 N N N N N N Volt XXIII, LLC N/A 92872NAA9 264038.30600000 PA USD 264089.56000000 0.120081108403 Long ABS-CBDO CORP US N 2 2049-08-25 Variable 0.03351500 N N N N N N CNH Industrial N.V. 549300PNSJ5B81UMVO28 12592BAK0 25000.00000000 PA USD 25169.13000000 0.011444363904 Long DBT CORP US N 2 2023-07-02 Fixed 0.01950000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBL2 81000.00000000 PA USD 83728.73000000 0.038071322106 Long DBT CORP US N 2 2022-11-21 Fixed 0.02300000 N N N N N N Transocean Ltd. N/A 893800AA0 100201.25000000 PA USD 87149.04000000 0.039626531694 Long DBT CORP KY N 2 2024-01-15 Fixed 0.05875000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBB8 62000.00000000 PA USD 67789.51000000 0.030823783791 Long DBT CORP US N 2 2024-02-14 Fixed 0.03800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468J1 36000.00000000 PA USD 38225.35000000 0.017381006644 Long DBT CORP US N 2 2025-07-22 Variable 0.02720000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BC5 60000.00000000 PA USD 59520.21000000 0.027063746061 Long DBT CORP LR N 2 2023-06-15 Fixed 0.09125000 N N N N N N Vistra Energy Corp. 549300ZH5GKBTJZ7NM23 92840VAF9 180000.00000000 PA USD 183015.00000000 0.083216633230 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N Simon Property Group, Inc. MR92GTD0MJTTTTQDVG45 828807DG9 35000.00000000 PA USD 35894.60000000 0.016321218278 Long DBT CORP US N 2 2024-09-13 Fixed 0.02000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AM0 39000.00000000 PA USD 40332.96000000 0.018339333603 Long DBT CORP CH N 2 2025-09-11 Variable 0.02593000 N N N N N N Loews Corporation 549300YX2GSZD7YG1R84 126117AR1 32000.00000000 PA USD 33726.14000000 0.015335222919 Long DBT CORP US N 2 2021-08-15 Fixed 0.05750000 N N N N N N Groupe BPCE 9695005MSX1OYEMGDF46 05583JAG7 40000.00000000 PA USD 41380.56000000 0.018815675679 Long DBT CORP FR N 2 2025-01-14 Fixed 0.02375000 N N N N N N Stanwich Mortgage Loan Co 2019-NPL-B-2 LLC N/A 85503DAA2 219306.93000000 PA USD 220118.45000000 0.100087513706 Long ABS-CBDO CORP US N 2 2024-11-16 Variable 0.03475000 N N N N N N Bank of America Corporation N/A 59023YAB0 97795.50500000 PA USD 65694.90000000 0.029871367912 Long ABS-CBDO CORP US N 2 2037-03-25 Fixed 0.06000000 N N N N N N CONSOL ENERGY INC 549300YJCTPJBTK7IJ81 N/A 370312.50000000 PA USD 292546.88000000 0.133020607139 Long DBT CORP US N 2 2024-09-28 Floating 0.04680000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAM3 61000.00000000 PA USD 63452.81000000 0.028851893108 Long DBT CORP US N 2 2026-08-15 Fixed 0.05375000 N N N N N N JBS S.A. N/A 466112AR0 60000.00000000 PA USD 60750.00000000 0.027622929643 Long DBT CORP BR N 2 2025-06-15 Fixed 0.05750000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BP3 42000.00000000 PA USD 43102.50000000 0.019598639094 Long DBT CORP GB N 2 2028-03-23 Variable 0.06500000 N N N N N N Bellemeade Re 2020-1 Ltd. N/A 07876TAB8 450000.00000000 PA USD 450000.00000000 0.204614293657 Long ABS-CBDO CORP BM N 3 2030-06-25 Floating 0.03595000 N N N N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 35671DCF0 100000.00000000 PA USD 97000.00000000 0.044105747743 Long DBT CORP US N 2 2030-03-01 Fixed 0.04250000 N N N N N N LCPR LOAN FINANCING LLC N/A N/A 965000.00000000 PA USD 955350.00000000 0.434396145435 Long DBT CORP US N 2 2026-10-15 Floating 0.05184700 N N N N N N JPMorgan Chase & Co. N/A 86359LLZ0 152923.02300000 PA USD 139343.58000000 0.063359307105 Long ABS-CBDO CORP US N 2 2035-12-25 Floating 0.00494500 N N N N N N Federal National Mortgage Association N/A 3136AAQ32 460268.78000000 PA USD 25893.11000000 0.011773556473 Long ABS-CBDO USGSE US N 2 2028-01-25 Fixed 0.02500000 N N N N N N WESCO International, Inc. 549300I2CEZJG9N4AH67 95081QAP9 40000.00000000 PA USD 42182.80000000 0.019180452947 Long DBT CORP US N 2 2028-06-15 Fixed 0.07250000 N N N N N N Invesco Ltd. 549300SIHU6DQELRNG59 46138G508 198211.00000000 NS USD 4231804.85000000 1.924195022844 Long RF US N 1 N N N Nexstar Media Group, Inc. 5493006PK6I4I2OOT688 65341XAA6 73000.00000000 PA USD 73547.50000000 0.033441932806 Long DBT CORP US N 2 2024-08-01 Fixed 0.05625000 N N N N N N PRPM Trust 2019-GS1 N/A 69359CAA3 533854.93000000 PA USD 529645.32000000 0.240828895646 Long ABS-CBDO CORP US N 2 2024-10-25 Variable 0.03500000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385AZ4 41000.00000000 PA USD 41081.86000000 0.018679857257 Long DBT CORP CA N 2 2025-07-15 Fixed 0.02050000 N N N N N N NCR Corporation 549300YKTY8JX1DV2R67 62886EAV0 220000.00000000 PA USD 221075.80000000 0.100522819248 Long DBT CORP US N 2 2029-09-01 Fixed 0.06125000 N N N N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158BB1 23000.00000000 PA USD 23784.15000000 0.010814615672 Long DBT CORP US N 2 2025-10-15 Fixed 0.01500000 N N N N N N Aramark 42YMHYH0XMHJEXDUB065 038522AR9 100000.00000000 PA USD 103263.00000000 0.046953524013 Long DBT CORP US N 2 2025-05-01 Fixed 0.06375000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAK9 59000.00000000 PA USD 60770.41000000 0.027632210038 Long DBT CORP GB N 2 2023-03-17 Variable 0.02858000 N N N N N N Buckeye Partners, L.P. 549300C1PQJLVEIUBK50 118230AR2 60000.00000000 PA USD 57150.00000000 0.025986015294 Long DBT CORP US N 2 2027-12-01 Fixed 0.04125000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 37940XAA0 17000.00000000 PA USD 18042.68000000 0.008203978275 Long DBT CORP US N 2 2025-02-15 Fixed 0.02650000 N N N N N N Archrock, Inc. N/A 03959KAC4 120000.00000000 PA USD 109836.00000000 0.049942256795 Long DBT CORP US N 2 2028-04-01 Fixed 0.06250000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83V5 498527.19700000 PA USD 536208.31000000 0.243813076897 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04500000 N N N N N N National Fuel Gas Company 8JB38FFW1Y3C1HM8E841 636180BQ3 25000.00000000 PA USD 26592.99000000 0.012091790811 Long DBT CORP US N 2 2026-01-15 Fixed 0.05500000 N N N N N N The Hartford Financial Services Group, Inc. IU7C3FTM7Y3BQM112U94 416515BC7 34000.00000000 PA USD 26180.00000000 0.011904004906 Long DBT CORP US N 2 2047-02-12 Floating 0.02517400 N N N N N N TC