0001752724-21-187199.txt : 20210826
0001752724-21-187199.hdr.sgml : 20210826
20210826142147
ACCESSION NUMBER: 0001752724-21-187199
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210826
PERIOD START: 20211231
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: 211211563
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
55402-3211
612-844-5168
THRIVENT OPPORTUNITY INCOME PLUS PORTFOLIO
S000001439
H4GRY3EB6CW3HHHY7W77
2021-12-31
2021-06-30
N
264967517.16
30950726.65
234016790.51
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
29645397.27000000
0.00000000
0.00000000
0.00000000
USD
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194AL9
84000.00000000
PA
USD
93322.94000000
0.039878736819
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.03850000
N
N
N
N
N
N
Bloomin' Brands, Inc.
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc., Convertible
094235AB4
17000.00000000
PA
USD
41214.38000000
0.017611719189
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05000000
N
N
N
N
Y
Bloomin' Brands Inc
Bloomin' Brands Inc
USD
XXXX
N
N
N
Royal Dutch Shell plc
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CF7
39000.00000000
PA
USD
41000.25000000
0.017520217207
Long
DBT
CORP
NL
N
2
2025-04-06
Fixed
0.02375000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
Australia and New Zealand Banking Group, Ltd.
052528AL0
96000.00000000
PA
USD
99873.60000000
0.042677963312
Long
DBT
CORP
AU
N
2
2030-07-22
Variable
0.02950000
N
N
N
N
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150190AE6
150000.00000000
PA
USD
154500.00000000
0.066020903740
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05250000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHF9
117000.00000000
PA
USD
122929.17000000
0.052530064074
Long
DBT
CORP
US
N
2
2024-03-05
Variable
0.03550000
N
N
N
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc., Convertible
703343AB9
79000.00000000
PA
USD
85221.25000000
0.036416724549
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.01000000
N
N
N
N
Y
Patrick Industries Inc
Patrick Industries Inc
USD
XXXX
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAY2
176000.00000000
PA
USD
189961.57000000
0.081174333510
Long
DBT
CORP
US
N
2
2024-12-05
Variable
0.04023000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating, LP
29278NAC7
42000.00000000
PA
USD
44923.28000000
0.019196605466
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAM5
148000.00000000
PA
USD
145904.44000000
0.062347851058
Long
DBT
CORP
US
N
2
2027-01-28
Variable
0.01122000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HB0
100000.00000000
PA
USD
116478.99000000
0.049773774670
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
0.05500000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAG6
67000.00000000
PA
USD
72025.00000000
0.030777706096
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04500000
N
N
N
N
N
N
Jabil Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313AL7
42000.00000000
PA
USD
42311.13000000
0.018080382141
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.01700000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MAX1
41000.00000000
PA
USD
45669.67000000
0.019515552666
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.05250000
N
N
N
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAJ4
390000.00000000
PA
USD
463370.70000000
0.198007458776
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AE4H7
687823.04000000
PA
USD
33498.36000000
0.014314511333
Long
ABS-CBDO
USGSE
US
N
2
2031-11-25
Fixed
0.03000000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AH0
155000.00000000
PA
USD
147056.25000000
0.062840042237
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
0.05000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertson's Companies, Inc.
013092AG6
225000.00000000
PA
USD
222468.75000000
0.095065294039
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03500000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation, 4.750%
89832Q695
2650.00000000
NS
USD
70543.00000000
0.030144418204
Long
EP
CORP
US
N
1
N
N
N
Chevron Corporation
N/A
Chevron Corporation
166764BW9
41000.00000000
PA
USD
42012.57000000
0.017952801552
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
0.01554000
N
N
N
N
N
N
APA Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411AW5
40000.00000000
PA
USD
41900.00000000
0.017904698166
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
0.05100000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
115000.00000000
PA
USD
144325.00000000
0.061672925128
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.11750000
N
N
N
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
Navistar, Inc., Term Loan
N/A
619200.00000000
PA
USD
619200.00000000
0.264596398681
Long
DBT
CORP
US
N
2
2024-11-06
Floating
0.03600000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GVR2
61000.00000000
PA
USD
68192.42000000
0.029139968910
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
0.04250000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KW5
100000.00000000
PA
USD
99993.89000000
0.042729365607
Long
STIV
USGSE
US
N
2
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
125000.00000000
PA
USD
129397.50000000
0.055294109332
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.04375000
N
N
N
N
N
N
Sysco Corporation
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829BL0
42000.00000000
PA
USD
53867.49000000
0.023018643184
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.05950000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
310000.00000000
PA
USD
360375.00000000
0.153995360424
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04875000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CN7
66000.00000000
PA
USD
68475.00000000
0.029260720929
Long
DBT
CORP
GB
N
2
2030-12-17
Variable
0.04600000
N
N
N
N
N
N
CommScope Holding Company, Inc.
M4TWC4QDOKW45N7T6Y12
CommScope Technologies Finance, LLC
20337YAA5
123000.00000000
PA
USD
125613.75000000
0.053677238170
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AL5
60000.00000000
PA
USD
63000.00000000
0.026921145214
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04875000
N
N
N
N
N
N
Nexstar Media Group, Inc.
5493006PK6I4I2OOT688
Nexstar Escrow Corporation
65343HAA9
155000.00000000
PA
USD
164300.00000000
0.070208637440
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752AQ1
52000.00000000
PA
USD
54909.50000000
0.023463914653
Long
DBT
CORP
KY
N
2
2025-04-07
Fixed
0.03075000
N
N
N
N
N
N
WEATHERFORD INTERNATIONAL
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AR8
100000.00000000
PA
USD
104625.00000000
0.044708330445
Long
DBT
CORP
BM
N
2
2024-09-01
Fixed
0.08750000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAA3
70000.00000000
PA
USD
72815.40000000
0.031115459639
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
CIT Group Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group, Inc.
125581GW2
84000.00000000
PA
USD
94500.00000000
0.040381717822
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
0.05250000
N
N
N
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAB6
65000.00000000
PA
USD
66950.00000000
0.028609058287
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03625000
N
N
N
N
N
N
Fifth Third Bancorp
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677AAB0
42000.00000000
PA
USD
46546.95000000
0.019890431750
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.03850000
N
N
N
N
N
N
Loews Corporation
549300YX2GSZD7YG1R84
CNA Financial Corporation
126117AS9
36000.00000000
PA
USD
38952.07000000
0.016644989410
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03950000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
VRX Escrow Corporation
91831AAC5
305000.00000000
PA
USD
312625.00000000
0.133590841630
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.06125000
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
N/A
Penske Truck Leasing Company, LP
709599BM5
42000.00000000
PA
USD
42277.79000000
0.018066135300
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.01700000
N
N
N
N
N
N
Credit Acceptance Corporation
N/A
Credit Acceptance Corporation
225310AN1
130000.00000000
PA
USD
134712.50000000
0.057565313884
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
0.05125000
N
N
N
N
N
N
Magic Mergeco Inc.
N/A
Magic MergerCo, Inc.
55916AAA2
95000.00000000
PA
USD
97463.35000000
0.041648015848
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05250000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2A0
84000.00000000
PA
USD
92541.95000000
0.039545004355
Long
DBT
CORP
US
N
2
2028-05-22
Variable
0.03584000
N
N
N
N
N
N
Chevron Corporation
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AP1
65000.00000000
PA
USD
71308.13000000
0.030471373376
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.03900000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications, Inc., Term Loan
N/A
355488.70000000
PA
USD
352157.77000000
0.150483975629
Long
DBT
CORP
US
N
2
2026-05-01
Floating
0.03104300
N
N
N
N
N
N
Huntington Bancshares Incorporated
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AV6
66000.00000000
PA
USD
70455.00000000
0.030106814065
Long
DBT
CORP
US
N
2
2027-10-15
Variable
0.04450000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDJ6
55000.00000000
PA
USD
58610.20000000
0.025045296908
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06125000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DZ5
40000.00000000
PA
USD
50368.00000000
0.021523241939
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.08500000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CW8
90000.00000000
PA
USD
110958.30000000
0.047414674715
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.09000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
80000.00000000
PA
USD
85378.42000000
0.036483886397
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
Srm Escrow Issuer LLC
N/A
SRM Escrow Issuer, LLC
85236FAA1
165000.00000000
PA
USD
174900.00000000
0.074738226953
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06000000
N
N
N
N
N
N
McKesson Corporation
549300WZWOM80UCFSF54
McKesson Corporation
581557BJ3
42000.00000000
PA
USD
47608.79000000
0.020344176969
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
0.03950000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding, LLC
36166NAJ2
42000.00000000
PA
USD
48943.96000000
0.020914721500
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04400000
N
N
N
N
N
N
Freed Abs Trust 2020-1
N/A
Freedom ABS Trust
35634TAA4
100824.05000000
PA
USD
101332.70000000
0.043301465582
Long
ABS-O
CORP
US
N
2
2027-03-18
Fixed
0.02520000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart, Inc., Term Loan
N/A
760000.00000000
PA
USD
760190.00000000
0.324844212393
Long
DBT
CORP
US
N
2
2028-02-12
Floating
0.04500000
N
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CB0
41000.00000000
PA
USD
41755.95000000
0.017843142754
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01350000
N
N
N
N
N
N
Hilcorp Energy Company
N/A
Hilcorp Energy I, LP
431318AU8
115000.00000000
PA
USD
119887.50000000
0.051230298363
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05750000
N
N
N
N
N
N
Cheniere Energy, Inc.
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings, LLC
16412XAC9
86000.00000000
PA
USD
98561.94000000
0.042117465069
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
0.05875000
N
N
N
N
N
N
Oaktown Re III Ltd.
2549008N2FD0KB1Y5E03
Oaktown Re III, Ltd.
67400KAA8
35285.94000000
PA
USD
35295.93000000
0.015082648524
Long
ABS-CBDO
CORP
BM
N
2
2029-07-25
Floating
0.01491500
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDB9
44000.00000000
PA
USD
49280.00000000
0.021058318034
Long
DBT
CORP
US
N
2
2030-09-30
Variable
0.05700000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBD4
42000.00000000
PA
USD
48694.01000000
0.020807912925
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
0.04800000
N
N
N
N
N
N
Macquarie Group Limited
ACMHD8HWFMFUIQQ8Y590
Macquarie Group, Ltd.
55607PAF2
83000.00000000
PA
USD
82369.74000000
0.035198217965
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
0.01629000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BR4
63000.00000000
PA
USD
74415.04000000
0.031799017428
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
0.05050000
N
N
N
N
N
N
GMACM Mortgage Loan Trust 2005-AR5
N/A
GMAC Mortgage Corporation Loan Trust
76112BYF1
8382.53700000
PA
USD
7778.50000000
0.003323906794
Long
ABS-CBDO
CORP
US
N
2
2035-09-19
Variable
0.03444600
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5DP5
648174.04200000
PA
USD
684102.37000000
0.292330464198
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03500000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Structured Asset Mortgage Investments, Inc.
86359LLZ0
124058.37300000
PA
USD
119636.66000000
0.051123109474
Long
ABS-CBDO
CORP
US
N
2
2035-12-25
Floating
0.00711600
N
N
N
N
N
N
Halliburton Company
ENYF8GB5SMQZ25S06U51
Halliburton Company
406216BL4
42000.00000000
PA
USD
43644.26000000
0.018650054940
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02920000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KHMS2
1256324.54200000
PA
USD
1310700.66000000
0.560088298426
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Fixed
0.03000000
N
N
N
N
N
N
Marvell Technology Group Ltd.
N/A
Marvell Technology, Inc.
573874AG9
42000.00000000
PA
USD
43527.58000000
0.018600195270
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.02950000
N
N
N
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
Navient Corporation
78442FEQ7
70000.00000000
PA
USD
73829.00000000
0.031548590953
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
0.05500000
N
N
N
N
N
N
APA Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BE4
130000.00000000
PA
USD
138385.00000000
0.059134645722
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation, Convertible
04010LAW3
32000.00000000
PA
USD
34819.20000000
0.014878932372
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.04625000
N
N
N
N
Y
Ares Capital Corp
Ares Capital Corp
USD
XXXX
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
06406RAF4
63000.00000000
PA
USD
70211.30000000
0.030002676238
Long
DBT
CORP
US
N
2
2028-01-29
Fixed
0.03400000
N
N
N
N
N
N
Oaktown Re II Ltd - Series 2018-1
254900KOPN6EP9T3LD85
Oaktown Re II, Ltd.
67400CAA6
51638.29600000
PA
USD
51650.47000000
0.022071266718
Long
ABS-CBDO
CORP
BM
N
2
2028-07-25
Floating
0.01641500
N
N
N
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
Springleaf Finance Corporation
85172FAQ2
95000.00000000
PA
USD
108904.20000000
0.046536917185
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06625000
N
N
N
N
N
N
Radiate TopCo
N/A
Radiate Holdco, LLC
75026JAE0
65000.00000000
PA
USD
68292.25000000
0.029182628242
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.06500000
N
N
N
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International, Inc.
588056BA8
105000.00000000
PA
USD
108045.00000000
0.046169764043
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05125000
N
N
N
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAJ1
55000.00000000
PA
USD
55550.00000000
0.023737612963
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
Medtronic plc
D56MRZY2INAN94ZONZ37
Medtronic, Inc.
585055BS4
15000.00000000
PA
USD
16468.13000000
0.007037157446
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.03500000
N
N
N
N
N
N
Titan Acquisition Holdco Limited
N/A
Titan Acquisition, Ltd.
88827AAA1
45000.00000000
PA
USD
46631.25000000
0.019926454806
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
0.07750000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505FL3
86000.00000000
PA
USD
98432.16000000
0.042062007510
Long
DBT
CORP
US
N
2
2028-03-15
Variable
0.05875000
N
N
N
N
N
N
The Hartford Financial Services Group, Inc.
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515BE3
42000.00000000
PA
USD
44093.12000000
0.018841861690
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
0.02800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
41000.00000000
PA
USD
41051.75000000
0.017542224175
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.00560000
N
N
N
N
N
N
InterDigital, Inc.
N/A
InterDigital, Inc.
45867G101
194.00000000
NS
USD
14167.82000000
0.006054189517
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corporation
549300QQXOOYEF89IC56
Western Digital Corporation
958102105
289.00000000
NS
USD
20568.13000000
0.008789168484
Long
EC
CORP
US
N
1
N
N
N
Target Corporation
8WDDFXB5T1Z6J0XC1L66
Target Corporation
87612EBJ4
42000.00000000
PA
USD
43868.35000000
0.018745813026
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02350000
N
N
N
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAG5
125000.00000000
PA
USD
125937.50000000
0.053815582944
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
0.05000000
N
N
N
N
N
N
FLEX ACQUISITION CO INC
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc., Term Loan
N/A
606585.56000000
PA
USD
600313.47000000
0.256525811114
Long
DBT
CORP
US
N
2
2025-06-29
Floating
0.03394900
N
N
N
N
N
N
J2 Global, Inc.
5493008OJYGLHD7MXA18
J2 Global, Inc., Convertible
48123VAD4
109000.00000000
PA
USD
138909.60000000
0.059358817671
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.01750000
N
N
N
N
Y
J2 Global Inc
J2 Global Inc
USD
XXXX
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AT1
63000.00000000
PA
USD
66169.87000000
0.028275693319
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
0.03455000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAD4
43000.00000000
PA
USD
45951.08000000
0.019635804721
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
0.02875000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan
N/A
1083500.00000000
PA
USD
1066662.41000000
0.455805930709
Long
DBT
CORP
US
N
2
2025-12-09
Floating
0.02354300
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KB1
100000.00000000
PA
USD
99996.00000000
0.042730267252
Long
STIV
USGSE
US
N
2
N
N
N
GENESEE & WYOMING INC
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc., Term Loan
N/A
612250.00000000
PA
USD
607829.56000000
0.259737584929
Long
DBT
CORP
US
N
2
2026-12-30
Floating
0.02147200
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159VJ2
66000.00000000
PA
USD
72435.00000000
0.030952907200
Long
DBT
CORP
CA
N
2
2025-06-04
Variable
0.04900000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
General Electric Company
369604BQ5
133000.00000000
PA
USD
130340.00000000
0.055696858210
Long
DBT
CORP
US
N
2
2021-09-15
Floating
0.03448900
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc., Term Loan
N/A
394012.50000000
PA
USD
392739.84000000
0.167825496257
Long
DBT
CORP
US
N
2
2027-11-23
Floating
0.04250000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US, LLC, Term Loan
N/A
145000.00000000
PA
USD
144955.05000000
0.061942157946
Long
DBT
CORP
US
N
2
2028-04-08
Floating
0.03604200
N
N
N
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AT3
63000.00000000
PA
USD
71953.02000000
0.030746947619
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.04200000
N
N
N
N
N
N
OSMOSIS DEBT MERGER SUB
N/A
Osmosis Debt Merger Sub, Inc., Term Loan
N/A
95000.00000000
PA
USD
95237.50000000
0.040696866148
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BN3
100000.00000000
PA
USD
103000.00000000
0.044013935827
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MG3
84000.00000000
PA
USD
87914.40000000
0.037567560775
Long
DBT
CORP
US
N
2
2024-09-12
Variable
0.05000000
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62954HAE8
21000.00000000
PA
USD
22147.05000000
0.009463872208
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
0.02700000
N
N
N
N
N
N
KeyCorp
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327V2B9
63000.00000000
PA
USD
70564.12000000
0.030153443197
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
0.03900000
N
N
N
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
Springleaf Finance Corporation
85172FAN9
110000.00000000
PA
USD
128118.10000000
0.054747396424
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.07125000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
145000.00000000
PA
USD
151923.75000000
0.064920021195
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BN4
51000.00000000
PA
USD
50987.20000000
0.021787838337
Long
DBT
CORP
AU
N
2
2031-03-11
Fixed
0.02688000
N
N
N
N
N
N
Schlumberger Limited
549300P4EXZFF0LRNF59
Schlumberger Finance Canada, Ltd.
80685XAC5
41000.00000000
PA
USD
41450.50000000
0.017712617932
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
0.01400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31418CYM0
647250.87000000
PA
USD
689844.75000000
0.294784296672
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
BP p.l.c.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAE0
101000.00000000
PA
USD
117118.98000000
0.050047255047
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
0.04234000
N
N
N
N
N
N
Barings CLO Ltd. 2018-III
5493000D71NBEM2WZE67
Babson CLO, Ltd.
06760PAJ0
500000.00000000
PA
USD
491375.00000000
0.209974249680
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
0.03088200
N
N
N
N
N
N
Chobani Global Holdings, Inc.
N/A
Chobani, LLC
17027NAB8
170000.00000000
PA
USD
176162.50000000
0.075277718156
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04625000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BY5
49000.00000000
PA
USD
48845.83000000
0.020872788612
Long
DBT
CORP
GB
N
2
2025-01-12
Variable
0.00991000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAW7
34000.00000000
PA
USD
35554.54000000
0.015193157688
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.02500000
N
N
N
N
N
N
Palmer Square Loan Funding 2019-1 Ltd
N/A
Palmer Square Loan Funding, Ltd.
69700VAE9
250000.00000000
PA
USD
250069.25000000
0.106859533221
Long
ABS-O
CORP
KY
N
2
2027-04-20
Floating
0.02438300
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650BZ2
38000.00000000
PA
USD
39047.27000000
0.016685670252
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.02750000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc., Term Loan
N/A
465640.71000000
PA
USD
454195.26000000
0.194086611909
Long
DBT
CORP
US
N
2
2026-08-21
Floating
0.03685500
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
80000.00000000
PA
USD
82538.40000000
0.035270289717
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04750000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods, Inc.
82873MAA1
130000.00000000
PA
USD
131129.70000000
0.056034312629
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
The E.W. Scripps Company
N/A
Scripps Escrow II, Inc.
81105DAB1
55000.00000000
PA
USD
54826.20000000
0.023428318916
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05375000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDG1
42000.00000000
PA
USD
45734.24000000
0.019543144703
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03375000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
75000.00000000
PA
USD
80250.00000000
0.034292411166
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
17.00000000
NS
USD
37197.53000000
0.015895239789
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc
00846UAN1
42000.00000000
PA
USD
41997.18000000
0.017946225101
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
0.02300000
N
N
N
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AD3
123000.00000000
PA
USD
135607.50000000
0.057947765074
Long
DBT
CORP
JP
N
2
2044-10-16
Variable
0.05100000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
145000.00000000
PA
USD
159898.75000000
0.068327896323
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEP5
73000.00000000
PA
USD
75287.09000000
0.032171661629
Long
DBT
CORP
US
N
2
2025-05-15
Floating
0.01255900
N
N
N
N
N
N
Transocean Ltd.
5493000CTMQ2LH21VM89
Transocean Proteus, Ltd.
893829AA9
41250.00000000
PA
USD
41662.50000000
0.017803209722
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
0.06250000
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122DE5
63000.00000000
PA
USD
72042.76000000
0.030785295295
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
0.03900000
N
N
N
N
N
N
Endo International plc
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
195000.00000000
PA
USD
199354.35000000
0.085188054056
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.07500000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741108
417.00000000
NS
USD
22138.53000000
0.009460231443
Long
EC
CORP
US
N
1
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Companies, Inc., Term Loan
N/A
545000.00000000
PA
USD
546983.80000000
0.233736989045
Long
DBT
CORP
US
N
2
2028-04-15
Floating
0.05000000
N
N
N
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
SFR Group SA
67054KAA7
200000.00000000
PA
USD
207986.00000000
0.088876528708
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
0.07375000
N
N
N
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AD4
160000.00000000
PA
USD
205200.00000000
0.087686015842
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAB9
52000.00000000
PA
USD
54004.44000000
0.023077164626
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03250000
N
N
N
N
N
N
PPL Corporation
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAQ6
42000.00000000
PA
USD
48511.90000000
0.020730093722
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04125000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587DF1
85000.00000000
PA
USD
89887.50000000
0.038410705404
Long
DBT
CORP
US
N
2
2051-01-15
Variable
0.04000000
N
N
N
N
N
N
Panasonic Corporation
254900GE1G59KGWPHX32
Panasonic Corporation
69832AAA4
52000.00000000
PA
USD
53028.16000000
0.022659980886
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
0.02536000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XAJ9
84000.00000000
PA
USD
94842.72000000
0.040528168852
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.04400000
N
N
N
N
N
N
Willis Towers Watson Public Limited Company
5493004KVU1HWZCP0C66
Willis North America, Inc.
970648AG6
84000.00000000
PA
USD
97028.07000000
0.041462012101
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04500000
N
N
N
N
N
N
Six Flags Entertainment Corporation
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
75000.00000000
PA
USD
80827.50000000
0.034539188330
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07000000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GCS7
110000.00000000
PA
USD
111617.00000000
0.047696150244
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
Helm AG
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAD8
105000.00000000
PA
USD
106960.35000000
0.045706271659
Long
DBT
CORP
LU
N
2
2025-06-15
Fixed
0.06875000
N
N
N
N
N
N
Fox Corporation
549300DDU6FDRBIELS05
Fox Corporation
35137LAG0
73000.00000000
PA
USD
79081.78000000
0.033793207670
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.04030000
N
N
N
N
N
N
Valeant Pharmaceuticals International, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc., Term Loan
N/A
898163.50000000
PA
USD
894013.98000000
0.382029844120
Long
DBT
CORP
US
N
2
2025-06-01
Floating
0.03104300
N
N
N
N
N
N
TC Energy Corporation
549300Y0MFCAXLBWUV51
TransCanada Trust
89356BAB4
90000.00000000
PA
USD
100462.50000000
0.042929611922
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
0.05875000
N
N
N
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AE6
40000.00000000
PA
USD
42000.00000000
0.017947430143
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
0.04750000
N
N
N
N
N
N
The Kroger Co.
6CPEOKI6OYJ13Q6O7870
Kroger Company
501044DL2
42000.00000000
PA
USD
49475.69000000
0.021141940239
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04500000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JC1
100000.00000000
PA
USD
99998.92000000
0.042731515025
Long
STIV
USGSE
US
N
2
N
N
N
Suburban Propane Partners, L.P.
N/A
Suburban Propane Partners, LP
864486AK1
155000.00000000
PA
USD
162735.28000000
0.069540001657
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05875000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AM8
41000.00000000
PA
USD
40792.44000000
0.017431415887
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAB3
35000.00000000
PA
USD
35762.65000000
0.015282087204
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04375000
N
N
N
N
N
N
Siemens Aktiengesellschaft
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KBD4
63000.00000000
PA
USD
63369.77000000
0.027079155244
Long
DBT
CORP
NL
N
2
2028-03-11
Fixed
0.01700000
N
N
N
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
BWAY Holding Company
12429TAD6
95000.00000000
PA
USD
95950.00000000
0.041001331481
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.05500000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158BB1
23000.00000000
PA
USD
23546.87000000
0.010062042962
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.01500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F020679
3925000.00000000
PA
USD
3963023.48000000
1.693478263402
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
Stryker Corporation
5493002F0SC4JTBU5137
Stryker Corporation
863667AQ4
42000.00000000
PA
USD
47244.82000000
0.020188645394
Long
DBT
CORP
US
N
2
2028-03-07
Fixed
0.03650000
N
N
N
N
N
N
Golden Nugget Inc New
N/A
Golden Nugget, LLC, Term Loan
N/A
468875.70000000
PA
USD
465087.18000000
0.198740944607
Long
DBT
CORP
US
N
2
2023-10-04
Floating
0.03250000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BM1
84000.00000000
PA
USD
93721.14000000
0.040048895549
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.03875000
N
N
N
N
N
N
Archrock, Inc.
