0001752724-23-192411.txt : 20230828
0001752724-23-192411.hdr.sgml : 20230828
20230828092755
ACCESSION NUMBER: 0001752724-23-192411
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20231231
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: 231210755
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
S000001434
Thrivent Diversified Income Plus Portfolio
C000003841
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000790166
XXXXXXXX
S000001434
C000003841
Thrivent Series Fund, Inc.
811-04603
0000790166
549300VNHRP1O3O9AF57
901 Marquette Avenue
Suite 2500
Minneapolis
55402-3211
612-844-5168
THRIVENT DIVERSIFIED INCOME PLUS PORTFOLIO
S000001434
549300ZIJQKZPRFJHN13
2023-12-31
2023-06-30
N
719051142.71
37302754.50
681748388.21
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
34316386.82000000
0.00000000
0.00000000
18996.61
USD
N
14% MSCI All Country World Index ex USA, 37.72% Bloomberg US Mortgage Backed Securities Index, 22.14% Credit Suisse Leveraged Loan Index, 22.14% Bloomberg US High Yield Ba/B 2% Issuer Capped Index, 4% S&P 1500 Composite Index
MXWD, LUMSTRUU, LF89TRUU, LEVLOAN, SPR
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties, LP/RHP Finance Corporation
749571AJ4
103000.00000000
PA
USD
104053.69000000
0.015262770224
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
7.25000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc., Term Loan
N/A
86207.00000000
PA
USD
85955.28000000
0.012608065011
Long
DBT
CORP
US
N
2
2030-03-17
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
65000.00000000
PA
USD
64105.40000000
0.009403087870
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.12300000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BN1
427000.00000000
PA
USD
393091.93000000
0.057659385309
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137ASKJ2
961735.73600000
PA
USD
38770.74000000
0.005686957339
Long
ABS-CBDO
USGSE
US
N
2
2027-07-15
Fixed
3.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BM4
147000.00000000
PA
USD
138044.47000000
0.020248594993
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.95000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York, NY
251526CP2
150000.00000000
PA
USD
128900.59000000
0.018907355298
Long
DBT
CORP
DE
N
2
2027-11-16
Variable
2.31100000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CAFL Issuer, LLC
12468RAA8
950000.00000000
PA
USD
866113.77000000
0.127043024226
Long
ABS-CBDO
CORP
US
N
2
2029-03-28
Fixed
2.23900000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 4.250%
61762V861
9050.00000000
NS
USD
168330.00000000
0.024690927461
Long
EP
CORP
US
N
1
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AV5
133000.00000000
PA
USD
132711.88000000
0.019466401724
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.35000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation
428040DA4
184000.00000000
PA
USD
166060.00000000
0.024357960043
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group, LLC, Term Loan
N/A
200458.00000000
PA
USD
195823.41000000
0.028723707072
Long
DBT
CORP
US
N
2
2027-03-30
Floating
10.25203000
N
N
N
N
N
N
TEMPO ACQUISITION LLC
549300VV0B2RPMHQGA61
Tempo Acquisition, LLC, Term Loan
N/A
243148.61000000
PA
USD
243148.61000000
0.035665446989
Long
DBT
CORP
US
N
2
2028-08-31
Floating
8.10249000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Company, Convertible
842587DN4
657000.00000000
PA
USD
655357.50000000
0.096128940138
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.87500000
N
N
N
N
Y
Southern Co/The
Southern Co/The
USD
XXXX
N
N
N
Rali Series 2007-Qs6 Tr
N/A
Residential Accredit Loans, Inc. Trust
75116CAF3
217833.81700000
PA
USD
175452.11000000
0.025735610532
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Fixed
6.25000000
N
N
N
N
N
N
Nov Inc
549300EHF3IW1AR6U008
NOV, Inc.
62955J103
23289.00000000
NS
USD
373555.56000000
0.054793757705
Long
EC
CORP
US
N
1
N
N
N
Pepsiamericas Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
83.00000000
NS
USD
15373.26000000
0.002254975628
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
110000.00000000
PA
USD
4106.28000000
0.000602316055
Long
DBT
CORP
CH
Y
2
2023-12-11
Variable
7.50000000
Y
Y
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc., Term Loan
N/A
566826.40000000
PA
USD
565726.76000000
0.082981752474
Long
DBT
CORP
US
N
2
2028-04-21
Floating
9.29190000
N
N
N
N
N
N
Equity Comwlth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
1057.00000000
NS
USD
21414.82000000
0.003141161808
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
6943.00000000
NS
USD
677775.66000000
0.099417273545
Long
EC
CORP
US
N
1
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc., Term Loan
N/A
374165.42000000
PA
USD
373170.14000000
0.054737223652
Long
DBT
CORP
US
N
2
2029-04-14
Floating
8.24760000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAH0
128000.00000000
PA
USD
120101.86000000
0.017616742786
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.90000000
N
N
N
N
N
N
CRACKER BARREL OLD COUNT
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store, Inc., Convertible
22410JAB2
110000.00000000
PA
USD
93225.00000000
0.013674399765
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.62500000
N
N
N
N
Y
Cracker Barrel Old Country Store Inc
Cracker Barrel Old Country Store Inc
USD
XXXX
N
N
N
SCIENTIFIC GAMES HOLDINGS
549300W5GPFXXB6TQ330
Scientific Games Holdings, LP, Term Loan
N/A
253087.50000000
PA
USD
249734.09000000
0.036631416270
Long
DBT
CORP
US
N
2
2029-04-04
Floating
8.42063000
N
N
N
N
N
N
Oge Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corporation
670837103
424.00000000
NS
USD
15225.84000000
0.002233351814
Long
EC
CORP
US
N
1
N
N
N
Hyland Software Inc
N/A
Hyland Software, Inc., Term Loan
N/A
79375.01000000
PA
USD
78660.63000000
0.011538073482
Long
DBT
CORP
US
N
2
2024-07-01
Floating
8.69300000
N
N
N
N
N
N
Carpenter Technology Corp
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corporation
144285103
3104.00000000
NS
USD
174227.52000000
0.025555985611
Long
EC
CORP
US
N
1
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust, Inc., Convertible
038923AZ1
134000.00000000
PA
USD
132794.00000000
0.019478447224
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
7.50000000
N
N
N
N
Y
Arbor Realty Trust Inc
Arbor Realty Trust Inc
USD
XXXX
N
N
N
Manpowergroup Inc Wis
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup, Inc.
56418H100
3934.00000000
NS
USD
312359.60000000
0.045817431386
Long
EC
CORP
US
N
1
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAA0
54000.00000000
PA
USD
53571.19000000
0.007857912233
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.65000000
N
N
N
N
N
N
TELEPHONE & DATA SYS
N/A
Telephone and Data Systems, Inc., 6.000%
879433761
11250.00000000
NS
USD
154575.00000000
0.022673320930
Long
EP
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc., Convertible
629377CG5
476000.00000000
PA
USD
502418.00000000
0.073695517098
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
2.75000000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBM1
390000.00000000
PA
USD
274950.00000000
0.040330128351
Long
DBT
CORP
US
N
2
2026-05-15
Variable
4.70000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP/Genesis Energy Finance Corporation
37185LAN2
154000.00000000
PA
USD
150457.17000000
0.022069310702
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYM0
173000.00000000
PA
USD
153888.33000000
0.022572599020
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.94800000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
280000.00000000
PA
USD
266445.31000000
0.039082646121
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48126HAA8
75000.00000000
PA
USD
75054.00000000
0.011009046929
Long
DBT
CORP
US
N
2
2023-11-01
Variable
6.00000000
N
N
N
N
N
N
Advanced Medical Optics Inc
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
2869.00000000
NS
USD
312778.38000000
0.045878858741
Long
EC
CORP
US
N
1
N
N
N
First Horizon Mortgage Passthru Tr
N/A
First Horizon Alternative Mortgage Securities Trust
32051GPM1
123672.29000000
PA
USD
111949.91000000
0.016421001052
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Variable
5.14030000
N
N
N
N
N
N
Eaton Vance Limited Duration Income Fd
NZ7KR43H6Z5W1GY0QX46
Eaton Vance Limited Duration Income Fund
27828H105
22216.00000000
NS
USD
207941.76000000
0.030501247028
Long
RF
US
N
1
N
N
N
HYPERION MATERIALS
254900G04G2BDNO0XY89
Hyperion Materials & Technologies, Inc., Term Loan
N/A
151103.42000000
PA
USD
149498.70000000
0.021928720710
Long
DBT
CORP
US
N
2
2028-08-30
Floating
9.58332200
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAR4
87000.00000000
PA
USD
87757.97000000
0.012872486612
Long
DBT
CORP
US
N
2
2034-05-25
Variable
6.17400000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGR4
294000.00000000
PA
USD
273291.86000000
0.040086909588
Long
DBT
CORP
US
N
2
2028-07-21
Variable
3.59300000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BQ1
180000.00000000
PA
USD
186525.00000000
0.027359800657
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
Bankers Healthcare Group Securitization Trust
08860DAA1
475326.98000000
PA
USD
469950.37000000
0.068933110532
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
5.28000000
N
N
N
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corporation
09073M104
2283.00000000
NS
USD
186361.29000000
0.027335787399
Long
EC
CORP
US
N
1
N
N
N
Cit Group Inc New
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Company
125581GX0
194000.00000000
PA
USD
191378.49000000
0.028071718732
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.12500000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
254900EICTYTCHA5X705
New Fortress Energy, Inc.