Energy Corporation N/A 89356BAB4 165000.00000000 PA USD 174447.08000000 0.079320813455 Long DBT CORP CA N 2 2076-08-15 Variable 0.05875000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXJ8 44000.00000000 PA USD 48246.33000000 0.021937530521 Long DBT CORP US N 2 2025-04-01 Fixed 0.03500000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31325VQ72 790373.10200000 PA USD 87072.72000000 0.039591829110 Long ABS-CBDO USGSE US N 2 2035-08-15 Fixed 0.03500000 N N N N N N Prudential Financial, Inc. P63V0W84H2Z3IOKHSM44 69346H100 1245.00000000 NS USD 16471.35000000 0.007489496990 Long RF US N 1 N N N The Walt Disney Company 549300GZKULIZ0WOW665 254687FV3 41000.00000000 PA USD 42182.72000000 0.019180416571 Long DBT CORP US N 2 2026-01-13 Fixed 0.01750000 N N N N N N The Scotts Miracle-Gro Company 2TH9E0JTOUXOEGI2R879 810186AS5 130000.00000000 PA USD 133737.50000000 0.060810231328 Long DBT CORP US N 2 2029-10-15 Fixed 0.04500000 N N N N N N Bank of America Corporation N/A 05948KR92 184189.21100000 PA USD 162268.89000000 0.073783409577 Long ABS-CBDO CORP US N 2 2035-11-25 Fixed 0.06000000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498AL5 200000.00000000 PA USD 203000.00000000 0.092303781361 Long DBT CORP US N 2 2030-01-15 Fixed 0.04750000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21685WDF1 74000.00000000 PA USD 78296.97000000 0.035601509360 Long DBT CORP NL N 2 2022-11-09 Fixed 0.03950000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBG9 46000.00000000 PA USD 47667.50000000 0.021674337428 Long DBT CORP GB N 2 2024-06-15 Variable 0.08000000 N N N N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 56585ABA9 34000.00000000 PA USD 37310.71000000 0.016965121272 Long DBT CORP US N 2 2023-12-15 Fixed 0.04750000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112BR3 64000.00000000 PA USD 66460.16000000 0.030219330432 Long DBT CORP US N 2 2023-04-24 Fixed 0.02497000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAV1 52000.00000000 PA USD 53771.10000000 0.024449634768 Long DBT CORP JP N 2 2023-07-16 Variable 0.02721000 N N N N N N T-Mobile US, Inc. 549300V2JRLO5DIFGE82 87264ABA2 72000.00000000 PA USD 78481.44000000 0.035685387579 Long DBT CORP US N 2 2025-04-15 Fixed 0.03500000 N N N N N N Bank of America Corporation N/A 126694QG6 136201.37600000 PA USD 132092.70000000 0.060062343350 Long ABS-CBDO CORP US N 2 2035-12-20 Variable 0.03503600 N N N N N N Bank of America Corporation N/A 05949CGB6 320384.05800000 PA USD 291358.80000000 0.132480389028 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 0.03967200 N N N N N N Antler Mortgage Trust 2018 - RTL 1 N/A 03719KAA9 990989.32000000 PA USD 993086.95000000 0.451555077366 Long ABS-CBDO CORP US N 2 2022-07-25 Fixed 0.04335000 N N N N N N Next Alt S.a.r.l. 3HG2WD2W22M120IUNG49 126307BB2 80000.00000000 PA USD 79304.80000000 0.036059768079 Long DBT CORP US N 2 2030-12-01 Fixed 0.04125000 N N N N N N W&T Offshore, Inc. 549300Q7EOY2YIO3YK85 92922PAL0 140000.00000000 PA USD 87640.00000000 0.039849770435 Long DBT CORP US N 2 2023-11-01 Fixed 0.09750000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AH0 30000.00000000 PA USD 28244.70000000 0.012842820755 Long DBT CORP CA N 2 2028-01-30 Fixed 0.05000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BC2 76000.00000000 PA USD 77112.70000000 0.035063023650 Long DBT CORP GB N 2 2021-06-01 Variable 0.06875000 N N N N N N Aircastle Limited 549300PNK8AKY3OIKP58 00928QAP6 62000.00000000 PA USD 60408.07000000 0.027467454609 Long DBT CORP BM N 2 2023-04-01 Fixed 0.05000000 N N N N N N Thrivent Mutual Funds N/A N/A 3524522.10100000 NS USD 34152619.16000000 15.52914232441 Long RF US N 2 N N N General Motors Company 5493008B6JBRUJ90QL97 37045XCV6 60000.00000000 PA USD 59760.75000000 0.027173119221 Long DBT CORP US N 2 2025-02-26 Fixed 0.02900000 N N N N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 N/A 255000.00000000 PA USD 242675.85000000 0.110344328078 Long DBT CORP US N 2 2027-02-04 Floating 0.00000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAQ8 39000.00000000 PA USD 40460.68000000 0.018397407686 Long DBT CORP CA N 2 2022-07-15 Fixed 0.02900000 N N N N N N The Southern Company D981X4Z4RWS7PDMJUZ03 373334KM2 40000.00000000 PA USD 41622.40000000 0.018925639947 Long DBT CORP US N 2 2023-07-30 Fixed 0.02100000 N N N N N N Tenneco Inc. 549300U0EXXFAQFAD785 N/A 290575.00000000 PA USD 250379.76000000 0.113847283863 Long DBT CORP US N 2 2025-10-01 Floating 0.03178200 N N N N N N Next Alt S.a.r.l. 3HG2WD2W22M120IUNG49 126307AU1 245000.00000000 PA USD 251460.65000000 0.114338762849 Long DBT CORP US N 2 2026-05-15 Fixed 0.05500000 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 37045XCP9 37000.00000000 PA USD 37945.27000000 0.017253654708 Long DBT CORP US N 2 2021-11-06 Fixed 0.04200000 N N N N N N O-I Glass, Inc. V2UQUCDZJ9WY98W8QU33 690872AA4 44000.00000000 PA USD 44000.00000000 0.020006730935 Long DBT CORP US N 2 2022-01-15 Fixed 0.05000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BJ6 65000.00000000 PA USD 68567.24000000 0.031177416401 Long DBT CORP US N 2 2025-05-04 Fixed 0.05250000 N N N N N N R.R. Donnelley & Sons Company SU4X0P4WWRGOQDTSV032 N/A 79195.96000000 PA USD 73058.27000000 0.033219480693 Long DBT CORP US N 2 2024-01-15 Floating 0.05178300 N N N N N N Vodafone Group Plc 213800TQASLF9JXH5J59 98954NAA7 150000.00000000 PA USD 152443.50000000 0.069315820167 Long DBT CORP NL N 2 2027-01-15 Fixed 0.05500000 N N N N N N PG&E Corporation 8YQ2GSDWYZXO2EDN3511 69331CAH1 60000.00000000 PA USD 59775.00000000 0.027179598674 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N Albertsons Investor Holdings LLC N/A 013092AE1 50000.00000000 PA USD 51156.50000000 0.023260780252 Long DBT CORP US N 2 2030-02-15 Fixed 0.04875000 N N N N N N CIM Trust 2018 - R3 N/A 12553WAA3 203309.86000000 PA USD 214018.17000000 0.097313725965 Long ABS-CBDO CORP US N 2 2057-12-25 Variable 0.05000000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3137AQGC6 715692.08000000 PA USD 42198.14000000 0.019187428021 Long ABS-CBDO USGSE US N 2 2027-05-15 Fixed 