0001752724-22-048336.txt : 20220225 0001752724-22-048336.hdr.sgml : 20220225 20220225161847 ACCESSION NUMBER: 0001752724-22-048336 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220225 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: 22680279 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 S000001432 Thrivent Balanced Income Plus Portfolio C000003839 Class A NPORT-P 1 primary_doc.xml NPORT-P false 0000790166 XXXXXXXX S000001432 C000003839 Thrivent Series Funds, Inc. 811-04603 0000790166 549300VNHRP1O3O9AF57 901 Marquette Avenue Suite 2500 Minneapolis 55402-3211 612-844-5168 THRIVENT BALANCED INCOME PLUS PORTFOLIO S000001432 G6AL26GWOV90D51UXG57 2021-12-31 2021-12-31 N 576849018.94 69695888.74 507153130.20 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 69273064.85 0.00000000 0.00000000 87742.54 USD N Ionis Pharmaceuticals, Inc. 549300SI4ZGLG0BLUZ92 Ionis Pharmaceuticals, Inc. 462222100 10877.00000000 NS USD 330987.11000000 0.065263741913 Long EC CORP US N 1 N N N Nuance Communications, Inc. AEMSOT3SS15TNMJCE605 Nuance Communications, Inc., Convertible 67020YAN0 96000.00000000 PA USD 270604.80000000 0.053357612106 Long DBT CORP US N 2 2025-04-01 Fixed 0.01250000 N N N N Y Nuance Communications Inc Nuance Communications Inc USD XXXX N N N Truist Financial Corporation 549300DRQQI75D2JP341 Truist Financial Corporation 89788MAE2 45000.00000000 PA USD 44311.37000000 0.008737276250 Long DBT CORP US N 2 2029-06-07 Variable 0.01887000 N N N N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 Automatic Data Processing, Inc. 053015103 245.00000000 NS USD 60412.10000000 0.011912003772 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967NB3 58000.00000000 PA USD 58942.50000000 0.011622229360 Long DBT CORP US N 2 2026-11-15 Variable 0.04150000 N N N N N N John B. Sanfilippo & Son, Inc. 5299007IBEYVXKYDUX28 John B. Sanfilippo & Son, Inc. 800422107 1783.00000000 NS USD 160755.28000000 0.031697582135 Long EC CORP US N 1 N N N ASURION LLC 549300KNQVXGIOXWK278 Asurion, LLC, Term Loan N/A 694750.00000000 PA USD 689886.75000000 0.136031251493 Long DBT CORP US N 2 2027-07-31 Floating 0.03354300 N N N N N N Halliburton Company ENYF8GB5SMQZ25S06U51 Halliburton Company 406216BL4 45000.00000000 PA USD 46292.68000000 0.009127949182 Long DBT CORP US N 2 2030-03-01 Fixed 0.02920000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271109 2041.00000000 NS USD 455061.36000000 0.089728591406 Long EC CORP US N 1 N N N United Rentals, Inc. NGIZXNT70J2LYT3FBI09 United Rentals North America, Inc. 911365BG8 70000.00000000 PA USD 73561.25000000 0.014504741392 Long DBT CORP US N 2 2028-01-15 Fixed 0.04875000 N N N N N N LRS HOLDINGS LLC N/A LRS Holdings, LLC, Term Loan N/A 267000.00000000 PA USD 266332.50000000 0.052515203819 Long DBT CORP US N 3 2028-08-31 Floating 0.04750000 N N N N N N Portland General Electric Company GJOUP9M7C39GLSK9R870 Portland General Electric Company 736508847 3704.00000000 NS USD 196015.68000000 0.038650196228 Long EC CORP US N 1 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 General Mills, Inc. 370334CG7 45000.00000000 PA USD 50252.44000000 0.009908731112 Long DBT CORP US N 2 2028-04-17 Fixed 0.04200000 N N N N N N Penn National Gaming, Inc. N/A Penn National Gaming, Inc. 707569109 5330.00000000 NS USD 276360.50000000 0.054492515877 Long EC CORP US N 1 N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 L Brands, Inc. 501797AW4 110000.00000000 PA USD 124575.00000000 0.024563586929 Long DBT CORP US N 2 2030-10-01 Fixed 0.06625000 N N N N N N Seagate Technology plc 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WAV3 34000.00000000 PA USD 34034.00000000 0.006710793638 Long DBT CORP KY N 2 2022-03-01 Fixed 0.04250000 N N N N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 Edgewell Personal Care Company 28035QAA0 50000.00000000 PA USD 53072.50000000 0.010464788017 Long DBT CORP US N 2 2028-06-01 Fixed 0.05500000 N N N N N N Burlington Stores, Inc. 5299003Z37DVGKKC1W09 Burlington Stores, Inc., Convertible 122017AB2 180000.00000000 PA USD 267412.50000000 0.052728157251 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 Teva Pharmaceutical Industries Limited 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAE1 55000.00000000 PA USD 51700.00000000 0.010194159696 Long DBT CORP NL N 2 2026-10-01 Fixed 0.03150000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 Community Health Systems, Inc. 12543DBG4 35000.00000000 PA USD 37041.55000000 0.007303819654 Long DBT CORP US N 2 2027-03-15 Fixed 0.05625000 N N N N N N Stryker Corporation 5493002F0SC4JTBU5137 Stryker Corporation 863667AQ4 45000.00000000 PA USD 49119.20000000 0.009685279864 Long DBT CORP US N 2 2028-03-07 Fixed 0.03650000 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corporation 539830109 967.00000000 NS USD 343681.47000000 0.067766804449 Long EC CORP US N 1 N N N Houlihan Lokey, Inc. 549300S3CNGTQ1QZVY46 Houlihan Lokey, Inc. 441593100 2039.00000000 NS USD 211077.28000000 0.041620029026 Long EC CORP US N 1 N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828ZF0 1550000.00000000 PA USD 1524267.58000000 0.300553716270 Long DBT UST US N 2 2025-03-31 Fixed 0.00500000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 NVIDIA Corporation 67066GAF1 22000.00000000 PA USD 23367.14000000 0.004607511737 Long DBT CORP US N 2 2030-04-01 Fixed 0.02850000 N N N N N N PRECISION MEDICINE GROUP 5493005RG0LYTBKL8W81 Precision Medicine Group, LLC, Term Loan N/A 486051.94000000 PA USD 483471.00000000 0.095330378777 Long DBT CORP US N 2 2027-11-20 Floating 0.03750000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 15-Yr. Pass Through 01F020414 17375000.00000000 PA USD 17790714.60000000 3.507957171236 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.02000000 N N N N N N Vodafone Group Public Limited Company 213800TQASLF9JXH5J59 Ziggo BV 98955DAA8 35000.00000000 PA USD 35896.00000000 0.007077941131 Long DBT CORP NL N 2 2030-01-15 Fixed 0.04875000 N N N N N N JetBlue Airways Corporation 54930070J9H97ZO93T57 JetBlue Airways Corporation, Convertible 477143AN1 167000.00000000 PA USD 155680.34000000 0.030696910011 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 Baxter International Inc. J5OIVXX3P24RJRW5CK77 Baxter International, Inc. 071813109 2806.00000000 NS USD 240867.04000000 0.047493947223 Long EC CORP US N 1 N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254BV1 52000.00000000 PA USD 52042.44000000 0.010261681709 Long DBT CORP GB N 2 2023-10-14 Variable 0.01319000 N N N N N N TIAA Board of Governors W4CSTD4RDGQSJ4FOVO30 Nuveen Credit Strategies Income Fund 67073D102 15850.00000000 NS USD 102866.50000000 0.020283124341 Long RF US N 1 N N N Aadvantage Loyalty IP Ltd. IWUQB36BXD6OWD6X4T14 American Airlines, Inc. 023771S58 78000.00000000 PA USD 96232.50000000 0.018975038162 Long DBT CORP US N 2 2025-07-15 Fixed 0.11750000 N N N N N N Liberty Broadband Corporation 549300N3IE9H88Q20221 GCI, LLC 36166TAB6 70000.00000000 PA USD 71837.50000000 0.014164853911 Long DBT CORP US N 2 2028-10-15 Fixed 0.04750000 N N N N N N Customers Bancorp, Inc. 549300WLBCHYKZ53FN68 Customers Bancorp, Inc. 23204G100 715.00000000 NS USD 46739.55000000 0.009216062608 Long EC CORP US N 1 N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 Omega Healthcare Investors, Inc. 681936BK5 46000.00000000 PA USD 50751.73000000 0.010007180667 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 United States Steel Corporation 912909AU2 116000.00000000 PA USD 124845.00000000 0.024616825287 Long DBT CORP US N 2 2029-03-01 Fixed 0.06875000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833100 32268.00000000 NS USD 5729828.76000000 1.129802503188 Long EC CORP US N 1 N N N Cheniere Energy Partners, L.P. 5493005UEC8AZ34LDV29 Cheniere Energy Partners, LP 16411QAL5 71000.00000000 PA USD 71710.00000000 0.014139713575 Long DBT CORP US N 2 2032-01-31 Fixed 0.03250000 N N N N N N Ivanhoe Mines Ltd. 5299006XZISURYIA4G32 Ivanhoe Mines, Ltd. 46579R955 32754.00000000 NS 267221.06000000 0.052690409284 Long EC CORP CA N 2 N N N Diageo plc 213800L23DJLALFC4O95 Diageo Capital plc 25243YBC2 42000.00000000 PA USD 41767.49000000 0.008235676270 Long DBT CORP GB N 2 2025-09-29 Fixed 0.01375000 N N N N N N Emerald Holding, Inc. N/A Emerald Holding, Inc. 29103W104 776.00000000 NS USD 3080.72000000 0.000607453610 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 48128BAN1 40000.00000000 PA USD 39900.00000000 0.007867446265 Long DBT CORP US N 2 2026-06-01 Variable 0.03650000 N N N N N N Chevron Corporation N/A Chevron Corporation 166764100 908.00000000 NS USD 106553.80000000 0.021010182853 Long EC CORP US N 1 N N N Broadcom Inc. N/A Broadcom Corporation 11134LAP4 90000.00000000 PA USD 94011.74000000 0.018537150695 Long DBT CORP US N 2 2025-01-15 Fixed 0.03125000 N N N N N N Welltower Inc. T6IZ0MBEG5ACZDTR7D06 Welltower, Inc. 95040QAM6 67000.00000000 PA USD 68286.17000000 0.013464605842 Long DBT CORP US N 2 2031-06-01 Fixed 0.02800000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 Ally Financial, Inc. 36186CBY8 45000.00000000 PA USD 63700.62000000 0.012560431200 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N GRIDIRON FIBER CORP N/A Gridiron Fiber Corporation, Term Loan N/A 185000.00000000 PA USD 181531.25000000 0.035794169293 Long DBT CORP US N 2 2028-10-04 Floating 0.05250000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 Staples, Inc., Term Loan N/A 189632.56000000 PA USD 183943.58000000 0.036269830362 Long DBT CORP US N 2 2024-09-12 Floating 0.04631600 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 Union Pacific Corporation 907818108 3276.00000000 NS USD 825322.68000000 0.162736386872 Long EC CORP US N 1 N N N Pine Street Trust I N/A Pine Street Trust I 722844AA5 45000.00000000 PA USD 50779.19000000 0.010012595205 Long DBT CORP US N 2 2029-02-15 Fixed 0.04572000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 7981.00000000 NS USD 1365309.67000000 0.269210537941 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2J2 67000.00000000 PA USD 68952.59000000 0.013596009941 Long DBT CORP FR N 2 2025-11-19 Variable 0.02819000 N N N N N N Palmer Square Loan Funding 2019-1 Ltd N/A Palmer Square Loan Funding, Ltd. 69700VAE9 300000.00000000 PA USD 300078.30000000 0.059169170440 Long ABS-O CORP KY N 2 2027-04-20 Floating 0.02381500 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 Community Health Systems, Inc. 12543DBJ8 90000.00000000 PA USD 91687.50000000 0.018078859133 Long DBT CORP US N 2 2029-04-15 Fixed 0.06875000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GJK6 28000.00000000 PA USD 27441.18000000 0.005410827295 Long DBT CORP US N 2 2026-10-24 Variable 0.01197000 N N N N N N American Wholesale Insurance Holding Company, LLC 549300SJE7MUB8NMRG61 AmWINS Group, Inc. 031921AB5 45000.00000000 PA USD 45450.00000000 0.008961790294 Long DBT CORP US N 2 2029-06-30 Fixed 0.04875000 N N N N N N abrdn plc 549300J666ZH67203572 Aberdeen Asia-Pacific Income Fund, Inc. 003009107 17445.00000000 NS USD 66639.90000000 0.013139995798 Long RF US N 1 N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corporation 674599CJ2 80000.00000000 PA USD 82000.00000000 0.016168686559 Long DBT CORP US N 2 2046-04-15 Fixed 0.04400000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corporation 06406RAF4 63000.00000000 PA USD 68376.41000000 0.013482399285 Long DBT CORP US N 2 2028-01-29 Fixed 0.03400000 N N N N N N Fortive Corporation 549300MU9YQJYHDQEF63 Fortive Corporation 34959J108 1519.00000000 NS USD 115884.51000000 0.022850003894 Long EC CORP US N 1 N N N Zoom Video Communications, Inc. 549300T9GCHU0ODOM055 Zoom Video Communications, Inc. 98980L101 1308.00000000 NS USD 240554.28000000 0.047432277486 Long EC CORP US N 1 N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 Xcel Energy, Inc. 98389BAV2 45000.00000000 PA USD 49586.06000000 0.009777334900 Long DBT CORP US N 2 2028-06-15 Fixed 0.04000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 Netflix, Inc. 64110LAS5 97000.00000000 PA USD 110580.00000000 0.021804065363 Long DBT CORP US N 2 2028-04-15 Fixed 0.04875000 N N N N N N Hess Midstream LP N/A Hess Midstream Operations, LP 428102AC1 60000.00000000 PA USD 61800.00000000 0.012185668651 Long DBT CORP US N 2 2026-02-15 Fixed 0.05625000 N N N N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 Advanced Micro Devices, Inc. 007903107 1850.00000000 NS USD 266215.00000000 0.052492035274 Long EC CORP US N 1 N N N General Motors Company 54930070NSV60J38I987 General Motors Company 37045VAW0 46000.00000000 PA USD 49236.61000000 0.009708430662 Long DBT CORP US N 2 2023-10-02 Fixed 0.05400000 N N N N N N Omnicom Group Inc. HKUPACFHSSASQK8HLS17 Omnicom Group, Inc. 681919BC9 67000.00000000 PA USD 75317.19000000 0.014850976069 Long DBT CORP US N 2 2030-06-01 Fixed 0.04200000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 Chart Industries, Inc., Convertible 16115QAD2 117000.00000000 PA USD 321094.80000000 0.063313185087 Long DBT CORP US N 2 2024-11-15 Fixed 0.01000000 N N N N Y Chart Industries Inc Chart Industries Inc USD XXXX N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156RCA4 84000.00000000 PA USD 85680.00000000 0.016894305663 Long DBT CORP US N 2 2025-09-15 Variable 0.03850000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GHR3 35000.00000000 PA USD 36603.40000000 0.007217425629 Long DBT CORP US N 2 2025-03-15 Variable 0.03458000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CM9 41000.00000000 PA USD 40095.29000000 0.007905953372 Long DBT CORP GB N 2 2027-05-24 Variable 0.01589000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage, 4.625% 74460W552 1300.00000000 NS USD 34814.00000000 0.006864593340 Long EP CORP US N 1 N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 Microsoft Corporation 594918104 22835.00000000 NS USD 7679867.20000000 1.514309336308 Long EC CORP US N 1 N N N XPLORNET COMMUNICATIONS N/A Xplornet Communications, Inc., Term Loan N/A 245000.00000000 PA USD 242550.00000000 0.047825791769 Long DBT CORP US N 3 2029-09-30 Floating 0.07500000 N N N N N N NBN Co Limited 2549007CRZ2NT7S96A24 NBN Company, Ltd. 62878U2B7 82000.00000000 PA USD 82329.57000000 0.016233670877 Long DBT NUSS AU N 2 2031-05-05 Fixed 0.02625000 N N N N N N Tokyo Century Corporation 549300ODEK8HY3445C77 Aviation Capital Group, LLC 05367AAH6 48000.00000000 PA USD 51875.19000000 0.010228703504 Long DBT CORP US N 2 2025-10-01 Fixed 0.04875000 N N N N N N TIAA Board of Governors 1V4KW82TOLZ6S7J7N128 Nuveen Quality Preferred Income Fund II 67072C105 1125.00000000 NS USD 10935.00000000 0.002156153506 Long RF US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley, 7.125% 61762V200 3100.00000000 NS USD 85715.00000000 0.016901206932 Long EP CORP US N 1 N N N Lumen Technologies, Inc. 254900AE5FEFIJOXWL19 Level 3 Financing, Inc. 527298BR3 100000.00000000 PA USD 99000.00000000 0.019520731334 Long DBT CORP US N 2 2028-07-01 Fixed 0.04250000 N N N N N N Helios Technologies, Inc. 5493000BCJSMIDRNTI78 Helios Technologies, Inc. 42328H109 2454.00000000 NS USD 258087.18000000 0.050889399006 Long EC CORP US N 1 N N N RLG HOLDINGS LLC N/A RLG Holdings, LLC, Delayed Draw N/A 56962.03000000 PA USD 56784.31000000 0.011196679389 Long DBT CORP US N 2 2028-07-08 Floating 0.05000000 N N N N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. N/A Hannon Armstrong Sustainable Infrastructure Capital, Inc. 41068X100 195.00000000 NS USD 10358.40000000 0.002042460034 Long EC CORP US N 1 N N N Icahn Enterprises L.P. N/A Icahn Enterprises, LP 451102BZ9 25000.00000000 PA USD 25710.75000000 0.005069622658 Long DBT CORP US N 2 2027-05-15 Fixed 0.05250000 N N N N N N CONSOLIDATED ENERGY FINANCE 549300PUNIS0USNSL750 Consolidated Energy Finance SA 20914UAF3 118000.00000000 PA USD 115345.00000000 0.022743623795 Long DBT CORP LU N 2 2028-10-15 Fixed 0.05625000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 060505FL3 62000.00000000 PA USD 68975.00000000 0.013600428725 Long DBT CORP US N 2 2028-03-15 Variable 0.05875000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company, 4.200% 48128B523 4400.00000000 NS USD 112288.00000000 0.022140847273 Long EP CORP US N 1 N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 928563AL9 31000.00000000 PA USD 30448.05000000 0.006003719229 Long DBT CORP US N 2 2031-08-15 Fixed 0.02200000 N N N N N N salesforce.com, inc. RCGZFPDMRW58VJ54VR07 Salesforce.com, Inc. 79466L302 4669.00000000 NS USD 1186532.97000000 0.233959508350 Long EC CORP US N 1 N N N Seagate Technology plc 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WBF7 116000.00000000 PA USD 113273.42000000 0.022335151506 Long DBT CORP KY N 2 2029-07-15 Fixed 0.03125000 N N N N N N American Campus Communities, Inc. 529900MR3ZXRO3W6UX26 American Campus Communities, Inc. 024835100 11812.00000000 NS USD 676709.48000000 0.133432969196 Long EC CORP US N 1 N N N The Procter & Gamble Company 2572IBTT8CCZW6AU4141 Procter & Gamble Company 742718FM6 45000.00000000 PA USD 42558.13000000 0.008391573957 Long DBT CORP US N 2 2030-10-29 Fixed 0.01200000 N N N N N N Napco Security Technologies, Inc. 529900KV21J4YY9YST76 NAPCO Security Technologies, Inc. 630402105 6886.00000000 NS USD 344162.28000000 0.067861610134 Long EC CORP US N 1 N N N DexCom, Inc. 549300YSK3QDSFR5EU59 DexCom, Inc. 252131107 642.00000000 NS USD 344721.90000000 0.067971955504 Long EC CORP US N 1 N N N TotalEnergies SE 549300TXO070764WUH65 SunPower Corporation 867652406 1586.00000000 NS USD 33099.82000000 0.006526592862 Long EC CORP US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 Truist Financial Corporation 89832QAE9 89000.00000000 PA USD 95487.37000000 0.018828114096 Long DBT CORP US N 2 2025-09-01 Variable 0.04950000 N N N N N N QBE Insurance Group Limited 549300D2FBW76FPUSG65 QBE Insurance Group, Ltd. 74728GAE0 84000.00000000 PA USD 90720.00000000 0.017888088350 Long DBT CORP AU N 2 2025-05-12 Variable 0.05875000 N N N N N N Vericrest Opportunity Loan Transferee N/A Vericrest Opportunity Loan Transferee 92873AAB4 250000.00000000 PA USD 247205.40000000 0.048743739371 Long ABS-CBDO CORP US N 2 2051-02-27 Variable 0.04948700 N N N N N N BP PLC 549300CRVT18MXX0AG93 BP Capital Markets plc 05565QDV7 84000.00000000 PA USD 90720.00000000 0.017888088350 Long DBT CORP GB N 2 2030-03-22 Variable 0.04875000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer, LP 29278NAC7 41000.00000000 PA USD 42815.76000000 0.008442373210 Long DBT CORP US N 2 2023-09-15 Fixed 0.04200000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Company 382550BL4 45000.00000000 PA USD 48339.00000000 0.009531440726 Long DBT CORP US N 2 2029-07-15 Fixed 0.05000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324P102 1255.00000000 NS USD 630185.70000000 0.124259451923 Long EC CORP US N 1 N N N Marathon Petroleum Corporation 5493000CZJ19CK4P3G36 MPLX, LP 55336V100 225.00000000 NS USD 6657.75000000 0.001312769182 Long EC CORP US N 1 N N N Lantheus Holdings, Inc. 5299005HUB5IOJGO7S39 Lantheus Holdings, Inc. 516544103 15458.00000000 NS USD 446581.62000000 0.088056563867 Long EC CORP US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 NVR, Inc. 62944T105 139.00000000 NS USD 821332.93000000 0.161949691541 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822BY9 91000.00000000 PA USD 89379.71000000 0.017623811168 Long DBT CORP JP N 2 2027-07-20 Variable 0.01538000 N N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 Valero Energy Corporation 91913Y100 3369.00000000 NS USD 253045.59000000 0.049895302805 Long EC CORP US N 1 N N N Tesla, Inc. 54930043XZGB27CTOV49 Tesla, Inc. 88160R101 1806.00000000 NS USD 1908544.68000000 0.376325130685 Long EC CORP US N 1 N N N NextEra Energy, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KBR0 45000.00000000 PA USD 44729.35000000 0.008819693172 Long DBT CORP US N 2 2030-06-01 Fixed 0.02250000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 949746TD3 116000.00000000 PA USD 119190.00000000 0.023501777451 Long DBT CORP US N 2 2026-03-15 Variable 0.03900000 N N N N N N Bunge Limited 5493007M0RIN8HY3MM77 Bunge, Ltd. G16962105 1952.00000000 NS USD 182238.72000000 0.035933667594 Long EC CORP BM N 1 N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS Health Corporation 126650100 3272.00000000 NS USD 337539.52000000 0.066555740248 Long EC CORP US N 1 N N N APA Corporation 72ZZ1XRHOOU9P9X16K08 Apache Corporation 037411BE4 70000.00000000 PA USD 76159.30000000 0.015017022564 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N Inberdon Enterprises Ltd. 549300VGDEEG8RT7VC89 United States Lime & Minerals, Inc. 911922102 2236.00000000 NS USD 288488.72000000 0.056883947435 Long EC CORP US N 1 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan, Inc. 35671DCH6 128000.00000000 PA USD 137280.00000000 0.027068747450 Long DBT CORP US N 2 2030-08-01 Fixed 0.04625000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 Bunge, Ltd. Finance Corporation 120568BC3 89000.00000000 PA USD 90324.59000000 0.017810121760 Long DBT CORP US N 2 2031-05-14 Fixed 0.02750000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 KLA-Tencor Corporation 482480100 927.00000000 NS USD 398711.97000000 0.078617669153 Long EC CORP US N 1 N N N Canadian Pacific Railway Limited 54930036474DURYNB481 Canadian Pacific Railway Company 13645RBF0 41000.00000000 PA USD 41802.75000000 0.008242628805 Long DBT CORP CA N 2 2031-12-02 Fixed 0.02450000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565AHN6 55000.00000000 PA USD 59196.50000000 0.011672312852 Long DBT CORP FR N 2 2024-03-25 Variable 0.06625000 N N N N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 Pebblebrook Hotel Trust, Convertible 70509VAA8 54000.00000000 PA USD 59462.09000000 0.011724681651 Long DBT CORP US N 2 2026-12-15 Fixed 0.01750000 N N N N Y Pebblebrook Hotel Trust Pebblebrook Hotel Trust USD XXXX N N N Bank of America Corporation N/A Banc of America Mortgage Securities Trust 05949CGB6 104306.09900000 PA USD 104994.30000000 0.020702682039 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 0.02246300 N N N N N N Energean Israel Finance Ltd 98450044QACBL3F8EB03 Energean Israel Finance, Ltd. N/A 70000.00000000 PA USD 70350.00000000 0.013871549993 Long DBT CORP IL N 2 2024-03-30 Fixed 0.04500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136AAKZ7 653298.65000000 PA USD 30515.38000000 0.006016995298 Long ABS-CBDO USGSE US N 2 2027-12-25 Fixed 0.03000000 N N N N N N Garmin Ltd. 2549001E0HIPIJQ0W046 Garmin, Ltd. H2906T109 304.00000000 NS USD 41395.68000000 0.008162363107 Long EC CORP CH N 1 N N N Viatris Inc. 30ZMPDNA1RHIBH89C294 Mylan, Inc. 628530BD8 34000.00000000 PA USD 35628.75000000 0.007025245015 Long DBT CORP US N 2 2023-11-29 Fixed 0.04200000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PBT2 190000.00000000 PA USD 185099.46000000 0.036497745745 Long DBT CORP US N 2 2026-11-19 Variable 0.01045000 N N N N N N Stratus Clo 2021-1 Ltd. N/A Stratus CLO, Ltd. 863162AG8 425000.00000000 PA USD 423311.05000000 0.083468093716 Long ABS-O CORP KY N 2 2029-12-29 Floating 0.02590560 N N N N N N Ameriprise Financial, Inc. 6QVMFZKY1QSOOIHD7Y77 Tri-Continental Corporation 895436103 1074.00000000 NS USD 35646.06000000 0.007028658185 Long RF US N 1 N N N CNX Resources Corporation 549300JK3KH8PWM3B226 CNX Resources Corporation 12653CAJ7 45000.00000000 PA USD 46800.00000000 0.009227982085 Long DBT CORP US N 2 2029-01-15 Fixed 0.06000000 N N N N N N Dropbox, Inc. 549300JCDF7UAR6TJR51 Dropbox, Inc. 26210C104 12039.00000000 NS USD 295437.06000000 0.058254014893 Long EC CORP US N 1 N N N Halozyme Therapeutics, Inc. 529900242I3SV9AGM753 Halozyme Therapeutics, Inc. 40637H109 7383.00000000 NS USD 296870.43000000 0.058536645506 Long EC CORP US N 1 N N N NuStar Energy L.P. N62BF2PKP51FIIOIUN20 NuStar Logistics, LP, 6.860% 67059T204 1536.00000000 NS USD 38737.92000000 0.007638308371 Long EP CORP US N 1 N N N Sony Group Corporation 529900R5WX9N2OI2N910 Sony Group Corporation ADR 835699307 4940.00000000 NS USD 624416.00000000 0.123121787645 Long EC CORP JP N 1 N N N Natgasoline LLC 549300OHXDYMQYZOWC24 Natgasoline, LLC, Term Loan N/A 420862.50000000 PA USD 416653.88000000 0.082155438897 Long DBT CORP US N 3 2025-11-14 Floating 0.03625000 N N N N N N First Trust Advisors L.P. JUEVI6DHENZLPUBV7E49 First Trust High Income Long/Short Fund 33738E109 2184.00000000 NS USD 34048.56000000 0.006713664566 Long RF US N 1 N N N Bank 2021-BNK37 N/A BANK 2021-BNK37 06540LBF3 300000.00000000 PA USD 310442.67000000 0.061212807634 Long ABS-MBS CORP US N 2 2064-11-15 Variable 0.02618000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GHL6 143000.00000000 PA USD 148985.74000000 0.029376874779 Long DBT CORP US N 2 2024-07-23 Variable 0.03864000 N N N N N N Zumiez Inc. 549300J0PDF58P6HZD25 Zumiez, Inc. 989817101 5213.00000000 NS USD 250171.87000000 0.049328665269 Long EC CORP US N 1 N N N State Street Corporation 549300ME4SR63Y3TRD06 SPDR Blackstone Senior Loan ETF 78467V608 73100.00000000 NS USD 3335553.00000000 0.657701353176 Long RF US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 48128BAG6 158000.00000000 PA USD 162147.50000000 0.031972098828 Long DBT CORP US N 2 2025-02-01 Variable 0.04600000 N N N N N N Penn National Gaming, Inc. N/A Penn National Gaming, Inc. 707569AV1 70000.00000000 PA USD 67900.00000000 0.013388461187 Long DBT CORP US N 2 2029-07-01 Fixed 0.04125000 N N N N N N Carvana Co. 5493003WEAK2PJ5WS063 Carvana Company 146869102 1152.00000000 NS USD 267022.08000000 0.052651174586 Long EC CORP US N 1 N N N HomeTrust Bancshares, Inc. N/A Hometrust Bancshares, Inc. 437872104 674.00000000 NS USD 20880.52000000 0.004117202232 Long EC CORP US N 1 N N N Deutsche Telekom AG 529900ERDFHS6C1M4U58 Deutsche Telekom International Finance BV 25156PAV5 34000.00000000 PA USD 34673.26000000 0.006836842352 Long DBT CORP NL N 2 2023-09-19 Fixed 0.02485000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773DB3 84000.00000000 PA USD 88935.00000000 0.017536123648 Long DBT CORP US N 2 2025-09-30 Variable 0.04500000 N N N N N N Magic Mergerco Inc. 549300H9LWMBP7HYLR98 Magic MergerCo, Inc. 55916AAA2 105000.00000000 PA USD 105046.20000000 0.020712915635 Long DBT CORP US N 2 2028-05-01 Fixed 0.05250000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 Front Range BidCo, Inc. 98919VAA3 43000.00000000 PA USD 42388.11000000 0.008358049566 Long DBT CORP US N 2 2027-03-01 Fixed 0.04000000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 CenterPoint Energy, Inc. 15189TBA4 67000.00000000 PA USD 65729.32000000 0.012960448449 Long DBT CORP US N 2 2026-06-01 Fixed 0.01450000 N N N N N N Weatherford International plc 549300A2JKMG5PGOGF82 Weatherford International, Ltd. 947075AU1 73000.00000000 PA USD 75784.95000000 0.014943208567 Long DBT CORP BM N 2 2030-04-30 Fixed 0.08625000 N N N N N N iStar Inc. QFFLKWYYS3UPWD86E794 iStar, Inc. 45031UCG4 85000.00000000 PA USD 86912.50000000 0.017137328910 Long DBT CORP US N 2 2025-08-01 Fixed 0.04250000 N N N N N N TERRIER MEDIA BUYER INC N/A Terrier Media Buyer, Inc., Term Loan N/A 301950.00000000 PA USD 300364.76000000 0.059225654366 Long DBT CORP US N 2 2026-12-17 Floating 0.03604200 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2R3 26000.00000000 PA USD 26220.00000000 0.005170036117 Long DBT CORP US N 2 2024-06-02 Variable 0.01654000 N N N N N N CAESARS RESORT COLLECTION 549300V3UCT773B1KR38 Caesars Resort Collection, LLC, Term Loan N/A 228841.30000000 PA USD 228784.09000000 0.045111441964 Long DBT CORP US N 2 2025-07-20 Floating 0.03604200 N N N N N N Sunoco LP N/A Sunoco, LP 86765LAN7 90000.00000000 PA USD 95175.00000000 0.018766521260 Long DBT CORP US N 2 2028-03-15 Fixed 0.05875000 N N N N N N GIP II BLUE HOLDING LP N/A GIP II Blue Holding LP, Term Loan N/A 484000.00000000 PA USD 482185.00000000 0.095076806448 Long DBT CORP US N 2 2028-09-22 Floating 0.05500000 N N N N N N Flex Acquisition Holdings, Inc. 549300HHED2KGPBEDW39 Flex Acquisition Company, Inc., Term Loan N/A 691722.56000000 PA USD 684805.33000000 0.135029301648 Long DBT CORP US N 2 2025-06-29 Floating 0.03130880 N N N N N N Archrock, Inc. N/A Archrock Partners, LP 03959KAC4 80000.00000000 PA USD 83417.60000000 0.016448207658 Long DBT CORP US N 2 2028-04-01 Fixed 0.06250000 N N N N N N Verus Securitization Trust 2021-8 N/A Verus Securitization Trust 92538GAC6 375000.00000000 PA USD 374778.56000000 0.073898500804 Long ABS-CBDO CORP US N 2 2066-11-25 Variable 0.02491000 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 Cheniere Energy, Inc., Convertible 16411RAG4 34000.00000000 PA USD 28612.66000000 0.005641818672 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 Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corporation 88033GCS7 25000.00000000 PA USD 25312.50000000 0.004991096079 Long DBT CORP US N 2 2024-07-15 Fixed 0.04625000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 Natwest Group plc 639057AD0 62000.00000000 PA USD 60760.00000000 0.011980602382 Long DBT CORP GB N 2 2031-06-28 Variable 0.04600000 N N N N N N McKesson Corporation 549300WZWOM80UCFSF54 McKesson Corporation 581557BQ7 35000.00000000 PA USD 33910.47000000 0.006686436103 Long DBT CORP US N 2 2025-12-03 Fixed 0.00900000 N N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 Lincoln National Corporation 534187BH1 45000.00000000 PA USD 49369.60000000 0.009734653511 Long DBT CORP US N 2 2028-03-01 Fixed 0.03800000 N N N N N N NextEra Energy, Inc. N/A NextEra Energy, Inc. 65339F101 914.00000000 NS USD 85331.04000000 0.016825498043 Long EC CORP US N 1 N N N Glacier Bancorp, Inc. 549300SMJAUKZB5D7V74 Glacier Bancorp, Inc. 37637Q105 3354.00000000 NS USD 190171.80000000 0.037497905203 Long EC CORP US N 1 N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 Zoetis, Inc. 98978VAB9 52000.00000000 PA USD 52988.69000000 0.010448262436 Long DBT CORP US N 2 2023-02-01 Fixed 0.03250000 N N N N N N MERITOR INC 5LTG829X630QFHTFBO82 Meritor, Inc. 59001KAH3 50000.00000000 PA USD 50125.00000000 0.009883602607 Long DBT CORP US N 2 2028-12-15 Fixed 0.04500000 N N N N N N IDEX Corporation 549300U5Y5EL6PHYLF13 IDEX Corporation 45167R104 1400.00000000 NS USD 330848.00000000 0.065236312328 Long EC CORP US N 1 N N N Ares XL CLO Ltd. N/A Ares XL CLO, Ltd. 04016GBK3 250000.00000000 PA USD 249132.50000000 0.049123723223 Long ABS-O CORP XX N 2 2029-01-15 Floating 0.02920440 N N N N N N Bloomin' Brands, Inc. N/A Bloomin' Brands, Inc. 094235108 801.00000000 NS USD 16804.98000000 0.003313590905 Long EC CORP US N 1 N N N Popular, Inc. 5493008CARDZMVQ3LO89 Popular, Inc. 733174700 551.00000000 NS USD 45204.04000000 0.008913292121 Long EC CORP PR N 1 N N N SS&C Technologies Holdings, Inc. 549300KY09TR3J12JU49 SS&C Technologies, Inc., Term Loan N/A 36260.65000000 PA USD 35821.17000000 0.007063186218 Long DBT CORP US N 2 2025-04-16 Floating 0.01854200 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 CMS Energy Corporation, 4.200% 125896837 5200.00000000 NS USD 130000.00000000 0.025633283570 Long EP CORP US N 1 N N N ANSYS, Inc. 549300VJV8H15Z5FJ571 ANSYS, Inc. 03662Q105 1209.00000000 NS USD 484954.08000000 0.095622811163 Long EC CORP US N 1 N N N Silver Hill Trust 2019-SBC1 N/A Silver Hill Trust 82773XAA8 134955.78600000 PA USD 135685.33000000 0.026754311847 Long ABS-CBDO CORP US N 2 2049-11-25 Variable 0.03102000 N N N N N N Bank of America Corporation N/A Banc of America Mortgage Securities Trust 05949CFW1 33832.01400000 PA USD 33348.88000000 0.006575702290 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 0.02691500 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 Australia and New Zealand Banking Group, Ltd. 052528AL0 102000.00000000 PA USD 104535.69000000 0.020612253730 Long DBT CORP AU N 2 2030-07-22 Variable 0.02950000 N N N N N N PTC Inc. 54930050SSMU8SKDJ030 PTC, Inc. 69370CAC4 35000.00000000 PA USD 35612.50000000 0.007022040854 Long DBT CORP US N 2 2028-02-15 Fixed 0.04000000 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corporation 913017DD8 68000.00000000 PA USD 73733.83000000 0.014538770562 Long DBT CORP US N 2 2025-08-16 Fixed 0.03950000 N N N N N N Hertz Global Holdings, Inc. 549300PD0C69OJ0NLB27 Hertz Corporation 428040DA4 45000.00000000 PA USD 45281.25000000 0.008928516320 Long DBT CORP US N 2 2026-12-01 Fixed 0.04625000 N N N N N N Hope Bancorp, Inc. 549300UTF4QGMBHIZ219 Hope Bancorp, Inc. 43940T109 10806.00000000 NS USD 158956.26000000 0.031342852983 Long EC CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage, 4.700% 74460W594 325.00000000 NS USD 8586.50000000 0.001693078379 Long EP CORP US N 1 N N N BW HOLDING INC N/A BW Holding, Inc., Delayed Draw N/A 89000.00000000 PA USD 88332.50000000 0.017417323238 Long DBT CORP US N 2 2028-12-14 Floating 0.00000000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 NatWest Group plc 780097BG5 45000.00000000 PA USD 51467.94000000 0.010148402313 Long DBT CORP GB N 2 2029-05-18 Variable 0.04892000 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 General Dynamics Corporation 369550108 3672.00000000 NS USD 765501.84000000 0.150940967217 Long EC CORP US N 1 N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 Teradyne, Inc., Convertible 880770AG7 27000.00000000 PA USD 139657.50000000 0.027537540770 Long DBT CORP US N 2 2023-12-15 Fixed 0.01250000 N N N N Y Teradyne Inc Teradyne Inc USD XXXX N N N Telefonaktiebolaget LM Ericsson (publ) 549300W9JLPW15XIFM52 Telefonaktiebolaget LM Ericsson ADR 294821608 23918.00000000 NS USD 259988.66000000 0.051264331129 Long EC CORP SE N 1 N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 12769GAA8 73000.00000000 PA USD 73000.00000000 0.014394074620 Long DBT CORP US N 2 2029-10-15 Fixed 0.04625000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A Allied Universal Holdco, LLC 019579AA9 100000.00000000 PA USD 99938.00000000 0.019705685334 Long DBT CORP XX N 2 2028-06-01 Fixed 0.04625000 N N N N N N Alliant Holdings, L.P. N/A Alliant Holdings Intermediate, LLC 01883LAA1 37000.00000000 PA USD 38387.50000000 0.007569212869 Long DBT CORP US N 2 2027-10-15 Fixed 0.06750000 N N N N N N Deere & Company E0KSF7PFQ210NWI8Z391 John Deere Capital Corporation 24422EVC0 48000.00000000 PA USD 49319.64000000 0.009724802443 Long DBT CORP US N 2 2025-01-09 Fixed 0.02050000 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 Molina Healthcare, Inc. 60855RAJ9 90000.00000000 PA USD 92700.00000000 0.018278502976 Long DBT CORP US N 2 2028-06-15 Fixed 0.04375000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays plc 06738EAC9 34000.00000000 PA USD 36331.66000000 0.007163844179 Long DBT CORP GB N 2 2024-09-11 Fixed 0.04375000 N N N N N N Anglo American plc TINT358G1SSHR3L3PW36 Anglo American Capital plc 034863AZ3 45000.00000000 PA USD 44191.47000000 0.008713634476 Long DBT CORP GB N 2 2028-03-17 Fixed 0.02250000 N N N N N N TreeHouse Foods, Inc. 5493007M7EVHE470Q576 TreeHouse Foods, Inc. 89469AAD6 35000.00000000 PA USD 33600.00000000 0.006625217907 Long DBT CORP US N 2 2028-09-01 Fixed 0.04000000 N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 28470RAK8 35000.00000000 PA USD 38760.40000000 0.007642740957 Long DBT CORP US N 2 2027-07-01 Fixed 0.08125000 N N N N N N Hilcorp Energy Company N/A Hilcorp Energy I, LP 431318AU8 70000.00000000 PA USD 72150.40000000 0.014226551253 Long DBT CORP US N 2 2029-02-01 Fixed 0.05750000 N N N N N N Covanta Holding Corporation N/A Covert Mergeco, Inc. 22303XAA3 28000.00000000 PA USD 28420.00000000 0.005603830146 Long DBT CORP US N 2 2029-12-01 Fixed 0.04875000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Company 694308JF5 67000.00000000 PA USD 64684.65000000 0.012754461354 Long DBT CORP US N 2 2027-08-01 Fixed 0.02100000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAH2 51000.00000000 PA USD 50963.79000000 0.010048994468 Long DBT CORP ES N 2 2026-11-12 Variable 0.04750000 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corporation 88033GDA5 170000.00000000 PA USD 177012.50000000 0.034903166215 Long DBT CORP US N 2 2027-11-01 Fixed 0.05125000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 Ally Financial, Inc. 02005N100 10614.00000000 NS USD 505332.54000000 0.099641017654 Long EC CORP US N 1 N N N 510 Asset Backed 2021-Npl2 Trust N/A 510 Asset Backed Trust 33835JAA8 313793.95300000 PA USD 309532.94000000 0.061033427887 Long ABS-O CORP US N 2 2061-06-25 Variable 0.02115600 N N N N N N Foundation Finance Trust 2017-1 549300RIQ1R4PTXR5G48 Foundation Finance Trust 35040UAA9 38060.27000000 PA USD 38378.70000000 0.007567477693 Long ABS-O CORP US N 2 2033-07-15 Fixed 0.03300000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 Ford Motor Company 345370860 6971.00000000 NS USD 144787.67000000 0.028549103096 Long EC CORP US N 1 N N N DISH Network Corporation 529900U350CWHH15G169 DISH Network Corporation 25470M109 7674.00000000 NS USD 248944.56000000 0.049086665382 Long EC CORP US N 1 N N N Scripps Escrow Inc. N/A Scripps Escrow, Inc. 81104PAA7 45000.00000000 PA USD 47275.31000000 0.009321703285 Long DBT CORP US N 2 2027-07-15 Fixed 0.05875000 N N N N N N Ovintiv Inc. T8W3X1PFLPW2YE0UIP44 Newfield Exploration Company 651290AR9 44000.00000000 PA USD 48774.76000000 0.009617363493 Long DBT CORP US N 2 2026-01-01 Fixed 0.05375000 N N N N N N Liberty Media Corporation WP5O65E6BMU84LNO4227 Sirius XM Radio, Inc. 82967NBA5 60000.00000000 PA USD 62360.40000000 0.012296167821 Long DBT CORP US N 2 2027-08-01 Fixed 0.05000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 Chemours Company 163851AF5 75000.00000000 PA USD 78477.75000000 0.015474172459 Long DBT CORP US N 2 2028-11-15 Fixed 0.05750000 N N N N N N Sunoco LP N/A Sunoco, LP 86765LAU1 49000.00000000 PA USD 50220.84000000 0.009902500252 Long DBT CORP US N 2 2030-04-30 Fixed 0.04500000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GVR2 52000.00000000 PA USD 56708.83000000 0.011181796310 Long DBT CORP US N 2 2025-10-21 Fixed 0.04250000 N N N N N N Ingevity Corporation 5493009UTFC4B5IMGF87 Ingevity Corporation 45688CAB3 100000.00000000 PA USD 97375.00000000 0.019200315289 Long DBT CORP US N 2 2028-11-01 