644393AA8
120000.00000000
PA
USD
112564.20000000
0.016511106142
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
Fiserv Inc Discount Commercial Paper 42 Yrs 3&4
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
895.00000000
NS
USD
112904.25000000
0.016560985248
Long
EC
CORP
US
N
1
N
N
N
Cwalt Inc
N/A
Countrywide Alternative Loan Trust
12667G5Z2
183547.85900000
PA
USD
151204.76000000
0.022178968460
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
3.16820000
N
N
N
N
N
N
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc., Convertible
866082AA8
203000.00000000
PA
USD
172435.58000000
0.025293140839
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
Summit Hotel Properties Inc
Summit Hotel Properties Inc
USD
XXXX
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
700.00000000
NS
USD
365225.00000000
0.053571817156
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
4184.00000000
NS
USD
131084.72000000
0.019227727159
Long
EC
CORP
US
N
1
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAF6
137000.00000000
PA
USD
123206.38000000
0.018072119000
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
Aes Corp
2NUNNB7D43COUIRE5295
AES Corporation
00130HCC7
156000.00000000
PA
USD
139856.78000000
0.020514427671
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corporation
302491AW5
77000.00000000
PA
USD
75750.26000000
0.011111175517
Long
DBT
CORP
US
N
2
2026-05-18
Fixed
5.15000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833ED8
183000.00000000
PA
USD
151690.57000000
0.022250227888
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06417XAL5
140000.00000000
PA
USD
138757.19000000
0.020353137961
Long
DBT
CORP
CA
N
2
2024-12-06
Fixed
5.25000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAL4
480000.00000000
PA
USD
420472.32000000
0.061675586957
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454LAW0
135000.00000000
PA
USD
129600.00000000
0.019009945933
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
Open Text Holdings Inc
N/A
Open Text Corporation
683720AA4
320000.00000000
PA
USD
270977.31000000
0.039747407501
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Echostar Corp
549300EE20907QZ9GT38
EchoStar Corporation
278768106
465.00000000
NS
USD
8063.10000000
0.001182709066
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJN1
42000.00000000
PA
USD
42303.89000000
0.006205205722
Long
DBT
CORP
US
N
2
2034-06-12
Variable
5.83600000
N
N
N
N
N
N
SOTERA HEALTH HLDGS LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC, Term Loan
N/A
335000.00000000
PA
USD
329348.55000000
0.048309399141
Long
DBT
CORP
US
N
2
2026-12-11
Floating
8.02270000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer, Inc., Term Loan
N/A
107448.98000000
PA
USD
103520.65000000
0.015184583020
Long
DBT
CORP
US
N
2
2027-12-06
Floating
8.43370000
N
N
N
N
N
N
Telecom Italia Cap
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
88000.00000000
PA
USD
70967.88000000
0.010409687976
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBH7
187000.00000000
PA
USD
157031.57000000
0.023033654749
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.45000000
N
N
N
N
N
N
National Rural Utils CooperatIVe Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
63743HFE7
116000.00000000
PA
USD
111589.69000000
0.016368163376
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140X9SV8
3182281.32800000
PA
USD
2721261.50000000
0.399159212850
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115QAF7
289000.00000000
PA
USD
294853.70000000
0.043249636537
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises, Inc.
45765U103
726.00000000
NS
USD
106242.84000000
0.015583878427
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Ufj Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BH6
147000.00000000
PA
USD
134231.11000000
0.019689244935
Long
DBT
CORP
JP
N
2
2029-03-07
Fixed
3.74100000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BY5
133000.00000000
PA
USD
128912.91000000
0.018909162416
Long
DBT
CORP
GB
N
2
2025-01-12
Variable
0.99100000
N
N
N
N
N
N
Cbre Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
1492.00000000
NS
USD
120419.32000000
0.017663308352
Long
EC
CORP
US
N
1
N
N
N
Caseys General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores, Inc.
147528103
1043.00000000
NS
USD
254366.84000000
0.037310955830
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apts L P
549300FXWGE3QSYCUJ38
Mid-America Apartments, LP
59523UAP2
196000.00000000
PA
USD
187053.19000000
0.027437276454
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.20000000
N
N
N
N
N
N
Hecla Mining Co
5493009Y6HOBZD1QD537
Hecla Mining Company
422704AH9
120000.00000000
PA
USD
118917.60000000
0.017443033537
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QDLN2
4157388.77200000
PA
USD
3695401.02000000
0.542047635741
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AE3
347000.00000000
PA
USD
328695.75000000
0.048213645339
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
General Mtrs Financial Company Inc
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCV6
43000.00000000
PA
USD
40799.76000000
0.005984577405
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746TD3
335000.00000000
PA
USD
294934.00000000
0.043261415076
Long
DBT
CORP
US
N
2
2026-03-15
Variable
3.90000000
N
N
N
N
N
N
Gibraltar Inds Inc
N/A
Gibraltar Industries, Inc.
374689107
294.00000000
NS
USD
18498.48000000
0.002713388153
Long
EC
CORP
US
N
1
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corporation
581557BQ7
111000.00000000
PA
USD
99471.42000000
0.014590635155
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.90000000
N
N
N
N
N
N
Eaton Vance Tax-Managed Global DIVersified Equity Income Fd
5493002EIY4NK3I3E865
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
27829F108
1639.00000000
NS
USD
12980.88000000
0.001904057306
Long
RF
US
N
1
N
N
N
Hilton Domestic Operating Company Inc
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
495000.00000000
PA
USD
461547.85000000
0.067700614769
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
119.00000000
NS
USD
29279.95000000
0.004294832302
Long
EC
CORP
US
N
1
N
N
N
Fti Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
754.00000000
NS
USD
143410.80000000
0.021035737301
Long
EC
CORP
US
N
1
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
371000.00000000
PA
USD
199437.54000000
0.029253833738
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Kbr Inc
254900OFQDXZRKRCV808
KBR, Inc., Convertible
48242WAB2
340000.00000000
PA
USD
869720.00000000
0.127571992107
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
2.50000000
N
N
N
N
Y
KBR Inc
KBR Inc
USD
XXXX
N
N
N
Saxon Asset Secs Tr
N/A
Saxon Asset Securities Trust
805564QB0
399056.05300000
PA
USD
344844.77000000
0.050582410749
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
3.09270000
N
N
N
N
N
N
Chs Community Health System Inc
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBH2
200000.00000000
PA
USD
168250.00000000
0.024679192926
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc., Convertible
00971TAL5
560000.00000000
PA
USD
540814.47000000
0.079327575884
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.37500000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
200000.00000000
PA
USD
178112.50000000
0.026125841011
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AYPJ4
670579.92000000
PA
USD
25108.32000000
0.003682930599
Long
ABS-CBDO
USGSE
US
N
2
2028-02-15
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967GD7
195000.00000000
PA
USD
195682.50000000
0.028703038156
Long
DBT
CORP
US
N
2
2023-10-30
Floating
9.34070000
N
N
N
N
N
N
Cheplapharm Arzneimittel Gmbh
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
40000.00000000
PA
USD
36200.00000000
0.005309876873
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AA3
275000.00000000
PA
USD
85370.37000000
0.012522269429
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.37500000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AP8
257000.00000000
PA
USD
215935.89000000
0.031673839459
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 20-Yr. Pass Through
31418DPM8
3306399.81400000
PA
USD
3102603.31000000
0.455095070799
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.50000000
N
N
N
N
N
N
UnIVision Communications Inc
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
398000.00000000
PA
USD
384686.50000000
0.056426462702
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International, Ltd., Term Loan
N/A
474999.85000000
PA
USD
475859.60000000
0.069799886326
Long
DBT
CORP
US
N
2
2030-06-20
Floating
9.32630000
N
N
N
N
N
N
Merrill Lynch AlternatIVe Note Asset Trust Series 2007-Fi
N/A
Merrill Lynch Alternative Note Asset Trust
59023YAB0
507272.62200000
PA
USD
203013.85000000
0.029778412902
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Fixed
6.00000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBK9
90000.00000000
PA
USD
78007.46000000
0.011442265408
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
4005.00000000
NS
USD
169651.80000000
0.024884811307
Long
EC
CORP
US
N
1
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
Level 3 Financing, Inc., Term Loan
N/A
260000.00000000
PA
USD
241638.80000000
0.035443985520
Long
DBT
CORP
US
N
2
2027-03-01
Floating
6.96700000
N
N
N
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Group Corporation ADR
835699307
2971.00000000
NS
USD
267508.84000000
0.039238646489
Long
EC
CORP
JP
N
1
N
N
N
Hanmi Financial Corp
549300MSZ7RCG7EA6587
Hanmi Financial Corporation
410495204
1543.00000000
NS
USD
23036.99000000
0.003379104431
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457BY5
98000.00000000
PA
USD
81218.89000000
0.011913323361
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAY5
145000.00000000
PA
USD
122325.80000000
0.017942954045
Long
DBT
CORP
JP
N
2
2028-07-14
Fixed
2.17200000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA, LLC/Ashton Woods Finance Company
045086AP0
106000.00000000
PA
USD
90481.60000000
0.013271993240
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.62500000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
36186CBY8
98000.00000000
PA
USD
101735.84000000
0.014922784088
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health, Inc., Term Loan
N/A
196815.13000000
PA
USD
193063.83000000
0.028318927237
Long
DBT
CORP
US
N
2
2027-08-01
Floating
7.01026000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AQ0
156000.00000000
PA
USD
110806.80000000
0.016253327754
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
First Shs Inc
549300QF7B0DFZT32C73
Heartland Financial USA, Inc.
42234Q102
7317.00000000
NS
USD
203924.79000000
0.029912031113
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787107
3213.00000000
NS
USD
665669.34000000
0.097641498170
Long
EC
CORP
US
N
1
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
387000.00000000
PA
USD
269275.37000000
0.039497764080
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
8272.00000000
NS
USD
307635.68000000
0.045124518857
Long
EC
CORP
US
N
1
N
N
N
Metropolitan Bank Holding Corp
N/A
Metropolitan Bank Holding Corporation
591774104
211.00000000
NS
USD
7328.03000000
0.001074887763
Long
EC
CORP
US
N
1
N
N
N
Euronet Worldwide Inc
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc., Convertible
298736AL3
453000.00000000
PA
USD
439693.13000000
0.064494927689
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.75000000
N
N
N
N
Y
Euronet Worldwide Inc
Euronet Worldwide Inc
USD
XXXX
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790RAB0
300000.00000000
PA
USD
296781.00000000
0.043532336142
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.37500000
N
N
N
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corporation
929566AL1
298000.00000000
PA
USD
258401.21000000
0.037902724006
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
Banc America Mortgage Secs Inc
N/A
Banc of America Mortgage Securities Trust
05949CGB6
323726.86600000
PA
USD
295069.63000000
0.043281309512
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
3.87170000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYJ7
97000.00000000
PA
USD
77696.90000000
0.011396711945
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAF8
422000.00000000
PA
USD
412241.25000000
0.060468239768
Long
DBT
CORP
US
N
2
2024-08-01
Variable
5.00000000
N
N
N
N
N
N
Omega Healthcare Invs Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BK5
95000.00000000
PA
USD
86718.77000000
0.012720055008
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
200000.00000000
PA
USD
173774.46000000
0.025489530009
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCU8
92000.00000000
PA
USD
77502.00000000
0.011368123686
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.125%
74460W537
17650.00000000
NS
USD
351235.00000000
0.051519740431
Long
EP
CORP
US
N
1
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
1201.00000000
NS
USD
123955.21000000
0.018181958643
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Invs Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BM1
98000.00000000
PA
USD
77732.36000000
0.011401913278
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
CRESTWOOD EQUITY PARTNERS LP
549300CUY0F1TYDLDL45
Crestwood Equity Partners, LP, 9.250%
226344307
11205.00000000
NS
USD
103086.00000000
0.015120827827
Long
EP
CORP
US
N
1
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises, Ltd.