0.03000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAJ0 225000.00000000 PA USD 230325.75000000 0.104728756994 Long DBT CORP US N 2 2025-01-15 Fixed 0.04750000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 052528AL0 71000.00000000 PA USD 72436.81000000 0.032936903806 Long DBT CORP AU N 2 2030-07-22 Variable 0.02950000 N N N N N N Lehman Brothers Holdings, Inc. N/A 86359BND9 109266.28400000 PA USD 104850.84000000 0.047675512368 Long ABS-CBDO CORP US N 2 2034-04-25 Floating 0.00684500 N N N N N N BlackRock, Inc. 8DZAUY8151XS5PISSX42 09257A108 9094.00000000 NS USD 55746.22000000 0.025347718731 Long RF US N 1 N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508BH6 66000.00000000 PA USD 67753.73000000 0.030807514681 Long DBT CORP US N 2 2025-03-12 Fixed 0.01375000 N N N N N N NextEra Energy, Inc. A89MY1K3YLIGJMYWVX50 341081FZ5 44000.00000000 PA USD 48123.01000000 0.021881457110 Long DBT CORP US N 2 2025-04-01 Fixed 0.02850000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 260000.00000000 PA USD 279500.00000000 0.127088211282 Long DBT CORP US N 2 2027-03-15 Fixed 0.05125000 N N N N N N Brookfield Residential Properties Inc. N/A 11283YAB6 235000.00000000 PA USD 224732.85000000 0.102185674143 Long DBT CORP CA N 2 2027-09-15 Fixed 0.06250000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251525AT8 42000.00000000 PA USD 42008.82000000 0.019101344514 Long DBT CORP DE N 2 2020-07-13 Fixed 0.02700000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505EH3 125000.00000000 PA USD 129383.75000000 0.058830588037 Long DBT CORP US N 2 2024-09-05 Variable 0.06250000 N N N N N N Caterpillar Inc. EDBQKYOPJUCJKLOJDE72 14913Q3A5 55000.00000000 PA USD 56749.53000000 0.025803922214 Long DBT CORP US N 2 2022-09-06 Fixed 0.01900000 N N N N N N AMSTED Industries Incorporated N2VLGYMEEBIU3PFSUY86 032177AH0 150000.00000000 PA USD 154687.50000000 0.070336163444 Long DBT CORP US N 2 2027-07-01 Fixed 0.05625000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3133KHMS2 2159319.82200000 PA USD 2275837.93000000 1.034819934503 Long ABS-MBS USGSE US N 2 2050-03-25 Fixed 0.03000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 42000.00000000 PA USD 44170.77000000 0.020084379786 Long DBT CORP US N 2 2024-08-15 Fixed 0.04250000 N N N N N N Brookfield Asset Management Inc. N/A N/A 580098.86000000 PA USD 484138.91000000 0.220137202448 Long DBT CORP US N 2 2025-08-24 Floating 0.02678300 N N N N N N Ralph Lauren Corporation HO1QNWM0IXBZ0QSMMO20 731572AA1 41000.00000000 PA USD 41714.35000000 0.018967449468 Long DBT CORP US N 2 2022-06-15 Fixed 0.01700000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AH3 22000.00000000 PA USD 22880.00000000 0.010403500086 Long DBT CORP US N 2 2025-09-20 Variable 0.04700000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FAU5 22000.00000000 PA USD 22730.67000000 0.010335599969 Long DBT CORP US N 2 2023-11-15 Fixed 0.02250000 N N N N N N United Airlines Pass Through Trust Series 2015-1 -A N/A 90932LAB3 35000.00000000 PA USD 32552.35000000 0.014801502449 Long DBT CORP US N 2 2022-12-01 Fixed 0.03700000 N N N N N N Lennar Corporation 529900G61XVRLX5TJX09 526057CR3 20000.00000000 PA USD 21855.00000000 0.009937434195 Long DBT CORP US N 2 2024-11-15 Fixed 0.05875000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAL3 40000.00000000 PA USD 40066.08000000 0.018217983686 Long DBT CORP US N 2 2024-12-01 Fixed 0.02875000 N N N N N N BALL METALPACK FINCO LLC N/A N/A 83300.00000000 PA USD 76219.50000000 0.034656887012 Long DBT CORP US N 2 2025-07-31 Floating 0.04862500 N N N N N N Energy Transfer LP 5493008K8W3OKZE54J59 29278N509 825.00000000 NS USD 16962.00000000 0.007712594775 Long EP CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRW2 71000.00000000 PA USD 71775.75000000 0.032636320862 Long DBT CORP US N 2 2023-10-24 Floating 0.02250200 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651AC1 60000.00000000 PA USD 60702.00000000 0.027601104119 Long DBT CORP US N 2 2028-07-01 Fixed 0.04500000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LV1 81000.00000000 PA USD 83771.90000000 0.038090951437 Long DBT CORP US N 2 2023-01-24 Variable 0.03142000 N N N N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAJ2 60000.00000000 PA USD 56051.25000000 0.025486415394 Long DBT CORP US N 2 2027-10-15 Fixed 0.05250000 N N N N N N Fertitta Entertainment, Inc. N/A 38113YAE9 120000.00000000 PA USD 86250.00000000 0.039217739617 Long DBT CORP US N 2 2024-10-15 Fixed 0.06750000 N N N N N N Exelon Corporation S2PEWKCZFFECR4533P43 30161MAS2 41000.00000000 PA USD 44196.39000000 0.020096029160 Long DBT CORP US N 2 2025-06-01 Fixed 0.03250000 N N N N N N Medical Properties Trust, Inc. N/A 55342UAJ3 120000.00000000 PA USD 120600.00000000 0.054836630700 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N GMACM Mortgage Loan Trust 2005-AR2 N/A 36185N6Q8 77511.83100000 PA USD 71856.32000000 0.032672955914 Long ABS-CBDO CORP US N 2 2035-05-25 Variable 0.03573900 N N N N N N Air Canada 2015-1 Pass Through Trusts N/A 009090AB7 9938.80000000 PA USD 8393.05000000 0.003816306660 Long DBT CORP CA N 2 2023-03-15 Fixed 0.03875000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAY2 176000.00000000 PA USD 193933.21000000 0.088181126179 Long DBT CORP US N 2 2024-12-05 Variable 0.04023000 N N N N N N Charter Communications, Inc. N/A 1248EPBR3 155000.00000000 PA USD 160618.75000000 0.073033093509 Long DBT CORP US N 2 2026-05-01 Fixed 0.05500000 N N N N N N Mohegan Tribe of Indians of Connecticut LLC 549300UB083Z2NRDHC48 N/A 366929.57000000 PA USD 299597.99000000 0.136226735789 Long DBT CORP US N 2 2023-10-13 Floating 0.05375000 N N N N N N Eldorado Resorts Inc. 5299000BKFWWVND5L441 N/A 84267.24000000 PA USD 83582.99000000 0.038005054357 Long DBT CORP US N 2 2024-04-17 Floating 0.03250000 N N N N N N Harley-Davidson, Inc. RLUFFFFW4GRYU77BTS24 41283LAU9 64000.00000000 PA USD 65967.82000000 0.029995464207 Long DBT CORP US N 2 2022-02-04 Fixed 0.04050000 N N N N N N Plains All American Pipeline, L.P. N/A 72650RBF8 20000.00000000 PA USD 20427.24000000 0.009288233964 Long DBT CORP US N 2 2024-11-01 Fixed 0.03600000 N N N N N