Fixed 0.03875000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2N2 119000.00000000 PA USD 121101.87000000 0.023878758266 Long DBT CORP US N 2 2026-04-30 Variable 0.02188000 N N N N N N The Greenbrier Companies, Inc. 5493001GAGGFR30BP390 Greenbrier Companies, Inc. 393657101 1250.00000000 NS USD 57362.50000000 0.011310686375 Long EC CORP US N 1 N N N GlaxoSmithKline plc 5493000HZTVUYLO1D793 GlaxoSmithKline plc ADR 37733W105 5429.00000000 NS USD 239418.90000000 0.047208404275 Long EC CORP GB N 1 N N N Ellington Residential Mortgage REIT 549300KA3MR2ZCRGA787 Ellington Residential Mortgage REIT 288578107 1448.00000000 NS USD 15044.72000000 0.002966504415 Long EC CORP US N 1 N N N NCR Corporation 549300YKTY8JX1DV2R67 NCR Corporation 62886EAV0 140000.00000000 PA USD 149609.97000000 0.029499959891 Long DBT CORP US N 2 2029-09-01 Fixed 0.06125000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 Ally Financial, Inc. 02005NBM1 128000.00000000 PA USD 132800.00000000 0.026185385062 Long DBT CORP US N 2 2026-05-15 Variable 0.04700000 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 Cheniere Energy, Inc. 16411R208 1936.00000000 NS USD 196349.12000000 0.038715943628 Long EC CORP US N 1 N N N Icahn Enterprises L.P. N/A Icahn Enterprises, LP 451102BT3 60000.00000000 PA USD 62475.00000000 0.012318764546 Long DBT CORP US N 2 2026-05-15 Fixed 0.06250000 N N N N N N INEOS US PETROCHEM LLC N/A INEOS US Petrochem, LLC, Term Loan N/A 527350.00000000 PA USD 525483.18000000 0.103614302802 Long DBT CORP US N 2 2026-01-29 Floating 0.03250000 N N N N N N Scientific Games Corporation RLTHESQ0RNFQJWPBJN60 Scientific Games International, Inc., Term Loan N/A 1782443.36000000 PA USD 1774921.45000000 0.349977421868 Long DBT CORP US N 2 2024-08-14 Floating 0.02854200 N N N N N N Fertitta Entertainment, Inc. N/A Golden Nugget, LLC, Term Loan N/A 509744.36000000 PA USD 506150.66000000 0.099802333823 Long DBT CORP US N 2 2023-10-04 Floating 0.03250000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBP5 1550000.00000000 PA USD 1527476.56000000 0.301186460073 Long DBT UST US N 2 2028-02-29 Fixed 0.01125000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GWV2 90000.00000000 PA USD 97897.78000000 0.019303396581 Long DBT CORP US N 2 2029-04-23 Variable 0.03814000 N N N N N N Enterprise Financial Services Corp 5493001XTU5DLD632129 Enterprise Financial Services Corporation 293712105 6048.00000000 NS USD 284800.32000000 0.056156672026 Long EC CORP US N 1 N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems, Inc. 00790R104 3944.00000000 NS USD 536896.72000000 0.105864814398 Long EC CORP US N 1 N N N Cedar Fair, L.P. 549300TUVLNQQ6BVKH61 Cedar Fair, LP 150185106 5615.00000000 NS USD 281086.90000000 0.055424463196 Long EC CORP US N 1 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer, LP, 7.600% 29273V605 1600.00000000 NS USD 40560.00000000 0.007997584473 Long EP CORP US N 1 N N N Honda Motor Co., Ltd. B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corporation 02665WDL2 35000.00000000 PA USD 34862.84000000 0.006874223567 Long DBT CORP US N 2 2025-07-08 Fixed 0.01200000 N N N N N N Morgan Stanley & Co N/A CBOT 10-Yr. U.S. Treasury Note N/A 20.00000000 NC USD 7904.40000000 0.001558582512 N/A DIR CORP US N 1 CCM Futures, LLC N/A Long United States Department of The Treasury United States Treasury Note/Bond 2022-03-23 2601470.60000000 USD 7904.40000000 N N N BLUE RIBBON LLC N/A Blue Ribbon, LLC, Term Loan N/A 343437.50000000 PA USD 342578.91000000 0.067549402655 Long DBT CORP US N 3 2028-05-07 Floating 0.06750000 N N N N N N Restaurant Brands International Inc. N/A 1011778 B.C., ULC 68245XAJ8 110000.00000000 PA USD 112200.00000000 0.022123495512 Long DBT CORP CA N 2 2028-01-15 Fixed 0.04375000 N N N N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 Fluor Corporation, Convertible, 6.500% 343412508 154.00000000 NS USD 203033.60000000 0.040033983408 Long EP CORP US N 2 N N N GMAC ResCap, Inc., Asset Management Arm N/A Residential Accredit Loans, Inc. Trust 761118CW6 118340.46200000 PA USD 115994.92000000 0.022871774439 Long ABS-CBDO CORP US N 2 2035-08-25 Fixed 0.06000000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 NiSource, Inc., Convertible, 7.750% 65473P121 314.00000000 NS USD 35164.86000000 0.006933775600 Long EP CORP US N 1 N N N China National Chemical Corporation Ltd. 54930042S3BYCEGOCN86 Syngenta Finance NV 87164KAC8 89000.00000000 PA USD 99918.32000000 0.019701804849 Long DBT NUSS NL N 2 2028-04-24 Fixed 0.05182000 N N N N N N United Airlines Holdings, Inc. K1OQBWM7XEOO08LDNP29 United Airlines, Inc. 90932LAH0 75000.00000000 PA USD 77343.75000000 0.015250571354 Long DBT CORP US N 2 2029-04-15 Fixed 0.04625000 N N N N N N Huntsman Corporation 2221000BJZTBBAJL7429 Venator Finance SARL, Term Loan N/A 410710.60000000 PA USD 406862.24000000 0.080224732092 Long DBT CORP US N 2 2024-08-08 Floating 0.03104300 N N N N N N Medical Properties Trust, Inc. N/A MPT Operating Partnership, LP 55342UAG9 50000.00000000 PA USD 51437.50000000 0.010142400181 Long DBT CORP US N 2 2026-08-01 Fixed 0.05250000 N N N N N N 510 Asset Backed 2021-Npl1 Trust N/A 510 Asset Backed Trust 33835CAB1 200000.00000000 PA USD 197691.70000000 0.038980672350 Long ABS-O CORP US N 2 2061-05-25 Variable 0.03967000 N N N N N N Agilysys, Inc. 5299001XWB5V3B5IPN93 Agilysys, Inc. 00847J105 5676.00000000 NS USD 252354.96000000 0.049759125000 Long EC CORP US N 1 N N N BP p.l.c. 213800LH1BZH3DI6G760 BP plc ADR 055622104 11515.00000000 NS USD 306644.45000000 0.060463878016 Long EC CORP GB N 1 N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc. 247361ZX9 41000.00000000 PA USD 46879.80000000 0.009243716977 Long DBT CORP US N 2 2025-05-01 Fixed 0.07000000 N N N N N N Stryker Corporation 5493002F0SC4JTBU5137 Stryker Corporation 863667101 2388.00000000 NS USD 638598.96000000 0.125918370995 Long EC CORP US N 1 N N N AllianceBernstein L.P. AE2ZT9UGMEIJ7T4R5734 AllianceBernstein Global High Income Fund, Inc. 01879R106 8527.00000000 NS USD 103432.51000000 0.020394729686 Long RF US N 1 N N N Alcoa Corporation 5493000UL1QLQLT1VQ42 Alcoa Nederland Holding BV 013822AE1 95000.00000000 PA USD 101650.00000000 0.020043255960 Long DBT CORP NL N 2 2027-12-15 Fixed 0.05500000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corporation 674599DF9 50000.00000000 PA USD 63750.25000000 0.012570217199 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N Aegon N.V. KEIOKM01PSK5VZ5CCI74 Aegon Funding Corporation II, 5.100% 00775V104 2750.00000000 NS USD 73672.50000000 0.014526677567 Long EP CORP US N 1 N N N AppLovin Corp 549300LLVXMUAOL3SQ07 AppLovin Corporation 03831W108 3427.00000000 NS USD 323029.02000000 0.063694572854 Long EC CORP US N 1 N N REDSTONE HOLDCO 2 LP N/A Redstone Holdco 2 LP, Term Loan N/A 160590.68000000 PA USD 147475.24000000 0.029079035742 Long DBT CORP US N 2 2029-08-06 Floating 0.08500000 N N N N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 Entergy Corporation 29364G103 7855.00000000 NS USD 884865.75000000 0.174477036087 Long EC CORP US N 1 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GYM0 60000.00000000 PA USD 59736.02000000 0.011778694923 Long DBT CORP US N 2 2027-10-21 Variable 0.01948000 N N N N N N Nesco Holdings, Inc. 254900FAHT0HW9T6L409 Nesco Holdings II, Inc. 64083YAA9 45000.00000000 PA USD 46462.50000000 0.009161434137 Long DBT CORP US N 2 2029-04-15 Fixed 0.05500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 01F030611 7400000.00000000 PA USD 7666128.20000000 1.511600292593 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca plc 046353AV0 90000.00000000 PA USD 87053.24000000 0.017165079897 Long DBT CORP GB N 2 2026-04-08 Fixed 0.00700000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 Microchip Technology, Inc. 595017104 3317.00000000 NS USD 288778.02000000 0.056940991350 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corporation 20030NDG3 112000.00000000 PA USD 122233.30000000 0.024101852620 Long DBT CORP US N 2 2030-04-01 Fixed 0.03400000 N N N N N N Bank of America Corporation 549300QO5OB3VGJT6S64 BAC Capital Trust XIV 05518VAA3 92000.00000000 PA USD 91582.62000000 0.018058178989 Long DBT CORP US N 2 2022-01-19 Floating 0.04000000 N N N N N N Verint Systems Inc. 549300KEQJS5FRVUCO94 Verint Systems, Inc., Convertible 92343XAB6 63000.00000000 PA USD 67057.20000000 0.013222278638 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 Wyndham Destinations, Inc. T4VNTWMFQ7JQB65L7T35 Wyndham Destinations, Inc. 98310WAS7 60000.00000000 PA USD 66530.40000000 0.013118404686 Long DBT CORP US N 2 2026-07-31 Fixed 0.06625000 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Company 42824CBE8 33000.00000000 PA USD 33501.29000000 0.006605754358 Long DBT CORP US N 2 2023-04-01 Fixed 0.02250000 N N N N N N Encompass Health Corporation 549300FVRPM9DRQZRG64 Encompass Health Corporation 29261AAA8 110000.00000000 PA USD 113162.50000000 0.022313280400 Long DBT CORP US N 2 2028-02-01 Fixed 0.04500000 N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corporation, Term Loan N/A 253073.04000000 PA USD 250542.31000000 0.049401708296 Long DBT CORP US N 2 2025-06-30 Floating 0.03750000 N N N N N N Cinemark Holdings, Inc. 54930008H2137JSCPQ09 Cinemark USA, Inc. 172441BD8 35000.00000000 PA USD 35437.50000000 0.006987534511 Long DBT CORP US N 2 2026-03-15 Fixed 0.05875000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YBX6 90000.00000000 PA USD 96227.32000000 0.018974016775 Long DBT CORP US N 2 2029-11-21 Fixed 0.03200000 N N N N N N BlackRock, Inc. 549300BOVTR6GS7HLC41 BlackRock Multi-Sector Income Trust 09258A107 5268.00000000 NS USD 95561.52000000 0.018842734927 Long RF US N 1 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CX5 64000.00000000 PA USD 64133.30000000 0.012645746655 Long DBT CORP GB N 2 2027-11-22 Variable 0.02251000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 Ally Financial, Inc. 02005NBF6 142000.00000000 PA USD 160151.80000000 0.031578588489 Long DBT CORP US N 2 2025-11-20 Fixed 0.05750000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GXE9 139000.00000000 PA USD 145818.97000000 0.028752453907 Long DBT CORP US N 2 2024-02-20 Fixed 0.03625000 N N N N N N American Electric Power Company, Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Company, Inc., Convertible, 6.125% 02557T307 896.00000000 NS USD 47129.60000000 0.009292972318 Long EP CORP US N 1 N N N Credit Suisse Group AG 549300PXR5FKNXF0OH19 Credit Suisse Group Funding (Guernsey), Ltd. 225433AH4 132000.00000000 PA USD 134848.26000000 0.026589259134 Long DBT CORP GG N 2 2022-09-15 Fixed 0.03800000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PCJ3 45000.00000000 PA USD 44624.50000000 0.008799018943 Long DBT CORP US N 2 2029-06-01 Variable 0.02069000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136A73W0 861964.16000000 PA USD 35448.45000000 0.006989693622 Long ABS-CBDO USGSE US N 2 2027-08-25 Fixed 0.03000000 N N N N N N Kinder Morgan, Inc. 549300PDHUGWPWGOT525 Kinder Morgan Energy Partners, LP 494550BM7 68000.00000000 PA USD 69440.10000000 0.013692136726 Long DBT CORP US N 2 2023-02-15 Fixed 0.03450000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAB9 90000.00000000 PA USD 89112.79000000 0.017571180121 Long DBT CORP US N 2 2027-05-04 Variable 0.01593000 N N N N N N Assured Guaranty Ltd. 549300BBOQUJEPH87M14 Assured Guaranty, Ltd. G0585R106 13526.00000000 NS USD 679005.20000000 0.133885637210 Long EC CORP BM N 1 N N N Brookfield Asset Management Inc. 5493007NX94W3HSQTJ60 Brookfield Real Assets Income Fund, Inc. 112830104 1250.00000000 NS USD 26387.50000000 0.005203063617 Long RF US N 1 N N N Viatris Inc. 254900ZZTSW7NL773X71 Viatris, Inc. 92556VAB2 35000.00000000 PA USD 34867.35000000 0.006875112845 Long DBT CORP US N 2 2025-06-22 Fixed 0.01650000 N N N N N N Hexion Holdings Corporation 54930030FZF8HYAEHM46 Hexion, Inc., Term Loan N/A 343159.10000000 PA USD 343159.10000000 0.067663804000 Long DBT CORP US N 2 2026-07-01 Floating 0.03640000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353T100 16673.00000000 NS USD 699098.89000000 0.137847693008 Long EC CORP US N 1 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 Nomura Holdings, Inc. 65535HAY5 67000.00000000 PA USD 65732.08000000 0.012960992663 Long DBT CORP JP N 2 2028-07-14 Fixed 0.02172000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AK4 32000.00000000 PA USD 35164.16000000 0.006933637575 Long DBT CORP CH N 2 2025-09-12 Variable 0.07250000 N N N N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 Autodesk, Inc. 052769106 530.00000000 NS USD 149030.70000000 0.029385739952 Long EC CORP US N 1 N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company, 4.250% 95002Y400 5000.00000000 NS USD 124600.00000000 0.024568516406 Long EP CORP US N 1 N N Toorak Mortgage Corp. 2020-1 Ltd. N/A Toorak Mortgage Corporation, Ltd. 89052WAA7 300000.00000000 PA USD 300461.46000000 0.059244721585 Long ABS-CBDO CORP US N 2 2023-03-25 Variable 0.02734300 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 McDonald's Corporation 580135101 1414.00000000 NS USD 379050.98000000 0.074740932753 Long EC CORP US N 1 N N N LABL, Inc. 5493004FUZN8R6Y3VB98 LABL, Inc., Term Loan N/A 132500.00000000 PA USD 132168.75000000 0.026060915752 Long DBT CORP US N 2 2028-10-29 Floating 0.00000000 N N N N N N SECURE ACQUISITION INC N/A Secure Acquisition, Inc., Term Loan N/A 289000.00000000 PA USD 287555.00000000 0.056699837362 Long DBT CORP US N 3 2028-12-23 Floating 0.05500000 N N N N N N Banco Santander, S.A. SCRYQ25DTVRHYYMM6P89 Banco Santander Mexico SA 05969BAD5 17000.00000000 PA USD 18551.42000000 0.003657952380 Long DBT CORP MX N 2 2025-04-17 Fixed 0.05375000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251526CP2 64000.00000000 PA USD 63971.49000000 0.012613841104 Long DBT CORP DE N 2 2027-11-16 Variable 0.02311000 N N N N N N Herc Holdings Inc. 549300TP80QLITMSBP82 Herc Holdings, Inc. 42704LAA2 60000.00000000 PA USD 62400.00000000 0.012303976113 Long DBT CORP US N 2 2027-07-15 Fixed 0.05500000 N N N N N N Charter Communications, Inc. N/A CCO Holdings, LLC 1248EPBT9 75000.00000000 PA USD 77250.00000000 0.015232085813 Long DBT CORP US N 2 2027-05-01 Fixed 0.05125000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 EQT Corporation, Convertible 26884LAK5 179000.00000000 PA USD 298303.50000000 0.058819216965 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 Emerson Electric Co. FGLT0EWZSUIRRITFOA30 Emerson Electric Company 291011104 2650.00000000 NS USD 246370.50000000 0.048579114537 Long EC CORP US N 1 N N N Ovintiv Inc. N/A Ovintiv, Inc. 012873AK1 30000.00000000 PA USD 39105.36000000 0.007710759861 Long DBT CORP US N 2 2031-11-01 Fixed 0.07375000 N N N N N N Bill.com Holdings, Inc. 549300IBF9VZZIGOZW63 Bill.com Holdings, Inc. 090043100 2008.00000000 NS USD 500293.20000000 0.098647365107 Long EC CORP US N 1 N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A2B6 60000.00000000 PA USD 60125.39000000 0.011855470551 Long DBT CORP US N 2 2022-01-25 Fixed 0.04000000 N N N N N N CITY BREWING CO LLC N/A City Brewing Company, LLC, Term Loan N/A 450870.00000000 PA USD 425882.78000000 0.083975185134 Long DBT CORP US N 2 2028-04-05 Floating 0.04250000 N N N N N N QuinStreet, Inc. 549300TP8MFBFPOS4Y78 QuinStreet, Inc. 74874Q100 16766.00000000 NS USD 304973.54000000 0.060134409478 Long EC CORP US N 1 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GYJ7 45000.00000000 PA USD 44306.82000000 0.008736379085 Long DBT CORP US N 2 2032-07-21 Variable 0.02383000 N N N N N N TotalEnergies SE 549300TXO070764WUH65 Sunpower Corporation, Convertible 867652AL3 64000.00000000 PA USD 74019.18000000 0.014595035619 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 Amgen Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162CU2 67000.00000000 PA USD 68189.98000000 0.013445639184 Long DBT CORP US N 2 2030-02-21 Fixed 0.02450000 N N N N N N Deutsche Bank Aktiengesellschaft N/A Deutsche Alt-A Securities, Inc., Mortgage Loan Trust 251510EL3 163382.27600000 PA USD 165540.98000000 0.032641222175 Long ABS-CBDO CORP US N 2 2035-06-25 Fixed 0.05250000 N N N N N N Global Medical Response Inc. 549300ZFWD4ZFCEJCQ87 Global Medical Response, Inc., Term Loan N/A 1351586.90000000 PA USD 1344491.07000000 0.265105545039 Long DBT CORP US N 2 2025-10-02 Floating 0.05250000 N N N N N N OneMain Holdings, Inc. 5493008I795YYBFWFU90 OneMain Finance Corporation 85172FAN9 100000.00000000 PA USD 114000.00000000 0.022478417900 Long DBT CORP US N 2 2026-03-15 Fixed 0.07125000 N N N N N N Computer Services, Inc. N/A Computer Services, Inc. 20539A105 3982.00000000 NS USD 211842.40000000 0.041770894703 Long EC CORP US N 1 N N N WESCO International, Inc. 549300I2CEZJG9N4AH67 WESCO Distribution, Inc. 95081QAP9 100000.00000000 PA USD 109625.00000000 0.021615759318 Long DBT CORP US N 2 2028-06-15 Fixed 0.07250000 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 Becton, Dickinson and Company, Convertible, 6.000% 075887406 2416.00000000 NS USD 127444.00000000 0.025129293779 Long EP CORP US N 1 N N Hockey Parent Holdings L.P. 549300JQT6ATTUNS5E06 HUB International, Ltd. 44332PAG6 45000.00000000 PA USD 46359.90000000 0.009141203561 Long DBT CORP US N 2 2029-12-01 Fixed 0.05625000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BK4 84000.00000000 PA USD 89945.52000000 0.017735377077 Long DBT CORP US N 2 2025-10-15 Variable 0.04875000 N N N N N N TransDigm Group Incorporated 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BE6 50000.00000000 PA USD 51968.75000000 0.010247151581 Long DBT CORP US N 2 2026-03-15 Fixed 0.06250000 N N N N N N National Storage Affiliates Trust N/A National Storage Affiliates Trust 637870106 12437.00000000 NS USD 860640.40000000 0.169700303271 Long EC CORP US N 1 N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 Union Pacific Corporation 907818ES3 62000.00000000 PA USD 66975.95000000 0.013206257836 Long DBT CORP US N 2 2025-07-15 Fixed 0.03750000 N N N N N N CommScope Holding Company, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc., Term Loan N/A 894412.50000000 PA USD 881926.50000000 0.173897477405 Long DBT CORP US N 2 2026-04-04 Floating 0.03354300 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 Realty Income Corporation 756109BG8 67000.00000000 PA USD 74286.84000000 0.014647812578 Long DBT CORP US N 2 2027-08-15 Fixed 0.03950000 N N N N N N MGM Growth Properties OP GP LLC N/A MGM Growth Properties Operating Partnership, LP 55303XAK1 90000.00000000 PA USD 95948.10000000 0.018918960425 Long DBT CORP US N 2 2025-06-15 Fixed 0.04625000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc 53944YAQ6 98000.00000000 PA USD 97482.21000000 0.019221454861 Long DBT CORP GB N 2 2046-12-14 Variable 0.03369000 N N N N N N BlackRock, Inc. CC8M7XFKTNG56DXMAR33 BlackRock Core Bond Trust 09249E101 4916.00000000 NS USD 81163.16000000 0.016003679198 Long RF US N 1 N N N Legacy Mortgage Asset Trust 2020-GS4 N/A Legacy Mortgage Asset Trust 52474KAA1 214294.76000000 PA USD 215416.14000000 0.042475561555 Long ABS-CBDO CORP US N 2 2060-02-25 Variable 0.03250000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 Boyd Gaming Corporation 103304BV2 65000.00000000 PA USD 66300.00000000 0.013072974620 Long DBT CORP US N 2 2031-06-15 Fixed 0.04750000 N N N N N N Lowe's Companies, Inc. WAFCR4OKGSC504WU3E95 Lowe's Companies, Inc. 548661DT1 68000.00000000 PA USD 73536.32000000 0.014499825717 Long DBT CORP US N 2 2025-04-15 Fixed 0.04000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 Cleveland-Cliffs, Inc. 185899AL5 40000.00000000 PA USD 41555.00000000 0.008193777682 Long DBT CORP US N 2 2031-03-01 Fixed 0.04875000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468T9 34000.00000000 PA USD 33952.77000000 0.006694776780 Long DBT CORP US N 2 2023-11-10 Variable 0.00560000 N N N N N N FTI Consulting, Inc. 549300K17GM8EQD0FQ48 FTI Consulting, Inc., Convertible 302941AP4 146000.00000000 PA USD 226008.00000000 0.044564055024 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 Cheniere Energy, Inc. 549300I7CIEWU1BBLQ53 Cheniere Corpus Christi Holdings, LLC 16412XAC9 92000.00000000 PA USD 101963.49000000 0.020105069638 Long DBT CORP US N 2 2025-03-31 Fixed 0.05875000 N N N N N N CoBank, ACB P0J8I7M2E0A77CKF1705 Cobank ACB, 6.250% 19075Q805 2485.00000000 NS USD 250985.00000000 0.049488997514 Long EP CORP US N 2 N N N CIM Trust 2018 - R3 N/A CIM Trust 12553WAA3 147211.59000000 PA USD 152818.72000000 0.030132658343 Long ABS-CBDO CORP US N 2 2057-12-25 Variable 0.05000000 N N N N N N Global Net Lease, Inc. N/A Global Net Lease, Inc. 37892AAA8 95000.00000000 PA USD 92778.68000000 0.018294017028 Long DBT CORP US N 2 2027-12-15 Fixed 0.03750000 N N N N N N GMACM Mortgage Loan Trust 2005-AR2 N/A GMAC Mortgage Corporation Loan Trust 36185N6Q8 58259.99300000 PA USD 56990.50000000 0.011237335748 Long ABS-CBDO CORP US N 2 2035-05-25 Variable 0.03134100 N N N N N N UFP Technologies, Inc. 549300RJ8LY41HS70C91 UFP Technologies, Inc. 902673102 4602.00000000 NS USD 323336.52000000 0.063755205429 Long EC CORP US N 1 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MAQ3 43000.00000000 PA USD 43528.71000000 0.008582952052 Long DBT CORP JP N 2 2022-07-12 Fixed 0.02784000 N N N N N N IQVIA Holdings Inc. 549300W3R20NM4KQPH86 IQVIA Holding, Inc. 46266C105 1090.00000000 NS USD 307532.60000000 0.060639002637 Long EC CORP US N 1 N N N Scientific Games Corporation RLTHESQ0RNFQJWPBJN60 Scientific Games International, Inc. 80874YBE9 80000.00000000 PA USD 89200.00000000 0.017588376111 Long DBT CORP US N 2 2029-11-15 Fixed 0.07250000 N N N N N N Charter Communications, Inc. N/A CCO Holdings, LLC 1248EPBR3 62000.00000000 PA USD 63873.18000000 0.012594456426 Long DBT CORP US N 2 2026-05-01 Fixed 0.05500000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGM0 105000.00000000 PA USD 103458.40000000 0.020399834653 Long DBT CORP US N 2 2032-03-15 Fixed 0.02355000 N N N N N N BARDOT CLO LTD 549300KP12IHV6MTDK86 Bardot CLO, Ltd. 06744NBL0 450000.00000000 PA USD 448861.95000000 0.088506197294 Long ABS-O CORP US N 2 2032-10-22 Floating 0.02028300 N N N N N N Telephone and Data Systems, Inc. N/A Telephone and Data Systems, Inc., 6.000% 879433761 3500.00000000 NS USD 93100.00000000 0.018357374618 Long EP CORP US N 1 N N N Starwood Mortgage Residential Trust 2020-2 N/A Starwood Mortgage Residential Trust 85573DAB5 250000.00000000 PA USD 253206.68000000 0.049927066387 Long ABS-CBDO CORP US N 2 2060-04-25 Variable 0.03970000 N N N N N N NuStar Energy L.P. N62BF2PKP51FIIOIUN20 NuStar Logistics, LP 67059TAG0 90000.00000000 PA USD 96850.80000000 0.019096954003 Long DBT CORP US N 2 2025-10-01 Fixed 0.05750000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2H5 106000.00000000 PA USD 108646.82000000 0.021422882662 Long DBT CORP US N 2 2025-10-30 Variable 0.02406000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GJD2 85000.00000000 PA USD 84097.23000000 0.016582216492 Long DBT CORP US N 2 2026-06-19 Variable 0.01319000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 Comcast Corporation 20030NCR0 39000.00000000 PA USD 41434.16000000 0.008169950559 Long DBT CORP US N 2 2024-04-15 Fixed 0.03700000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A Mileage Plus Holdings, LLC 599191AA1 107000.00000000 PA USD 114222.50000000 0.022522290250 Long DBT CORP US N 2 2027-06-20 Fixed 0.06500000 N N N N N N Allen Media Group, LLC N/A Allen Media, LLC 01771YAA8 64000.00000000 PA USD 66771.52000000 0.013165948512 Long DBT CORP US N 2 2028-02-15 Fixed 0.10500000 N N N N N N PetSmart, Inc. N/A PetSmart, Inc. 71677KAB4 50000.00000000 PA USD 54312.50000000 0.010709290107 Long DBT CORP US N 2 2029-02-15 Fixed 0.07750000 N N N N N N InterDigital, Inc. N/A InterDigital, Inc., Convertible 45867GAB7 43000.00000000 PA USD 47138.75000000 0.009294776506 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 Bank of America Corporation N/A CHL Mortgage Pass-Through Trust 126694MH8 180393.39100000 PA USD 166880.52000000 0.032905351473 Long ABS-CBDO CORP US N 2 2035-11-20 Variable 0.02684300 N N N N N N Rock Holdings Inc. N/A Rocket Mortgage Co-Issuer, Inc. 74841CAA9 60000.00000000 PA USD 60225.00000000 0.011875111561 Long DBT CORP US N 2 2029-03-01 Fixed 0.03625000 N N N N N N Nouryon Cooperatief U.A. 549300K7VB5G6LULFT41 Nouryon USA, LLC, Term Loan N/A 673885.37000000 PA USD 670940.49000000 0.132295444915 Long DBT CORP US N 2 2025-10-01 Floating 0.03101900 N N N N N N Medical Properties Trust, Inc. N/A MPT Operating Partnership, LP 55342UAJ3 30000.00000000 PA USD 31650.00000000 0.006240718653 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967HB0 85000.00000000 PA USD 96128.53000000 0.018954537451 Long DBT CORP US N 2 2025-09-13 Fixed 0.05500000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GYU2 57000.00000000 PA USD 57936.94000000 0.011423953940 Long DBT CORP US N 2 2026-11-10 Variable 0.04125000 N N N N N N OZLM VIII Ltd N/A OZLM VIII, Ltd. 67107FBN6 300000.00000000 PA USD 300000.00000000 0.059153731316 Long ABS-O CORP US N 2 2029-10-17 Floating 0.01738510 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 Post Holdings, Inc. 737446AP9 26000.00000000 PA USD 27316.38000000 0.005386219343 Long DBT CORP US N 2 2029-12-15 Fixed 0.05500000 N N N N N N Seagate Technology plc 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WBE0 90000.00000000 PA USD 87580.80000000 0.017269103705 Long DBT CORP KY N 2 2031-07-15 Fixed 0.03375000 N N N N N N Cooper-Standard Holdings Inc. 549300VVOH2RQP5YMB08 Cooper-Standard Holdings, Inc. 21676P103 10844.00000000 NS USD 243014.04000000 0.047917290760 Long EC CORP US N 1 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CE7 39000.00000000 PA USD 40001.77000000 0.007887513182 Long DBT CORP GB N 2 2025-11-07 Variable 0.02633000 N N N N N N Banco Santander, S.A. 549300SMVCQN2P0O6I58 Santander Holdings USA, Inc. 80282KBB1 90000.00000000 PA USD 94422.70000000 0.018618183419 Long DBT CORP US N 2 2025-06-02 Fixed 0.03450000 N N N N N N United Rentals, Inc. NGIZXNT70J2LYT3FBI09 United Rentals North America, Inc. 911365BN3 60000.00000000 PA USD 61650.00000000 0.012156091785 Long DBT CORP US N 2 2030-07-15 Fixed 0.04000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CT4 53000.00000000 PA USD 53164.42000000 0.010482912720 Long DBT CORP GB N 2 2032-05-24 Variable 0.02804000 N N N N N N Teine Energy Ltd. 5493002EE80G6ER7SM91 Teine Energy, Ltd. 879068AB0 50000.00000000 PA USD 50750.00000000 0.010006839547 Long DBT CORP CA N 2 2029-04-15 Fixed 0.06875000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 NiSource, Inc. 65473PAH8 45000.00000000 PA USD 46634.19000000 0.009195287818 Long DBT CORP US N 2 2029-09-01 Fixed 0.02950000 N N N N N N Dai-ichi Life Holdings, Inc. 3538001235ACEIORUV72 Dai-ichi Life Insurance Company, Ltd. 23380YAC1 148000.00000000 PA USD 159285.00000000 0.031407673642 Long DBT CORP JP N 2 2024-10-28 Variable 0.05100000 N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 Discover Financial Services 254709108 2263.00000000 NS USD 261512.28000000 0.051564757156 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824BM1 90000.00000000 PA USD 97734.03000000 0.019271108503 Long DBT CORP US N 2 2025-09-15 Fixed 0.03875000 N N N N N N Tennant Company JYAIRLT8DVP6DP8UT336 Tennant Company 880345103 604.00000000 NS USD 48948.16000000 0.009651554350 Long EC CORP US N 1 N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 Ford Motor Company 345370DA5 41000.00000000 PA USD 41984.00000000 0.008278367518 Long DBT CORP US N 2 2032-02-12 Fixed 0.03250000 N N N N N N Ball Corporation N/A Ball Corporation 058498106 4246.00000000 NS USD 408762.42000000 0.080599407882 Long EC CORP US N 1 N N N EPR Properties 549300YSSXFHMPOWZ492 EPR Properties 26884UAG4 66000.00000000 PA USD 65296.61000000 0.012875127079 Long DBT CORP US N 2 2031-11-15 Fixed 0.03600000 N N N N N N Ortho-Clinical Diagnostics, Inc. N/A Ortho-Clinical Diagnostics, Inc. 68752DAA6 50000.00000000 PA USD 53750.00000000 0.010598376860 Long DBT CORP US N 2 2028-02-01 Fixed 0.07250000 N N N N N N Sumitomo Life Insurance Company 549300I5OQCDADQSPI57 Sumitomo Life Insurance Company 86564CAC4 175000.00000000 PA USD 182875.00000000 0.036059128714 Long DBT CORP JP N 2 2081-04-15 Variable 0.03375000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 48128BAF8 131000.00000000 PA USD 134602.50000000 0.026540800398 Long DBT CORP US N 2 2024-08-01 Variable 0.05000000 N N N N N N Enel SpA 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAM0 93000.00000000 PA USD 90565.19000000 0.017857563052 Long DBT CORP NL N 2 2026-07-12 Fixed 0.01375000 N N N N N N Parker-Hannifin Corporation 5493002CONDB4N2HKI23 Parker-Hannifin Corporation 701094104 1615.00000000 NS USD 513763.80000000 0.101303485950 Long EC CORP US N 1 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GKD0 65000.00000000 PA USD 65312.27000000 0.012878214904 Long DBT CORP US N 2 2032-10-20 Variable 0.02572000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 Regal Rexnord Corporation 758750103 2998.00000000 NS USD 510199.64000000 0.100600708073 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 Netflix, Inc. 64110LAL0 49000.00000000 PA USD 55066.20000000 0.010857903998 Long DBT CORP US N 2 2025-02-15 Fixed 0.05875000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 949746TG6 50000.00000000 PA USD 48474.99000000 0.009558255113 Long DBT CORP US N 2 2027-01-15 Floating 0.00623800 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CH3 35000.00000000 PA USD 37498.48000000 0.007393916702 Long DBT CORP US N 2 2029-06-15 Fixed 0.05250000 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 Apache Corporation 037411BJ3 35000.00000000 PA USD 38150.00000000 0.007522382832 Long DBT CORP US N 2 2027-11-15 Fixed 0.04875000 N N N N N N Thrivent Mutual Funds N/A Thrivent Core Emerging Markets Debt Fund N/A 3153531.90730000 NS USD 30273906.31000000 5.969381732507 Long RF US N 2 N N N Consolidated Communications Holdings, Inc. 549300WW675Y48HDVX34 Consolidated Communications, Inc. 20903XAH6 40000.00000000 PA USD 40400.00000000 0.007966035817 Long DBT CORP US N 2 2028-10-01 Fixed 0.05000000 N N N N N N Primerica, Inc. 254900621R686KJR7022 Primerica, Inc. 74164M108 2204.00000000 NS USD 337807.08000000 0.066608497490 Long EC CORP US N 1 N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 Agilent Technologies, Inc. 00846UAN1 45000.00000000 PA USD 44560.38000000 0.008786375819 Long DBT CORP US N 2 2031-03-12 Fixed 0.02300000 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 DaVita, Inc. 23918KAS7 105000.00000000 PA USD 107493.75000000 0.021195521352 Long DBT CORP US N 2 2030-06-01 Fixed 0.04625000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group, Inc., Convertible 30212PBD6 133000.00000000 PA USD 153016.50000000 0.030171656426 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Expedia Group Inc Expedia Group Inc USD XXXX N N T-Mobile US, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABF1 89000.00000000 PA USD 97344.06000000 0.019194214568 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 Fidelity National Information Services, Inc. 31620M106 1800.00000000 NS USD 196470.00000000 0.038739778638 Long EC CORP US N 1 N N N Summit Hotel Properties, Inc. 254900OBQWJK6X20LS71 Summit Hotel Properties, Inc., Convertible 866082AA8 79000.00000000 PA USD 82397.00000000 0.016246966664 Long DBT CORP US N 2 2026-02-15 Fixed 0.01500000 N N N N N Summit Hotel Properties Inc Summit Hotel Properties Inc USD XXXX N N N Next Alt S.a R.L. 549300DIYGW8HVDF7Q17 Altice Financing SA 02154CAH6 30000.00000000 PA USD 29700.00000000 0.005856219400 Long DBT CORP LU N 2 2029-08-15 Fixed 0.05750000 N N N N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 QUALCOMM, Inc. 747525103 8040.00000000 NS USD 1470274.80000000 0.289907468267 Long EC CORP US N 1 N N N Next Alt S.a R.L. 5493001ZMCICV4N02J21 Altice France SA, Term Loan N/A 334250.00000000 PA USD 327705.39000000 0.064616655303 Long DBT CORP FR N 2 2025-07-31 Floating 0.02878600 N N N N N N iStar Inc. QFFLKWYYS3UPWD86E794 iStar, Inc., Convertible 45031UCB5 112000.00000000 PA USD 210347.20000000 0.041476072506 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 Coinbase Global, Inc. 5493004G3J2SC154DU06 Coinbase Global, Inc. 19260QAD9 37000.00000000 PA USD 34040.00000000 0.006711976713 Long DBT CORP US N 2 2031-10-01 Fixed 0.03625000 N N N N N N Carpenter Technology Corporation DX6I6ZD3X5WNNCDJKP85 Carpenter Technology Corporation 144285103 8481.00000000 NS USD 247560.39000000 0.048813735981 Long EC CORP US N 1 N N N Western Midstream Partners, LP L6D8A6MLSY454J2JXJ60 Western Gas Partners, LP 958254AB0 44000.00000000 PA USD 44110.00000000 0.008697570294 Long DBT CORP US N 2 2022-07-01 Fixed 0.04000000 N N N N N N KB Home 549300LGUCWQURMWLG09 KB Home 48666KAY5 60000.00000000 PA USD 65490.00000000 0.012913259546 Long DBT CORP US N 2 2029-11-15 Fixed 0.04800000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 Centene Corporation 15135BAT8 20000.00000000 PA USD 21569.20000000 0.004252995538 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N Clarus Corporation 549300PKSLI6PT0ULL72 Clarus Corporation 18270P109 10370.00000000 NS USD 287456.40000000 0.056680395502 Long EC CORP US N 1 N N N Western Digital Corporation 549300QQXOOYEF89IC56 Western Digital Corporation 958102105 1027.00000000 NS USD 66970.67000000 0.013205216730 Long EC CORP US N 1 N N N Schlumberger Limited 529900IKZG65COT1D505 Schlumberger Holdings Corporation 806851AH4 29000.00000000 PA USD 32176.63000000 0.006344559085 Long DBT CORP US N 2 2029-05-01 Fixed 0.04300000 N N N N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 Novo Nordisk AS ADR 670100205 3442.00000000 NS USD 385504.00000000 0.076013333457 Long EC CORP DK N 1 N N N Workiva Inc. 529900RTOQ8GRWHY1O58 Workiva, Inc. 98139A105 2742.00000000 NS USD 357803.58000000 0.070551389450 Long EC CORP US N 1 N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc. 60687YBU2 93000.00000000 PA USD 90641.95000000 0.017872698520 Long DBT CORP JP N 2 2031-09-13 Fixed 0.02564000 N N N N N N Vistra Energy Corp. 549300ZH5GKBTJZ7NM23 Vistra Operations Company, LLC 92840VAF9 90000.00000000 PA USD 93403.80000000 0.018417277630 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 AvalonBay Communities, Inc. 053484101 1073.00000000 NS USD 271029.07000000 0.053441269285 Long EC CORP US N 1 N N N MGM Growth Properties OP GP LLC N/A MGM Growth Properties Operating Partnership, LP 55303XAJ4 87000.00000000 PA USD 98310.00000000 0.019384677752 Long DBT CORP US N 2 2027-02-01 Fixed 0.05750000 N N N N N N RH 5493008MTS3OGGMHGK69 RH 74967X103 467.00000000 NS USD 250283.98000000 0.049350771018 Long EC CORP US N 1 N N N Toll Brothers, Inc. N/A Toll Brothers Finance Corporation 88947EAT7 67000.00000000 PA USD 73365.00000000 0.014466044993 Long DBT CORP US N 2 2028-02-15 Fixed 0.04350000 N N N N N N TRUCK HERO INC 54930007KT5CX7XNSD31 Truck Hero, Inc., Term Loan N/A 114137.50000000 PA USD 113397.89000000 0.022359694389 Long DBT CORP US N 2 2028-02-24 Floating 0.04000000 N N N N N N T-Mobile US, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABT1 30000.00000000 PA USD 29628.00000000 0.005842022504 Long DBT CORP US N 2 2031-02-15 Fixed 0.02875000 N N N N N N Brookfield Residential Properties Inc. N/A Brookfield Residential Properties, Inc. 11283YAB6 75000.00000000 PA USD 78285.00000000 0.015436166186 Long DBT CORP CA N 2 2027-09-15 Fixed 0.06250000 N N N N N N Marsh & McLennan Companies, Inc. 549300XMP3KDCKJXIU47 Marsh & McLennan Companies, Inc. 571748102 2148.00000000 NS USD 373365.36000000 0.073619847294 Long EC CORP US N 1 N N N Life Storage, Inc. X0MIGH67XZCB7HL1A534 Life Storage, LP 53227JAD6 44000.00000000 PA USD 43248.28000000 0.008527657116 Long DBT CORP US N 2 2031-10-15 Fixed 0.02400000 N N N N N N Trimble Inc. 549300E2MI7NSZFQWS19 Trimble, Inc. 896239100 4233.00000000 NS USD 369075.27000000 0.072773931190 Long EC CORP US N 1 N N N TTWF LP GOXNEVUM0LL78B1OS344 Westlake Chemical Corporation 960413AT9 45000.00000000 PA USD 48258.65000000 0.009515597385 Long DBT CORP US N 2 2026-08-15 Fixed 0.03600000 N N N N N N O-I Glass, Inc. 72450053F5WRDY8CDZ66 OI European Group BV 67777LAD5 77000.00000000 PA USD 78037.96000000 0.015387455061 Long DBT CORP NL N 2 2030-02-15 Fixed 0.04750000 N N N N N N Penske Truck Leasing Co., L.P. N/A Penske Truck Leasing Company, LP 709599BM5 47000.00000000 PA USD 46458.97000000 0.009160738095 Long DBT CORP US N 2 2026-06-15 Fixed 0.01700000 N N N N N N BFLD Trust 2020-EYP N/A BFLD Trust 05493AAG5 225000.00000000 PA USD 224882.37000000 0.044342104309 Long ABS-MBS CORP US N 2 2035-10-15 Floating 0.01810000 N N N N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 Zurich Insurance Group AG 001107539 894.00000000 NS 391642.63000000 0.077223743023 Long EC CORP CH N 2 N N N Credit Suisse Group AG ANGGYXNX0JLX3X63JN86 Credit Suisse Group AG 22546DAA4 49000.00000000 PA USD 52736.25000000 0.010398486543 Long DBT CORP CH N 2 2023-08-08 Fixed 0.06500000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 Devon Energy Corporation 25179MBC6 60000.00000000 PA USD 64915.74000000 0.012800027473 Long DBT CORP US N 2 2024-09-15 Fixed 0.05250000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GJZ3 45000.00000000 PA USD 44683.70000000 0.008810691946 Long DBT CORP US N 2 2029-06-14 Variable 0.02087000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 Asurion, LLC, Term Loan N/A 440000.00000000 PA USD 441100.00000000 0.086975702945 Long DBT CORP US N 3 2028-02-03 Floating 0.05354200 N N N N N N Hanesbrands Inc. GX5LWVWZLL5S4W1L2F20 Hanesbrands, Inc. 410345AL6 64000.00000000 PA USD 68400.00000000 0.013487050740 Long DBT CORP US N 2 2026-05-15 Fixed 0.04875000 N N N N N N Twitter, Inc. 549300I8RX485XMK6836 Twitter, Inc. 90184L102 16526.00000000 NS USD 714253.72000000 0.140835908814 Long EC CORP US N 1 N N N VICI Properties Inc. N/A VICI Properties, LP 92564RAB1 25000.00000000 PA USD 26605.63000000 0.005246074295 Long DBT CORP US N 2 2029-12-01 