92676XAD9
375000.00000000
PA
USD
344670.00000000
0.050556775191
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
Barclays Plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAC9
111000.00000000
PA
USD
107761.62000000
0.015806655631
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
4.37500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
156000.00000000
PA
USD
110740.25000000
0.016243566089
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
90000.00000000
PA
USD
85307.32000000
0.012513021149
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92400000
N
N
N
N
N
N
Federated Hermes Inc
R05X5UQ874RGFF7HHD84
Federated Hermes, Inc.
314211103
4653.00000000
NS
USD
166810.05000000
0.024467978639
Long
EC
CORP
US
N
1
N
N
N
CHNGE Mortgage Trust 2022-2
N/A
CHNGE Mortgage Trust
12546YAA9
1061739.24000000
PA
USD
979460.61000000
0.143668929320
Long
ABS-CBDO
CORP
US
N
2
2067-03-25
Variable
3.75700000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BN3
240000.00000000
PA
USD
212552.83000000
0.031177606529
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
720 East CLO Ltd.
N/A
720 East CLO I, Ltd.
81785AAE8
1100000.00000000
PA
USD
1108583.30000000
0.162608862620
Long
ABS-O
CORP
KY
N
2
2036-01-20
Floating
8.82450000
N
N
N
N
N
N
D R Horton Inc
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331ABN8
56000.00000000
PA
USD
52387.82000000
0.007684333532
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
91835EAB5
790000.00000000
PA
USD
682262.96000000
0.100075478255
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
4.82620000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AN2
589000.00000000
PA
USD
582032.13000000
0.085373451564
Long
DBT
CORP
US
N
2
2044-03-15
Variable
5.20000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397B85
210000.00000000
PA
USD
196305.90000000
0.028794479516
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DP2
128000.00000000
PA
USD
127884.74000000
0.018758348712
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
REDWOOD TRUST INC
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc., Convertible
758075AF2
27000.00000000
PA
USD
22713.75000000
0.003331691045
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.75000000
N
N
N
N
Y
Redwood Trust Inc
Redwood Trust Inc
USD
XXXX
N
N
N
Renaissance Home Equity Loan Trust 2006-2
N/A
Renaissance Home Equity Loan Trust
759676AF6
1130710.87000000
PA
USD
451295.77000000
0.066196822435
Long
ABS-O
CORP
US
N
2
2036-08-25
Variable
5.79700000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries, Ltd.
629571AA8
350000.00000000
PA
USD
326732.00000000
0.047925599187
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48124BAC9
238000.00000000
PA
USD
238892.50000000
0.035041153617
Long
DBT
CORP
US
N
2
2023-11-01
Floating
8.54910000
N
N
N
N
N
Hess Midstream Operations Lp
N/A
Hess Midstream Operations, LP
428102AC1
250000.00000000
PA
USD
245937.50000000
0.036074526064
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
Allen Media Llc Allen Media Co-Issuer Inc
N/A
Allen Media, LLC/Allen Media Co-Issuer, Inc.
01771YAA8
261000.00000000
PA
USD
134415.00000000
0.019716218230
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98388MAD9
138000.00000000
PA
USD
130314.07000000
0.019114686921
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.60000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AYWN7
672826.88000000
PA
USD
58018.33000000
0.008510226207
Long
ABS-CBDO
USGSE
US
N
2
2033-02-15
Fixed
3.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte, Ltd.
716973AB8
119000.00000000
PA
USD
117560.28000000
0.017243939557
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.45000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CZ0
168000.00000000
PA
USD
165433.06000000
0.024265999430
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.87500000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCM0
131000.00000000
PA
USD
117044.66000000
0.017168307549
Long
DBT
CORP
JP
N
2
2027-01-14
Fixed
2.17400000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAH6
222000.00000000
PA
USD
200211.62000000
0.029367377094
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
106000.00000000
PA
USD
95522.80000000
0.014011444933
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Debt Fund
N/A
7064392.83900000
NS
USD
54183893.08000000
7.947784551756
Long
RF
US
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738ECG8
110000.00000000
PA
USD
109563.88000000
0.016071014159
Long
DBT
CORP
GB
N
2
2034-05-09
Variable
6.22400000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Mozart Debt Merger Sub, Inc.
62482BAA0
269000.00000000
PA
USD
233778.00000000
0.034290950157
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
200000.00000000
PA
USD
160110.00000000
0.023485204038
Long
DBT
CORP
CH
N
2
2027-02-12
Variable
4.87500000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corporation, Convertible
125896BW9
153000.00000000
PA
USD
150475.50000000
0.022071999377
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.37500000
N
N
N
N
Y
CMS Energy Corp
CMS Energy Corp
USD
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
133000.00000000
PA
USD
117380.55000000
0.017217576459
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900000
N
N
N
N
N
N
Iberiabank Lafayette La
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158AJ8
146000.00000000
PA
USD
126790.28000000
0.018597811478
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.75000000
N
N
N
N
N
Bayview Financing SBC Trust
N/A
Silver Hill Trust
82773XAA8
305605.34000000
PA
USD
287207.44000000
0.042128070262
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
3.10200000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BH7
179000.00000000
PA
USD
177514.05000000
0.026038059358
Long
DBT
CORP
US
N
2
2025-10-28
Variable
5.67100000
N
N
N
N
N
N
Titan Acquisition Limited Titan Co-Borrower Llc
N/A
Titan Acquisition, Ltd./Titan Co-Borrower, LLC
88827AAA1
125000.00000000
PA
USD
113437.50000000
0.016639203254
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc., Convertible, 3.369%
15189T206
11250.00000000
NS
USD
408825.00000000
0.059967138473
Long
EP
CORP
US
N
2
N
N
N
Cco Holdings Llc Cco Holdings Capital Corp
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPCD3
460000.00000000
PA
USD
393338.50000000
0.057695552611
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corporation, Term Loan
N/A
364212.67000000
PA
USD
363680.92000000
0.053345328905
Long
DBT
CORP
US
N
2
2025-08-27
Floating
9.21700000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
46656PAA2
88000.00000000
PA
USD
87320.54000000
0.012808323644
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.45000000
N
N
N
N
N
N
Turning Pt Brands Inc
549300IYG00QF0VVP302
Turning Point Brands, Inc.
90041L105
6632.00000000
NS
USD
159234.32000000
0.023356757823
Long
EC
CORP
US
N
1
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners, LLC
741386AB2
950000.00000000
PA
USD
782960.08000000
0.114845901147
Long
ABS-O
CORP
US
N
2
2060-06-27
Variable
3.84410000
N
N
N
N
N
N
Great Southern Bancorp Inc
5493000ZL7DLNMN1AB26
Great Southern Bancorp, Inc.
390905107
450.00000000
NS
USD
22828.50000000
0.003348522768
Long
EC
CORP
US
N
1
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA, Inc.
02343UAJ4
88000.00000000
PA
USD
86930.36000000
0.012751091385
Long
DBT
CORP
US
N
2
2033-05-26
Fixed
5.62500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBU2
200000.00000000
PA
USD
157340.60000000
0.023078983789
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
2.56400000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZX5
237000.00000000
PA
USD
232271.05000000
0.034069908197
Long
DBT
CORP
CA
N
2
2033-02-01
Fixed
5.00000000
N
N
N
N
N
N
SCOTT Trust 2023-SFS
N/A
SCOTT Trust
810064AA3
650000.00000000
PA
USD
645266.51000000
0.094648776756
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Fixed
5.90980000
N
N
N
N
N
N
WorkIVa Inc
529900RTOQ8GRWHY1O58
Workiva, Inc.
98139A105
2638.00000000
NS
USD
268179.08000000
0.039336958420
Long
EC
CORP
US
N
1
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust
169926AA0
1179985.85000000
PA
USD
1170891.11000000
0.171748276966
Long
ABS-CBDO
CORP
US
N
2
2058-06-25
Variable
6.52500000
N
N
N
N
N
N
Aramark Svcs Inc
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
373000.00000000
PA
USD
351567.42000000
0.051568500355
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Outfront Media Capital Llc Outfront Media Capital Corp
N/A
Outfront Media Capital, LLC/Outfront Media Capital Corporation
69007TAD6
120000.00000000
PA
USD
119428.73000000
0.017518006945
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corporation
126650DY3
88000.00000000
PA
USD
87863.33000000
0.012887940993
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.30000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Company
842400HT3
46000.00000000
PA
USD
48148.13000000
0.007062448673
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
Wells Fargo & Company Medium Terminal Senior Nts Book Entry
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2H5
233000.00000000
PA
USD
221864.21000000
0.032543415406
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.40600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PC9
90000.00000000
PA
USD
89338.99000000
0.013104393284
Long
DBT
CORP
US
N
2
2028-05-15
Variable
7.37500000
N
N
N
N
N
N
Pfizer Inc
549300Q9GR3WRH4N4836
Wyeth, LLC
983024AG5
215000.00000000
PA
USD
240341.89000000
0.035253752580
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
N
Kilroy Realty L P
5493008CT3N3JR7P1552
Kilroy Realty, LP
49427RAL6
194000.00000000
PA
USD
181711.21000000
0.026653705845
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.37500000
N
N
N
N
N
N
Metlife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
240000.00000000
PA
USD
221755.20000000
0.032527425636
Long
DBT
CORP
US
N
2
2025-09-15
Variable
3.85000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBV6
245000.00000000
PA
USD
213852.09000000
0.031368184171
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
67777LAD5
305000.00000000
PA
USD
275280.80000000
0.040378650651
Long
DBT
CORP
NL
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P 500 Index
N/A
138.00000000
NC
USD
1006714.00000000
0.147666502394
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
S&P 500 INDEX
SPX
2023-09-18
29962211.00000000
USD
1006714.00000000
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings, Inc., Convertible
55024UAF6
551000.00000000
PA
USD
433281.32000000
0.063554432616
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.50000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAU8
90000.00000000
PA
USD
74307.13000000
0.010899494782
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
2.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBB0
101000.00000000
PA
USD
54035.00000000
0.007925944664
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
Dte Energy Co
549300IX8SD6XXD71I78
DTE Energy Company
233331BD8
138000.00000000
PA
USD
134910.28000000
0.019788866733
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.22000000
N
N
N
N
N
N
CHARTER NEXT GENERATION
549300KRNU8RNVGYXG75
Charter Next Generation, Inc., Term Loan
N/A
300122.58000000
PA
USD
297496.51000000
0.043637288352
Long
DBT
CORP
US
N
2
2027-12-01
Floating
8.96700000
N
N
N
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 7.125%
61762V200
5100.00000000
NS
USD
128214.00000000
0.018806645122
Long
EP
CORP
US
N
1
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364GAM5
111000.00000000
PA
USD
99689.27000000
0.014622589759
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc., Convertible
595017AU8
185000.00000000
PA
USD
209281.25000000
0.030697725674
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.12500000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
IONIS PHARMACEUTICALS INC
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc., Convertible
462222AD2
297000.00000000
PA
USD
280108.13000000
0.041086731533
Long
DBT
CORP
US
N
2
2026-04-01
None
0.00000000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
Banco Santander Mexico S A Institucion De Banca Multiple Grupo Financiero Santander Mex
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA
05969BAD5
67000.00000000
PA
USD
66284.12000000
0.009722666183
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
Sprout Social Inc
N/A
Sprout Social, Inc.