N Plains All American Pipeline, L.P. N/A 72650RAY8 92000.00000000 PA USD 92842.22000000 0.042215211704 Long DBT CORP US N 2 2021-02-01 Fixed 0.05000000 N N N N N N Ford Motor Company UDSQCVRUX5BONN0VY111 345397ZX4 270000.00000000 PA USD 257458.50000000 0.117065975830 Long DBT CORP US N 2 2024-11-01 Fixed 0.04063000 N N N N N N Mylan, Inc. 549300A0CD4KNFGIIS89 62854AAM6 53000.00000000 PA USD 54108.02000000 0.024602831763 Long DBT CORP NL N 2 2021-06-15 Fixed 0.03150000 N N N N N N UPJOHN INC N/A 91533BAB6 41000.00000000 PA USD 41797.64000000 0.019005321300 Long DBT CORP US N 2 2025-06-22 Fixed 0.01650000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022675 5852000.00000000 PA USD 6098195.45000000 2.772839899085 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N Corteva, Inc. GLU7INWNWH88J9XBXD45 263534CN7 41000.00000000 PA USD 42330.84000000 0.019247766503 Long DBT CORP US N 2 2025-07-15 Fixed 0.01700000 N N N N N N CBS RADIO INC 549300S5JUSXRHNCHD80 N/A 463130.61000000 PA USD 431484.90000000 0.196195506749 Long DBT CORP US N 2 2024-11-17 Floating 0.02683600 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251541AQ1 112000.00000000 PA USD 114928.22000000 0.052257681236 Long DBT CORP DE N 2 2021-10-14 Fixed 0.04250000 N N N N N N Penske Truck Leasing Co., L.P. N/A 709599AS3 36000.00000000 PA USD 36930.82000000 0.016792385885 Long DBT CORP US N 2 2022-02-01 Fixed 0.03375000 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CBG3 34000.00000000 PA USD 37153.57000000 0.016893669960 Long DBT CORP US N 2 2023-10-02 Fixed 0.04450000 N N N N N N T-Mobile US, Inc. 549300ZTTY7CXOLJ6539 85207UAE5 250000.00000000 PA USD 262087.50000000 0.119170774864 Long DBT CORP US N 2 2021-09-15 Fixed 0.07250000 N N N N N N Volt LXXXII LLC N/A 91833HAB0 1200000.00000000 PA USD 1155474.12000000 0.525392268674 Long ABS-CBDO CORP US N 2 2049-11-25 Variable 0.04090000 N N N N N N TNS Inc. N/A N/A 464656.49000000 PA USD 444908.59000000 0.202299237522 Long DBT CORP US N 2 2022-08-14 Floating 0.04180000 N N N N N N Teva Pharmaceutical Industries Limited 5493004T21MOAFINJP35 88167AAD3 140000.00000000 PA USD 132300.00000000 0.060156602335 Long DBT CORP NL N 2 2023-07-21 Fixed 0.02800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V200 3700.00000000 NS USD 98198.00000000 0.044650476463 Long EP CORP US N 1 N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAQ2 120000.00000000 PA USD 133243.33000000 0.060585533005 Long DBT CORP US N 2 2025-05-14 Fixed 0.03600000 N N N N N N CNH Industrial N.V. 549300PNSJ5B81UMVO28 12592BAF1 60000.00000000 PA USD 61559.73000000 0.027991112603 Long DBT CORP US N 2 2021-04-01 Fixed 0.04875000 N N N N N N SAS Rue La Boetie 969500TJ5KRTCJQWXH05 225313AJ4 64300.00000000 PA USD 73382.38000000 0.033366853001 Long DBT CORP FR N 2 2025-12-23 Variable 0.08125000 N N N N N N SS&C Technologies Holdings, Inc. 549300KY09TR3J12JU49 N/A 578169.53000000 PA USD 552331.13000000 0.251144097844 Long DBT CORP US N 2 2025-04-16 Floating 0.01928300 N N N N N N SAS Rue La Boetie 969500TJ5KRTCJQWXH05 22535WAA5 37000.00000000 PA USD 38295.74000000 0.017413012867 Long DBT CORP FR N 2 2022-01-10 Fixed 0.03375000 N N N N N N VICI Properties Inc. N/A 92564RAB1 40000.00000000 PA USD 39000.00000000 0.017733238783 Long DBT CORP US N 2 2029-12-01 Fixed 0.04625000 N N N N N N Nexstar Media Group, Inc. 5493006PK6I4I2OOT688 65343HAA9 140000.00000000 PA USD 140008.40000000 0.063661599715 Long DBT CORP US N 2 2027-07-15 Fixed 0.05625000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHC6 73000.00000000 PA USD 76778.42000000 0.034911027058 Long DBT CORP US N 2 2023-12-20 Variable 0.03004000 N N N N N N Verus Securitization Trust 2019-2 N/A 92537GAC7 338936.14000000 PA USD 337359.24000000 0.153396716892 Long ABS-CBDO CORP US N 2 2059-05-25 Variable 0.03345000 N N N N N N JPMorgan Chase & Co. N/A 9393362K8 111830.07700000 PA USD 110368.29000000 0.050184288223 Long ABS-CBDO CORP US N 2 2035-03-25 Fixed 0.06000000 N N N N N N Harley Marine Financing Llc 5493005HW7HO5Y757M86 41284LAA2 256292.49000000 PA USD 228747.71000000 0.104011224683 Long ABS-O CORP US N 2 2043-05-15 Fixed 0.05682000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCS8 39000.00000000 PA USD 44691.96000000 0.020321364061 Long DBT CORP US N 2 2025-10-15 Fixed 0.03950000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAA7 240000.00000000 PA USD 248150.40000000 0.112833597370 Long DBT CORP US N 2 2026-07-15 Fixed 0.06375000 N N N N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 28035QAA0 50000.00000000 PA USD 51437.50000000 0.023388550511 Long DBT CORP US N 2 2028-06-01 Fixed 0.05500000 N N N N N N Antero Resources Corporation APVBKPOULHUX7YZLKU17 03674XAJ5 75000.00000000 PA USD 44250.00000000 0.020120405543 Long DBT CORP US N 2 2025-03-01 Fixed 0.05000000 N N N N N N Franklin Resources, Inc. QU1AAXOSV5K4OVMXJP19 880198106 10600.00000000 NS USD 56922.00000000 0.025882344052 Long RF US N 1 N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556CF7 43000.00000000 PA USD 49113.33000000 0.022331754060 Long DBT CORP US N 2 2025-03-25 Fixed 0.04133000 N N N N N N Next Alt S.a.r.l. 5493001ZMCICV4N02J21 67054KAA7 180000.00000000 PA USD 187909.20000000 0.085442018288 Long DBT CORP FR N 2 2026-05-01 Fixed 0.07375000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CE9 145000.00000000 PA USD 143371.65000000 0.065190864211 Long DBT CORP US N 2 2025-06-15 Fixed 0.05750000 N N N N N N PTC Inc. 54930050SSMU8SKDJ030 69370CAC4 40000.00000000 PA USD 39702.40000000 0.018052618961 Long DBT CORP US N 2 2028-02-15 Fixed 0.04000000 N N N N N N Medical Properties Trust, Inc. N/A 55342UAG9 110000.00000000 PA USD 114125.00000000 0.051892458363 Long DBT CORP US N 2 2026-08-01 Fixed 0.05250000 N N N N N N Morgan Stanley & Co N/A N/A 33.00000000 NC USD 17428.29000000 0.007924616106 N/A DIR CORP US N 1 CCM Futures, LLC N/A Long United States Department of The Treasury United States Treasury Note/Bond 2020-09-30 4132063.98000000 USD 17428.29000000 N N N GENESEE & WYOMING INC G617XSG94Z7G0RMW3L02 N/A 618450.00000000 PA USD 594045.96000000 0.270111765568 Long DBT CORP US