N/A
Archrock Partners, LP
03959KAC4
120000.00000000
PA
USD
125269.20000000
0.053530005144
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.06250000
N
N
N
N
N
N
Brookfield Asset Management Inc.
5493007NX94W3HSQTJ60
Brookfield Real Assets Income Fund, Inc.
112830104
1900.00000000
NS
USD
41610.00000000
0.017780775434
Long
RF
US
N
1
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Delayed Draw
N/A
76491.78000000
PA
USD
76237.06000000
0.032577602587
Long
DBT
CORP
US
N
2
2028-04-27
Floating
0.05500000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc., 4.750%
00206R706
5650.00000000
NS
USD
150233.50000000
0.064197743962
Long
EP
CORP
US
N
1
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BB6
44000.00000000
PA
USD
44317.68000000
0.018937820616
Long
DBT
CORP
GB
N
2
2021-08-15
Variable
0.08625000
N
N
N
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc., Convertible
302941AP4
18000.00000000
PA
USD
25686.00000000
0.010976135491
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.02000000
N
N
N
N
Y
FTI Consulting Inc
FTI Consulting Inc
USD
XXXX
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corporation, Convertible, 5.500%
101137206
425.00000000
NS
USD
49325.50000000
0.021077761083
Long
EP
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
50000.00000000
PA
USD
49375.00000000
0.021098913412
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.04750000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816CC1
36000.00000000
PA
USD
38510.65000000
0.016456361920
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
0.03400000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
301279.71000000
PA
USD
293184.32000000
0.125283454815
Long
DBT
CORP
US
N
2
2026-04-12
Floating
0.05175600
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
49000.00000000
PA
USD
49094.44000000
0.020979024578
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
0.01589000
N
N
N
N
N
N
First Horizon Corporation
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158AJ8
62000.00000000
PA
USD
76443.76000000
0.032665929582
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05750000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BM4
78000.00000000
PA
USD
89651.98000000
0.038310063053
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
0.04975000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BP5
55000.00000000
PA
USD
57475.00000000
0.024560203511
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.05250000
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SkyMiles IP, Ltd., Term Loan
N/A
420000.00000000
PA
USD
443389.80000000
0.189469225278
Long
DBT
CORP
US
N
2
2027-10-20
Floating
0.04750000
N
N
N
N
N
N
Bank of America Corporation
N/A
Banc of America Funding Trust
05946XX57
163321.68200000
PA
USD
159775.28000000
0.068275135152
Long
ABS-CBDO
CORP
US
N
2
2036-01-25
Fixed
0.05500000
N
N
N
N
N
N
BlackRock, Inc.
549300BOVTR6GS7HLC41
BlackRock Multi-Sector Income Trust
09258A107
3027.00000000
NS
USD
56483.82000000
0.024136652706
Long
RF
US
N
1
N
N
N
CHS Inc.
XEIEFTLYDQ1MZ6TZV015
CHS, Inc., 7.100%
12542R506
850.00000000
NS
USD
24233.50000000
0.010355453532
Long
EP
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CW3
225000.00000000
PA
USD
230062.50000000
0.098310253507
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
N
N
N
N
N
N
United Airlines Pass Through Trust Series 2015-1 -A
N/A
United Airlines Pass Through Trust
90932LAB3
35000.00000000
PA
USD
36035.60000000
0.015398724134
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.03700000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco, Inc., Term Loan
N/A
575411.24000000
PA
USD
568506.31000000
0.242933982968
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03104300
N
N
N
N
N
N
BlackRock, Inc.
CC8M7XFKTNG56DXMAR33
BlackRock Core Bond Trust
09249E101
4732.00000000
NS
USD
78172.64000000
0.033404714178
Long
RF
US
N
1
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408HM8
42000.00000000
PA
USD
48823.52000000
0.020863255108
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
Scripps Escrow Inc.
N/A
Scripps Escrow, Inc.
81104PAA7
70000.00000000
PA
USD
72474.50000000
0.030969786331
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05875000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667GDE0
160164.57000000
PA
USD
146907.97000000
0.062776679262
Long
ABS-CBDO
CORP
US
N
2
2035-05-25
Fixed
0.05500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBT2
129000.00000000
PA
USD
127367.21000000
0.054426526285
Long
DBT
CORP
US
N
2
2026-11-19
Variable
0.01045000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
130000.00000000
PA
USD
149260.51000000
0.063781966103
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAU4
63000.00000000
PA
USD
79352.80000000
0.033909019872
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.06800000
N
N
N
N
N
N
Corteva, Inc.
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours & Company
263534CN7
35000.00000000
PA
USD
35893.57000000
0.015338031908
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.01700000
N
N
N
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
09257W100
716.00000000
NS
USD
22833.24000000
0.009757094758
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBB6
140000.00000000
PA
USD
135282.00000000
0.057808672491
Long
DBT
CORP
KY
N
2
2031-07-15
Fixed
0.03375000
N
N
N
N
N
N
BlackRock, Inc.
549300JU1XG1HF56J989
BlackRock TCP Capital Corporation
09259E108
2000.00000000
NS
USD
27640.00000000
0.011811118313
Long
EC
CORP
US
N
1
N
N
N
Innophos Holdings, Inc.
XQ0331QX53IRX25OY417
Innophos Holdings, Inc., Term Loan
N/A
306125.00000000
PA
USD
305105.60000000
0.130377653387
Long
DBT
CORP
US
N
2
2027-02-07
Floating
0.03604200
N
N
N
N
N
N
HARBOR FREIGHT TOOLS
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc., Term Loan
N/A
616900.00000000
PA
USD
616486.68000000
0.263436943416
Long
DBT
CORP
US
N
2
2027-10-19
Floating
0.03750000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Upjohn, Inc.
91533BAB6
41000.00000000
PA
USD
41470.32000000
0.017721087409
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
0.01650000
N
N
N
N
N
N
Porsche Automobil Holding SE
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BE1
21000.00000000
PA
USD
22661.26000000
0.009683604304
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
0.03350000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AF5
43000.00000000
PA
USD
47350.47000000
0.020233791727
Long
DBT
CORP
CH
N
2
2029-01-12
Variable
0.03869000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
115000.00000000
PA
USD
117657.65000000
0.050277439385
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224AD9
41000.00000000
PA
USD
43807.28000000
0.018719716608
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
0.03100000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl, LLC
40390DAC9
145000.00000000
PA
USD
146087.50000000
0.062426076215
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.04875000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc., Convertible, 7.750%
65473P121
89.00000000
NS
USD
9148.31000000
0.003909253682
Long
EP
CORP
US
N
1
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc.
88146LAA1
80000.00000000
PA
USD
86500.00000000
0.036963159699
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.08875000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAV1
52000.00000000
PA
USD
53236.67000000
0.022749081330
Long
DBT
CORP
JP
N
2
2023-07-16
Variable
0.02721000
N
N
N
N
N
N
Legg Mason, Inc.
549300S7N70O2ERKYG47
Western Asset High Income Opportunity Fund, Inc.
95766K109
11118.00000000
NS
USD
58703.04000000
0.025084969275
Long
RF
US
N
1
N
N
N
MultiPlan Corporation
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC
553283AC6
80000.00000000
PA
USD
80392.80000000
0.034353432428
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.05750000
N
N
N
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665AJ5
195000.00000000
PA
USD
202800.00000000
0.086660448405
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05125000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BQ6
60000.00000000
PA
USD
65350.20000000
0.027925432127
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04500000
N
N
N
N
N
N
Schlumberger Limited
529900IKZG65COT1D505
Schlumberger Holdings Corporation
806851AH4
27000.00000000
PA
USD
30843.13000000
0.013179879073
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04300000
N
N
N
N
N
N
The Allstate Corporation
OBT0W1ED8G0NWVOLOJ77
Allstate Corporation, 5.100%
020002838
3700.00000000
NS
USD
104118.00000000
0.044491679324
Long
EP
CORP
US
N
1
N
N
N
SENSATA TECHNOLOGIES INC
N/A
Sensata Technologies, Inc.
81728UAB0
185000.00000000
PA
USD
182933.55000000
0.078171121653
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AR8
50000.00000000
PA
USD
55356.73000000
0.023655024872
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04950000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
81000.00000000
PA
USD
86247.92000000
0.036855440933
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
0.04100000
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc., Convertible
45031UCB5
42000.00000000
PA
USD
63474.60000000
0.027123951175
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.03125000
N
N
N
N
N
iStar Inc
iStar Inc
USD
XXXX
N
N
N
Churchill Downs Incorporated
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AE8
75000.00000000
PA
USD
77603.25000000
0.033161402577
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
F&P Holdings, Inc.
N/A
CANPACK SA
13805AAA5
170000.00000000
PA
USD
172975.00000000
0.073915636404
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
0.03125000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAG5
80000.00000000
PA
USD
86096.80000000
0.036790864370
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06250000
N
N
N
N
N
N
Bellemeade Re 2018-1 Ltd
549300O2GEH6GH9NO762
Bellemeade Re, Ltd.
078768AD0
317359.95100000
PA
USD
317564.17000000
0.135701446596
Long
ABS-CBDO
CORP
BM
N
2
2028-04-25
Floating
0.01691500
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBT1
105000.00000000
PA
USD
110295.95000000
0.047131639468
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02500000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAX9
42000.00000000
PA
USD
47835.34000000
0.020440986262
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04050000
N
N
N
N
N
N
EXGEN RENEWABLES IV LLC
5493004JBPWTPTK8LB51
Exgen Renewables IV, LLC, Term Loan
N/A
80000.00000000
PA
USD
79933.60000000
0.034157207192
Long
DBT
CORP
US
N
2
2027-12-15
Floating
0.03500000
N
N
N
N
N
N
CITY BREWING CO LLC
N/A
City Brewing Company, LLC, Term Loan
N/A
220000.00000000
PA
USD
220825.00000000
0.094362887175
Long
DBT
CORP
US
N
3
2028-04-05
Floating
0.04250000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum, Inc.
674215AL2
90000.00000000
PA
USD
93845.70000000
0.040102122499
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.06375000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank, Ltd.
86563VAT6
41000.00000000
PA
USD
40729.04000000
0.017404323814
Long
DBT
CORP
JP
N
2
2025-09-12
Fixed
0.01050000
N
N
N
N
N
N
Ligado Networks, LLC
N/A
Ligado Networks, LLC
53225HAA8
59451.92000000
PA
USD
58586.30000000
0.025035083966
Long
DBT
CORP
US
N
2
2023-11-01
None
0.00000000
N
N
Y
N
N
N
Endeavor Energy Resources, LP
N/A
Endeavor Energy Resources, LP
29260FAE0
90000.00000000
PA
USD
95962.50000000
0.041006672978
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group, LP
91327BAB6
35000.00000000
PA
USD
34912.50000000
0.014918801306
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04750000
N
N
N
N
N
N
Bayerische Motoren Werke AG
5299006ZHG3IXU0PNJ56
BMW Finance NV
05600LAA4
40000.00000000
PA
USD
40850.83000000
0.017456367088
Long
DBT
CORP
NL
N
2
2022-08-12
Fixed
0.02250000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610BD6
48000.00000000
PA
USD
48360.00000000
0.020665183850
Long
DBT
CORP
US
N
2
2026-10-06
Variable
0.04000000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YAW0
100000.00000000
PA
USD
103250.00000000
0.044120765768
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05000000
N
N
N
N
N
N
AMSTED Industries Incorporated
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
120000.00000000
PA
USD
126450.00000000
0.054034584323
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.05625000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
200000.00000000
PA
USD
213500.00000000
0.091232769894
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
The Hartford Financial Services Group, Inc.
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515BC7
34000.00000000
PA
USD
32792.98000000
0.014013088517
Long
DBT
CORP
US
N
2
2047-02-12
Floating
0.02280900
N
N
N
N
N
N
Mountain View CLO 2017-1 Ltd.
N/A
Mountain View CLO, Ltd.
62432HAN0
425000.00000000
PA
USD
421826.95000000
0.180254993276
Long
ABS-O
CORP
KY
N
2
2029-10-16
Floating
0.02533600
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBB2
63000.00000000
PA
USD
64175.19000000
0.027423327129
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.02650000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corporation
337932AG2
59000.00000000
PA
USD
59973.50000000
0.025627861944
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.03350000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBM1
96000.00000000
PA
USD
99427.20000000
0.042487207769
Long
DBT
CORP
US
N
2
2026-05-15
Variable
0.04700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746TG6
50000.00000000
PA
USD
48358.34000000
0.020664474499
Long
DBT
CORP
US
N
2
2027-01-15
Floating
0.00683800
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AA3
125000.00000000
PA
USD
128125.00000000
0.054750344930
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05375000
N
N
N
N
N
GEMINI HDPE LLC
N/A
Gemini HDPE, LLC, Term Loan
N/A
473746.88000000
PA
USD
472761.49000000
0.202020328955
Long
DBT
CORP
US
N
2
2027-12-31
Floating
0.03500000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AL5
13000.00000000
PA
USD
13527.54000000
0.005780585218
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.04500000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CJ2
205000.00000000
PA
USD
196902.50000000
0.084140330089
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.04400000
N
N
N
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
29.00000000
NS
USD
15936.95000000
0.006810173733
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EAC9
41000.00000000
PA
USD
44746.78000000
0.019121183528
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
0.04375000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RML3
84000.00000000
PA
USD
84887.61000000
0.036274153583
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
0.01700000
N
N
N
N
N
N
Morgan Stanley
NZ7KR43H6Z5W1GY0QX46
Eaton Vance Limited Duration Income Fund
27828H105
5814.00000000
NS
USD
77093.64000000
0.032943636151
Long
RF
US
N
1
N
N
N
Ortho-Clinical Diagnostics, Inc.
N/A
Ortho-Clinical Diagnostics, Inc.
68752DAA6
80000.00000000
PA
USD
87380.00000000
0.037339201093
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.07250000
N
N
N
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
84000.00000000
PA
USD
89220.60000000
0.038125725853
Long
DBT
CORP
US
N
2
2028-08-09
Variable
0.04682000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAK9
59000.00000000
PA
USD
60009.24000000
0.025643134353
Long
DBT
CORP
GB
N
2
2023-03-17
Variable
0.02858000
N
N
N
N
N
N
China National Chemical Corporation Ltd.
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAC8
83000.00000000
PA
USD
94852.27000000
0.040532249755
Long
DBT
NUSS
NL
N
2
2028-04-24
Fixed
0.05182000
N
N
N
N
N
N
Digicel Group Limited
5493007V023VOEW4FK27
Digicel International Finance, Ltd., Term Loan
N/A
397927.98000000
PA
USD
381266.74000000
0.162922813858
Long
DBT
CORP
US
N
2
2024-05-27
Floating
0.03430000
N
N
N
N
N
N
CNH Industrial N.V.
549300PNSJ5B81UMVO28
CNH Industrial Capital, LLC
12592BAK0
25000.00000000
PA
USD
25627.77000000
0.010951252661
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
0.01950000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AY6
165000.00000000
PA
USD
168232.35000000
0.071889008320
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05500000
N
N
N
N
N
N
TotalEnergies SE
549300TXO070764WUH65
Sunpower Corporation, Convertible
867652AL3
18000.00000000
PA
USD
25403.40000000
0.010855374926
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.04000000
N
N
N
N
N
SunPower Corp
SunPower Corp
USD
XXXX
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAQ2
168000.00000000
PA
USD
183321.06000000
0.078336712336
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
0.03600000
N
N
N
N
N
N
VEREIT, Inc.
5493005TQOUJE1LCS698
VEREIT Operating Partnership, LP
92340LAA7
41000.00000000
PA
USD
47247.29000000
0.020189700874
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.04875000
N
N
N
N
N
N
FS/KKR Advisor, LLC
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635AH0
42000.00000000
PA
USD
41522.71000000
0.017743474692
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02625000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCOH Safari, LLC
1248EPBM4
92000.00000000
PA
USD
95087.52000000
0.040632776730
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05750000
N
N
N
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAJ3
60000.00000000
PA
USD
64227.60000000
0.027445722958
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
Reinsurance Group of America, Incorporated
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AL3
57000.00000000
PA
USD
61940.85000000
0.026468549485
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04700000
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
957.00000000
NS
USD
140028.24000000
0.059836834653
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corporation
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corporation
89236TJF3
63000.00000000
PA
USD
64189.79000000
0.027429565998
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
0.01900000
N
N
N
N
N
N
Vishay Intertechnology, Inc.
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc., Convertible
928298AP3
28000.00000000
PA
USD
29435.50000000
0.012578370951
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.02250000
N
N
N
N
Y
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
150000.00000000
PA
USD
159075.00000000
0.067975891667
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04875000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAF8
144000.00000000
PA
USD
152200.80000000
0.065038410136
Long
DBT
CORP
US
N
2
2024-08-01
Variable
0.05000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
89000.00000000
PA
USD
92408.85000000
0.039488128094
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
Banco Santander, S.A.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBB1
84000.00000000
PA
USD
90268.43000000
0.038573484322
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
0.03450000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA, Term Loan
N/A
254400.00000000
PA
USD
249841.15000000
0.106762061583
Long
DBT
CORP
FR
N
2
2025-07-31
Floating
0.02935500
N
N
N
N
N
N
Federation Nationale du Credit Agricole
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AM7
42000.00000000
PA
USD
44215.72000000
0.018894251093
Long
DBT
CORP
FR
N
2
2030-01-14
Fixed
0.03250000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BY9
22000.00000000
PA
USD
22220.00000000
0.009495045185
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.04125000
N
N
N
N
N
N
The Scotts Miracle-Gro Company
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Company
810186AS5
150000.00000000
PA
USD
155658.75000000
0.066516060518
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04500000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAV2
41000.00000000
PA
USD
48535.89000000
0.020740345124
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06125000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corporation
103304BV2
105000.00000000
PA
USD
108937.50000000
0.046551146933
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04750000
N
N
N
N
N
N
Air Canada 2015-1 Pass Through Trusts
N/A
Air Canada Pass Through Trust
009090AB7
8785.78000000
PA
USD
8894.97000000
0.003800996492
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
0.03875000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DK0
84000.00000000
PA
USD
96564.68000000
0.041263996395
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04200000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien, Ltd.
67077MAE8
42000.00000000
PA
USD
47327.30000000
0.020223890728
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
0.04000000
N
N
N
N
N
N
College Avenue Student Loans 2017-A Llc
N/A
College Ave Student Loans, LLC
194204AA1
125587.52000000
PA
USD
127942.36000000
0.054672299248
Long
ABS-O
CORP
US
N
2
2046-11-26
Floating
0.01741500
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
84000.00000000
PA
USD
91227.73000000
0.038983412173
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
0.03200000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EN0
44000.00000000
PA
USD
49406.28000000
0.021112279974
Long
DBT
CORP
US
N
2
2025-03-17
Variable
0.06100000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding, LLC
36166NAH6
21000.00000000
PA
USD
23767.52000000
0.010156331068
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.04050000
N
N
N
N
N
N
Lumen Technologies, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
115000.00000000
PA
USD
119360.80000000
0.051005229043
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04625000
N
N
N
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AQ1
148000.00000000
PA
USD
164785.88000000
0.070416263568
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
415000.00000000
PA
USD
417938.20000000
0.178593253539
Long
DBT
CORP
US
N
2
2028-02-03
Floating
0.05354200
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
135000.00000000
PA
USD
136181.25000000
0.058192939790
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04250000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
35000.00000000
PA
USD
38927.00000000
0.016634276504
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.08125000
N
N
N
N
N
N
JBS S.A.
N/A
JBS USA, LLC
46590XAA4
55000.00000000
PA
USD
61806.80000000
0.026411267270
Long
DBT
CORP
XX
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CF7
43000.00000000
PA
USD
47674.79000000
0.020372380074
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04133000
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAJ7
65000.00000000
PA
USD
65617.50000000
0.028039654700
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.05250000
N
N
N
N
N
N
PDC Energy, Inc.
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327R101
782.00000000
NS
USD
35807.78000000
0.015301372145
Long
EC
CORP
US
N
1
N
N
N
Energy Solutions, LLC
549300X3SKIUYR2MFH75
EnergySolutions, LLC, Term Loan
N/A
271969.12000000
PA
USD
269673.70000000
0.115236902195
Long
DBT
CORP
US
N
2
2025-05-11
Floating
0.04750000
N
N
N
N
N
N
PRPM Trust 2019-GS1
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359CAB1
329654.06200000
PA
USD
331505.27000000
0.141658754176
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Variable
0.04750000
N
N
N
N
N
N
Lexington Realty Trust
549300S4MH2ICXDBFV43
Lexington Realty Trust
529043101
1486.00000000
NS
USD
17757.70000000
0.007588216196
Long
EC
CORP
US
N
1
N
N
N
XPLORNET COMMUNICATIONS
254900V3NB5MGOZS4O08
Xplornet Communications, Inc., Term Loan
N/A
490298.11000000
PA
USD
490121.60000000
0.209438647086
Long
DBT
CORP
US
N
2
2027-06-10
Floating
0.04854300
N
N
N
N
N
N
UBS Group AG
N/A
Master Asset Securitization Trust
55274QBN4
346262.13200000
PA
USD
70841.04000000
0.030271776587
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Floating
0.00591600
N
N
N
N
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030AJ7
120000.00000000
PA
USD
118080.00000000
0.050457917888
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.03875000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCF0
170000.00000000
PA
USD
182112.50000000
0.077820270760
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04250000
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS US Petrochem, LLC, Term Loan
N/A
515000.00000000
PA
USD
513228.40000000
0.219312639439
Long
DBT
CORP
US
N
2
2026-01-29
Floating
0.03250000
N
N
N
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457BY5
42000.00000000
PA
USD
42532.30000000
0.018174892454
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.02600000
N
N
N
N
N
N
Cargill, Incorporated
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BL7
43000.00000000
PA
USD
43797.08000000
0.018715357946
Long
DBT
CORP
US
N
2
2023-07-23
Fixed
0.01375000
N
N
N
N
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364GAN3
42000.00000000
PA
USD
41938.84000000
0.017921295266
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.01900000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJD2
102000.00000000
PA
USD
102223.06000000
0.043681934008
Long
DBT
CORP
US
N
2
2026-06-19
Variable
0.01319000
N
N
N
N
N
N
Crown Castle International Corp. (REIT)
54930012H97VSM0I2R19
Crown Castle International Corporation
22822VAK7
42000.00000000
PA
USD
46665.37000000
0.019941034956
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03800000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CS2
140000.00000000
PA
USD
140504.00000000
0.060040136305
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03500000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331ABN8
21000.00000000
PA
USD
22128.48000000
0.009455936880
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.02600000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807DK0
82000.00000000
PA
USD
84931.21000000
0.036292784724
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.02650000
N
N
N
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AE4
105000.00000000
PA
USD
109100.25000000
0.046620693225
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03950000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion, Inc., Term Loan
N/A
306876.56000000
PA
USD
306364.08000000
0.130915426765
Long
DBT
CORP
US
N
2
2026-07-01
Floating
0.03710000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc., Term Loan
N/A
691543.74000000
PA
USD
689621.25000000
0.294688790704
Long
DBT
CORP
US
N
2
2026-09-19
Floating
0.02592130
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
ChaseFlex Trust
16165TAE3
193503.56300000
PA
USD
181781.78000000
0.077678947567
Long
ABS-CBDO
CORP
US
N
2
2035-02-25
Fixed
0.06500000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc., Convertible
00971TAL5
49000.00000000
PA
USD
56693.00000000
0.024226039454
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.00375000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABT1
20000.00000000
PA
USD
19850.00000000
0.008482297341
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02875000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corporation
14448CAQ7
63000.00000000
PA
USD
65313.13000000
0.027909591383
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02722000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787AQ0
63000.00000000
PA
USD
60696.98000000
0.025937019248
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.01900000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAF6
180000.00000000
PA
USD
192825.00000000
0.082397933746
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03900000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
41000.00000000
PA
USD
41589.30000000
0.017771929915
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
0.02000000
N
N
N
N
N
N
OSMOSE UTILITIES SERVICES
549300FSLVHLFZ3S0D82
Osmose Utilities Services, Inc., Term Loan
N/A
60000.00000000
PA
USD
59700.00000000
0.025510989989
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corporation
72815LAA5
75000.00000000
PA
USD
74948.25000000
0.032026868600
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5CX9
558540.08600000
PA
USD
588350.67000000
0.251413870226
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.03500000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
62000.00000000
PA
USD
62533.82000000
0.026721937286
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
0.01319000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
55000.00000000
PA
USD
58712.50000000
0.025089011720
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05625000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397ZX4
410000.00000000
PA
USD
436096.50000000
0.186352654033
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04063000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAL3
40000.00000000
PA
USD
42248.00000000
0.018053405444
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.02875000
N
N
N
N
N
N
Range Resources Corporation
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABH1
70000.00000000
PA
USD
78925.00000000
0.033726212477
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.08250000
N
N
N
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670G102
300.00000000
NS
USD
13710.00000000
0.005858553982
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial, Inc.