85209W109
3469.00000000
NS
USD
160129.04000000
0.023487996857
Long
EC
CORP
US
N
1
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
146000.00000000
PA
USD
148321.55000000
0.021756054369
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
522 Funding CLO LTD
N/A
522 Funding CLO, Ltd.
33834WAE2
1000000.00000000
PA
USD
964933.00000000
0.141537995056
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
7.65040000
N
N
N
N
N
N
Aberdeen Asia-Pacific Income Fund Inc
549300J666ZH67203572
Aberdeen Asia-Pacific Income Fund, Inc.
003009107
59018.00000000
NS
USD
159348.60000000
0.023373520606
Long
RF
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136BNYA8
2264966.75400000
PA
USD
2150644.14000000
0.315460098944
Long
ABS-CBDO
USGSE
US
N
2
2052-07-25
Fixed
4.00000000
N
N
N
N
N
N
Blackrock Floating Rate Income Strategies Fund Inc
UZXE8UOGW61VMG5WLP57
BlackRock Floating Rate Income Strategies Fund, Inc.
09255X100
1400.00000000
NS
USD
17094.00000000
0.002507376665
Long
RF
US
N
1
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
Chord Energy Corporation
674215AL2
131000.00000000
PA
USD
129870.13000000
0.019049569055
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.37500000
N
N
N
N
N
N
Yum Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
390000.00000000
PA
USD
365199.90000000
0.053568135446
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
CQP HOLDCO LP
549300LPL012JY5D4B69
CQP Holdco, LP, Term Loan
N/A
497268.43000000
PA
USD
496025.26000000
0.072757819245
Long
DBT
CORP
US
N
2
2028-06-04
Floating
8.69300000
N
N
N
N
N
N
DRAWBRIDGE SPECIAL OPPORTUNITIES FUND
N/A
Drawbridge Special Opportunities Fund, LP
26150TAE9
410000.00000000
PA
USD
366123.76000000
0.053703648784
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
NOBLE FINANCE II LLC
N/A
Noble Finance II, LLC
65505PAA5
193000.00000000
PA
USD
196219.24000000
0.028781768082
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
Usa Compression Partners Lp Usa Compression Finance Corp
N/A
USA Compression Partners, LP/USA Compression Finance Corporation
91740PAC2
264000.00000000
PA
USD
258612.87000000
0.037933770650
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
4312.00000000
NS
USD
516146.40000000
0.075709221895
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NDG3
210000.00000000
PA
USD
192948.77000000
0.028302050043
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores, Inc., Convertible
122017AB2
313000.00000000
PA
USD
323759.38000000
0.047489570287
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.25000000
N
N
N
N
Y
Burlington Stores Inc
Burlington Stores Inc
USD
XXXX
N
N
Usb Realty Corp
N/A
USB Realty Corporation
903312AA4
496000.00000000
PA
USD
353399.64000000
0.051837253466
Long
DBT
CORP
US
N
2
2027-01-15
Floating
6.40730000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
267000.00000000
PA
USD
265695.09000000
0.038972602589
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06055HAB9
225000.00000000
PA
USD
219858.75000000
0.032249251161
Long
DBT
CORP
US
N
2
2027-04-27
Variable
6.12500000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
694.00000000
NS
USD
278217.66000000
0.040809434215
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BA0
146000.00000000
PA
USD
135077.50000000
0.019813394844
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Company
025816CH0
190000.00000000
PA
USD
157700.00000000
0.023131701185
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.55000000
N
N
N
N
N
N
Shutterstock Inc
529900G2TDIS56V0LO22
Shutterstock, Inc.
825690100
376.00000000
NS
USD
18299.92000000
0.002684263038
Long
EC
CORP
US
N
1
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CT9
35000.00000000
PA
USD
34687.36000000
0.005088000294
Long
DBT
CORP
US
N
2
2033-03-29
Fixed
4.95000000
N
N
N
N
N
N
Bpce Senior Non Preferred Medical Terminal Nts Book Entry Registered S
9695005MSX1OYEMGDF46
BPCE SA
05583JAG7
114000.00000000
PA
USD
106876.30000000
0.015676795405
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
2.37500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAP8
195000.00000000
PA
USD
172481.15000000
0.025299825123
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.62700000
N
N
N
N
N
N
Cvs Health Corp
549300EJG376EN5NQE29
CVS Health Corporation
126650CX6
77000.00000000
PA
USD
74260.31000000
0.010892627145
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Natwest Group Plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BG5
98000.00000000
PA
USD
93222.14000000
0.013673980256
Long
DBT
CORP
GB
N
2
2029-05-18
Variable
4.89200000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
136461.66000000
PA
USD
134472.05000000
0.019724586420
Long
DBT
CORP
US
N
2
2024-09-12
Floating
9.79910000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
219000.00000000
PA
USD
208073.15000000
0.030520519534
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDM8
165000.00000000
PA
USD
138620.06000000
0.020333023502
Long
DBT
CORP
US
N
2
2027-01-15
Variable
4.35000000
N
N
N
N
N
N
Financial Instns Inc
N/A
Financial Institutions, Inc.
317585404
166.00000000
NS
USD
2612.84000000
0.000383255764
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AB3K7
802728.20000000
PA
USD
33290.42000000
0.004883094786
Long
ABS-CBDO
USGSE
US
N
2
2028-02-25
Fixed
3.00000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities, LLC
12327FAA5
133943.37000000
PA
USD
126548.05000000
0.018562280775
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAF9
114000.00000000
PA
USD
107197.16000000
0.015723859689
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
919000.00000000
PA
USD
866800.62000000
0.127143772539
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Gilat Satellite Networks Ltd
529900RVHDCYJ5YWHP12
Gilat Satellite Networks, Ltd.
M51474118
13616.00000000
NS
USD
84827.68000000
0.012442666747
Long
EC
CORP
IL
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384KP3
700000.00000000
PA
USD
695649.56000000
0.102039047254
Long
STIV
USGSE
US
N
2
N
N
N
Hope Bancorp Inc
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
2340.00000000
NS
USD
19702.80000000
0.002890039835
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
114.00000000
NS
USD
2973.12000000
0.000436102241
Long
EC
CORP
US
N
1
N
N
N
Agiliti Inc
N/A
Agiliti, Inc.
00848J104
7958.00000000
NS
USD
131307.00000000
0.019260331563
Long
EC
CORP
US
N
1
N
N
N
Western Union Co
28ID94QU1140NC23S047
Western Union Company
959802109
3477.00000000
NS
USD
40785.21000000
0.005982443186
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEJ7
185000.00000000
PA
USD
176612.43000000
0.025905808221
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBS7
200000.00000000
PA
USD
176439.75000000
0.025880479228
Long
DBT
CORP
JP
N
2
2027-07-09
Variable
1.55400000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corporation
92933BAQ7
77000.00000000
PA
USD
66421.21000000
0.009742774775
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.87500000
N
N
N
N
N
N
Newfield Exploration Co
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration, Inc.
651290AR9
120000.00000000
PA
USD
119185.44000000
0.017482320759
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
Interdigital Inc
N/A
InterDigital, Inc.
45867G101
543.00000000
NS
USD
52426.65000000
0.007690029181
Long
EC
CORP
US
N
1
N
N
N
Kroger Co
6CPEOKI6OYJ13Q6O7870
Kroger Company
501044DL2
80000.00000000
PA
USD
78142.44000000
0.011462064502
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Commerzbank Aktiengesellschaft Subordinated Medium Terminal Nts Book Entry 144a
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
180000.00000000
PA
USD
179333.11000000
0.026304882138
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
8.12500000
N
N
N
N
N
N
Glencore Funding Llc
213800STG1QDNBY87K49
Glencore Funding, LLC
378272AN8
147000.00000000
PA
USD
140105.06000000
0.020550845799
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc., Delayed Draw
N/A
59030.34000000
PA
USD
56742.91000000
0.008323145456
Long
DBT
CORP
US
N
2
2029-02-15
Floating
0.00000000
N
N
N
N
N
N
Cushman & Wakefield Plc
N/A
Cushman and Wakefield plc
G2717B108
30721.00000000
NS
USD
251297.78000000
0.036860780948
Long
EC
CORP
GB
N
1
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corporation
680665AJ5
400000.00000000
PA
USD
381451.45000000
0.055951940128
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.12500000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
PENN Entertainment, Inc.
707569AV1
270000.00000000
PA
USD
221589.00000000
0.032503047140
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92872VAB9
225000.00000000
PA
USD
189721.64000000
0.027828689188
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
4.94860000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners, LLC
74143EAB8
1000000.00000000
PA
USD
816664.80000000
0.119789766154
Long
ABS-O
CORP
US
N
2
2051-07-25
Variable
3.72100000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MG3
286000.00000000
PA
USD
266963.84000000
0.039158704973
Long
DBT
CORP
US
N
2
2024-09-12
Variable
5.00000000
N
N
N
N
N
N
B & G Foods Inc New
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508RAE6
121000.00000000
PA
USD
115517.45000000
0.016944293818
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corporation, Convertible
57164YAD9
334000.00000000
PA
USD
309451.00000000
0.045390793047
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
Y
Marriott Vacations Worldwide Corp
Marriott Vacations Worldwide Corp
USD
XXXX
N
N
N
Treehouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469AAD6
312000.00000000
PA
USD
268766.16000000
0.039423072301
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BB2
224000.00000000
PA
USD
156693.80000000
0.022984110077
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corporation
756109BG8
112000.00000000
PA
USD
106370.51000000
0.015602605277
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
Indymac Mbs Inc
N/A
Residential Asset Securitization Trust
45660NYL3
334147.21000000
PA
USD
311876.23000000
0.045746529862
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
3.43520000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AQ1
169000.00000000
PA
USD
154967.70000000
0.022730922827
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
2.19300000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
4462.00000000
NS
USD
738550.24000000
0.108331791137
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
164.00000000
NS
USD
117840.56000000
0.017285051499
Long
EC
CORP
US
N
1
N
N
N
Medtronic Plc
549300GX3ZBSQWUXY261
Medtronic plc
G5960L103
7208.00000000
NS
USD
635024.80000000
0.093146505511
Long
EC
CORP
US
N
1
N
N
N
Nustar Logistics L P
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAG0
360000.00000000
PA
USD
350982.77000000
0.051482742910
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
1370.00000000
NS
USD
164742.50000000
0.024164706928
Long
EC
CORP
US
N
1
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications, Inc.