N 2 2026-12-30 Floating 0.02307900 N N N N N N Dell Technologies Inc. N/A 24703DBB6 22000.00000000 PA USD 25274.49000000 0.011492270930 Long DBT CORP US N 2 2025-07-15 Fixed 0.05850000 N N N N N N PIXELLE SPECIALTY SOLUTIONS 5493002S74PA4Q8Y8Z86 N/A 608469.06000000 PA USD 571960.92000000 0.260069732545 Long DBT CORP US N 2 2024-10-31 Floating 0.07500000 N N N N N N RCO V Mortgage LLC 2019-2 N/A 74937DAA2 295089.36000000 PA USD 294527.75000000 0.133921305619 Long ABS-CBDO CORP US N 2 2024-11-25 Variable 0.03474800 N N N N N N Charter Communications, Inc. N/A 161175BQ6 60000.00000000 PA USD 66384.73000000 0.030185032530 Long DBT CORP US N 2 2024-02-01 Fixed 0.04500000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BH5 44000.00000000 PA USD 45655.61000000 0.020759534203 Long DBT CORP US N 2 2023-03-30 Variable 0.02825000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214EM1 40000.00000000 PA USD 40681.25000000 0.018497700519 Long DBT CORP AU N 2 2030-02-04 Variable 0.02894000 N N N N N N JPMorgan Chase & Co. N/A 46630GAC9 84205.09900000 PA USD 81479.54000000 0.037048618943 Long ABS-CBDO CORP US N 2 2035-07-25 Variable 0.04170300 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 37045XBW5 80000.00000000 PA USD 82760.16000000 0.037630914847 Long DBT CORP US N 2 2024-04-13 Fixed 0.03950000 N N N N N N Koppers Holdings Inc. LTO4ZL5EBDR1NE6FGJ36 500605AH3 120000.00000000 PA USD 116700.00000000 0.053063306821 Long DBT CORP US N 2 2025-02-15 Fixed 0.06000000 N N N N N N Energy Transfer LP 5493008K8W3OKZE54J59 29278NAC7 42000.00000000 PA USD 44625.11000000 0.020290967471 Long DBT CORP US N 2 2023-09-15 Fixed 0.04200000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGY9 82000.00000000 PA USD 82910.57000000 0.037699306038 Long DBT CORP US N 2 2022-01-23 Variable 0.02738000 N N N N N N TransDigm Group Incorporated 88Q84GB3X55CF5OC7582 893647BL0 200000.00000000 PA USD 174588.00000000 0.079384889558 Long DBT CORP US N 2 2027-11-15 Fixed 0.05500000 N N N N N N Ameren Corporation XRZQ5S7HYJFPHJ78L959 023608AH5 40000.00000000 PA USD 42385.81000000 0.019272761276 Long DBT CORP US N 2 2024-09-15 Fixed 0.02500000 N N N N N N Bunge Limited 549300QHC068L40NNM71 120568AW0 35000.00000000 PA USD 35330.71000000 0.016064818380 Long DBT CORP US N 2 2020-11-24 Fixed 0.03500000 N N N N N N Broadcom Inc. N/A 11134LAP4 60000.00000000 PA USD 64091.70000000 0.029142395388 Long DBT CORP US N 2 2025-01-15 Fixed 0.03125000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PAL2 69000.00000000 PA USD 75764.88000000 0.034450172011 Long DBT CORP US N 2 2023-05-01 Fixed 0.04250000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBB0 99000.00000000 PA USD 106621.20000000 0.048480492282 Long DBT CORP GB N 2 2024-05-16 Variable 0.04338000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CE7 49000.00000000 PA USD 50811.13000000 0.023103741055 Long DBT CORP GB N 2 2025-11-07 Variable 0.02633000 N N N N N N NEP/NCP Holdco, Inc. N/A N/A 615687.34000000 PA USD 502468.60000000 0.228471683720 Long DBT CORP US N 2 2025-10-20 Floating 0.03428300 N N N N N N Credit Acceptance Corporation N/A 225310AN1 80000.00000000 PA USD 77256.00000000 0.035128181935 Long DBT CORP US N 2 2024-12-31 Fixed 0.05125000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CS2 100000.00000000 PA USD 73430.00000000 0.033388505740 Long DBT CORP US N 2 2029-08-15 Fixed 0.03500000 N N N N N N Allison Transmission Holdings, Inc. MWKQ3I0U1GXP2YDSZW75 019736AD9 185000.00000000 PA USD 184537.50000000 0.083908911590 Long DBT CORP US N 2 2024-10-01 Fixed 0.05000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBF5 34000.00000000 PA USD 34806.93000000 0.015826656436 Long DBT CORP US N 2 2024-06-15 Fixed 0.02950000 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CBE8 35000.00000000 PA USD 36048.66000000 0.016391269118 Long DBT CORP US N 2 2023-04-01 Fixed 0.02250000 N N N N N N United Rentals, Inc. NGIZXNT70J2LYT3FBI09 911365BN3 270000.00000000 PA USD 261152.10000000 0.118745449952 Long DBT CORP US N 2 2030-07-15 Fixed 0.04000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BQ8 41000.00000000 PA USD 41234.40000000 0.018749216956 Long DBT CORP US N 2 2025-06-03 Fixed 0.00800000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CV0 128000.00000000 PA USD 137535.21000000 0.062537044104 Long DBT CORP US N 2 2023-03-09 Fixed 0.03700000 N N N N N N Saxon Capital, Inc. N/A 805564QB0 51602.07600000 PA USD 50290.64000000 0.022867075069 Long ABS-O CORP US N 2 2035-08-25 Variable 0.03972090 N N N N N N Next Alt S.a.r.l. 3HG2WD2W22M120IUNG49 N/A 470450.00000000 PA USD 443987.19000000 0.201880278388 Long DBT CORP US N 2 2025-07-17 Floating 0.02434800 N N N N N N Dell Technologies Inc. N/A 24703DAY7 54000.00000000 PA USD 58209.49000000 0.026467763734 Long DBT CORP US N 2 2024-07-15 Fixed 0.04000000 N N N N N N Peabody Energy Corporation EJCO258LNNVSKAR2JX59 70457LAB0 130000.00000000 PA USD 68900.00000000 0.031328721851 Long DBT CORP US N 2 2025-03-31 Fixed 0.06375000 N N N N N N iHeartMedia, Inc. 54930076J6KDZL504O62 45174HBG1 120000.00000000 PA USD 110700.00000000 0.050335116239 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N Energy Transfer LP 5493008K8W3OKZE54J59 29278NAM5 69000.00000000 PA USD 77170.72000000 0.035089405253 Long DBT CORP US N 2 2024-01-15 Fixed 0.05875000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CJ2 140000.00000000 PA USD 97608.00000000 0.044382204389 Long DBT CORP US N 2 2046-04-15 Fixed 0.04400000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 36962G6S8 81000.00000000 PA USD 84769.80000000 0.038544695001 Long DBT CORP US N 2 2023-01-09 Fixed 0.03100000 N N N N N N Next Alt S.a.r.l. 3HG2WD2W22M120IUNG49 N/A 1152112.50000000 PA USD 1090601.21000000 0.495894658325 Long DBT CORP US N 2 2027-04-15 Floating 0.02684700 N N N N N N Federal National Mortgage Association N/A 3136ABCF8 1365936.09500000 PA USD 77977.33000000 0.035456169553 Long ABS-CBDO USGSE US N 2 2028-01-25 Fixed 0.03000000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3137AUUT4 812436.72000000 PA USD 100178.16000000 0.045550852107 Long ABS-CBDO USGSE