6QVMFZKY1QSOOIHD7Y77
Tri-Continental Corporation
895436103
663.00000000
NS
USD
22601.67000000
0.009658140320
Long
RF
US
N
1
N
N
N
RALI Series 2007-QS6 Trust
N/A
Residential Accredit Loans, Inc. Trust
75116CAF3
83872.44500000
PA
USD
82400.84000000
0.035211507610
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Fixed
0.06250000
N
N
N
N
N
N
VISTA OUTDOOR INC
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377AC4
135000.00000000
PA
USD
137362.50000000
0.058697711262
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04500000
N
N
N
N
N
N
McKesson Corporation
549300WZWOM80UCFSF54
McKesson Corporation
581557BQ7
41000.00000000
PA
USD
40397.98000000
0.017262855332
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.00900000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
49000.00000000
PA
USD
48656.99000000
0.020792093547
Long
DBT
CORP
CH
N
2
2027-01-30
Variable
0.01364000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746TD3
65000.00000000
PA
USD
67294.50000000
0.028756269946
Long
DBT
CORP
US
N
2
2026-03-15
Variable
0.03900000
N
N
N
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAF2
62000.00000000
PA
USD
65459.24000000
0.027972027074
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.05500000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
55845.98000000
PA
USD
55147.91000000
0.023565791958
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01854200
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBV6
105000.00000000
PA
USD
110608.68000000
0.047265275179
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.02950000
N
N
N
N
N
N
RALI Series 2007-QS6 Trust
N/A
Residential Accredit Loans, Inc. Trust
75116CBD7
139051.32800000
PA
USD
133493.52000000
0.057044419637
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Fixed
0.05750000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
40000.00000000
PA
USD
39514.00000000
0.016885113206
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc., Convertible
741503AX4
35000.00000000
PA
USD
38010.00000000
0.016242424279
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.00900000
N
N
N
N
Y
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAW1
46000.00000000
PA
USD
46460.00000000
0.019853276296
Long
DBT
CORP
BM
N
2
2026-06-15
Variable
0.05250000
N
N
N
N
N
N
Palmer Square Loan Funding 2021-3 Limited
N/A
Palmer Square Loan Funding, Ltd.
69702BAE1
300000.00000000
PA
USD
300000.00000000
0.128195929593
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
0.01878000
N
N
N
N
N
N
Vistra Energy Corp.
549300ZH5GKBTJZ7NM23
Vistra Operations Company, LLC
92840VAF9
160000.00000000
PA
USD
164260.80000000
0.070191886506
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT U.S. Long Bond
N/A
8.00000000
NC
USD
37036.32000000
0.015826351570
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
1248963.68000000
USD
37036.32000000
N
N
N
Glencore plc
213800STG1QDNBY87K49
Glencore Funding, LLC
378272AN8
63000.00000000
PA
USD
69826.24000000
0.029838132489
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
0.04000000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BW3
39000.00000000
PA
USD
42451.11000000
0.018140198362
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04875000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
325000.00000000
PA
USD
338812.50000000
0.144781277985
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
Prudential Financial, Inc.
P63V0W84H2Z3IOKHSM44
PGIM High Yield Bond Fund, Inc.
69346H100
4630.00000000
NS
USD
75330.10000000
0.032190040652
Long
RF
US
N
1
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc., Term Loan
N/A
776175.00000000
PA
USD
771743.04000000
0.329781054734
Long
DBT
CORP
US
N
2
2026-04-04
Floating
0.03354300
N
N
N
N
N
N
Daimler AG
549300423Z16BB673J12
Daimler Finance North America, LLC
233851EC4
63000.00000000
PA
USD
63281.82000000
0.027041572470
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.01450000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
165000.00000000
PA
USD
171048.08000000
0.073092225402
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04875000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AQ4
125000.00000000
PA
USD
127187.50000000
0.054349732650
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03950000
N
N
N
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc., Convertible
12685JAF2
17000.00000000
PA
USD
17289.28000000
0.007388051072
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.01125000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
Dai-ichi Life Holdings, Inc.
3538001235ACEIORUV72
Dai-ichi Life Insurance Company, Ltd.
23380YAC1
130000.00000000
PA
USD
143487.50000000
0.061315044825
Long
DBT
CORP
JP
N
2
2024-10-28
Variable
0.05100000
N
N
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AR9
42000.00000000
PA
USD
47331.73000000
0.020225783755
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.05375000
N
N
N
N
N
N
Viatris Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BD8
34000.00000000
PA
USD
36465.89000000
0.015582595556
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
0.04200000
N
N
N
N
N
N
Albertsons Investor Holdings LLC
N/A
Albertson's Companies, Inc.
013092AE1
90000.00000000
PA
USD
95985.90000000
0.041016672261
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CA8
38000.00000000
PA
USD
41679.31000000
0.017810392967
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.04300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCB0
84000.00000000
PA
USD
84435.21000000
0.036080834121
Long
DBT
CORP
US
N
2
2027-04-22
Variable
0.01578000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDD8
89000.00000000
PA
USD
94562.50000000
0.040408425307
Long
DBT
CORP
US
N
2
2024-12-15
Variable
0.04650000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XAW0
63000.00000000
PA
USD
70195.87000000
0.029996082694
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03800000
N
N
N
N
N
N
Brand Industrial Services, Inc.
549300B658W2BPDQMW42
Brand Industrial Services, Inc.
10524PAB6
55000.00000000
PA
USD
55920.15000000
0.023895785374
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.08500000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AM9
130000.00000000
PA
USD
121225.00000000
0.051801838550
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.05000000
N
N
N
N
N
N
Teva Pharmaceutical Industries Limited
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAC5
12000.00000000
PA
USD
11995.20000000
0.005125786048
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
0.02200000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYB4
42000.00000000
PA
USD
42905.82000000
0.018334504932
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02615000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAB4
90000.00000000
PA
USD
99225.00000000
0.042400803713
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.07750000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAU4
31000.00000000
PA
USD
31965.81000000
0.013659622427
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
0.02778000
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
377.00000000
NS
USD
32700.98000000
0.013973775099
Long
EC
CORP
US
N
1
N
N
N
USA Compression Partners, LP
N/A
USA Compression Partners, LP
91740PAC2
60000.00000000
PA
USD
62850.00000000
0.026857047249
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.06875000
N
N
N
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094AM6
42000.00000000
PA
USD
44251.75000000
0.018909647424
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.02700000
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AN6
42000.00000000
PA
USD
42689.21000000
0.018241943198
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.02500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AQGC6
470867.32000000
PA
USD
24138.35000000
0.010314794057
Long
ABS-CBDO
USGSE
US
N
2
2027-05-15
Fixed
0.03000000
N
N
N
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187AS8
40000.00000000
PA
USD
35300.00000000
0.015084387715
Long
DBT
CORP
US
N
2
2066-05-17
Floating
0.02513400
N
N
N
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
65000.00000000
PA
USD
68900.00000000
0.029442331830
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAH8
42000.00000000
PA
USD
44488.25000000
0.019010708549
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02950000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
31325VQ72
549509.85200000
PA
USD
61514.22000000
0.026286242053
Long
ABS-CBDO
USGSE
US
N
2
2035-08-15
Fixed
0.03500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP, 7.600%
29273V605
825.00000000
NS
USD
20625.00000000
0.008813470159
Long
EP
CORP
US
N
1
N
N
N
Harley-Davidson, Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41283LAU9
64000.00000000
PA
USD
65343.96000000
0.027922765651
Long
DBT
CORP
US
N
2
2022-02-04
Fixed
0.04050000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BY1
84000.00000000
PA
USD
84717.14000000
0.036201308382
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
0.01650000
N
N
N
N
N
N
Hess Corporation
UASVRYNXNK17ULIGK870
Hess Corporation
42809HAF4
27000.00000000
PA
USD
28645.12000000
0.012240625955
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03500000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BM2
110000.00000000
PA
USD
113118.50000000
0.048337770872
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
0.07500000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
282.00000000
NS
USD
107667.60000000
0.046008493563
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A9XR4
1230181.12000000
PA
USD
76627.00000000
0.032744231656
Long
ABS-CBDO
USGSE
US
N
2
2027-11-25
Fixed
0.03000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
150000.00000000
PA
USD
162376.50000000
0.069386687872
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04750000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636AAX9
56000.00000000
PA
USD
57224.79000000
0.024453283832
Long
DBT
CORP
DK
N
2
2023-01-12
Variable
0.05000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics, Inc.
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA, Term Loan
N/A
671906.29000000
PA
USD
671187.35000000
0.286811620882
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.03088700
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Bear Stearns Adjustable Rate Mortgage Trust
07384MZX3
99912.97300000
PA
USD
95335.30000000
0.040738658022
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
0.01917100
N
N
N
N
N
N
510 Asset Backed 2021-Npl1 Trust
N/A
510 Asset Backed 2021-NPL1 Trust
33835CAB1
200000.00000000
PA
USD
200000.00000000
0.085463953062
Long
ABS-O
CORP
US
N
3
2061-05-25
Variable
0.03967000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AE3
125000.00000000
PA
USD
134062.50000000
0.057287556037
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
JBS S.A.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corporation
72147KAE8
50000.00000000
PA
USD
53250.00000000
0.022754777502
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05875000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2020-GS4
N/A
Legacy Mortgage Asset Trust
52474KAA1
426145.94000000
PA
USD
428906.17000000
0.183280083905
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.03250000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company, Convertible
844741BG2
36000.00000000
PA
USD
54517.50000000
0.023296405305
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01250000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
Herc Holdings Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
100000.00000000
PA
USD
105422.00000000
0.045048904298
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05500000
N
N
N
N
N
N
Bunge Limited
5493007M0RIN8HY3MM77
Bunge, Ltd.
G16962105
737.00000000
NS
USD
57596.55000000
0.024612144228
Long
EC
CORP
BM
N
1
N
N
N
Nissan Motor Co., Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Company, Ltd.
654744AA9
51000.00000000
PA
USD
53191.45000000
0.022729757930
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
0.03043000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 5.000%
06055H202
2200.00000000
NS
USD
60060.00000000
0.025664825104
Long
EP
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals plc
N/A
Jazz Investments I, Ltd., Convertible
472145AF8
66000.00000000
PA
USD
87780.00000000
0.037510128999
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
0.02000000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAH2
63000.00000000
PA
USD
69613.60000000
0.029747267214
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03875000
N
N
N
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818ES3
55000.00000000
PA
USD
60940.43000000
0.026041050245
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03750000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48124BAC9
48000.00000000
PA
USD
49560.00000000
0.021177967568
Long
DBT
CORP
US
N
2
2023-05-01
Variable
0.05150000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AJ2
74000.00000000
PA
USD
77494.29000000
0.033114841815
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02375000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAS5
130000.00000000
PA
USD
132681.90000000
0.056697598369
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05375000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAQ3
37000.00000000
PA
USD
37945.47000000
0.016214849335
Long
DBT
CORP
JP
N
2
2022-07-12
Fixed
0.02784000
N
N
N
N
N
N
VENATOR FINANCE SARL
2221000BJZTBBAJL7429
Venator Finance SARL, Term Loan
N/A
383010.34000000
PA
USD
379180.24000000
0.162031211168
Long
DBT
CORP
US
N
2
2024-08-08
Floating
0.03104300
N
N
N
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS Energy Corporation, 4.200%
125896837
3750.00000000
NS
USD
94762.50000000
0.040493889260
Long
EP
CORP
US
N
1
N
N
N
Vine Energy Inc.
254900PNIMG4CPJH6R25
Vine Energy Holdings, LLC
92735LAA0
70000.00000000
PA
USD
73675.00000000
0.031482783709
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AF6
50000.00000000
PA
USD
69962.75000000
0.029896465910
Long
DBT
CORP
GB
N
2
2037-05-21
Variable
0.06657000
N
N
N
N
N
N
Tokyo Century Corporation
549300ODEK8HY3445C77
Aviation Capital Group, LLC
05369AAH4
56000.00000000
PA
USD
63298.46000000
0.027048683071
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.05500000
N
N
N
N
N
N
Encompass Health Corporation
549300FVRPM9DRQZRG64
Encompass Health Corporation
29261AAA8
175000.00000000
PA
USD
181557.25000000
0.077583001460
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04500000
N
N
N
N
N
N
Fox Corporation
549300DDU6FDRBIELS05
Fox Corporation
35137LAH8
42000.00000000
PA
USD
49310.34000000
0.021071282916
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
0.04709000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFH7
87000.00000000
PA
USD
95372.46000000
0.040754537224
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
0.04200000
N
N
N
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AG6
63000.00000000
PA
USD
65362.50000000
0.027930688160
Long
DBT
CORP
JP
N
2
2050-01-23
Variable
0.03400000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating, LP
29278NAQ6
63000.00000000
PA
USD
68436.15000000
0.029244119556
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03750000
N
N
N
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Company, Inc.
08652BAB5
42000.00000000
PA
USD
40737.61000000
0.017407985944
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.01950000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
110000.00000000
PA
USD
112337.50000000
0.048004034135
Long
DBT
CORP
US
N
2
2026-02-18
Variable
0.03875000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC, Term Loan
N/A
1072612.04000000
PA
USD
1069447.83000000
0.456996195729
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.03750000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780097BG5
42000.00000000
PA
USD
49186.59000000
0.021018402095
Long
DBT
CORP
GB
N
2
2029-05-18
Variable
0.04892000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
0641593U8
41000.00000000
PA
USD
40563.96000000
0.017333781867
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
0.01050000
N
N
N
N
N
N
FWD Securitization Trust 2019-INV1
N/A
FWD Securitization Trust
302980AA5
261279.74000000
PA
USD
267121.82000000
0.114146433432
Long
ABS-CBDO
CORP
US
N
2
2049-06-25
Variable
0.02810000
N
N
N
N
N
N
Meritage Homes Corporation
52990044W9UMFJO2FB97
Meritage Homes Corporation
59001ABD3
63000.00000000
PA
USD
65205.00000000
0.027863385297
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.03875000
N
N
N
N
N
N
Weatherford International plc
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AP2
115000.00000000
PA
USD
119600.00000000
0.051107443931
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
0.11000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Pactiv Evergreen Group Holdings, Inc., Term Loan
N/A
208950.00000000
PA
USD
207458.10000000
0.088650946604
Long
DBT
CORP
US
N
2
2026-02-05
Floating
0.03354300
N
N
N
N
N
N
Scih Salt Holdings Inc.
N/A
SCIH Salt Holdings, Inc.
78433BAA6
110000.00000000
PA
USD
109986.80000000
0.046999533563
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.04875000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBD6
64000.00000000
PA
USD
74942.50000000
0.032024411511
Long
DBT
CORP
GB
N
2
2029-05-16
Variable
0.04972000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
678300.00000000
PA
USD
670384.24000000
0.286468436106
Long
DBT
CORP
US
N
2
2027-08-03
Floating
0.03354300
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
N/A
Penske Truck Leasing Company, LP
709599BL7
41000.00000000
PA
USD
40609.16000000
0.017353096720
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.01200000
N
N
N
N
N
N
InterDigital, Inc.
N/A
InterDigital, Inc., Convertible
45867GAB7
13000.00000000
PA
USD
14389.38000000
0.006148866484
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.02000000
N
N
N
N
Y
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066GAF1
21000.00000000
PA
USD
22731.95000000
0.009713811539
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.02850000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136BD2F4
4814888.25000000
PA
USD
311087.52000000
0.132933846038
Long
ABS-CBDO
USGSE
US
N
2
2036-02-25
Fixed
0.01500000
N
N
N
N
N
N
HCA Healthcare, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
105000.00000000
PA
USD
121543.77000000
0.051938055271
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.05250000
N
N
N
N
N
N
W.W. Grainger, Inc.
549300TWZSP6O1IH2V34
W.W. Grainger, Inc.
384802AE4
41000.00000000
PA
USD
42445.40000000
0.018137758366
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.01850000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAB9
97000.00000000
PA
USD
96116.92000000
0.041072659696
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
0.01200000
N
N
N
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
60000.00000000
PA
USD
61980.00000000
0.026485279054
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHC6
73000.00000000
PA
USD
75653.41000000
0.032328197406
Long
DBT
CORP
US
N
2
2023-12-20
Variable
0.03004000
N
N
N
N
N
N
Windstream Holdings, Inc.
N/A
Windstream Services, LLC, Warrants (Expires 12/31/2049)
N/A
306.00000000
NC
USD
4513.50000000
0.001928707760
N/A
DE
CORP
US
N
2
Windstream Holdings, Inc.
N/A
Call
Purchased
Windstream Holdings, Inc.
Windstream Services, LLC
1.00000000
1.00000000
USD
2049-12-31
XXXX
-133767.12000000
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc., Convertible
122017AB2
86000.00000000
PA
USD
136632.50000000
0.058385767834
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
Y
Burlington Stores Inc
Burlington Stores Inc
USD
XXXX
N
N
N
RCO V Mortgage LLC 2019-2
N/A
RCO Mortgage, LLC
74937DAA2
246060.53000000
PA
USD
246625.12000000
0.105387788398
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Variable
0.03474800
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AQ9
42000.00000000
PA
USD
39800.60000000
0.017007583051
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.01600000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAM3
61000.00000000
PA
USD
63745.00000000
0.027239498439
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ABC35
425152.67800000
PA
USD
41903.22000000
0.017906074136
Long
ABS-CBDO
USGSE
US
N
2
2033-02-25
Fixed
0.03000000
N
N
N
N
N
N
OSMOSIS DEBT MERGER SUB
N/A
Osmosis Debt Merger Sub, Inc., Delayed Draw
N/A
11875.00000000
PA
USD
11904.69000000
0.005087109336
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
Altice France SA
02156LAA9
45000.00000000
PA
USD
49027.50000000
0.020950419793
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
0.08125000
N
N
N
N
N
N
GMACM Home Equity Loan Trust 2005-HE1
N/A
GMAC Mortgage Corporation Loan Trust
361856EB9
16953.44100000
PA
USD
23599.14000000
0.010084378966
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Floating
0.00591600
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780099CE5
34000.00000000
PA
USD
36581.24000000
0.015631886891
Long
DBT
CORP
GB
N
2
2022-12-15
Fixed
0.06125000
N
N
N
N
N
N
Wind River CLO Ltd
549300HNMTL6LADXI169
Wind River CLO, Ltd.
97316FAE1
200000.00000000
PA
USD
200061.80000000
0.085490361424
Long
ABS-O
CORP
US
N
2
2030-07-20
Floating
0.02119000
N
N
N
N
N
N
J.B. Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
J.B. Hunt Transport Services, Inc.
445658CE5
35000.00000000
PA
USD
35911.85000000
0.015345843313
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.03300000
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation, Term Loan
N/A
820854.26000000
PA
USD
809058.58000000
0.345726722529
Long
DBT
CORP
US
N
2
2025-06-23
Floating
0.03500000
N
N
N
N
N
N
Sumitomo Life Insurance Company
549300I5OQCDADQSPI57
Sumitomo Life Insurance Company
86564CAC4
125000.00000000
PA
USD
128812.50000000
0.055044127269
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
0.03375000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
84000.00000000
PA
USD
84717.23000000
0.036201346841
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
0.01726000
N
N
N
N
N
N
Huntsman Corporation
N/A
Venator Finance SARL
9226APAA3
120000.00000000
PA
USD
117900.00000000
0.050381000330
Long
DBT
CORP
XX
N
2
2025-07-15
Fixed
0.05750000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Company
163851AF5
115000.00000000
PA
USD
123023.55000000
0.052570394513
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05750000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDL7
41000.00000000
PA
USD
41147.39000000
0.017583093038
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
0.02700000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS INC
N/A
Mileage Plus Holdings, LLC, Term Loan
N/A
335000.00000000
PA
USD
357498.60000000
0.152766217851
Long
DBT
CORP
US
N
2
2027-06-20
Floating
0.06250000
N
N
N
N
N
N
522 Funding Clo 2018-3 A Ltd.
N/A
522 Funding CLO, Ltd.
33835NAA9
450000.00000000
PA
USD
450000.00000000
0.192293894390
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
0.01140820
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc., Term Loan
N/A
285000.00000000
PA
USD
288482.70000000
0.123274359660
Long
DBT
CORP
US
N
2
2028-04-21
Floating
0.04500000
N
N
N
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAB6
110000.00000000
PA
USD
116187.50000000
0.049649215232
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
0.06250000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AV0
85000.00000000
PA
USD
82758.40000000
0.035364300065
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.00700000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
49000.00000000
PA
USD
52688.93000000
0.022515021202
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
NGL Energy Partners LP
N/A
NGL Energy Partners, LP
62913TAJ1
75000.00000000
PA
USD
73875.00000000
0.031568247662
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.07500000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BE2
62000.00000000
PA
USD
71405.54000000
0.030512998594
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04625000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667FW76
111441.62000000
PA
USD
110397.04000000
0.047174837224
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Fixed
0.05000000
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BM1
42000.00000000
PA
USD
43145.84000000
0.018437070223
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.03375000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832QAE9
109000.00000000
PA
USD
119736.50000000
0.051165773079
Long
DBT
CORP
US
N
2
2025-09-01
Variable
0.04950000
N
N
N
N
N
N
Capital One Financial Corporation
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
51000.00000000
PA
USD
53363.07000000
0.022803094548
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03375000
N
N
N
N
N
N
NATGASOLINE
549300OHXDYMQYZOWC24
Natgasoline, LLC, Term Loan
N/A
365625.00000000
PA
USD
364710.94000000
0.155848193287
Long
DBT
CORP
US
N
3
2025-11-14
Floating
0.03625000
N
N
N
N
N
N
Carnival Corporation & plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BC5
115000.00000000
PA
USD
129421.00000000
0.055304151346
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
0.11500000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
N/A
164475.00000000
PA
USD
164797.37000000
0.070421173472
Long
DBT
CORP
US
N
2
2025-03-14
Floating
0.05250000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BT7
100000.00000000
PA
USD
103750.00000000
0.044334425651
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.07875000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc.
98919VAA3
150000.00000000
PA
USD
148968.00000000
0.063656970799
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
SM Energy Company
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454LAW0
55000.00000000
PA
USD
56512.50000000
0.024148908237
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06500000
N
N
N
N
N
N
Radnor Re 2018-1 Limited
549300ED4YNDE7SVU538
Radnor RE, Ltd.
750496AA9
37289.49200000
PA
USD
37297.56000000
0.015937984585
Long
ABS-CBDO
CORP
BM
N
2
2028-03-25
Floating
0.01491500
N
N
N
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Delayed Draw
N/A
61730.77000000
PA
USD
61499.28000000
0.026279857896
Long
DBT
CORP
US
N
2
2027-11-20
Floating
0.03750000
N
N
N
N
N
N
GMACM Mortgage Loan Trust 2005-AR2
N/A
GMAC Mortgage Corporation Loan Trust
36185N6Q8
67573.84100000
PA
USD
65691.95000000
0.028071468656
Long
ABS-CBDO
CORP
US
N
2
2035-05-25
Variable
0.03094800
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023DG7
61000.00000000
PA
USD
61583.05000000
0.026315654473
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
0.02196000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
913017CY3
42000.00000000
PA
USD
48323.51000000
0.020649590952
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
0.04125000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWV2
84000.00000000
PA
USD
93944.32000000
0.040144264774
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.03814000
N
N
N
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BH6
29000.00000000
PA
USD
29606.24000000
0.012651331528
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
0.01375000
N
N
N
N
N
N
Central Garden & Pet Company
5493004DVZLD37DJ0H83
Central Garden & Pet Company
153527AN6
135000.00000000
PA
USD
137868.75000000
0.058914041893
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04125000
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EZ7
63000.00000000
PA
USD
61930.09000000
0.026463951524
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.01625000
N
N
N
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
140000.00000000
PA
USD
162957.20000000
0.069634832460
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06875000
N
N
N
N
N
N
NextEra Energy, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBR0
42000.00000000
PA
USD
42327.75000000
0.018087484196
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02250000
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABD6
63000.00000000
PA
USD
69615.00000000
0.029747865462
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.03750000
N
N
N
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Company, Term Loan
N/A
431183.27000000
PA
USD
420472.68000000
0.179676286938
Long
DBT
CORP
US
N
2
2024-04-03
Floating
0.03354300
N
N
N
N
N
N
Credit Suisse Group AG
N/A
Home Equity Asset Trust
22541NP52
315328.58400000
PA
USD
318245.34000000
0.135992524000
Long
ABS-CBDO
CORP
US
N
2
2033-08-25
Floating
0.01411600
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAM6
41000.00000000
PA
USD
41177.01000000
0.017595750249
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.00700000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc., Convertible, 6.125%
02557T307
455.00000000
NS
USD
23314.20000000
0.009962618472
Long
EP
CORP
US
N
1
N
N
N
Ingevity Corporation
5493009UTFC4B5IMGF87
Ingevity Corporation
45688CAB3
160000.00000000
PA
USD
158800.00000000
0.067858378731
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03875000
N
N
N
N
N
N
AerCap Holdings N.V.