Fixed 0.04625000 N N N N N N LUMMUS TECHNOLOGY HOLDINGS 549300K1Y0YC1YC1H809 Lummus Technology Holdings V, LLC, Term Loan N/A 321218.95000000 PA USD 318989.69000000 0.062898101382 Long DBT CORP US N 2 2027-06-30 Floating 0.03604200 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 Alphabet, Inc., Class A 02079K305 1401.00000000 NS USD 4058753.04000000 0.800301289356 Long EC CORP US N 1 N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc. 882508104 6825.00000000 NS USD 1286307.75000000 0.253633010111 Long EC CORP US N 1 N N N Next Alt S.a R.L. 5493001ZMCICV4N02J21 Altice France SA 02156LAF8 75000.00000000 PA USD 73158.75000000 0.014425376803 Long DBT CORP FR N 2 2029-07-15 Fixed 0.05125000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 ViacomCBS, Inc., Convertible, 5.750% 92556H305 1689.00000000 NS USD 84821.58000000 0.016725043177 Long EP CORP US N 1 N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific, Inc. 883556CK6 45000.00000000 PA USD 44705.99000000 0.008815087068 Long DBT CORP US N 2 2028-10-15 Fixed 0.01750000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 Diamondback Energy, Inc. 25278X109 18.00000000 NS USD 1941.30000000 0.000382783795 Long EC CORP US N 1 N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313385SP2 500000.00000000 PA USD 499991.67000000 0.098587909691 Long STIV USGSE US N 2 N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 Zoetis, Inc. 98978V103 4386.00000000 NS USD 1070315.58000000 0.211043867476 Long EC CORP US N 1 N N N General Motors Company 5493008B6JBRUJ90QL97 General Motors Financial Company, Inc. 37045XCX2 35000.00000000 PA USD 36115.68000000 0.007121257436 Long DBT CORP US N 2 2025-06-20 Fixed 0.02750000 N N N N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 Freeport-McMoRan, Inc. 35671DCF0 90000.00000000 PA USD 94950.00000000 0.018722155961 Long DBT CORP US N 2 2030-03-01 Fixed 0.04250000 N N N N N N General Motors Company 54930070NSV60J38I987 General Motors Company 37045VAU4 67000.00000000 PA USD 82237.81000000 0.016215577722 Long DBT CORP US N 2 2027-10-01 Fixed 0.06800000 N N N N N N The Estee Lauder Companies Inc. 549300VFZ8XJ9NUPU221 Estee Lauder Companies, Inc. 29736RAR1 45000.00000000 PA USD 44327.77000000 0.008740509988 Long DBT CORP US N 2 2031-03-15 Fixed 0.01950000 N N N N N N Anheuser-Busch InBev SA/NV N/A Anheuser-Busch Companies, LLC 03522AAG5 35000.00000000 PA USD 37577.90000000 0.007409576666 Long DBT CORP US N 2 2026-02-01 Fixed 0.03650000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 NatWest Group plc 780097BK6 65000.00000000 PA USD 68786.10000000 0.013563181592 Long DBT CORP GB N 2 2025-03-22 Variable 0.04269000 N N N N N N Hanmi Financial Corporation 549300MSZ7RCG7EA6587 Hanmi Financial Corporation 410495204 1724.00000000 NS USD 40824.32000000 0.008049702854 Long EC CORP US N 1 N N N CROWN SUBSEA COMMUNICATIONS 5493003AYLUE132FIO27 Crown Subsea Communications Holding, Inc., Term Loan N/A 396678.09000000 PA USD 397999.03000000 0.078477092282 Long DBT CORP US N 2 2027-04-27 Floating 0.05500000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc., Delayed Draw N/A 35000.00000000 PA USD 35024.85000000 0.006906168554 Long DBT CORP US N 2 2028-07-30 Floating 0.00000000 N N N N N N The AES Corporation 2NUNNB7D43COUIRE5295 AES Corporation, Convertible, 6.875% 00130H204 1620.00000000 NS USD 155520.00000000 0.030665294314 Long EP CORP US N 1 N N N Prudential Financial, Inc. P63V0W84H2Z3IOKHSM44 PGIM High Yield Bond Fund, Inc. 69346H100 6610.00000000 NS USD 106090.50000000 0.020918829773 Long RF US N 1 N N N Caterpillar Inc. EDBQKYOPJUCJKLOJDE72 Caterpillar Financial Services Corporation 14913R2C0 35000.00000000 PA USD 35101.90000000 0.006921361204 Long DBT CORP US N 2 2025-05-15 Fixed 0.01450000 N N N N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 Synovus Financial Corporation, 5.875% 87161C709 775.00000000 NS USD 20925.00000000 0.004125972759 Long EP CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust 44106MBA9 20000.00000000 PA USD 19450.10000000 0.003835153298 Long DBT CORP US N 2 2026-10-01 Fixed 0.04750000 N N N N N N Golden Entertainment, Inc. 549300P8YYCKQVJ0Y638 Golden Entertainment, Inc., Term Loan N/A 873584.84000000 PA USD 870675.80000000 0.171679074455 Long DBT CORP US N 2 2024-10-20 Floating 0.03750000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468J1 34000.00000000 PA USD 35036.85000000 0.006908534703 Long DBT CORP US N 2 2025-07-22 Variable 0.02720000 N N N N N N TripAdvisor, Inc. 549300XVG45PT5BART17 TripAdvisor, Inc., Convertible 896945AC6 50000.00000000 PA USD 43875.00000000 0.008651233204 Long DBT CORP US N 2 2026-04-01 Fixed 0.00250000 N N N N Y TripAdvisor Inc TripAdvisor Inc USD XXXX N N N GAINWELL ACQUISITION CORP N/A Gainwell Acquisition Corporation, Term Loan N/A 506165.40000000 PA USD 506924.65000000 0.099954948478 Long DBT CORP US N 2 2027-10-01 Floating 0.04750000 N N N N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 Steel Dynamics, Inc. 858119100 7005.00000000 NS USD 434800.35000000 0.085733543600 Long EC CORP US N 1 N N N McKesson Corporation 549300WZWOM80UCFSF54 McKesson Corporation 581557BR5 68000.00000000 PA USD 66376.20000000 0.013087999668 Long DBT CORP US N 2 2026-08-15 Fixed 0.01300000 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corporation 75513E101 4148.00000000 NS USD 356976.88000000 0.070388381485 Long EC CORP US N 1 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 202712BN4 54000.00000000 PA USD 53104.31000000 0.010471060284 Long DBT CORP AU N 2 2031-03-11 Fixed 0.02688000 N N N N N N NextEra Energy Partners, LP 5493008F4ZOQFNG3WN54 NextEra Energy Partners, LP, Convertible 65341BAD8 239000.00000000 PA USD 272340.50000000 0.053699855878 Long DBT CORP US N 2 2025-11-15 None 0.00000000 N N N N N NextEra Energy Partners LP NextEra Energy Partners LP USD XXXX N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Company, Convertible 723787AP2 94000.00000000 PA USD 167496.25000000 0.033026760563 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 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468Q5 69000.00000000 PA USD 70353.57000000 0.013872253923 Long DBT CORP US N 2 2026-04-28 Variable 0.02188000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GXJ8 31000.00000000 PA USD 32780.45000000 0.006463619772 Long DBT CORP US N 2 2025-04-01 Fixed 0.03500000 N N N N N N Panasonic Corporation 254900GE1G59KGWPHX32 Panasonic Corporation 69832AAA4 53000.00000000 PA USD 53420.40000000 0.010533386628 Long DBT CORP JP N 2 2022-07-19 Fixed 0.02536000 N N N N N N FirstEnergy Corp. 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Company 476556DD4 22000.00000000 PA USD 22294.84000000 0.004396076583 Long DBT CORP US N 2 2032-03-01 Fixed 0.02750000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 Carrier Global Corporation 14448CAQ7 67000.00000000 PA USD 68423.15000000 0.013491615436 Long DBT CORP US N 2 2030-02-15 Fixed 0.02722000 N N N N N N Cengage Learning Holdings II, Inc. 549300BYGM0FWUSVXJ88 Cengage Learning, Inc. 15137NAA1 53000.00000000 PA USD 53331.25000000 0.010515808110 Long DBT CORP US N 2 2024-06-15 Fixed 0.09500000 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corporation 88033GDJ6 35000.00000000 PA USD 36967.35000000 0.007289188964 Long DBT CORP US N 2 2028-10-01 Fixed 0.06125000 N N N N N N Bohai Leasing Co., Ltd. 635400ZRKEX9L1BKCH30 Avolon Holdings Funding, Ltd. 05401AAL5 89000.00000000 PA USD 94312.84000000 0.018596521323 Long DBT CORP KY N 2 2026-04-15 Fixed 0.04250000 N N N N N N BW HOLDING INC N/A BW Holding, Inc., Term Loan N/A 336000.00000000 PA USD 333480.00000000 0.065755287731 Long DBT CORP US N 2 2028-12-14 Floating 0.04500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PCB0 90000.00000000 PA USD 88939.24000000 0.017536959688 Long DBT CORP US N 2 2027-04-22 Variable 0.01578000 N N N N N N First Horizon Corporation COOWI3L2W9TPYR3WJX37 First Horizon Bank, 3.750% 337158208 140.00000000 NS USD 122389.12000000 0.024132577068 Long EP CORP US N 2 N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 949746101 19033.00000000 NS USD 913203.34000000 0.180064616704 Long EC CORP US N 1 N N N Conagra Brands, Inc. 54930035UDEIH090K650 Conagra Brands, Inc. 205887CA8 37000.00000000 PA USD 39371.29000000 0.007763195700 Long DBT CORP US N 2 2024-05-01 Fixed 0.04300000 N N N N N N Marvell Technology, Inc. N/A Marvell Technology, Inc. 573874AJ3 44000.00000000 PA USD 44833.27000000 0.008840184025 Long DBT CORP US N 2 2031-04-15 Fixed 0.02950000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 94974BFN5 70000.00000000 PA USD 73407.83000000 0.014474490174 Long DBT CORP US N 2 2023-08-15 Fixed 0.04125000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 MGM Resorts International 552953CE9 122000.00000000 PA USD 131302.50000000 0.025890109353 Long DBT CORP US N 2 2025-06-15 Fixed 0.05750000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 Marriott International, Inc. 571903AP8 69000.00000000 PA USD 73071.33000000 0.014408139405 Long DBT CORP US N 2 2025-10-01 Fixed 0.03750000 N N N N N N Axcelis Technologies, Inc. 529900HF9B6NL1QG9F05 Axcelis Technologies, Inc. 054540208 3885.00000000 NS USD 289665.60000000 0.057116003579 Long EC CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 AECOM 00774CAB3 115000.00000000 PA USD 125274.68000000 0.024701549204 Long DBT CORP US N 2 2027-03-15 Fixed 0.05125000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corporation 674599DZ5 25000.00000000 PA USD 31187.50000000 0.006149523318 Long DBT CORP US N 2 2027-07-15 Fixed 0.08500000 N N N N N N Columbia Banking System, Inc. N/A Columbia Banking System, Inc. 197236102 12380.00000000 NS USD 405073.60000000 0.079872049658 Long EC CORP US N 1 N N N Cheniere Energy Partners, L.P. 5493005UEC8AZ34LDV29 Cheniere Energy Partners, LP 16411QAG6 65000.00000000 PA USD 68900.00000000 0.013585640292 Long DBT CORP US N 2 2029-10-01 Fixed 0.04500000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824100 870.00000000 NS USD 122443.80000000 0.024143358821 Long EC CORP US N 1 N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBQ3 1620000.00000000 PA USD 1573994.53000000 0.310358831735 Long DBT UST US N 2 2026-02-28 Fixed 0.00500000 N N N N N N Volkswagen AG 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance, LLC 928668AR3 62000.00000000 PA USD 65472.79000000 0.012909866093 Long DBT CORP US N 2 2023-11-13 Fixed 0.04250000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company, Convertible, 7.50% 949746804 128.00000000 NS USD 190787.84000000 0.037619375419 Long EP CORP US N 1 N N N Marsh & McLennan Companies, Inc. 549300XMP3KDCKJXIU47 Marsh & McLennan Companies, Inc. 571748BP6 40000.00000000 PA USD 40379.58000000 0.007962009419 Long DBT CORP US N 2 2031-12-15 Fixed 0.02375000 N N N N N N BLACK KNIGHT INFOSERV LL 549300H5PS5C68DAUX66 Black Knight InfoServ, LLC 092174AA9 82000.00000000 PA USD 81892.58000000 0.016147505580 Long DBT CORP US N 2 2028-09-01 Fixed 0.03625000 N N N N N N GOGO INTERMEDIATE HOLDINGS N/A Gogo Intermediate Holdings, LLC, Term Loan N/A 432825.00000000 PA USD 432439.79000000 0.085268090493 Long DBT CORP US N 2 2028-04-30 Floating 0.04500000 N N N N N N JAB Cosmetics B.V. N/A HFC Prestige Products, Inc. 222070AG9 86000.00000000 PA USD 87397.50000000 0.017232960775 Long DBT CORP US N 2 2029-01-15 Fixed 0.04750000 N N N N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 Darden Restaurants, Inc. 237194105 1320.00000000 NS USD 198844.80000000 0.039208039576 Long EC CORP US N 1 N N N NextEra Energy Partners, LP 549300KJEC5IUVJWR786 NextEra Energy Operating Partners, LP 65342QAL6 100000.00000000 PA USD 105900.00000000 0.020881267154 Long DBT CORP US N 2 2026-10-15 Fixed 0.03875000 N N N N N N Equitrans Midstream Corporation 549300NELT611CL6XM83 EQM Midstream Partners, LP 26885BAH3 100000.00000000 PA USD 112000.00000000 0.022084059691 Long DBT CORP US N 2 2027-07-01 Fixed 0.06500000 N N N N N N State Street Corporation 549300Y3ODFMPD5XXL58 SPDR S&P Biotech ETF 78464A870 1789.00000000 NS USD 200296.44000000 0.039494272651 Long RF US N 1 N N N DISH Network Corporation N/A DISH DBS Corporation 25470XBE4 61000.00000000 PA USD 61962.89000000 0.012217787155 Long DBT CORP US N 2 2026-12-01 Fixed 0.05250000 N N N N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 Caterpillar, Inc. 149123101 188.00000000 NS USD 38867.12000000 0.007663783911 Long EC CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust 81761LAA0 21000.00000000 PA USD 22752.13000000 0.004486244616 Long DBT CORP US N 2 2025-09-15 Fixed 0.07500000 N N N N N N TRICORBRAUN HOLDINGS INC 2549009AB5YVVW5J1U62 TricorBraun Holdings, Inc., Term Loan N/A 617087.63000000 PA USD 612113.90000000 0.120696070584 Long DBT CORP US N 2 2028-03-03 Floating 0.03750000 N N N N N N Enterprise Products Partners L.P. K4CDIF4M54DJZ6TB4Q48 Enterprise Products Partners, LP 293792107 17985.00000000 NS USD 394950.60000000 0.077876005585 Long EC CORP US N 1 N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 Sysco Corporation 871829BL0 45000.00000000 PA USD 56168.95000000 0.011075343255 Long DBT CORP US N 2 2030-04-01 Fixed 0.05950000 N N N N N N Bank of Marin Bancorp N/A Bank of Marin Bancorp 063425102 133.00000000 NS USD 4951.59000000 0.000976350081 Long EC CORP US N 1 N N N Healthcare Realty Trust Incorporated 549300CB86LH2IOKHH22 Healthcare Realty Trust, Inc. 421946104 2677.00000000 NS USD 84700.28000000 0.016701125351 Long EC CORP US N 1 N N N UWM Holdings Corporation 549300HW662MN1WU8550 United Wholesale Mortgage, LLC 913229AA8 70000.00000000 PA USD 68687.50000000 0.013543739732 Long DBT CORP US N 2 2029-04-15 Fixed 0.05500000 N N N N N N Byline Bancorp, Inc. 549300W7ODP4YL2H4823 Byline Bancorp, Inc. 124411109 11063.00000000 NS USD 302573.05000000 0.059661083010 Long EC CORP US N 1 N N N Murphy Oil Corporation QBKYQD0ODE7DC7PDIN91 Murphy Oil Corporation 626717AM4 50000.00000000 PA USD 51623.50000000 0.010179075495 Long DBT CORP US N 2 2027-12-01 Fixed 0.05875000 N N N N N N General Motors Company 54930070NSV60J38I987 General Motors Company 37045VAV2 31000.00000000 PA USD 35610.60000000 0.007021666214 Long DBT CORP US N 2 2025-10-01 Fixed 0.06125000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MAY6 67000.00000000 PA USD 72290.53000000 0.014254181961 Long DBT CORP JP N 2 2028-01-17 Fixed 0.03544000 N N N N N N INEOS Limited N/A Gemini HDPE, LLC, Term Loan N/A 502901.87000000 PA USD 501800.51000000 0.098944575142 Long DBT CORP US N 2 2027-12-31 Floating 0.03500000 N N N N N N BlackRock, Inc. 549300JU1XG1HF56J989 BlackRock TCP Capital Corporation 09259E108 1800.00000000 NS USD 24318.00000000 0.004795001460 Long EC CORP US N 1 N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 Allstate Corporation, 5.100% 020002838 5700.00000000 NS USD 154584.00000000 0.030480734672 Long EP CORP US N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AM0 34000.00000000 PA USD 34719.22000000 0.006845904704 Long DBT CORP CH N 2 2025-09-11 Variable 0.02593000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558103 7176.00000000 NS USD 521049.36000000 0.102740046146 Long EC CORP US N 1 N N N Global Payments Inc. 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAB8 45000.00000000 PA USD 46870.18000000 0.009241820114 Long DBT CORP US N 2 2029-08-15 Fixed 0.03200000 N N N N N N Precision Drilling Corporation 549300WF2OE8T5BP4B84 Precision Drilling Corporation 740212AM7 60000.00000000 PA USD 61153.20000000 0.012058133206 Long DBT CORP CA N 2 2029-01-15 Fixed 0.06875000 N N N N N N Vishay Intertechnology, Inc. 5493009O8F3QQJTCQR75 Vishay Intertechnology, Inc., Convertible 928298AP3 130000.00000000 PA USD 134394.00000000 0.026499688555 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 General Motors Company 5493008B6JBRUJ90QL97 General Motors Financial Company, Inc. 37045XDM5 50000.00000000 PA USD 49632.28000000 0.009786448519 Long DBT CORP US N 2 2024-10-15 Fixed 0.01200000 N N N N N N Seacoast Banking Corporation of Florida 549300V6IC06XYQYPG88 Seacoast Banking Corporation of Florida 811707801 7893.00000000 NS USD 279333.27000000 0.055078684004 Long EC CORP US N 1 N N N Adient plc 213800SOTRCDGZUHL712 Adient US, LLC, Term Loan N/A 149250.00000000 PA USD 149094.78000000 0.029398375189 Long DBT CORP US N 2 2028-04-08 Floating 0.03604200 N N N N N N The Hartford Financial Services Group, Inc. IU7C3FTM7Y3BQM112U94 Hartford Financial Services Group, Inc. 416515BE3 45000.00000000 PA USD 46664.79000000 0.009201321498 Long DBT CORP US N 2 2029-08-19 Fixed 0.02800000 N N N N N N Badger Daylighting Ltd. 254900BS2WTIBXVDKM03 Badger Infrastructure Solution 056533953 14836.00000000 NS 372849.87000000 0.073518203437 Long EC CORP CA N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136A66D1 454825.24000000 PA USD 19697.66000000 0.003883966957 Long ABS-CBDO USGSE US N 2 2027-07-25 Fixed 0.03000000 N N N N N N Helmerich & Payne, Inc. 254900NAOGHJ88RZ4C73 Helmerich & Payne, Inc. 423452101 12028.00000000 NS USD 285063.60000000 0.056208585341 Long EC CORP US N 1 N N N Under Armour, Inc. 549300D4549QKWETZ406 Under Armour, Inc., Class C 904311206 4497.00000000 NS USD 81125.88000000 0.015996328361 Long EC CORP US N 1 N N N Tokyo Century Corporation 549300ODEK8HY3445C77 Aviation Capital Group, LLC 05369AAH4 46000.00000000 PA USD 50328.04000000 0.009923637852 Long DBT CORP US N 2 2024-12-15 Fixed 0.05500000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 Analog Devices, Inc. 032654AV7 22000.00000000 PA USD 22045.61000000 0.004346933635 Long DBT CORP US N 2 2031-10-01 Fixed 0.02100000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 Exelon Corporation 30161NAX9 45000.00000000 PA USD 49997.77000000 0.009858515509 Long DBT CORP US N 2 2030-04-15 Fixed 0.04050000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280AT6 20000.00000000 PA USD 21585.60000000 0.004256229275 Long DBT CORP GB N 2 2025-03-30 Variable 0.06375000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corporation 064058AH3 42000.00000000 PA USD 44803.50000000 0.008834314003 Long DBT CORP US N 2 2025-09-20 Variable 0.04700000 N N N N N N Air Canada 2015-1 Pass Through Trusts N/A Air Canada Pass Through Trust 009090AB7 13682.12000000 PA USD 13752.18000000 0.002711642535 Long DBT CORP CA N 2 2023-03-15 Fixed 0.03875000 N N N N N N CommScope Holding Company, Inc. M4TWC4QDOKW45N7T6Y12 CommScope Technologies Finance, LLC 20337YAA5 70000.00000000 PA USD 70000.00000000 0.013802537307 Long DBT CORP US N 2 2025-06-15 Fixed 0.06000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825C104 6898.00000000 NS USD 497897.64000000 0.098175010731 Long EC CORP US N 1 N N N Accenture plc N/A Accenture plc G1151C101 1235.00000000 NS USD 511969.25000000 0.100949638188 Long EC CORP IE N 1 N N N KKR & Co. Inc. 549300JOHU21WRN2Z451 KKR & Company, Inc. 48251W104 5657.00000000 NS USD 421446.50000000 0.083100443417 Long EC CORP US N 1 N N N PACTIV EVERGREEN GROUP N/A Pactiv Evergreen Group 69527AAA4 55000.00000000 PA USD 54587.50000000 0.010763514360 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N Ecolab Inc. 82DYEISM090VG8LTLS26 Ecolab, Inc. 278865BM1 54000.00000000 PA USD 53551.14000000 0.010559165824 Long DBT CORP US N 2 2032-02-01 Fixed 0.02125000 N N N N N N Littelfuse, Inc. 549300MY7HLQFYTPCX75 Littelfuse, Inc. 537008104 876.00000000 NS USD 275659.68000000 0.054354328818 Long EC CORP US N 1 N N N Thrivent Mutual Funds N/A Thrivent Core Short-Term Reserve Fund N/A 9417535.20600000 PA USD 94175352.06000000 18.56941157453 Long STIV PF US N 2 N N N Enterprise Products Partners L.P. 5493004LGN656HWLDA30 Enterprise Products Operating, LLC 29379VBT9 45000.00000000 PA USD 50515.63000000 0.009960626680 Long DBT CORP US N 2 2028-10-16 Fixed 0.04150000 N N N N N N JBS S.A. 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corporation 72147KAG3 65000.00000000 PA USD 65650.00000000 0.012944808203 Long DBT CORP US N 2 2032-03-01 Fixed 0.03500000 N N N N N N Howard Midstream Energy Partners, LLC N/A Howard Midstream Energy Partners, LLC 442722AA2 71000.00000000 PA USD 72754.06000000 0.014345580391 Long DBT CORP US N 2 2027-01-15 Fixed 0.06750000 N N N N N N FS/KKR Advisor, LLC 549300TYRSI1T21B1360 FS KKR Capital Corporation 302635AH0 45000.00000000 PA USD 44409.24000000 0.008756574169 Long DBT CORP US N 2 2027-01-15 Fixed 0.02625000 N N N N N N ZF Friedrichshafen AG 529900JYGMS9CW9IQX78 ZF North America Capital, Inc. 98877DAC9 50000.00000000 PA USD 53625.00000000 0.010573729472 Long DBT CORP DE N 2 2025-04-29 Fixed 0.04750000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174467X1 24000.00000000 PA USD 26866.50000000 0.005297512408 Long DBT CORP US N 2 2025-11-24 Fixed 0.05000000 N N N N N N Harley Marine Financing Llc 5493005HW7HO5Y757M86 Harley Marine Financing, LLC 41284LAA2 421312.04000000 PA USD 412989.44000000 0.081432887900 Long ABS-O CORP US N 2 2043-05-15 Fixed 0.05682000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Conventional 30-Yr. Pass Through 21H022614 10675000.00000000 PA USD 10931855.34000000 2.155533445231 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 0.02500000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 Asurion, LLC, Term Loan N/A 165000.00000000 PA USD 164209.65000000 0.032378711718 Long DBT CORP US N 2 2029-01-15 Floating 0.05354200 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 Danske Bank AS 23636AAX9 61000.00000000 PA USD 61052.49000000 0.012038275298 Long DBT CORP DK N 2 2023-01-12 Variable 0.05000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 Southwest Airlines Company, Convertible 844741BG2 233000.00000000 PA USD 310589.00000000 0.061241660852 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 Edwards Lifesciences Corporation YA13X31F3V31L8TMPR58 Edwards Lifesciences Corporation 28176E108 6328.00000000 NS USD 819792.40000000 0.161645931215 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822AT1 83000.00000000 PA USD 85455.16000000 0.016849971914 Long DBT CORP JP N 2 2023-03-02 Fixed 0.03455000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 Yum! Brands, Inc. 988498AL5 90000.00000000 PA USD 97425.00000000 0.019210174244 Long DBT CORP US N 2 2030-01-15 Fixed 0.04750000 N N N N N N Jefferies Finance LLC N/A Jefferies Finance, LLC 47232MAF9 75000.00000000 PA USD 76875.00000000 0.015158143649 Long DBT CORP US N 2 2028-08-15 Fixed 0.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 01F020612 10975000.00000000 PA USD 10941184.82000000 2.157373023742 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N WATERLOGIC USA HOLDINGS N/A Waterlogic USA Holdings, Inc., Term Loan N/A 279300.00000000 PA USD 279300.00000000 0.055072123855 Long DBT CORP US N 2 2028-08-12 Floating 0.04973700 N N N N N N Sun Country Airlines Holdings, Inc. N/A Sun Country Airlines Holdings, Inc. 866683105 8365.00000000 NS USD 227946.25000000 0.044946237423 Long EC CORP US N 1 N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners, LP 87612BBS0 20000.00000000 PA USD 21719.00000000 0.004282532968 Long DBT CORP US N 2 2031-02-01 Fixed 0.04875000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays plc 06738EBG9 85000.00000000 PA USD 93948.80000000 0.018524740242 Long DBT CORP GB N 2 2024-06-15 Variable 0.08000000 N N N N N N Spire Inc. 549300NXSY15DRY2R511 Spire, Inc. 84857L101 2466.00000000 NS USD 160832.52000000 0.031712812249 Long EC CORP US N 1 N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M102 6476.00000000 NS USD 2178202.60000000 0.429496037841 Long EC CORP US N 1 N N N Samsung Electronics Co., Ltd. 9884007ER46L6N7EI764 Samsung Electronics Company, Ltd. 700593000 11549.00000000 NS 758480.24000000 0.149556454418 Long EC CORP KR N 2 N N N Crestwood Equity Partners LP 549300CUY0F1TYDLDL45 Crestwood Equity Partners, LP, 9.250% 226344307 6964.00000000 NS USD 68525.76000000 0.013511847984 Long EP CORP US N 1 N N N Preferred Term Securities Xxiii Ltd N/A Preferred Term Securities XXIII, Ltd. 74043AAC5 36637.56700000 PA USD 31123.72000000 0.006136947234 Long DBT CORP KY N 2 2036-12-22 Floating 0.00402800 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 AstraZeneca Finance, LLC 04636NAE3 90000.00000000 PA USD 89476.50000000 0.017642896133 Long DBT CORP US N 2 2028-05-28 Fixed 0.01750000 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 Becton, Dickinson and Company 075887109 740.00000000 NS USD 186095.20000000 0.036694084866 Long EC CORP US N 1 N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324PDK5 112000.00000000 PA USD 124826.04000000 0.024613086771 Long DBT CORP US N 2 2028-06-15 Fixed 0.03850000 N N N N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 National Retail Properties, Inc. 637417AN6 45000.00000000 PA USD 45610.23000000 0.008993384302 Long DBT CORP US N 2 2030-04-15 Fixed 0.02500000 N N N N N N Prudential Financial, Inc. F0ATD1Y4J8CHDKHSLD09 PGIM Global High Yield Fund, Inc. 69346J106 6905.00000000 NS USD 104196.45000000 0.020545362691 Long RF US N 1 N N N Cargill, Incorporated QXZYQNMR4JZ5RIRN4T31 Cargill, Inc. 141781BS2 43000.00000000 PA USD 42395.86000000 0.008359577704 Long DBT CORP US N 2 2031-11-10 Fixed 0.02125000 N N N N N N Ziff Davis, Inc. 5493008OJYGLHD7MXA18 Ziff Davis, Inc., Convertible 48123VAD4 243000.00000000 PA USD 300290.02000000 0.059210917200 Long DBT CORP US N 2 2026-11-01 Fixed 0.01750000 N N N N Y Ziff Davis Inc Ziff Davis Inc USD XXXX N N N Ball Metalpack Guarantorco LLC N/A Ball Metalpack Finco, LLC, Term Loan N/A 202650.00000000 PA USD 202650.00000000 0.039958345504 Long DBT CORP US N 2 2025-07-31 Floating 0.04675400 N N N N N N NortonLifeLock Inc. YF6ZV0M6AU4FY94MK914 NortonLifeLock, Inc. 668771108 1173.00000000 NS USD 30474.54000000 0.006008942503 Long EC CORP US N 1 N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NAR6 45000.00000000 PA USD 48517.76000000 0.009566688463 Long DBT CORP CA N 2 2027-07-15 Fixed 0.03700000 N N N N N N The Kraft Heinz Company 5493003STKEZ2S0RNU91 Kraft Foods Group, Inc. 50076QAE6 76000.00000000 PA USD 94540.77000000 0.018641464356 Long DBT CORP US N 2 2042-06-04 Fixed 0.05000000 N N N N N N Comerica Incorporated I9Q57JVPWHHZ3ZGBW498 Comerica, Inc. 200340AU1 42000.00000000 PA USD 45780.00000000 0.009026859398 Long DBT CORP US N 2 2025-07-01 Variable 0.05625000 N N N N N N Henry Schein, Inc. VGO3WGL8H45T73F4RR92 Henry Schein, Inc. 806407102 239.00000000 NS USD 18529.67000000 0.003653663735 Long EC CORP US N 1 N N N Blackstone Inc. 549300YESIF051NRED20 Blackstone Strategic Credit Fund 09257R101 1355.00000000 NS USD 18278.95000000 0.003604226990 Long RF US N 1 N N N The Hain Celestial Group, Inc. 5493000S8QXWHLIXDP75 Hain Celestial Group, Inc. 405217100 9175.00000000 NS USD 390946.75000000 0.077086530028 Long EC CORP US N 1 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GFH7 70000.00000000 PA USD 75030.13000000 0.014794373835 Long DBT CORP US N 2 2024-08-26 Fixed 0.04200000 N N N N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 First Republic Bank, 4.500% 33616C696 2900.00000000 NS USD 75400.00000000 0.014867304470 Long EP CORP US N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377508 1220.00000000 NS USD 52557.60000000 0.010363260496 Long EC CORP US N 1 N N N Banco Santander, S.A. 549300F5XIFGNNW4CF72 Santander UK Group Holdings plc 80281LAG0 67000.00000000 PA USD 71911.60000000 0.014179464883 Long DBT CORP GB N 2 2028-11-03 Variable 0.03823000 N N N N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 Viavi Solutions, Inc. 925550AF2 55000.00000000 PA USD 54997.25000000 0.010844308498 Long DBT CORP US N 2 2029-10-01 Fixed 0.03750000 N N N N N N Central Pacific Financial Corp. 549300W3YEAOZ4KGG849 Central Pacific Financial Corporation 154760409 407.00000000 NS USD 11465.19000000 0.002260695895 Long EC CORP US N 1 N N N PG&E Corporation 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Company 694308JM0 87000.00000000 PA USD 94064.15000000 0.018547484851 Long DBT CORP US N 2 2030-07-01 Fixed 0.04550000 N N N N N N Volt Civ LLC N/A Vericrest Opportunity Loan Transferee 92873KAB2 250000.00000000 PA USD 250000.00000000 0.049294776096 Long ABS-CBDO CORP US N 3 2051-12-26 Variable 0.05438100 N N N N N N GFL Environmental Inc. 549300FYK4MBXWIVZU26 GFL Environmental, Inc., Term Loan N/A 529650.00000000 PA USD 530783.45000000 0.104659405294 Long DBT CORP US N 2 2025-05-31 Floating 0.03500000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 060505EH3 288000.00000000 PA USD 309960.00000000 0.061117635195 Long DBT CORP US N 2 2024-09-05 Variable 0.06250000 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 International Game Technology plc 460599AE3 85000.00000000 PA USD 90061.75000000 0.017758295204 Long DBT CORP GB N 2 2029-01-15 Fixed 0.05250000 N N N N N N HRNI HOLDINGS LLC N/A HRNI Holdings, LLC, Term Loan N/A 268000.00000000 PA USD 267777.56000000 0.052800139455 Long DBT CORP US N 2 2028-12-10 Floating 0.00000000 N N N N N N SM Energy Company 84BUTVXV5ODI6BXNMH43 SM Energy Company 78454LAW0 35000.00000000 PA USD 36225.00000000 0.007142813056 Long DBT CORP US N 2 2028-07-15 Fixed 0.06500000 N N N N N N Bellemeade Re 2018-1 Ltd. 549300O2GEH6GH9NO762 Bellemeade Re, Ltd. 078768AD0 82301.05000000 PA USD 82301.07000000 0.016228051272 Long ABS-CBDO CORP BM N 2 2028-04-25 Floating 0.01701900 N N N N N N Glencore plc 213800STG1QDNBY87K49 Glencore Funding, LLC 378272AN8 67000.00000000 PA USD 72281.29000000 0.014252360026 Long DBT CORP US N 2 2027-03-27 Fixed 0.04000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 Evergy, Inc. 30034WAA4 34000.00000000 PA USD 34869.99000000 0.006875633398 Long DBT CORP US N 2 2024-09-15 Fixed 0.02450000 N N N N N N Chewy, Inc. N/A Chewy, Inc. 16679L109 185.00000000 NS USD 10909.45000000 0.002151115580 Long EC CORP US N 1 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251526CE7 152000.00000000 PA USD 151750.55000000 0.029922037539 Long DBT CORP DE N 2 2026-11-24 Variable 0.02129000 N N N N N N Summit Midstream Partners, LP N/A Summit Midstream Holdings, LLC 86614WAE6 64000.00000000 PA USD 66683.52000000 0.013148596750 Long DBT CORP US N 2 2026-10-15 Fixed 0.08500000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 Intel Corporation 458140100 1950.00000000 NS USD 100425.00000000 0.019801711558 Long EC CORP US N 1 N N N Residential Funding Mortgage Securities I Inc. N/A Residential Funding Mortgage Security I Trust 76200RAV0 182734.21800000 PA USD 174599.64000000 0.034427400641 Long ABS-CBDO CORP US N 2 2037-07-25 Fixed 0.06000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CQ3 100000.00000000 PA USD 97990.00000000 0.019321580438 Long DBT CORP US N 2 2029-02-15 Fixed 0.03375000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 Builders FirstSource, Inc. 12008RAN7 45000.00000000 PA USD 48279.83000000 0.009519773639 Long DBT CORP US N 2 2030-03-01 Fixed 0.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136A9XR4 1072937.41000000 PA USD 62289.70000000 0.012282227258 Long ABS-CBDO USGSE US N 2 2027-11-25 Fixed 0.03000000 N N N N N N Deutsche Bank Aktiengesellschaft N/A Deutsche Alt-A Securities, Inc., Mortgage Loan Trust 251510FG3 109270.15300000 PA USD 108735.09000000 0.021440287661 Long ABS-CBDO CORP US N 2 2035-08-25 Variable 0.02000200 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 Nutrien, Ltd. 67077M108 5941.00000000 NS USD 446763.20000000 0.088092367649 Long EC CORP CA N 1 N N N Exelon Corporation 3SOUA6IRML7435B56G12 Exelon Corporation 30161N101 9672.00000000 NS USD 558654.72000000 0.110155037351 Long EC CORP US N 1 N N N TIAA Board of Governors SQSNUOAGTXNFWCFS1I50 Nuveen Preferred Income Opportunities Fund 67073B106 1150.00000000 NS USD 11224.00000000 0.002213138267 Long RF US N 1 N N N Host Hotels & Resorts, Inc. N6EL63S0K3PB1YFTDI24 Host Hotels & Resorts, Inc. 44107P104 18282.00000000 NS USD 317923.98000000 0.062687965639 Long EC CORP US N 1 N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 Williams Companies, Inc. 969457100 275.00000000 NS USD 7161.00000000 0.001411999566 Long EC CORP US N 1 N N N Centene Corporation 549300Z7JJ4TQSQGT333 Centene Corporation 15135B101 4393.00000000 NS USD 361983.20000000 0.071375523179 Long EC CORP US N 1 N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays plc 06738EBL8 41000.00000000 PA USD 42285.62000000 0.008337840680 Long DBT CORP GB N 2 2026-05-07 Variable 0.02852000 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 Booking Holdings, Inc. 09857L108 161.00000000 NS USD 386276.03000000 0.076165561641 Long EC CORP US N 1 N N N NGL Energy Partners LP N/A NGL Energy Partners, LP 62913TAJ1 50000.00000000 PA USD 49250.00000000 0.009711070891 Long DBT CORP US N 2 2023-11-01 Fixed 0.07500000 N N N N N N Bio-Techne Corporation 54930073RLKQ51TILZ35 Bio-Techne Corporation 09073M104 656.00000000 NS USD 339375.04000000 0.066917666438 Long EC CORP US N 1 N N N Liberty Media Corporation WP5O65E6BMU84LNO4227 Sirius XM Radio, Inc. 82967NBJ6 50000.00000000 PA USD 50279.50000000 0.009914066779 Long DBT CORP US N 2 2028-07-15 Fixed 0.04000000 N N N N N N Eldorado Resorts, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 12769G100 3246.00000000 NS USD 303598.38000000 0.059863256661 Long EC CORP US N 1 N N N American Express Company R4PP93JZOLY261QX3811 American Express Company 025816CH0 50000.00000000 PA USD 50087.50000000 0.009876208390 Long DBT CORP US N 2 2026-09-15 Variable 0.03550000 N N N N N N W&T Offshore, Inc. 549300Q7EOY2YIO3YK85 W&T Offshore, Inc. 92922PAL0 29000.00000000 PA USD 27695.00000000 0.005460875296 Long DBT CORP US N 2 2023-11-01 Fixed 0.09750000 N N N N N N Zions Bancorporation, National Association 8WH0EE09O9V05QJZ3V89 Zions Bancorporation NA 989701107 11272.00000000 NS USD 711939.52000000 0.140379596931 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967LW9 180000.00000000 PA USD 198503.31000000 0.039140704883 Long DBT CORP US N 2 2029-04-23 Variable 0.04075000 N N N N N N Discover Financial Services X05BVSK68TQ7YTOSNR22 Discover Bank 25466AAN1 90000.00000000 PA USD 94061.34000000 0.018546930778 Long DBT CORP US N 2 2028-08-09 Variable 0.04682000 N N N N N N Rockwell Holdco, Inc. 549300X3SKIUYR2MFH75 EnergySolutions, LLC, Term Loan N/A 320925.23000000 PA USD 319721.76000000 0.063042450289 Long DBT CORP US N 2 2025-05-11 Floating 0.04750000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 Cisco Systems, Inc. 17275R102 20918.00000000 NS USD 1325573.66000000 0.261375427078 Long EC CORP US N 1 N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS Health Corporation 126650CW8 36000.00000000 PA USD 38802.05000000 0.007650953467 Long DBT CORP US N 2 2025-03-25 Fixed 0.04100000 N N N N N N Audacy, Inc. 549300S5JUSXRHNCHD80 Entercom Media Corporation, Term Loan N/A 432925.05000000 PA USD 426864.10000000 0.084168680933 Long DBT CORP US N 2 2024-11-17 Floating 0.02601900 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 Charles Schwab Corporation 808513BD6 128000.00000000 PA USD 139520.00000000 0.027510428644 Long DBT CORP US N 2 2025-06-01 Variable 0.05375000 N N N N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 Wabash National Corporation 929566AL1 73000.00000000 PA USD 73730.00000000 0.014538015366 Long DBT CORP US N 2 2028-10-15 Fixed 0.04500000 N N N N N N Canadian Pacific Railway Limited 54930036474DURYNB481 Canadian Pacific Railway Company 13645RBE3 83000.00000000 PA USD 83299.52000000 0.016424924749 Long DBT CORP CA N 2 2026-12-02 Fixed 0.01750000 N N N N N N WESCO International, Inc. 529900TXOGREY3WNJ434 WESCO International, Inc. 95082P105 2243.00000000 NS USD 295156.37000000 0.058198668690 Long EC CORP US N 1 N N N State Street Corporation 549300YI2V5ELVW58659 SPDR Bloomberg Short Term High Yield Bond ETF 78468R408 27710.00000000 NS USD 752326.50000000 0.148343065476 Long RF US N 1 N N N Knowles Corporation 5493003EO323TDZQU148 Knowles Corporation 49926D109 11227.00000000 NS USD 262150.45000000 0.051690590945 Long EC CORP US N 1 N N N Adobe Inc. FU4LY2G4933NH2E1CP29 Adobe, Inc. 00724F101 2039.00000000 NS USD 1156235.34000000 0.227985448802 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEC5 93000.00000000 PA USD 91534.26000000 0.018048643407 Long DBT CORP US N 2 2027-07-20 Variable 0.01512000 N N N N N N Fifth Third Bancorp QFROUN1UWUYU0DVIWD51 Fifth Third Bank NA 31677AAB0 46000.00000000 PA USD 49612.64000000 0.009782575921 Long DBT CORP US N 2 2026-03-15 Fixed 0.03850000 N N N N N N Expedia Group, Inc. N/A Expedia Group, Inc. 30212PAR6 67000.00000000 PA USD 68373.54000000 0.013481833380 Long DBT CORP US N 2 2030-02-15 Fixed 0.03250000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 Michaels Companies, Inc., Term Loan N/A 562175.00000000 PA USD 556654.44000000 0.109760623932 Long DBT CORP US N 2 2028-04-15 Floating 0.05000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 Devon Energy Corporation 25179M103 26055.00000000 NS USD 1147722.75000000 0.226306943929 Long EC CORP US N 1 N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc., Term Loan N/A 546684.34000000 PA USD 538713.68000000 0.106223080943 Long DBT CORP US N 2 2026-08-21 Floating 0.03628600 N N N N N N Western Midstream Partners, LP L6D8A6MLSY454J2JXJ60 Western Midstream Operating, LP 958254AE4 70000.00000000 PA USD 73356.15000000 0.014464299958 Long DBT CORP US N 2 2025-06-01 Fixed 0.03950000 N N N N N N Sprint Capital Corporation 549300L17W0GQBR1PO80 Sprint Capital Corporation 852060AD4 147000.00000000 PA USD 185955.00000000 0.036666440356 Long DBT CORP US N 2 2028-11-15 Fixed 0.06875000 N N N N N N PUBLIC SERVICE ENTERPRISE PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group, Inc. 744573AQ9 45000.00000000 PA USD 41711.83000000 0.008224701281 Long DBT CORP US N 2 2030-08-15 Fixed 0.01600000 N N N N N N Align Technology, Inc. 549300N5YSE0U3LCP840 Align Technology, Inc. 016255101 487.00000000 NS USD 320046.66000000 0.063106513780 Long EC CORP US N 1 N N N NXP Semiconductors N.V. N/A NXP Funding, LLC 62954HAE8 17000.00000000 PA USD 17562.32000000 0.003462922528 Long DBT CORP XX N 2 2025-05-01 Fixed 0.02700000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 