US N 2 2032-10-15 Fixed 0.03500000 N N N N N N Seagate Technology plc 529900BD50TRWEG1SF63 81180WAV3 41000.00000000 PA USD 42364.48000000 0.019263062558 Long DBT CORP KY N 2 2022-03-01 Fixed 0.04250000 N N N N N N U.S. FOODSERVICE 5493000JOOFAOUY1JZ87 N/A 249350.65000000 PA USD 233811.12000000 0.106313549262 Long DBT CORP US N 2 2023-06-27 Floating 0.01928300 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CN7 65000.00000000 PA USD 66635.14000000 0.030298893564 Long DBT CORP US N 2 2025-05-01 Fixed 0.01500000 N N N N N N CenturyLink, Inc. N/A 29078EAA3 120000.00000000 PA USD 134760.00000000 0.061275160474 Long DBT CORP US N 2 2036-06-01 Fixed 0.07995000 N N N N N N Energy Transfer LP 5493008K8W3OKZE54J59 29278NAB9 43000.00000000 PA USD 32903.39000000 0.014961119786 Long DBT CORP US N 2 2028-02-15 Variable 0.06625000 N N N N N N Hanesbrands Inc. GX5LWVWZLL5S4W1L2F20 410345AL6 170000.00000000 PA USD 171275.00000000 0.077878473658 Long DBT CORP US N 2 2026-05-15 Fixed 0.04875000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAE6 91000.00000000 PA USD 94215.36000000 0.042839576306 Long DBT CORP US N 2 2023-04-25 Variable 0.02776000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AV1 80000.00000000 PA USD 86810.22000000 0.039472470772 Long DBT CORP US N 2 2024-06-15 Fixed 0.03550000 N N N N N N Morgan Stanley & Co N/A N/A -32.00000000 NC USD -20603.20000000 -0.00936824270 N/A DIR CORP US N 1 Mizuho Securities N/A Short United States Department of The Treasury United States Treasury Note/Bond 2020-09-22 -4432896.96000000 USD -20603.20000000 N N N Cheniere Energy Partners, L.P. 5493005UEC8AZ34LDV29 16411QAD3 270000.00000000 PA USD 267351.30000000 0.121564216462 Long DBT CORP US N 2 2026-10-01 Fixed 0.05625000 N N N N N N Sound Point CLO XXI, Ltd. 5493001O6AOY43J70E72 83613HAC1 700000.00000000 PA USD 673029.00000000 0.306025229880 Long ABS-O CORP KY N 2 2031-10-26 Floating 0.02441400 N N N N N N Mylan, Inc. 30ZMPDNA1RHIBH89C294 628530BD8 34000.00000000 PA USD 37134.59000000 0.016885039784 Long DBT CORP US N 2 2023-11-29 Fixed 0.04200000 N N N N N N Riserva Clo Ltd. 549300640C8OB2I8SN35 76761RAQ2 375000.00000000 PA USD 363874.50000000 0.165453163994 Long ABS-O CORP KY N 2 2028-10-18 Floating 0.02835200 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHH5 84000.00000000 PA USD 85995.62000000 0.039102073431 Long DBT CORP US N 2 2022-05-17 Variable 0.03499000 N N N N N N RADIATE HOLDCO LLC 5493000GQJ5RDX9DNJ71 N/A 1272142.90000000 PA USD 1211716.11000000 0.550965413247 Long DBT CORP US N 2 2024-02-01 Floating 0.03750000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7G3 44000.00000000 PA USD 45137.13000000 0.020523782161 Long DBT CORP CA N 2 2023-04-17 Fixed 0.01600000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AK3 41000.00000000 PA USD 42295.96000000 0.019231906622 Long DBT CORP US N 2 2025-03-01 Fixed 0.02050000 N N N N N N GMAC ResCap, Inc., Asset Management Arm N/A 761118CW6 245277.67200000 PA USD 244382.11000000 0.111120161822 Long ABS-CBDO CORP US N 2 2035-08-25 Fixed 0.06000000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361ZX9 120000.00000000 PA USD 123872.17000000 0.056324481263 Long DBT CORP US N 2 2025-05-01 Fixed 0.07000000 N N N N N N Rock Holdings Inc. 549300FGXN1K3HLB1R50 74840LAA0 135000.00000000 PA USD 138009.15000000 0.062752543879 Long DBT CORP US N 2 2025-05-01 Fixed 0.05750000 N N N N N N Volt LXXIX LLC N/A 91834DAA0 614467.38200000 PA USD 614689.57000000 0.279498382631 Long ABS-O CORP US N 2 2049-09-25 Variable 0.03351500 N N N N N N Spectrum Brands Holdings, Inc. 549300VU3EH2E73C1Q04 84762LAW5 40000.00000000 PA USD 40050.00000000 0.018210672135 Long DBT CORP US N 2 2030-07-15 Fixed 0.05500000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38148YAC2 63000.00000000 PA USD 64590.38000000 0.029369144401 Long DBT CORP US N 2 2022-10-31 Variable 0.02876000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAN7 43000.00000000 PA USD 44534.80000000 0.020249903655 Long DBT CORP US N 2 2025-04-24 Fixed 0.01600000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AH2 75000.00000000 PA USD 75923.54000000 0.034522314464 Long DBT CORP US N 2 2021-02-15 Fixed 0.04950000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BZ1 76000.00000000 PA USD 82111.87000000 0.037336138402 Long DBT CORP GB N 2 2025-03-11 Variable 0.03803000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAD9 74000.00000000 PA USD 75461.68000000 0.034312307447 Long DBT CORP JE N 2 2021-04-15 Fixed 0.03000000 N N N N N N Energy Solutions, LLC 549300X3SKIUYR2MFH75 N/A 289100.00000000 PA USD 265489.20000000 0.120717522515 Long DBT CORP US N 2 2025-05-11 Floating 0.04750000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBL5 69000.00000000 PA USD 70756.25000000 0.032172755812 Long DBT CORP US N 2 2023-04-15 Fixed 0.01571000 N N N N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159VJ2 66000.00000000 PA USD 65876.25000000 0.029953827472 Long DBT CORP CA N 2 2025-06-04 Variable 0.04900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5DP5 1125377.85000000 PA USD 1190164.81000000 0.541166070965 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03500000 N N N N N N Federal National Mortgage Association N/A 3136A9XR4 1764231.44000000 PA USD 114138.36000000 0.051898533134 Long ABS-CBDO USGSE US N 2 2027-11-25 Fixed 0.03000000 N N N N N N Suburban Propane Partners, L.P. N/A 864486AK1 100000.00000000 PA USD 99000.00000000 0.045015144604 Long DBT CORP US N 2 2027-03-01 Fixed 0.05875000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BQ2 60000.00000000 PA USD 60692.79000000 0.027596916346 Long DBT CORP GB N 2 2022-09-10 Variable 0.02744000 N N N N N N Sound Point Clo X, Ltd. 5493004LEP80CTDZQ594 83609WAW0 375000.00000000 PA USD 339403.50000000 0.154326238705 Long ABS-O CORP KY N 2 2028-01-20 Floating 0.03835200 N N N N N N JBS S.A. 549300ZSLGV64ZL3HD75 72147KAE8 150000.00000000 PA USD 150030.00000000 0.068218405505 Long DBT CORP US N 2 2027-09-30 Fixed 0.05875000 N N N N N N American Tower Corporation (REIT) 5493006ORUSIL88JOE18 03027XAV2 42000.00000000 PA USD 45661.55000000 