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
50000.00000000
PA
USD
52070.00000000
0.022250540179
Long
DBT
CORP
NL
N
2
2079-10-10
Variable
0.05875000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140Q83V5
261089.85700000
PA
USD
281943.34000000
0.120479961880
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAF9
40000.00000000
PA
USD
41351.27000000
0.017670214991
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.02300000
N
N
N
N
N
N
INDY US BIDCO LLC
N/A
Intermediate Dutch Holdings, Term Loan
N/A
299250.00000000
PA
USD
299570.20000000
0.128012267558
Long
DBT
CORP
US
N
2
2028-03-05
Floating
0.04080000
N
N
N
N
N
N
ENDO LUXEMBOURG FINANCE
222100B15VY0VVCTG251
Endo Luxembourg Finance Company I Sarl, Term Loan
N/A
244387.50000000
PA
USD
235452.69000000
0.100613588233
Long
DBT
CORP
US
N
2
2028-03-25
Floating
0.05750000
N
N
N
N
N
N
Stanwich Mortgage Loan Co 2019-NPL-B-2 LLC
N/A
Stanwich Mortgage Loan Trust
85503DAA2
180675.10000000
PA
USD
181083.79000000
0.077380682644
Long
ABS-CBDO
CORP
US
N
2
2024-11-16
Variable
0.03475000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746TF8
175000.00000000
PA
USD
171610.68000000
0.073332635502
Long
DBT
CORP
US
N
2
2027-04-15
Floating
0.01183700
N
N
N
N
N
N
U.S. Bancorp
N/A
USB Realty Corporation
903312AA4
109000.00000000
PA
USD
85020.00000000
0.036330726446
Long
DBT
CORP
US
N
2
2022-01-15
Floating
0.01330800
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BM4
63000.00000000
PA
USD
67887.73000000
0.029009768851
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.02950000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
80000.00000000
PA
USD
82400.00000000
0.035211148661
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04000000
N
N
N
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343103
328.00000000
NS
USD
23944.00000000
0.010231744460
Long
EC
CORP
US
N
1
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
115000.00000000
PA
USD
123935.50000000
0.052960088773
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Company
842587DJ3
92000.00000000
PA
USD
92588.80000000
0.039565024286
Long
DBT
CORP
US
N
2
2051-09-15
Variable
0.03750000
N
N
N
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AH4
95000.00000000
PA
USD
99868.75000000
0.042675890812
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05875000
N
N
N
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
Springleaf Finance Corporation
85172FAM1
40000.00000000
PA
USD
45144.00000000
0.019290923485
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
H. J. Heinz Company
50077LAM8
40000.00000000
PA
USD
49657.65000000
0.021219695343
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
0.05200000
N
N
N
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
60000.00000000
PA
USD
64650.00000000
0.027626222827
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05500000
N
N
N
N
N
N
LyondellBasell Industries N.V.
N/A
LYB International Finance III, LLC
50249AAF0
59000.00000000
PA
USD
58852.50000000
0.025148836488
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.01250000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967GD7
88000.00000000
PA
USD
92519.24000000
0.039535299923
Long
DBT
CORP
US
N
2
2023-01-30
Variable
0.05950000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBW5
80000.00000000
PA
USD
86064.37000000
0.036777006390
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
0.03950000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932MAB3
95000.00000000
PA
USD
91523.95000000
0.039109992834
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04250000
N
N
N
N
N
N
Empire Community Corp
549300JM1L6KK2QFP273
Empire Communities Corporation
29163VAC7
115000.00000000
PA
USD
120750.00000000
0.051598861661
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
0.07000000
N
N
N
N
N
N
Morgan Stanley
5493002EIY4NK3I3E865
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
27829F108
1785.00000000
NS
USD
18207.00000000
0.007780210967
Long
RF
US
N
1
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
168134.36000000
PA
USD
165131.48000000
0.070563945279
Long
DBT
CORP
US
N
2
2024-09-12
Floating
0.04675600
N
N
N
N
N
N
Benefit Street Partners CLO Lt
549300PVYNJC7QL0GC48
Benefit Street Partners CLO II, Ltd.
08179XBC8
300000.00000000
PA
USD
296218.20000000
0.126579891705
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
0.02083750
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAG0
48000.00000000
PA
USD
51180.00000000
0.021870225588
Long
DBT
CORP
US
N
2
2023-06-15
Variable
0.05650000
N
N
N
N
N
N
Groupe BPCE
9695005MSX1OYEMGDF46
BPCE SA
05583JAG7
40000.00000000
PA
USD
41649.49000000
0.017797650292
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
0.02375000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BS2
49000.00000000
PA
USD
49467.88000000
0.021138602872
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
0.01412000
N
N
N
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BB2
220000.00000000
PA
USD
218625.00000000
0.093422783691
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04125000
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAH1
80000.00000000
PA
USD
80889.60000000
0.034565724888
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EF6
63000.00000000
PA
USD
69230.07000000
0.029583377264
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
0.04110000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXH2
42000.00000000
PA
USD
47203.58000000
0.020171022727
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.03800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 5.850%
61762V606
3080.00000000
NS
USD
90921.60000000
0.038852596773
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CBOT 5-Yr. U.S. Treasury Note
N/A
33.00000000
NC
USD
-6220.83000000
-0.00265828361
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-30
4079400.60000000
USD
-6220.83000000
N
N
N
Transocean Ltd.
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BQ1
70000.00000000
PA
USD
74808.65000000
0.031967214761
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
0.11500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 2-Yr. U.S. Treasury Note
N/A
42.00000000
NC
USD
-13253.94000000
-0.00566367053
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-30
9266706.96000000
USD
-13253.94000000
N
N
N
First Horizon Corporation
N/A
First Horizon Alternative Mortgage Securities Trust
32051GPM1
56770.27000000
PA
USD
55486.40000000
0.023710435426
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Variable
0.02514900
N
N
N
N
N
N
American Homes 4 Rent
549300N4PXZ37U8QKI55
American Homes 4 Rent, LP
02666TAC1
41000.00000000
PA
USD
40390.33000000
0.017259586336
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.02375000
N
N
N
N
N
N
Deutsche Telekom AG
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAV5
34000.00000000
PA
USD
35355.42000000
0.015108069776
Long
DBT
CORP
NL
N
2
2023-09-19
Fixed
0.02485000
N
N
N
N
N
N
Brixmor Property Group Inc.
549300CJHBL7JBUA6503
Brixmor Operating Partnership, LP
11120VAK9
83000.00000000
PA
USD
82900.81000000
0.035425154673
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.02250000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBY1
38000.00000000
PA
USD
38910.45000000
0.016627204362
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
0.03150000
N
N
N
N
N
N
Simon Property Group, Inc.
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807DG9
67000.00000000
PA
USD
69396.26000000
0.029654393536
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.02000000
N
N
N
N
N
N
American Electric Power Company, Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537AN1
42000.00000000
PA
USD
42448.20000000
0.018138954861
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02300000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHQ5
168000.00000000
PA
USD
190508.79000000
0.081408171432
Long
DBT
CORP
US
N
2
2030-02-07
Variable
0.03974000
N
N
N
N
N
N
Macquarie Infrastructure Corporation
549300TH2PHOLK31LB42
ITT Holdings, LLC
45074JAA2
105000.00000000
PA
USD
106968.75000000
0.045709861145
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.06500000
N
N
N
N
N
N
Enterprise Products Partners L.P.
5493004LGN656HWLDA30
Enterprise Products Operating, LLC
29379VBM4
105000.00000000
PA
USD
103072.09000000
0.044044741309
Long
DBT
CORP
US
N
2
2077-08-16
Variable
0.04875000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
30000.00000000
PA
USD
30266.40000000
0.012933430944
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04125000
N
N
N
N
N
N
State Street Corporation
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
12050.00000000
NS
USD
1325018.00000000
0.566206380795
Long
RF
US
N
1
N
N
Mr. Cooper Group Inc.
N/A
Long Beach Mortgage Loan Trust
542514HF4
303964.42000000
PA
USD
313177.58000000
0.133826969986
Long
ABS-CBDO
CORP
US
N
2
2034-09-25
Floating
0.01591500
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A73W0
806310.66000000
PA
USD
35987.98000000
0.015378375167
Long
ABS-CBDO
USGSE
US
N
2
2027-08-25
Fixed
0.03000000
N
N
N
N
N
N
First Horizon Corporation
COOWI3L2W9TPYR3WJX37
First Horizon Bank, 3.750%
337158208
70.00000000
NS
USD
57050.00000000
0.024378592611
Long
EP
CORP
US
N
2
N
N
N
Atlantic Exploration, LLC
5493004CTVUMQLRPOE23
Centennial Resource Production, LLC
15138AAC4
110000.00000000
PA
USD
112487.10000000
0.048067961172
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06875000
N
N
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457100
400.00000000
NS
USD
10620.00000000
0.004538135907
Long
EC
CORP
US
N
1
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
105000.00000000
PA
USD
104737.50000000
0.044756403919
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
0.03500000
N
N
N
N
N
N
Range Resources Corporation
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABG3
55000.00000000
PA
USD
60637.50000000
0.025911602269
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.09250000
N
N
N
N
N
N
Porsche Automobil Holding SE
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668AR3
63000.00000000
PA
USD
68087.82000000
0.029095271263
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.04250000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875PAK7
45000.00000000
PA
USD
46449.58000000
0.019848823624
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02625000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CG5
42000.00000000
PA
USD
50010.14000000
0.021370321288
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
0.04497000
N
N
N
N
N
N
TerraForm Power, Inc.
5493000S2OLR3UT5BE13
TerraForm Power Operating, LLC
88104LAE3
155000.00000000
PA
USD
164106.25000000
0.070125844236
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.05000000
N
N
N
N
N
N
D.R. Horton, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232AF8
70000.00000000
PA
USD
70633.50000000
0.030183090643
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03850000
N
N
N
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation, Convertible
477143AN1
42000.00000000
PA
USD
41853.00000000
0.017884614137
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.00500000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AG5
40000.00000000
PA
USD
41550.00000000
0.017755136248
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.06750000
N
N
N
N
N
N
OZLM IX Ltd
N/A
OZLM IX, Ltd.
67109KBA1
550000.00000000
PA
USD
550102.30000000
0.235069585734
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.01738200
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
95000.00000000
PA
USD
99010.90000000
0.042309314551
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.03375000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CW8
69000.00000000
PA
USD
76503.43000000
0.032691427753
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04100000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AT7
42000.00000000
PA
USD
47778.72000000
0.020416791417
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.03950000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
115000.00000000
PA
USD
117875.00000000
0.050370317336
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.04500000
N
N
N
N
N
N
PPL Corporation
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAK9
43000.00000000
PA
USD
46438.34000000
0.019844020550
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03950000
N
N
N
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAL4
60000.00000000
PA
USD
61890.00000000
0.026446820275
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
0.06000000
N
N
N
N
N
N
RAPTOR ACQUISITION CORP
549300T1YPGZ35J6JU13
Raptor Acquisition Corporation, Term Loan
N/A
90000.00000000
PA
USD
90112.50000000
0.038506852351
Long
DBT
CORP
US
N
2
2026-11-01
Floating
0.00000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJZ3
42000.00000000
PA
USD
42339.85000000
0.018092654765
Long
DBT
CORP
US
N
2
2029-06-14
Variable
0.02087000
N
N
N
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES Corporation
00130HCC7
25000.00000000
PA
USD
27337.50000000
0.011681854084
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.03950000
N
N
N
N
N
N
Octagon Investment Partners 50 Ltd.
N/A
Octagon Investment Partners 50, Ltd.
67592MAJ3
400000.00000000
PA
USD
401137.20000000
0.171413854162
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
0.04483700
N
N
N
N
N
N
Hess Midstream LP
N/A
Hess Midstream Operations, LP
428102AC1
95000.00000000
PA
USD
99085.00000000
0.042340978946
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
Metronet Systems Holdings, LLC
549300V3JVIFMP2JGN73
Metronet Systems Holdings, LLC, Delayed Draw
N/A
26111.10000000
PA
USD
26091.52000000
0.011149422203
Long
DBT
CORP
US
N
2
2028-06-02
Floating
0.04500000
N
N
N
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAP4
84000.00000000
PA
USD
89664.43000000
0.038315383184
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.03125000
N
N
N
N
N
N
Verint Systems Inc.
549300KEQJS5FRVUCO94
Verint Systems, Inc., Convertible
92343XAB6
18000.00000000
PA
USD
17649.82000000
0.007542116940
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.00250000
N
N
N
N
Y
Verint Systems Inc
Verint Systems Inc
USD
XXXX
N
N
N
Novartis AG
5493002KF87V5RSRQS84
Novartis Capital Corporation
66989HAP3
40000.00000000
PA
USD
41214.21000000
0.017611646544
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
0.01750000
N
N
N
N
N
N
CoBank, ACB
P0J8I7M2E0A77CKF1705
Cobank ACB, 6.250%
19075Q805
1445.00000000
NS
USD
151725.00000000
0.064835091392
Long
EP
CORP
US
N
2
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296AG8
42000.00000000
PA
USD
40666.33000000
0.017377526591
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.01875000
N
N
N
N
N
N
Vodafone Group Plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBQ2
48000.00000000
PA
USD
58163.05000000
0.024854220875
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
0.07000000
N
N
N
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAV2
42000.00000000
PA
USD
47802.65000000
0.020427017179
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04000000
N
N
N
N
N
N
Unum Group
N/A
Provident Financing Trust I
743863AA0
22000.00000000
PA
USD
26632.73000000
0.011380691933
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
0.07405000
N
N
N
N
N
N
HERENS US HOLDCO CORP
549300Y0CIXN5D40L888
Lonza Specialty Ingredients, Term Loan
N/A
240000.00000000
PA
USD
240129.60000000
0.102612124316
Long
DBT
CORP
US
N
2
2028-05-14
Floating
0.00000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LW9
168000.00000000
PA
USD
190536.51000000
0.081420016736
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.04075000
N
N
N
N
N
N
Targa Resources Corp.
N/A
Targa Resources Partners, LP
87612BBE1
90000.00000000
PA
USD
93712.50000000
0.040045203506
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05375000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022675
7675000.00000000
PA
USD
7938228.55000000
3.392161960985
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
N/A
Prime Security Services Borrower, LLC
74166MAC0
305000.00000000
PA
USD
336924.35000000
0.143974434170
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
N/A
GSAA Home Equity Trust
36242DNF6
76740.05000000
PA
USD
79442.98000000
0.033947555569
Long
ABS-CBDO
CORP
US
N
2
2034-08-25
Variable
0.045512
N
N
N
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
232.00000000
NS
USD
167376.40000000
0.071523243966
Long
EC
CORP
US
N
1
N
N
N
PBF Energy Inc
N/A
PBF Holding Company, LLC
69318FAK4
110000.00000000
PA
USD
110812.90000000
0.047352542421
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09250000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137B2CJ7
641120.75700000
PA
USD
46452.15000000
0.019849921836
Long
ABS-CBDO
USGSE
US
N
2
2033-04-15
Fixed
0.03000000
N
N
N
N
N
N
State Street Corporation
549300YI2V5ELVW58659
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
78468R408
30916.00000000
NS
USD
852663.28000000
0.364359872700
Long
RF
US
N
1
N
N
N
Kilroy Realty Corporation
5493008CT3N3JR7P1552
Kilroy Realty, LP
49427RAL6
83000.00000000
PA
USD
91984.94000000
0.039306982973
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.04375000
N
N
N
N
N
N
Square, Inc.
549300OHIIUWSTIZME52
Square, Inc.
852234103
338.00000000
NS
USD
82404.40000000
0.035213028868
Long
EC
CORP
US
N
1
N
N
N
Voya Financial, Inc.
549300YJVN8KX08ZHI42
Voya Global Equity Dividend & Premium Opportunity Fund
92912T100
3659.00000000
NS
USD
21807.64000000
0.009318835606
Long
RF
US
N
1
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CX6
40000.00000000
PA
USD
57400.00000000
0.024528154528
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
0.09625000
N
N
N
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184L102
839.00000000
NS
USD
57731.59000000
0.024669849489
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corporation, 5.875%
87161C709
425.00000000
NS
USD
11585.50000000
0.004950713141
Long
EP
CORP
US
N
1
N
N
N
Cumulus Media Inc.
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings, Inc.
23110AAA4
100000.00000000
PA
USD
104625.00000000
0.044708330445
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.06750000
N
N
N
N
N
British American Tobacco p.l.c.
2138005GYEXN7XRHFA84
BAT Capital Corporation
05526DAZ8
59000.00000000
PA
USD
62667.42000000
0.026779027207
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03222000
N
N
N
N
N
N
KKR Real Estate Finance Trust Inc.
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust, Inc., Convertible
48251KAB6
14000.00000000
PA
USD
14965.33000000
0.006394981303
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.06125000
N
N
N
N
Y
KKR Real Estate Finance Trust Inc
KKR Real Estate Finance Trust Inc
USD
XXXX
N
N
N
LPL Financial Holdings Inc.
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
90000.00000000
PA
USD
90402.30000000
0.038630689619
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04000000
N
N
N
N
N
N
BFLD Trust 2020-EYP
N/A
BFLD Trust
05493AAG5
325000.00000000
PA
USD
327444.52000000
0.139923515439
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
0.01773000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc., Convertible, 5.750%
92556H305
248.00000000
NS
USD
18384.24000000
0.007855949122
Long
EP
CORP
US
N
1
N
N
N
MOMENTIVE PERFORMANCE
54930021ZH8MCUXACZ50
Momentive Performance Materials USA, LLC, Term Loan
N/A
287140.00000000
PA
USD
285107.05000000
0.121831877695
Long
DBT
CORP
US
N
2
2024-05-15
Floating
0.03360000
N
N
N
N
N
N
Sound Point CLO XXI, Ltd.
5493001O6AOY43J70E72
Sound Point CLO XXI, Ltd.
83613HAC1
700000.00000000
PA
USD
700063.00000000
0.299150756864
Long
ABS-O
CORP
KY
N
2
2031-10-26
Floating
0.01625700
N
N
N
N
N
N
Saxon Capital, Inc.
N/A
Saxon Asset Securities Trust
805564QB0
120404.84400000
PA
USD
119431.94000000
0.051035628571
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
0.04200710
N
N
N
N
N
N
Energean Israel Finance Ltd
98450044QACBL3F8EB03
Energean Israel Finance, Ltd.
N/A
105000.00000000
PA
USD
107231.25000000
0.045822032584
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
0.04500000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BFN5
69000.00000000
PA
USD
74196.68000000
0.031705707884
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.04125000
N
N
N
N
N
N
JELD-WEN Holding, Inc.
549300XWE6NM0N1HFW16
Jeld-Wen, Inc.
475795AC4
90000.00000000
PA
USD
91688.40000000
0.039180265569
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04625000
N
N
N
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Delayed Draw
N/A
56508.23000000
PA
USD
55424.97000000
0.023684185172
Long
DBT
CORP
US
N
2
2029-04-27
Floating
0.00000000
N
N
N
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAR1
44000.00000000
PA
USD
49170.00000000
0.021011312860
Long
DBT
CORP
US
N
2
2025-06-15
Variable
0.05750000
N
N
N
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc., 5.250%
29452E200
2775.00000000
NS
USD
74508.75000000
0.031839061563
Long
EP
CORP
US
N
1
N
N
N
MGM Growth Properties OP GP LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAJ4
50000.00000000
PA
USD
55631.00000000
0.023772225864
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05750000
N
N
N
N
N
N
BP p.l.c.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBA7
41000.00000000
PA
USD
41996.92000000
0.017946113998
Long
DBT
CORP
US
N
2
2022-09-19
Fixed
0.02520000
N
N
N
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc.
21925DAA7
140000.00000000
PA
USD
150150.00000000
0.064162062761
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06125000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
44000.00000000
PA
USD
47740.00000000
0.020400245596
Long
DBT
CORP
US
N
2
2025-10-15
Variable
0.04875000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EH3
213000.00000000
PA
USD
235631.25000000
0.100689890450
Long
DBT
CORP
US
N
2
2024-09-05
Variable
0.06250000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAB1
70000.00000000
PA
USD
74375.00000000
0.031781907545
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
Nippon Telegraph and Telephone Corporation
3538007PR116187GD960
NTT Finance Corporation
62954WAC9
51000.00000000
PA
USD
50882.73000000
0.021743196242
Long
DBT
CORP
JP
N
2
2026-04-03
Fixed
0.01162000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association 30-Yr. Pass Through
21H022671
1675000.00000000
PA
USD
1733363.30000000
0.740700398557
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175AY0
59000.00000000
PA
USD
66841.75000000
0.028562800923
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
0.04908000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AU0
63000.00000000
PA
USD
71147.80000000
0.030402861198
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04200000
N
N
N
N
N
N
Radian Group Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236AW1
70000.00000000
PA
USD
76125.00000000
0.032529717134
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.04875000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CT0
94000.00000000
PA
USD
105324.02000000
0.045007035508
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04875000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAN5
63000.00000000
PA
USD
73893.52000000
0.031576161624
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
0.06500000
N
N
N
N
N
N
EchoStar Corporation
N/A
Hughes Satellite Systems Corporation
444454AF9
60000.00000000
PA
USD
67275.00000000
0.028747937211
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
Waste Pro USA, Inc.
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
55000.00000000
PA
USD
56773.75000000
0.024260545525
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05500000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AK7
80000.00000000
PA
USD
84181.60000000
0.035972461555
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BK0
96000.00000000
PA
USD
100080.00000000
0.042766162112
Long
DBT
CORP
US
N
2
2026-06-01
Variable
0.04000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DF9
80000.00000000
PA
USD
95648.00000000
0.040872280912
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
Rite Aid Corporation
529900W353T1JY1DKT44
Rite Aid Corporation
767754CK8
125000.00000000
PA
USD
126562.50000000
0.054082657797
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07500000
N
N
N
N
N
N
Citigroup Inc.
N/A
Citigroup Mortgage Loan Trust, Inc.
17311LAA9
424798.45100000
PA
USD
424479.26000000
0.181388377763
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Variable
0.02879700
N
N
N
N
N
N
F.N.B. Corporation
PCYSKIGYNYFDTBLVZU83
FNB Corporation
30260NAA9
81000.00000000
PA
USD
82267.88000000
0.035154691174
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
0.02200000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
3137H0H76
1499811.21000000
PA
USD
209467.23000000
0.089509487564
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
0.02080100
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BD5
36000.00000000
PA
USD
38578.51000000
0.016485359839
Long
DBT
CORP
JP
N
2
2024-03-07
Fixed
0.03407000
N
N
N
N
N
N
Dole Food Company, Inc.
549300BHY23LFYB85T03
Dole Food Company, Inc., Term Loan
N/A
602961.65000000
PA
USD
602207.95000000
0.257335359863
Long
DBT
CORP
US
N
2
2024-04-06
Floating
0.03750000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BL7
52000.00000000
PA
USD
53280.77000000
0.022767926132
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
0.02623000
N
N
N
N
N
N
DICK'S Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc., Convertible
253393AD4
16000.00000000
PA
USD
47350.00000000
0.020233590887
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03250000
N
N
N
N
Y
Dick's Sporting Goods Inc
Dick's Sporting Goods Inc
USD
XXXX
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBW0
50000.00000000
PA
USD
52444.24000000
0.022410460328
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02350000
N
N
N
N
N
N
UBS Group AG
N/A
MASTR Alternative Loans Trust
576434VW1
60190.85400000
PA
USD
60806.81000000
0.025983951778
Long
ABS-CBDO
CORP
US
N
2
2055-03-25
Fixed
0.05000000
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAD2
42000.00000000
PA
USD
50074.28000000
0.021397729577
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04725000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAQ8
70000.00000000
PA
USD
73474.11000000
0.031396939441
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
0.03150000
N
N
N
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
Nustar Logistics, LP, 6.918%
67059T204
1736.00000000
NS
USD
44476.32000000
0.019005610624
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJK6
111000.00000000
PA
USD
109936.51000000
0.046978043652
Long
DBT
CORP
US
N
2
2026-10-24
Variable
0.01197000
N
N
N
N
N
N
Credit Suisse Group AG
549300PXR5FKNXF0OH19
Credit Suisse Group Funding (Guernsey), Ltd.
225433AH4
54000.00000000
PA
USD
56191.41000000
0.024011700133
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
0.03800000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887CJ6
63000.00000000
PA
USD
65984.61000000
0.028196528059
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
0.02823000
N
N
N
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824CBE8
35000.00000000
PA
USD
36037.73000000
0.015399634326
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.02250000
N
N
N
N
N
N
Prudential Financial, Inc.
N/A
Five Corners Funding Trust
33829TAA4
100000.00000000
PA
USD
109018.97000000
0.046585960675
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04419000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AM4
95000.00000000
PA
USD
101949.50000000
0.043565036413
Long
DBT
CORP
US
N
2
2043-06-15
Variable
0.05625000
N
N
N
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corporation
101137AV9
75000.00000000
PA
USD
80070.50000000
0.034215707268
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.03450000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
250000.00000000
PA
USD
264925.00000000
0.113207688825
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05500000
N
N
N
N
N
N
Groupe BPCE
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
34000.00000000
PA
USD
34819.14000000
0.014878906733
Long
DBT
CORP
FR
N
2
2022-05-22
Fixed
0.03000000
N
N
N
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
126694MH8
177037.13400000
PA
USD
162702.35000000
0.069525930017
Long
ABS-CBDO
CORP
US
N
2
2035-11-20
Variable
0.02764400
N
N
N
N
N
N
Allied Universal Security Services LLC
N/A
Allied Universal Holdco, LLC
019576AA5
60000.00000000
PA
USD
63613.80000000
0.027183434086
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06625000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2H5
80000.00000000
PA
USD
83701.68000000
0.035767382253
Long
DBT
CORP
US
N
2
2025-10-30
Variable
0.02406000
N
N
N
N
N
N
Diageo plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBC2
50000.00000000
PA
USD
50819.70000000
0.021716262277
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
0.01375000
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
320000.00000000
PA
USD
320000.00000000
0.136742324900
Long
DBT
CORP
US
N
2
2027-11-08
Floating
0.04500000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BF4
42000.00000000
PA
USD
42987.00000000
0.018369194751
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
0.02625000
N
N
N
N
N
N
Marvell Technology Group Ltd.
N/A
Marvell Technology, Inc.