PayPal Holdings, Inc. 70450Y103 5045.00000000 NS USD 951386.10000000 0.187593459124 Long EC CORP US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 Truist Financial Corporation, 4.750% 89832Q695 5025.00000000 NS USD 133614.75000000 0.026346036737 Long EP CORP US N 1 N N N Devon Energy Corporation 54930042348RKR3ZPN35 Devon Energy Corporation 25179MBF9 89000.00000000 PA USD 95549.94000000 0.018840451593 Long DBT CORP US N 2 2030-01-15 Fixed 0.04500000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 PayPal Holdings, Inc. 70450YAG8 68000.00000000 PA USD 68831.03000000 0.013572040849 Long DBT CORP US N 2 2025-06-01 Fixed 0.01650000 N N N N N N ALLTECH INC 549300HV8FN6KMLFMN67 Alltech, Inc., Term Loan N/A 259000.00000000 PA USD 259000.00000000 0.051069388036 Long DBT CORP US N 3 2028-10-15 Floating 0.04500000 N N N N N N Humana Inc. 529900YLDW34GJAO4J06 Humana, Inc. 444859BR2 45000.00000000 PA USD 43512.02000000 0.008579661133 Long DBT CORP US N 2 2032-02-03 Fixed 0.02150000 N N N N N N VICTORS MERGER CORP N/A Victors Merger Corporation 92641PAA4 44000.00000000 PA USD 41360.00000000 0.008155327757 Long DBT CORP US N 2 2029-05-15 Fixed 0.06375000 N N N N N N Scih Salt Holdings Inc. N/A SCIH Salt Holdings, Inc. 78433BAA6 65000.00000000 PA USD 62400.00000000 0.012303976113 Long DBT CORP US N 2 2028-05-01 Fixed 0.04875000 N N N N N N Standard Diversified Inc. 549300IYG00QF0VVP302 Turning Point Brands, Inc. 90041L105 6862.00000000 NS USD 259246.36000000 0.051117965080 Long EC CORP US N 1 N N N Plains All American Pipeline, L.P. N/A Plains All American Pipeline, LP 72650RBJ0 111000.00000000 PA USD 121066.61000000 0.023871805730 Long DBT CORP US N 2 2025-10-15 Fixed 0.04650000 N N N N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 EOG Resources, Inc. 26875P101 2448.00000000 NS USD 217455.84000000 0.042877747774 Long EC CORP US N 1 N N N Fidelity National Financial, Inc. 549300CAZYIH39SYQ287 Fidelity National Financial, Inc. 31620RAF2 57000.00000000 PA USD 58806.90000000 0.011595491873 Long DBT CORP US N 2 2022-09-01 Fixed 0.05500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PAR7 134000.00000000 PA USD 147903.18000000 0.029163416568 Long DBT CORP US N 2 2029-04-23 Variable 0.04005000 N N N N N N PBF Energy Inc N/A PBF Holding Company, LLC 69318FAK4 40000.00000000 PA USD 38050.00000000 0.007502664921 Long DBT CORP US N 2 2025-05-15 Fixed 0.09250000 N N N N N N NXP Semiconductors N.V. N/A NXP Funding, LLC 62954HAB4 45000.00000000 PA USD 50414.90000000 0.009940764829 Long DBT CORP XX N 2 2029-06-18 Fixed 0.04300000 N N N N N N ALLEN MEDIA LLC N/A Allen Media, LLC, Term Loan N/A 248741.60000000 PA USD 248244.12000000 0.048948553250 Long DBT CORP US N 2 2027-02-10 Floating 0.05723700 N N N N N N Deere & Company PWFTNG3EI0Y73OXWDH08 Deere & Company 244199105 301.00000000 NS USD 103209.89000000 0.020350833674 Long EC CORP US N 1 N N N CACI International Inc SYRPI2D1O9WRTS2WX210 CACI International, Inc. 127190304 217.00000000 NS USD 58418.57000000 0.011518921312 Long EC CORP US N 1 N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 28470RAH5 105000.00000000 PA USD 110210.63000000 0.021731233317 Long DBT CORP US N 2 2025-07-01 Fixed 0.06250000 N N N N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 United Rentals, Inc. 911363109 3181.00000000 NS USD 1057014.49000000 0.208421170462 Long EC CORP US N 1 N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 Zayo Group Holdings, Inc., Term Loan N/A 988776.31000000 PA USD 974765.35000000 0.192203358700 Long DBT CORP US N 2 2027-03-09 Floating 0.03104300 N N N N N N Aadvantage Loyalty IP Ltd. N/A American Airlines, Inc. 00253XAB7 15000.00000000 PA USD 16030.80000000 0.003160938786 Long DBT CORP XX N 2 2029-04-20 Fixed 0.05750000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 Starwood Property Trust, Inc., Convertible 85571BAH8 90000.00000000 PA USD 94221.00000000 0.018578412394 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 Cornerstone Building Brands, Inc. 549300IW41QEWQ6T0H29 Cornerstone Building Brands, Inc. 21925DAA7 90000.00000000 PA USD 96196.50000000 0.018967939715 Long DBT CORP US N 2 2029-01-15 Fixed 0.06125000 N N N N N N FREEPORT LNG INVESTMENTS 549300LR5YVRZH4YPQ33 Freeport LNG Investments, LLLP, Term Loan N/A 504000.00000000 PA USD 498803.76000000 0.098353678661 Long DBT CORP US N 2 2028-12-21 Floating 0.04000000 N N N N N N Madison Park Funding Xxi Ltd. N/A Madison Park Funding XXI, Ltd. 55820JBJ8 275000.00000000 PA USD 274997.80000000 0.054223819912 Long ABS-O CORP KY N 2 2032-10-15 Floating 0.02317650 N N N N N N Next Alt S.a R.L. 5493001ZMCICV4N02J21 Altice France SA 02156LAC5 25000.00000000 PA USD 24810.25000000 0.004892062874 Long DBT CORP FR N 2 2028-01-15 Fixed 0.05500000 N N N N N N Pinterest, Inc. N/A Pinterest, Inc. 72352L106 166.00000000 NS USD 6034.10000000 0.001189798433 Long EC CORP US N 1 N N N Tenneco Inc. 549300U0EXXFAQFAD785 Tenneco, Inc., Term Loan N/A 256692.10000000 PA USD 252520.85000000 0.049791835042 Long DBT CORP US N 2 2025-10-01 Floating 0.03104300 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGJ7 44000.00000000 PA USD 44392.18000000 0.008753210294 Long DBT CORP US N 2 2031-03-21 Fixed 0.02550000 N N N N N N Ventas, Inc. 32SXKSJ72K64GM3HOU64 Ventas Realty, LP 92277GAD9 35000.00000000 PA USD 36654.48000000 0.007227497538 Long DBT CORP US N 2 2024-05-01 Fixed 0.03750000 N N N N N N Whitebox Clo III Ltd. N/A Whitebox CLO III, Ltd. 96467HAG1 300000.00000000 PA USD 297658.50000000 0.058692036443 Long ABS-O CORP KY N 2 2034-10-15 Floating 0.02320930 N N N N N N JBS S.A. N/A JBS USA, LLC 46590XAA4 25000.00000000 PA USD 27500.25000000 0.005422474665 Long DBT CORP XX N 2 2029-04-15 Fixed 0.06500000 N N N N N N Ingevity Corporation 5493009UTFC4B5IMGF87 Ingevity Corporation 45688C107 5388.00000000 NS USD 386319.60000000 0.076174152735 Long EC CORP US N 1 N N N CHS Inc. XEIEFTLYDQ1MZ6TZV015 CHS, Inc., 7.100% 12542R506 1250.00000000 NS USD 34350.00000000 0.006773102235 Long EP CORP US N 1 N N N Aerojet Rocketdyne Holdings, Inc. 549300VULNLWHE8QWI76 Aerojet Rocketdyne Holdings, Inc. 007800105 2702.00000000 NS USD 126345.52000000 0.024912696476 Long EC CORP US N 1 N N N Roc Mortgage Trust 2021-RTL 1 N/A ROC Securities Trust Series 77118TAA1 225000.00000000 PA USD 222411.38000000 0.043854876713 Long ABS-O CORP US N 2 2026-08-25 Variable 0.02487000 N N N N N N Bank of America Corporation N/A Banc of America Alternative Loan Trust 05948KR92 156529.35600000 PA USD 155965.49000000 0.030753135633 Long ABS-CBDO CORP US N 2 2035-11-25 Fixed 0.06000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206R102 42408.00000000 NS USD 1043236.80000000 0.205704497887 Long EC CORP US N 1 N N N Dell Technologies Inc. N/A Dell International, LLC 24703TAG1 67000.00000000 PA USD 78537.00000000 0.015485855321 Long DBT CORP US N 2 2029-10-01 Fixed 0.05300000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc 53944YAP8 90000.00000000 PA USD 88600.94000000 0.017470253997 Long DBT CORP GB N 2 2027-05-11 Variable 0.01627000 N N N N N N Voya Financial, Inc. 549300YJVN8KX08ZHI42 Voya Global Equity Dividend & Premium Opportunity Fund 92912T100 6777.00000000 NS USD 42085.17000000 0.008298316128 Long RF US N 1 N N N VICI Properties Inc. N/A VICI Properties, LP 92564RAD7 30000.00000000 PA USD 30985.35000000 0.006109663562 Long DBT CORP US N 2 2027-02-15 Fixed 0.03750000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967NA5 91000.00000000 PA USD 89447.64000000 0.017637205544 Long DBT CORP US N 2 2027-06-09 Variable 0.01462000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PAY2 145000.00000000 PA USD 152883.26000000 0.030145384282 Long DBT CORP US N 2 2024-12-05 Variable 0.04023000 N N N N N N UBS Group AG N/A Master Asset Securitization Trust 55274QBN4 386399.10400000 PA USD 71496.16000000 0.014097548795 Long ABS-CBDO CORP US N 2 2036-06-25 Floating 0.00601900 N N N N N N NXP Semiconductors N.V. N/A NXP Funding, LLC 62947QAZ1 48000.00000000 PA USD 51561.89000000 0.010166927290 Long DBT CORP NL N 2 2024-03-01 Fixed 0.04875000 N N N N N N Fluor Corporation CQ7WZ4NOFWT7FAE6Q943 Fluor Corporation 343412102 2754.00000000 NS USD 68216.58000000 0.013450884148 Long EC CORP US N 1 N N N SINCLAIR TELEVISION GROUP 549300CQGEN0CH65UD62 Sinclair Television Group, Inc. 829259AY6 100000.00000000 PA USD 97000.00000000 0.019126373125 Long DBT CORP US N 2 2030-03-01 Fixed 0.05500000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc. 247361702 11102.00000000 NS USD 433866.16000000 0.085549340852 Long EC CORP US N 1 N N N Libbey, Inc. N/A Libbey, Inc. N/A 9232.00000000 NS USD 92320.00000000 0.018203574917 Long EC CORP US N 3 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc 53944YAK9 51000.00000000 PA USD 51197.51000000 0.010095079168 Long DBT CORP GB N 2 2023-03-17 Variable 0.02858000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136AE4H7 523769.13000000 PA USD 24062.58000000 0.004744637973 Long ABS-CBDO USGSE US N 2 2031-11-25 Fixed 0.03000000 N N N N N N MGIC Investment Corporation 254900S8483WM4M98R28 MGIC Investment Corporation 552848103 833.00000000 NS USD 12011.86000000 0.002368487796 Long EC CORP US N 1 N N N Lam Research Corporation 549300I4GMO6D34U1T02 Lam Research Corporation 512807108 703.00000000 NS USD 505562.45000000 0.099686351102 Long EC CORP US N 1 N N N Barings Clo Ltd. 2016-II 549300Z33CTC4YAKLT16 Barings CLO, Ltd. 06761CAS8 400000.00000000 PA USD 400000.00000000 0.078871641754 Long ABS-O CORP US N 2 2032-01-20 Floating 0.03240560 N N N N N N Old Dominion Freight Line, Inc. 5299009TWK32WE417T96 Old Dominion Freight Line, Inc. 679580100 1748.00000000 NS USD 626448.24000000 0.123522502908 Long EC CORP US N 1 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGH1 90000.00000000 PA USD 90171.42000000 0.017779919836 Long DBT CORP US N 2 2028-03-22 Fixed 0.02100000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746UDD8 135000.00000000 PA USD 140737.50000000 0.027750494203 Long DBT CORP US N 2 2024-12-15 Variable 0.04650000 N N N N N N American Express Company R4PP93JZOLY261QX3811 American Express Company 025816109 3088.00000000 NS USD 505196.80000000 0.099614252563 Long EC CORP US N 1 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 Universal Health Services, Inc. 913903AX8 68000.00000000 PA USD 66742.67000000 0.013160259895 Long DBT CORP US N 2 2026-09-01 Fixed 0.01650000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GXH2 44000.00000000 PA USD 48435.92000000 0.009550551325 Long DBT CORP US N 2 2030-03-15 Fixed 0.03800000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 Rackspace Technology Global, Inc., Term Loan N/A 942875.00000000 PA USD 935077.42000000 0.184377728208 Long DBT CORP US N 2 2028-02-09 Floating 0.03500000 N N N N N N Mattamy Group Corporation 5493008TNY7A82WCXU31 Mattamy Group Corporation 57701RAJ1 100000.00000000 PA USD 105175.00000000 0.020738312303 Long DBT CORP CA N 2 2027-12-15 Fixed 0.05250000 N N N N N N Homeward Opportunities Fund I Trust 2018-2 N/A Homeward Opportunities Fund I Trust 43789CAF7 300000.00000000 PA USD 303672.21000000 0.059877814395 Long ABS-CBDO CORP US N 2 2058-11-25 Variable 0.05684000 N N N N N N TrustCo Bank Corp NY N/A TrustCo Bank Corporation NY 898349204 402.00000000 NS USD 13390.62000000 0.002640350458 Long EC CORP US N 1 N N N Nippon Life Insurance Company 549300Y0HHMFW3EVWY08 Nippon Life Insurance Company 654579AG6 129000.00000000 PA USD 133192.50000000 0.026262777861 Long DBT CORP JP N 2 2050-01-23 Variable 0.03400000 N N N N N N Schlumberger Limited 549300P4EXZFF0LRNF59 Schlumberger Finance Canada, Ltd. 80685XAC5 35000.00000000 PA USD 34870.32000000 0.006875698467 Long DBT CORP CA N 2 2025-09-17 Fixed 0.01400000 N N N N N N H&E Equipment Services, Inc. 254900KVLRCDMQRYY541 H&E Equipment Services, Inc. 404030AJ7 120000.00000000 PA USD 119100.00000000 0.023484031332 Long DBT CORP US N 2 2028-12-15 Fixed 0.03875000 N N N N N N DIVERSIFIED HEALTHCARE TRUST N/A Diversified Healthcare Trust 25525PAB3 29000.00000000 PA USD 27852.04000000 0.005491840302 Long DBT CORP US N 2 2031-03-01 Fixed 0.04375000 N N N N N N Cheniere Energy Partners, L.P. 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction, LLC 785592AU0 67000.00000000 PA USD 73389.86000000 0.014470946865 Long DBT CORP US N 2 2028-03-15 Fixed 0.04200000 N N N N N N Nippon Life Insurance Company 549300Y0HHMFW3EVWY08 Nippon Life Insurance Company 654579AD3 168000.00000000 PA USD 180810.00000000 0.035651953864 Long DBT CORP JP N 2 2044-10-16 Variable 0.05100000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 Air Canada 008911BK4 15000.00000000 PA USD 15300.00000000 0.003016840297 Long DBT CORP CA N 2 2026-08-15 Fixed 0.03875000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 Diamondback Energy, Inc. 25278XAR0 22000.00000000 PA USD 22674.29000000 0.004470896194 Long DBT CORP US N 2 2031-03-24 Fixed 0.03125000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 Broadcom, Inc. 11135FBD2 90000.00000000 PA USD 104780.18000000 0.020660462049 Long DBT CORP US N 2 2030-04-15 Fixed 0.05000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 060505104 27861.00000000 NS USD 1239535.89000000 0.244410576645 Long EC CORP US N 1 N N N Coinbase Global, Inc. 5493004G3J2SC154DU06 Coinbase Global, Inc. 19260Q107 1394.00000000 NS USD 351803.78000000 0.069368354260 Long EC CORP US N 1 N N Alpha Frontier Limited 254900E35Z4TKA4UFG64 Playtika Holding Corporation 72815LAA5 45000.00000000 PA USD 44100.00000000 0.008695598503 Long DBT CORP US N 2 2029-03-15 Fixed 0.04250000 N N N N N N Triumph Bancorp, Inc. 5493003RNRMEVYDZ1Q52 Triumph Bancorp, Inc. 89679E300 4292.00000000 NS USD 511091.36000000 0.100776536624 Long EC CORP US N 1 N N N VOYAGE AUSTRALIA PTY LTD 984500552F00VE5LE453 Voyage Australia Property, Ltd., Term Loan N/A 264337.50000000 PA USD 264089.02000000 0.052072836442 Long DBT CORP US N 2 2028-06-18 Floating 0.04000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEG6 88000.00000000 PA USD 87304.90000000 0.017214701990 Long DBT CORP US N 2 2025-10-21 Variable 0.01164000 N N N N N N Curtiss-Wright Corporation TEL51ETZWP7D0ZM4X325 Curtiss-Wright Corporation 231561101 2751.00000000 NS USD 381481.17000000 0.075220115441 Long EC CORP US N 1 N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 Churchill Downs, Inc. 171484AE8 45000.00000000 PA USD 46575.00000000 0.009183616786 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays plc 06738EBD6 68000.00000000 PA USD 77562.15000000 0.015293635271 Long DBT CORP GB N 2 2029-05-16 Variable 0.04972000 N N N N N N Macquarie Infrastructure Holdings, LLC 549300TH2PHOLK31LB42 ITT Holdings, LLC 45074JAA2 65000.00000000 PA USD 64350.00000000 0.012688475367 Long DBT CORP US N 2 2029-08-01 Fixed 0.06500000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851109 5842.00000000 NS USD 772779.76000000 0.152376020965 Long EC CORP US N 1 N N N JELD-WEN Holding, Inc. 549300XWE6NM0N1HFW16 JELD-WEN, Inc. 475795AC4 80000.00000000 PA USD 80600.00000000 0.015892635813 Long DBT CORP US N 2 2025-12-15 Fixed 0.04625000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 Cheniere Energy, Inc. 16411RAK5 30000.00000000 PA USD 31911.60000000 0.006292300707 Long DBT CORP US N 2 2028-10-15 Fixed 0.04625000 N N N N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 Equitable Holdings, Inc. 29452E101 20388.00000000 NS USD 668522.52000000 0.131818671756 Long EC CORP US N 1 N N N Hyundai Motor Company 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABN6 35000.00000000 PA USD 34810.71000000 0.006863944620 Long DBT CORP US N 2 2025-10-15 Fixed 0.01800000 N N N N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia 064159VJ2 126000.00000000 PA USD 135016.88000000 0.026622507475 Long DBT CORP CA N 2 2025-06-04 Variable 0.04900000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc. 538034109 4344.00000000 NS USD 519933.36000000 0.102519994265 Long EC CORP US N 1 N N N OCI N.V. 549300NCMRGIBJYUOE57 OCI NV 67091GAE3 55000.00000000 PA USD 57062.50000000 0.011251532644 Long DBT CORP NL N 2 2025-10-15 Fixed 0.04625000 N N N N N N Peapack-Gladstone Financial Corporation 549300G8DN2UK8K0ET30 Peapack-Gladstone Financial Corporation 704699107 130.00000000 NS USD 4602.00000000 0.000907418238 Long EC CORP US N 1 N N N Volt XCVII LLC N/A Vericrest Opportunity Loan Transferee 91835EAB5 350000.00000000 PA USD 346338.34000000 0.068290683696 Long ABS-CBDO CORP US N 2 2051-04-25 Variable 0.04826200 N N N N N N Teledyne Technologies Incorporated 549300VSMO9KYQWDND94 Teledyne Technologies, Inc. 879360105 442.00000000 NS USD 193105.38000000 0.038076345880 Long EC CORP US N 1 N N N BlackRock, Inc. N/A BlackRock, Inc. 09247X101 711.00000000 NS USD 650963.16000000 0.128356332877 Long EC CORP US N 1 N N N Federation Nationale du Credit Agricole 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AL9 54000.00000000 PA USD 58927.50000000 0.011619271673 Long DBT CORP FR N 2 2024-09-23 Variable 0.06875000 N N N N N N Pretium Mortgage Credit Partners I 2021-Npl2 Llc N/A Pretium Mortgage Credit Partners, LLC 741386AB2 250000.00000000 PA USD 246962.70000000 0.048695884003 Long ABS-CBDO CORP US N 2 2060-06-27 Variable 0.03844100 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AC2 97000.00000000 PA USD 94810.29000000 0.018694608068 Long DBT CORP CH N 2 2027-01-30 Variable 0.01364000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company, 4.750% 48128B622 3650.00000000 NS USD 96141.00000000 0.018956996274 Long EP CORP US N 1 N N N Barings CLO Ltd. 2018-III 5493000D71NBEM2WZE67 Babson CLO, Ltd. 06760PAJ0 300000.00000000 PA USD 292362.00000000 0.057647677316 Long ABS-O CORP KY N 2 2029-07-20 Floating 0.03031500 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 State Street Corporation 857477BE2 31000.00000000 PA USD 31949.90000000 0.006299852667 Long DBT CORP US N 2 2025-11-01 Variable 0.02354000 N N N N N N Macy's, Inc. N/A Macy's Retail Holdings, LLC 55617LAP7 65000.00000000 PA USD 69306.25000000 0.013665744303 Long DBT CORP US N 2 2029-04-01 Fixed 0.05875000 N N N N N Insulet Corporation 549300TZTYD2PYN92D43 Insulet Corporation 45784P101 1440.00000000 NS USD 383140.80000000 0.075547359798 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822BD5 35000.00000000 PA USD 36639.11000000 0.007224466895 Long DBT CORP JP N 2 2024-03-07 Fixed 0.03407000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135BS4 45000.00000000 PA USD 43608.12000000 0.008598610045 Long DBT CORP US N 2 2030-06-03 Fixed 0.01500000 N N N N N N General Motors Company 5493008B6JBRUJ90QL97 General Motors Financial Company, Inc. 37045XBW5 68000.00000000 PA USD 71551.76000000 0.014108511954 Long DBT CORP US N 2 2024-04-13 Fixed 0.03950000 N N N N N N Delta Air Lines, Inc. 2549008L7P4I8VB90936 SkyMiles IP, Ltd., Term Loan N/A 695000.00000000 PA USD 734093.75000000 0.144747948161 Long DBT CORP US N 2 2027-10-20 Floating 0.04750000 N N N N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 Bombardier, Inc. 097751BX8 60000.00000000 PA USD 60181.80000000 0.011866593424 Long DBT CORP CA N 2 2028-02-15 Fixed 0.06000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group, Inc. 30212PBK0 67000.00000000 PA USD 74609.15000000 0.014711365376 Long DBT CORP US N 2 2027-08-01 Fixed 0.04625000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation 31325VQ72 520556.80000000 PA USD 52815.22000000 0.010414057777 Long ABS-CBDO USGSE US N 2 2035-08-15 Fixed 0.03500000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 Southern Company, Convertible, 6.750% 842587602 3847.00000000 NS USD 206776.25000000 0.040771955783 Long EP CORP US N 1 N N N Bank of America Corporation N/A CHL Mortgage Pass-Through Trust 12544JAB2 303884.24200000 PA USD 222535.71000000 0.043879391991 Long ABS-CBDO CORP US N 2 2037-11-25 Fixed 0.06000000 N N N N N N SS&C Technologies Holdings, Inc. 549300KY09TR3J12JU49 SS&C Technologies, Inc. 78466CAC0 150000.00000000 PA USD 156750.00000000 0.030907824612 Long DBT CORP US N 2 2027-09-30 Fixed 0.05500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468V4 39000.00000000 PA USD 37827.49000000 0.007458790599 Long DBT CORP US N 2 2026-12-10 Variable 0.00985000 N N N N N N Sonos, Inc. 549300WEPU6075I77M08 Sonos, Inc. 83570H108 17797.00000000 NS USD 530350.60000000 0.104574056319 Long EC CORP US N 1 N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 ViacomCBS, Inc. 92556H206 582.00000000 NS USD 17564.76000000 0.003463403645 Long EC CORP US N 1 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 United Parcel Service, Inc. 911312106 4025.00000000 NS USD 862718.50000000 0.170110061168 Long EC CORP US N 1 N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 Boeing Company 097023CY9 90000.00000000 PA USD 104859.09000000 0.020676021453 Long DBT CORP US N 2 2030-05-01 Fixed 0.05150000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343V104 20203.00000000 NS USD 1049747.88000000 0.206988346810 Long EC CORP US N 1 N N N Crown Holdings, Inc. 7HLDMDH0ZXNUH6PT7Z42 Crown Cork & Seal Company, Inc. 228255AH8 50000.00000000 PA USD 60312.50000000 0.011892364733 Long DBT CORP US N 2 2026-12-15 Fixed 0.07375000 N N N N N N Albertsons Investor Holdings, LLC N/A Albertson's Companies, Inc. 013092AG6 98000.00000000 PA USD 98192.08000000 0.019361426392 Long DBT CORP US N 2 2029-03-15 Fixed 0.03500000 N N N N N N Progyny, Inc. N/A Progyny, Inc. 74340E103 5033.00000000 NS USD 253411.55000000 0.049967462470 Long EC CORP US N 1 N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RDC3 92000.00000000 PA USD 98198.73000000 0.019362737633 Long DBT CORP US N 2 2024-04-01 Fixed 0.04450000 N N N N N N M&T Bank Corporation 549300WYXDDBYRASEG81 M&T Bank Corporation 55261F104 2556.00000000 NS USD 392550.48000000 0.077402752073 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46625H100 6895.00000000 NS USD 1091823.25000000 0.215284730584 Long EC CORP US N 1 N N N ZH Trust 2021-1 N/A ZH Trust 98879EAC5 290000.00000000 PA USD 277100.51000000 0.054638430387 Long ABS-CBDO CORP US N 2 2027-02-18 Fixed 0.03262400 N N N N N N The PNC Financial Services Group, Inc. CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. 693475BC8 60000.00000000 PA USD 59054.40000000 0.011644293702 Long DBT CORP US N 2 2026-09-15 Variable 0.03400000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251526CK3 45000.00000000 PA USD 45343.69000000 0.008940828183 Long DBT CORP DE N 2 2032-05-28 Variable 0.03035000 N N N N N N Federation Nationale du Credit Agricole 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AM7 45000.00000000 PA USD 46596.02000000 0.009187761491 Long DBT CORP FR N 2 2030-01-14 Fixed 0.03250000 N N N N N N Cable One, Inc. 549300648QS85T0XSH18 Cable One, Inc. 12685J105 34.00000000 NS USD 59957.30000000 0.011822326715 Long EC CORP US N 1 N N N Metronet Systems Holdings, LLC 549300V3JVIFMP2JGN73 Metronet Systems Holdings, LLC, Term Loan N/A 497877.19000000 PA USD 497503.78000000 0.098097349769 Long DBT CORP US N 2 2028-06-02 Floating 0.04500000 N N N N N N TTM Technologies, Inc. 549300SC4BDOIS008048 TTM Technologies, Inc. 87305R109 38222.00000000 NS USD 569507.80000000 0.112295037945 Long EC CORP US N 1 N N N Lehman Brothers Holdings, Inc. N/A Structured Adjustable Rate Mortgage Loan Trust 863579UU0 68782.93800000 PA USD 63986.63000000 0.012616826396 Long ABS-CBDO CORP US N 2 2035-07-25 Variable 0.02772000 N N N N N N Amphenol Corporation 549300D3L3G0R4U4VT04 Amphenol Corporation 032095101 3636.00000000 NS USD 318004.56000000 0.062703854331 Long EC CORP US N 1 N N N CIT Group Inc. N/A IndyMac INDA Mortgage Loan Trust 45662BAA7 588505.12300000 PA USD 554940.97000000 0.109422763452 Long ABS-CBDO CORP US N 2 2036-08-25 Variable 0.02886000 N N N N N N Delta Air Lines, Inc. N/A Delta Air Lines, Inc. 830867AB3 89000.00000000 PA USD 97186.34000000 0.019163115479 Long DBT CORP US N 2 2028-10-20 Fixed 0.04750000 N N N N N N Jbs Finance Luxembourg S.A R.L. N/A JBS Finance Luxembourg SARL 46592QAA7 52000.00000000 PA USD 52195.52000000 0.010291865886 Long DBT CORP LU N 2 2032-01-15 Fixed 0.03625000 N N N N N N Cci Buyer, Inc. 254900TMV7DAFRQALU04 CCI Buyer, Inc., Term Loan N/A 133987.50000000 PA USD 133987.50000000 0.026419535249 Long DBT CORP US N 2 2027-12-17 Floating 0.04500000 N N N N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 LyondellBasell Industries NV N53745100 2476.00000000 NS USD 228361.48000000 0.045028112102 Long EC CORP NL N 1 N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 Bombardier, Inc. 097751BV2 20000.00000000 PA USD 20748.20000000 0.004091111493 Long DBT CORP CA N 2 2026-06-15 Fixed 0.07125000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 CenterPoint Energy, Inc. 15189TAW7 34000.00000000 PA USD 34940.55000000 0.006889546355 Long DBT CORP US N 2 2024-09-01 Fixed 0.02500000 N N N N N N Primo Water Corporation 5493005TMUI9D3MY9I37 Primo Water Corporation 74167P108 21774.00000000 NS USD 383875.62000000 0.075692250947 Long EC CORP CA N 1 N N N Air Lease Corporation 5493004NW4M4P8TMMK63 Air Lease Corporation 00914AAF9 32000.00000000 PA USD 32439.65000000 0.006396421133 Long DBT CORP US N 2 2025-02-01 Fixed 0.02300000 N N N N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 Intuit, Inc. 46124HAB2 35000.00000000 PA USD 34496.49000000 0.006801987002 Long DBT CORP US N 2 2025-07-15 Fixed 0.00950000 N N N N N N Howmet Aerospace Inc. 549300HO5WFZUT5N2T22 Howmet Aerospace, Inc. 443201AA6 3000.00000000 PA USD 3449.13000000 0.000680096364 Long DBT CORP US N 2 2025-05-01 Fixed 0.06875000 N N N N N N Great Gulf Group Limited N/A Ashton Woods USA, LLC 045086AM7 45000.00000000 PA USD 44437.50000000 0.008762146451 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N Morgan Stanley & Co N/A CBOT 2-Yr. U.S. Treasury Note N/A -12.00000000 NC USD 4931.88000000 0.000972463681 N/A DIR CORP US N 1 CCM Futures, LLC N/A Short United States Department of The Treasury United States Treasury Note/Bond 2022-03-31 -2622994.44000000 USD 4931.88000000 N N N AMERICAN TRAILER WORLD 254900WNYWX3HF6TKT69 American Trailer World Corporation, Term Loan N/A 308450.00000000 PA USD 306963.27000000 0.060526742658 Long DBT CORP US N 2 2028-03-05 Floating 0.04500000 N N N N N N CF Industries Holdings, Inc. 529900CG8YAQFZ2JMV97 CF Industries Holdings, Inc. 125269100 8378.00000000 NS USD 592994.84000000 0.116926191457 Long EC CORP US N 1 N N N Charter Communications, Inc. N/A Charter Communications Operating, LLC 161175BR4 67000.00000000 PA USD 76701.88000000 0.015124008003 Long DBT CORP US N 2 2029-03-30 Fixed 0.05050000 N N N N N N Aadvantage Loyalty IP Ltd. N/A American Airlines, Inc. 00253XAA9 161000.00000000 PA USD 167419.88000000 0.033011701995 Long DBT CORP XX N 2 2026-04-20 Fixed 0.05500000 N N N N N N Empire Community Corp 549300JM1L6KK2QFP273 Empire Communities Corporation 29163VAC7 70000.00000000 PA USD 72450.00000000 0.014285626112 Long DBT CORP CA N 2 2025-12-15 Fixed 0.07000000 N N N N N N DT MIDSTREAM INC N/A DT Midstream, Inc. 23345MAA5 70000.00000000 PA USD 71662.50000000 0.014130347568 Long DBT CORP US N 2 2029-06-15 Fixed 0.04125000 N N N N N N DRAWBRIDGE SPECIAL OPPORTUNITIES FUND N/A Drawbridge Special Opportunities Fund, LP 26150TAE9 100000.00000000 PA USD 101856.78000000 0.020084028656 Long DBT CORP US N 2 2026-02-15 Fixed 0.03875000 N N N N N N Cascades Inc. N/A Cascades USA, Inc. 14739LAA0 50000.00000000 PA USD 52000.00000000 0.010253313428 Long DBT CORP XX N 2 2026-01-15 Fixed 0.05125000 N N N N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 Home Depot, Inc. 437076102 1972.00000000 NS USD 818399.72000000 0.161371323820 Long EC CORP US N 1 N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 Union Pacific Corporation 907818FJ2 45000.00000000 PA USD 46138.31000000 0.009097510643 Long DBT CORP US N 2 2027-02-05 Fixed 0.02150000 N N N N N N M&T Bank Corporation 549300WYXDDBYRASEG81 M&T Bank Corporation 55261FAN4 58000.00000000 PA USD 56828.40000000 0.011205373015 Long DBT CORP US N 2 2026-09-01 Variable 0.03500000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 Anthem, Inc. 036752103 3011.00000000 NS USD 1395718.94000000 0.275206610565 Long EC CORP US N 1 N N N American Airlines Group Inc. N/A AAdvantage Loyalty IP, Ltd., Term Loan N/A 840000.00000000 PA USD 868946.40000000 0.171338072912 Long DBT CORP US N 2 2028-04-20 Floating 0.05500000 N N N N N N Daimler AG 549300423Z16BB673J12 Daimler Finance North America, LLC 233851EC4 68000.00000000 PA USD 67319.86000000 0.013274069702 Long DBT CORP US N 2 2026-03-02 Fixed 0.01450000 N N N N N N Invesco Ltd. 549300SIHU6DQELRNG59 Invesco Senior Loan ETF 46138G508 5900.00000000 NS USD 130390.00000000 0.025710183421 Long RF US N 1 N N N Cenovus Energy Inc. 549300NKHFE6ZRF37I48 Cenovus Energy, Inc. 15135UAS8 146000.00000000 PA USD 161114.57000000 0.031768426616 Long DBT CORP CA N 2 2025-07-15 Fixed 0.05375000 N N N N N N TCI-Flatiron CLO 2016-1 Ltd. 549300EEOTVLW827QY91 TCI-Flatiron CLO, Ltd. 87230AAQ9 785000.00000000 PA USD 785160.93000000 0.154817328977 Long ABS-O CORP KY N 2 2032-01-17 Floating 0.02322200 N N N N N N Bridge Bancorp, Inc. N/A Dime Community Bancshares, Inc. 25432X102 46.00000000 NS USD 1617.36000000 0.000318909596 Long EC CORP US N 1 N N N PRECISION MEDICINE GROUP 5493005RG0LYTBKL8W81 Precision Medicine Group, LLC, Delayed Draw N/A 64038.46000000 PA USD 63698.42000000 0.012559997406 Long DBT CORP US N 2 2027-11-20 Floating 0.00000000 N N N N N N Hyundai Motor Company 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ACA3 45000.00000000 PA USD 43718.09000000 0.008620293831 Long DBT CORP US N 2 2028-09-15 Fixed 0.02100000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866FAM6 34000.00000000 PA USD 33862.52000000 0.006676981365 Long DBT CORP US N 2 2023-06-15 Fixed 0.00700000 N N N N N N Essential Properties Realty Trust, Inc. N/A Essential Properties Realty Trust, Inc. 29670E107 5867.00000000 NS USD 169145.61000000 0.033351979890 Long EC CORP US N 1 N N N Unifrax Escrow Issuer Corp. N/A Unifrax Escrow Issuer Corporation 90473LAA0 64000.00000000 PA USD 64688.00000000 0.012755121904 Long DBT CORP US N 2 2028-09-30 Fixed 0.05250000 N N N N N N Longfellow Place CLO Ltd 549300FY38ZCUKZQU403 Longfellow Place CLO, Ltd. 54303PBC8 375000.00000000 PA USD 374757.38000000 0.073894324550 Long ABS-O CORP US N 2 2029-04-15 Floating 0.02423800 N N N N N N Canadian Pacific Railway Limited N/A Canadian Pacific Railway, Ltd. 13645T100 1229.00000000 NS USD 88414.26000000 0.017433444601 Long EC CORP CA N 1 N N N Berkshire Hathaway Inc. 5493000C01ZX7D35SD85 Berkshire Hathaway, Inc. 084670702 1555.00000000 NS USD 464945.00000000 0.091677438689 Long EC CORP US N 1 N N N Genworth Mortgage Insurance Co N/A Genworth Mortgage Insurance Corporation 89600GAA9 200000.00000000 PA USD 200114.16000000 0.039458330843 Long ABS-CBDO CORP US N 2 2033-10-25 Floating 0.02151900 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Company 110122108 239.00000000 NS USD 14901.65000000 0.002938294000 Long EC CORP US N 1 N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 Arch Capital Group, Ltd. G0450A105 12411.00000000 NS USD 551668.95000000 0.108777589479 Long EC CORP BM N 1 N N N SeaWorld Entertainment, Inc. 549300UZV72O3371JJ53 SeaWorld Parks and Entertainment, Inc. 81282UAG7 73000.00000000 PA USD 74332.62000000 0.014656839438 Long DBT CORP US N 2 2029-08-15 Fixed 0.05250000 N N N N N N Morgan Stanley & Co N/A CBOT 5-Yr. U.S. Treasury Note N/A -11.00000000 NC USD -34.32000000 -0.00000676718 N/A DIR CORP US N 1 CCM Futures, LLC N/A Short United States Department of The Treasury United States Treasury Note/Bond 2022-03-31 -1330707.84000000 USD -34.32000000 N N N ACProducts Holdings, Inc. N/A ACProducts Holdings, Inc., Term Loan N/A 393025.00000000 PA USD 387129.63000000 0.076333873725 Long DBT CORP US N 2 2028-05-17 Floating 0.04750000 N N N N N N NuVasive, Inc. 549300C5ZB4NZ6TWM881 NuVasive, Inc. 670704105 7324.00000000 NS USD 384363.52000000 0.075788454632 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Ltd. 780153BC5 100000.00000000 PA USD 105750.00000000 0.020851690288 Long DBT CORP LR N 2 2023-06-15 Fixed 0.09125000 N N N N N N TC Energy Corporation 549300Y0MFCAXLBWUV51 TransCanada Trust 89356BAB4 175000.00000000 PA USD 191187.50000000 0.037698180020 Long DBT CORP CA N 2 2076-08-15 Variable 0.05875000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GXL3 67000.00000000 PA USD 66826.37000000 0.013176763786 Long DBT CORP US N 2 2023-11-17 Variable 0.00627000 N N N N N N Galaxy XIX CLO Limited 5493000B2531UL3WQV87 Galaxy XIX CLO, Ltd. 36319QBS0 250000.00000000 PA USD 248670.50000000 0.049032626477 Long ABS-O CORP KY N 2 2030-07-24 Floating 0.01973900 N N N N N N NICE Ltd. 254900YTY4EF5Z4W0A51 NICE, Ltd. ADR 653656108 1523.00000000 NS USD 462382.80000000 0.091172226388 Long EC CORP IL N 1 N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 Microchip Technology, Inc., Convertible 595017AF1 73000.00000000 PA USD 185693.75000000 0.036614927315 Long DBT CORP US N 2 2027-02-15 Fixed 0.01625000 N N N N Y Microchip Technology Inc Microchip Technology Inc USD XXXX N N N ARD Holdings S.A. N/A Ardagh Packaging Finance plc 03969AAP5 75000.00000000 PA USD 75468.75000000 0.014880860534 Long DBT CORP XX N 2 2027-08-15 Fixed 0.05250000 N N N N N N FS/KKR Advisor, LLC 549300TYRSI1T21B1360 FS KKR Capital Corporation 302635AG2 45000.00000000 PA USD 45697.04000000 0.009010501420 Long DBT CORP US N 2 2026-01-15 Fixed 0.03400000 N N N N N N GMACM Home Equity Loan Trust 2005-HE1 N/A GMAC Mortgage Corporation Loan Trust 361856EB9 40043.19250000 PA USD 26100.97000000 0.005146565888 Long ABS-CBDO CORP US N 2 2035-08-25 Floating 0.00601880 N N N N N N Leggett & Platt, Incorporated DKOVQUCDW4ZLYCUD4T55 Leggett & Platt, Inc. 524660107 7516.00000000 NS USD 309358.56000000 0.060999043795 Long EC CORP US N 1 N N N CNT HOLDINGS I CORP N/A CNT Holdings I Corporation, Term Loan N/A 95000.00000000 PA USD 95356.25000000 0.018802259972 Long DBT CORP US N 2 2028-11-06 Floating 0.07500000 N N N N N N American Electric Power Company, Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Company, Inc. 025537AN1 44000.00000000 PA USD 42896.51000000 0.008458295423 Long DBT CORP US N 2 2030-03-01 Fixed 0.02300000 N N N N N N Medtronic plc 549300GX3ZBSQWUXY261 Medtronic plc G5960L103 9394.00000000 NS USD 971809.30000000 0.191620487409 Long EC CORP US N 1 N N N Independent Bank Corporation N/A Independent Bank Corporation 453838609 356.00000000 NS USD 8497.72000000 0.001675572818 Long EC CORP US N 1 N N N NEW Asurion Corporation 549300KNQVXGIOXWK278 Asurion, LLC, Term Loan N/A 212850.00000000 PA USD 211253.63000000 0.041654801561 Long DBT CORP US N 2 2026-12-23 Floating 0.03354300 N N N N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage, 4.125% 74460W537 6150.00000000 NS USD 155410.50000000 0.030643703202 Long EP CORP US N 1 N N N Independence Realty Trust, Inc. 549300Z3L8NU44NQEB29 Independence Realty Trust, Inc. 45378A106 11415.00000000 NS USD 294849.45000000 0.058138150480 Long EC CORP US N 1 N N N Hess Corporation UASVRYNXNK17ULIGK870 Hess Corporation 42809HAF4 38000.00000000 PA USD 39643.90000000 0.007816948696 Long DBT CORP US N 2 2024-07-15 Fixed 0.03500000 N N N N N N Endo International plc N/A Endo Finance, LLC 29273DAB6 35000.00000000 PA USD 35627.20000000 0.007024939387 Long DBT CORP XX N 2 2027-07-31 Fixed 0.09500000 N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma plc 78081BAH6 105000.00000000 PA USD 102784.83000000 0.020267020723 Long DBT CORP GB N 2 2025-09-02 Fixed 0.01200000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 Anthem, Inc. 036752AP8 67000.00000000 PA USD 68403.97000000 0.013487833541 Long DBT CORP US N 2 2031-03-15 Fixed 0.02550000 N N N N N N Roche Holding AG PVJRP0EQNV6OGDPZGY95 Roche Holdings, Inc. 771196BX9 62000.00000000 PA USD 61816.75000000 0.012188971401 Long DBT CORP US N 2 2031-12-13 Fixed 0.02076000 N N N N N N Expedia Group, Inc. N/A Expedia Group, Inc. 30212P303 2004.00000000 NS USD 362162.88000000 0.071410952320 Long EC CORP US N 1 N N N Viemed Healthcare, Inc. N/A Viemed Healthcare, Inc. 92663R105 25686.00000000 NS USD 134080.92000000 0.026437955721 Long EC CORP CA N 1 N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 ViacomCBS, Inc. 92553PBD3 44000.00000000 PA USD 43876.36000000 0.008651501368 Long DBT CORP US N 2 2057-02-28 Variable 0.05875000 N N N N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 Best Buy Company, Inc. 08652BAB5 45000.00000000 PA USD 43172.20000000 0.008512655730 Long DBT CORP US N 2 2030-10-01 Fixed 0.01950000 N N N N N N Societe Generale Societe anonyme O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RAZ5 41000.00000000 PA USD 39931.72000000 0.007873700786 Long DBT CORP FR N 2 2026-12-14 Variable 0.01488000 N N N N N N Ciena Corporation W0CZ7N0GH8UIGXDM1H41 Ciena Corporation 171779309 9410.00000000 NS USD 724287.70000000 0.142814400004 Long EC CORP US N 1 N N N MidWestOne Financial Group, Inc. N/A MidWestOne Financial Group, Inc. 598511103 1999.00000000 NS USD 64707.63000000 0.012758992530 Long EC CORP US N 1 N N N Tiger Acquisition, Llc 25490011XE2GWJKY5N51 Tiger Acquisition, LLC, Term Loan N/A 169575.00000000 PA USD 168364.23000000 0.033197908082 Long DBT CORP US N 2 2028-06-01 Floating 0.03750000 N N N N N N Societe Generale Societe anonyme O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368JFA3 84000.00000000 PA USD 97096.44000000 0.019145389078 Long DBT CORP FR N 2 2025-09-29 Variable 0.08000000 N N N N N N BlackRock, Inc. 549300YX74JNY54XCY80 iShares S&P U.S. Preferred Stock Index Fund 464288687 7500.00000000 NS USD 295725.00000000 0.058310790644 Long RF US N 1 N N Air Lease Corporation 5493004NW4M4P8TMMK63 Air Lease Corporation 00912X302 6917.00000000 NS USD 305938.91000000 0.060324760270 Long EC CORP US N 1 N N N American Axle & Manufacturing Holdings, Inc. RY5TAKFOBLDUGX31MS24 American Axle & Manufacturing, Inc. 02406PAU4 110000.00000000 PA USD 114262.50000000 0.022530177415 Long DBT CORP US N 2 2027-04-01 Fixed 