0.020762235112 Long DBT CORP US N 2 2025-01-15 Fixed 0.02950000 N N N N N N CenturyLink, Inc. N/A N/A 635000.00000000 PA USD 599395.55000000 0.272544215744 Long DBT CORP US N 2 2027-03-01 Floating 0.01982500 N N N N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 N/A 1449050.00000000 PA USD 1390189.59000000 0.632117024462 Long DBT CORP US N 2 2026-09-23 Floating 0.04250000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CX6 30000.00000000 PA USD 35529.00000000 0.016154980531 Long DBT CORP US N 2 2030-04-22 Fixed 0.09625000 N N N N N N AerCap Holdings N.V. N/A 459745GN9 76000.00000000 PA USD 79957.96000000 0.036356758906 Long DBT CORP US N 2 2022-08-15 Fixed 0.05875000 N N N N N N Textron Inc. 4E8B2CNXPE5P5AY03O18 883199AR2 200000.00000000 PA USD 125000.00000000 0.056837303793 Long DBT CORP US N 2 2042-02-15 Floating 0.02127400 N N N N N N SS&C Technologies Holdings, Inc. 549300KY09TR3J12JU49 N/A 401888.12000000 PA USD 383927.74000000 0.174571340746 Long DBT CORP US N 2 2025-04-16 Floating 0.01928300 N N N N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 N/A 1089525.00000000 PA USD 1030690.65000000 0.468653420731 Long DBT CORP US N 2 2026-11-19 Floating 0.01928300 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 N/A 481074.21000000 PA USD 463500.57000000 0.210752981645 Long DBT CORP US N 2 2024-01-15 Floating 0.02430000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040H824 2500.00000000 NS USD 55950.00000000 0.025440377178 Long EP CORP US N 1 N N N Charter Communications, Inc. N/A 161175AY0 34000.00000000 PA USD 38988.87000000 0.017728177990 Long DBT CORP US N 2 2025-07-23 Fixed 0.04908000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CW8 69000.00000000 PA USD 77999.02000000 0.035466031962 Long DBT CORP US N 2 2025-03-25 Fixed 0.04100000 N N N N N N Columbia Cent Clo 27 Limited 549300066YASG4MIU864 19736RAJ0 875000.00000000 PA USD 846119.75000000 0.384729322213 Long ABS-O CORP KY N 2 2028-10-25 Floating 0.03291400 N N N N N N Icahn Enterprises L.P. N/A 451102BQ9 175000.00000000 PA USD 173250.00000000 0.078776503058 Long DBT CORP US N 2 2025-12-15 Fixed 0.06375000 N N N N N N Cargill, Incorporated QXZYQNMR4JZ5RIRN4T31 141781BL7 43000.00000000 PA USD 43742.01000000 0.019889423287 Long DBT CORP US N 2 2023-07-23 Fixed 0.01375000 N N N N N N GRIFOLS WORLDWIDE OPERATIONS N/A N/A 422875.00000000 PA USD 406437.85000000 0.184806652430 Long DBT CORP US N 2 2027-11-15 Floating 0.02108500 N N N N N N GMACM Mortgage Loan Trust 2005-AR5 N/A 76112BYF1 13768.79000000 PA USD 12388.91000000 0.005633217930 Long ABS-CBDO CORP US N 2 2035-09-19 Variable 0.03957700 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAJ2 57000.00000000 PA USD 57494.13000000 0.026142490665 Long DBT CORP US N 2 2020-11-13 Fixed 0.03450000 N N N N N N CORAL-US CO-BORROWER LLC N/A N/A 1280000.00000000 PA USD 1213606.40000000 0.551824925143 Long DBT CORP US N 2 2028-01-31 Floating 0.02428200 N N N N N N PRPM 2019-4 LLC N/A 69359NAA9 187986.01000000 PA USD 188020.88000000 0.085492799009 Long ABS-CBDO CORP US N 2 2024-11-25 Variable 0.03351000 N N N N N N Peabody Energy Corporation EJCO258LNNVSKAR2JX59 N/A 386112.50000000 PA USD 208500.75000000 0.094804963751 Long DBT CORP US N 2 2025-03-31 Floating 0.02928200 N N N N N N M&F Worldwide Corp. 549300J73P7FL8TVF308 412690AF6 110000.00000000 PA USD 92176.70000000 0.041912600804 Long DBT CORP US N 2 2022-08-15 Fixed 0.08375000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CC3 40000.00000000 PA USD 40400.00000000 0.018369816586 Long DBT CORP US N 2 2023-03-15 Fixed 0.06000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AAQ6 157000.00000000 PA USD 159355.00000000 0.072458468368 Long DBT CORP FR N 2 2021-03-30 Variable 0.07625000 N N N N N N Chesapeake Energy Corporation X2MT1W32SPAZ9WSKLE78 165167DD6 68000.00000000 PA USD 7140.00000000 0.003246546792 Long DBT CORP US N 2 2025-01-01 Fixed 0.11500000 Y Y N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DZ5 60000.00000000 PA USD 60150.00000000 0.027350110585 Long DBT CORP US N 2 2027-07-15 Fixed 0.08500000 N N N N N N Bank of America Corporation N/A 126694MH8 221935.13400000 PA USD 184036.62000000 0.083681162241 Long ABS-CBDO CORP US N 2 2035-11-20 Variable 0.03423600 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BL7 52000.00000000 PA USD 53956.29000000 0.024533840370 Long DBT CORP JP N 2 2022-07-18 Fixed 0.02623000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AL8 38000.00000000 PA USD 39374.35000000 0.017903455141 Long DBT CORP JP N 2 2022-02-22 Fixed 0.02998000 N N N N N N DCP Midstream, LP 549300Y6CTBSE0QIPL28 23311VAJ6 80000.00000000 PA USD 80600.00000000 0.036648693486 Long DBT CORP US N 2 2027-07-15 Fixed 0.05625000 N N N N N N Lowe's Companies, Inc. WAFCR4OKGSC504WU3E95 548661DT1 44000.00000000 PA USD 50207.04000000 0.022829062280 Long DBT CORP US N 2 2025-04-15 Fixed 0.04000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBT6 48000.00000000 PA USD 50369.84000000 0.022903087185 Long DBT CORP JP N 2 2024-09-27 Fixed 0.02448000 N N N N N N Liberty Media Corporation WP5O65E6BMU84LNO4227 82967NBA5 220000.00000000 PA USD 225680.40000000 0.102616523640 Long DBT CORP US N 2 2027-08-01 Fixed 0.05000000 N N N N N N Park Avenue Institutional Advisers CLO Ltd 2018-1 N/A 70016RAC9 700000.00000000 PA USD 691520.90000000 0.314433467784 Long ABS-O CORP KY N 2 2031-10-20 Floating 0.02635300 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDA4 34000.00000000 PA USD 34747.95000000 0.015799838322 Long DBT CORP US N 2 2021-08-15 Fixed 0.02715000 N N N N N N Starwood Mortgage Residential Trust 2020-2 N/A 85573DAB5 400000.00000000 PA USD 399636.76000000 0.181714207482 Long ABS-CBDO CORP US N 2 2060-04-25 Variable 0.03970000 N N N N N N OneMain Holdings, Inc. 5493008I795YYBFWFU90 85172FAQ2 70000.00000000 PA USD 69300.00000000 0.031510601223 Long DBT CORP US N 2 2028-01-15 Fixed 0.06625000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2J2 49000.00000000 PA USD 51317.09000000 0.023333800273 Long DBT CORP FR N 2 2025-11-19 Variable 0.02819000 N N N N N N Mondelez International, Inc. 549300CW356R8I7N8D33 