573874AK0
42000.00000000
PA
USD
44650.55000000
0.019080062547
Long
DBT
CORP
US
N
2
2023-06-22
Fixed
0.04200000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2, Inc.
75602BAA7
80000.00000000
PA
USD
82976.00000000
0.035457284846
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06250000
N
N
N
N
N
N
Capital One Financial Corporation
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
14042TCT2
60000.00000000
PA
USD
62218.98000000
0.026587399931
Long
DBT
CORP
US
N
2
2026-01-28
Variable
0.02280000
N
N
N
N
N
N
Columbia Cent CLO 27 Limited
549300066YASG4MIU864
Cent CLO, LP
19736RAJ0
875000.00000000
PA
USD
875132.13000000
0.373961256409
Long
ABS-O
CORP
KY
N
2
2028-10-25
Floating
0.02475700
N
N
N
N
N
N
Galaxy XIX CLO Limited
5493000B2531UL3WQV87
Galaxy XIX CLO, Ltd.
36319QBS0
125000.00000000
PA
USD
125003.75000000
0.053416573113
Long
ABS-O
CORP
KY
N
2
2030-07-24
Floating
0.02025700
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CK3
41000.00000000
PA
USD
41690.76000000
0.017815285778
Long
DBT
CORP
DE
N
2
2032-05-28
Variable
0.03035000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream, LP
417558AA1
140000.00000000
PA
USD
152040.00000000
0.064969697118
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.07500000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDL2
41000.00000000
PA
USD
41286.33000000
0.017642464846
Long
DBT
CORP
US
N
2
2025-07-08
Fixed
0.01200000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CT4
50000.00000000
PA
USD
51312.46000000
0.021926828364
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
0.02804000
N
N
N
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAB2
41000.00000000
PA
USD
41083.52000000
0.017555800124
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.00950000
N
N
N
N
N
N
PIXELLE SPECIALTY SOLUTIONS
5493002S74PA4Q8Y8Z86
Pixelle Specialty Solutions, LLC, Term Loan
N/A
539408.33000000
PA
USD
539073.90000000
0.230356932434
Long
DBT
CORP
US
N
2
2024-10-31
Floating
0.07500000
N
N
N
N
N
N
Ovintiv Inc.
N/A
Encana Corporation
292505AE4
55000.00000000
PA
USD
73385.37000000
0.031359019085
Long
DBT
CORP
CA
N
2
2037-08-15
Fixed
0.06625000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXL3
82000.00000000
PA
USD
82024.40000000
0.035050647357
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.00627000
N
N
N
N
N
N
Nesco Holdings, Inc.
254900FAHT0HW9T6L409
NESCO Holdings II, Inc.
64083YAA9
35000.00000000
PA
USD
36531.25000000
0.015610525176
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
VEREIT, Inc.
5493005TQOUJE1LCS698
VEREIT Operating Partnership, LP
92340LAC3
63000.00000000
PA
USD
70963.16000000
0.030323960877
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03950000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
41000.00000000
PA
USD
41168.95000000
0.017592306052
Long
DBT
CORP
NL
N
2
2026-06-24
Variable
0.01339000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
N/A
1442382.68000000
PA
USD
1447791.62000000
0.618669975280
Long
DBT
CORP
US
N
2
2025-10-02
Floating
0.05750000
N
N
N
N
N
N
INDIGO NATURAL RES LLC
549300F7DOI6H6TA3C86
Indigo Natural Resources, LLC
45569LAC5
70000.00000000
PA
USD
73150.00000000
0.031258440832
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05375000
N
N
N
N
N
N
Imperial Brands PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAA1
34000.00000000
PA
USD
35789.41000000
0.015293522281
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
0.03125000
N
N
N
N
N
N
Eagle Re 2019-1 LTD
254900L82OLW9QTLJ788
Eagle Re, Ltd.
269822AB8
451173.57000000
PA
USD
452662.35000000
0.193431569167
Long
ABS-CBDO
CORP
BM
N
2
2029-04-25
Floating
0.01891500
N
N
N
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
N/A
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
41068X100
859.00000000
NS
USD
48232.85000000
0.020610850142
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363RAA4
250089.90200000
PA
USD
235011.53000000
0.100425071845
Long
ABS-CBDO
CORP
US
N
2
2046-10-25
Floating
0.00987100
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBT6
48000.00000000
PA
USD
50348.67000000
0.021514981848
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
0.02448000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
-39.00000000
NC
USD
-30289.74000000
-0.01294340458
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
-5137210.26000000
USD
-30289.74000000
N
N
N
Toll Brothers, Inc.
N/A
Toll Brothers Finance Corporation
88947EAK6
82000.00000000
PA
USD
83649.02000000
0.035744879595
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.05875000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHR3
36000.00000000
PA
USD
38476.23000000
0.016441653573
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336V100
250.00000000
NS
USD
7402.50000000
0.003163234562
Long
EC
CORP
US
N
1
N
N
N
Business Jet Securities 2020-1 LLC
N/A
Business Jet Securities, LLC
12327FAA5
140076.47000000
PA
USD
142605.93000000
0.060938332539
Long
ABS-CBDO
CORP
US
N
2
2035-11-15
Fixed
0.02981000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
84000.00000000
PA
USD
90081.61000000
0.038493652444
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.03150000
N
N
N
N
N
N
EAGLE BROADBAND INVESTMENTS
254900W09ZHD1OM4I757
Eagle Broadband Investments, LLC, Term Loan
N/A
791025.00000000
PA
USD
790281.44000000
0.337702879471
Long
DBT
CORP
US
N
2
2027-11-12
Floating
0.03750000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation
62886EAV0
220000.00000000
PA
USD
239800.00000000
0.102471279722
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
Wells Fargo & Company
N/A
Wachovia Asset Securitization, Inc.
92976YAA0
122380.53000000
PA
USD
114122.66000000
0.048766868288
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Floating
0.00231500
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873CAB0
350000.00000000
PA
USD
348364.70000000
0.148863121847
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
0.04826200
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MF5
105000.00000000
PA
USD
111883.04000000
0.047809834395
Long
DBT
CORP
US
N
2
2025-04-24
Variable
0.03352000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBZ2
63000.00000000
PA
USD
61439.09000000
0.026254137519
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
0.02142000
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787107
276.00000000
NS
USD
44855.52000000
0.019167650279
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AL8
65000.00000000
PA
USD
70745.35000000
0.030230886358
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
0.05500000
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC, Term Loan
N/A
1134300.00000000
PA
USD
1134719.69000000
0.484888151626
Long
DBT
CORP
US
N
2
2026-09-25
Floating
0.04250000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAN7
115000.00000000
PA
USD
122187.50000000
0.052213133824
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05875000
N
N
N
N
N
N
Mid-America Apartment Communities, Inc.
549300FXWGE3QSYCUJ38
Mid-America Apartments, LP
59523UAP2
84000.00000000
PA
USD
96229.53000000
0.041120780175
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04200000
N
N
N
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc.
67020Y100
2019.00000000
NS
USD
109914.36000000
0.046968578519
Long
EC
CORP
US
N
1
N
N
N
ORBCOMM INC
529900PSC8WVCY267I23
ORBCOMM, Inc., Term Loan
N/A
135000.00000000
PA
USD
134662.50000000
0.057543947896
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAN3
63000.00000000
PA
USD
71628.47000000
0.030608260990
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
0.03900000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corporation
126650DJ6
42000.00000000
PA
USD
47000.94000000
0.020084430650
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03750000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BM2
63000.00000000
PA
USD
66937.50000000
0.028603716790
Long
DBT
CORP
GB
N
2
2029-11-01
Variable
0.03754000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAR7
126000.00000000
PA
USD
142447.82000000
0.060870769011
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.04005000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.700%
74460W594
175.00000000
NS
USD
4898.25000000
0.002093119040
Long
EP
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
485.00000000
NS
USD
41215.30000000
0.017612112323
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AT6
24000.00000000
PA
USD
26755.20000000
0.011433025784
Long
DBT
CORP
GB
N
2
2025-03-30
Variable
0.06375000
N
N
N
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AC0
140000.00000000
PA
USD
145635.64000000
0.062232987505
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.05875000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
26000.00000000
PA
USD
27467.79000000
0.011737529576
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.04875000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
58000.00000000
PA
USD
61024.20000000
0.026076846822
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
0.02819000
N
N
N
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Gas Partners, LP
958254AB0
39000.00000000
PA
USD
39633.75000000
0.016936284748
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.04000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F020471
7500000.00000000
PA
USD
7735693.35000000
3.305614666854
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.02000000
N
N
N
N
N
N
McDermott International, Inc.
54930004RAXI4B3L4752
McDermott International, Inc.
G5924V106
54556.00000000
NS
USD
26732.44000000
0.011423299987
Long
EC
CORP
PA
N
1
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958667AB3
60000.00000000
PA
USD
63395.40000000
0.027090107449
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.04350000
N
N
N
N
N
N
BlackRock, Inc.
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund, Inc.
09255P107
3445.00000000
NS
USD
42442.40000000
0.018136476407
Long
RF
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBL8
49000.00000000
PA
USD
51767.17000000
0.022121134935
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAR0
21000.00000000
PA
USD
21763.48000000
0.009299965165
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
0.03125000
N
N
N
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAP5
160000.00000000
PA
USD
163200.00000000
0.069738585699
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PBK0
63000.00000000
PA
USD
71199.16000000
0.030424808341
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.04625000
N
N
N
N
N
N
Metronet Systems Holdings, LLC
549300V3JVIFMP2JGN73
Metronet Systems Holdings, LLC, Term Loan
N/A
234999.90000000
PA
USD
234823.65000000
0.100344787007
Long
DBT
CORP
US
N
2
2028-06-02
Floating
0.04500000
N
N
N
N
N
N
BlackRock, Inc.
549300YX74JNY54XCY80
iShares S&P U.S. Preferred Stock Index Fund
464288687
6525.00000000
NS
USD
256660.88000000
0.109676267006
Long
RF
US
N
1
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BH6
63000.00000000
PA
USD
71052.83000000
0.030362278640
Long
DBT
CORP
JP
N
2
2029-03-07
Fixed
0.03741000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBB0
99000.00000000
PA
USD
105552.40000000
0.045104626796
Long
DBT
CORP
GB
N
2
2024-05-16
Variable
0.04338000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48126HAA8
44000.00000000
PA
USD
46777.50000000
0.019988950321
Long
DBT
CORP
US
N
2
2023-08-01
Variable
0.06000000
N
N
N
N
N
N
CIT Group Inc.
N/A
IndyMac IMJA Mortgage Loan Trust
456669AA8
89155.31300000
PA
USD
57770.54000000
0.024686493594
Long
ABS-CBDO
CORP
US
N
2
2037-11-25
Fixed
0.06250000
N
N
N
N
N
N
Bank of America Corporation
N/A
Banc of America Mortgage Securities Trust
05949CGB6
163132.29800000
PA
USD
163992.32000000
0.070077159695
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
0.02603700
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Washington Mutual Mortgage Pass-Through Certificates
9393362K8
125322.15700000
PA
USD
125248.72000000
0.053521253636
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Fixed
0.06000000
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AT1
95000.00000000
PA
USD
96900.00000000
0.041407285258
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05875000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
61000.00000000
PA
USD
60037.75000000
0.025655317239
Long
DBT
CORP
US
N
2
2026-12-10
Variable
0.00985000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
125000.00000000
PA
USD
133712.50000000
0.057137994119
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.06000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBG9
46000.00000000
PA
USD
52325.00000000
0.022359506719
Long
DBT
CORP
GB
N
2
2024-06-15
Variable
0.08000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AAKZ7
723430.71500000
PA
USD
35845.12000000
0.015317328266
Long
ABS-CBDO
USGSE
US
N
2
2027-12-25
Fixed
0.03000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer, Inc., Term Loan
N/A
631825.00000000
PA
USD
628312.05000000
0.268490157749
Long
DBT
CORP
US
N
2
2026-12-17
Floating
0.03604200
N
N
N
N
N
N
Bellemeade Re 2020-2 Ltd.
N/A
Bellemeade Re, Ltd.
078782AA7
32391.91000000
PA
USD
32405.62000000
0.013847561933
Long
ABS-CBDO
CORP
BM
N
2
2030-08-26
Floating
0.02391600
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals, Inc.
443628AJ1
110000.00000000
PA
USD
110412.50000000
0.047181443587
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
Equitrans Midstream Corporation
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAH3
170000.00000000
PA
USD
189550.00000000
0.080998461515
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.06500000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFS8
128000.00000000
PA
USD
126598.43000000
0.054098011396
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.00850000
N
N
N
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AL8
30000.00000000
PA
USD
37987.50000000
0.016232809584
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
0.06875000
N
N
N
N
N
N
USR Parent, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
170000.00000000
PA
USD
176074.95000000
0.075240306311
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BM8
20000.00000000
PA
USD
20007.00000000
0.008549386544
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04625000
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund, LP
26150TAE9
170000.00000000
PA
USD
175858.11000000
0.075147646293
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.03875000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBA4
62000.00000000
PA
USD
62044.10000000
0.026512670251
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.01450000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BG6
75000.00000000
PA
USD
78547.50000000
0.033564899265
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
0.05500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 7.125%
61762V200
3700.00000000
NS
USD
107004.00000000
0.045724924167
Long
EP
CORP
US
N
1
N
N
N
CenturyLink, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
280000.00000000
PA
USD
284132.80000000
0.121415561413
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04250000
N
N
N
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
OneMain Finance Corporation
682691AB6
55000.00000000
PA
USD
55412.50000000
0.023678856495
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03500000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AT2
90000.00000000
PA
USD
98073.00000000
0.041908531343
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
0.06875000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
84000.00000000
PA
USD
84594.33000000
0.036148829242
Long
DBT
CORP
US
N
2
2027-05-04
Variable
0.01593000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan
N/A
318396.00000000
PA
USD
325693.64000000
0.139175329808
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.08500000
N
N
N
N
N
N
Transocean Ltd.
N/A
Transocean Guardian, Ltd.
893800AA0
90626.25000000
PA
USD
88134.03000000
0.037661413015
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAH6
75000.00000000
PA
USD
81273.15000000
0.034729623384
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
0.03900000
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAV5
21000.00000000
PA
USD
22638.14000000
0.009673724671
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.04250000
N
N
N
N
N
N
Toorak Mortgage Corp. 2020-1 Ltd.
N/A
Toorak Mortgage Corporation
89052WAA7
450000.00000000
PA
USD
452359.85000000
0.193302304938
Long
ABS-CBDO
CORP
US
N
2
2023-03-25
Variable
0.02734300
N
N
N
N
N
N
Enterprise Products Partners L.P.
5493004LGN656HWLDA30
Enterprise Products Operating, LLC
29379VBT9
42000.00000000
PA
USD
48273.38000000
0.020628169412
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
0.04150000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BL4
70000.00000000
PA
USD
73290.00000000
0.031318265599
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F022477
4000000.00000000
PA
USD
4171093.76000000
1.782390806621
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.02500000
N
N
N
N
N
N
Aegon N.V.
KEIOKM01PSK5VZ5CCI74
Aegon Funding Corporation II, 5.100%
00775V104
1250.00000000
NS
USD
33587.50000000
0.014352602617
Long
EP
CORP
US
N
1
N
N
N
Triangle Re 2019-1 Ltd.
N/A
Genworth Mortgage Insurance Corporation
89600TAA1
105525.07000000
PA
USD
105525.26000000
0.045093029337
Long
ABS-CBDO
CORP
US
N
2
2029-11-26
Floating
0.01991600
N
N
N
N
N
N
CROWN SUBSEA COMMUNICATIONS
5493003AYLUE132FIO27
Crown Subsea Communications Holding, Inc., Term Loan
N/A
503424.65000000
PA
USD
506359.62000000
0.216377473982
Long
DBT
CORP
US
N
2
2027-04-27
Floating
0.05750000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BV5
41000.00000000
PA
USD
45971.25000000
0.019644423761
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.04750000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
105000.00000000
PA
USD
110775.00000000
0.047336347002
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
Golden Entertainment, Inc.
549300P8YYCKQVJ0Y638
Golden Entertainment, Inc., Term Loan
N/A
896929.25000000
PA
USD
890202.28000000
0.380401029370
Long
DBT
CORP
US
N
2
2024-10-20
Floating
0.03750000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A65L4
344113.54600000
PA
USD
17754.88000000
0.007587011154
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
0.03000000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Ltd.
11135F101
276.00000000
NS
USD
131607.84000000
0.056238631302
Long
EC
CORP
SG
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RGQ9
63000.00000000
PA
USD
72816.99000000
0.031116139077
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
280.00000000
NS
USD
60718.00000000
0.025946001510
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBJ4
168000.00000000
PA
USD
198958.46000000
0.085018882434
Long
DBT
CORP
US
N
2
2031-03-24
Variable
0.04493000
N
N
N
N
N
N
Vodafone Group Plc
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
190000.00000000
PA
USD
197410.00000000
0.084357194870
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.05500000
N
N
N
N
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364GAM5
41000.00000000
PA
USD
40452.32000000
0.017286075888
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.00900000
N
N
N
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAF4
120000.00000000
PA
USD
124200.00000000
0.053073114851
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.04850000
N
N
N
N
N
N
Six Flags Entertainment Corporation
549300JYTDUAA4JQ3717
Six Flags Entertainment Corporation
83001AAC6
80000.00000000
PA
USD
82506.40000000
0.035256615484
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAH5
120000.00000000
PA
USD
124800.00000000
0.053329506711
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
0.06000000
N
N
N
N
N
N
Kraton Corporation
N/A
Kraton Polymers, LLC
50076XAC5
145000.00000000
PA
USD
147900.00000000
0.063200593289
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04250000
N
N
N
N
N
N
iHeartMedia, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBG1
110000.00000000
PA
USD
113162.50000000
0.048356572942
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXJ8
44000.00000000
PA
USD
47735.48000000
0.020398314110
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03500000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc.
12597YAA7
100000.00000000
PA
USD
103625.00000000
0.044281010680
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.07000000
N
N
N
N
N
N
Owl Rock Technology Finance Corp.
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AE8
63000.00000000
PA
USD
66244.72000000
0.028307678203
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
0.03750000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29273VAJ9
43000.00000000
PA
USD
42086.25000000
0.017984286472
Long
DBT
CORP
US
N
2
2028-02-15
Variable
0.06625000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912XBJ2
48000.00000000
PA
USD
49740.00000000
0.021254885126
Long
DBT
CORP
US
N
2
2026-06-15
Variable
0.04650000
N
N
N
N
N
N
Wells Fargo & Company
5493001HF04TYQLWJP49
Wells Fargo Income Opportunities Fund
94987B105
8583.00000000
NS
USD
75444.57000000
0.032238955946
Long
RF
US
N
1
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc.
71677KAA6
95000.00000000
PA
USD
98681.25000000
0.042168448590
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
192.00000000
NS
USD
31432.32000000
0.013431651605
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
195000.00000000
PA
USD
200502.90000000
0.085678852172
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
TotalEnergies SE
549300TXO070764WUH65
SunPower Corporation
867652406
450.00000000
NS
USD
13149.00000000
0.005618827594
Long
EC
CORP
US
N
1
N
N
N
Cascades Inc.
N/A
Cascades USA, Inc.
14739LAA0
85000.00000000
PA
USD
90525.00000000
0.038683121754
Long
DBT
CORP
XX
N
2
2026-01-15
Fixed
0.05125000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAN1
100000.00000000
PA
USD
100140.00000000
0.042791801298
Long
DBT
CORP
US
N
2
2026-06-01
Variable
0.03650000
N
N
N
N
N
N
Precision Drilling Corporation
549300WF2OE8T5BP4B84
Precision Drilling Corporation
740212AM7
90000.00000000
PA
USD
92700.00000000
0.039612542244
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
0.06875000
N
N
N
N
N
N
Consolidated Communications Holdings, Inc.
549300WW675Y48HDVX34
Consolidated Communications, Inc.
20903XAH6
60000.00000000
PA
USD
60825.00000000
0.025991724725
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
CIT Group Inc.
N/A
Residential Asset Securitization Trust
45660LEW5
379240.53400000
PA
USD
392196.79000000
0.167593440259
Long
ABS-CBDO
CORP
US
N
2
2035-04-25
Fixed
0.05500000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
21685WDF1
74000.00000000
PA
USD
77466.44000000
0.033102940960
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
0.03950000
N
N
N
N
N
N
Skymiles Ip Ltd. & Delta Air Lines Inc.
N/A
Delta Air Lines, Inc.
830867AA5
95073.00000000
PA
USD
102167.42000000
0.043658157937
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
0.04500000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAR2
140000.00000000
PA
USD
147525.00000000
0.063040348377
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
Liberty Broadband Corporation
549300N3IE9H88Q20221
GCI, LLC
36166TAB6
110000.00000000
PA
USD
112585.00000000
0.048109795777
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
Cengage Learning Holdings II, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
155000.00000000
PA
USD
158681.25000000
0.067807634509
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.09500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
125000.00000000
PA
USD
129375.00000000
0.055284494637
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04625000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2N2
106000.00000000
PA
USD
110048.49000000
0.047025894919
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.02188000
N
N
N
N
N
N
LSF5 BI-LO Holdings, LLC
N/A
SEG Holding, LLC
78397KAA0
160000.00000000
PA
USD
167952.00000000
0.071769209223
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.05625000
N
N
N
N
N
N
Standard Life Aberdeen plc
549300J666ZH67203572
Aberdeen Asia-Pacific Income Fund, Inc.
003009107
10984.00000000
NS
USD
48659.12000000
0.020793003738
Long
RF
US
N
1
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AX2
63000.00000000
PA
USD
65221.79000000
0.027870559996
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.03375000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Ultra 10-Yr. U.S. Treasury Note
N/A
-11.00000000
NC
USD
-28480.76000000
-0.01217039167
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
-1590753.67000000
USD
-28480.76000000
N
N
N
British American Tobacco p.l.c.
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
41000.00000000
PA
USD
40977.02000000
0.017510290569
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340AU1
22000.00000000
PA
USD
24365.00000000
0.010411646081
Long
DBT
CORP
US
N
2
2025-07-01
Variable
0.05625000
N
N
N
N
N
N
Fortive Corporation
549300MU9YQJYHDQEF63
Fortive Corporation
34959J108
622.00000000
NS
USD
43378.28000000
0.018536396429
Long
EC
CORP
US
N
1
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath, LLC, Term Loan
N/A
477600.00000000
PA
USD
477600.00000000
0.204087919913
Long
DBT
CORP
US
N
2
2027-12-01
Floating
0.03750000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBR3
155000.00000000
PA
USD
160254.50000000
0.068479915330
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
AllianceBernstein L.P.
AE2ZT9UGMEIJ7T4R5734
AllianceBernstein Global High Income Fund, Inc.
01879R106
6175.00000000
NS
USD
77249.25000000
0.033010131380
Long
RF
US
N
1
N
N
N
Hecla Mining Company
5493009Y6HOBZD1QD537
Hecla Mining Company
422704AH9
45000.00000000
PA
USD
49162.50000000
0.021008107962
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.07250000
N
N
N
N
N
N
Ovintiv Inc.
N/A
Ovintiv, Inc.
012873AK1
40000.00000000
PA
USD
53108.33000000
0.022694239111
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.07375000
N
N
N
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class C
904311206
3391.00000000
NS
USD
62970.87000000
0.026908697389
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBH7
42000.00000000
PA
USD
42466.90000000
0.018146945741
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02450000
N
N
N
N
N
N
Enagas, S.A.
N/A
Enagas SA
87470LAD3
205000.00000000
PA
USD
208587.50000000
0.089133561547
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
United Technologies Corporation
913017DD8
63000.00000000
PA
USD
70067.56000000
0.029941253295
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
0.03950000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBC6
52000.00000000
PA
USD
58835.00000000
0.025141358392
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
0.04400000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Term Loan
N/A
269712.34000000
PA
USD
265868.94000000
0.113611053044
Long
DBT
CORP
US
N
2
2027-03-15
Floating
0.02354300
N
N
N
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
State Street Corporation
857477BE2
41000.00000000
PA
USD
43093.08000000
0.018414524832
Long
DBT
CORP
US
N
2
2025-11-01
Variable
0.02354000
N
N
N
N
N
N
Sysco Corporation
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829BP1
78000.00000000
PA
USD
90359.80000000
0.038612528529
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05650000
N
N
N
N
N
N
Lehman Brothers Holdings, Inc.
N/A
Wells Fargo Home Equity Trust
86359BND9
109266.28400000
PA
USD
106531.51000000
0.045523019851
Long
ABS-CBDO
CORP
US
N
2
2034-04-25
Floating
0.00591500
N
N
N
N
N
N
BP PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
44000.00000000
PA
USD
48312.00000000
0.020644672501
Long
DBT
CORP
GB
N
2
2030-03-22
Variable
0.04875000
N
N
N
N
N
N
Vcat 2021-Npl1 LLC
N/A
VCAT Asset Securitization, LLC
91790CAB2
100000.00000000
PA
USD
99936.41000000
0.042704803267
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
0.04826200
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ACZY0
1386017.92500000
PA
USD
69258.35000000
0.029595461867
Long
ABS-CBDO
USGSE
US
N
2
2028-03-25
Fixed
0.03000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION
549300V3UCT773B1KR38
Caesars Resort Collection, LLC, Term Loan
N/A
635200.00000000
PA
USD
636788.00000000
0.272112098714
Long
DBT
CORP
US
N
2
2025-07-20
Floating
0.04604300
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBD2
84000.00000000
PA
USD
99100.82000000
0.042347739144
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05000000
N
N
N
N
N
N
Bank of America Corporation
N/A
Merrill Lynch Alternative Note Asset Trust
59023YAB0
91420.22500000
PA
USD
57354.26000000
0.024508608922
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Fixed
0.06000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AG4
46000.00000000
PA
USD
52325.00000000
0.022359506719
Long
DBT
CORP
GB
N
2
2024-06-27
Variable
0.07500000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
143000.00000000
PA
USD
145103.12000000
0.062005431184
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
0.02129000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAM1
35000.00000000
PA
USD
35864.85000000
0.015325759284
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03125000
N
N
N
N
N
N
Aadvantage Loyalty IP Ltd.