0.06500000 N N N N N BlackRock, Inc. 97ZR60BLU36N5VJMH054 BlackRock Corporate High Yield Fund, Inc. 09255P107 5809.00000000 NS USD 71683.06000000 0.014134401570 Long RF US N 1 N N N REAL HERO MERGER SUB 2 N/A Real Hero Merger Sub 2, Inc. 75602BAA7 50000.00000000 PA USD 49922.00000000 0.009843575249 Long DBT CORP US N 2 2029-02-01 Fixed 0.06250000 N N N N N N Chobani Inc. 549300ISVDMZ91KNTR38 Chobani, LLC, Term Loan N/A 266625.00000000 PA USD 267024.94000000 0.052651738518 Long DBT CORP US N 2 2027-10-23 Floating 0.04500000 N N N N N N Ares Management Corporation WEQ82666OJYSI5GUAB47 Ares Capital Corporation, Convertible 04010LAW3 73000.00000000 PA USD 83497.40000000 0.016463942550 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 CQP HOLDCO LP/BIP-V CHIN N/A CQP Holdco, LP 12657NAA8 53000.00000000 PA USD 55318.75000000 0.010907701580 Long DBT CORP US N 2 2031-06-15 Fixed 0.05500000 N N N N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Company 723787AQ0 68000.00000000 PA USD 64582.42000000 0.012734303734 Long DBT CORP US N 2 2030-08-15 Fixed 0.01900000 N N N N N N British American Tobacco p.l.c. 2138005GYEXN7XRHFA84 BAT Capital Corporation 05526DAZ8 56000.00000000 PA USD 58203.25000000 0.011476464707 Long DBT CORP US N 2 2024-08-15 Fixed 0.03222000 N N N N N N salesforce.com, inc. RCGZFPDMRW58VJ54VR07 Salesforce.com, Inc. 79466LAJ3 45000.00000000 PA USD 44578.89000000 0.008790025604 Long DBT CORP US N 2 2031-07-15 Fixed 0.01950000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 928563402 921.00000000 NS USD 106725.48000000 0.021044034561 Long EC CORP US N 1 N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corporation 30231GBH4 90000.00000000 PA USD 94582.71000000 0.018649734048 Long DBT CORP US N 2 2025-03-19 Fixed 0.02992000 N N N N N N Dewolf Park CLO, Ltd. N/A Dewolf Park CLO, Ltd. 25211AAL3 350000.00000000 PA USD 347375.70000000 0.068495229411 Long ABS-O CORP KY N 2 2030-10-15 Floating 0.02973800 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 Oracle Corporation 68389XBT1 112000.00000000 PA USD 114624.36000000 0.022601528645 Long DBT CORP US N 2 2025-04-01 Fixed 0.02500000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation - REMIC 3137AQGC6 433623.19400000 PA USD 20498.80000000 0.004041935025 Long ABS-CBDO USGSE US N 2 2027-05-15 Fixed 0.03000000 N N N N N N Nabors Industries Ltd. N/A Nabors Industries, Ltd. 629571AA8 85000.00000000 PA USD 78625.00000000 0.015503207082 Long DBT CORP BM N 2 2026-01-15 Fixed 0.07250000 N N N N N N Owl Rock Technology Finance Corp. 254900G5EZJSOD3UKL16 Owl Rock Technology Finance Corporation 691205AC2 22000.00000000 PA USD 23418.76000000 0.004617690122 Long DBT CORP US N 2 2025-12-15 Fixed 0.04750000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2L6 90000.00000000 PA USD 104554.59000000 0.020615980415 Long DBT CORP US N 2 2031-04-04 Variable 0.04478000 N N N N N N Principal Financial Group, Inc. 635400WSLKBQWSOIIT41 Principal Life Global Funding II 74256LEP0 68000.00000000 PA USD 66362.20000000 0.013085239161 Long DBT CORP US N 2 2026-08-16 Fixed 0.01250000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 Lamb Weston Holdings, Inc. 513272104 10598.00000000 NS USD 671701.24000000 0.132445448918 Long EC CORP US N 1 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 Anthem, Inc. 036752AJ2 79000.00000000 PA USD 81461.76000000 0.016062556878 Long DBT CORP US N 2 2025-01-15 Fixed 0.02375000 N N N N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 Boston Scientific Corporation 101137107 755.00000000 NS USD 32072.40000000 0.006324007107 Long EC CORP US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 O'Reilly Automotive, Inc. 67103HAH0 67000.00000000 PA USD 73952.75000000 0.014581937011 Long DBT CORP US N 2 2029-06-01 Fixed 0.03900000 N N N N N N Skymiles Ip Ltd. & Delta Air Lines Inc. N/A Delta Air Lines, Inc. 830867AA5 95882.00000000 PA USD 100773.08000000 0.019870345660 Long DBT CORP US N 2 2025-10-20 Fixed 0.04500000 N N N N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 Mohawk Industries, Inc. 608190104 911.00000000 NS USD 165965.98000000 0.032725023295 Long EC CORP US N 1 N N N The Southern Company 549300FC3G3YU2FBZD92 Southern Company 842587107 545.00000000 NS USD 37376.10000000 0.007369785923 Long EC CORP US N 1 N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 928563AJ4 91000.00000000 PA USD 89433.10000000 0.017634338560 Long DBT CORP US N 2 2026-08-15 Fixed 0.01400000 N N N N N N Rite Aid Corporation 529900W353T1JY1DKT44 Rite Aid Corporation 767754CK8 80000.00000000 PA USD 82240.00000000 0.016216009544 Long DBT CORP US N 2 2025-07-01 Fixed 0.07500000 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 Becton, Dickinson and Company 075887CJ6 67000.00000000 PA USD 69349.60000000 0.013674292017 Long DBT CORP US N 2 2030-05-20 Fixed 0.02823000 N N N N N N Patrick Industries, Inc. 549300FZ5ZTCCJ3Z5W14 Patrick Industries, Inc., Convertible 703343AB9 78000.00000000 PA USD 86482.50000000 0.017052541895 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 Boston Properties, Inc. BVHHEFJI6SHNOKQT2572 Boston Properties, LP 10112RBE3 45000.00000000 PA USD 44663.51000000 0.008806710900 Long DBT CORP US N 2 2032-04-01 Fixed 0.02550000 N N N N N N Volkswagen AG 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance, LLC 928668BE1 17000.00000000 PA USD 17885.67000000 0.003526680391 Long DBT CORP US N 2 2025-05-13 Fixed 0.03350000 N N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 Tapestry, Inc. 876030AA5 41000.00000000 PA USD 41240.90000000 0.008131843726 Long DBT CORP US N 2 2032-03-15 Fixed 0.03050000 N N N N N N Fox Corporation 549300DDU6FDRBIELS05 Fox Corporation 35137LAG0 76000.00000000 PA USD 80262.95000000 0.015826176596 Long DBT CORP US N 2 2024-01-25 Fixed 0.04030000 N N N N N N The Gap, Inc. T2ZG1WRWZ4BUCMQL9224 Gap, Inc. 364760AP3 22000.00000000 PA USD 21760.20000000 0.004290656747 Long DBT CORP US N 2 2029-10-01 Fixed 0.03625000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 American Tower Corporation 03027XAT7 50000.00000000 PA USD 52208.41000000 0.010294407525 Long DBT CORP US N 2 2024-05-15 Fixed 0.03375000 N N N N N N Morgan Stanley & Co N/A CME E-mini Russell 2000 Index N/A -121.00000000 NC USD -42587.01000000 -0.00839726849 N/A DE CORP US N 1 Morgan Stanley & Company N/A Short Russell 2000 Index RTY 2022-03-21 -13526352.99000000 USD -42587.01000000 N N N Winnebago Industries, Inc. 549300B7OYKYJLTE3G11 Winnebago Industries, Inc., Convertible 974637AB6 173000.00000000 PA USD 230766.12000000 0.045502256864 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 OZLM IX Ltd N/A OZLM IX, Ltd. 67109KBA1 425000.00000000 PA USD 425924.38000000 0.083983387785 Long ABS-O CORP KY N 2 2031-10-20 Floating 0.01681500 N N N N N N Frontier Communications Corporation N/A Frontier Communications Holdings, LLC 35906ABE7 79000.00000000 PA USD 83542.50000000 0.016472835328 Long DBT CORP US N 2 2027-10-15 Fixed 0.05875000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc. 713448108 118.00000000 NS USD 20497.78000000 0.004041733902 Long EC CORP US N 1 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280BP3 91000.00000000 PA USD 100234.68000000 0.019764184430 Long DBT CORP GB N 2 2028-03-23 Variable 0.06500000 N N N N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 Entergy Corporation 29364GAN3 45000.00000000 PA USD 44092.47000000 0.008694113744 Long DBT CORP US N 2 2028-06-15 Fixed 0.01900000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PBK1 31000.00000000 PA USD 31464.03000000 0.006204049255 Long DBT CORP US N 2 2026-04-22 Variable 0.02083000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 Centene Corporation 15135BAR2 85000.00000000 PA USD 88612.50000000 0.017472533387 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CN7 112000.00000000 PA USD 111908.16000000 0.022065950762 Long DBT CORP GB N 2 2030-12-17 Variable 0.04600000 N N N N N N LCPR Senior Secured Financing DAC 549300LE5FM8IKMXSP90 LCPR Senior Secured Financing DAC 50201DAA1 54000.00000000 PA USD 56700.00000000 0.011180055218 Long DBT CORP IE N 2 2027-10-15 Fixed 0.06750000 N N N N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020AR8 54000.00000000 PA USD 58728.36000000 0.011580005426 Long DBT CORP US N 2 2025-04-15 Fixed 0.04950000 N N N N N N DIRECTV Entertainment Holdings LLC N/A DIRECTV Holdings, LLC 25461LAA0 86000.00000000 PA USD 88039.06000000 0.017359463001 Long DBT CORP US N 2 2027-08-15 Fixed 0.05875000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 Harvest Midstream, LP 417558AA1 85000.00000000 PA USD 90950.00000000 0.017933439544 Long DBT CORP US N 2 2028-09-01 Fixed 0.07500000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 Broadcom, Inc. 11135F101 1893.00000000 NS USD 1259621.13000000 0.248370966280 Long EC CORP SG N 1 N N N Vericrest Opportunity Loan Transferee N/A Vericrest Opportunity Loan Transferee 91835DAB7 350000.00000000 PA USD 346219.44000000 0.068267239100 Long ABS-CBDO CORP US N 2 2051-05-25 Variable 0.04826300 N N N N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 Akamai Technologies, Inc., Convertible 00971TAL5 233000.00000000 PA USD 272470.20000000 0.053725430008 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 American Electric Power Company, Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Company, Inc., Convertible, 6.125% 025537127 1386.00000000 NS USD 69466.32000000 0.013697306762 Long EP CORP US N 1 N N N The Mosaic Company 2YD5STGSJNMUB7H76907 Mosaic Company 61945CAF0 15000.00000000 PA USD 15289.89000000 0.003014846816 Long DBT CORP US N 2 2022-11-15 Fixed 0.03250000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136ABC35 424257.63100000 PA USD 41724.51000000 0.008227201512 Long ABS-CBDO USGSE US N 2 2033-02-25 Fixed 0.03000000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 Sysco Corporation 871829107 4118.00000000 NS USD 323468.90000000 0.063781307999 Long EC CORP US N 1 N N N Realty Income Corporation 549300CUWDAUZSH43859 Realty Income Corporation 756109BF0 45000.00000000 PA USD 50628.01000000 0.009982785668 Long DBT CORP US N 2 2026-06-01 Fixed 0.04875000 N N N N N N Conns Receivables Funding 2020-A LLC N/A Conn's Receivables Funding 20825XAA6 9681.27000000 PA USD 9691.61000000 0.001910982979 Long ABS-O CORP US N 2 2025-06-16 Fixed 0.01710000 N N N N N N Gray Television, Inc. N/A Gray Escrow II, Inc. 389286AA3 140000.00000000 PA USD 144025.00000000 0.028398720509 Long DBT CORP US N 2 2031-11-15 Fixed 0.05375000 N N N N N N Realogy Holdings Corp. N/A Realogy Group, LLC 75606DAL5 90000.00000000 PA USD 92250.00000000 0.018189772379 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N Alliant Energy Corporation 5493009ML300G373MZ12 Alliant Energy Corporation 018802108 7045.00000000 NS USD 433056.15000000 0.085389623806 Long EC CORP US N 1 N N N Spectrum Brands Holdings, Inc. 549300VU3EH2E73C1Q04 Spectrum Brands, Inc. 84762LAV7 50000.00000000 PA USD 52437.50000000 0.010339579286 Long DBT CORP US N 2 2029-10-01 Fixed 0.05000000 N N N N N N The Walt Disney Company 549300GZKULIZ0WOW665 Walt Disney Company 254687106 134.00000000 NS USD 20755.26000000 0.004092503578 Long EC CORP US N 1 N N N Teleflex Incorporated UUL85LWXB4NGSWWXIQ25 Teleflex, Inc. 879369AF3 120000.00000000 PA USD 124800.00000000 0.024607952227 Long DBT CORP US N 2 2027-11-15 Fixed 0.04625000 N N N N N N MultiPlan Corporation 5493002WXOPRPTXWTU06 MPH Acquisition Holdings, LLC 553283AC6 41000.00000000 PA USD 38991.00000000 0.007688210459 Long DBT CORP US N 2 2028-11-01 Fixed 0.05750000 N N N N N CNH Industrial N.V. 549300PNSJ5B81UMVO28 CNH Industrial Capital, LLC 12592BAK0 20000.00000000 PA USD 20260.21000000 0.003994890062 Long DBT CORP US N 2 2023-07-02 Fixed 0.01950000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 Southern Company 842587DJ3 109000.00000000 PA USD 109000.00000000 0.021492522378 Long DBT CORP US N 2 2051-09-15 Variable 0.03750000 N N N N N N Radian Group Inc. 54930005OUP720S5U385 Radian Group, Inc. 750236101 12537.00000000 NS USD 264906.81000000 0.052234087541 Long EC CORP US N 1 N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 Omega Healthcare Investors, Inc. 681936BM1 45000.00000000 PA USD 45326.10000000 0.008937359803 Long DBT CORP US N 2 2031-02-01 Fixed 0.03375000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 Nutrien, Ltd. 67077MAE8 86000.00000000 PA USD 94026.99000000 0.018540157676 Long DBT CORP CA N 2 2026-12-15 Fixed 0.04000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254BT6 40000.00000000 PA USD 42650.00000000 0.008409688802 Long DBT CORP GB N 2 2025-07-26 Variable 0.06000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 CSX Corporation 126408HM8 45000.00000000 PA USD 50591.29000000 0.009975545251 Long DBT CORP US N 2 2029-03-15 Fixed 0.04250000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer, LP 29278NAQ6 67000.00000000 PA USD 70996.94000000 0.013999113043 Long DBT CORP US N 2 2030-05-15 Fixed 0.03750000 N N N N N N Fortress Transportation and Infrastructure Investors LLC 529900E7PUVK6BC8PE80 Fortress Transportation and Infrastructure Investors, LLC 34960PAD3 30000.00000000 PA USD 30573.00000000 0.006028356758 Long DBT CORP US N 2 2028-05-01 Fixed 0.05500000 N N N N N N Financial Institutions, Inc. N/A Financial Institutions, Inc. 317585404 235.00000000 NS USD 7473.00000000 0.001473519447 Long EC CORP US N 1 N N N EnLink Midstream, LLC 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners, LP 29336UAF4 70000.00000000 PA USD 73675.00000000 0.014527170515 Long DBT CORP US N 2 2026-07-15 Fixed 0.04850000 N N N N N N Teladoc Health, Inc. 549300I2PVFBC9MFAC61 Teladoc Health, Inc. 87918A105 2051.00000000 NS USD 188322.82000000 0.037133324983 Long EC CORP US N 1 N N N Ares Management Corporation WEQ82666OJYSI5GUAB47 Ares Capital Corporation 04010LAV5 18000.00000000 PA USD 19049.66000000 0.003756194897 Long DBT CORP US N 2 2025-03-01 Fixed 0.04250000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172109 13538.00000000 NS USD 1286110.00000000 0.253594017943 Long EC CORP US N 1 N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 Target Corporation 87612E106 1240.00000000 NS USD 286985.60000000 0.056587563580 Long EC CORP US N 1 N N N Chipotle Mexican Grill, Inc. N/A Chipotle Mexican Grill, Inc. 169656105 602.00000000 NS USD 1052446.50000000 0.207520458285 Long EC CORP US N 1 N N N Comerica Incorporated I9Q57JVPWHHZ3ZGBW498 Comerica, Inc. 200340107 4709.00000000 NS USD 409683.00000000 0.080780927022 Long EC CORP US N 1 N N N Dolby Laboratories, Inc. 549300X04FB2QPCJ5J24 Dolby Laboratories, Inc. 25659T107 2298.00000000 NS USD 218815.56000000 0.043145856146 Long EC CORP US N 1 N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corporation 674599CH6 60000.00000000 PA USD 61540.80000000 0.012134559827 Long DBT CORP US N 2 2026-04-15 Fixed 0.03400000 N N N N N N II-VI Incorporated 549300O5C25A0MMHHU33 II-VI, Inc. 902104108 1387.00000000 NS USD 94773.71000000 0.018687395257 Long EC CORP US N 1 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GJT7 89000.00000000 PA USD 90319.54000000 0.017809126005 Long DBT CORP US N 2 2032-04-22 Variable 0.02687000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287Y109 3759.00000000 NS USD 508968.60000000 0.100357972709 Long EC CORP US N 1 N N N Wind River CLO Ltd 549300HNMTL6LADXI169 Wind River CLO, Ltd. 97316FAE1 200000.00000000 PA USD 200002.20000000 0.039436254671 Long ABS-O CORP US N 2 2030-07-20 Floating 0.02131500 N N N N N N Hertz Global Holdings, Inc. 549300PD0C69OJ0NLB27 Hertz Corporation 428040DB2 54000.00000000 PA USD 54046.17000000 0.010656775396 Long DBT CORP US N 2 2029-12-01 Fixed 0.05000000 N N N N N N Sound Point CLO XXI, Ltd. 5493001O6AOY43J70E72 Sound Point CLO XXI, Ltd. 83613HAC1 800000.00000000 PA USD 800032.00000000 0.157749593241 Long ABS-O CORP KY N 2 2031-10-26 Floating 0.01574900 N N N N N N Ares Management Corporation WEQ82666OJYSI5GUAB47 Ares Capital Corporation 04010LAZ6 113000.00000000 PA USD 119090.01000000 0.023482061513 Long DBT CORP US N 2 2026-01-15 Fixed 0.03875000 N N N N N N Truist Financial Corporation JJKC32MCHWDI71265Z06 Truist Bank 89788KAA4 42000.00000000 PA USD 41890.54000000 0.008259939159 Long DBT CORP US N 2 2030-03-11 Fixed 0.02250000 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 Navient Corporation 78442FEQ7 45000.00000000 PA USD 46867.50000000 0.009241291674 Long DBT CORP US N 2 2023-01-25 Fixed 0.05500000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS Health Corporation 126650CX6 35000.00000000 PA USD 39276.55000000 0.007744514952 Long DBT CORP US N 2 2028-03-25 Fixed 0.04300000 N N N N N N Oha Credit Funding 1, Ltd. N/A OHA Credit Funding 1, Ltd. 67115WAE0 390000.00000000 PA USD 390031.20000000 0.076906002699 Long ABS-O CORP KY N 2 2030-10-20 Floating 0.01581500 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 Synchrony Financial 87165BAL7 90000.00000000 PA USD 95576.49000000 0.018845686698 Long DBT CORP US N 2 2026-08-04 Fixed 0.03700000 N N N N N N Lehman Brothers Holdings, Inc. N/A Structured Adjustable Rate Mortgage Loan Trust 863579WZ7 123772.59800000 PA USD 95553.27000000 0.018841108199 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 0.02933000 N N N N N N ALLIED UNIVERSAL N/A Allied Universal Holdco, LLC 019576AC1 35000.00000000 PA USD 34037.50000000 0.006711483765 Long DBT CORP US N 2 2029-06-01 Fixed 0.06000000 N N N N N N Nissan Motor Co., Ltd. 353800DRBDH1LUTNAY26 Nissan Motor Company, Ltd. 654744AA9 54000.00000000 PA USD 55408.50000000 0.010925398405 Long DBT CORP JP N 2 2023-09-15 Fixed 0.03043000 N N N N N N Cleveland-Cliffs Inc. 549300TM2WLI2BJMDD86 Cleveland-Cliffs, Inc. 185899AH4 60000.00000000 PA USD 62475.00000000 0.012318764546 Long DBT CORP US N 2 2027-06-01 Fixed 0.05875000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 Continental Resources, Inc. 212015AT8 86000.00000000 PA USD 101275.32000000 0.019969376894 Long DBT CORP US N 2 2031-01-15 Fixed 0.05750000 N N N N N N Allison Transmission Holdings, Inc. MWKQ3I0U1GXP2YDSZW75 Allison Transmission, Inc. 019736AG2 100000.00000000 PA USD 97500.00000000 0.019224962677 Long DBT CORP US N 2 2031-01-30 Fixed 0.03750000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 48126HAA8 84000.00000000 PA USD 87570.00000000 0.017266974171 Long DBT CORP US N 2 2023-08-01 Variable 0.06000000 N N N N N N Mattel, Inc. 549300VELLG24KHTJ564 Mattel, Inc. 577081BE1 95000.00000000 PA USD 97424.40000000 0.019210055937 Long DBT CORP US N 2 2026-04-01 Fixed 0.03375000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GYB4 44000.00000000 PA USD 44315.99000000 0.008738187218 Long DBT CORP US N 2 2032-04-22 Variable 0.02615000 N N N N N N AMSTED Industries Incorporated N2VLGYMEEBIU3PFSUY86 Amsted Industries, Inc. 032177AH0 80000.00000000 PA USD 83200.00000000 0.016405301485 Long DBT CORP US N 2 2027-07-01 Fixed 0.05625000 N N N N N N Illinois Tool Works Inc. 76NA4I14SZCFAYMNSV04 Illinois Tool Works, Inc. 452308109 860.00000000 NS USD 212248.00000000 0.041850870547 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley, 5.850% 61762V606 5880.00000000 NS USD 171049.20000000 0.033727328062 Long EP CORP US N 1 N N N RALI Series 2007-QS1 Trust N/A Residential Accredit Loans, Inc. Trust 74922KAA3 101217.67500000 PA USD 98468.70000000 0.019415970076 Long ABS-CBDO CORP US N 2 2037-01-25 Fixed 0.06000000 N N N N N N Invesco Ltd. N/A Invesco Dynamic Credit Opportunities Fund 46091B207 5658.00000000 NS USD 66812.49000000 0.013174026940 Long RF US N 3 N N N Hancock Whitney Corporation 549300GRNBWY8HIICT41 Hancock Whitney Corporation 410120109 87.00000000 NS USD 4351.74000000 0.000858072195 Long EC CORP US N 1 N N N NCR Corporation 549300YKTY8JX1DV2R67 NCR Corporation, Term Loan N/A 171162.50000000 PA USD 169344.75000000 0.033391246137 Long DBT CORP US N 2 2026-08-28 Floating 0.02630000 N N N N N N Selective Insurance Group, Inc. 549300R3WGJWLE40R258 Selective Insurance Group, Inc. 816300107 1417.00000000 NS USD 116108.98000000 0.022894264687 Long EC CORP US N 1 N N N SunCoke Energy, Inc. 1KF1J2NXQE2PI0QOB943 SunCoke Energy, Inc. 86722AAD5 75000.00000000 PA USD 74625.00000000 0.014714490664 Long DBT CORP US N 2 2029-06-30 Fixed 0.04875000 N N N N N N American Finance Trust, Inc. N/A American Finance Trust, Inc. 02608AAA7 55000.00000000 PA USD 55404.80000000 0.010924668842 Long DBT CORP US N 2 2028-09-30 Fixed 0.04500000 N N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 Lincoln National Corporation 534187BN8 50000.00000000 PA USD 44375.00000000 0.008749822757 Long DBT CORP US N 2 2022-02-17 Floating 0.02515400 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YAQ2 141000.00000000 PA USD 149942.69000000 0.029565565323 Long DBT CORP US N 2 2025-05-14 Fixed 0.03600000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 Zoetis, Inc. 98978VAN3 68000.00000000 PA USD 75449.14000000 0.014876993851 Long DBT CORP US N 2 2028-08-20 Fixed 0.03900000 N N N N N N Western Midstream Partners, LP L6D8A6MLSY454J2JXJ60 Western Midstream Operating, LP 958254AL8 30000.00000000 PA USD 35835.60000000 0.007066031513 Long DBT CORP US N 2 2048-08-15 Fixed 0.05500000 N N N N N N CIT Group Inc. N/A Residential Asset Securitization Trust 45660LEW5 224157.73500000 PA USD 233910.73000000 0.046122308247 Long ABS-CBDO CORP US N 2 2035-04-25 Fixed 0.05500000 N N N N N N Morgan Stanley 5493002EIY4NK3I3E865 Eaton Vance Tax-Managed Global Diversified Equity Income Fund 27829F108 2001.00000000 NS USD 21350.67000000 0.004209905988 Long RF US N 1 N N N Spirit Realty Capital, Inc. 549300GTBVIBJRX5BW73 Spirit Realty, LP 84861TAH1 100000.00000000 PA USD 97330.15000000 0.019191471806 Long DBT CORP US N 2 2028-03-15 Fixed 0.02100000 N N N N N N MAMBA PURCHASER INC N/A Mamba Purchaser, Inc., Term Loan N/A 50000.00000000 PA USD 50062.50000000 0.009871278913 Long DBT CORP US N 2 2029-10-14 Floating 0.07000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156RBT4 164000.00000000 PA USD 184176.63000000 0.036315782952 Long DBT CORP US N 2 2028-03-15 Variable 0.05875000 N N N N N N Credit Acceptance Corporation N/A Credit Acceptance Corporation 225310AN1 70000.00000000 PA USD 71750.00000000 0.014147600739 Long DBT CORP US N 2 2024-12-31 Fixed 0.05125000 N N N N N N Cigna Corporation 549300VIWYMSIGT1U456 Cigna Holding Company 125523100 2121.00000000 NS USD 487045.23000000 0.096035142247 Long EC CORP US N 1 N N N Banco Santander, S.A. 549300F5XIFGNNW4CF72 Santander UK Group Holdings plc 80281LAQ8 92000.00000000 PA USD 90074.21000000 0.017760752056 Long DBT CORP GB N 2 2027-06-14 Variable 0.01673000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 CP Atlas Buyer, Inc., Term Loan N/A 406951.84000000 PA USD 404713.60000000 0.079801065181 Long DBT CORP US N 2 2027-11-23 Floating 0.04250000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 American Tower Corporation 03027XAW0 67000.00000000 PA USD 72889.76000000 0.014372337595 Long DBT CORP US N 2 2029-08-15 Fixed 0.03800000 N N N N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 Essential Utilities, Inc. 29670G102 579.00000000 NS USD 31086.51000000 0.006129610200 Long EC CORP US N 1 N N N The Scotts Miracle-Gro Company 2TH9E0JTOUXOEGI2R879 Scotts Miracle-Gro Company 810186AS5 100000.00000000 PA USD 104250.00000000 0.020555921632 Long DBT CORP US N 2 2029-10-15 Fixed 0.04500000 N N N N N N Owl Rock Technology Finance Corp. 254900G5EZJSOD3UKL16 Owl Rock Technology Finance Corporation 691205AE8 67000.00000000 PA USD 69012.94000000 0.013607909700 Long DBT CORP US N 2 2026-06-17 Fixed 0.03750000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 Sensata Technologies, Inc. 81728UAB0 110000.00000000 PA USD 109609.50000000 0.021612703042 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N FS/KKR Advisor, LLC 549300TYRSI1T21B1360 FS KKR Capital Corporation 302635206 1319.00000000 NS USD 27619.86000000 0.005446059258 Long EC CORP US N 1 N N N DT MIDSTREAM INC N/A DT Midstream, Inc. 23345MAB3 25000.00000000 PA USD 26000.00000000 0.005126656714 Long DBT CORP US N 2 2031-06-15 Fixed 0.04375000 N N N N N N Norfolk Southern Corporation 54930036C8MWP850MI84 Norfolk Southern Corporation 655844108 1717.00000000 NS USD 511168.07000000 0.100791662233 Long EC CORP US N 1 N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 Commerzbank AG 20259BAA9 82000.00000000 PA USD 90351.95000000 0.017815516580 Long DBT CORP DE N 2 2023-09-19 Fixed 0.08125000 N N N N N N Chubb Limited E0JAN6VLUDI1HITHT809 Chubb, Ltd. H1467J104 3335.00000000 NS USD 644688.85000000 0.127119170051 Long EC CORP CH N 1 N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts, Inc. 98311AAB1 35000.00000000 PA USD 36050.00000000 0.007108306713 Long DBT CORP US N 2 2028-08-15 Fixed 0.04375000 N N N N N N O-I Glass, Inc. V2UQUCDZJ9WY98W8QU33 Owens-Brockway Glass Container, Inc. 69073TAR4 60000.00000000 PA USD 62850.00000000 0.012392706710 Long DBT CORP US N 2 2023-08-15 Fixed 0.05875000 N N N N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Company 723787107 3672.00000000 NS USD 667863.36000000 0.131688699177 Long EC CORP US N 1 N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 Huntington Bancshares, Inc. 446150AV6 126000.00000000 PA USD 133087.50000000 0.026242074055 Long DBT CORP US N 2 2027-10-15 Variable 0.04450000 N N N N N N Aon plc N/A Aon Corporation 03740LAC6 42000.00000000 PA USD 42730.47000000 0.008425555804 Long DBT CORP US N 2 2031-12-02 Fixed 0.02600000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967JM4 32000.00000000 PA USD 34240.00000000 0.006751412534 Long DBT CORP US N 2 2025-05-15 Variable 0.05950000 N N N N N N AMETEK, Inc. 549300WZDEF9KKE40E98 AMETEK, Inc. 031100100 3204.00000000 NS USD 471116.16000000 0.092894262491 Long EC CORP US N 1 N N N USA Compression Partners, LP N/A USA Compression Partners, LP 91740PAC2 40000.00000000 PA USD 41600.00000000 0.008202650742 Long DBT CORP US N 2 2026-04-01 Fixed 0.06875000 N N N N N N Howmet Aerospace Inc. 549300HO5WFZUT5N2T22 Howmet Aerospace, Inc. 443201AB4 69000.00000000 PA USD 69092.81000000 0.013623658395 Long DBT CORP US N 2 2029-01-15 Fixed 0.03000000 N N N N N N Patrick Industries, Inc. 549300FZ5ZTCCJ3Z5W14 Patrick Industries, Inc. 703343103 646.00000000 NS USD 52125.74000000 0.010278106728 Long EC CORP US N 1 N N N CSX Corporation 549300JVQR4N1MMP3Q88 CSX Corporation 126408103 10070.00000000 NS USD 378632.00000000 0.074658318652 Long EC CORP US N 1 N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 American Homes 4 Rent, LP 02666TAC1 45000.00000000 PA USD 44101.59000000 0.008695912018 Long DBT CORP US N 2 2031-07-15 Fixed 0.02375000 N N N N N N Air Transport Services Group, Inc. 5493000F3MSFGIXTQE27 Air Transport Services Group, Inc., Convertible 00922RAB1 79000.00000000 PA USD 87887.50000000 0.017329578536 Long DBT CORP US N 2 2024-10-15 Fixed 0.01125000 N N N N Y Air Transport Services Group Inc Air Transport Services Group Inc USD XXXX N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T, Inc., 4.750% 00206R706 11000.00000000 NS USD 288860.00000000 0.056957156093 Long EP CORP US N 1 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 060505EN0 83000.00000000 PA USD 89951.25000000 0.017736506913 Long DBT CORP US N 2 2025-03-17 Variable 0.06100000 N N N N N N CIT Group Inc. N8O96ZZJQRFYQUJY7K79 CIT Group, Inc. 125581GX0 89000.00000000 PA USD 107467.50000000 0.021190345400 Long DBT CORP US N 2 2028-03-09 Fixed 0.06125000 N N N N N N 510 Asset Backed 2021-Npl2 Trust N/A 510 Asset Backed Trust 33835JAB6 200000.00000000 PA USD 196803.34000000 0.038805506321 Long ABS-O CORP US N 2 2061-06-25 Variable 0.04089900 N N N N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 Charter Communications, Inc. 16119P108 455.00000000 NS USD 296646.35000000 0.058492461612 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals, Inc. 75886F107 126.00000000 NS USD 79571.52000000 0.015689841048 Long EC CORP US N 1 N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 NIKE, Inc. 654106103 746.00000000 NS USD 124335.82000000 0.024516425630 Long EC CORP US N 1 N N N Hindalco Industries Limited 549300G5F3W3B52WYL23 Novelis Corporation 670001AH9 30000.00000000 PA USD 29812.50000000 0.005878402049 Long DBT CORP US N 2 2031-08-15 Fixed 0.03875000 N N N N N N Gilat Satellite Networks Ltd. 529900RVHDCYJ5YWHP12 Gilat Satellite Networks, Ltd. M51474118 19066.00000000 NS USD 134796.62000000 0.026579076806 Long EC CORP IL N 1 N N COTY INC 549300BO9IWPF3S48F93 Coty, Inc. 222070AE4 54000.00000000 PA USD 55621.62000000 0.010967421216 Long DBT CORP US N 2 2026-04-15 Fixed 0.05000000 N N N N N N Hindalco Industries Limited 549300G5F3W3B52WYL23 Novelis Corporation 670001AG1 30000.00000000 PA USD 30262.50000000 0.005967132646 Long DBT CORP US N 2 2026-11-15 Fixed 0.03250000 N N N N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems, Inc., Term Loan N/A 60696.06000000 PA USD 60696.06000000 0.011967994750 Long DBT CORP US N 2 2026-09-24 Floating 0.02375000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MG3 102000.00000000 PA USD 105060.00000000 0.020715636706 Long DBT CORP US N 2 2024-09-12 Variable 0.05000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 Capital One Financial Corporation 14040HCF0 28000.00000000 PA USD 28140.00000000 0.005548619997 Long DBT CORP US N 2 2026-09-01 Variable 0.03950000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc. 174610105 3112.00000000 NS USD 147042.00000000 0.028993609867 Long EC CORP US N 1 N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 Vail Resorts, Inc., Convertible 91879QAN9 74000.00000000 PA USD 78867.44000000 0.015551011184 Long DBT CORP US N 2 2026-01-01 None 0.00000000 N N N N Y Vail Resorts Inc Vail Resorts Inc USD XXXX N N N AerCap Holdings N.V. N/A AerCap Ireland Capital DAC 00774MAQ8 59000.00000000 PA USD 60852.49000000 0.011998839477 Long DBT CORP IE N 2 2024-02-15 Fixed 0.03150000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc. 174610BD6 65000.00000000 PA USD 65000.00000000 0.012816641785 Long DBT CORP US N 2 2026-10-06 Variable 0.04000000 N N N N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 Freeport-McMoRan, Inc. 35671DCE3 90000.00000000 PA USD 93375.00000000 0.018411598872 Long DBT CORP US N 2 2028-03-01 Fixed 0.04125000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corporation 30231G102 906.00000000 NS USD 55438.14000000 0.010931242794 Long EC CORP US N 1 N N N Lincoln Electric Holdings, Inc. BIMGBY40SIN95O01BN93 Lincoln Electric Holdings, Inc. 533900106 2458.00000000 NS USD 342817.26000000 0.067596400295 Long EC CORP US N 1 N N N Progress Software Corporation 549300R65B3JG6972S24 Progress Software Corporation, Convertible 743312AA8 22000.00000000 PA USD 22814.75000000 0.004498591971 Long DBT CORP US N 2 2026-04-15 Fixed 0.01000000 N N N N Y Progress Software Corp Progress Software Corp USD XXXX N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 Duke Energy Corporation 26441CBP9 56000.00000000 PA USD 54583.14000000 0.010762654659 Long DBT CORP US N 2 2082-01-15 Variable 0.03250000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 Kroger Company 501044DL2 45000.00000000 PA USD 51827.16000000 0.010219232991 Long DBT CORP US N 2 2029-01-15 Fixed 0.04500000 N N N N N N Simon Property Group, Inc. MR92GTD0MJTTTTQDVG45 Simon Property Group, LP 828807DG9 68000.00000000 PA USD 69209.39000000 0.013646645535 Long DBT CORP US N 2 2024-09-13 Fixed 0.02000000 N N N N N N VICI Properties Inc. N/A VICI Properties, LP 92564RAA3 50000.00000000 PA USD 52073.50000000 0.010267806092 Long DBT CORP US N 2 2026-12-01 Fixed 0.04250000 N N N N N N Transocean Ltd. DOL4HJ22ADYSIWES4H94 Transocean, Inc. 893830BQ1 50000.00000000 PA USD 49000.00000000 0.009661776114 Long DBT CORP KY N 2 2027-01-30 Fixed 0.11500000 N N N N N N CBRE Group, Inc. 52990016II9MJ2OSWA10 CBRE Group, Inc. 12504L109 2779.00000000 NS USD 301549.29000000 0.059459218930 Long EC CORP US N 1 N N N General Motors Company 5493008B6JBRUJ90QL97 General Motors Financial Company, Inc. 37045XCV6 48000.00000000 PA USD 49626.85000000 0.009785377836 Long DBT CORP US N 2 2025-02-26 Fixed 0.02900000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 Continental Resources, Inc. 212015AS0 107000.00000000 PA USD 115672.35000000 0.022808170375 Long DBT CORP US N 2 2028-01-15 Fixed 0.04375000 N N N N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corporation 56585A102 4044.00000000 NS USD 258775.56000000 0.051025133158 Long EC CORP US N 1 N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 L Brands, Inc. 501797AL8 20000.00000000 PA USD 24850.00000000 0.004899900744 Long DBT CORP US N 2 2035-11-01 Fixed 0.06875000 N N N N N N Wells Fargo Asset Management Holdings, LLC 5493001HF04TYQLWJP49 Allspring Income Opportunities Fund 94987B105 12489.00000000 NS USD 114399.24000000 0.022557139685 Long RF US N 1 N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 LXP Industrial Trust 529043101 6048.00000000 NS USD 94469.76000000 0.018627462668 Long EC CORP US N 1 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MBT6 39000.00000000 PA USD 40109.14000000 0.007908684302 Long DBT CORP JP N 2 2024-09-27 Fixed 0.02448000 N N N N N N Crane Co. 549300X1RO9ID7AUCA83 Crane Company 224399105 7058.00000000 NS USD 718010.34000000 0.141576635781 Long EC CORP US N 1 N N N CQP HOLDCO LP 549300LPL012JY5D4B69 CQP Holdco LP, Term Loan N/A 611925.00000000 PA USD 610138.18000000 0.120306499884 Long DBT CORP US N 2 2028-06-04 Floating 0.04250000 N N N N N N Nippon Telegraph and Telephone Corporation 3538007PR116187GD960 NTT Finance Corporation 62954WAC9 54000.00000000 PA USD 52976.45000000 0.010445848964 Long DBT CORP JP N 2 2026-04-03 Fixed 0.01162000 N N N N N N IAC/InterActiveCorp 15OMOPB0A8K0EFUVD031 Match Group, Inc. 57667L107 1330.00000000 NS USD 175892.50000000 0.034682325618 Long EC CORP US N 1 N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GXS8 51000.00000000 PA USD 50000.70000000 0.009859093244 Long DBT CORP US N 2 2026-02-12 Variable 0.00855000 N N N N N N Transocean Ltd. 5493000CTMQ2LH21VM89 Transocean Proteus, Ltd. 893829AA9 25000.00000000 PA USD 24625.00000000 0.004855535445 Long DBT CORP KY N 2 2024-12-01 Fixed 0.06250000 N N N N N N Packaging Holdings Limited 5493002QNV81KCX40V06 Pactiv Evergreen Group Holdings, Inc., Term Loan N/A 445500.00000000 PA USD 442577.52000000 0.087267039015 Long DBT CORP US N 2 2026-02-05 Floating 0.03354300 N N N N N N Targa Resources Corp. N/A Targa Resources Partners, LP 87612BBE1 40000.00000000 PA USD 41222.80000000 0.008128274784 Long DBT CORP US N 2 2027-02-01 Fixed 0.05375000 N N N N N N Telesat Partnership LP N/A Telesat Canada 87952VAM8 15000.00000000 PA USD 11640.00000000 0.002295164775 Long DBT CORP CA N 2 2027-10-15 Fixed 0.06500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209SBD4 45000.00000000 PA USD 50757.32000000 0.010008282898 Long DBT CORP US N 2 2029-02-14 Fixed 0.04800000 N N N N N N Waste Pro USA, Inc. 549300BY1QXU5BI3UF28 Waste Pro USA, Inc. 94107JAA1 35000.00000000 PA USD 34825.00000000 0.006866762310 Long DBT CORP US N 2 2026-02-15 Fixed 0.05500000 N N N N N N Jabil Inc. 5493000CGCQY2OQU7669 Jabil, Inc. 466313AL7 45000.00000000 PA USD 44876.99000000 0.008848804695 Long DBT CORP US N 2 2026-04-15 Fixed 0.01700000 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 Gartner, Inc. 366651AG2 45000.00000000 PA USD 45497.25000000 0.008971107007 Long DBT CORP US N 2 2029-06-15 Fixed 0.03625000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc. 60687YBS7 66000.00000000 PA USD 64930.35000000 0.012802908260 Long DBT CORP JP N 2 2027-07-09 Variable 0.01554000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38148BAE8 206000.00000000 PA USD 217330.00000000 0.042852934756 Long DBT CORP US N 2 2024-08-10 Variable 0.05500000 N N N N N N JPMorgan Chase & Co. N/A Bear Stearns Adjustable Rate Mortgage Trust 07384MZX3 55242.23400000 PA USD 52011.79000000 0.010255638169 Long ABS-CBDO CORP US N 2 2034-01-25 Variable 0.01640600 N N N N N N PGT Innovations, Inc. 549300LRW9WM59C1S579 PGT Innovations, Inc. 69336VAB7 73000.00000000 PA USD 73365.00000000 0.014466044993 Long DBT CORP US N 2 2029-10-01 Fixed 0.04375000 N N N N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 Akamai Technologies, Inc., Convertible 00971TAJ0 74000.00000000 PA USD 96851.20000000 0.019097032874 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 EQT Corporation 4NT01YGM4X7ZX86ISY52 EQT Corporation 26884L109 575.00000000 NS USD 12540.75000000 0.002472773853 Long EC CORP US N 1 N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 UDR, Inc. 90265EAR1 89000.00000000 PA USD 92686.68000000 0.018275876551 Long DBT CORP US N 2 2031-08-15 Fixed 0.03000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746UDB2 35000.00000000 PA USD 36228.40000000 0.007143483465 Long DBT CORP US N 2 2024-08-15 Fixed 0.03071000 N N N N N N Sumitomo Mitsui Trust Holdings, Inc. 5493006GGLR4BTEL8O61 Sumitomo Mitsui Trust Bank, Ltd. 86563VAT6 35000.00000000 PA USD 34165.29000000 0.006736681283 Long DBT CORP JP N 2 2025-09-12 Fixed 0.01050000 N N N N N N Carnival Corporation & plc F1OF2ZSX47CR0BCWA982 Carnival Corporation 143658BN1 105000.00000000 PA USD 105000.00000000 0.020703805960 Long DBT CORP PA N 2 2027-03-01 Fixed 0.05750000 N N N N N N Carnival Corporation & plc F1OF2ZSX47CR0BCWA982 Carnival Corporation 143658BR2 46000.00000000 PA USD 45770.00000000 0.009024887607 Long DBT CORP PA N 2 2029-05-01 Fixed 0.06000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AF5 46000.00000000 PA USD 49239.53000000 0.009709006425 Long DBT CORP CH N 2 2029-01-12 Variable 0.03869000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 General Electric Company 369604BQ5 51000.00000000 PA USD 50490.00000000 0.009955572980 Long DBT CORP US N 2 2022-03-15 Floating 0.03532700 N N N N N N VTR FINANCE BV 213800F4XI4RJB82XM19 VTR Finance NV 918374AA7 50000.00000000 PA USD 52000.00000000 0.010253313428 Long DBT CORP NL N 2 2028-07-15 Fixed 0.06375000 N N N N N N Colgate-Palmolive Company YMEGZFW4SBUSS5BQXF88 Colgate-Palmolive Company 