60920LAC8 58000.00000000 PA USD 59025.55000000 0.026838824935 Long DBT CORP NL N 2 2021-10-28 Fixed 0.02000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752AJ2 64000.00000000 PA USD 67826.05000000 0.030840398471 Long DBT CORP US N 2 2025-01-15 Fixed 0.02375000 N N N N N N TerraForm Power, Inc. 5493000S2OLR3UT5BE13 88104LAE3 115000.00000000 PA USD 120175.00000000 0.054643383867 Long DBT CORP US N 2 2028-01-31 Fixed 0.05000000 N N N N N N Chevron Corporation N/A 166764BV1 21000.00000000 PA USD 21361.70000000 0.009713131459 Long DBT CORP US N 2 2023-05-11 Fixed 0.01141000 N N N N N N F.N.B. Corporation PCYSKIGYNYFDTBLVZU83 30260NAA9 81000.00000000 PA USD 80527.75000000 0.036615841524 Long DBT CORP US N 2 2023-02-24 Fixed 0.02200000 N N N N N N Hainan Traffic Administration Holding Co., Ltd. 635400ZRKEX9L1BKCH30 05401AAD3 18000.00000000 PA USD 16434.73000000 0.007472845934 Long DBT CORP KY N 2 2024-05-15 Fixed 0.05250000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92553PBD3 38000.00000000 PA USD 37449.00000000 0.017028001518 Long DBT CORP US N 2 2057-02-28 Variable 0.05875000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AH4 91000.00000000 PA USD 89561.29000000 0.040723377983 Long DBT CORP US N 2 2022-09-15 Fixed 0.05000000 N N N N N N VICI Properties Inc. N/A 92564RAA3 40000.00000000 PA USD 38383.60000000 0.017452962671 Long DBT CORP US N 2 2026-12-01 Fixed 0.04250000 N N N N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159QD1 71000.00000000 PA USD 73893.75000000 0.033599372137 Long DBT CORP CA N 2 2023-01-18 Fixed 0.02375000 N N N N N N J.B. Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 445658CE5 35000.00000000 PA USD 36313.97000000 0.016511905158 Long DBT CORP US N 2 2022-08-15 Fixed 0.03300000 N N N N N N JPMorgan Chase & Co. N/A 07384MZX3 137582.36300000 PA USD 129264.15000000 0.058776206105 Long ABS-CBDO CORP US N 2 2034-01-25 Variable 0.03599500 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48124BAC9 57000.00000000 PA USD 55432.50000000 0.025205070740 Long DBT CORP US N 2 2023-05-01 Variable 0.05150000 N N N N N N Cascade Funding Mortgage Trust 2018-RM1 N/A 147278AA3 150811.34000000 PA USD 151198.50000000 0.068749720621 Long ABS-CBDO CORP US N 2 2048-06-25 Fixed 0.04580000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBF6 150000.00000000 PA USD 160247.38000000 0.072864232153 Long DBT CORP US N 2 2025-11-20 Fixed 0.05750000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 40414LAJ8 40000.00000000 PA USD 43539.57000000 0.019797374137 Long DBT CORP US N 2 2023-11-15 Fixed 0.04250000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAX9 56000.00000000 PA USD 58831.84000000 0.026750745302 Long DBT CORP DK N 2 2023-01-12 Variable 0.05000000 N N N N N N Deutsche Bank Aktiengesellschaft N/A 251510EL3 175048.78000000 PA USD 179596.14000000 0.081662082955 Long ABS-CBDO CORP US N 2 2035-06-25 Fixed 0.05250000 N N N N N N NOURYON USA LLC 549300K7VB5G6LULFT41 N/A 523642.93000000 PA USD 490040.76000000 0.222820764379 Long DBT CORP US N 2 2025-10-01 Floating 0.03187900 N N N N N N Eaton Vance Corp. NZ7KR43H6Z5W1GY0QX46 27828H105 1414.00000000 NS USD 15935.78000000 0.007245974152 Long RF US N 1 N N N Encompass Health Corporation 549300FVRPM9DRQZRG64 29261AAA8 170000.00000000 PA USD 163050.40000000 0.074138760948 Long DBT CORP US N 2 2028-02-01 Fixed 0.04500000 N N N N N N Cox Enterprises, Inc. 5493001NEDZNIFRP2R92 224044CA3 54000.00000000 PA USD 56888.14000000 0.025866947963 Long DBT CORP US N 2 2023-06-30 Fixed 0.02950000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746SJ1 80000.00000000 PA USD 80569.84000000 0.036634979781 Long DBT CORP US N 2 2023-10-31 Floating 0.01990100 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AG2 59000.00000000 PA USD 61188.51000000 0.027822319452 Long DBT CORP US N 2 2022-07-15 Fixed 0.02850000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFE9 72000.00000000 PA USD 77167.90000000 0.035088123003 Long DBT CORP US N 2 2023-04-01 Fixed 0.03350000 N N N N N N Fidelity National Financial, Inc. 549300CAZYIH39SYQ287 31620RAF2 62000.00000000 PA USD 66694.21000000 0.030325752600 Long DBT CORP US N 2 2022-09-01 Fixed 0.05500000 N N N N N N The Guardian Life Insurance Company of America 635400NHILJ5JEKILC36 40139LAA1 40000.00000000 PA USD 40537.56000000 0.018432364902 Long DBT CORP US N 2 2021-04-26 Fixed 0.02000000 N N N N N N Targa Resources Corp. N/A 87612BBE1 190000.00000000 PA USD 183350.00000000 0.083368957204 Long DBT CORP US N 2 2027-02-01 Fixed 0.05375000 N N N N N N Business Jet Securities LLC Series 2018-2 N/A 12326RAA0 265634.28000000 PA USD 263565.97000000 0.119843032852 Long ABS-O CORP US N 2 2033-06-15 Fixed 0.04447000 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573AN6 34000.00000000 PA USD 36274.47000000 0.016493944570 Long DBT CORP US N 2 2024-06-15 Fixed 0.02875000 N N N N N N Spectrum Brands Holdings, Inc. 549300VU3EH2E73C1Q04 84762LAU9 60000.00000000 PA USD 61576.20000000 0.027998601486 Long DBT CORP US N 2 2025-07-15 Fixed 0.05750000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408GZ0 34000.00000000 PA USD 37330.93000000 0.016974315274 Long DBT CORP US N 2 2023-11-01 Fixed 0.03700000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 891906AB5 41000.00000000 PA USD 44212.78000000 0.020103481667 Long DBT CORP US N 2 2023-06-01 Fixed 0.03750000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150AJ3 55000.00000000 PA USD 55915.89000000 0.025424867414 Long DBT CORP US N 2 2021-03-14 Fixed 0.03150000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LG4 37000.00000000 PA USD 38356.79000000 0.017440772206 Long DBT CORP US N 2 2022-04-25 Fixed 0.02750000 N N N N N N CIT Group Inc. N8O96ZZJQRFYQUJY7K79 125581GY8 180000.00000000 PA USD 182568.60000000 0.083013655851 Long DBT CORP US N 2 2024-02-16 Fixed 0.04750000 N N N N N N Crestwood Equity Partners LP 549300CUY0F1TYDLDL45 226344307 17735.00000000 NS USD 97010.45000000 0.044110499342 Long EP CORP US N 1 N N N 2020-07-28 Thrivent Series Fund, Inc. Sarah L. Bergstrom Sarah L. Bergstrom Head of Fund Accounting & Assistant Treasurer