N/A
American Airlines, Inc.
00253XAB7
20000.00000000
PA
USD
21625.00000000
0.009240789924
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
0.05750000
N
N
N
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187BH1
42000.00000000
PA
USD
46947.38000000
0.020061543403
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03800000
N
N
N
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
12543RAT6
85639.18500000
PA
USD
63196.31000000
0.027005032357
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Fixed
0.06000000
N
N
N
N
N
N
BlackRock, Inc.
G737UEA5SJ50G32LUQ88
BlackRock Enhanced Equity Dividend Trust
09251A104
150.00000000
NS
USD
1519.50000000
0.000649312383
Long
RF
US
N
1
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBT4
99000.00000000
PA
USD
114126.21000000
0.048768385273
Long
DBT
CORP
US
N
2
2028-03-15
Variable
0.05875000
N
N
N
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES Corporation, Convertible, 6.875%
00130H204
879.00000000
NS
USD
94554.03000000
0.040404805908
Long
EP
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
J.P. Morgan Alternative Loan Trust
46627MER4
73485.46900000
PA
USD
58971.08000000
0.025199508065
Long
ABS-CBDO
CORP
US
N
2
2036-03-25
Fixed
0.06500000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAH0
63000.00000000
PA
USD
71135.78000000
0.030397724814
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.03900000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCR0
39000.00000000
PA
USD
42290.26000000
0.018071463978
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03700000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703TAG1
63000.00000000
PA
USD
76017.78000000
0.032483899909
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05300000
N
N
N
N
N
N
GC Advisors LLC
2549005WE0QLGK9APF78
Golub Capital BDC, Inc.
38173M102
2307.00000000
NS
USD
35573.94000000
0.015201447692
Long
EC
CORP
US
N
1
N
N
N
Bellemeade Re 2020-1 Ltd.
N/A
Bellemeade Re, Ltd.
07876TAB8
51174.95000000
PA
USD
51194.34000000
0.021876353354
Long
ABS-CBDO
CORP
BM
N
2
2030-06-25
Floating
0.03491600
N
N
N
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation
12653CAJ7
70000.00000000
PA
USD
75685.40000000
0.032341867365
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Foods Group, Inc.
50076QAE6
190000.00000000
PA
USD
232008.70000000
0.099141903234
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
0.05000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
1000.00000000
NS
USD
18230.00000000
0.007790039321
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAV3
41000.00000000
PA
USD
41768.75000000
0.017848612447
Long
DBT
CORP
KY
N
2
2022-03-01
Fixed
0.04250000
N
N
N
N
N
N
Panther BF Aggregator 2 LP
N/A
Clarios Global, LP
69867DAC2
55000.00000000
PA
USD
59961.00000000
0.025622520447
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
0.08500000
N
N
N
N
N
N
Entercom Communications Corp.
549300S5JUSXRHNCHD80
Entercom Media Corporation
29365DAA7
100000.00000000
PA
USD
104000.00000000
0.044441255592
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.06500000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
J.P. Morgan Mortgage Trust
466247MQ3
53423.15300000
PA
USD
58260.35000000
0.024895799089
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Fixed
0.06500000
N
N
N
N
N
N
Plains All American Pipeline, L.P.
5521FA2ITF25TVH63740
Plains All American Pipeline, LP
726503AE5
2000.00000000
PA
USD
1766.40000000
0.000754817633
Long
DBT
CORP
US
N
2
2022-11-15
Variable
0.06125000
N
N
N
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc.
92552VAK6
160000.00000000
PA
USD
163040.00000000
0.069670214536
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.05625000
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Corporation
125523AG5
76000.00000000
PA
USD
85168.60000000
0.036394226164
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04125000
N
N
N
N
N
N
Univision Holdings, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
205000.00000000
PA
USD
222127.75000000
0.094919577999
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06625000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDB2
34000.00000000
PA
USD
36042.25000000
0.015401565811
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03071000
N
N
N
N
N
N
Allison Transmission Holdings, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc
019736AG2
155000.00000000
PA
USD
152344.85000000
0.065099965548
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.03750000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BT5
118000.00000000
PA
USD
136379.61000000
0.058277702938
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
0.04583000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
120000.00000000
PA
USD
118800.00000000
0.050765588119
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03625000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
064058AH3
22000.00000000
PA
USD
24007.50000000
0.010258879265
Long
DBT
CORP
US
N
2
2025-09-20
Variable
0.04700000
N
N
N
N
N
N
Northriver Midstream Finance LP
549300SOLNLY3BL6GF18
Northriver Midstream Finance, LP, Term Loan
N/A
261524.68000000
PA
USD
259126.50000000
0.110729875166
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03451630
N
N
N
N
N
N
Frontier Communications Corporation
549300ZCZ76HYCS0H445
Frontier Communications Corporation
35906ABE7
85000.00000000
PA
USD
91056.25000000
0.038910135380
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
Cinemark Holdings, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BD8
120000.00000000
PA
USD
125574.00000000
0.053660252209
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
The Mosaic Company
2YD5STGSJNMUB7H76907
Mosaic Company
61945CAF0
19000.00000000
PA
USD
19668.40000000
0.008404696072
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.03250000
N
N
N
N
N
N
Textron Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203BX8
63000.00000000
PA
USD
69789.67000000
0.029822505405
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03650000
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
58013MFF6
126000.00000000
PA
USD
142563.58000000
0.060920235547
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.03800000
N
N
N
N
N
N
Ares LVII CLO Ltd.
N/A
Ares LVII CLO, Ltd.
04017NAL6
300000.00000000
PA
USD
301047.00000000
0.128643333388
Long
ABS-O
CORP
KY
N
2
2031-10-25
Floating
0.04525800
N
N
N
N
N
N
The Estee Lauder Companies Inc.
549300VFZ8XJ9NUPU221
Estee Lauder Companies, Inc.
29736RAR1
42000.00000000
PA
USD
42021.52000000
0.017956626064
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.01950000
N
N
N
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
60000.00000000
PA
USD
62292.60000000
0.026618859212
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04375000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXS8
62000.00000000
PA
USD
61545.03000000
0.026299407775
Long
DBT
CORP
US
N
2
2026-02-12
Variable
0.00855000
N
N
N
N
N
N
NGL Energy Partners LP
N/A
NGL Energy Operating, LLC
62922LAA6
75000.00000000
PA
USD
78750.00000000
0.033651431518
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.07500000
N
N
N
N
N
N
Anglo American plc
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AZ3
42000.00000000
PA
USD
42465.14000000
0.018146193658
Long
DBT
CORP
GB
N
2
2028-03-17
Fixed
0.02250000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
29000.00000000
PA
USD
33433.40000000
0.014286752641
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.05000000
N
N
N
N
N
N
SOTERA HEALTH HLDGS LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC, Term Loan
N/A
309000.00000000
PA
USD
307584.78000000
0.131437056003
Long
DBT
CORP
US
N
2
2026-12-13
Floating
0.03250000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I 2021-Npl2 Llc
N/A
Pretium Mortgage Credit Partners, LLC
741386AB2
225000.00000000
PA
USD
225000.00000000
0.096146947195
Long
ABS-CBDO
CORP
US
N
3
2060-06-27
Variable
0.03844100
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company, Convertible
345370CY4
100000.00000000
PA
USD
110562.50000000
0.047245541552
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co
Ford Motor Co
USD
XXXX
N
N
N
Deere & Company
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EVP1
63000.00000000
PA
USD
62617.91000000
0.026757870605
Long
DBT
CORP
US
N
2
2028-03-06
Fixed
0.01500000
N
N
N
N
N
N
522 Funding CLO 2020-6 Ltd.
N/A
522 Funding CLO, Ltd.
33835AAG4
350000.00000000
PA
USD
350865.90000000
0.149931934044
Long
ABS-O
CORP
KY
N
2
2033-10-23
Floating
0.04022900
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJT7
84000.00000000
PA
USD
86418.74000000
0.036928435695
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02687000
N
N
N
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AW4
170000.00000000
PA
USD
196775.00000000
0.084085846819
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.06625000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
62000.00000000
PA
USD
64761.90000000
0.027674039909
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03250000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667G7B3
63242.10800000
PA
USD
58568.68000000
0.025027554592
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Fixed
0.05500000
N
N
N
N
N
N
ZF Friedrichshafen AG
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAC9
95000.00000000
PA
USD
102600.00000000
0.043843007921
Long
DBT
CORP
DE
N
2
2025-04-29
Fixed
0.04750000
N
N
N
N
N
N
NortonLifeLock Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc., Convertible
668771AA6
23000.00000000
PA
USD
31556.00000000
0.013484502514
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02000000
N
N
N
N
N
NortonLifeLock Inc
NortonLifeLock Inc
USD
XXXX
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc., Convertible
85571BAH8
23000.00000000
PA
USD
24639.90000000
0.010529116285
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.04375000
N
N
N
N
Y
Starwood Property Trust Inc
Starwood Property Trust Inc
USD
XXXX
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAG6
66000.00000000
PA
USD
68395.80000000
0.029226877204
Long
DBT
CORP
US
N
2
2025-02-01
Variable
0.04600000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation
131347CM6
160000.00000000
PA
USD
163200.00000000
0.069738585699
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAJ1
25000.00000000
PA
USD
26250.00000000
0.011217143839
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.05000000
N
N
N
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBJ0
103000.00000000
PA
USD
115234.72000000
0.049242073506
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.04650000
N
N
N
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
BWAY Holding Company
12429TAE4
110000.00000000
PA
USD
107800.00000000
0.046065070700
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07250000
N
N
N
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corporation
320517AC9
49000.00000000
PA
USD
51548.37000000
0.022027637370
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.03550000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AT8
80000.00000000
PA
USD
82900.00000000
0.035424808544
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.04125000
N
N
N
N
N
N
CORE & MAIN LP
549300ZSLF8Q660SCD17
Core and Main, LP, Term Loan
N/A
450068.04000000
PA
USD
449365.93000000
0.192022943747
Long
DBT
CORP
US
N
2
2024-08-01
Floating
0.03750000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873AAB4
400000.00000000
PA
USD
399044.40000000
0.170519559357
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
0.04948700
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc., Convertible
629377CG5
10000.00000000
PA
USD
11620.00000000
0.004965455672
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
0.02750000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
Genworth Mortgage Insurance Co
N/A
Genworth Mortgage Insurance Corporation
89600GAA9
200000.00000000
PA
USD
200814.96000000
0.085812201578
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Floating
0.02141500
N
N
N
N
N
N
Keurig Dr Pepper Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAN0
84000.00000000
PA
USD
84682.07000000
0.036186322278
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.02250000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
Viacom, Inc.
92553PBD3
38000.00000000
PA
USD
38672.60000000
0.016525566356
Long
DBT
CORP
US
N
2
2057-02-28
Variable
0.05875000
N
N
N
N
N
N
Vodafone Group Plc
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
55000.00000000
PA
USD
56375.00000000
0.024090151769
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569AV1
110000.00000000
PA
USD
109862.50000000
0.046946417716
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.04125000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 5.375%
06053U601
1000.00000000
NS
USD
27940.00000000
0.011939314242
Long
EP
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating, LP
29278NAM5
116000.00000000
PA
USD
128540.08000000
0.054927716818
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BE1
135000.00000000
PA
USD
140062.50000000
0.059851474629
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03375000
N
N
N
N
N
N
Banff Parent Inc.
549300DSDR5SWIGOZV63
Banff Merger Sub, Inc.
05988LAA6
55000.00000000
PA
USD
57887.50000000
0.024736472914
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.09750000
N
N
N
N
N
N
Truist Financial Corporation
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
42000.00000000
PA
USD
42609.54000000
0.018207898632
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
0.02250000
N
N
N
N
N
N
International Flavors & Fragrances Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
215.00000000
NS
USD
32121.00000000
0.013725938181
Long
EC
CORP
US
N
1
N
N
N
Countrywide Home Loans Servicing LP Countrywide Alternative Loan Trust, Series 2005-85CB
N/A
Countrywide Alternative Loan Trust
12668BEG4
23096.43800000
PA
USD
22224.66000000
0.009497036495
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Fixed
0.05500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 4.750%
48128B622
1750.00000000
NS
USD
47792.50000000
0.020422679883
Long
EP
CORP
US
N
1
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc., Term Loan
N/A
870000.00000000
PA
USD
906322.50000000
0.387289517997
Long
DBT
CORP
US
N
2
2028-04-20
Floating
0.05500000
N
N
N
N
N
N
O-I Glass, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAR4
95000.00000000
PA
USD
102445.15000000
0.043776837455
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.05875000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
90000.00000000
PA
USD
93415.50000000
0.039918289536
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AFXT6
582131.85000000
PA
USD
31221.36000000
0.013341504227
Long
ABS-CBDO
USGSE
US
N
2
2028-06-25
Fixed
0.02500000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780097AY7
30000.00000000
PA
USD
32873.04000000
0.014047299737
Long
DBT
CORP
GB
N
2
2023-06-10
Fixed
0.06100000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCX2
41000.00000000
PA
USD
43168.46000000
0.018446736196
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
0.02750000
N
N
N
N
N
N
WideOpenWest Finance, LLC
54930045JY28O5B5WE54
WideOpenWest Finance, LLC, Term Loan
N/A
585562.04000000
PA
USD
583612.12000000
0.249388994152
Long
DBT
CORP
US
N
2
2023-08-19
Floating
0.04250000
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62947QAZ1
44000.00000000
PA
USD
48435.29000000
0.020697356755
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
0.04875000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc., Term Loan
N/A
922687.50000000
PA
USD
917188.28000000
0.391932680557
Long
DBT
CORP
US
N
2
2028-02-09
Floating
0.03500000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
42000.00000000
PA
USD
42929.25000000
0.018344517035
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
0.02550000
N
N
N
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385AZ4
105000.00000000
PA
USD
107880.63000000
0.046099525493
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
Welltower Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAN4
41000.00000000
PA
USD
41056.48000000
0.017544245398
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.02050000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
24000.00000000
PA
USD
27132.00000000
0.011594039872
Long
DBT
CORP
CH
N
2
2025-09-12
Variable
0.07250000
N
N
N
N
N
N
BALL METALPACK FINCO LLC
N/A
Ball Metalpack Finco, LLC, Term Loan
N/A
82450.00000000
PA
USD
81763.19000000
0.034939027162
Long
DBT
CORP
US
N
2
2025-07-31
Floating
0.04635000
N
N
N
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
Viasat, Inc.
92552VAN0
5000.00000000
PA
USD
5332.30000000
0.002278597184
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06500000
N
N
N
N
N
N
JELD-WEN Holding, Inc.
549300XWE6NM0N1HFW16
Jeld-Wen, Inc.
475795AD2
50000.00000000
PA
USD
51961.00000000
0.022203962325
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04875000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
65000.00000000
PA
USD
67093.00000000
0.028670165014
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.04875000
N
N
N
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc., Convertible
48242WAB2
70000.00000000
PA
USD
109760.00000000
0.046902617440
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.02500000
N
N
N
N
Y
KBR Inc
KBR Inc
USD
XXXX
N
N
N
Fertitta Entertainment, Inc.
91D14OD6M4H1RVBN7R43
Landry's, Inc.
38113YAE9
125000.00000000
PA
USD
126277.50000000
0.053960871664
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.06750000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MBA0
83000.00000000
PA
USD
91249.95000000
0.038992907218
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04500000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AS7
68000.00000000
PA
USD
71738.93000000
0.030655462731
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.02750000
N
N
N
N
N
N
FS/KKR Advisor, LLC
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635206
2509.00000000
NS
USD
53968.59000000
0.023061845213
Long
EC
CORP
US
N
1
N
N
N
PG&E Corporation
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Company
694308HG5
63000.00000000
PA
USD
66040.66000000
0.028220479332
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.03750000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge, Ltd. Finance Corporation
120568BC3
83000.00000000
PA
USD
83910.59000000
0.035856653626
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
0.02750000
N
N
N
N
N
N
Welltower Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAM6
63000.00000000
PA
USD
65096.83000000
0.027817162118
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.02800000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXE9
68000.00000000
PA
USD
72893.81000000
0.031148965781
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
0.03625000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BD6
96000.00000000
PA
USD
106108.80000000
0.045342387513
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.05375000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
130000.00000000
PA
USD
146640.00000000
0.062662170385
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.07250000
N
N
N
N
N
N
Sinclair Broadcast Group, Inc.
N/A
Diamond Sports Group, LLC
25277LAC0
170000.00000000
PA
USD
83492.95000000
0.035678187799
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.06625000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAL3
38000.00000000
PA
USD
39263.12000000
0.016777907223
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
0.02900000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc
64110LAT3
42000.00000000
PA
USD
51552.06000000
0.022029214180
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05875000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
80000.00000000
PA
USD
84800.00000000
0.036236716098
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
MoneyGram International, Inc.
5299002DLX0Q04KC4156
MoneyGram International, Inc., Term Loan
N/A
341842.60000000
PA
USD
344772.19000000
0.147327971317
Long
DBT
CORP
US
N
2
2023-06-30
Floating
0.07000000
N
N
N
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
155000.00000000
PA
USD
167400.00000000
0.071533328713
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.04875000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAL0
41000.00000000
PA
USD
47378.78000000
0.020245889150
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05875000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCS8
39000.00000000
PA
USD
43698.73000000
0.018673331048
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
CIT Group Inc.
N/A
IndyMac INDA Mortgage Loan Trust
45662BAA7
642189.30700000
PA
USD
607118.26000000
0.259433632380
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Variable
0.03051000
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231GBH4
85000.00000000
PA
USD
91169.96000000
0.038958725910
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
0.02992000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
80000.00000000
PA
USD
81424.00000000
0.034794084570
Long
DBT
CORP
US
N
2
2026-05-15
Variable
0.04000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Worldwide Holdings, Inc.
18453HAC0
135000.00000000
PA
USD
141415.20000000
0.060429510075
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.07750000
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAE3
42000.00000000
PA
USD
45295.47000000
0.019355649610
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.02850000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BK3
42000.00000000
PA
USD
49411.80000000
0.021114638779
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05125000
N
N
N
N
N
N
Cenovus Energy Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAS8
115000.00000000
PA
USD
131563.78000000
0.056219803593
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.05375000
N
N
N
N
N
N
CommScope Holding Company, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AV9
80000.00000000
PA
USD
86700.00000000
0.037048623652
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07125000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703TAA4
90000.00000000
PA
USD
97637.71000000
0.041722523322
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.05450000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAD3
20000.00000000
PA
USD
20825.00000000
0.008898934112
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05500000
N
N
N
N
N
N
GMAC ResCap, Inc., Asset Management Arm
N/A
Residential Accredit Loans, Inc. Trust
761118CW6
196394.45200000
PA
USD
193787.34000000
0.082809160649
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Fixed
0.06000000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAW0
31000.00000000
PA
USD
34141.27000000
0.014589239483
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.05400000
N
N
N
N
N
N
Thl Credit Wind River 2016-1 Clo Ltd.
635400WBNY8VGBBADK15
THL Credit Wind River CLO, Ltd.
88433AAQ2
325000.00000000
PA
USD
324249.90000000
0.138558391170
Long
ABS-O
CORP
KY
N
2
2028-07-15
Floating
0.03033700
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
84000.00000000
PA
USD
85756.88000000
0.036645609835
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.02100000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental, LLC
053773BF3
95000.00000000
PA
USD
98918.75000000
0.042269937035
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.05375000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
36186CBY8
42000.00000000
PA
USD
60356.03000000
0.025791324574
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.08000000
N
N
N
N
N
N
Invesco Ltd.
UJGJ6DJQ6L11ZHIVZG65
Invesco Dynamic Credit Opportunities Fund
46132R104
6433.00000000
NS
USD
76295.38000000
0.032602523876
Long
RF
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJQ4
44000.00000000
PA
USD
48789.40000000
0.020848674957
Long
DBT
CORP
US
N
2
2024-02-01
Variable
0.06750000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCU1
34000.00000000
PA
USD
35127.05000000
0.015010482762
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02800000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148BAE8
111000.00000000
PA
USD
121757.01000000
0.052029176938
Long
DBT
CORP
US
N
2
2024-08-10
Variable
0.05500000
N
N
N
N
N
N
KKR & Co. Inc.
549300JOHU21WRN2Z451
KKR & Company, Inc.
48251W104
1374.00000000
NS
USD
81395.76000000
0.034782017060
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HCF0
24000.00000000
PA
USD
24510.00000000
0.010473607447
Long
DBT
CORP
US
N
2
2026-09-01
Variable
0.03950000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company, 4.950%
842587800
3525.00000000
NS
USD
94540.50000000
0.040399024272
Long
EP
CORP
US
N
1
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BQ9
225000.00000000
PA
USD
231457.50000000
0.098906364579
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.06375000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
General Electric Company
369604BW2
42000.00000000
PA
USD
46833.33000000
0.020012807584
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03625000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV, Term Loan
N/A
372169.68000000
PA
USD
372218.06000000
0.159056134044
Long
DBT
CORP
US
N
2
2025-07-10
Floating
0.03647200
N
N
N
N
N
N
Invesco Ltd.
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
2861.00000000
NS
USD
63371.15000000
0.027079744945
Long
RF
US
N
1
N
N
N
FS/KKR Advisor, LLC
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635AG2
41000.00000000
PA
USD
42394.76000000
0.018116118893
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03400000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AL9
130000.00000000
PA
USD
134875.00000000
0.057634753346
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
0.07500000
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122CN6
84000.00000000
PA
USD
92207.42000000
0.039402053074
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03200000
N
N
N
N
N
N
NextEra Energy Partners, LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners, LP
65342QAL6
160000.00000000
PA
USD
169000.00000000
0.072217040337
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03875000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBG9
24000.00000000
PA
USD
25500.00000000
0.010896654015
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.04875000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
110000.00000000
PA
USD
128368.71000000
0.054854487030
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
MGM Growth Properties OP GP LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAB1
45000.00000000
PA
USD
48037.50000000
0.020527373226
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.04500000
N
N
N
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAM4
35000.00000000
PA
USD
36771.88000000
0.015713351131
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.08000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2L6
84000.00000000
PA
USD
99286.79000000
0.042427207801
Long
DBT
CORP
US
N
2
2031-04-04
Variable
0.04478000
N
N
N
N
N
N
HCA Healthcare, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
405000.00000000
PA
USD
456840.00000000
0.195216761585
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05375000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
105000.00000000
PA
USD
106609.65000000
0.045556410618
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04125000
N
N
N
N
N
N
Global Net Lease, Inc.
N/A
Global Net Lease, Inc.
37892AAA8
150000.00000000
PA
USD
148461.89000000
0.063440699992
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.03750000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.625%
74460W552
668.00000000
NS
USD
18396.72000000
0.007861282072
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCJ3
41000.00000000
PA
USD
41322.30000000
0.017657835538
Long
DBT
CORP
US
N
2
2029-06-01
Variable
0.02069000
N
N
N
N
N
N
Discovery, Inc.
L2Z2MO2EQURH3BREWI15
Discovery Communications, LLC
25470DAQ2
40000.00000000
PA
USD
41620.73000000
0.017785360575
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
0.02950000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAD7
30000.00000000
PA
USD
30513.60000000
0.013039064390
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03750000
N
N
N
N
N
N
Sabre Corporation
529900VKCYZW8GZ4WW58
Sabre Corporation
78573M104
4434.00000000
NS
USD
55336.32000000
0.023646303275
Long
EC
CORP
US
N
1
N
N
N
FLUOR CORP
CQ7WZ4NOFWT7FAE6Q943
Fluor Corporation, Convertible, 6.500%
343412508
44.00000000
NS
USD
46679.60000000
0.019947115716
Long
EP
CORP
US
N
2
N
N
N
FLEX ACQUISITION CO INC
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc., Term Loan
N/A
40000.00000000
PA
USD
39808.40000000
0.017010916145
Long
DBT
CORP
US
N
2
2028-03-02
Floating
0.04000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc., Term Loan
N/A
522375.00000000
PA
USD
522448.13000000
0.223252412299
Long
DBT
CORP
US
N
2
2025-05-31
Floating
0.03500000
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABB0
50000.00000000
PA
USD
54192.25000000
0.023157419551
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
Oha Credit Funding 1, Ltd.
N/A
OHA Credit Funding 1, Ltd.