194162103 2349.00000000 NS USD 200463.66000000 0.039527244940 Long EC CORP US N 1 N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 Southwestern Energy Company 845467AR0 45000.00000000 PA USD 47587.50000000 0.009383260630 Long DBT CORP US N 2 2029-02-01 Fixed 0.05375000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 74977RDH4 35000.00000000 PA USD 34496.99000000 0.006802085592 Long DBT CORP NL N 2 2026-06-24 Variable 0.01339000 N N N N N N GMACM Mortgage Loan Trust 2005-AR6 N/A GMACM Mortgage Loan Trust 36185MBG6 29847.36000000 PA USD 30419.42000000 0.005998073991 Long ABS-CBDO CORP US N 2 2035-11-19 Variable 0.03733600 N N N N N N GRINDING MEDIA INC 254900IYFJ03EGFQ8C34 Grinding Media, Inc., Term Loan N/A 518700.00000000 PA USD 517403.25000000 0.102021109442 Long DBT CORP US N 2 2028-09-22 Floating 0.04750000 N N N N N N BP p.l.c. 5493009NTB34VXE1T760 BP Capital Markets America, Inc. 10373QAE0 107000.00000000 PA USD 120774.65000000 0.023814237319 Long DBT CORP US N 2 2028-11-06 Fixed 0.04234000 N N N N N N The Goldman Sachs Group, Inc. N/A GSAA Home Equity Trust 36242DNF6 76740.05000000 PA USD 80285.79000000 0.015830680167 Long ABS-CBDO CORP US N 2 2034-08-25 Variable 0.04530200 N N N N N N DICK'S Sporting Goods, Inc. 529900SSBV5I4LWSK313 Dick's Sporting Goods, Inc., Convertible 253393AD4 86000.00000000 PA USD 303902.50000000 0.059923222771 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 LSF5 BI-LO Holdings, LLC N/A SEG Holding, LLC 78397KAA0 100000.00000000 PA USD 104750.00000000 0.020654511184 Long DBT CORP US N 2 2028-10-15 Fixed 0.05625000 N N N N N N Marathon Petroleum Corporation 5493000CZJ19CK4P3G36 MPLX, LP 55336VBR0 113000.00000000 PA USD 111863.16000000 0.022057077702 Long DBT CORP US N 2 2026-03-01 Fixed 0.01750000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation - REMIC 3137B2CJ7 580901.06400000 PA USD 40370.65000000 0.007960248610 Long ABS-CBDO USGSE US N 2 2033-04-15 Fixed 0.03000000 N N N N N N GROUPE SOLMAX INC 549300UUEKZ3HF9FNI46 Groupe Solmax, Inc., Term Loan N/A 491450.00000000 PA USD 489813.47000000 0.096580981331 Long DBT CORP US N 2 2028-07-23 Floating 0.05500000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156R108 1887.00000000 NS USD 117918.63000000 0.023251089853 Long EC CORP US N 1 N N N Tencent Holdings Limited 254900N4SLUMW4XUYY11 Tencent Holdings, Ltd. 88032WBA3 53000.00000000 PA USD 53945.26000000 0.010636878052 Long DBT CORP KY N 2 2031-04-22 Fixed 0.02880000 N N N N N N The Gorman-Rupp Company N/A Gorman-Rupp Company 383082104 103.00000000 NS USD 4588.65000000 0.000904785897 Long EC CORP US N 1 N N N NEP Broadcasting, LLC N/A NEP Group, Inc., Term Loan N/A 698400.00000000 PA USD 683167.90000000 0.134706434668 Long DBT CORP US N 2 2025-10-20 Floating 0.03354300 N N N N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 Illumina, Inc. 452327109 378.00000000 NS USD 143806.32000000 0.028355601382 Long EC CORP US N 1 N N N Arch Street CLO, Ltd. 5493005A489KGIV6GS45 Arch Street CLO, Ltd. 03940ABA1 300000.00000000 PA USD 300029.10000000 0.059159469228 Long ABS-O CORP KY N 2 2028-10-20 Floating 0.03581500 N N N N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 Teradyne, Inc. 880770102 528.00000000 NS USD 86343.84000000 0.017025201040 Long EC CORP US N 1 N N N Kaman Corporation 5493003YK076OLTEQF95 Kaman Corporation 483548103 942.00000000 NS USD 40647.30000000 0.008014798209 Long EC CORP US N 1 N N N Hertz Global Holdings, Inc. 549300PD0C69OJ0NLB27 Hertz Corporation, Term Loan N/A 139300.00000000 PA USD 139300.00000000 0.027467049241 Long DBT CORP US N 2 2028-06-30 Floating 0.03750000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CN0 34000.00000000 PA USD 34215.62000000 0.006746605307 Long DBT CORP US N 2 2025-12-02 Fixed 0.02000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer, LP 29278NAM5 126000.00000000 PA USD 135610.32000000 0.026739521443 Long DBT CORP US N 2 2024-01-15 Fixed 0.05875000 N N N N N N HCA Healthcare, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BR9 245000.00000000 PA USD 269255.00000000 0.053091459751 Long DBT CORP US N 2 2025-02-01 Fixed 0.05375000 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corporation 913017CY3 45000.00000000 PA USD 50334.42000000 0.009924895855 Long DBT CORP US N 2 2028-11-16 Fixed 0.04125000 N N N N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corporation 56585ABH4 125000.00000000 PA USD 136365.25000000 0.026888377864 Long DBT CORP US N 2 2025-05-01 Fixed 0.04700000 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 Navient Corporation 63938CAK4 20000.00000000 PA USD 20397.20000000 0.004021901628 Long DBT CORP US N 2 2027-03-15 Fixed 0.05000000 N N N N N N CommScope Holding Company, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc. 203372AV9 50000.00000000 PA USD 49125.00000000 0.009686423503 Long DBT CORP US N 2 2028-07-01 Fixed 0.07125000 N N N N N N SS&C Technologies Holdings, Inc. 549300KY09TR3J12JU49 SS&C Technologies, Inc., Term Loan N/A 41847.33000000 PA USD 41340.14000000 0.008151411780 Long DBT CORP US N 2 2025-04-16 Floating 0.01854200 N N N N N N BOYNE USA INC N/A Boyne USA, Inc. 103557AC8 50000.00000000 PA USD 51500.00000000 0.010154723875 Long DBT CORP US N 2 2029-05-15 Fixed 0.04750000 N N N N N N Colliers International Group Inc. D3O8K13PHLEXXD1DT480 Colliers International Group, Inc. 194693107 1751.00000000 NS USD 260286.15000000 0.051322989941 Long EC CORP CA N 1 N N N UNITI GROUP/CSL CAPITAL N/A Uniti Group, LP 91327BAB6 25000.00000000 PA USD 24793.25000000 0.004888710829 Long DBT CORP US N 2 2028-04-15 Fixed 0.04750000 N N N N N N Guitar Center Escrow Ii Inc N/A Guitar Center Escrow Issuer II, Inc. 40204BAA3 22000.00000000 PA USD 23605.56000000 0.004654523179 Long DBT CORP US N 2 2026-01-15 Fixed 0.08500000 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 Charles Schwab Corporation 808513BP9 66000.00000000 PA USD 66873.70000000 0.013186096273 Long DBT CORP US N 2 2028-03-20 Fixed 0.02000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GHF9 115000.00000000 PA USD 118418.04000000 0.023349563070 Long DBT CORP US N 2 2024-03-05 Variable 0.03550000 N N N N N N Morgan Stanley & Co N/A CME Ultra Long Term U.S. Treasury Bond N/A 27.00000000 NC USD 84644.46000000 0.016690118814 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Long United States Department of The Treasury United States Treasury Note/Bond 2022-03-23 5237730.54000000 USD 84644.46000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136AB3K7 384444.16000000 PA USD 20776.52000000 0.004096695605 Long ABS-CBDO USGSE US N 2 2028-02-25 Fixed 0.03000000 N N N N N N TELESAT CANADA/TELESAT LLC N/A Telesat Canada 87952VAP1 35000.00000000 PA USD 30905.00000000 0.006093820221 Long DBT CORP CA N 2 2027-06-01 Fixed 0.04875000 N N N N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 Blackstone Mortgage Trust, Inc. 09257W100 2721.00000000 NS USD 83317.02000000 0.016428375383 Long EC CORP US N 1 N N N Pret 2021-NPL3 LLC N/A Pretium Mortgage Credit Partners, LLC 74143EAB8 275000.00000000 PA USD 271080.95000000 0.053451498937 Long ABS-CBDO CORP US N 2 2051-07-25 Variable 0.03721000 N N N N N N The Bank of N.T. Butterfield & Son Limited 549300V8RVM0EMTDPF28 Bank of N.T. Butterfield & Son, Ltd. G0772R208 5893.00000000 NS USD 224582.23000000 0.044282922972 Long EC CORP BM N 1 N N N Ionis Pharmaceuticals, Inc. 549300SI4ZGLG0BLUZ92 Ionis Pharmaceuticals, Inc., Convertible 462222AB6 63000.00000000 PA USD 56306.25000000 0.011102415946 Long DBT CORP US N 2 2024-12-15 Fixed 0.00125000 N N N N Y Ionis Pharmaceuticals Inc Ionis Pharmaceuticals Inc USD XXXX N N N Halliburton Company ENYF8GB5SMQZ25S06U51 Halliburton Company 406216101 7200.00000000 NS USD 164664.00000000 0.032468300044 Long EC CORP US N 1 N N N Capital One Financial Corporation LKE37K2B8CFZUR7F9816 Capital One Bank USA NA 140420NB2 52000.00000000 PA USD 53439.15000000 0.010537083736 Long DBT CORP US N 2 2023-02-15 Fixed 0.03375000 N N N N N N ManpowerGroup Inc. ERO1WSFOSR0JJ6CRQ987 ManpowerGroup, Inc. 56418H100 4090.00000000 NS USD 398079.70000000 0.078492998720 Long EC CORP US N 1 N N N PTC Inc. 54930050SSMU8SKDJ030 PTC, Inc. 69370CAB6 40000.00000000 PA USD 40550.00000000 0.007995612682 Long DBT CORP US N 2 2025-02-15 Fixed 0.03625000 N N N N N N Broadridge Financial Solutions, Inc. 549300KZDJZQ2YIHRC28 Broadridge Financial Solutions, Inc. 11133T103 226.00000000 NS USD 41317.32000000 0.008146912153 Long EC CORP US N 1 N N N Radiate TopCo N/A Radiate Holdco, LLC 75026JAE0 40000.00000000 PA USD 40181.40000000 0.007922932465 Long DBT CORP US N 2 2028-09-15 Fixed 0.06500000 N N N N N N Six Flags Entertainment Corporation 5493003MX0ZXTM8EVY68 Six Flags Theme Parks, Inc. 83001WAC8 50000.00000000 PA USD 53397.13000000 0.010528798270 Long DBT CORP US N 2 2025-07-01 Fixed 0.07000000 N N N N N N Anchorage Capital CLO 21, Ltd. 54930063NKPB83QNUF90 Anchorage Capital CLO 21, Ltd. 03331KAE9 250000.00000000 PA USD 249291.00000000 0.049154976111 Long ABS-O CORP KY N 2 2034-10-20 Floating 0.02537430 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A Shift4 Payments, LLC 82453AAA5 20000.00000000 PA USD 20720.20000000 0.004085590478 Long DBT CORP US N 2 2026-11-01 Fixed 0.04625000 N N N N N N ON Semiconductor Corporation ZV20P4CNJVT8V1ZGJ064 ON Semiconductor Corporation 682189105 8488.00000000 NS USD 576504.96000000 0.113674731687 Long EC CORP US N 1 N N N Digicel Group Limited 5493007V023VOEW4FK27 Digicel International Finance, Ltd., Term Loan N/A 382008.52000000 PA USD 371121.28000000 0.073177361609 Long DBT CORP US N 2 2024-05-27 Floating 0.03500000 N N N N N N FLEETCOR Technologies, Inc. 549300DG6RR0NQSFLN74 FLEETCOR Technologies, Inc. 339041105 737.00000000 NS USD 164970.08000000 0.032528652625 Long EC CORP US N 1 N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAN1 66000.00000000 PA USD 66705.54000000 0.013152938634 Long DBT CORP US N 2 2031-02-15 Fixed 0.04500000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Companies, Inc. 548661DU8 89000.00000000 PA USD 103311.39000000 0.020370847353 Long DBT CORP US N 2 2030-04-15 Fixed 0.04500000 N N N N N N Kohl's Corporation 549300JF6LPRTRJ0FH50 Kohl's Corporation 500255AX2 67000.00000000 PA USD 68234.41000000 0.013454399852 Long DBT CORP US N 2 2031-05-01 Fixed 0.03375000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 Hudbay Minerals, Inc. 443628AJ1 70000.00000000 PA USD 70000.00000000 0.013802537307 Long DBT CORP CA N 2 2026-04-01 Fixed 0.04500000 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 D.R. Horton, Inc. 23331A109 3288.00000000 NS USD 356583.60000000 0.070310834887 Long EC CORP US N 1 N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 First Quantum Minerals, Ltd. 335934AL9 120000.00000000 PA USD 123444.00000000 0.024340577361 Long DBT CORP CA N 2 2025-04-01 Fixed 0.07500000 N N N N N N FLEXSYS INC N/A Flexsys, Inc./Ohio, Term Loan N/A 515000.00000000 PA USD 516287.50000000 0.101801106856 Long DBT CORP US N 3 2028-11-01 Floating 0.06000000 N N N N N N MPM Holdings Inc. 54930021ZH8MCUXACZ50 Momentive Performance Materials USA, LLC, Term Loan N/A 328575.00000000 PA USD 328026.28000000 0.064679928105 Long DBT CORP US N 2 2024-05-15 Floating 0.03360000 N N N N N N Discovery, Inc. L2Z2MO2EQURH3BREWI15 Discovery Communications, LLC 25470DAQ2 45000.00000000 PA USD 46024.02000000 0.009074975043 Long DBT CORP US N 2 2023-03-20 Fixed 0.02950000 N N N N N N Mercer International Inc. 549300Z5IAG39VRTY874 Mercer International, Inc. 588056BB6 70000.00000000 PA USD 71495.90000000 0.014097497529 Long DBT CORP US N 2 2029-02-01 Fixed 0.05125000 N N N N N N Eagle Re 2019-1 LTD 254900L82OLW9QTLJ788 Eagle Re, Ltd. 269822AB8 300782.38000000 PA USD 300782.53000000 0.059308029880 Long ABS-CBDO CORP BM N 2 2029-04-25 Floating 0.01901900 N N N N N N Central Garden & Pet Company 5493004DVZLD37DJ0H83 Central Garden & Pet Company 153527AN6 80000.00000000 PA USD 80700.00000000 0.015912353724 Long DBT CORP US N 2 2030-10-15 Fixed 0.04125000 N N N N N N NorthWestern Corporation 3BPWMBHR1R9SHUN7J795 NorthWestern Corporation 668074305 1789.00000000 NS USD 102259.24000000 0.020163385358 Long EC CORP US N 1 N N N JBS S.A. 549300O7SUM086E3RD66 JBS USA Food Company 46650CAB5 10000.00000000 PA USD 10425.10000000 0.002055611881 Long DBT CORP AT N 2 2028-01-15 Fixed 0.05750000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38144GAG6 33000.00000000 PA USD 32670.00000000 0.006441841340 Long DBT CORP US N 2 2026-08-10 Variable 0.03650000 N N N N N N Crown Holdings, Inc. NYLWZIOY8PUNIT4JOE22 Crown Holdings, Inc. 228368106 1527.00000000 NS USD 168916.74000000 0.033306851509 Long EC CORP US N 1 N N N Bausch Health Companies, Inc. B3BS7ACMDUWISF18KY76 Bausch Health Companies, Inc. 071734AM9 110000.00000000 PA USD 97075.00000000 0.019141161558 Long DBT CORP CA N 2 2029-02-15 Fixed 0.05000000 N N N N N N Next Alt S.a R.L. 3HG2WD2W22M120IUNG49 CSC Holdings, LLC 126307AS6 130000.00000000 PA USD 134598.10000000 0.026539932810 Long DBT CORP US N 2 2028-02-01 Fixed 0.05375000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353TAG5 50000.00000000 PA USD 53675.00000000 0.010583588427 Long DBT CORP US N 2 2028-01-15 Fixed 0.06250000 N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 Sherwin-Williams Company 824348106 1452.00000000 NS USD 511336.32000000 0.100824837618 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MF5 105000.00000000 PA USD 109635.63000000 0.021617855332 Long DBT CORP US N 2 2025-04-24 Variable 0.03352000 N N N N N N Citigroup Inc. N/A Citigroup Mortgage Loan Trust, Inc. 17311LAA9 229614.93700000 PA USD 229640.40000000 0.045280288403 Long ABS-CBDO CORP US N 2 2037-04-25 Variable 0.02894400 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036PBE7 90000.00000000 PA USD 94923.76000000 0.018716981981 Long DBT CORP US N 2 2029-08-01 Fixed 0.03150000 N N N N N N AerCap Holdings N.V. N/A AerCap Ireland Capital DAC 00774MAN5 63000.00000000 PA USD 71992.60000000 0.014195436390 Long DBT CORP IE N 2 2025-07-15 Fixed 0.06500000 N N N N N N Siemens Aktiengesellschaft TAFO772JB70PDRN5VS48 Siemens Financieringsmaatschappij NV 82620KBD4 67000.00000000 PA USD 66417.69000000 0.013096180629 Long DBT CORP NL N 2 2028-03-11 Fixed 0.01700000 N N N N N N Vodafone Group Public Limited Company 213800TB53ELEUKM7Q61 Vodafone Group plc 92857WBQ2 62000.00000000 PA USD 74987.61000000 0.014785989779 Long DBT CORP GB N 2 2079-04-04 Variable 0.07000000 N N N N N N OASIS PETROLEUM INC 529900FA4V2YNIKZ0M71 Oasis Petroleum, Inc. 674215AL2 55000.00000000 PA USD 57612.50000000 0.011359981151 Long DBT CORP US N 2 2026-06-01 Fixed 0.06375000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 NRG Energy, Inc., Convertible 629377CG5 118000.00000000 PA USD 139983.40000000 0.027601801441 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 TransDigm Group Incorporated 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BL0 200000.00000000 PA USD 206000.00000000 0.040618895503 Long DBT CORP US N 2 2027-11-15 Fixed 0.05500000 N N N N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 Bausch Health Americas, Inc., Term Loan N/A 861687.64000000 PA USD 857163.78000000 0.169014786453 Long DBT CORP US N 2 2025-06-01 Floating 0.03104300 N N N N N N VENGA FINANCE SARL 9845005B0E54C498F641 Venga Finance SARL, Term Loan N/A 267000.00000000 PA USD 261160.71000000 0.051495434898 Long DBT CORP US N 2 2028-11-05 Floating 0.00000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135106 1025.00000000 NS USD 3417698.50000000 0.673898729295 Long EC CORP US N 1 N N N BigCommerce Holdings Inc 549300MOVEFQ78DMPG58 BigCommerce Holdings, Inc. 08975P108 3575.00000000 NS USD 126447.75000000 0.024932854096 Long EC CORP US N 1 N N N J.B. Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 J.B. Hunt Transport Services, Inc. 445658CE5 40000.00000000 PA USD 40479.32000000 0.007981676063 Long DBT CORP US N 2 2022-08-15 Fixed 0.03300000 N N N N N N Advanced Energy Industries, Inc. 549300756XI3QLFT2U27 Advanced Energy Industries, Inc. 007973100 1907.00000000 NS USD 173651.42000000 0.034240431471 Long EC CORP US N 1 N N N BJ's Wholesale Club Holdings, Inc. 549300UCIWH1C93V0J03 BJ's Wholesale Club Holdings, Inc. 05550J101 4355.00000000 NS USD 291654.35000000 0.057508143523 Long EC CORP US N 1 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 Cadence Design Systems, Inc. 127387108 925.00000000 NS USD 172373.75000000 0.033988501644 Long EC CORP US N 1 N N N PG&E Corporation 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Company 694308HG5 67000.00000000 PA USD 69471.30000000 0.013698288714 Long DBT CORP US N 2 2024-02-15 Fixed 0.03750000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 Republic Services, Inc. 760759AT7 45000.00000000 PA USD 49837.86000000 0.009826984599 Long DBT CORP US N 2 2028-05-15 Fixed 0.03950000 N N N N N N CubeSmart N/A CubeSmart 229663109 191.00000000 NS USD 10869.81000000 0.002143299400 Long EC CORP US N 1 N N N The Middleby Corporation JDFO86U9VQRBKW5KYA35 Middleby Corporation 596278101 1629.00000000 NS USD 320522.04000000 0.063200248783 Long EC CORP US N 1 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 Prudential Financial, Inc. 744320AM4 75000.00000000 PA USD 78038.13000000 0.015387488581 Long DBT CORP US N 2 2043-06-15 Variable 0.05625000 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 D.R. Horton, Inc. 23331ABN8 16000.00000000 PA USD 16515.60000000 0.003256531216 Long DBT CORP US N 2 2025-10-15 Fixed 0.02600000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 McDonald's Corporation 58013MFF6 134000.00000000 PA USD 147222.70000000 0.029029240131 Long DBT CORP US N 2 2028-04-01 Fixed 0.03800000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VFE9 67000.00000000 PA USD 70882.73000000 0.013976593217 Long DBT CORP US N 2 2030-03-22 Fixed 0.03150000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 Community Health Systems, Inc. 12543DBH2 50000.00000000 PA USD 53312.50000000 0.010512111002 Long DBT CORP US N 2 2029-01-15 Fixed 0.06000000 N N N N N N Carnival Corporation & plc F1OF2ZSX47CR0BCWA982 Carnival Corporation 143658BL5 58000.00000000 PA USD 60798.50000000 0.011988193778 Long DBT CORP PA N 2 2026-03-01 Fixed 0.07625000 N N N N N N Hecla Mining Company 5493009Y6HOBZD1QD537 Hecla Mining Company 422704AH9 25000.00000000 PA USD 26781.25000000 0.005280702889 Long DBT CORP US N 2 2028-02-15 Fixed 0.07250000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 ONEOK, Inc. 682680BA0 68000.00000000 PA USD 68680.87000000 0.013542432435 Long DBT CORP US N 2 2025-09-15 Fixed 0.02200000 N N N N N N Owl Rock Capital Partners LP 2549000BD79OOCPF2L94 Owl Rock Capital Corporation 69121KAD6 45000.00000000 PA USD 47320.67000000 0.009330647329 Long DBT CORP US N 2 2026-01-15 Fixed 0.04250000 N N N N N N Capital One Financial Corporation LKE37K2B8CFZUR7F9816 Capital One Bank USA NA 14042TCT2 48000.00000000 PA USD 48881.18000000 0.009638347293 Long DBT CORP US N 2 2026-01-28 Variable 0.02280000 N N N N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 Cboe Global Markets, Inc. 12503M108 483.00000000 NS USD 62983.20000000 0.012418970967 Long EC CORP US N 1 N N N CNX Resources Corporation 549300JK3KH8PWM3B226 CNX Resources Corporation, Convertible 12653CAG3 164000.00000000 PA USD 214348.00000000 0.042264946667 Long DBT CORP US N 2 2026-05-01 Fixed 0.02250000 N N N N Y CNX Resources Corp CNX Resources Corp USD XXXX N N N Gaming and Leisure Properties, Inc. N/A GLP Capital, LP 361841AR0 42000.00000000 PA USD 42226.38000000 0.008326159789 Long DBT CORP US N 2 2032-01-15 Fixed 0.03250000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 Southwest Airlines Company 844741BF4 45000.00000000 PA USD 44933.37000000 0.008859921653 Long DBT CORP US N 2 2030-02-10 Fixed 0.02625000 N N N N N N Terrier Media Buyer, Inc. N/A Terrier Media Buyer, Inc. 88146LAA1 50000.00000000 PA USD 54038.50000000 0.010655263032 Long DBT CORP US N 2 2027-12-15 Fixed 0.08875000 N N N N N N The Kraft Heinz Company 5493003STKEZ2S0RNU91 Kraft Heinz Foods Company 50077LBC9 67000.00000000 PA USD 72369.50000000 0.014269753194 Long DBT CORP US N 2 2027-05-15 Fixed 0.03875000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation - REMIC 3137AUUT4 433888.77000000 PA USD 49023.44000000 0.009666397993 Long ABS-CBDO USGSE US N 2 2032-10-15 Fixed 0.03500000 N N N N N N Buckeye Partners, L.P. 549300C1PQJLVEIUBK50 Buckeye Partners, LP 118230AQ4 70000.00000000 PA USD 71344.70000000 0.014067684048 Long DBT CORP US N 2 2026-12-01 Fixed 0.03950000 N N N N N N Fertitta Entertainment, Inc. 91D14OD6M4H1RVBN7R43 Golden Nugget, Inc. 38113YAE9 80000.00000000 PA USD 80000.00000000 0.015774328350 Long DBT CORP US N 2 2024-10-15 Fixed 0.06750000 N N N N N N Sculptor Clo Xxviii Ltd. N/A Sculptor CLO, Ltd. 81124LAG9 250000.00000000 PA USD 249441.50000000 0.049184651566 Long ABS-O CORP KY N 2 2035-01-20 Floating 0.02499830 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc. 713448EZ7 67000.00000000 PA USD 64973.89000000 0.012811493438 Long DBT CORP US N 2 2030-05-01 Fixed 0.01625000 N N N N N N The Hartford Financial Services Group, Inc. IU7C3FTM7Y3BQM112U94 Hartford Financial Services Group, Inc. 416515BC7 66000.00000000 PA USD 62879.67000000 0.012398557014 Long DBT CORP US N 2 2047-02-12 Floating 0.02281000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 Southern Company, 4.950% 842587800 6725.00000000 NS USD 182314.75000000 0.035948659121 Long EP CORP US N 1 N N N PetSmart, Inc. N/A PetSmart, Inc. 71677KAA6 90000.00000000 PA USD 92362.50000000 0.018211955028 Long DBT CORP US N 2 2028-02-15 Fixed 0.04750000 N N N N N N US Ecology, Inc. N/A US Ecology, Inc. 91734M103 13557.00000000 NS USD 433010.58000000 0.085380638354 Long EC CORP US N 1 N N N The Kraft Heinz Company 5493003STKEZ2S0RNU91 Kraft Heinz Foods Company 50077LAV8 140000.00000000 PA USD 151119.52000000 0.029797611609 Long DBT CORP US N 2 2030-04-01 Fixed 0.03750000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 Trident TPI Holdings, Inc., Term Loan N/A 271818.75000000 PA USD 271351.22000000 0.053504790533 Long DBT CORP US N 2 2028-09-17 Floating 0.04500000 N N N N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 Electronic Arts, Inc. 285512109 2190.00000000 NS USD 288861.00000000 0.056957353272 Long EC CORP US N 1 N N N Bank of America Corporation N/A Countrywide Home Loan Mortgage Pass Through Trust 126694LU0 100139.23100000 PA USD 95618.84000000 0.018854037233 Long ABS-CBDO CORP US N 2 2035-11-25 Variable 0.02470900 N N N N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 Danaher Corporation 235851102 4208.00000000 NS USD 1384474.08000000 0.272989359141 Long EC CORP US N 1 N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBN0 2190000.00000000 PA USD 2181017.58000000 0.430051093077 Long DBT UST US N 2 2023-02-28 Fixed 0.00125000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738AS7 72000.00000000 PA USD 74471.24000000 0.014684172405 Long DBT CORP US N 2 2024-07-01 Fixed 0.02750000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 Huntington Ingalls Industries, Inc. 446413AT3 67000.00000000 PA USD 74625.05000000 0.014714500523 Long DBT CORP US N 2 2030-05-01 Fixed 0.04200000 N N N N N N LPL Financial Holdings Inc. 549300Z5YF8CCRMYUL26 LPL Holdings, Inc. 50212YAD6 60000.00000000 PA USD 61425.00000000 0.012111726486 Long DBT CORP US N 2 2029-03-15 Fixed 0.04000000 N N N N N N Allianz SE 549300535GECAFITZP67 Virtus Dividend, Interest & Premium Strategy Fund 92840R101 4525.00000000 NS USD 72671.50000000 0.014329301284 Long RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136A65L4 526062.54800000 PA USD 25511.04000000 0.005030244019 Long ABS-CBDO USGSE US N 2 2027-07-25 Fixed 0.03000000 N N N N N N HCA Healthcare, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BW8 83000.00000000 PA USD 98898.65000000 0.019500747232 Long DBT CORP US N 2 2029-02-01 Fixed 0.05875000 N N N N N N AerCap Holdings N.V. N/A AerCap Ireland Capital DAC 00774MAW5 114000.00000000 PA USD 115611.47000000 0.022796166111 Long DBT CORP IE N 2 2028-10-29 Fixed 0.03000000 N N N N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 Bombardier, Inc. 097751BT7 70000.00000000 PA USD 72597.00000000 0.014314611441 Long DBT CORP CA N 2 2027-04-15 Fixed 0.07875000 N N N N N N Marathon Oil Corporation 1FRVQX2CRLGC1XLP5727 Marathon Oil Corporation 565849106 6728.00000000 NS USD 110473.76000000 0.021783117055 Long EC CORP US N 1 N N N CIT Group Inc. N/A Residential Asset Securitization Trust 45660NYL3 120595.43000000 PA USD 123626.92000000 0.024376645363 Long ABS-CBDO CORP US N 2 2034-01-25 Variable 0.02024200 N N N N N N National Fuel Gas Company 8JB38FFW1Y3C1HM8E841 National Fuel Gas Company 636180BQ3 90000.00000000 PA USD 100560.47000000 0.019828423411 Long DBT CORP US N 2 2026-01-15 Fixed 0.05500000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 Centene Corporation 15135BAW1 249000.00000000 PA USD 253110.99000000 0.049908198318 Long DBT CORP US N 2 2030-10-15 Fixed 0.03000000 N N N N N N Palmer Square Loan Funding 2021-3 Limited N/A Palmer Square Loan Funding, Ltd. 69702BAE1 350000.00000000 PA USD 350194.25000000 0.069050988576 Long ABS-CBDO CORP US N 2 2029-07-20 Floating 0.01921000 N N N N N N Carlisle Companies Incorporated XR64VGX1ZPX6G7ZN7Z11 Carlisle Companies, Inc. 142339100 2059.00000000 NS USD 510879.08000000 0.100734679444 Long EC CORP US N 1 N N N Iris Parent LLC XQ0331QX53IRX25OY417 Innophos Holdings, Inc., Term Loan N/A 343875.00000000 PA USD 342441.04000000 0.067522217572 Long DBT CORP US N 2 2027-02-07 Floating 0.03854300 N N N N N N GREENBRIER COS INC 5493001GAGGFR30BP390 Greenbrier Companies, Inc., Convertible 393657AL5 68000.00000000 PA USD 74120.00000000 0.014614915217 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 BlackRock, Inc. WU48CSUCFTU86AQUYZ93 BlackRock Credit Allocation Income Trust 092508100 7214.00000000 NS USD 108570.70000000 0.021407873388 Long RF US N 1 N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 Quikrete Holdings Inc., Term Loan N/A 310000.00000000 PA USD 309138.20000000 0.060955593407 Long DBT CORP US N 2 2028-06-11 Floating 0.00000000 N N N N N N Morgan Stanley & Co N/A CBOT U.S. Long Bond N/A 2.00000000 NC USD 384.08000000 0.000075732550 N/A DIR CORP US N 1 CCM Futures, LLC N/A Long United States Department of The Treasury United States Treasury Note/Bond 2022-03-23 320490.92000000 USD 384.08000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAN8 84000.00000000 PA USD 86127.06000000 0.016982456554 Long DBT CORP US N 2 2023-01-23 Fixed 0.03125000 N N N N N N RALI Series 2005-QS13 Trust N/A Residential Accredit Loans, Inc. Trust 761118HC5 116388.21500000 PA USD 115228.92000000 0.022720735245 Long ABS-CBDO CORP US N 2 2035-09-25 Fixed 0.05750000 N N N N N N ThredUp Inc N/A ThredUp, Inc. 88556E102 14671.00000000 NS USD 187201.96000000 0.036912314812 Long EC CORP US N 1 N N N Carnival Corporation & plc F1OF2ZSX47CR0BCWA982 Carnival Corporation 143658BQ4 75000.00000000 PA USD 74437.50000000 0.014677519582 Long DBT CORP PA N 2 2028-08-01 Fixed 0.04000000 N N N N N N New Enterprise Stone & Lime Co., Inc. 549300O5DQ5Y61B8VF38 New Enterprise Stone and Lime Company, Inc. 644274AH5 91000.00000000 PA USD 92274.00000000 0.018194504678 Long DBT CORP US N 2 2028-07-15 Fixed 0.05250000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 01F022618 20025000.00000000 PA USD 20430289.98000000 4.028426280627 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 CenterPoint Energy, Inc. 15189T107 14409.00000000 NS USD 402155.19000000 0.079296600188 Long EC CORP US N 1 N N N Unum Group N/A Provident Financing Trust I 743863AA0 42000.00000000 PA USD 51240.00000000 0.010103457308 Long DBT CORP US N 2 2038-03-15 Fixed 0.07405000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 Duke Energy Corporation 26441CAX3 90000.00000000 PA USD 94664.16000000 0.018665794286 Long DBT CORP US N 2 2027-08-15 Fixed 0.03150000 N N N N N N Charter Communications, Inc. N/A CCO Holdings, LLC 1248EPCP6 90000.00000000 PA USD 88544.48000000 0.017459121264 Long DBT CORP US N 2 2034-01-15 Fixed 0.04250000 N N N N N N NortonLifeLock Inc. YF6ZV0M6AU4FY94MK914 NortonLifeLock, Inc., Convertible 668771AA6 176000.00000000 PA USD 226952.00000000 0.044750192098 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 Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Worldwide Holdings, Inc. 18453HAC0 85000.00000000 PA USD 90950.00000000 0.017933439544 Long DBT CORP US N 2 2028-04-15 Fixed 0.07750000 N N N N N N Next Alt S.a R.L. 5493002ZVBLRLGES1R71 Cablevision Lightpath, LLC, Term Loan N/A 514800.00000000 PA USD 513513.00000000 0.101254033431 Long DBT CORP US N 2 2027-12-01 Floating 0.03750000 N N N N N N Linde plc 8945002PAZHZLBGKGF02 Linde plc G5494J103 798.00000000 NS USD 276451.14000000 0.054510388192 Long EC CORP IE N 1 N N N Cable One, Inc. 549300648QS85T0XSH18 Cable One, Inc., Convertible 12685JAF2 219000.00000000 PA USD 216771.83000000 0.042742875295 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 Hilton Worldwide Holdings Inc. 5493003EG7H0N1E4XV50 Hilton Domestic Operating Company, Inc. 432833AF8 120000.00000000 PA USD 128250.00000000 0.025288220137 Long DBT CORP US N 2 2030-01-15 Fixed 0.04875000 N N N N N N NextEra Energy Partners, LP 5493008F4ZOQFNG3WN54 NextEra Energy Partners, LP 65341B106 503.00000000 NS USD 42453.20000000 0.008370883954 Long EC CORP US N 1 N N N Intuitive Surgical, Inc. 54930052SRG011710797 Intuitive Surgical, Inc. 46120E602 1894.00000000 NS USD 680514.20000000 0.134183180478 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PBJ4 179000.00000000 PA USD 207140.32000000 0.040843742780 Long DBT CORP US N 2 2031-03-24 Variable 0.04493000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 Alphabet, Inc., Class C 02079K107 424.00000000 NS USD 1226882.16000000 0.241915525497 Long EC CORP US N 1 N N N MSCI Inc. 549300HTIN2PD78UB763 MSCI, Inc. 55354GAH3 65000.00000000 PA USD 67925.00000000 0.013393390665 Long DBT CORP US N 2 2029-11-15 Fixed 0.04000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 Ford Motor Company, Convertible 345370CY4 377000.00000000 PA USD 518610.63000000 0.102259179549 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 Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 Prudential Financial, Inc. 744320AN2 201000.00000000 PA USD 209316.01000000 0.041272743385 Long DBT CORP US N 2 2044-03-15 Variable 0.05200000 N N N N N N Mountain View CLO 2017-1 Ltd. N/A Mountain View CLO, Ltd. 62432HAN0 460000.00000000 PA USD 457634.22000000 0.090235905636 Long ABS-O CORP KY N 2 2029-10-16 Floating 0.02472200 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828ZN3 870000.00000000 PA USD 834520.31000000 0.164549967318 Long DBT UST US N 2 2027-04-30 Fixed 0.00500000 N N N N N N The E.W. Scripps Company 549300U1OW41QPKYW028 E.W. Scripps Company, Term Loan N/A 212537.50000000 PA USD 212242.07000000 0.041849701275 Long DBT CORP US N 2 2028-01-07 Floating 0.03750000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 PG&E Corporation, Term Loan N/A 249487.32000000 PA USD 246493.47000000 0.048603361651 Long DBT CORP US N 2 2025-06-23 Floating 0.03500000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 L3Harris Technologies, Inc. 502431109 2040.00000000 NS USD 435009.60000000 0.085774803327 Long EC CORP US N 1 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78016EZX8 88000.00000000 PA USD 87107.80000000 0.017175837989 Long DBT CORP CA N 2 2024-10-07 Fixed 0.00750000 N N N N N N NextEra Energy, Inc. N/A NextEra Energy, Inc., Convertible, 4.872% 65339F796 3405.00000000 NS USD 231846.45000000 0.045715275366 Long EP CORP US N 1 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 SVB Financial Group 78486QAJ0 92000.00000000 PA USD 92460.00000000 0.018231179991 Long DBT CORP US N 2 2026-05-15 Variable 0.04000000 N N N N N N Cimpress plc 549300X1IFD75XISOR81 Cimpress plc G2143T103 3060.00000000 NS USD 219126.60000000 0.043207186735 Long EC CORP IE N 1 N N N OSMOSE UTILITIES SERVICES 549300FSLVHLFZ3S0D82 Osmose Utilities Services, Inc., Term Loan N/A 109725.00000000 PA USD 109011.79000000 0.021494847119 Long DBT CORP US N 2 2028-06-22 Floating 0.03750000 N N N N N N Spectrum Brands Holdings, Inc. 549300VU3EH2E73C1Q04 Spectrum Brands, Inc. 84762LAW5 40000.00000000 PA USD 42900.00000000 0.008458983578 Long DBT CORP US N 2 2030-07-15 Fixed 0.05500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 Service Properties Trust 81761LAB8 50000.00000000 PA USD 51313.99000000 0.010118046590 Long DBT CORP US N 2 2027-12-15 Fixed 0.05500000 N N N N N N G Holdings Inc. 54930064UHXCIUWVI755 Standard Industries, Inc. 853496AG2 90000.00000000 PA USD 91845.45000000 0.018110003573 Long DBT CORP US N 2 2030-07-15 Fixed 0.04375000 N N N N N N Aircastle Limited 549300PNK8AKY3OIKP58 Aircastle, Ltd. 00928QAW1 65000.00000000 PA USD 66300.00000000 0.013072974620 Long DBT CORP BM N 2 2026-06-15 Variable 0.05250000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313385SW7 400000.00000000 PA USD 399991.78000000 0.078870020942 Long STIV USGSE US N 2 N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313385UH7 400000.00000000 PA USD 399960.01000000 0.078863756562 Long STIV USGSE US N 2 N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 Comcast Corporation 20030NCS8 39000.00000000 PA USD 42577.49000000 0.008395391345 Long DBT CORP US N 2 2025-10-15 Fixed 0.03950000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 Boeing Company 097023DG7 52000.00000000 PA USD 51987.61000000 0.010250870379 Long DBT CORP US N 2 2026-02-04 Fixed 0.02196000 N N N N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 Williams Companies, Inc. 969457BY5 45000.00000000 PA USD 44694.43000000 0.008812807678 Long DBT CORP US N 2 2031-03-15 Fixed 0.02600000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 American Tower Corporation 03027XAJ9 90000.00000000 PA USD 98217.76000000 0.019366489951 Long DBT CORP US N 2 2026-02-15 Fixed 0.04400000 N N N N N N Texas Capital Bancshares, Inc. 549300466Q2SXRX0YM48 Texas Capital Bancshares, Inc. 88224Q107 3348.00000000 NS USD 201717.00000000 0.039774377399 Long EC CORP US N 1 N N N BWAY Parent Company, Inc. 549300DNGHXL0OMHW304 BWAY Holding Company 12429TAD6 55000.00000000 PA USD 55504.35000000 0.010944298022 Long DBT CORP US N 2 2024-04-15 Fixed 0.05500000 N N N N N N Corporate Office Properties Trust H0TWO5VRNEP6CQAWPX27 Corporate Office Properties, LP 22003BAL0 91000.00000000 PA USD 92032.44000000 0.018146874093 Long DBT CORP US N 2 2026-03-15 Fixed 0.02250000 N N N N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 TE Connectivity, Ltd. H84989104 495.00000000 NS USD 79863.30000000 0.015747373967 Long EC CORP CH N 1 N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 First Republic Bank 33616C100 1943.00000000 NS USD 401248.93000000 0.079117904653 Long EC CORP US N 1 N N N NiSource Inc. 549300D8GOWWH0SJB189 NiSource, Inc. 65473P105 9428.00000000 NS USD 260307.08000000 0.051327116900 Long EC CORP US N 1 N N N Pixelle Specialty Solutions LLC 5493002S74PA4Q8Y8Z86 Pixelle Specialty Solutions, LLC, Term Loan N/A 607988.69000000 PA USD 604407.64000000 0.119176557139 Long DBT CORP US N 2 2024-10-31 Floating 0.07500000 N N N N N N Mid-America Apartment Communities, Inc. 549300FXWGE3QSYCUJ38 Mid-America Apartments, LP 59523UAP2 90000.00000000 PA USD 101329.35000000 0.019980030481 Long DBT CORP US N 2 2028-06-15 Fixed 0.04200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136BDYR3 1488528.33200000 PA USD 76858.37000000 0.015154864561 Long ABS-CBDO USGSE US N 2 2036-02-25 Fixed 0.01500000 N N N N N N TTEC Holdings, Inc. GTJS1N8S8I28A7L4WG97 TTEC Holdings, Inc. 89854H102 3055.00000000 NS USD 276630.25000000 0.054545704941 Long EC CORP US N 1 N N N Biohaven Pharmaceutical Holding Company Ltd. 5299007STZTNN32O9920 Biohaven Pharmaceutical Holding Company, Ltd. G11196105 2400.00000000 NS USD 330744.00000000 0.065215805701 Long EC CORP VG N 1 N N N Hyundai Motor Company 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABG1 67000.00000000 PA USD 69326.62000000 0.013669760841 Long DBT CORP US N 2 2027-02-10 Fixed 0.03000000 N N N N N N Deere & Company E0KSF7PFQ210NWI8Z391 John Deere Capital Corporation 24422EVP1 67000.00000000 PA USD 66046.13000000 0.013022916761 Long DBT CORP US N 2 2028-03-06 Fixed 0.01500000 N N N N N N HYPERION MATERIALS N/A Hyperion Materials & Technologies, Inc., Term Loan N/A 312500.00000000 PA USD 312631.25000000 0.061644349878 Long DBT CORP US N 2 2028-08-30 Floating 0.05000000 N N N N N N U.S. Bancorp N/A USB Realty Corporation 903312AA4 184000.00000000 PA USD 156964.61000000 0.030950141220 Long DBT CORP US N 2 2027-01-15 Floating 0.01270700 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 Canadian Natural Resources, Ltd. 136385AZ4 113000.00000000 PA USD 114080.17000000 0.022494225748 Long DBT CORP CA N 2 2025-07-15 Fixed 0.02050000 N N N N N N Harley-Davidson, Inc. ZDNAWZWXIKMWI51R2A08 Harley-Davidson, Inc. 412822108 7522.00000000 NS USD 283504.18000000 0.055901100302 Long EC CORP US N 1 N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 Essential Utilities, Inc., Convertible, 6.000% 29670G201 1410.00000000 NS USD 91917.90000000 0.018124289199 Long EP CORP US N 1 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 CenterPoint Energy, Inc. 15189TBB2 67000.00000000 PA USD 67908.06000000 0.013390050451 Long DBT CORP US N 2 2031-06-01 Fixed 0.02650000 N N N N N N Essent Group Ltd. 254900QUO860OUT6ZF83 Essent Group, Ltd. G3198U102 71.00000000 NS USD 3232.63000000 0.000637407088 Long EC CORP BM N 1 N N N PETSMART INC N/A PetSmart, LLC, Term Loan N/A 783037.50000000 PA USD 783530.81000000 0.154495903375 Long DBT CORP US N 2 2028-02-12 Floating 0.04500000 N N N N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 Danaher Corporation, Convertible, 5.000% 235851409 89.00000000 NS USD 154697.13000000 0.030503041544 Long EP CORP US N 1 N N N Axalta Coating Systems Ltd. 529900AGLPA40GV6H619 Axalta Coating Systems, Ltd. G0750C108 