98980L101
135.00000000
NS
USD
9163.80000000
0.001344161593
Long
EC
CORP
US
N
1
N
N
N
Western Alliance Bancorporation
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
11119.00000000
NS
USD
405509.93000000
0.059480878431
Long
EC
CORP
US
N
1
N
N
N
Eqt Corp
4NT01YGM4X7ZX86ISY52
EQT Corporation, Convertible
26884LAK5
182000.00000000
PA
USD
512057.44000000
0.075109446366
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
1.75000000
N
N
N
N
Y
EQT Corp
EQT Corp
USD
XXXX
N
N
N
Dryden Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
750000.00000000
PA
USD
720228.00000000
0.105644254164
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
7.29790000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Company, Ltd.
62878U2B7
171000.00000000
PA
USD
143431.66000000
0.021038797081
Long
DBT
NUSS
AU
N
2
2031-05-05
Fixed
2.62500000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAC6
176000.00000000
PA
USD
177354.32000000
0.026014629893
Long
DBT
CORP
US
N
2
2026-03-22
Fixed
5.35000000
N
N
N
N
N
N
Cwalt Inc
N/A
Countrywide Alternative Loan Trust
12667G5S8
138878.33300000
PA
USD
120954.11000000
0.017741752249
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
3.54230000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Company
025816CY3
127000.00000000
PA
USD
123261.35000000
0.018080182092
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
Southern Co
549300FC3G3YU2FBZD92
Southern Company, 4.950%
842587800
9200.00000000
NS
USD
211324.00000000
0.030997359679
Long
EP
CORP
US
N
1
N
N
N
ENERFLEX LTD
54930014N7872VUS3F89
Enerflex, Ltd.
29269RAA3
155000.00000000
PA
USD
150810.35000000
0.022121115738
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
9.00000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAB3
90000.00000000
PA
USD
77512.74000000
0.011369699047
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKP3
186000.00000000
PA
USD
178557.10000000
0.026191055686
Long
DBT
CORP
US
N
2
2028-04-27
Variable
4.37600000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
3865.00000000
NS
USD
400452.65000000
0.058739068096
Long
EC
CORP
US
N
1
N
N
N
Acadia Pharmaceuticals Inc
529900O3044NO0PEA039
ACADIA Pharmaceuticals, Inc.
004225108
1453.00000000
NS
USD
34799.35000000
0.005104427176
Long
EC
CORP
US
N
1
N
N
N
Paypal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAE3
97000.00000000
PA
USD
86014.52000000
0.012616754434
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
Technipfmc Plc
549300D5I93QWCJTCK36
TechnipFMC plc
G87110105
6668.00000000
NS
USD
110822.16000000
0.016255580785
Long
EC
CORP
GB
N
1
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AC4
118000.00000000
PA
USD
114312.50000000
0.016767549726
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.62500000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
7713.00000000
NS
USD
224833.95000000
0.032979021863
Long
EC
CORP
US
N
1
N
N
N
First Foundation Inc
254900TQZQ6LBCK77E82
First Foundation, Inc.
32026V104
235.00000000
NS
USD
932.95000000
0.000136846674
Long
EC
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BQ4
112000.00000000
PA
USD
99290.22000000
0.014564056434
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BT8
92000.00000000
PA
USD
93181.65000000
0.013668041114
Long
DBT
CORP
LR
N
2
2030-01-15
Fixed
7.25000000
N
N
N
N
N
N
Volkswagen Group America Finance Llc
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668AR3
200000.00000000
PA
USD
198811.19000000
0.029161959666
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
4.25000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating, LLC, Convertible
15136AAA0
79000.00000000
PA
USD
151599.34000000
0.022236846118
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.25000000
N
N
N
N
Y
Permian Resources Corp
Permian Resources Corp
USD
XXXX
N
N
N
CIM Trust
N/A
CIM Trust
12570DAC0
1078978.71000000
PA
USD
1070241.90000000
0.156984881593
Long
ABS-CBDO
CORP
US
N
2
2058-04-25
Variable
7.10000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBT2
277000.00000000
PA
USD
248116.84000000
0.036394195320
Long
DBT
CORP
US
N
2
2026-11-19
Variable
1.04500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAR6
98000.00000000
PA
USD
92511.79000000
0.013569784923
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
3.70000000
N
N
N
N
N
N
Metropolitan Life Global Funding I Medium Terminal Nts Book Entry Registered S
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
159000.00000000
PA
USD
137323.94000000
0.020142906440
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.95000000
N
N
N
N
N
N
Nvr Inc
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
82.00000000
NS
USD
520750.84000000
0.076384608897
Long
EC
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BL5
138000.00000000
PA
USD
138826.62000000
0.020363322070
Long
DBT
CORP
US
N
2
2053-03-01
Variable
6.75000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corporation
857477BU6
91000.00000000
PA
USD
86349.41000000
0.012665876662
Long
DBT
CORP
US
N
2
2033-05-13
Variable
4.42100000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Company
842587DL8
112000.00000000
PA
USD
115893.18000000
0.016999406526
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.70000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJH4
136000.00000000
PA
USD
135921.84000000
0.019937244055
Long
DBT
CORP
US
N
2
2026-10-21
Variable
5.72700000
N
N
N
N
N
N
HOST HOTELS & RESORTS INC
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
12658.00000000
NS
USD
213034.14000000
0.031248205890
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Ag
ANGGYXNX0JLX3X63JN86
Credit Suisse Group AG
22546DAA4
160000.00000000
PA
USD
158848.00000000
0.023300091756
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
6.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XCH6
93000.00000000
PA
USD
96865.78000000
0.014208435498
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
91911KAN2
109000.00000000
PA
USD
96310.22000000
0.014126945023
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
Icahn Enterprises L P Icahn Enterprises Finance Corp
N/A
Icahn Enterprises, LP/Icahn Enterprises Finance Corporation
451102BZ9
160000.00000000
PA
USD
137983.96000000
0.020239719284
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Fiserv Inc Discount Commercial Paper 42 Yrs 3&4
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AS7
156000.00000000
PA
USD
151353.83000000
0.022200834298
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Company
369604BQ5
24000.00000000
PA
USD
23999.97000000
0.003520355957
Long
DBT
CORP
US
N
2
2023-09-15
Floating
8.88200000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
73000.00000000
PA
USD
59705.04000000
0.008757635666
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAR9
154000.00000000
PA
USD
150140.14000000
0.022022808208
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.60000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CU4
92000.00000000
PA
USD
93658.52000000
0.013737989208
Long
DBT
CORP
US
N
2
2032-11-21
Fixed
4.95000000
N
N
N
N
N
N
Cwalt Inc
N/A
Countrywide Alternative Loan Trust
12668BEG4
200557.84400000
PA
USD
158426.42000000
0.023238253692
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
Rabobank Nederland Global Medium Terminal Nts Book Entry Registered S
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
111000.00000000
PA
USD
101503.54000000
0.014888709933
Long
DBT
CORP
NL
N
2
2026-06-24
Variable
1.33900000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AT9
136000.00000000
PA
USD
164370.55000000
0.024110148676
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187BN8
235000.00000000
PA
USD
155423.84000000
0.022797830209
Long
DBT
CORP
US
N
2
2023-08-17
Floating
7.68790000
N
N
N
N
N
N
T-Mobile Usa Inc
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABB0
113000.00000000
PA
USD
108642.32000000
0.015935838188
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Trust
126416AB2
402883.03000000
PA
USD
331677.28000000
0.048650981173
Long
ABS-CBDO
CORP
US
N
2
2066-11-25
Variable
2.57200000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAV5
57000.00000000
PA
USD
54380.43000000
0.007976612917
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.25000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Company
406216101
13306.00000000
NS
USD
438964.94000000
0.064388115555
Long
EC
CORP
US
N
1
N
N
N
General Mtrs Co
54930070NSV60J38I987
General Motors Company
37045VAU4
147000.00000000
PA
USD
152699.42000000
0.022398207702
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBR5
44000.00000000
PA
USD
44604.18000000
0.006542616128
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GVR2
167000.00000000
PA
USD
160932.88000000
0.023605905460
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
549300PVYNJC7QL0GC48
Benefit Street Partners CLO II, Ltd.
08179XBC8
750000.00000000
PA
USD
747897.00000000
0.109702789611
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
7.16030000
N
N
N
N
N
N
ENERGY TRANSFER OPER L P
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29278NAC7
90000.00000000
PA
USD
89664.95000000
0.013152205645
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJT7
328000.00000000
PA
USD
271828.83000000
0.039872309887
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023DG7
166000.00000000
PA
USD
152356.16000000
0.022347857748
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream, LLC
29336TAD2
116000.00000000
PA
USD
115858.68000000
0.016994346008
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
639057AD0
180000.00000000
PA
USD
124650.00000000
0.018283871609
Long
DBT
CORP
GB
N
2
2031-06-28
Variable
4.60000000
N
N
N
N
N
N
Greeneden Us Holdings II Llc
549300CVRD4OUCPHWQ42
Genesys Cloud Services Holdings II, LLC, Term Loan
N/A
248727.74000000
PA
USD
247839.78000000
0.036353555693
Long
DBT
CORP
US
N
2
2027-12-01
Floating
9.20064600
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
221.00000000
NS
USD
52483.08000000
0.007698306429
Long
EC
CORP
US
N
1
N
N
N
Lyondellbasell Inds N V Iam Commercial Paper 42
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
N53745100
1608.00000000
NS
USD
147662.64000000
0.021659404342
Long
EC
CORP
NL
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140NCTY5
235122.49900000
PA
USD
230451.32000000
0.033802987140
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048AW9
116000.00000000
PA
USD
106435.80000000
0.015612182124
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.12500000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDK3
140000.00000000
PA
USD
134778.00000000
0.019769463680
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners, LP, Convertible
65341BAE6
72000.00000000
PA
USD
67608.00000000
0.009916855128
Long
DBT
CORP
US
N
2
2024-06-15
None
0.00000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
190000.00000000
PA
USD
71244.07000000
0.010450199990
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
Virtus Equity & Convertible In
549300E7CGC36IOELF91
Virtus Equity & Convertible Income Fund
92841M101
2750.00000000
NS
USD
58162.50000000
0.008531373305
Long
RF
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
5141.00000000
NS
USD
234223.96000000
0.034356364320
Long
EC
CORP
US
N
1
N
N
N
Qualcomm Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
6620.00000000
NS
USD
788044.80000000
0.115591736427
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180BQ3
195000.00000000
PA
USD
192224.29000000
0.028195782098
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787AQ0
120000.00000000
PA
USD
97245.25000000
0.014264096796
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
622.00000000
NS
USD
187371.28000000
0.027483934430
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc., Convertible, 7.750%
65473P121
1831.00000000
NS
USD
186304.25000000
0.027327420676
Long
EP
CORP
US
N
1
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
130000.00000000
PA
USD
100705.90000000
0.014771710757
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
Bio Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
100.00000000
NS
USD
37912.00000000
0.005560995912
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Company
254687FQ4
80000.00000000
PA
USD
75602.01000000
0.011089429957
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.80000000
N
N
N
N
N
N
B & G Foods Inc New
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508WAB1
116000.00000000
PA
USD
100782.47000000
0.014782942173
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BE7
43000.00000000
PA
USD
43765.94000000
0.006419661675
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.60000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corporation
670346105
2780.00000000
NS
USD
455864.40000000
0.066866956766
Long
EC
CORP
US
N
1
N
N
N
Ardagh Packaging Finance Plc Ardagh Holdings Usa Inc
N/A
Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.