67115WAE0
360000.00000000
PA
USD
360028.80000000
0.153847422321
Long
ABS-O
CORP
KY
N
2
2030-10-20
Floating
0.01638200
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAT8
105000.00000000
PA
USD
115475.85000000
0.049345113121
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62954HAB4
42000.00000000
PA
USD
48153.85000000
0.020577091880
Long
DBT
CORP
XX
N
2
2029-06-18
Fixed
0.04300000
N
N
N
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
Nucor Corporation
670346AR6
20000.00000000
PA
USD
20695.45000000
0.008843574837
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.02000000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS
549300K1Y0YC1YC1H809
Lummus Technology Holdings V, LLC, Term Loan
N/A
329175.00000000
PA
USD
326999.15000000
0.139733200035
Long
DBT
CORP
US
N
2
2027-06-30
Floating
0.03604200
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC
019576AC1
55000.00000000
PA
USD
55758.45000000
0.023826687768
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.06000000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057CR3
20000.00000000
PA
USD
22730.20000000
0.009713063729
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.05875000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WHH9
63000.00000000
PA
USD
67463.52000000
0.028828495533
Long
DBT
CORP
CA
N
2
2024-02-05
Fixed
0.03300000
N
N
N
N
N
N
QBE Insurance Group Limited
549300D2FBW76FPUSG65
QBE Insurance Group, Ltd.
74728GAE0
44000.00000000
PA
USD
48026.00000000
0.020522459048
Long
DBT
CORP
AU
N
2
2025-05-12
Variable
0.05875000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BS4
42000.00000000
PA
USD
41055.62000000
0.017543877903
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
0.01500000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
BB&T Corporation
05531FBH5
34000.00000000
PA
USD
35835.47000000
0.015313204630
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.02500000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding, LLC
36166NAG8
67000.00000000
PA
USD
72914.02000000
0.031157601914
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03450000
N
N
N
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries, Ltd.
629571AA8
130000.00000000
PA
USD
127400.00000000
0.054440538100
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
0.07250000
N
N
N
N
N
Microchip Technology Incorporated
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
755.00000000
NS
USD
113053.70000000
0.048310080551
Long
EC
CORP
US
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AP8
63000.00000000
PA
USD
64923.57000000
0.027743124695
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.02550000
N
N
N
N
N
N
BLUE RIBBON LLC
N/A
Blue Ribbon, LLC, Term Loan
N/A
149062.50000000
PA
USD
146901.09000000
0.062773739303
Long
DBT
CORP
US
N
2
2028-05-07
Floating
0.06750000
N
N
N
N
N
N
JBS S.A.
N/A
JBS USA, LLC
46590XAB2
80000.00000000
PA
USD
89470.40000000
0.038232470330
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AH3
80000.00000000
PA
USD
85100.00000000
0.036364912028
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06250000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CZ6
41000.00000000
PA
USD
41982.52000000
0.017939960593
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.01950000
N
N
N
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAG0
120000.00000000
PA
USD
130500.00000000
0.055765229373
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BP9
63000.00000000
PA
USD
64626.67000000
0.027616253457
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
0.02000000
N
N
N
N
N
N
MI WINDOWS AND DOORS INC
N/A
MI Windows and Doors, Inc., Term Loan
N/A
293525.00000000
PA
USD
293709.92000000
0.125508054084
Long
DBT
CORP
US
N
2
2027-12-18
Floating
0.04500000
N
N
N
N
N
N
GREENBRIER COS INC
5493001GAGGFR30BP390
Greenbrier Companies, Inc., Convertible
393657AL5
67000.00000000
PA
USD
69914.50000000
0.029875847731
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.02875000
N
N
N
N
Y
Greenbrier Cos Inc/The
Greenbrier Cos Inc/The
USD
XXXX
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LBC9
63000.00000000
PA
USD
69222.73000000
0.029580240737
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03875000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAP8
84000.00000000
PA
USD
84043.39000000
0.035913401690
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
0.01627000
N
N
N
N
N
N
Dana Incorporated
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
125000.00000000
PA
USD
135275.00000000
0.057805681252
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05625000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc., Term Loan
N/A
330650.00000000
PA
USD
327756.81000000
0.140056963128
Long
DBT
CORP
US
N
2
2025-05-30
Floating
0.01854200
N
N
N
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAP5
42000.00000000
PA
USD
44782.27000000
0.019136349106
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.03800000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAT3
250000.00000000
PA
USD
290972.50000000
0.124338300412
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
0.04625000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816BW8
34000.00000000
PA
USD
36206.99000000
0.015471962469
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.03700000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation, Term Loan
N/A
75000.00000000
PA
USD
74906.25000000
0.032008921170
Long
DBT
CORP
US
N
2
2028-06-30
Floating
0.00000000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAH5
11000.00000000
PA
USD
11815.45000000
0.005048975321
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.03375000
N
N
N
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation
235851102
632.00000000
NS
USD
169603.52000000
0.072474936362
Long
EC
CORP
US
N
1
N
N
N
SAS Rue La Boetie
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
44000.00000000
PA
USD
53460.00000000
0.022844514653
Long
DBT
CORP
FR
N
2
2025-12-23
Variable
0.08125000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NDG3
105000.00000000
PA
USD
115903.76000000
0.049527967522
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03400000
N
N
N
N
N
N
IndyMac Bank MBS, Inc.
N/A
IndyMac INDX Mortgage Loan Trust
45661EAB0
608404.81100000
PA
USD
575812.69000000
0.246056143554
Long
ABS-CBDO
CORP
US
N
2
2046-04-25
Floating
0.00511500
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBK1
44000.00000000
PA
USD
45497.94000000
0.019442169043
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89788MAE2
42000.00000000
PA
USD
42127.24000000
0.018001802310
Long
DBT
CORP
US
N
2
2029-06-07
Variable
0.01887000
N
N
N
N
N
N
Cimarex Energy Co.
11KYOFXPU1C4CQL1CL44
Cimarex Energy Company
171798AC5
84000.00000000
PA
USD
91428.10000000
0.039069034234
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.04375000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CX6
84000.00000000
PA
USD
96508.16000000
0.041239844281
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.04300000
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company, Convertible
723787AP2
31000.00000000
PA
USD
49460.50000000
0.021135449252
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.00250000
N
N
N
N
Y
Pioneer Natural Resources Co
Pioneer Natural Resources Co
USD
XXXX
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc.
26907YAA2
80000.00000000
PA
USD
81488.00000000
0.034821433035
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05250000
N
N
N
N
N
N
Otis Worldwide Corporation
549300ZLBKR8VSU25153
Otis Worldwide Corporation
68902VAH0
61000.00000000
PA
USD
63374.60000000
0.027081219198
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
0.02056000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29273VAN0
48000.00000000
PA
USD
48936.00000000
0.020911320035
Long
DBT
CORP
US
N
2
2026-11-15
Variable
0.06500000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
42000.00000000
PA
USD
45894.62000000
0.019611678247
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
208950.00000000
PA
USD
206469.76000000
0.088228609387
Long
DBT
CORP
US
N
2
2026-12-23
Floating
0.03354300
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation, Term Loan
N/A
518075.00000000
PA
USD
511599.06000000
0.218616390253
Long
DBT
CORP
US
N
3
2026-08-28
Floating
0.02690000
N
N
N
N
N
N
W&T Offshore, Inc.
549300Q7EOY2YIO3YK85
W&T Offshore, Inc.
92922PAL0
95000.00000000
PA
USD
92150.00000000
0.039377516373
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.09750000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BG3
63000.00000000
PA
USD
69225.56000000
0.029581450052
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.03400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136BDYR3
2587589.76200000
PA
USD
140766.95000000
0.060152500037
Long
ABS-CBDO
USGSE
US
N
2
2036-02-25
Fixed
0.01500000
N
N
N
N
N
N
Lowe's Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661DT1
62000.00000000
PA
USD
68600.40000000
0.029314306828
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04000000
N
N
N
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAC1
75000.00000000
PA
USD
67875.00000000
0.029004329070
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.05600000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Company
084659AT8
59000.00000000
PA
USD
65510.02000000
0.027993726372
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04050000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BL3
25000.00000000
PA
USD
26142.45000000
0.011171185598
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.02400000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc., Term Loan
N/A
1544295.70000000
PA
USD
1532713.48000000
0.654958764565
Long
DBT
CORP
US
N
2
2024-08-14
Floating
0.02854200
N
N
N
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc., Term Loan
N/A
489824.02000000
PA
USD
485969.10000000
0.207664201761
Long
DBT
CORP
US
N
2
2028-03-03
Floating
0.03750000
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan
N/A
314449.30000000
PA
USD
314619.10000000
0.134442959974
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.05250000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
49000.00000000
PA
USD
51427.13000000
0.021975829122
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
0.02633000
N
N
N
N
N
N
Crown Holdings, Inc.
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Company, Inc.
228255AH8
170000.00000000
PA
USD
208250.00000000
0.088989341126
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.07375000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
44000.00000000
PA
USD
46255.00000000
0.019765675744
Long
DBT
CORP
US
N
2
2025-09-15
Variable
0.03850000
N
N
N
N
N
N
GAINWELL ACQUISITION CORP
N/A
Gainwell Acquistion Corporation, Term Loan
N/A
530000.00000000
PA
USD
531192.50000000
0.226989054435
Long
DBT
CORP
US
N
2
2027-10-01
Floating
0.04750000
N
N
N
N
N
N
Realogy Holdings Corp.
N/A
Realogy Group, LLC
75606DAL5
130000.00000000
PA
USD
135900.70000000
0.058073055229
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc., Convertible
16411RAG4
12000.00000000
PA
USD
10106.49000000
0.004318702934
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04250000
N
N
N
N
Y
Cheniere Energy Inc
Cheniere Energy Inc
USD
XXXX
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAA0
17000.00000000
PA
USD
17911.74000000
0.007654040533
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02650000
N
N
N
N
N
N
Legg Mason, Inc.
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc., 5.450%
524901600
1750.00000000
NS
USD
44240.00000000
0.018904626417
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Merrill Lynch Mortgage Investors Trust
59020UYW9
188623.69400000
PA
USD
116181.35000000
0.049646587215
Long
ABS-CBDO
CORP
US
N
2
2035-06-25
Variable
0.02975100
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
40000.00000000
PA
USD
43400.00000000
0.018545677814
Long
DBT
CORP
US
N
2
2025-09-30
Variable
0.04500000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BA0
63000.00000000
PA
USD
64744.17000000
0.027666463529
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.02200000
N
N
N
N
N
N
The Mosaic Company
2YD5STGSJNMUB7H76907
Mosaic Company
61945CAG8
63000.00000000
PA
USD
70633.83000000
0.030183231658
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04050000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBB0
95000.00000000
PA
USD
102232.35000000
0.043685903809
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07375000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation
34960PAB7
75000.00000000
PA
USD
77906.25000000
0.033290880466
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3131XXDN8
395307.99500000
PA
USD
418365.69000000
0.178775928465
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.03500000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBJ8
165000.00000000
PA
USD
172667.55000000
0.073784256943
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
36000.00000000
PA
USD
37863.96000000
0.016180018501
Long
DBT
CORP
US
N
2
2025-07-22
Variable
0.02720000
N
N
N
N
N
N
Foundation Finance Trust 2017-1
549300RIQ1R4PTXR5G48
Foundation Finance Trust
35040UAA9
59253.85000000
PA
USD
60115.46000000
0.025688524258
Long
ABS-O
CORP
US
N
2
2033-07-15
Fixed
0.03300000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746101
1305.00000000
NS
USD
59103.45000000
0.025256072383
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Banc of America Alternative Loan Trust
05948KR92
144757.57100000
PA
USD
144126.38000000
0.061588050876
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
0.06000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow, LLC
43284MAA6
145000.00000000
PA
USD
148262.50000000
0.063355496704
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05000000
N
N
N
N
N
N
Banco Santander, S.A.
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA
05969BAD5
26000.00000000
PA
USD
29500.64000000
0.012606206561
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
0.05375000
N
N
N
N
N
N
Banco Santander, S.A.
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAG0
63000.00000000
PA
USD
69277.43000000
0.029603615129
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
0.03823000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BV2
35000.00000000
PA
USD
36645.00000000
0.015659132799
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
0.07125000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
3383936.87200000
PA
USD
33839368.72000000
14.46023109976
Long
STIV
PF
US
N
2
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDC3
86000.00000000
PA
USD
93907.29000000
0.040128441123
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04450000
N
N
N
N
N
N
Deere & Company
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EVC0
45000.00000000
PA
USD
47052.40000000
0.020106420525
Long
DBT
CORP
US
N
2
2025-01-09
Fixed
0.02050000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCD3
125000.00000000
PA
USD
132187.50000000
0.056486331477
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAS3
42000.00000000
PA
USD
42451.49000000
0.018140360743
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.01900000
N
N
N
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AS6
95000.00000000
PA
USD
100505.25000000
0.042947879842
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05375000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAK8
42000.00000000
PA
USD
42668.03000000
0.018232892565
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.03125000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
123000.00000000
PA
USD
136068.75000000
0.058144866316
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGF5
42000.00000000
PA
USD
42180.50000000
0.018024561360
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.00750000
N
N
N
N
N
N
Corporate Office Properties Trust
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties, LP
22003BAL0
82000.00000000
PA
USD
84246.55000000
0.036000215974
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.02250000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Home Loan Mortgage Pass Through Trust
126694LU0
92622.28600000
PA
USD
88205.34000000
0.037691885188
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Variable
0.02605000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAE1
48000.00000000
PA
USD
48854.40000000
0.020876450742
Long
DBT
CORP
US
N
2
2026-05-10
Variable
0.03800000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
48000.00000000
PA
USD
50118.15000000
0.021416476095
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
0.02625000
N
N
N
N
N
N
Owl Rock Technology Finance Corp.
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AC2
20000.00000000
PA
USD
21988.21000000
0.009395996736
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04750000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AT8
75000.00000000
PA
USD
89812.50000000
0.038378656422
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05750000
N
N
N
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Company BV, Term Loan
N/A
132860.42000000
PA
USD
59012.61000000
0.025217254655
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.00000000
N
N
Y
N
N
N
Caterpillar Inc.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corporation
14913R2C0
41000.00000000
PA
USD
42013.01000000
0.017952989573
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.01450000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAB3
95000.00000000
PA
USD
90962.50000000
0.038870074152
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04375000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAL5
83000.00000000
PA
USD
89945.11000000
0.038435323296
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
75000.00000000
PA
USD
76125.00000000
0.032529717134
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03625000
N
N
N
N
N
N
522 Funding Clo 2019-4 A Limited
N/A
522 Funding CLO, Ltd.
33834WAE2
375000.00000000
PA
USD
374809.88000000
0.160163669958
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
0.02588200
N
N
N
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
645.00000000
NS
USD
86404.20000000
0.036922222466
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BP3
42000.00000000
PA
USD
48168.96000000
0.020583548682
Long
DBT
CORP
GB
N
2
2028-03-23
Variable
0.06500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Ultra Long Term U.S. Treasury Bond
N/A
24.00000000
NC
USD
109528.32000000
0.046803615997
N/A
DIR
CORP
US
N
1
Morgan Stanley & Co.
N/A
Ccm Futures, Llc
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
4514971.68000000
USD
109528.32000000
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBT9
190000.00000000
PA
USD
199291.00000000
0.085160983348
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
Preston Ridge Partners Mortgage Trust, LLC
693590AA9
220062.41000000
PA
USD
221552.63000000
0.094673817856
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
0.03671000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
180000.00000000
PA
USD
200768.09000000
0.085792173101
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05125000
N
N
N
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Term Loan
N/A
195440.00000000
PA
USD
194789.18000000
0.083237266683
Long
DBT
CORP
US
N
2
2028-04-27
Floating
0.05500000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556H206
166.00000000
NS
USD
7503.20000000
0.003206265663
Long
EC
CORP
US
N
1
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc., Convertible
59001KAF7
57000.00000000
PA
USD
60494.10000000
0.025850324614
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
0.03250000
N
N
N
N
Y
Meritor Inc
Meritor Inc
USD
XXXX
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AN2
129000.00000000
PA
USD
138436.78000000
0.059156772340
Long
DBT
CORP
US
N
2
2044-03-15
Variable
0.05200000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
84000.00000000
PA
USD
91717.72000000
0.039192794585
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
0.03700000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AQ3
84000.00000000
PA
USD
100066.23000000
0.042760277919
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
0.04750000
N
N
N
N
N
N
PRPM Trust 2019-GS1
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359CAA3
465393.97000000
PA
USD
467868.98000000
0.199929662730
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Variable
0.03500000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CN7
90000.00000000
PA
USD
91747.43000000
0.039205490255
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01500000
N
N
N
N
N
N
CBS RADIO INC
549300S5JUSXRHNCHD80
Entercom Media Corporation, Term Loan
N/A
414327.26000000
PA
USD
409873.24000000
0.175146936724
Long
DBT
CORP
US
N
2
2024-11-17
Floating
0.02595000
N
N
N
N
N
N
ON Semiconductor Corporation
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation
682189105
2402.00000000
NS
USD
91948.56000000
0.039291437080
Long
EC
CORP
US
N
1
N
N
N
China Petrochemical Corporation
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018, Ltd.
82939GAN8
49000.00000000
PA
USD
50175.91000000
0.021441158085
Long
DBT
NUSS
VG
N
2
2025-05-13
Fixed
0.02150000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAD3
270000.00000000
PA
USD
280125.00000000
0.119702949258
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.05625000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CU2
63000.00000000
PA
USD
64941.22000000
0.027750666889
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
0.02450000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, Convertible, 7.500%
949746804
148.00000000
NS
USD
225879.08000000
0.096522595454
Long
EP
CORP
US
N
1
N
N
N
Murphy Oil Corporation
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AN2
65000.00000000
PA
USD
68532.75000000
0.029285398646
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
Tencent Holdings Limited
254900N4SLUMW4XUYY11
Tencent Holdings, Ltd.
88032WBA3
50000.00000000
PA
USD
51697.71000000
0.022091453304
Long
DBT
CORP
KY
N
2
2031-04-22
Fixed
0.02880000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDA5
305000.00000000
PA
USD
319868.75000000
0.136686239180
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05125000
N
N
N
N
N
N
CCI BUYER INC
254900TMV7DAFRQALU04
CCI Buyer, Inc., Term Loan
N/A
124687.50000000
PA
USD
124820.92000000
0.053338446240
Long
DBT
CORP
US
N
2
2027-12-17
Floating
0.04750000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAY5
100000.00000000
PA
USD
108347.00000000
0.046298814612
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04800000
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
84000.00000000
PA
USD
93896.88000000
0.040123992725
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03875000
N
N
N
N
N
N
Harley Marine Financing Llc
5493005HW7HO5Y757M86
Harley Marine Financing, LLC
41284LAA2
248042.49000000
PA
USD
240260.40000000
0.102668017741
Long
ABS-O
CORP
US
N
2
2043-05-15
Fixed
0.05682000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AF7
80000.00000000
PA
USD
80600.00000000
0.034441973084
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.06125000
N
N
N
N
N
N
The PNC Financial Services Group, Inc.
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
42000.00000000
PA
USD
44472.45000000
0.019003956896
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
0.02700000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Colt Merger Sub, Inc.
28470RAH5
270000.00000000
PA
USD
286200.00000000
0.122298916832
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06250000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BK6
58000.00000000
PA
USD
62911.66000000
0.026883395786
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
0.04269000
N
N
N
N
N
N
Winnebago Industries, Inc.
549300B7OYKYJLTE3G11
Winnebago Industries, Inc., Convertible
974637AB6
39000.00000000
PA
USD
49993.13000000
0.021363052578
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.01500000
N
N
N
N
Y
Winnebago Industries Inc
Winnebago Industries Inc
USD
XXXX
N
N
N
FirstEnergy Corp.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Company
476556DD4
21000.00000000
PA
USD
21316.91000000
0.009109136978
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
0.02750000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
39000.00000000
PA
USD
40574.61000000
0.017338332822
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F012478
2150000.00000000
PA
USD
2175909.18000000
0.929809000139
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.01500000
N
N
N
N
N
N
Endo International plc
N/A
Endo Finance, LLC
29273DAB6
70000.00000000
PA
USD
71400.00000000
0.030510631243
Long
DBT
CORP
XX
N
2
2027-07-31
Fixed
0.09500000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
44000.00000000
PA
USD
51810.00000000
0.022139437040
Long
DBT
CORP
FR
N
2
2025-09-29
Variable
0.08000000
N
N
N
N
N
N
TPG Capital, L.P.
549300TX61566GJWCN05
Sixth Street Specialty Lending, Inc.
83012A109
787.00000000
NS
USD
17463.53000000
0.007462511541
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation
477143101
898.00000000
NS
USD
15068.44000000
0.006439042244
Long
EC
CORP
US
N
1
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163AA1
110000.00000000
PA
USD
118377.60000000
0.050585088250
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06750000
N
N
N
N
N
N
Dryden 36 Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
275000.00000000
PA
USD
275019.25000000
0.117521161366
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
0.02233700
N
N
N
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
126694QG6
117547.97600000
PA
USD
121879.33000000
0.052081446692
Long
ABS-CBDO
CORP
US
N
2
2035-12-20
Variable
0.02585800
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JM4
42000.00000000
PA
USD
45966.90000000
0.019642564920
Long
DBT
CORP
US
N
2
2025-05-15
Variable
0.05950000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903AP8
81000.00000000
PA
USD
87263.70000000
0.037289503804
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.03750000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909AU2
135000.00000000
PA
USD
144450.00000000
0.061726340099
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06875000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Asset-Backed Certificates
12668WAB3
4.88190000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
US
N
2
2047-04-25
Variable
0.05530000
N
N
N
N
N
N
Crestwood Equity Partners LP
549300CUY0F1TYDLDL45
Crestwood Equity Partners, LP, 9.250%
226344307
6153.00000000
NS
USD
57715.14000000
0.024662820079
Long
EP
CORP
US
N
1
N
N
N
CIM Trust 2018 - R3
N/A
CIM Trust
12553WAA3
139814.84000000
PA
USD
147477.07000000
0.063019866941
Long
ABS-CBDO
CORP
US
N
2
2057-12-25
Variable
0.05000000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
240.00000000
NS
USD
27984.00000000
0.011958116312
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
N/A
Anheuser-Busch Companies, LLC
03522AAG5
36000.00000000
PA
USD
39750.65000000
0.016986238429
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.03650000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners, LP
494550BM7
64000.00000000
PA
USD
66588.21000000
0.028454458269
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03450000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GLZ5
40000.00000000
PA
USD
41773.26000000
0.017850539659
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
0.02250000
N
N
N
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
34000.00000000
PA
USD
34497.34000000
0.014741395232
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.01800000
N
N
N
N
N
N
Tiaa Board Of Overseers
W4CSTD4RDGQSJ4FOVO30
Nuveen Credit Strategies Income Fund
67073D102
11525.00000000
NS
USD
77793.75000000
0.033242806992
Long
RF
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BN1
175000.00000000
PA
USD
183312.50000000
0.078333054478
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAY6
63000.00000000
PA
USD
69643.56000000
0.029760069714
Long
DBT
CORP
JP
N
2
2028-01-17
Fixed
0.03544000
N
N
N
N
N
N
Mattamy Group Corporation
5493008TNY7A82WCXU31
Mattamy Group Corporation
57701RAJ1
165000.00000000
PA
USD
172425.00000000
0.073680610534
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
0.05250000
N
N
N
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc., Delayed Draw
N/A
110175.98000000
PA
USD
109308.90000000
0.046709853494
Long
DBT
CORP
US
N
2
2028-03-03
Floating
0.03250000
N
N
N
N
N
N
Restaurant Brands International Inc.
N/A
1011778 B.C., ULC
68245XAJ8
160000.00000000
PA
USD
162200.00000000
0.069311265933
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
American Axle & Manufacturing Holdings, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
175000.00000000
PA
USD
185500.00000000
0.079267816465
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06500000
N
N
N
N
N
Silver Hill Trust 2019-SBC1
N/A
Silver Hill Trust
82773XAA8
272356.45200000
PA
USD
278900.52000000
0.119179704752
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
0.03102000
N
N
N
N
N
N
CDW Corporation
N/A
CDW, LLC
12513GBD0
100000.00000000
PA
USD
105000.00000000
0.044868575357
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04250000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAR6
42000.00000000
PA
USD
46323.79000000
0.019795071071
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
0.03700000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corporation
31428XCD6
42000.00000000
PA
USD
42744.36000000
0.018265509883
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
0.02400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
126000.00000000
PA
USD
140648.04000000
0.060101687444
Long
DBT
CORP
US
N
2
2031-04-01
Variable
0.03622000
N
N
N
N
N
N
Wyndham Destinations, Inc.
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations, Inc.