10103.00000000 NS USD 334611.36000000 0.065978368282 Long EC CORP US N 1 N N N Ameren Corporation XRZQ5S7HYJFPHJ78L959 Ameren Corporation 023608AK8 45000.00000000 PA USD 43486.26000000 0.008574581799 Long DBT CORP US N 2 2028-03-15 Fixed 0.01750000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2A0 89000.00000000 PA USD 95677.10000000 0.018865524888 Long DBT CORP US N 2 2028-05-22 Variable 0.03584000 N N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 Newell Rubbermaid, Inc. 651229AW6 104000.00000000 PA USD 113386.52000000 0.022357452463 Long DBT CORP US N 2 2026-04-01 Fixed 0.04700000 N N N N N N TC Energy Corporation 549300UGKOFV2IWJJG27 TC Energy Corporation 87807B107 210.00000000 NS USD 9773.40000000 0.001927110258 Long EC CORP CA N 1 N N N Neuberger Berman CLO XV Ltd 549300UTI4Y2IA4RUP16 Neuberger Berman CLO, Ltd. 64129KBL0 350000.00000000 PA USD 347162.90000000 0.068453269698 Long ABS-O CORP KY N 2 2029-10-15 Floating 0.03123700 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 American International Group, Inc. 026874DK0 90000.00000000 PA USD 100398.29000000 0.019796444904 Long DBT CORP US N 2 2028-04-01 Fixed 0.04200000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 PennyMac Financial Services, Inc. 70932MAB3 60000.00000000 PA USD 57684.00000000 0.011374079457 Long DBT CORP US N 2 2029-02-15 Fixed 0.04250000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746UDG1 45000.00000000 PA USD 47754.56000000 0.009416201371 Long DBT CORP US N 2 2030-04-01 Fixed 0.03375000 N N N N N N JetBlue Airways Corporation 54930070J9H97ZO93T57 JetBlue Airways Corporation 477143101 1167.00000000 NS USD 16618.08000000 0.003276738131 Long EC CORP US N 1 N N N Costco Wholesale Corporation 29DX7H14B9S6O3FD6V18 Costco Wholesale Corporation 22160K105 1190.00000000 NS USD 675563.00000000 0.133206907297 Long EC CORP US N 1 N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAC5 80000.00000000 PA USD 82958.40000000 0.016357663013 Long DBT CORP US N 2 2027-09-15 Fixed 0.04875000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967LG4 43000.00000000 PA USD 43233.06000000 0.008524656050 Long DBT CORP US N 2 2022-04-25 Fixed 0.02750000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 Walmart, Inc. 931142103 11049.00000000 NS USD 1598679.81000000 0.315226253137 Long EC CORP US N 1 N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 Entergy Corporation 29364GAM5 34000.00000000 PA USD 32930.11000000 0.006493129597 Long DBT CORP US N 2 2025-09-15 Fixed 0.00900000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAA0 17000.00000000 PA USD 17470.52000000 0.003444821486 Long DBT CORP US N 2 2025-02-15 Fixed 0.02650000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MV0 200000.00000000 PA USD 200000.00000000 0.039435820877 Long DBT CORP US N 2 2026-02-18 Variable 0.03875000 N N N N N N OneMain Holdings, Inc. 5493008I795YYBFWFU90 OneMain Finance Corporation 85172FAM1 45000.00000000 PA USD 50062.50000000 0.009871278913 Long DBT CORP US N 2 2025-03-15 Fixed 0.06875000 N N N N N N ASGN Incorporated LZBNYYCBUKY537072438 ASGN, Inc. 00191U102 2908.00000000 NS USD 358847.20000000 0.070757169507 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company, 5.750% 48128B655 3350.00000000 NS USD 90048.00000000 0.017755583991 Long EP CORP US N 1 N N N Allianz SE F0MWMXS5YG3P711FB044 Pimco Dynamic Income Fund 72201Y101 1590.00000000 NS USD 41196.90000000 0.008123167845 Long RF US N 1 N N N Vericrest Opportunity Loan Transferee N/A Vericrest Opportunity Loan Transferee 92873CAB0 200000.00000000 PA USD 198236.56000000 0.039088107357 Long ABS-CBDO CORP US N 2 2051-02-27 Variable 0.04826200 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 Southwestern Energy Company 845467AT6 33000.00000000 PA USD 34752.47000000 0.006852460909 Long DBT CORP US N 2 2032-02-01 Fixed 0.04750000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 Micron Technology, Inc. 595112BM4 86000.00000000 PA USD 95485.80000000 0.018827804525 Long DBT CORP US N 2 2026-02-06 Fixed 0.04975000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 Covanta Holding Corporation 22282EAJ1 31000.00000000 PA USD 31620.00000000 0.006234803280 Long DBT CORP US N 2 2030-09-01 Fixed 0.05000000 N N N N N N Eastman Chemical Company FDPVHDGJ1IQZFK9KH630 Eastman Chemical Company 277432100 2572.00000000 NS USD 310980.52000000 0.061318860415 Long EC CORP US N 1 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 Southwest Airlines Company 844741108 7618.00000000 NS USD 326355.12000000 0.064350410273 Long EC CORP US N 1 N N N Targa Resources Corp. N/A Targa Resources Partners, LP 87612BBG6 50000.00000000 PA USD 52684.88000000 0.010388357453 Long DBT CORP US N 2 2028-01-15 Fixed 0.05000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 17327CAM5 159000.00000000 PA USD 154863.65000000 0.030535875809 Long DBT CORP US N 2 2027-01-28 Variable 0.01122000 N N N N N N Ford Motor Company UDSQCVRUX5BONN0VY111 Ford Motor Credit Company, LLC 345397ZX4 215000.00000000 PA USD 226216.55000000 0.044605176726 Long DBT CORP US N 2 2024-11-01 Fixed 0.04063000 N N N N N N Charter Communications, Inc. N/A Charter Communications Operating, LLC 161175BQ6 50000.00000000 PA USD 53174.04000000 0.010484809583 Long DBT CORP US N 2 2024-02-01 Fixed 0.04500000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RML3 90000.00000000 PA USD 89535.15000000 0.017654460688 Long DBT CORP US N 2 2026-03-25 Fixed 0.01700000 N N N N N N National Instruments Corporation 549300TP4OOPCYWDUP86 National Instruments Corporation 636518102 6170.00000000 NS USD 269443.90000000 0.053128706884 Long EC CORP US N 1 N N N General Motors Company 5493008B6JBRUJ90QL97 General Motors Financial Company, Inc. 37045XDL7 45000.00000000 PA USD 44839.52000000 0.008841416394 Long DBT CORP US N 2 2031-06-10 Fixed 0.02700000 N N N N N N State Street Corporation 549300NCLW2248PN7J24 SPDR Bloomberg High Yield Bond ETF 78468R622 7210.00000000 NS USD 782789.70000000 0.154349771969 Long RF US N 1 N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 Rackspace Technology Global, Inc. 750098AA3 75000.00000000 PA USD 73125.00000000 0.014418722008 Long DBT CORP US N 2 2028-12-01 Fixed 0.05375000 N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MAU4 42000.00000000 PA USD 42723.28000000 0.008424138086 Long DBT CORP JP N 2 2022-10-18 Fixed 0.02778000 N N N N N N The E.W. Scripps Company N/A Scripps Escrow II, Inc. 81105DAB1 35000.00000000 PA USD 35568.75000000 0.007013414269 Long DBT CORP US N 2 2031-01-15 Fixed 0.05375000 N N N N N N Goldentree Loan Management US CLO 8, Ltd. 549300LOEERRNVSKVY31 Goldentree Loan Management US CLO 8, Ltd. 38136NAU0 300000.00000000 PA USD 298814.10000000 0.058919896616 Long ABS-O CORP KY N 2 2034-10-20 Floating 0.02131500 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 Netflix, Inc. 64110LAT3 87000.00000000 PA USD 104617.50000000 0.020628384953 Long DBT CORP US N 2 2028-11-15 Fixed 0.05875000 N N N N N N DISH Network Corporation N/A DISH DBS Corporation 25470XBB0 60000.00000000 PA USD 60750.00000000 0.011978630591 Long DBT CORP US N 2 2028-07-01 Fixed 0.07375000 N N N N N N Morgan Stanley & Co N/A CME E-mini S&P 500 Index N/A 77.00000000 NC USD 482639.33000000 0.095166390831 N/A DE CORP US N 1 Morgan Stanley & Company N/A Long S&P 500 INDEX SPX 2022-03-21 17837585.67000000 USD 482639.33000000 N N N Alliance Data Systems Corporation 549300G8S4PO686J7H97 Alliance Data Systems Corporation 018581108 4009.00000000 NS USD 266879.13000000 0.052622987833 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific, Inc. 883556102 927.00000000 NS USD 618531.48000000 0.121961483261 Long EC CORP US N 1 N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBX8 1510000.00000000 PA USD 1501919.14000000 0.296147070887 Long DBT UST US N 2 2023-04-30 Fixed 0.00125000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer, LP 29273VAN0 52000.00000000 PA USD 52910.00000000 0.010432746413 Long DBT CORP US N 2 2026-11-15 Variable 0.06500000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 Simon Property Group, LP 828807DK0 90000.00000000 PA USD 91684.85000000 0.018078336608 Long DBT CORP US N 2 2030-07-15 Fixed 0.02650000 N N N N N N Cedar Fair, L.P. N/A Cedar Fair, LP 150190AB2 31000.00000000 PA USD 31775.00000000 0.006265366041 Long DBT CORP US N 2 2027-04-15 Fixed 0.05375000 N N N N N N Venture Global LNG, Inc. 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass, LLC 92328MAB9 40000.00000000 PA USD 42400.00000000 0.008360394026 Long DBT CORP US N 2 2031-08-15 Fixed 0.04125000 N N N N N N Anheuser-Busch InBev SA/NV 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide, Inc. 035240AQ3 90000.00000000 PA USD 104754.21000000 0.020655341308 Long DBT CORP US N 2 2029-01-23 Fixed 0.04750000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456B101 610.00000000 NS USD 9674.60000000 0.001907628963 Long EC CORP US N 1 N N N Vertiv Holdings Co 549300ZT8RQ5VK10E643 Vertiv Group Corporation 92535UAB0 27000.00000000 PA USD 27270.00000000 0.005377074176 Long DBT CORP US N 2 2028-11-15 Fixed 0.04125000 N N N N N N Allied Universal Security Services LLC N/A Allied Universal Holdco, LLC 019576AA5 35000.00000000 PA USD 36722.00000000 0.007240811071 Long DBT CORP US N 2 2026-07-15 Fixed 0.06625000 N N N N N N Exelon Corporation 5493004JBPWTPTK8LB51 Exgen Renewables IV, LLC, Term Loan N/A 155000.00000000 PA USD 154781.45000000 0.030519667686 Long DBT CORP US N 2 2027-12-15 Floating 0.03500000 N N N N N N Lowe's Companies, Inc. WAFCR4OKGSC504WU3E95 Lowe's Companies, Inc. 548661107 4605.00000000 NS USD 1190300.40000000 0.234702366823 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 Johnson Controls International plc G51502105 6475.00000000 NS USD 526482.25000000 0.103811298530 Long EC CORP IE N 1 N N N Howmet Aerospace Inc. 549300HO5WFZUT5N2T22 Howmet Aerospace, Inc. 443201108 11101.00000000 NS USD 353344.83000000 0.069672217119 Long EC CORP US N 1 N N N XPLORNET COMMUNICATIONS N/A Xplornet Communications, Inc., Term Loan N/A 275000.00000000 PA USD 274428.00000000 0.054111467258 Long DBT CORP US N 2 2028-09-30 Floating 0.04500000 N N N N N N iHeartMedia, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBG1 70000.00000000 PA USD 70988.40000000 0.013997429133 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N J P Morgan Mortgage Trust 2021-LTV2 N/A J.P. Morgan Mortgage Trust 46654VAB9 250000.00000000 PA USD 250146.85000000 0.049323731848 Long ABS-CBDO CORP US N 2 2052-05-25 Variable 0.02774000 N N N N N N BWAY Parent Company, Inc. 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Company, Term Loan N/A 492291.83000000 PA USD 485256.98000000 0.095682536714 Long DBT CORP US N 2 2024-04-03 Floating 0.03354300 N N N N N N Morgan Stanley NZ7KR43H6Z5W1GY0QX46 Eaton Vance Limited Duration Income Fund 27828H105 7942.00000000 NS USD 104040.20000000 0.020514553456 Long RF US N 1 N N N The Mosaic Company 2YD5STGSJNMUB7H76907 Mosaic Company 61945CAG8 67000.00000000 PA USD 73930.44000000 0.014577537946 Long DBT CORP US N 2 2027-11-15 Fixed 0.04050000 N N N N N N GC Advisors LLC 2549005WE0QLGK9APF78 Golub Capital BDC, Inc. 38173M102 1397.00000000 NS USD 21569.68000000 0.004253090184 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Ltd. 780153BH4 90000.00000000 PA USD 87173.55000000 0.017188802515 Long DBT CORP LR N 2 2026-07-01 Fixed 0.04250000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 Duke Energy Corporation 26441C204 4125.00000000 NS USD 432712.50000000 0.085321863207 Long EC CORP US N 1 N N N Gartner, Inc. PP55B5R38BFB8O8HH686 Gartner, Inc. 366651AE7 75000.00000000 PA USD 76680.00000000 0.015119693724 Long DBT CORP US N 2 2030-10-01 Fixed 0.03750000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RGQ9 131000.00000000 PA USD 147439.18000000 0.029071925463 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 HCA Healthcare, Inc. 40412C101 2033.00000000 NS USD 522318.36000000 0.102990266429 Long EC CORP US N 1 N N N Ziff Davis, Inc. 5493008OJYGLHD7MXA18 Ziff Davis, Inc. 48123V102 410.00000000 NS USD 45452.60000000 0.008962302960 Long EC CORP US N 1 N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines, Inc., Term Loan N/A 292787.50000000 PA USD 293185.69000000 0.057810091773 Long DBT CORP US N 2 2028-04-21 Floating 0.04500000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607GLZ5 32000.00000000 PA USD 32691.10000000 0.006446001819 Long DBT CORP CA N 2 2025-01-28 Fixed 0.02250000 N N N N N N SHARP MIDCO LLC N/A Sharp Midco, LLC, Term Loan N/A 111000.00000000 PA USD 110722.50000000 0.021832163385 Long DBT CORP US N 3 2028-12-14 Floating 0.00000000 N N N N N N Vodafone Group Public Limited Company 213800TQASLF9JXH5J59 Ziggo BV 98954NAA7 110000.00000000 PA USD 113025.00000000 0.022286168273 Long DBT CORP NL N 2 2027-01-15 Fixed 0.05500000 N N N N N N Brookfield Residential Properties Inc. N/A Brookfield Residential Properties, Inc. 11283YAG5 75000.00000000 PA USD 75052.50000000 0.014798784732 Long DBT CORP CA N 2 2029-06-15 Fixed 0.05000000 N N N N N N Endo International plc 549300KK5WR4MGN4YT97 Par Pharmaceutical, Inc. 69888XAA7 75000.00000000 PA USD 76644.75000000 0.015112743160 Long DBT CORP US N 2 2027-04-01 Fixed 0.07500000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BG3 67000.00000000 PA USD 71322.56000000 0.014063318503 Long DBT CORP US N 2 2028-02-01 Fixed 0.03400000 N N N N N N Genesis Energy, L.P. N/A Genesis Energy, LP 37185LAJ1 40000.00000000 PA USD 39500.00000000 0.007788574623 Long DBT CORP US N 2 2025-10-01 Fixed 0.06500000 N N N N N N The Vanguard Group, Inc. N/A Vanguard Short-Term Corporate Bond ETF 92206C409 9300.00000000 NS USD 755718.00000000 0.149011798409 Long RF US N 1 N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Ltd. 780153BG6 35000.00000000 PA USD 35404.60000000 0.006981047319 Long DBT CORP LR N 2 2028-04-01 Fixed 0.05500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136BD2F4 2711810.78700000 PA USD 169464.31000000 0.033414820871 Long ABS-CBDO USGSE US N 2 2036-02-25 Fixed 0.01500000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 Starwood Property Trust, Inc. 85571B105 2197.00000000 NS USD 53387.10000000 0.010526820563 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967ND9 37000.00000000 PA USD 36900.51000000 0.007276009513 Long DBT CORP US N 2 2025-11-03 Variable 0.01281000 N N N N N N Morgan Stanley & Co N/A Ultra 10-Yr. U.S. Treasury Note N/A 9.00000000 NC USD 8338.23000000 0.001644124723 N/A DIR CORP US N 1 CCM Futures, LLC N/A Long United States Department of The Treasury United States Treasury Note/Bond 2022-03-23 1309599.27000000 USD 8338.23000000 N N N Groupe BPCE 9695005MSX1OYEMGDF46 BPCE SA 05583JAG7 32000.00000000 PA USD 32555.77000000 0.006419317571 Long DBT CORP FR N 2 2025-01-14 Fixed 0.02375000 N N N N N N United Natural Foods, Inc. 549300GKGW6WPZ282D40 United Natural Foods, Inc. 911163AA1 70000.00000000 PA USD 74956.00000000 0.014779756948 Long DBT CORP US N 2 2028-10-15 Fixed 0.06750000 N N N N N N Monster Beverage Corporation 52990090AP0E7HCB6F33 Monster Beverage Corporation 61174X109 3294.00000000 NS USD 316355.76000000 0.062378745424 Long EC CORP US N 1 N N N The Walt Disney Company 549300GZKULIZ0WOW665 Walt Disney Company 254687FQ4 45000.00000000 PA USD 50475.58000000 0.009952729657 Long DBT CORP US N 2 2030-03-22 Fixed 0.03800000 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 Charles Schwab Corporation 808513BK0 128000.00000000 PA USD 130560.00000000 0.025743703868 Long DBT CORP US N 2 2026-06-01 Variable 0.04000000 N N N N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 Darden Restaurants, Inc. 237194AL9 90000.00000000 PA USD 97426.95000000 0.019210558744 Long DBT CORP US N 2 2027-05-01 Fixed 0.03850000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corporation 65342RAD2 30000.00000000 PA USD 30077.40000000 0.005930634794 Long DBT CORP US N 2 2028-08-15 Fixed 0.06875000 N N N N N N Uniti Group LP LLC 549300GM4ENWVC5GBF11 Uniti Fiber Holdings, Inc., Convertible 91325LAA8 60000.00000000 PA USD 81412.50000000 0.016052843835 Long DBT CORP US N 2 2024-06-15 Fixed 0.04000000 N N N N Y Uniti Group Inc Uniti Group Inc USD XXXX N N N Olin Corporation 549300GKK294V7W57P06 Olin Corporation 680665AJ5 115000.00000000 PA USD 118018.75000000 0.023270831425 Long DBT CORP US N 2 2027-09-15 Fixed 0.05125000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 EQT Corporation 26884LAM1 25000.00000000 PA USD 25663.25000000 0.005060256650 Long DBT CORP US N 2 2026-05-15 Fixed 0.03125000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 Comstock Resources, Inc. 205768AT1 55000.00000000 PA USD 56375.00000000 0.011115972009 Long DBT CORP US N 2 2030-01-15 Fixed 0.05875000 N N N N N N Rayonier Inc. HGV8VDVNL0W6SF2U9C50 Rayonier, Inc. REIT 754907103 3254.00000000 NS USD 131331.44000000 0.025895815717 Long EC CORP US N 1 N N N Marvell Technology, Inc. N/A Marvell Technology, Inc. 573874AL8 41000.00000000 PA USD 42597.28000000 0.008399293519 Long DBT CORP US N 2 2023-06-22 Fixed 0.04200000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 Ross Stores, Inc. 778296AG8 45000.00000000 PA USD 43140.34000000 0.008506373604 Long DBT CORP US N 2 2031-04-15 Fixed 0.01875000 N N N N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 S&P Global, Inc. 78409V104 3246.00000000 NS USD 1531884.78000000 0.302055668944 Long EC CORP US N 1 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental, Inc. 36168QAL8 53000.00000000 PA USD 51940.00000000 0.010241482681 Long DBT CORP CA N 2 2028-08-01 Fixed 0.04000000 N N N N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia 0641593U8 45000.00000000 PA USD 43859.37000000 0.008648151295 Long DBT CORP CA N 2 2026-03-02 Fixed 0.01050000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 Westpac Banking Corporation 961214EF6 67000.00000000 PA USD 72306.22000000 0.014257275701 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 Duke Energy Corporation 26441CBH7 44000.00000000 PA USD 43683.57000000 0.008613487209 Long DBT CORP US N 2 2030-06-01 Fixed 0.02450000 N N N N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 Equitable Holdings, Inc., 5.250% 29452E200 5875.00000000 NS USD 155687.50000000 0.030698321814 Long EP CORP US N 1 N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 Honeywell International, Inc. 438516106 3219.00000000 NS USD 671193.69000000 0.132345370664 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468P7 134000.00000000 PA USD 146018.87000000 0.028791870010 Long DBT CORP US N 2 2031-04-01 Variable 0.03622000 N N N N N N Charter Communications, Inc. N/A Charter Communications Operating, LLC 161175AY0 78000.00000000 PA USD 85886.44000000 0.016935011318 Long DBT CORP US N 2 2025-07-23 Fixed 0.04908000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 Comcast Corporation 20030NBW0 54000.00000000 PA USD 55927.22000000 0.011027679150 Long DBT CORP US N 2 2027-01-15 Fixed 0.02350000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136ABCF8 863510.34000000 PA USD 40684.72000000 0.008022176651 Long ABS-CBDO USGSE US N 2 2028-01-25 Fixed 0.03000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage, Inc. 74460D109 1439.00000000 NS USD 538991.84000000 0.106277928283 Long EC CORP US N 1 N N N Lululemon Athletica Inc. 549300D9GZ4BMLDW5T40 Lululemon Athletica, Inc. 550021109 1478.00000000 NS USD 578563.10000000 0.114080553889 Long EC CORP US N 1 N N N EchoStar Corporation N/A Hughes Satellite Systems Corporation 444454AF9 40000.00000000 PA USD 44770.00000000 0.008827708503 Long DBT CORP US N 2 2026-08-01 Fixed 0.06625000 N N N N N N Reinsurance Group of America, Incorporated LORM1GNEU1DKEW527V90 Reinsurance Group of America, Inc. 759351AL3 64000.00000000 PA USD 67753.81000000 0.013359635574 Long DBT CORP US N 2 2023-09-15 Fixed 0.04700000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays plc 06738EBE4 65000.00000000 PA USD 65277.99000000 0.012871455604 Long DBT CORP GB N 2 2023-02-15 Variable 0.04610000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136AFXT6 360910.06200000 PA USD 18246.60000000 0.003597848246 Long ABS-CBDO USGSE US N 2 2028-06-25 Fixed 0.02500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822BS2 41000.00000000 PA USD 40771.99000000 0.008039384472 Long DBT CORP JP N 2 2025-07-17 Fixed 0.01412000 N N N N N N AerCap Holdings N.V. 549300SZYINBBLJQU475 AerCap Holdings NV 00774YAA7 34000.00000000 PA USD 35190.00000000 0.006938732683 Long DBT CORP NL N 2 2079-10-10 Variable 0.05875000 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 Vail Resorts, Inc. 91879Q109 131.00000000 NS USD 42954.90000000 0.008469808711 Long EC CORP US N 1 N N N Srm Escrow Issuer LLC N/A SRM Escrow Issuer, LLC 85236FAA1 105000.00000000 PA USD 112092.75000000 0.022102348053 Long DBT CORP US N 2 2028-11-01 Fixed 0.06000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 Quanta Services, Inc. 74762E102 4399.00000000 NS USD 504389.34000000 0.099455038323 Long EC CORP US N 1 N N N MOZART DEBT MERGER SUB N/A Mozart Debt Merger Sub, Inc. 62482BAB8 92000.00000000 PA USD 93254.88000000 0.018387913718 Long DBT CORP US N 2 2029-10-01 Fixed 0.05250000 N N N N N N RingCentral, Inc. 549300C8EH0H1614VE84 RingCentral, Inc. 76680R206 1136.00000000 NS USD 212829.60000000 0.041965549915 Long EC CORP US N 1 N N N Legg Mason, Inc. 549300S7N70O2ERKYG47 Western Asset High Income Opportunity Fund, Inc. 95766K109 17232.00000000 NS USD 89606.40000000 0.017668509699 Long RF US N 1 N N N Icahn Enterprises L.P. N/A Icahn Enterprises, LP 451102BQ9 70000.00000000 PA USD 71225.00000000 0.014044081709 Long DBT CORP US N 2 2025-12-15 Fixed 0.06375000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 Staples, Inc., Term Loan N/A 320229.92000000 PA USD 308877.77000000 0.060904242053 Long DBT CORP US N 2 2026-04-12 Floating 0.05131600 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 Charles Schwab Corporation 808513105 16974.00000000 NS USD 1427513.40000000 0.281475813712 Long EC CORP US N 1 N N N Lumentum Holdings Inc. 549300JLWRRC38DWEF52 Lumentum Holdings, Inc. 55024U109 1190.00000000 NS USD 125866.30000000 0.024818204306 Long EC CORP US N 1 N N N Western Alliance Bancorporation 5493003VJXZ5JXT9S762 Western Alliance Bancorp 957638109 6806.00000000 NS USD 732665.90000000 0.144466405977 Long EC CORP US N 1 N N N Lumentum Holdings Inc. 549300JLWRRC38DWEF52 Lumentum Holdings, Inc., Convertible 55024UAB5 151000.00000000 PA USD 268213.75000000 0.052886147009 Long DBT CORP US N 2 2024-03-15 Fixed 0.00250000 N N N N Y Lumentum Holdings Inc Lumentum Holdings Inc USD XXXX N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation, 5.375% 06053U601 2000.00000000 NS USD 53640.00000000 0.010576687159 Long EP CORP US N 1 N N N United Airlines Pass Through Trust Series 2015-1 -A N/A United Airlines Pass Through Trust 90932LAB3 65000.00000000 PA USD 66154.97000000 0.013044377735 Long DBT CORP US N 2 2022-12-01 Fixed 0.03700000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 Mastercard, Inc. 57636Q104 5014.00000000 NS USD 1801630.48000000 0.355243884483 Long EC CORP US N 1 N N N Sabre Corporation 529900VKCYZW8GZ4WW58 Sabre Corporation 78573M104 10954.00000000 NS USD 94094.86000000 0.018553540222 Long EC CORP US N 1 N N N PARK INTERMED HOLDINGS N/A Park Intermediate Holdings, LLC 70052LAC7 25000.00000000 PA USD 25562.50000000 0.005040390855 Long DBT CORP US N 2 2029-05-15 Fixed 0.04875000 N N N N N N S.P.C.M. SA 969500F7036FEDYPRV54 SPCM SA 7846ELAE7 72000.00000000 PA USD 69300.00000000 0.013664511934 Long DBT CORP FR N 2 2030-03-15 Fixed 0.03375000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 Truist Financial Corporation 89832Q109 8028.00000000 NS USD 470039.40000000 0.092681947918 Long EC CORP US N 1 N N N Red Rock Resorts, Inc. 5493004E7Q60TX54WL62 Station Casinos, LLC 857691AH2 53000.00000000 PA USD 53434.60000000 0.010536186571 Long DBT CORP US N 2 2031-12-01 Fixed 0.04625000 N N N N N N CIT Group Inc. N8O96ZZJQRFYQUJY7K79 CIT Group, Inc. 125581GW2 90000.00000000 PA USD 99146.70000000 0.019549657508 Long DBT CORP US N 2 2025-03-07 Fixed 0.05250000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 Natwest Group plc 780097AY7 35000.00000000 PA USD 37312.18000000 0.007357182235 Long DBT CORP GB N 2 2023-06-10 Fixed 0.06100000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBM2 2830000.00000000 PA USD 2793077.33000000 0.550736486413 Long DBT UST US N 2 2024-02-15 Fixed 0.00125000 N N N N N N Forward Air Corporation N/A Forward Air Corporation 349853101 3469.00000000 NS USD 420061.21000000 0.082827293175 Long EC CORP US N 1 N N N State Street Corporation 549300ZFEEJ2IP5VME73 State Street Corporation 857477103 5456.00000000 NS USD 507408.00000000 0.100050254998 Long EC CORP US N 1 N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 Coinbase Global, Inc., Convertible 19260QAA5 104000.00000000 PA USD 111332.00000000 0.021952344049 Long DBT CORP US N 2 2026-06-01 Fixed 0.00500000 N N N N Y Coinbase Global Inc Coinbase Global Inc USD XXXX N N N Next Alt S.a R.L. 3HG2WD2W22M120IUNG49 CSC Holdings, LLC 126307BB2 53000.00000000 PA USD 51741.25000000 0.010202293334 Long DBT CORP US N 2 2030-12-01 Fixed 0.04125000 N N N N N N Thrivent Mutual Funds N/A Thrivent Cash Management Trust N/A 3983014.00000000 PA USD 3983014.00000000 0.785367133281 Long STIV PF US N 2 N N PG&E Corporation 8YQ2GSDWYZXO2EDN3511 PG&E Corporation 69331CAH1 65000.00000000 PA USD 68368.30000000 0.013480800162 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 SVB Financial Group 78486QAP6 42000.00000000 PA USD 42588.00000000 0.008397463697 Long DBT CORP US N 2 2026-11-15 Variable 0.04250000 N N N N N N Agree Realty Corporation N/A Agree Realty Corporation 008492100 3454.00000000 NS USD 246477.44000000 0.048600200870 Long EC CORP US N 1 N N N Radnor Re 2018-1 Ltd. 549300ED4YNDE7SVU538 Radnor Re, Ltd. 750496AB7 525000.00000000 PA USD 525000.37000000 0.103519102759 Long ABS-CBDO CORP BM N 2 2028-03-25 Floating 0.02801900 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc 53944YAH6 65000.00000000 PA USD 68660.12000000 0.013538340968 Long DBT CORP GB N 2 2024-03-12 Fixed 0.03900000 N N N N N N Switch, Inc. 5493002D70VTFFLT8L43 Switch, Ltd. 87105NAA8 70000.00000000 PA USD 70525.00000000 0.013906056336 Long DBT CORP US N 2 2028-09-15 Fixed 0.03750000 N N N N N N Marathon Oil Corporation 1FRVQX2CRLGC1XLP5727 Marathon Oil Corporation 565849AP1 45000.00000000 PA USD 49292.07000000 0.009719366215 Long DBT CORP US N 2 2027-07-15 Fixed 0.04400000 N N N N N N Everi Holdings Inc. 5299006DK5S7BG10K532 Everi Holdings, Inc. 30034T103 17479.00000000 NS USD 373176.65000000 0.073582637625 Long EC CORP US N 1 N N N American Tower Corporation 5493006ORUSIL88JOE18 American Tower Corporation 03027XBR0 44000.00000000 PA USD 43052.98000000 0.008489148037 Long DBT CORP US N 2 2026-09-15 Fixed 0.01450000 N N N N N N GFL Environmental Inc. 549300FYK4MBXWIVZU26 GFL Environmental, Inc. 36168QAM6 65000.00000000 PA USD 64025.00000000 0.012624392158 Long DBT CORP CA N 2 2028-09-01 Fixed 0.03500000 N N N N N N Nucor Corporation 549300GGJCRSI2TIEJ46 Nucor Corporation 670346105 3503.00000000 NS USD 399867.45000000 0.078845505664 Long EC CORP US N 1 N N N First Mid Bancshares, Inc. N/A First Mid-Illinois Bancshares, Inc. 320866106 184.00000000 NS USD 7873.36000000 0.001552462073 Long EC CORP US N 1 N N N Endo International plc 222100B15VY0VVCTG251 Endo Luxembourg Finance Company I SARL, Term Loan N/A 233237.50000000 PA USD 226356.99000000 0.044632868559 Long DBT CORP US N 2 2028-03-25 Floating 0.05750000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 Block, Inc. 852234103 6676.00000000 NS USD 1078240.76000000 0.212606547370 Long EC CORP US N 1 N N N Laredo Petroleum, Inc. 549300X0PTWU2QSLSL14 Laredo Petroleum, Inc. 516806AH9 110000.00000000 PA USD 107250.00000000 0.021147458945 Long DBT CORP US N 2 2029-07-31 Fixed 0.07750000 N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corporation 68389XBV6 112000.00000000 PA USD 113272.99000000 0.022335066719 Long DBT CORP US N 2 2030-04-01 Fixed 0.02950000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136ACZY0 1237104.88500000 PA USD 57134.95000000 0.011265818270 Long ABS-CBDO USGSE US N 2 2028-03-25 Fixed 0.03000000 N N N N N N Viavi Solutions Inc. 5493006K3E3N1QOBF092 Viavi Solutions, Inc., Convertible 925550AB1 23000.00000000 PA USD 32573.75000000 0.006422862851 Long DBT CORP US N 2 2024-03-01 Fixed 0.01000000 N N N N Y Viavi Solutions Inc Viavi Solutions Inc USD XXXX N N N Equinor ASA OW6OFBNCKXC4US5C7523 Equinor ASA 29446MAD4 31000.00000000 PA USD 32352.05000000 0.006379148244 Long DBT CORP NO N 2 2025-04-06 Fixed 0.02875000 N N N N N N Discovery, Inc. 5493006ZCRFWKF6B1K26 Discovery, Inc., Class A 25470F104 8165.00000000 NS USD 192204.10000000 0.037898632297 Long EC CORP US N 1 N N JBS S.A. N/A JBS USA, LLC 46590XAB2 110000.00000000 PA USD 119625.00000000 0.023587550362 Long DBT CORP XX N 2 2030-01-15 Fixed 0.05500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PBQ8 24000.00000000 PA USD 24182.20000000 0.004768224538 Long DBT CORP US N 2 2024-06-01 Variable 0.01514000 N N N N N N Jbs Finance Luxembourg S.A R.L. N/A JBS Finance Luxembourg SARL 46592QAB5 65000.00000000 PA USD 64269.40000000 0.012672582731 Long DBT CORP LU N 2 2027-01-15 Fixed 0.02500000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 Air Canada, Term Loan N/A 178000.00000000 PA USD 177268.42000000 0.034953628291 Long DBT CORP US N 2 2028-08-11 Floating 0.04250000 N N N N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 Natwest Group plc 780099CE5 35000.00000000 PA USD 36606.48000000 0.007218032941 Long DBT CORP GB N 2 2022-12-15 Fixed 0.06125000 N N N N N N NGL Energy Partners LP N/A NGL Energy Operating, LLC 62922LAA6 50000.00000000 PA USD 51565.00000000 0.010167540517 Long DBT CORP US N 2 2026-02-01 Fixed 0.07500000 N N N N N N Bank of America Corporation N/A CHL Mortgage Pass-Through Trust 126694QG6 82441.90700000 PA USD 87748.66000000 0.017302202189 Long ABS-CBDO CORP US N 2 2035-12-20 Variable 0.02445700 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 Southwest Airlines Company 844741BK3 42000.00000000 PA USD 48015.35000000 0.009467623709 Long DBT CORP US N 2 2027-06-15 Fixed 0.05125000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 Synchrony Financial 87165BAD5 38000.00000000 PA USD 40246.96000000 0.007935859527 Long DBT CORP US N 2 2024-08-15 Fixed 0.04250000 N N N N N N Telephone and Data Systems, Inc. N/A United States Cellular Corporation 911684AD0 60000.00000000 PA USD 72512.40000000 0.014297930088 Long DBT CORP US N 2 2033-12-15 Fixed 0.06700000 N N N N N N Dell Technologies Inc. N/A Dell International, LLC 24703TAC0 67000.00000000 PA USD 75940.90000000 0.014973958648 Long DBT CORP US N 2 2025-07-15 Fixed 0.05850000 N N N N N N Titan Acquisition Holdco Limited N/A Titan Acquisition, Ltd. 88827AAA1 30000.00000000 PA USD 30450.00000000 0.006004103728 Long DBT CORP XX N 2 2026-04-15 Fixed 0.07750000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 Comcast Corporation 20030N101 26965.00000000 NS USD 1357148.45000000 0.267601315891 Long EC CORP US N 1 N N N Windstream Holdings, Inc. N/A Windstream Services, LLC, Warrants (Expires 12/31/2049) N/A 316.00000000 NC USD 6004.00000000 0.001183863342 N/A DE CORP US N 3 Windstream Holdings, Inc. N/A Call Purchased Windstream Holdings, Inc. Windstream Services, LLC 1.00000000 1.00000000 USD 2049-12-31 XXXX -137007.55000000 N N N Hertz Global Holdings, Inc. 549300PD0C69OJ0NLB27 Hertz Corporation, Term Loan N/A 26384.62000000 PA USD 26384.62000000 0.005202495741 Long DBT CORP US N 2 2028-06-30 Floating 0.03750000 N N N N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 Boston Scientific Corporation 101137AV9 70000.00000000 PA USD 73199.95000000 0.014433500582 Long DBT CORP US N 2 2024-03-01 Fixed 0.03450000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GHQ5 179000.00000000 PA USD 197174.68000000 0.038878726810 Long DBT CORP US N 2 2030-02-07 Variable 0.03974000 N N N N N N United Airlines Holdings, Inc. K1OQBWM7XEOO08LDNP29 United Airlines, Inc. 90932LAG2 75000.00000000 PA USD 78205.13000000 0.015420417491 Long DBT CORP US N 2 2026-04-15 Fixed 0.04375000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 ING Groep NV 456837AV5 90000.00000000 PA USD 89395.28000000 0.017626881246 Long DBT CORP NL N 2 2027-04-01 Variable 0.01726000 N N N N N N Bloomin' Brands, Inc. E1UJ2GO305B5FXGV7N04 Bloomin' Brands, Inc., Convertible 094235AB4 66000.00000000 PA USD 127998.75000000 0.025238678887 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 Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738AR9 89000.00000000 PA USD 99771.21000000 0.019672797831 Long DBT CORP US N 2 2028-10-01 Fixed 0.04200000 N N N N N N Meritor, Inc. 5LTG829X630QFHTFBO82 Meritor, Inc., Convertible 59001KAF7 174000.00000000 PA USD 189451.20000000 0.037355817941 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 OceanFirst Financial Corp. N/A OceanFirst Financial Corporation 675234108 340.00000000 NS USD 7548.00000000 0.001488307879 Long EC CORP US N 1 N N N Syneos Health, Inc. 549300F1ZGKDS8P6GU13 Syneos Health, Inc. 87166B102 8273.00000000 NS USD 849471.64000000 0.167498057177 Long EC CORP US N 1 N N N Tenneco Inc. 549300U0EXXFAQFAD785 Tenneco, Inc. 880349AR6 85000.00000000 PA USD 81706.25000000 0.016110765197 Long DBT CORP US N 2 2026-07-15 Fixed 0.05000000 N N N N N Triangle Re 2021-3 Limited N/A Genworth Mortgage Insurance Corporation 89600HAA7 225000.00000000 PA USD 224999.93000000 0.044365284684 Long ABS-CBDO CORP US N 2 2034-02-25 Floating 0.01949700 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162100 3284.00000000 NS USD 738801.48000000 0.145676214146 Long EC CORP US N 1 N N N Brand Industrial Services, Inc. 549300B658W2BPDQMW42 Brand Industrial Services, Inc. 10524PAB6 35000.00000000 PA USD 34967.45000000 0.006894850473 Long DBT CORP US N 2 2025-07-15 Fixed 0.08500000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MBZ2 67000.00000000 PA USD 64380.02000000 0.012694394684 Long DBT CORP JP N 2 2030-09-23 Fixed 0.02142000 N N N N N N Societe Generale Societe anonyme O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RAU6 39000.00000000 PA USD 40061.10000000 0.007899211818 Long DBT CORP FR N 2 2024-10-16 Fixed 0.02625000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 PayPal Holdings, Inc. 70450YAE3 45000.00000000 PA USD 47359.45000000 0.009338293935 Long DBT CORP US N 2 2029-10-01 Fixed 0.02850000 N N N N N N TPG Capital, L.P. 549300TX61566GJWCN05 Sixth Street Specialty Lending, Inc. 83012A109 776.00000000 NS USD 18150.64000000 0.003578926939 Long EC CORP US N 1 N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 Regions Financial Corporation 7591EPAR1 84000.00000000 PA USD 91980.00000000 0.018136534021 Long DBT CORP US N 2 2025-06-15 Variable 0.05750000 N N N N N N Thl Credit Wind River 2016-1 Clo Ltd. 635400WBNY8VGBBADK15 THL Credit Wind River CLO, Ltd. 88433AAQ2 350000.00000000 PA USD 347452.35000000 0.068510343190 Long ABS-O CORP KY N 2 2028-07-15 Floating 0.02973800 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135BY1 90000.00000000 PA USD 90148.41000000 0.017775382745 Long DBT CORP US N 2 2028-05-12 Fixed 0.01650000 N N N N N N Air Lease Corporation 5493004NW4M4P8TMMK63 Air Lease Corporation 00914AAH5 24000.00000000 PA USD 25042.08000000 0.004937774906 Long DBT CORP US N 2 2025-07-01 Fixed 0.03375000 N N N N N N ORBCOMM INC 529900PSC8WVCY267I23 ORBCOMM, Inc., Term Loan N/A 274312.50000000 PA USD 273854.40000000 0.053998365324 Long DBT CORP US N 2 2028-09-01 Floating 0.05000000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 Energizer Holdings, Inc. 29272WAD1 85000.00000000 PA USD 82955.75000000 0.016357140488 Long DBT CORP US N 2 2029-03-31 Fixed 0.04375000 N N N N N N APA Corporation 72ZZ1XRHOOU9P9X16K08 Apache Corporation 037411AW5 35000.00000000 PA USD 39550.00000000 0.007798433578 Long DBT CORP US N 2 2040-09-01 Fixed 0.05100000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 Prudential Financial, Inc. 744320BH4 42000.00000000 PA USD 42486.68000000 0.008377485510 Long DBT CORP US N 2 2050-10-01 Variable 0.03700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136AAQ32 326355.52500000 PA USD 15322.85000000 0.003021345839 Long ABS-CBDO USGSE US N 2 2028-01-25 Fixed 0.02500000 N N N N N N American Electric Power Company, Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Company, Inc. 025537101 314.00000000 NS USD 27936.58000000 0.005508509824 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YDU6 66000.00000000 PA USD 68740.93000000 0.013554275012 Long DBT CORP US N 2 2023-05-22 Fixed 0.04100000 N N N N N N MOZART DEBT MERGER SUB N/A Mozart Debt Merger Sub, Inc. 62482BAA0 93000.00000000 PA USD 92671.71000000 0.018272924779 Long DBT CORP US N 2 2029-04-01 Fixed 0.03875000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 Duke Energy Corporation 26441CBG9 22000.00000000 PA USD 22825.00000000 0.004500613057 Long DBT CORP US N 2 2024-09-16 Variable 0.04875000 N N N N N N Volt Xcix Llc - Asset Backed Note, Series 2021-NPL8 N/A Vericrest Opportunity Loan Transferee 92872VAB9 200000.00000000 PA USD 197849.22000000 0.039011732003 Long ABS-CBDO CORP US N 2 2051-04-25 Variable 0.04948600 N N N N N N HILTON GRAND VAC BOR ESC N/A Hilton Grand Vacations Borrower Escrow, LLC 43284MAA6 90000.00000000 PA USD 92250.00000000 0.018189772379 Long DBT CORP US N 2 2029-06-01 Fixed 0.05000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 Boeing Company 097023CZ6 35000.00000000 PA USD 35397.16000000 0.006979580306 Long DBT CORP US N 2 2024-02-01 Fixed 0.01950000 N N N N N N HomeStreet, Inc. N/A HomeStreet, Inc. 43785V102 290.00000000 NS USD 15080.00000000 0.002973460894 Long EC CORP US N 1 N N N Ovintiv Inc. N/A Ovintiv, Inc. 292505AE4 40000.00000000 PA USD 52363.92000000 0.010325070847 Long DBT CORP CA N 2 2037-08-15 Fixed 0.06625000 N N N N N N Kimberly-Clark Corporation MP3J6QPYPGN75NVW2S34 Kimberly-Clark Corporation 494368103 