03969AAP5
295000.00000000
PA
USD
249889.01000000
0.036654140196
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corporation, Convertible
12653CAG3
309000.00000000
PA
USD
454693.50000000
0.066695207185
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.25000000
N
N
N
N
Y
CNX Resources Corp
CNX Resources Corp
USD
XXXX
N
N
N
Crownrock L P Crownrock Finance Inc
N/A
CrownRock, LP/CrownRock Finance, Inc.
228701AF5
157000.00000000
PA
USD
154676.40000000
0.022688194453
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
Commercial Credit Co
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
1756.00000000
NS
USD
80846.24000000
0.011858662432
Long
EC
CORP
US
N
1
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
054976AG0
3993608.77000000
PA
USD
314572.17000000
0.046141974875
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Variable
1.15180000
N
N
N
N
N
N
Nvidia Corp
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066G104
3704.00000000
NS
USD
1566866.08000000
0.229830551431
Long
EC
CORP
US
N
1
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP, Term Loan
N/A
899170.86000000
PA
USD
888209.97000000
0.130284131999
Long
DBT
CORP
US
N
2
2028-10-21
Floating
8.46700000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corporation
756109BP8
112000.00000000
PA
USD
113188.37000000
0.016602660447
Long
DBT
CORP
US
N
2
2032-10-13
Fixed
5.62500000
N
N
N
N
N
N
Nuveen Preferred & Income Secs Fd
1V4KW82TOLZ6S7J7N128
Nuveen Quality Preferred Income Fund II
67072C105
9900.00000000
NS
USD
63162.00000000
0.009264708372
Long
RF
US
N
1
N
N
N
Qbe Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group, Ltd.
74728GAE0
240000.00000000
PA
USD
228409.74000000
0.033503524753
Long
DBT
CORP
AU
N
2
2025-05-12
Variable
5.87500000
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc., Term Loan
N/A
480516.44000000
PA
USD
461896.43000000
0.067751745070
Long
DBT
CORP
US
N
2
2029-02-15
Floating
8.58920000
N
N
N
N
N
N
CONNECT FINCO SARL
2594001KNYIQ456J2792
Connect Finco SARL, Term Loan
N/A
150830.78000000
PA
USD
150595.48000000
0.022089598245
Long
DBT
CORP
US
N
2
2026-12-12
Floating
8.70000000
N
N
N
N
N
N
ALLTECH INC
549300HV8FN6KMLFMN67
Alltech, Inc., Term Loan
N/A
150720.88000000
PA
USD
145257.25000000
0.021306577692
Long
DBT
CORP
US
N
2
2028-10-15
Floating
9.21508800
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc., Convertible
665531AH2
225000.00000000
PA
USD
250924.84000000
0.036806077482
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.62500000
N
N
N
N
Y
Northern Oil and Gas Inc
Northern Oil and Gas Inc
USD
XXXX
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
2100.00000000
NS
USD
376425.00000000
0.055214651990
Long
EC
CORP
US
N
1
N
N
N
General Mtrs Co
54930070NSV60J38I987
General Motors Company
37045V100
6944.00000000
NS
USD
267760.64000000
0.039275580937
Long
EC
CORP
US
N
1
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AT1
230000.00000000
PA
USD
199679.24000000
0.029289286700
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.87500000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106BAE1
46000.00000000
PA
USD
40090.47000000
0.005880537555
Long
DBT
CORP
CA
N
2
2032-06-01
Fixed
3.20000000
N
N
N
N
N
N
Republic Svcs Inc
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AT7
79000.00000000
PA
USD
75728.65000000
0.011108005726
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.95000000
N
N
N
N
N
N
Sanfilippo John B & Son Inc
5299007IBEYVXKYDUX28
John B. Sanfilippo & Son, Inc.
800422107
2458.00000000
NS
USD
288249.66000000
0.042280944844
Long
EC
CORP
US
N
1
N
N
N
Kite Realty Group Tr
N/A
Kite Realty Group Trust
49803T300
1072.00000000
NS
USD
23948.48000000
0.003512803317
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corporation
28176E108
3278.00000000
NS
USD
309213.74000000
0.045355991352
Long
EC
CORP
US
N
1
N
N
N
GCAT
N/A
GCAT Trust
36170HAC4
490846.41000000
PA
USD
475362.71000000
0.069727001665
Long
ABS-CBDO
CORP
US
N
2
2067-08-25
Variable
5.73000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BT7
347000.00000000
PA
USD
346106.61000000
0.050767499562
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
1224.00000000
NS
USD
432855.36000000
0.063491952087
Long
EC
CORP
US
N
1
N
N
N
Cascades Inc Cascades Usa Inc
N/A
Cascades, Inc./Cascades USA, Inc.
14739LAA0
210000.00000000
PA
USD
200670.18000000
0.029434639446
Long
DBT
CORP
XX
N
2
2026-01-15
Fixed
5.12500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
064058AH3
120000.00000000
PA
USD
116550.00000000
0.017095749988
Long
DBT
CORP
US
N
2
2025-09-20
Variable
4.70000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030AA5
92000.00000000
PA
USD
73466.88000000
0.010776245499
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818108
949.00000000
NS
USD
194184.38000000
0.028483291395
Long
EC
CORP
US
N
1
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corporation, Term Loan
N/A
250000.00000000
PA
USD
249187.50000000
0.036551241529
Long
DBT
CORP
US
N
2
2025-03-06
Floating
7.70250000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
Owl Rock Core Income Corporation
69120VAF8
136000.00000000
PA
USD
123409.33000000
0.018101888047
Long
DBT
CORP
US
N
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BN4
117000.00000000
PA
USD
91733.50000000
0.013455624037
Long
DBT
CORP
AU
N
2
2031-03-11
Fixed
2.68800000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
Tripadvisor, Inc.
896945AA0
58000.00000000
PA
USD
57999.94000000
0.008507528730
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203BX8
147000.00000000
PA
USD
137696.08000000
0.020197492561
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corporation
540424108
1306.00000000
NS
USD
77550.28000000
0.011375205477
Long
EC
CORP
US
N
1
N
N
N
Sunoco Lp Sunoco Finance Corp
N/A
Sunoco, LP/Sunoco Finance Corporation
86765LAN7
305000.00000000
PA
USD
293295.78000000
0.043021118211
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.87500000
N
N
N
N
N
N
Callaway Golf Co
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corporation, Convertible
131193AE4
132000.00000000
PA
USD
170412.00000000
0.024996318722
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.75000000
N
N
N
N
Y
Topgolf Callaway Brands Corp
Topgolf Callaway Brands Corp
USD
XXXX
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corporation
92933BAR5
192000.00000000
PA
USD
155324.16000000
0.022783208979
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KL2H9
6004711.78900000
PA
USD
5114017.04000000
0.750132619077
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT U.S. Long Bond
N/A
136.00000000
NC
USD
-35448.40000000
-0.00519963092
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2023-09-21
17294698.40000000
USD
-35448.40000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
192000.00000000
PA
USD
179448.20000000
0.026321763733
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.16400000
N
N
N
N
N
N
Buckeye Partners L P
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AQ4
280000.00000000
PA
USD
252772.80000000
0.037077139362
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings, Ltd.
55609NAA6
96000.00000000
PA
USD
97338.24000000
0.014277736725
Long
DBT
CORP
GB
N
2
2028-05-01
Fixed
8.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CK48
186530.55300000
PA
USD
5586.68000000
0.000819463616
Long
ABS-CBDO
USGA
US
N
2
2027-01-16
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XEH5
135000.00000000
PA
USD
134484.98000000
0.019726483014
Long
DBT
CORP
US
N
2
2028-06-23
Fixed
5.80000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc.
46590XAR7
231000.00000000
PA
USD
202379.10000000
0.029685306705
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
ThredUp Inc
549300JKGKTKX3L3XK25
ThredUp, Inc.
88556E102
30086.00000000
NS
USD
73409.84000000
0.010767878776
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings, Inc., Convertible
55024UAB5
350000.00000000
PA
USD
370825.00000000
0.054393234573
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.25000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TH1
2490000.00000000
PA
USD
2221935.94000000
0.325917300051
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Spire Inc Iam Commercial Paper Nts 42
549300NXSY15DRY2R511
Spire, Inc.
84857L101
2345.00000000
NS
USD
148766.80000000
0.021821364387
Long
EC
CORP
US
N
1
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BW1
93000.00000000
PA
USD
80755.38000000
0.011845334935
Long
DBT
CORP
US
N
2
2028-12-13
Fixed
1.93000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LBC2
86000.00000000
PA
USD
84288.94000000
0.012363643458
Long
DBT
CORP
LU
N
2
2033-03-30
Fixed
4.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CU4
128000.00000000
PA
USD
120700.16000000
0.017704502436
Long
DBT
CORP
US
N
2
2028-03-15
Variable
10.25000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group, Ltd.
55607PAF2
195000.00000000
PA
USD
169529.30000000
0.024866842801
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
1905.00000000
NS
USD
216998.55000000
0.031829712215
Long
EC
CORP
US
N
1
N
N
N
Milano Acquisition Corp
N/A
Gainwell Acquisition Corporation, Term Loan
N/A
557174.87000000
PA
USD
548120.78000000
0.080399277721
Long
DBT
CORP
US
N
2
2027-10-01
Floating
9.34187000
N
N
N
N
N
N
Us Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corporation
912008109
3245.00000000
NS
USD
142780.00000000
0.020943210496
Long
EC
CORP
US
N
1
N
N
N
ROLLER BEARING CO OF AME
254900U9XW6S76H2P167
Roller Bearing Company of America, Inc.