98310WAS7
100000.00000000
PA
USD
113300.00000000
0.048415329409
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
0.06625000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AAQ32
322446.62000000
PA
USD
16189.88000000
0.006918255722
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
0.02500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BL5
60000.00000000
PA
USD
65175.00000000
0.027850565704
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
37000.00000000
PA
USD
37496.08000000
0.016022816105
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
0.01645000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance, LLC
04636NAE3
83000.00000000
PA
USD
82919.82000000
0.035433278022
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
0.01750000
N
N
N
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585ABH4
117000.00000000
PA
USD
131950.29000000
0.056384966955
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04700000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAG8
64000.00000000
PA
USD
65683.18000000
0.028067721062
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01650000
N
N
N
N
N
N
The Procter & Gamble Company
2572IBTT8CCZW6AU4141
Procter & Gamble Company
742718FM6
42000.00000000
PA
USD
40051.73000000
0.017114895863
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
0.01200000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DA0
50000.00000000
PA
USD
51000.00000000
0.021793308030
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03450000
N
N
N
N
N
N
Conns Receivables Funding 2020-A LLC
N/A
Conn's Receivables Funding
20825XAA6
33320.36000000
PA
USD
33348.23000000
0.014250357817
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
0.01710000
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2020-2
N/A
Starwood Mortgage Residential Trust
85573DAB5
400000.00000000
PA
USD
412928.96000000
0.176452706278
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
0.03970000
N
N
N
N
N
N
TC Energy Corporation
549300UGKOFV2IWJJG27
TC Energy Corporation
87807B107
270.00000000
NS
USD
13370.40000000
0.005713436190
Long
EC
CORP
CA
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAX7
63000.00000000
PA
USD
67796.96000000
0.028970981036
Long
DBT
CORP
JP
N
2
2030-07-16
Variable
0.03153000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Pactiv Evergreen Group Holdings, Inc., Term Loan
N/A
430163.45000000
PA
USD
429088.04000000
0.183357800551
Long
DBT
CORP
US
N
2
2023-02-05
Floating
0.02854200
N
N
N
N
N
N
Tenneco Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AR6
130000.00000000
PA
USD
129311.00000000
0.055257146172
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05000000
N
N
N
N
N
TRUCK HERO INC
54930007KT5CX7XNSD31
Truck Hero, Inc., Term Loan
N/A
109725.00000000
PA
USD
109670.14000000
0.046864218486
Long
DBT
CORP
US
N
2
2028-02-24
Floating
0.04500000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments, LLC
82453AAA5
40000.00000000
PA
USD
41750.00000000
0.017840600201
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04625000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CH6
145000.00000000
PA
USD
148262.50000000
0.063355496704
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03400000
N
N
N
N
N
N
The Southern Company
D981X4Z4RWS7PDMJUZ03
Georgia Power Company
373334KM2
40000.00000000
PA
USD
41306.73000000
0.017651182169
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
0.02100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5SU8
284028.39300000
PA
USD
299796.49000000
0.128108965748
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03500000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AR9
84000.00000000
PA
USD
96561.03000000
0.041262436677
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.04200000
N
N
N
N
N
N
salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce.com, Inc.
79466LAJ3
41000.00000000
PA
USD
41005.60000000
0.017522503368
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.01950000
N
N
N
N
N
N
Bloomin' Brands, Inc.
N/A
Bloomin' Brands, Inc.
094235108
1329.00000000
NS
USD
36069.06000000
0.015413022254
Long
EC
CORP
US
N
1
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corporation, Term Loan
N/A
411879.70000000
PA
USD
420632.14000000
0.179744427347
Long
DBT
CORP
US
N
2
2025-01-31
Floating
0.05250000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A66D1
552941.20000000
PA
USD
25542.62000000
0.010914866383
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
0.03000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
130000.00000000
PA
USD
130133.90000000
0.055608787607
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
0.04375000
N
N
N
N
N
N
Antero Midstream Corporation
N/A
Antero Midstream Partners, LP
03690AAD8
55000.00000000
PA
USD
57200.00000000
0.024442690575
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCE3
140000.00000000
PA
USD
146125.00000000
0.062442100706
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04125000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 5.750%
48128B655
1750.00000000
NS
USD
49437.50000000
0.021125620897
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGR4
126000.00000000
PA
USD
138719.20000000
0.059277455988
Long
DBT
CORP
US
N
2
2028-07-21
Variable
0.03593000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AS6H2
391614.24000000
PA
USD
22629.23000000
0.009669917252
Long
ABS-CBDO
USGSE
US
N
2
2027-07-15
Fixed
0.03000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corporation
65342RAD2
45000.00000000
PA
USD
47371.95000000
0.020242970556
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.06875000
N
N
N
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
63000.00000000
PA
USD
66742.53000000
0.028520402255
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
0.03000000
N
N
N
N
N
N
Arch Street CLO, Ltd.
5493005A489KGIV6GS45
Arch Street CLO, Ltd.
03940ABA1
275000.00000000
PA
USD
275003.58000000
0.117514465265
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
0.03638300
N
N
N
N
N
N
Duke Realty Corporation
2549009GZDBNY1KE9O81
Duke Realty, LP
26441YBB2
63000.00000000
PA
USD
71674.25000000
0.030627823688
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC
019579AA9
160000.00000000
PA
USD
160125.31000000
0.068424709889
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
Alcoa Corporation
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
170000.00000000
PA
USD
184416.00000000
0.078804601839
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818FJ2
42000.00000000
PA
USD
43558.07000000
0.018613224249
Long
DBT
CORP
US
N
2
2027-02-05
Fixed
0.02150000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AH9
39000.00000000
PA
USD
40901.61000000
0.017478066386
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02350000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ABCF8
942368.33500000
PA
USD
47460.50000000
0.020280809721
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
0.03000000
N
N
N
N
N
N
Allianz SE
549300Q41U0QIEXCOU14
Pimco Dynamic Credit And Mortgage Income Fund
72202D106
1172.00000000
NS
USD
26229.36000000
0.011208323959
Long
RF
US
N
1
N
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BJ3
50000.00000000
PA
USD
54149.50000000
0.023139151631
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04875000
N
N
N
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FV3
84000.00000000
PA
USD
86370.24000000
0.036907710686
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
0.01750000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
Vericrest Opportunity Loan Transferee
91835DAB7
325000.00000000
PA
USD
324545.88000000
0.138684869274
Long
ABS-CBDO
CORP
US
N
2
2051-05-25
Variable
0.04826300
N
N
N
N
N
N
TTWF LP
GOXNEVUM0LL78B1OS344
Westlake Chemical Corporation
960413AT9
42000.00000000
PA
USD
45774.87000000
0.019560506705
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03600000
N
N
N
N
N
N
Skymiles Ip Ltd. & Delta Air Lines Inc.
N/A
Delta Air Lines, Inc.
830867AB3
83000.00000000
PA
USD
92275.89000000
0.039431311658
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
0.04750000
N
N
N
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035QAA0
80000.00000000
PA
USD
84800.00000000
0.036236716098
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.05500000
N
N
N
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani, LLC, Term Loan
N/A
248125.00000000
PA
USD
248539.37000000
0.106205785259
Long
DBT
CORP
US
N
2
2027-10-23
Floating
0.04500000
N
N
N
N
N
N
Bank of America Corporation
549300QO5OB3VGJT6S64
BAC Capital Trust XIV
05518VAA3
42000.00000000
PA
USD
42157.50000000
0.018014733006
Long
DBT
CORP
US
N
2
2021-07-19
Floating
0.04000000
N
N
N
N
N
JPMorgan Chase & Co.
N/A
J.P. Morgan Mortgage Trust
46630GAC9
58888.95900000
PA
USD
60567.36000000
0.025881630060
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Variable
0.02828800
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCG4
140000.00000000
PA
USD
144025.00000000
0.061544729199
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.04250000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AX7
75000.00000000
PA
USD
75331.50000000
0.032190638900
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03750000
N
N
N
N
N
N
DICK'S Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
355.00000000
NS
USD
35567.45000000
0.015198674386
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
160000.00000000
PA
USD
166800.00000000
0.071276936854
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04375000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LBF2
20000.00000000
PA
USD
22719.78000000
0.009708611057
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04250000
N
N
N
N
N
N
Teva Pharmaceutical Industries Limited
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
90000.00000000
PA
USD
89684.10000000
0.038323788564
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
0.02800000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation, Term Loan
N/A
14134.61000000
PA
USD
14116.94000000
0.006032447487
Long
DBT
CORP
US
N
2
2028-06-30
Floating
0.00000000
N
N
N
N
N
N
Pine Street Trust I
N/A
Pine Street Trust I
722844AA5
42000.00000000
PA
USD
48097.62000000
0.020553063690
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04572000
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAZ6
100000.00000000
PA
USD
107124.14000000
0.045776262364
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
22000.00000000
PA
USD
22935.00000000
0.009800578817
Long
DBT
CORP
US
N
2
2050-10-01
Variable
0.03700000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Bear Stearns Adjustable Rate Mortgage Trust
07387AEG6
39338.32300000
PA
USD
40091.00000000
0.017131676711
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Floating
0.02410000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Debt Fund
N/A
3570839.48800000
NS
USD
35529852.91000000
15.18260840710
Long
RF
US
N
2
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc., Convertible, 5.250%
854502846
788.00000000
NS
USD
95135.24000000
0.040653168429
Long
EP
CORP
US
N
1
N
N
N
Nymt Loan Trust 2020-Sp2
N/A
New York Mortgage Trust
62955DAA4
132990.37000000
PA
USD
133767.85000000
0.057161646268
Long
ABS-CBDO
CORP
US
N
2
2060-10-25
Variable
0.02943900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KHVG8
914923.08400000
PA
USD
955714.79000000
0.408395819768
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
Prudential Financial, Inc.
F0ATD1Y4J8CHDKHSLD09
PGIM Global High Yield Fund, Inc.
69346J106
4506.00000000
NS
USD
71825.64000000
0.030692515628
Long
RF
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.125%
74460W537
3200.00000000
NS
USD
83360.00000000
0.035621375636
Long
EP
CORP
US
N
1
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CAX3
84000.00000000
PA
USD
90653.23000000
0.038737916968
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03150000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BH4
185000.00000000
PA
USD
184768.75000000
0.078955338887
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
0.04250000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc., Term Loan
N/A
160000.00000000
PA
USD
158649.60000000
0.067794109838
Long
DBT
CORP
US
N
2
2028-06-11
Floating
0.00000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHL6
78000.00000000
PA
USD
83168.15000000
0.035539394339
Long
DBT
CORP
US
N
2
2024-07-23
Variable
0.03864000
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Nouryon USA, LLC, Term Loan
N/A
766700.45000000
PA
USD
760474.84000000
0.324965930155
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03133029
N
N
N
N
N
N
National Fuel Gas Company
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180BQ3
84000.00000000
PA
USD
97189.96000000
0.041531190897
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AS3
35000.00000000
PA
USD
37283.05000000
0.015931784176
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06750000
N
N
N
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE Energy Company
233331AZ0
42000.00000000
PA
USD
46728.16000000
0.019967866364
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03800000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings, LLC
599191AA1
105000.00000000
PA
USD
115605.00000000
0.049400301468
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.06500000
N
N
N
N
N
N
Open Text Corporation
N/A
Open Text Corporation
683720AA4
140000.00000000
PA
USD
142772.00000000
0.061009297533
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04125000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation, 5.000%
14040H824
3050.00000000
NS
USD
82868.50000000
0.035411347971
Long
EP
CORP
US
N
1
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
110000.00000000
PA
USD
110539.00000000
0.047235499537
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
RALI Series 2007-QS1 Trust
N/A
Residential Accredit Loans, Inc. Trust
74922KAA3
76231.56000000
PA
USD
74272.06000000
0.031737919248
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Fixed
0.06000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEMS
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc., Term Loan
N/A
105371.22000000
PA
USD
105733.70000000
0.045182099869
Long
DBT
CORP
US
N
2
2026-09-24
Floating
0.02375000
N
N
N
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
42000.00000000
PA
USD
44955.16000000
0.019210228420
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03200000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBQ8
49000.00000000
PA
USD
49966.11000000
0.021351506398
Long
DBT
CORP
US
N
2
2024-06-01
Variable
0.01514000
N
N
N
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Term Loan
N/A
470902.89000000
PA
USD
469137.00000000
0.200471512739
Long
DBT
CORP
US
N
2
2027-11-20
Floating
0.03750000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2B6
63000.00000000
PA
USD
64308.97000000
0.027480493967
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
0.04000000
N
N
N
N
N
N
Glencore plc
5493005TTO0UJ33KCK70
Xstrata Finance Canada, Ltd.
98417EAK6
57000.00000000
PA
USD
57932.75000000
0.024755809133
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
0.04950000
N
N
N
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP Group, Inc., Term Loan
N/A
610999.36000000
PA
USD
594196.88000000
0.253912071311
Long
DBT
CORP
US
N
2
2025-10-20
Floating
0.03354250
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc.
98919VAB1
100000.00000000
PA
USD
102125.00000000
0.043640031032
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.06125000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
2569500.00000000
PA
USD
2569500.00000000
1.097998136971
Long
STIV
PF
US
N
2
N
N
Teine Energy Ltd.
5493002EE80G6ER7SM91
Teine Energy, Ltd.
879068AB0
110000.00000000
PA
USD
112887.50000000
0.048239060006
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XAT7
49000.00000000
PA
USD
52406.07000000
0.022394149533
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03375000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661DU8
83000.00000000
PA
USD
98183.65000000
0.041955814275
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04500000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
Meritor, Inc.
59001KAH3
75000.00000000
PA
USD
76031.25000000
0.032489655906
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.04500000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.875%
74460W628
275.00000000
NS
USD
7595.50000000
0.003245707277
Long
EP
CORP
US
N
1
N
N
N
Talen Energy Corporation
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC
87422VAJ7
80000.00000000
PA
USD
74856.80000000
0.031987790208
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.07625000
N
N
N
N
N
N
G Holdings Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
175000.00000000
PA
USD
180468.75000000
0.077117863896
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04375000
N
N
N
N
N
N
Switch, Inc.
5493002D70VTFFLT8L43
Switch, Ltd.
87105NAA8
120000.00000000
PA
USD
121500.00000000
0.051919351485
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.03750000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAW5
139000.00000000
PA
USD
151723.72000000
0.064834544422
Long
DBT
CORP
CA
N
2
2078-03-01
Variable
0.06250000
N
N
N
N
N
N
TCI-Flatiron CLO 2016-1 Ltd.
549300EEOTVLW827QY91
TCI-Flatiron CLO, Ltd.
87230AAQ9
710000.00000000
PA
USD
712015.69000000
0.304258377549
Long
ABS-O
CORP
KY
N
2
2032-01-17
Floating
0.02389700
N
N
N
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
186.00000000
NS
USD
25409.46000000
0.010857964483
Long
EC
CORP
US
N
1
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
90000.00000000
PA
USD
91125.00000000
0.038939513614
Long
DBT
CORP
US
N
3
2028-11-06
Floating
0.07500000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397XL2
220000.00000000
PA
USD
235122.80000000
0.100472619715
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
0.04134000
N
N
N
N
N
N
Boston Properties, Inc.
BVHHEFJI6SHNOKQT2572
Boston Properties, LP
10112RBE3
42000.00000000
PA
USD
42260.32000000
0.018058670024
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
0.02550000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc., Term Loan
N/A
877427.63000000
PA
USD
867626.76000000
0.370754063462
Long
DBT
CORP
US
N
2
2027-03-09
Floating
0.03104300
N
N
N
N
N
N
Telephone and Data Systems, Inc.
N/A
United States Cellular Corporation
911684AD0
95000.00000000
PA
USD
116375.00000000
0.049729337688
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
0.06700000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBE4
76000.00000000
PA
USD
77945.79000000
0.033307776689
Long
DBT
CORP
GB
N
2
2023-02-15
Variable
0.04610000
N
N
N
N
N
N
MGM Growth Properties OP GP LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAK1
110000.00000000
PA
USD
117520.70000000
0.050218917943
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.04625000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc., Convertible
00971TAJ0
7000.00000000
PA
USD
9149.00000000
0.003909548532
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.00125000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
Volt Xcix Llc - Asset Backed Note, Series 2021-NPL8
N/A
Vericrest Opportunity Loan Transferee
92872VAB9
200000.00000000
PA
USD
199890.36000000
0.085417101723
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
0.04948600
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
N/A
Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
251510EL3
155495.91000000
PA
USD
156633.66000000
0.066932658831
Long
ABS-CBDO
CORP
US
N
2
2035-06-25
Fixed
0.05250000
N
N
N
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAG9
70000.00000000
PA
USD
72100.00000000
0.030809755079
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.05250000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAV8
270000.00000000
PA
USD
296249.40000000
0.126593224082
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03750000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings, LLC
70052LAC7
80000.00000000
PA
USD
82756.00000000
0.035363274498
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04875000
N
N
N
N
N
N
Education Funding Trust 2019-A
N/A
Education Funding Trust
28141PAA3
438230.81000000
PA
USD
449438.17000000
0.192053813327
Long
ABS-O
CORP
US
N
2
2041-07-25
Fixed
0.02790000
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BK5
43000.00000000
PA
USD
48461.34000000
0.020708488435
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO, Ltd.
54303PBC8
400000.00000000
PA
USD
400033.20000000
0.170942093141
Long
ABS-O
CORP
US
N
2
2029-04-15
Floating
0.02483800
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
140000.00000000
PA
USD
137027.80000000
0.058554687337
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
Novartis AG
5493002KF87V5RSRQS84
Novartis Capital Corporation
66989HAJ7
98000.00000000
PA
USD
106285.34000000
0.045417826544
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.03000000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
606.00000000
NS
USD
15859.02000000
0.006776872704
Long
EC
CORP
US
N
1
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Term Loan
N/A
98544.84000000
PA
USD
96655.74000000
0.041302908132
Long
DBT
CORP
US
N
2
2029-04-27
Floating
0.08500000
N
N
N
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AT9
115000.00000000
PA
USD
174800.00000000
0.074695494976
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CA6
180000.00000000
PA
USD
236700.00000000
0.101146588449
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
0.07450000
N
N
N
N
N
N
Legg Mason, Inc.
254900NJE1W1YYKNVM16
Royce Value Trust, Inc.
780910105
2538.00000000
NS
USD
48145.86000000
0.020573677595
Long
RF
US
N
1
N
N
N
Ally Financial Inc.
N/A
GMAC Capital Trust I, 5.941%
361860208
864.00000000
NS
USD
21867.84000000
0.009344560256
Long
EP
CORP
US
N
1
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corporation
963320AY2
42000.00000000
PA
USD
42344.16000000
0.018094496513
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
0.02400000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370860
491.00000000
NS
USD
7296.26000000
0.003117836110
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corporation
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AM4
80000.00000000
PA
USD
83496.00000000
0.035679491124
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
83000.00000000
PA
USD
82642.66000000
0.035314842076
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.01462000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2R3
61000.00000000
PA
USD
62304.65000000
0.026624008415
Long
DBT
CORP
US
N
2
2024-06-02
Variable
0.01654000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBM0
53000.00000000
PA
USD
54400.45000000
0.023246387526
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.02300000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505104
1253.00000000
NS
USD
51661.19000000
0.022075847586
Long
EC
CORP
US
N
1
N
N
N
Volt XCVIII LLC
N/A
Vericrest Opportunity Loan Transferee
91835NAB5
250000.00000000
PA
USD
249798.50000000
0.106743836395
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
0.04948700
N
N
N
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
168000.00000000
PA
USD
175192.92000000
0.074863397458
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
0.04625000
N
N
N
N
N
N
Rock Holdings Inc.
N/A
Quicken Loans, LLC
74841CAA9
95000.00000000
PA
USD
93812.50000000
0.040087935483
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03625000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CG7
42000.00000000
PA
USD
48417.00000000
0.020689541077
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
0.04200000
N
N
N
N
N
N
Omnicom Group Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919BC9
63000.00000000
PA
USD
72730.06000000
0.031078992170
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04200000
N
N
N
N
N
N
LCPR LOAN FINANCING LLC
N/A
LCPR Loan Financing, LLC, Term Loan
N/A
330000.00000000
PA
USD
330207.90000000
0.141104362332
Long
DBT
CORP
US
N
2
2028-10-15
Floating
0.03822900
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCV6
60000.00000000
PA
USD
63512.30000000
0.027140061130
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
0.02900000
N
N
N
N
N
N
Aadvantage Loyalty IP Ltd.
N/A
American Airlines, Inc.
00253XAA9
205000.00000000
PA
USD
217043.75000000
0.092747084312
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
0.05500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AUUT4
537538.35000000
PA
USD
63058.57000000
0.026946173333
Long
ABS-CBDO
USGSE
US
N
2
2032-10-15
Fixed
0.03500000
N
N
N
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks and Entertainment, Inc.
81282UAE2
75000.00000000
PA
USD
80437.50000000
0.034372533622
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.09500000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
44000.00000000
PA
USD
45485.00000000
0.019436639525
Long
DBT
CORP
US
N
2
2025-12-10
Variable
0.04000000
N
N
N
N
N
N
JBS S.A.
549300O7SUM086E3RD66
JBS USA Food Company
46650CAB5
130000.00000000
PA
USD
139063.60000000
0.059424624915
Long
DBT
CORP
AT
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
BlackRock, Inc.
U48QD6ILUF60LKMSND68
BlackRock Enhanced Global Dividend Trust
092501105
2678.00000000
NS
USD
33608.90000000
0.014361747260
Long
RF
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJY7
87000.00000000
PA
USD
94836.10000000
0.040525339995
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.03875000
N
N
N
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FQ4
42000.00000000
PA
USD
47962.45000000
0.020495302877
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
0.03800000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group, LP
91327BAA8
55000.00000000
PA
USD
55137.50000000
0.023561343559
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06500000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust 2006-2
N/A
Renaissance Home Equity Loan Trust
759676AF6
221904.10000000
PA
USD
123665.27000000
0.052844614153
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Variable
0.05797000
N
N
N
N
N
N
GOGO INTERMEDIATE HOLDINGS
N/A
Gogo Intermediate Holdings, LLC, Term Loan
N/A
455000.00000000
PA
USD
453862.50000000
0.193944416984
Long
DBT
CORP
US
N
2
2028-04-30
Floating
0.04500000
N
N
N
N
N
N
Ventas, Inc.
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92277GAD9
34000.00000000
PA
USD
36477.35000000
0.015587492641
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03750000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
72159.31000000
PA
USD
71257.32000000
0.030449661259
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01854200
N
N
N
N
N
N
BlackRock, Inc.
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
5018.00000000
NS
USD
78230.62000000
0.033429490178
Long
RF
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363NAA3
101453.88200000
PA
USD
101878.49000000
0.043534692437
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Variable
0.03047500
N
N
N
N
N
N
UWM Holdings Corporation
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
913229AA8
75000.00000000
PA
USD
74982.75000000
0.032041611132
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Company
694308JF5
63000.00000000
PA
USD
61184.56000000
0.026145371819
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.02100000
N
N
N
N
N
N
Ameren Corporation
XRZQ5S7HYJFPHJ78L959
Ameren Corporation
023608AK8
41000.00000000
PA
USD
40571.38000000
0.017336952580
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.01750000
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC, Term Loan
N/A
1431412.50000000
PA
USD
1429852.26000000
0.611004132175
Long
DBT
CORP
US
N
2
2026-09-23
Floating
0.03500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BC5
160000.00000000
PA
USD
175600.00000000
0.075037350788
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
0.09125000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VBR0
105000.00000000
PA
USD
106132.01000000
0.045352305605
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illumina, Inc.
45232TAA9
130000.00000000
PA
USD
144952.60000000
0.061941111013
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.09000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAU5
42000.00000000
PA
USD
42207.61000000
0.018036145999
Long
DBT
CORP
BM
N
2
2028-01-26
Fixed
0.02850000
N
N
N
N
N
N
Allianz SE
549300535GECAFITZP67
Virtus Dividend, Interst & Premium Strategy Fund
92840R101
3115.00000000
NS
USD
46943.05000000
0.020059693109
Long
RF
US
N
1
N
N
Credit Suisse Group AG
ANGGYXNX0JLX3X63JN86
Credit Suisse Group AG
22546DAA4
59000.00000000
PA
USD
65173.76000000
0.027850035827
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
0.06500000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDK5
105000.00000000
PA
USD
120660.68000000
0.051560693460
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.03850000
N
N
N
N
N
N
WESCO International, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
120000.00000000
PA
USD
133662.00000000
0.057116414471
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.07250000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAA4
35000.00000000
PA
USD
36653.40000000
0.015662722285
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02450000
N
N
N
N
N
N
Toll Brothers, Inc.
N/A
Toll Brothers Finance Corporation
88947EAT7
62000.00000000
PA
USD
68045.00000000
0.029076973430
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04350000
N
N
N
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
174.00000000
NS
USD
35668.26000000
0.015241752492
Long
EC
CORP
US
N
1
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI, Inc.
902104108
665.00000000
NS
USD
48272.35000000
0.020627729273
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corporation
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849AP1
42000.00000000
PA
USD
47569.79000000
0.020327511498
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04400000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation, Convertible
26884LAK5
72000.00000000
PA
USD
119923.20000000
0.051245553679
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.01750000
N
N
N
N
Y
EQT Corp
EQT Corp
USD
XXXX
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023BX2
63000.00000000
PA
USD
66101.48000000
0.028246468920
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03250000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703TAC0
63000.00000000
PA
USD
73912.52000000
0.031584280700
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05850000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFE9
63000.00000000
PA
USD
68025.59000000
0.029068679154
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
0.03150000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
49000.00000000
PA
USD
48554.84000000
0.020748442833
Long
DBT
CORP
FR
N
2
2026-12-14
Variable
0.01488000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
24000.00000000
PA
USD
26624.16000000
0.011377029802
Long
DBT
CORP
CH
N
2
2023-12-11
Variable
0.07500000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CY9
84000.00000000
PA
USD
99469.02000000
0.042505078282
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05150000
N
N
N
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAL6
85000.00000000
PA
USD
90206.25000000
0.038546913579
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04750000
N
N
N
N
N
N
EW SCRIPPS CO
549300U1OW41QPKYW028
E.W. Scripps Company, Term Loan
N/A
224400.00000000
PA
USD
224119.50000000
0.095770692142
Long
DBT
CORP
US
N
2
2028-01-07
Floating
0.03750000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAW1
273000.00000000
PA
USD
280447.44000000
0.119840734243
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.03000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DP2
125000.00000000
PA
USD
129954.63000000
0.055532181992
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
0.02200000
N
N
N
N
N
N
2021-07-28
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Head of Fund Accounting & Assistant Treasurer