1377.00000000 NS USD 196800.84000000 0.038805013373 Long EC CORP US N 1 N N N OneMain Holdings, Inc. 5493008I795YYBFWFU90 OneMain Finance Corporation 682691AB6 35000.00000000 PA USD 34606.25000000 0.006823629381 Long DBT CORP US N 2 2027-01-15 Fixed 0.03500000 N N N N N N Ares Management Corporation WEQ82666OJYSI5GUAB47 Ares Capital Corporation 04010L103 4412.00000000 NS USD 93490.28000000 0.018434329679 Long EC CORP US N 1 N N N Broadcom Inc. N/A Broadcom Corporation 11134LAH2 67000.00000000 PA USD 72647.53000000 0.014324574901 Long DBT CORP US N 2 2027-01-15 Fixed 0.03875000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280BT5 126000.00000000 PA USD 141150.90000000 0.027832008045 Long DBT CORP GB N 2 2029-06-19 Variable 0.04583000 N N N N N N Moody's Corporation 549300GCEDD8YCF5WU84 Moody's Corporation 615369105 1658.00000000 NS USD 647581.64000000 0.127689567792 Long EC CORP US N 1 N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313385TC0 900000.00000000 PA USD 899978.50000000 0.177456954597 Long STIV USGSE US N 2 N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Company 382550BP5 35000.00000000 PA USD 37999.68000000 0.007492742869 Long DBT CORP US N 2 2031-07-15 Fixed 0.05250000 N N N N N N Madison Park Funding XIV, Ltd. 254900Q2IOW6JYPYIV98 Madison Park Funding XIV, Ltd. 55818RAY2 500000.00000000 PA USD 500008.50000000 0.098591228215 Long ABS-O CORP KY N 2 2030-10-22 Floating 0.01528300 N N N N N N Aptiv plc N/A Aptiv plc G6095L109 7622.00000000 NS USD 1257248.90000000 0.247903212093 Long EC CORP JE N 1 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 Merck & Company, Inc. 58933Y105 13178.00000000 NS USD 1009961.92000000 0.199143386850 Long EC CORP US N 1 N N N Huntsman Corporation N/A Venator Finance SARL 9226APAA3 70000.00000000 PA USD 67200.00000000 0.013250435814 Long DBT CORP XX N 2 2025-07-15 Fixed 0.05750000 N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GHC6 55000.00000000 PA USD 56136.82000000 0.011069007890 Long DBT CORP US N 2 2023-12-20 Variable 0.03004000 N N N N N N HLF FIN SARL LLC/HERBALIFE N/A HLF Financing SARL, LLC 40390DAC9 125000.00000000 PA USD 122650.00000000 0.024184017153 Long DBT CORP US N 2 2029-06-01 Fixed 0.04875000 N N N N N N The Timken Company B0I35MLPFXZSE70ASS73 Timken Company 887389104 5238.00000000 NS USD 362941.02000000 0.071564385268 Long EC CORP US N 1 N N N BINGO INDUSTRIES LTD N/A Bingo Industries, Ltd., Term Loan N/A 184537.50000000 PA USD 183614.81000000 0.036205003788 Long DBT CORP US N 3 2028-08-09 Floating 0.04000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 22546DAB2 22000.00000000 PA USD 23760.00000000 0.004684975520 Long DBT CORP CH N 2 2023-12-11 Variable 0.07500000 N N N N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 Akamai Technologies, Inc. 00971T101 214.00000000 NS USD 25046.56000000 0.004938658268 Long EC CORP US N 1 N N N Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 Euronet Worldwide, Inc. 298736109 173.00000000 NS USD 20616.41000000 0.004065125259 Long EC CORP US N 1 N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 Target Corporation 87612EBJ4 45000.00000000 PA USD 46244.19000000 0.009118387967 Long DBT CORP US N 2 2030-02-15 Fixed 0.02350000 N N N N N N Dell Technologies Inc. N/A Dell International, LLC 24703TAA4 26000.00000000 PA USD 27427.22000000 0.005408074675 Long DBT CORP US N 2 2023-06-15 Fixed 0.05450000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings, Inc. 98956P102 2488.00000000 NS USD 316075.52000000 0.062323487952 Long EC CORP US N 1 N N N Camden Property Trust 5493002MYX22OHYJBD89 Camden Property Trust 133131102 2977.00000000 NS USD 531930.36000000 0.104885551981 Long EC CORP US N 1 N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 Boston Scientific Corporation, Convertible, 5.500% 101137206 1907.00000000 NS USD 218656.62000000 0.043114516499 Long EP CORP US N 1 N N N Otis Worldwide Corporation 549300ZLBKR8VSU25153 Otis Worldwide Corporation 68902VAH0 47000.00000000 PA USD 47781.35000000 0.009421483799 Long DBT CORP US N 2 2025-04-05 Fixed 0.02056000 N N N N N N Lennar Corporation 529900G61XVRLX5TJX09 Lennar Corporation 526057BV5 34000.00000000 PA USD 37197.87000000 0.007334642691 Long DBT CORP US N 2 2025-05-30 Fixed 0.04750000 N N N N N N Baker Hughes Holdings LLC N/A Baker Hughes, LLC 05724BAD1 41000.00000000 PA USD 41367.93000000 0.008156891387 Long DBT CORP US N 2 2026-12-15 Fixed 0.02061000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 Southern Company 842587DF1 119000.00000000 PA USD 121677.50000000 0.023992260474 Long DBT CORP US N 2 2051-01-15 Variable 0.04000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust 44106MAW2 25000.00000000 PA USD 24250.00000000 0.004781593281 Long DBT CORP US N 2 2027-02-15 Fixed 0.04950000 N N N N N N Suburban Propane Partners, L.P. N/A Suburban Propane Partners, LP 864486AK1 90000.00000000 PA USD 92925.00000000 0.018322868275 Long DBT CORP US N 2 2027-03-01 Fixed 0.05875000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280AH2 43000.00000000 PA USD 59492.55000000 0.011730687726 Long DBT CORP GB N 2 2037-09-15 Fixed 0.06500000 N N N N N N Kilroy Realty Corporation 5493008CT3N3JR7P1552 Kilroy Realty, LP 49427RAL6 90000.00000000 PA USD 98016.64000000 0.019326833290 Long DBT CORP US N 2 2025-10-01 Fixed 0.04375000 N N N N N N Marathon Petroleum Corporation 5493000CZJ19CK4P3G36 MPLX, LP 55336VAU4 58000.00000000 PA USD 58145.00000000 0.011464979024 Long DBT CORP US N 2 2023-02-15 Variable 0.06875000 N N N N N N Business Jet Securities 2020-1 LLC N/A Business Jet Securities, LLC 12327FAA5 86799.80000000 PA USD 86668.99000000 0.017089313826 Long ABS-CBDO CORP US N 2 2035-11-15 Fixed 0.02981000 N N N N N N Cumulus Media Inc. 5493001D9VBAVY1OKJ46 Cumulus Media New Holdings, Inc. 23110AAA4 60000.00000000 PA USD 62250.00000000 0.012274399248 Long DBT CORP US N 2 2026-07-01 Fixed 0.06750000 N N N N N N KKR Real Estate Finance Trust Inc. 549300K23AYZDZ2REL62 KKR Real Estate Finance Trust, Inc., Convertible 48251KAB6 46000.00000000 PA USD 48537.80000000 0.009570639932 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 Community Trust Bancorp, Inc. N/A Community Trust Bancorp, Inc. 204149108 815.00000000 NS USD 35542.15000000 0.007008169304 Long EC CORP US N 1 N N N PACKAGING COORDINATORS 549300SL20D7D39KSB12 Packaging Coordinators Midco, Inc., Term Loan N/A 267326.63000000 PA USD 267104.75000000 0.052667475382 Long DBT CORP US N 2 2027-11-30 Floating 0.04500000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YCU1 35000.00000000 PA USD 35668.09000000 0.007033002041 Long DBT CORP US N 2 2023-03-15 Fixed 0.02800000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 EQT Corporation 26884LAF6 67000.00000000 PA USD 71858.84000000 0.014169061713 Long DBT CORP US N 2 2027-10-01 Fixed 0.03900000 N N N N N N Meritage Homes Corporation 52990044W9UMFJO2FB97 Meritage Homes Corporation 59001ABD3 67000.00000000 PA USD 70350.00000000 0.013871549993 Long DBT CORP US N 2 2029-04-15 Fixed 0.03875000 N N N N N N Welltower Inc. T6IZ0MBEG5ACZDTR7D06 Welltower, Inc. 95040QAN4 45000.00000000 PA USD 44287.93000000 0.008732654372 Long DBT CORP US N 2 2029-01-15 Fixed 0.02050000 N N N N N N Ovintiv Inc. T8W3X1PFLPW2YE0UIP44 Newfield Exploration Company 651290AQ1 128000.00000000 PA USD 140899.98000000 0.027782531864 Long DBT CORP US N 2 2024-07-01 Fixed 0.05625000 N N N N N N American Express Company R4PP93JZOLY261QX3811 American Express Company 025816CC1 35000.00000000 PA USD 36705.40000000 0.007237537898 Long DBT CORP US N 2 2024-02-22 Fixed 0.03400000 N N N N N N Lumen Technologies, Inc. 254900AE5FEFIJOXWL19 Level 3 Financing, Inc. 527298BN2 90000.00000000 PA USD 91800.00000000 0.018101041782 Long DBT CORP US N 2 2027-09-15 Fixed 0.04625000 N N N N N N Stoneridge, Inc. PNBCIH9LE7WI83VJIF08 Stoneridge, Inc. 86183P102 7264.00000000 NS USD 143391.36000000 0.028273779941 Long EC CORP US N 1 N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corporation 674599CS2 135000.00000000 PA USD 138685.50000000 0.027345882681 Long DBT CORP US N 2 2029-08-15 Fixed 0.03500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46625HJQ4 84000.00000000 PA USD 91045.50000000 0.017952270148 Long DBT CORP US N 2 2024-02-01 Variable 0.06750000 N N N N N N Arko Corp. N/A Arko Corporation 041242AA6 46000.00000000 PA USD 44447.50000000 0.008764118242 Long DBT CORP US N 2 2029-11-15 Fixed 0.05125000 N N N N N N APA Corporation N/A APA Corporation 03743Q108 13366.00000000 NS USD 359411.74000000 0.070868484999 Long EC CORP US N 1 N N N Heartland Financial USA, Inc. 549300QF7B0DFZT32C73 Heartland Financial USA, Inc. 42234Q102 10508.00000000 NS USD 531809.88000000 0.104861795842 Long EC CORP US N 1 N N N Fulton Financial Corporation 5493005QLZ6O1BNC0C11 Fulton Financial Corporation 360271100 664.00000000 NS USD 11288.00000000 0.002225757730 Long EC CORP US N 1 N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 91282CBL4 715000.00000000 PA USD 693913.08000000 0.136825159636 Long DBT UST US N 2 2031-02-15 Fixed 0.01125000 N N N N N N iHeartMedia, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc., Term Loan N/A 360174.83000000 PA USD 357538.35000000 0.070499091637 Long DBT CORP US N 2 2026-05-01 Floating 0.03104300 N N N N N N The Procter & Gamble Company 2572IBTT8CCZW6AU4141 Procter & Gamble Company 742718109 2217.00000000 NS USD 362656.86000000 0.071508354854 Long EC CORP US N 1 N N N Thrivent Mutual Funds N/A Thrivent Core International Equity Fund N/A 3703957.90900000 NS USD 40373141.21000000 7.960739825085 Long RF US N 2 N N N Flagstar Mortgage Trust 2021-9Inv N/A Flagstar Mortgage Trust 33851MAA0 191260.41000000 PA USD 195272.48000000 0.038503652717 Long ABS-CBDO CORP US N 2 2041-09-25 Variable 0.02500000 N N N N N N NextEra Energy, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KCB4 41000.00000000 PA USD 41710.83000000 0.008224504102 Long DBT CORP US N 2 2082-03-15 Variable 0.03800000 N N N N N N BlackRock, Inc. U48QD6ILUF60LKMSND68 BlackRock Enhanced Global Dividend Trust 092501105 6046.00000000 NS USD 73640.28000000 0.014520324457 Long RF US N 1 N N N SCIL IV LLC N/A SCIL USA Holdings, LLC 78397UAA8 86000.00000000 PA USD 88257.50000000 0.017402534805 Long DBT CORP US N 2 2026-11-01 Fixed 0.05375000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 Stanley Black & Decker, Inc., Convertible, 5.250% 854502846 1212.00000000 NS USD 132338.28000000 0.026094343526 Long EP CORP US N 1 N N Cedar Fair, L.P. 549300TUVLNQQ6BVKH61 Cedar Fair, LP 150190AE6 90000.00000000 PA USD 92250.00000000 0.018189772379 Long DBT CORP US N 2 2029-07-15 Fixed 0.05250000 N N N N N N AVIS BUDGET CAR/FINANCE N/A Avis Budget Car Rental, LLC 053773BF3 60000.00000000 PA USD 63289.20000000 0.012479307773 Long DBT CORP US N 2 2029-03-01 Fixed 0.05375000 N N N N N Cengage Learning Holdings II, Inc. 549300BYGM0FWUSVXJ88 Cengage Learning, Inc., Term Loan N/A 508725.00000000 PA USD 509625.44000000 0.100487487832 Long DBT CORP US N 2 2026-07-14 Floating 0.05750000 N N N N N N CNT HOLDINGS I CORP N/A CNT Holdings I Corporation, Term Loan N/A 348250.00000000 PA USD 348187.32000000 0.068655263916 Long DBT CORP US N 2 2027-11-08 Floating 0.04250000 N N N N N N ZH Trust N/A ZH Trust 98879FAB4 225000.00000000 PA USD 215014.77000000 0.042396419778 Long ABS-CBDO CORP US N 2 2027-10-17 Fixed 0.03506000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254BY5 41000.00000000 PA USD 40537.03000000 0.007993055269 Long DBT CORP GB N 2 2025-01-12 Variable 0.00991000 N N N N N N Endeavor Energy Resources, LP N/A Endeavor Energy Resources, LP 29260FAE0 60000.00000000 PA USD 63953.10000000 0.012610214980 Long DBT CORP US N 2 2028-01-30 Fixed 0.05750000 N N N N N N Entercom Communications Corp. 549300S5JUSXRHNCHD80 Entercom Media Corporation 29365DAA7 104000.00000000 PA USD 102876.80000000 0.020285155286 Long DBT CORP US N 2 2027-05-01 Fixed 0.06500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822BH6 67000.00000000 PA USD 73192.91000000 0.014432112441 Long DBT CORP JP N 2 2029-03-07 Fixed 0.03741000 N N N N N N Calix, Inc. 5299002RQRZ4SXSCSJ58 Calix, Inc. 13100M509 7454.00000000 NS USD 596096.38000000 0.117537750336 Long EC CORP US N 1 N N N BERKSHIRE HATHAWAY ENERGY 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Company 084659AT8 64000.00000000 PA USD 69242.81000000 0.013653235261 Long DBT CORP US N 2 2025-04-15 Fixed 0.04050000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays plc 06738EBB0 81000.00000000 PA USD 84319.02000000 0.016625948846 Long DBT CORP GB N 2 2024-05-16 Variable 0.04338000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation, 4.250% 06055H806 3300.00000000 NS USD 83721.00000000 0.016508031798 Long EP CORP US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172CN7 97000.00000000 PA USD 97090.61000000 0.019144239524 Long DBT CORP US N 2 2025-05-01 Fixed 0.01500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46625HJY7 70000.00000000 PA USD 74246.90000000 0.014639937245 Long DBT CORP US N 2 2024-09-10 Fixed 0.03875000 N N N N N N Invitation Homes Inc. 549300147YMUQB3GW319 Invitation Homes Operating Partnership, LP 46188BAA0 68000.00000000 PA USD 64035.21000000 0.012626405357 Long DBT CORP US N 2 2031-08-15 Fixed 0.02000000 N N N N N N TransDigm Group Incorporated 88Q84GB3X55CF5OC7582 TransDigm, Inc., Term Loan N/A 1205400.00000000 PA USD 1187777.05000000 0.234204814930 Long DBT CORP US N 2 2025-12-09 Floating 0.02354300 N N N N N N Albertsons Investor Holdings LLC N/A Albertson's Companies, Inc. 013092AE1 50000.00000000 PA USD 53986.00000000 0.010644911129 Long DBT CORP US N 2 2030-02-15 Fixed 0.04875000 N N N N N N Giorgi International Holdings S.a.r.l. N/A CANPACK SA 13805AAA5 90000.00000000 PA USD 90000.00000000 0.017746119394 Long DBT CORP PL N 2 2025-11-01 Fixed 0.03125000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 Boeing Company 097023CT0 79000.00000000 PA USD 86431.58000000 0.017042501535 Long DBT CORP US N 2 2025-05-01 Fixed 0.04875000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 Marriott International, Inc. 571903BE2 67000.00000000 PA USD 75371.34000000 0.014861653317 Long DBT CORP US N 2 2030-06-15 Fixed 0.04625000 N N N N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 Baxter International, Inc. 071813CQ0 41000.00000000 PA USD 41418.93000000 0.008166947522 Long DBT CORP US N 2 2032-02-01 Fixed 0.02539000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FirstEnergy Corporation 337932AG2 66000.00000000 PA USD 66204.60000000 0.013054163734 Long DBT CORP US N 2 2022-07-15 Fixed 0.03350000 N N N N N N The AES Corporation 2NUNNB7D43COUIRE5295 AES Corporation 00130HCC7 72000.00000000 PA USD 76708.80000000 0.015125372482 Long DBT CORP US N 2 2030-07-15 Fixed 0.03950000 N N N N N N Next Alt S.a R.L. 5493001ZMCICV4N02J21 Altice France SA 02156LAA9 30000.00000000 PA USD 32062.50000000 0.006322055034 Long DBT CORP FR N 2 2027-02-01 Fixed 0.08125000 N N N N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 Agilent Technologies, Inc. 00846U101 2250.00000000 NS USD 359212.50000000 0.070829199034 Long EC CORP US N 1 N N N Brixmor Property Group Inc. 549300CJHBL7JBUA6503 Brixmor Operating Partnership, LP 11120VAK9 91000.00000000 PA USD 90515.51000000 0.017847767194 Long DBT CORP US N 2 2028-04-01 Fixed 0.02250000 N N N N N N T-Mobile US, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABB0 59000.00000000 PA USD 62508.98000000 0.012325464692 Long DBT CORP US N 2 2025-04-15 Fixed 0.03500000 N N N N N N F.N.B. Corporation PCYSKIGYNYFDTBLVZU83 FNB Corporation 30260NAA9 64000.00000000 PA USD 64532.81000000 0.012724521679 Long DBT CORP US N 2 2023-02-24 Fixed 0.02200000 N N N N N N Wells Fargo & Company N/A Wachovia Asset Securitization, Inc. 92976YAA0 152244.89500000 PA USD 147518.16000000 0.029087498669 Long ABS-CBDO CORP US N 2 2037-07-25 Floating 0.00241900 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558BM4 67000.00000000 PA USD 70573.96000000 0.013915710225 Long DBT CORP US N 2 2027-03-01 Fixed 0.02950000 N N N N N N T-Mobile US, Inc. 549300ZTTY7CXOLJ6539 Sprint Corporation 85207UAJ4 230000.00000000 PA USD 264500.00000000 0.052153873110 Long DBT CORP US N 2 2025-02-15 Fixed 0.07625000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation, Convertible, 7.250% 060505682 72.00000000 NS USD 104068.80000000 0.020520192778 Long EP CORP US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209SBC6 60000.00000000 PA USD 66090.35000000 0.013031636021 Long DBT CORP US N 2 2026-02-14 Fixed 0.04400000 N N N N N N Macquarie Group Limited ACMHD8HWFMFUIQQ8Y590 Macquarie Group, Ltd. 55607PAF2 89000.00000000 PA USD 87205.40000000 0.017195082669 Long DBT CORP AU N 2 2027-09-23 Variable 0.01629000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CJ6 41000.00000000 PA USD 40660.14000000 0.008017329989 Long DBT CORP GB N 2 2026-04-18 Variable 0.01645000 N N N N N N J.P. Morgan N/A ICE mini MSCI EAFE Index N/A 26.00000000 NC USD 50120.69000000 0.009882752765 N/A DE CORP US N 1 J.P. Morgan N/A Long MSCI EAFE Index MXEA 2022-03-21 2968219.31000000 USD 50120.69000000 N N N Hindalco Industries Limited 549300G5F3W3B52WYL23 Novelis Corporation 670001AE6 40000.00000000 PA USD 42050.00000000 0.008291381339 Long DBT CORP US N 2 2030-01-30 Fixed 0.04750000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 VRX Escrow Corporation 91831AAC5 203000.00000000 PA USD 206767.68000000 0.040770265958 Long DBT CORP US N 2 2025-04-15 Fixed 0.06125000 N N N N N N Fortress Transportation and Infrastructure Investors LLC 529900E7PUVK6BC8PE80 Fortress Transportation and Infrastructure Investors, LLC 34960PAB7 50000.00000000 PA USD 51687.50000000 0.010191694958 Long DBT CORP US N 2 2025-10-01 Fixed 0.06500000 N N N N N N Chesapeake Energy Corporation 254900PNIMG4CPJH6R25 Vine Energy Holdings, LLC 92735LAA0 45000.00000000 PA USD 48825.00000000 0.009627269771 Long DBT CORP US N 2 2029-04-15 Fixed 0.06750000 N N N N N N GREAT CANADIAN GAMING CORP 549300FU60SSFLTE0M84 Great Canadian Gaming Corporation, Term Loan N/A 170000.00000000 PA USD 170319.60000000 0.033583466187 Long DBT CORP US N 2 2026-11-01 Floating 0.04750000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 Raymond James Financial, Inc. 754730109 7130.00000000 NS USD 715852.00000000 0.141151056233 Long EC CORP US N 1 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 Universal Health Services, Inc. 913903AY6 22000.00000000 PA USD 21618.33000000 0.004262682947 Long DBT CORP US N 2 2032-01-15 Fixed 0.02650000 N N N N N N Sprint Capital Corporation 549300L17W0GQBR1PO80 Sprint Capital Corporation 852060AT9 75000.00000000 PA USD 112500.00000000 0.022182649243 Long DBT CORP US N 2 2032-03-15 Fixed 0.08750000 N N N N N N Chobani Inc. N/A Chobani, LLC 17027NAB8 116000.00000000 PA USD 119184.78000000 0.023500748176 Long DBT CORP US N 2 2028-11-15 Fixed 0.04625000 N N N N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 Syneos Health, Inc. 87166BAA0 80000.00000000 PA USD 79000.00000000 0.015577149246 Long DBT CORP US N 2 2029-01-15 Fixed 0.03625000 N N N N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 Qorvo, Inc. 74736KAJ0 127000.00000000 PA USD 129278.38000000 0.025490995185 Long DBT CORP US N 2 2031-04-01 Fixed 0.03375000 N N N N N N BWAY Parent Company, Inc. 549300DNGHXL0OMHW304 BWAY Holding Company 12429TAE4 70000.00000000 PA USD 70177.45000000 0.013837526739 Long DBT CORP US N 2 2025-04-15 Fixed 0.07250000 N N N N N N Morgan Stanley & Co N/A CME E-mini S&P Mid-Cap 400 Index N/A -5.00000000 NC USD -29082.77000000 -0.00573451454 N/A DE CORP US N 1 Morgan Stanley & Company N/A Short S&P Midcap 400 Index MID 2022-03-21 -1389767.23000000 USD -29082.77000000 N N N NextEra Energy, Inc. N/A NextEra Energy, Inc., Convertible, 5.279% 65339F770 939.00000000 NS USD 54030.06000000 0.010653598840 Long EP CORP US N 1 N N N Fox Corporation 549300DDU6FDRBIELS05 Fox Corporation 35137LAH8 45000.00000000 PA USD 51362.91000000 0.010127692592 Long DBT CORP US N 2 2029-01-25 Fixed 0.04709000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 Trident TPI Holdings, Inc., Delayed Draw N/A 37462.22000000 PA USD 37397.78000000 0.007374060766 Long DBT CORP US N 2 2028-09-17 Floating 0.04201199 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967GD7 168000.00000000 PA USD 173040.00000000 0.034119872223 Long DBT CORP US N 2 2023-01-30 Variable 0.05950000 N N N N N N Willis Towers Watson Public Limited Company 5493004KVU1HWZCP0C66 Willis North America, Inc. 970648AG6 90000.00000000 PA USD 100600.44000000 0.019836304660 Long DBT CORP US N 2 2028-09-15 Fixed 0.04500000 N N N N N N Liberty Media Corporation WP5O65E6BMU84LNO4227 Sirius XM Radio, Inc. 82967NBG2 35000.00000000 PA USD 35000.00000000 0.006901268653 Long DBT CORP US N 2 2030-07-01 Fixed 0.04125000 N N N N N N RLG HOLDINGS LLC N/A RLG Holdings, LLC, Term Loan N/A 225000.00000000 PA USD 224298.00000000 0.044226878755 Long DBT CORP US N 2 2028-07-08 Floating 0.05000000 N N N N N N D.R. Horton, Inc. 549300BC2UB0GHV60V70 Forestar Group, Inc. 346232AF8 45000.00000000 PA USD 45112.50000000 0.008895242346 Long DBT CORP US N 2 2026-05-15 Fixed 0.03850000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 AutoZone, Inc. 053332102 213.00000000 NS USD 446531.07000000 0.088046596463 Long EC CORP US N 1 N N N Toyota Motor Corporation Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corporation 89236TJF3 67000.00000000 PA USD 67137.66000000 0.013238143669 Long DBT CORP US N 2 2028-04-06 Fixed 0.01900000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAG6 120000.00000000 PA USD 123300.00000000 0.024312183570 Long DBT CORP US N 2 2028-07-15 Fixed 0.05000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GGR4 134000.00000000 PA USD 144221.41000000 0.028437448457 Long DBT CORP US N 2 2028-07-21 Variable 0.03593000 N N N N N N TerraForm Power, Inc. 5493000S2OLR3UT5BE13 TerraForm Power Operating, LLC 88104LAE3 100000.00000000 PA USD 105920.00000000 0.020885210736 Long DBT CORP US N 2 2028-01-31 Fixed 0.05000000 N N N N N N Penske Truck Leasing Co., L.P. N/A Penske Truck Leasing Company, LP 709599BL7 35000.00000000 PA USD 34100.02000000 0.006723811403 Long DBT CORP US N 2 2025-11-15 Fixed 0.01200000 N N N N N N CAFL 2021-RTL1 Issuer LLC N/A Colony American Finance, Ltd. 12468RAA8 350000.00000000 PA USD 344008.04000000 0.067831197229 Long ABS-O CORP US N 2 2029-03-28 Fixed 0.02239000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833DP2 134000.00000000 PA USD 137153.27000000 0.027043758942 Long DBT CORP US N 2 2029-09-11 Fixed 0.02200000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 Chart Industries, Inc. 16115Q308 1229.00000000 NS USD 196013.21000000 0.038649709195 Long EC CORP US N 1 N N N Lennar Corporation 529900G61XVRLX5TJX09 Lennar Corporation 526057CR3 14000.00000000 PA USD 15412.04000000 0.003038932243 Long DBT CORP US N 2 2024-11-15 Fixed 0.05875000 N N N N N N PRIME SECURITY SERVICES BORROWER 549300O6QPZVWXV2DC15 Prime Security Services Borrower, LLC, Term Loan N/A 1463937.50000000 PA USD 1461770.87000000 0.288230670965 Long DBT CORP US N 2 2026-09-23 Floating 0.03500000 N N N N N N Nexstar Media Group, Inc. 5493006PK6I4I2OOT688 Nexstar Escrow Corporation 65343HAA9 100000.00000000 PA USD 105412.00000000 0.020785043751 Long DBT CORP US N 2 2027-07-15 Fixed 0.05625000 N N N N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 Digital Realty Trust, Inc. 253868103 2075.00000000 NS USD 367005.25000000 0.072365766500 Long EC CORP US N 1 N N N The Kraft Heinz Company 5493003STKEZ2S0RNU91 H. J. Heinz Company 50077LAM8 30000.00000000 PA USD 38144.19000000 0.007521237221 Long DBT CORP US N 2 2045-07-15 Fixed 0.05200000 N N N N N N Bridgewater Bancshares, Inc. 5493001FLSBTVILKXZ71 Bridgewater Bancshares, Inc. 108621103 13619.00000000 NS USD 240920.11000000 0.047504411518 Long EC CORP US N 1 N N N First Horizon Corporation TF3RXI1ZB1TQ30H9JV10 First Horizon National Corporation 320517AC9 41000.00000000 PA USD 42245.49000000 0.008329927882 Long DBT CORP US N 2 2023-05-26 Fixed 0.03550000 N N N N N N Venture Global LNG, Inc. 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass, LLC 92328MAA1 67000.00000000 PA USD 69512.50000000 0.013706412493 Long DBT CORP US N 2 2029-08-15 Fixed 0.03875000 N N N N N N Imperial Brands PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance plc 45262BAA1 34000.00000000 PA USD 35132.15000000 0.006927325872 Long DBT CORP GB N 2 2024-07-26 Fixed 0.03125000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 VeriSign, Inc. 92343EAL6 60000.00000000 PA USD 62325.00000000 0.012289187680 Long DBT CORP US N 2 2027-07-15 Fixed 0.04750000 N N N N N N Panther BF Aggregator 2 LP N/A Clarios Global, LP 69867DAC2 35000.00000000 PA USD 37100.00000000 0.007315344772 Long DBT CORP XX N 2 2027-05-15 Fixed 0.08500000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 Diamondback Energy, Inc. 25278XAL3 34000.00000000 PA USD 35272.07000000 0.006954915172 Long DBT CORP US N 2 2024-12-01 Fixed 0.02875000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 Ross Stores, Inc. 778296103 3315.00000000 NS USD 378838.20000000 0.074698976983 Long EC CORP US N 1 N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 Capital One Financial Corporation, 5.000% 14040H824 5525.00000000 NS USD 147793.75000000 0.029141839259 Long EP CORP US N 1 N N N Novartis AG 5493002KF87V5RSRQS84 Novartis Capital Corporation 66989HAJ7 117000.00000000 PA USD 123986.24000000 0.024447495759 Long DBT CORP US N 2 2025-11-20 Fixed 0.03000000 N N N N N N Meritor, Inc. 5LTG829X630QFHTFBO82 Meritor, Inc. 59001K100 11507.00000000 NS USD 285143.46000000 0.056224332064 Long EC CORP US N 1 N N N Air Lease Corporation 5493004NW4M4P8TMMK63 Air Lease Corporation 00912XBJ2 64000.00000000 PA USD 66320.00000000 0.013076918202 Long DBT CORP US N 2 2026-06-15 Variable 0.04650000 N N N N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020AT4 55000.00000000 PA USD 56199.00000000 0.011081268487 Long DBT CORP US N 2 2026-12-15 Variable 0.05000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967424 9258.00000000 NS USD 559090.62000000 0.110240987722 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MU2 84000.00000000 PA USD 84630.00000000 0.016687267604 Long DBT CORP US N 2 2025-12-10 Variable 0.04000000 N N N N N N HERENS US HOLDCO CORP 549300Y0CIXN5D40L888 Herens US Holdco Corporation, Term Loan N/A 472625.00000000 PA USD 471982.23000000 0.093065033398 Long DBT CORP US N 2 2028-07-02 Floating 0.04750000 N N N N N N Biogen Inc. W8J5WZB5IY3K0NDQT671 Biogen, Inc. 09062X103 1468.00000000 NS USD 352202.56000000 0.069446985343 Long EC CORP US N 1 N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 Boeing Company 097023BX2 67000.00000000 PA USD 69345.38000000 0.013673459921 Long DBT CORP US N 2 2028-03-01 Fixed 0.03250000 N N N N N N Textron Inc. 3PPKBHUG1HD6BO7RNR87 Textron, Inc. 883203BX8 67000.00000000 PA USD 71900.29000000 0.014177234787 Long DBT CORP US N 2 2027-03-15 Fixed 0.03650000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 CP Atlas Buyer, Inc. 12597YAA7 60000.00000000 PA USD 59700.00000000 0.011771592531 Long DBT CORP US N 2 2028-12-01 Fixed 0.07000000 N N N N N N British American Tobacco p.l.c. 21380041YBGOQDFAC823 BAT International Finance plc 05530QAN0 35000.00000000 PA USD 34357.72000000 0.006774624458 Long DBT CORP GB N 2 2026-03-25 Fixed 0.01668000 N N N N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 NVIDIA Corporation 67066G104 6971.00000000 NS USD 2050240.81000000 0.404264646693 Long EC CORP US N 1 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GJS9 70000.00000000 PA USD 69490.21000000 0.013702017371 Long DBT CORP US N 2 2027-07-22 Variable 0.01734000 N N N N N N DISH Network Corporation N/A DISH DBS Corporation 25470XBF1 45000.00000000 PA USD 45450.00000000 0.008961790294 Long DBT CORP US N 2 2028-12-01 Fixed 0.05750000 N N N N N N First Horizon Corporation COOWI3L2W9TPYR3WJX37 First Horizon Bank 337158AJ8 67000.00000000 PA USD 80138.33000000 0.015801604136 Long DBT CORP US N 2 2030-05-01 Fixed 0.05750000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 Capital One Financial Corporation 14040H105 2565.00000000 NS USD 372155.85000000 0.073381357195 Long EC CORP US N 1 N N N Flushing Financial Corporation N/A Flushing Financial Corporation 343873105 188.00000000 NS USD 4568.40000000 0.000900793020 Long EC CORP US N 1 N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 Synovus Financial Corporation 87161C501 5830.00000000 NS USD 279082.10000000 0.055029158528 Long EC CORP US N 1 N N N Duke Realty Corporation 254900E47KH1NFFKNF25 Duke Realty Corporation 264411505 6750.00000000 NS USD 443070.00000000 0.087364145780 Long EC CORP US N 1 N N N College Avenue Student Loans 2017-A Llc N/A College Ave Student Loans, LLC 194204AA1 132476.45000000 PA USD 133980.15000000 0.026418085982 Long ABS-O CORP US N 2 2046-11-26 Floating 0.01752800 N N N N N N The Southern Company D981X4Z4RWS7PDMJUZ03 Georgia Power Company 373334KM2 32000.00000000 PA USD 32562.70000000 0.006420684022 Long DBT CORP US N 2 2023-07-30 Fixed 0.02100000 N N N N N N Coinbase Global, Inc. 5493004G3J2SC154DU06 Coinbase Global, Inc. 19260QAC1 37000.00000000 PA USD 34548.75000000 0.006812291582 Long DBT CORP US N 2 2028-10-01 Fixed 0.03375000 N N N N N N Lennar Corporation 529900G61XVRLX5TJX09 Lennar Corporation 526057BW3 19000.00000000 PA USD 20143.00000000 0.003971778699 Long DBT CORP US N 2 2023-12-15 Fixed 0.04875000 N N N N N N KeyCorp HUX2X73FUCYHUVH1BK78 KeyBank NA 49327V2B9 67000.00000000 PA USD 74022.15000000 0.014595621241 Long DBT CORP US N 2 2029-04-13 Fixed 0.03900000 N N N N N N REDSTONE HOLDCO 2 LP N/A Redstone Holdco 2 LP, Term Loan N/A 281643.63000000 PA USD 268352.87000000 0.052913578566 Long DBT CORP US N 2 2028-04-27 Floating 0.05500000 N N N N N N KBR, Inc. 254900OFQDXZRKRCV808 KBR, Inc., Convertible 48242WAB2 205000.00000000 PA USD 389823.99000000 0.076865145216 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 Antero Resources Corporation APVBKPOULHUX7YZLKU17 Antero Resources Corporation 03674XAS5 80000.00000000 PA USD 85520.00000000 0.016862757007 Long DBT CORP US N 2 2030-03-01 Fixed 0.05375000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 Suncor Energy, Inc. 867224AD9 34000.00000000 PA USD 35518.43000000 0.007003492216 Long DBT CORP CA N 2 2025-05-15 Fixed 0.03100000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 Cleveland-Cliffs, Inc. 185899AK7 40000.00000000 PA USD 40800.00000000 0.008044907458 Long DBT CORP US N 2 2029-03-01 Fixed 0.04625000 N N N N N N Harley-Davidson, Inc. RLUFFFFW4GRYU77BTS24 Harley-Davidson Financial Services, Inc. 41283LAU9 52000.00000000 PA USD 52143.38000000 0.010281584968 Long DBT CORP US N 2 2022-02-04 Fixed 0.04050000 N N N N N N Ashland Global Holdings Inc. 529900E4L9R04SB8HB11 Ashland Global Holdings, Inc. 044186104 7019.00000000 NS USD 755665.54000000 0.149001454393 Long EC CORP US N 1 N N N Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. N/A Tallgrass Energy Finance Corporation 87470LAD3 105000.00000000 PA USD 104081.25000000 0.020522647658 Long DBT CORP US N 2 2028-01-15 Fixed 0.05500000 N N N N N N Air Lease Corporation 5493004NW4M4P8TMMK63 Air Lease Corporation 00914AAK8 45000.00000000 PA USD 45916.76000000 0.009053825613 Long DBT CORP US N 2 2030-12-01 Fixed 0.03125000 N N N N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 ServiceNow, Inc. 81762P102 1345.00000000 NS USD 873052.95000000 0.172147798763 Long EC CORP US N 1 N N N Radian Group Inc. 54930005OUP720S5U385 Radian Group, Inc. 750236AW1 45000.00000000 PA USD 48287.81000000 0.009521347128 Long DBT CORP US N 2 2027-03-15 Fixed 0.04875000 N N N N N N Jazz Pharmaceuticals plc N/A Jazz Investments I, Ltd., Convertible 472145AF8 232000.00000000 PA USD 261870.00000000 0.051635292065 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 Dana Incorporated KVWHW7YLZPFJM8QYNJ51 Dana, Inc. 235825AG1 75000.00000000 PA USD 79687.50000000 0.015712709880 Long DBT CORP US N 2 2028-06-15 Fixed 0.05625000 N N N N N N Nexstar Media Group, Inc. 5493006PK6I4I2OOT688 Nexstar Media, Inc., Term Loan N/A 772373.53000000 PA USD 770156.82000000 0.151858832005 Long DBT CORP US N 2 2026-09-19 Floating 0.02599250 N N N N N N Open Text Corporation N/A Open Text Corporation 683720AA4 80000.00000000 PA USD 82400.00000000 0.016247558201 Long DBT CORP CA N 2 2030-02-15 Fixed 0.04125000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 617446448 7806.00000000 NS USD 766236.96000000 0.151085917521 Long EC CORP US N 1 N N N Parker-Hannifin Corporation 5493002CONDB4N2HKI23 Parker-Hannifin Corporation 701094AM6 70000.00000000 PA USD 72319.44000000 0.014259882408 Long DBT CORP US N 2 2024-06-14 Fixed 0.02700000 N N N N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 Coterra Energy, Inc. 127097AB9 90000.00000000 PA USD 95177.10000000 0.018766935336 Long DBT CORP US N 2 2024-06-01 Fixed 0.04375000 N N N N N N DIRECTV FINANCING LLC N/A DIRECTV Financing, LLC, Term Loan N/A 566950.00000000 PA USD 567114.42000000 0.111823113420 Long DBT CORP US N 2 2027-08-02 Floating 0.05750000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A Simmons Foods, Inc. 82873MAA1 85000.00000000 PA USD 83725.00000000 0.016508820514 Long DBT CORP US N 2 2029-03-01 Fixed 0.04625000 N N N N N N Ford Motor Company UDSQCVRUX5BONN0VY111 Ford Motor Credit Company, LLC 345397XL2 190000.00000000 PA USD 201637.50000000 0.039758701660 Long DBT CORP US N 2 2025-08-04 Fixed 0.04134000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc., Term Loan N/A 280000.00000000 PA USD 280198.80000000 0.055249348434 Long DBT CORP US N 2 2028-07-30 Floating 0.04500000 N N N N N N Aircastle Limited 549300PNK8AKY3OIKP58 Aircastle, Ltd. 00928QAU5 45000.00000000 PA USD 45260.45000000 0.008924414995 Long DBT CORP BM N 2 2028-01-26 Fixed 0.02850000 N N N N N N LyondellBasell Industries N.V. N/A LYB International Finance III, LLC 50249AAF0 62000.00000000 PA USD 60950.50000000 0.012018165001 Long DBT CORP US N 2 2025-10-01 Fixed 0.01250000 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38144GAC5 43000.00000000 PA USD 43279.50000000 0.008533813048 Long DBT CORP US N 2 2025-02-10 Variable 0.04400000 N N N N N N Prime Security Services Borrower, LLC N/A Prime Security Services Borrower, LLC 74166MAC0 165000.00000000 PA USD 177155.55000000 0.034931372686 Long DBT CORP US N 2 2026-04-15 Fixed 0.05750000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 NiSource, Inc. 65473PAG0 43000.00000000 PA USD 44182.50000000 0.008711865779 Long DBT CORP US N 2 2023-06-15 Variable 0.05650000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 Gray Television, Inc. 389375AL0 65000.00000000 PA USD 64593.75000000 0.012736537774 Long DBT CORP US N 2 2030-10-15 Fixed 0.04750000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 Calpine Corporation 131347CM6 105000.00000000 PA USD 108937.50000000 0.021480198684 Long DBT CORP US N 2 2028-02-15 Fixed 0.04500000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313385RZ1 200000.00000000 PA USD 199999.11000000 0.039435645388 Long STIV USGSE US N 2 N N N China Petrochemical Corporation 549300C6OZZ8LTVR8209 Sinopec Group Overseas Development 2018, Ltd. 82939GAN8 42000.00000000 PA USD 42636.33000000 0.008406993363 Long DBT NUSS VG N 2 2025-05-13 Fixed 0.02150000 N N N N N N Baidu, Inc. 254900AL64IANZYI1E02 Baidu, Inc. 056752AQ1 39000.00000000 PA USD 40446.17000000 0.007975139576 Long DBT CORP KY N 2 2025-04-07 Fixed 0.03075000 N N N N N N Sleep Number Corporation 529900W0TZQLBT2DSS66 Sleep Number Corporation 83125X103 3163.00000000 NS USD 242285.80000000 0.047773697049 Long EC CORP US N 1 N N N Genesis Energy, L.P. N/A Genesis Energy, LP 37185LAM4 25000.00000000 PA USD 25764.00000000 0.005080122445 Long DBT CORP US N 2 2027-01-15 Fixed 0.08000000 N N N N N N Miller Industries, Inc. 549300F1O74SPUJ7UU94 Miller Industries, Inc. 600551204 5389.00000000 NS USD 179992.60000000 0.035490779664 Long EC CORP US N 1 N N N The Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 NatWest Group plc 780097BM2 67000.00000000 PA USD 69861.13000000 0.013775155044 Long DBT CORP GB N 2 2029-11-01 Variable 0.03754000 N N N N N N Loews Corporation 549300YX2GSZD7YG1R84 CNA Financial Corporation 126117AS9 40000.00000000 PA USD 42201.90000000 0.008321332845 Long DBT CORP US N 2 2024-05-15 Fixed 0.03950000 N N N N N N iStar Inc. QFFLKWYYS3UPWD86E794 iStar, Inc. 45031U101 1540.00000000 NS USD 39778.20000000 0.007843429850 Long EC CORP US N 1 N N N Star Parent, L.P. N/A Dun & Bradstreet Holdings, Inc. 26484T106 17850.00000000 NS USD 365746.50000000 0.072117567302 Long EC CORP US N 1 N N N SECURE ACQUISITION INC N/A Secure Acquisition, Inc., Delayed Draw N/A 43000.00000000 PA USD 42785.00000000 0.008436307981 Long DBT CORP US N 3 2028-12-23 Floating 0.00000000 N N N N N N OCP CLO 2017-13, Ltd. 254900M77QLN2EBJHE11 OCP CLO, Ltd. 67097LAP1 275000.00000000 PA USD 273811.73000000 0.053989951692 Long ABS-O CORP XX N 2 2030-07-15 Floating 0.02123800 N N N N N N Great Southern Bancorp, Inc. 5493000ZL7DLNMN1AB26 Great Southern Bancorp, Inc. 390905107 931.00000000 NS USD 55161.75000000 0.010876744461 Long EC CORP US N 1 N N N Kinsale Capital Group, Inc. 529900QTUQHNZ6HOA508 Kinsale Capital Group, Inc. 49714P108 2269.00000000 NS USD 539772.41000000 0.106431840376 Long EC CORP US N 1 N N N The PNC Financial Services Group, Inc. AD6GFRVSDT01YPT1CS68 PNC Bank NA 69349LAS7 45000.00000000 PA USD 46488.04000000 0.009166470091 Long DBT CORP US N 2 2029-10-22 Fixed 0.02700000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 Staples, Inc. 855030AN2 105000.00000000 PA USD 107887.50000000 0.021273160624 Long DBT CORP US N 2 2026-04-15 Fixed 0.07500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280BZ1 65000.00000000 PA USD 68209.19000000 0.013449426995 Long DBT CORP GB N 2 2025-03-11 Variable 0.03803000 N N N N N N 2022-01-26 Thrivent Series Fund, Inc. Sarah L. Bergstrom Sarah L. Bergstrom Head of Fund Accounting & Assistant Treasurer