775631AD6
217000.00000000
PA
USD
194412.04000000
0.028516684947
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BN0
185000.00000000
PA
USD
166821.22000000
0.024469617073
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Blackrock Enhanced Global DIVIId Tr
U48QD6ILUF60LKMSND68
BlackRock Enhanced Global Dividend Trust
092501105
18974.00000000
NS
USD
191068.18000000
0.028026201939
Long
RF
US
N
1
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BD8
325000.00000000
PA
USD
308343.75000000
0.045228379755
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBW0
97000.00000000
PA
USD
89062.12000000
0.013063781527
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231G102
5039.00000000
NS
USD
540432.75000000
0.079271584553
Long
EC
CORP
US
N
1
N
N
N
Vistra Operations Company Llc
549300ZH5GKBTJZ7NM23
Vistra Operations Company, LLC
92840VAF9
282000.00000000
PA
USD
263956.79000000
0.038717625822
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Cf Inds Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
4225.00000000
NS
USD
293299.50000000
0.043021663867
Long
EC
CORP
US
N
1
N
N
N
J2 Global Inc
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123V102
4257.00000000
NS
USD
298245.42000000
0.043747139730
Long
EC
CORP
US
N
1
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust
17030EAA5
1073267.80000000
PA
USD
1035076.85000000
0.151826812926
Long
ABS-CBDO
CORP
US
N
2
2067-05-25
Variable
5.00000000
N
N
N
N
N
N
Broadcom Corporation Broadcom Cayman Finance Ltd
N/A
Broadcom Corporation/Broadcom Cayman Finance, Ltd.
11134LAH2
147000.00000000
PA
USD
140177.85000000
0.020561522758
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill, Inc.
169656105
192.00000000
NS
USD
410688.00000000
0.060240406446
Long
EC
CORP
US
N
1
N
N
N
Tronox Holdings Plc
549300NRVC84SGJSXV06
Tronox Holdings plc
G9087Q102
17875.00000000
NS
USD
227191.25000000
0.033324794591
Long
EC
CORP
GB
N
1
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EWR6
82000.00000000
PA
USD
81931.70000000
0.012017879531
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
4.75000000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
1137.00000000
NS
USD
420405.75000000
0.061665822357
Long
EC
CORP
US
N
1
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust
12569CAC5
601500.55000000
PA
USD
578674.27000000
0.084880915013
Long
ABS-CBDO
CORP
US
N
2
2067-06-25
Variable
5.82000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKK4
179000.00000000
PA
USD
149219.09000000
0.021887707045
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200000
N
N
N
N
N
N
Pgim Global High Yield Fd
F0ATD1Y4J8CHDKHSLD09
PGIM Global High Yield Fund, Inc.
69346J106
20292.00000000
NS
USD
222603.24000000
0.032651817569
Long
RF
US
N
1
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc., Term Loan
N/A
285963.63000000
PA
USD
285526.11000000
0.041881449951
Long
DBT
CORP
US
N
2
2026-07-01
Floating
6.97240000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group, Inc., Convertible
292554AN2
182000.00000000
PA
USD
176722.00000000
0.025921880132
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
Y
Encore Capital Group Inc
Encore Capital Group Inc
USD
XXXX
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505104
16659.00000000
NS
USD
477946.71000000
0.070106027130
Long
EC
CORP
US
N
1
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
91835DAB7
1250000.00000000
PA
USD
1120542.13000000
0.164363003914
Long
ABS-O
CORP
US
N
2
2051-05-25
Variable
4.82630000
N
N
N
N
N
N
Udr Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAR1
193000.00000000
PA
USD
163247.22000000
0.023945376743
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corporation
015857AH8
110000.00000000
PA
USD
87450.00000000
0.012827313054
Long
DBT
CORP
CA
N
2
2082-01-18
Variable
4.75000000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core International Equity Fund
N/A
709265.39700000
NS
USD
6964986.20000000
1.021635888027
Long
RF
US
N
2
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AS8
204000.00000000
PA
USD
190373.35000000
0.027924283106
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc., Convertible
703343AG8
196000.00000000
PA
USD
190316.00000000
0.027915870912
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
1.75000000
N
N
N
N
N
Patrick Industries Inc
Patrick Industries Inc
USD
XXXX
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines, Inc./AAdvantage Loyalty IP, Ltd.
00253XAA9
654000.00000000
PA
USD
647911.06000000
0.095036683797
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Dominos Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
1004.00000000
NS
USD
338337.96000000
0.049627980916
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc., Term Loan
N/A
185028.20000000
PA
USD
184880.18000000
0.027118535694
Long
DBT
CORP
US
N
2
2030-03-03
Floating
8.01829200
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ADMW6
296132.35000000
PA
USD
12879.80000000
0.001889230722
Long
ABS-CBDO
USGSE
US
N
2
2028-04-25
Fixed
3.00000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
1723.00000000
NS
USD
196198.01000000
0.028778654030
Long
EC
CORP
US
N
1
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
147000.00000000
PA
USD
133987.79000000
0.019653554348
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NB3
180000.00000000
PA
USD
144810.00000000
0.021240974310
Long
DBT
CORP
US
N
2
2026-11-15
Variable
4.15000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corporation
552704AF5
227000.00000000
PA
USD
213474.34000000
0.031312775166
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAU7
49000.00000000
PA
USD
44128.05000000
0.006472776579
Long
DBT
CORP
US
N
2
2033-02-02
Fixed
7.25000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corporation
69121KAD6
97000.00000000
PA
USD
89735.16000000
0.013162504166
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
Mpt Operating Partnership L P Mpt Finance Corp
N/A
MPT Operating Partnership, LP/MPT Finance Corporation
55342UAG9
270000.00000000
PA
USD
240046.74000000
0.035210459482
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance, LLC/JFIN Co-Issuer Corporation
47232MAF9
78000.00000000
PA
USD
63945.50000000
0.009379633469
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp, 6.200%
493267843
10750.00000000
NS
USD
205110.00000000
0.030085879709
Long
EP
CORP
US
N
1
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corporation
863667AQ4
159000.00000000
PA
USD
151187.23000000
0.022176397130
Long
DBT
CORP
US
N
2
2028-03-07
Fixed
3.65000000
N
N
N
N
N
N
Schwab Charles Corporation New
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513105
2877.00000000
NS
USD
163068.36000000
0.023919141257
Long
EC
CORP
US
N
1
N
N
N
Csc Holdings Llc
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AZ0
253000.00000000
PA
USD
204433.03000000
0.029986580611
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEX9
148000.00000000
PA
USD
149492.21000000
0.021927768746
Long
DBT
CORP
US
N
2
2026-10-16
Variable
6.13800000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137H03L0
4286819.60000000
PA
USD
372700.81000000
0.054668381538
Long
ABS-CBDO
USGSE
US
N
2
2050-12-25
Fixed
1.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
7847.00000000
NS
USD
287827.96000000
0.042219089179
Long
EC
CORP
US
N
1
N
N
N
ALTERRA MOUNTAIN COMPANY
549300C5O4FSVNUEI843
Alterra Mountain Company, Term Loan
N/A
194515.14000000
PA
USD
193785.71000000
0.028424813809
Long
DBT
CORP
US
N
2
2028-08-17
Floating
8.69300000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group, LP/Uniti Group Finance, Inc./CSL Capital, LLC
91327BAB6
366000.00000000
PA
USD
303743.80000000
0.044553651354
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.75000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DG2
86000.00000000
PA
USD
80361.65000000
0.011787581956
Long
DBT
CORP
US
N
2
2030-07-28
Variable
4.77200000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corporation, Convertible
04010LAW3
178000.00000000
PA
USD
177443.75000000
0.026027747636
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.62500000
N
N
N
N
Y
Ares Capital Corp
Ares Capital Corp
USD
XXXX
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441C204
2256.00000000
NS
USD
202453.44000000
0.029696211021
Long
EC
CORP
US
N
1
N
N
N
Southwest Airls Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BK3
100000.00000000
PA
USD
99224.63000000
0.014554435582
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QKRY6
988910.21300000
PA
USD
809986.94000000
0.118810246420
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
913229AA8
156000.00000000
PA
USD
133770.00000000
0.019621608545
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAC5
98000.00000000
PA
USD
101211.58000000
0.014845884750
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
Mcdonalds Corp
UE2136O97NLB5BYP9H04
McDonald's Corporation
580135101
1006.00000000
NS
USD
300200.46000000
0.044033908285
Long
EC
CORP
US
N
1
N
N
N
Trust Financial Corp
549300DRQQI75D2JP341
Truist Financial Corporation
89832Q109
96.00000000
NS
USD
2913.60000000
0.000427371747
Long
EC
CORP
US
N
1
N
N
N
Trimble Navigation Ltd
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
3632.00000000
NS
USD
192278.08000000
0.028203672106
Long
EC
CORP
US
N
1
N
N
N
BIO-RAD LABS
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572AR9
133000.00000000
PA
USD
123734.28000000
0.018149552260
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.30000000
N
N
N
N
N
N
Cwalt Inc
N/A
Countrywide Alternative Loan Trust
12667FW76
367271.34500000
PA
USD
311704.37000000
0.045721321148
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Fixed
5.00000000
N
N
N
N
N
N
Hometrust Bancshares Inc
N/A
Hometrust Bancshares, Inc.
437872104
475.00000000
NS
USD
9922.75000000
0.001455485655
Long
EC
CORP
US
N
1
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
223000.00000000
PA
USD
190774.60000000
0.027983139131
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Viavi Solutions Inc
5493006K3E3N1QOBF092
Viavi Solutions, Inc., Convertible
925550AB1
126000.00000000
PA
USD
124979.40000000
0.018332188555
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
1.00000000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts, Inc., Convertible
91879QAN9
448000.00000000
PA
USD
400120.00000000
0.058690274435
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
Keybank National Association Cleveland Ohio Global Bank Subordinated Nts Book Entry 3a2
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland, OH
49327V2B9
147000.00000000
PA
USD
115030.44000000
0.016872858372
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
3.90000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
305000.00000000
PA
USD
286674.32000000
0.042049871324
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635AH0
97000.00000000
PA
USD
82686.31000000
0.012128566994
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Company
025816109
1247.00000000
NS
USD
217227.40000000
0.031863280318
Long
EC
CORP
US
N
1
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc.
21925DAA7
202000.00000000
PA
USD
159580.00000000
0.023407462747
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29278NAQ6
147000.00000000
PA
USD
132639.31000000
0.019455757034
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXS8
166000.00000000
PA
USD
152960.77000000
0.022436542960
Long
DBT
CORP
US
N
2
2026-02-12
Variable
0.85500000
N
N
N
N
N
N
Voya Global Equity DIVidend & Premium Opportunity Fd
549300YJVN8KX08ZHI42
Voya Global Equity Dividend & Premium Opportunity Fund
92912T100
28369.00000000
NS
USD
145816.66000000
0.021388632891
Long
RF
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538GAC6
898781.67000000
PA
USD
740589.80000000
0.108630957228
Long
ABS-CBDO
CORP
US
N
2
2066-11-25
Variable
2.49100000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC/Allied Universal Finance Corporation
019576AC1
135000.00000000
PA
USD
99617.22000000
0.014612021344
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYB4
98000.00000000
PA
USD
80371.68000000
0.011789053174
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500000
N
N
N
N
N
N
Nextera Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBR0
98000.00000000
PA
USD
81508.55000000
0.011955811177
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VIII, Ltd.
67107FBN6
1000000.00000000
PA
USD
974338.00000000
0.142917536271
Long
ABS-O
CORP
US
N
2
2029-10-17
Floating
6.91030000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL/Connect US Finco, LLC
20752TAA2
149000.00000000
PA
USD
144726.14000000
0.021228673584
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
UPC FINANCING PARTNERSHIP
213800DXWIS9KORQ3X94
UPC Financing Partnership, Term Loan
N/A
152000.00000000
PA
USD
148580.00000000
0.021793964249
Long
DBT
CORP
US
N
2
2029-01-31
Floating
8.11830000
N
N
N
N
N
N
ALI GROUP NORTH AMERICA
N/A
Ali Group North America Corporation, Term Loan
N/A
232800.99000000
PA
USD
232626.39000000
0.034122030066
Long
DBT
CORP
US
N
2
2029-07-22
Floating
7.19820000
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC, Term Loan
N/A
496093.66000000
PA
USD
495642.21000000
0.072701632826
Long
DBT
CORP
US
N
2
2026-09-23
Floating
7.94300000
N
N
N
N
N
N
Lamar Media Corp
N/A
Lamar Media Corporation
513075BR1
213000.00000000
PA
USD
193881.12000000
0.028438808709
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding, LLC/NXP USA, Inc.
62954HAV0
98000.00000000
PA
USD
92357.50000000
0.013547153406
Long
DBT
CORP
XX
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
Carval CLO LTD
254900KRTGHP264UWC15
CarVal CLO VII-C, Ltd.
14686BAE7
750000.00000000
PA
USD
750921.75000000
0.110146465028
Long
ABS-O
CORP
JE
N
2
2035-01-20
Floating
7.43340000
N
N
N
N
N
N
BROWN GROUP HOLDING LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC, Term Loan
N/A
199369.17000000
PA
USD
196129.42000000
0.028768593133
Long
DBT
CORP
US
N
2
2028-06-07
Floating
7.70250000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust 2007-Ar5
N/A
Citigroup Mortgage Loan Trust, Inc.
17311LAA9
761984.02900000
PA
USD
659884.04000000
0.096792900637
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Variable
4.22320000
N
N
N
N
N
N
INGRAM MICRO INC
549300KJMEWPKRQZHX63
Ingram Micro, Inc., Term Loan
N/A
184810.13000000
PA
USD
184002.51000000
0.026989797582
Long
DBT
CORP
US
N
2
2028-07-02
Floating
9.03790000
N
N
N
N
N
N
Gip III Stetson I L P
549300MLKSDQYN3TMQ54
GIP III Stetson I, LP, Term Loan
N/A
139239.79000000
PA
USD
138891.69000000
0.020372866647
Long
DBT
CORP
US
N
2
2025-07-18
Floating
9.45250000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBG5
299500.00000000
PA
USD
330479.68000000
0.048475315191
Long
DBT
CORP
KY
N
2
2032-12-01
Fixed
9.62500000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corporation
89236TKR5
95000.00000000
PA
USD
94049.30000000
0.013795309475
Long
DBT
CORP
US
N
2
2033-01-12
Fixed
4.70000000
N
N
N
N
N
N
Golub Capital Bdc Inc
2549005WE0QLGK9APF78
Golub Capital BDC, Inc.
38173M102
1294.00000000
NS
USD
17469.00000000
0.002562382295
Long
EC
CORP
US
N
1
N
N
N
PHOENIX NEWCO INC
254900PHGVI5379Z9791
Phoenix Newco, Inc., Term Loan
N/A
369999.82000000
PA
USD
366669.82000000
0.053783745783
Long
DBT
CORP
US
N
2
2028-11-15
Floating
8.40370000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BL5
152000.00000000
PA
USD
148868.63000000
0.021836300983
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corporation
165167735
2738.00000000
NS
USD
229115.84000000
0.033607096688
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
194000.00000000
PA
USD
172287.75000000
0.025271456886
Long
DBT
CORP
US
N
2
2027-06-09
Variable
1.46200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QEN32
1210179.25400000
PA
USD
1041374.02000000
0.152750492411
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis, LP
74340XBV2
66000.00000000
PA
USD
61343.17000000
0.008997919329
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.37500000
N
N
N
N
N
N
Stanwich Mortgage Loan Trust
N/A
Stanwich Mortgage Loan Company, LLC
85501YAA8
555727.04800000
PA
USD
502284.00000000
0.073675861752
Long
ABS-O
CORP
US
N
2
2026-10-16
Variable
2.73500000
N
N
N
N
N
N
Stoneridge Inc
PNBCIH9LE7WI83VJIF08
Stoneridge, Inc.
86183P102
11093.00000000
NS
USD
209103.05000000
0.030671586998
Long
EC
CORP
US
N
1
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I, LP/Hilcorp Finance Company
431318AZ7
149000.00000000
PA
USD
132814.86000000
0.019481507004
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Diageo Capital Plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBD0
97000.00000000
PA
USD
81742.89000000
0.011990184562
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
FS KKR Capital Corp
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635206
623.00000000
NS
USD
11949.14000000
0.001752719948
Long
EC
CORP
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BH4
403000.00000000
PA
USD
369934.05000000
0.054262548529
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corporation, Term Loan
N/A
384070.00000000
PA
USD
385671.57000000
0.056570954426
Long
DBT
CORP
US
N
2
2030-01-31
Floating
8.70250000
N
N
N
N
N
N
Mcneil Corp
549300EVR9D56WPSRP15
Pentair plc
G7S00T104
2212.00000000
NS
USD
142895.20000000
0.020960108226
Long
EC
CORP
IE
N
1
N
N
N
Capital One Bank Usa National Association Glen Allen Va
207ALC1P1YM0OVDV0K75
Capital One NA
14042TCT2
171000.00000000
PA
USD
159557.30000000
0.023404133073
Long
DBT
CORP
US
N
2
2026-01-28
Variable
2.28000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BR1
135000.00000000
PA
USD
117281.25000000
0.017203010968
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
Ensemble Rcm Llc
254900PDXJVVI20WAQ37
Ensemble RCM, LLC, Term Loan
N/A
150000.00000000
PA
USD
149812.50000000
0.021974749422
Long
DBT
CORP
US
N
2
2026-08-01
Floating
0.00000000
N
N
N
N
N
N
Ametek Inc New
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
2627.00000000
NS
USD
425258.76000000
0.062377670025
Long
EC
CORP
US
N
1
N
N
N
AADVANTAGE LOYALTY IP
N/A
AAdvantage Loyalty IP, Ltd., Term Loan
N/A
602577.00000000
PA
USD
614628.54000000
0.090154747796
Long
DBT
CORP
US
N
2
2028-04-20
Floating
10.00040000
N
N
N
N
N
N
National Rural Utils CooperatIVe Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
63743HFJ6
79000.00000000
PA
USD
78731.48000000
0.011548465880
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AE4H7
974887.96000000
PA
USD
29193.31000000
0.004282123801
Long
ABS-CBDO
USGSE
US
N
2
2031-11-25
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCB0
195000.00000000
PA
USD
175151.56000000
0.025691525352
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.57800000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corporation
670001AG1
110000.00000000
PA
USD
99568.47000000
0.014604870612
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Cco Holdings Llc Cco Holdings Capital Corp
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPBX0
195000.00000000
PA
USD
177662.55000000
0.026059841588
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
INTEGER HOLDINGS CORP
549300SUD2ED5XG6X569
Integer Holdings Corporation, Convertible
45826HAA7
482000.00000000
PA
USD
567796.00000000
0.083285272076
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.12500000
N
N
N
N
N
Integer Holdings Corp
Integer Holdings Corp
USD
XXXX
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corporation
665859AW4
138000.00000000
PA
USD
132945.53000000
0.019500673899
Long
DBT
CORP
US
N
2
2027-05-10
Fixed
4.00000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE, Ltd.
43730GAB7
850000.00000000
PA
USD
861892.95000000
0.126423907251
Long
ABS-CBDO
CORP
US
N
2
2034-10-25
Floating
8.56650000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
236000.00000000
PA
USD
218753.78000000
0.032087172303
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
OWENS CORNING NEW
JO5M6676RDJIZ2U8X907
Owens Corning, Inc.
690742101
394.00000000
NS
USD
51417.00000000
0.007541932022
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGN8
194000.00000000
PA
USD
156031.17000000
0.022886914395
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
185000.00000000
PA
USD
140366.96000000
0.020589261731
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
LIBERTY MEDIA CORP
N/A
Liberty Media Corporation, Convertible
531229AL6
31000.00000000
PA
USD
33294.00000000
0.004883619906
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
Liberty Media Corp-Liberty Formula One
Liberty Media Corp-Liberty Formula One
USD
XXXX
N
N
N
First Horizon Mortgage Passthru Tr
N/A
First Horizon Alternative Mortgage Securities Trust
32051GHJ7
126536.89500000
PA
USD
117432.48000000
0.017225193639
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Variable
5.38880000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AAQ32
572927.52000000
PA
USD
20910.94000000
0.003067251842
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
2.50000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAV6
137000.00000000
PA
USD
133557.51000000
0.019590440155
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAD3
15000.00000000
PA
USD
13725.05000000
0.002013213413
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
GREAT OUTDOORS GROUP LLC
549300IYLDI2E8I2AU46
Great Outdoors Group, LLC, Term Loan
N/A
345363.63000000
PA
USD
342341.70000000
0.050215256232
Long
DBT
CORP
US
N
2
2028-03-05
Floating
8.94300000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corporation, Convertible, 6.875%
00130H204
6819.00000000
NS
USD
556566.78000000
0.081638151204
Long
EP
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan
N/A
459345.09000000
PA
USD
458339.12000000
0.067229952857
Long
DBT
CORP
US
N
2
2025-06-30
Floating
8.21700000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corporation
72815LAA5
248000.00000000
PA
USD
220100.00000000
0.032284638116
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Carlyle Group L P
529900NGGVF94UK6PG95
Carlyle Group, Inc.
14316J108
5191.00000000
NS
USD
165852.45000000
0.024327516260
Long
EC
CORP
US
N
1
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
545.00000000
NS
USD
206282.50000000
0.030257863981
Long
EC
CORP
US
N
1
N
N
N
Bank Marin Bancorp
N/A
Bank of Marin Bancorp
063425102
94.00000000
NS
USD
1660.98000000
0.000243635339
Long
EC
CORP
US
N
1
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings, LLC
599191AA1
198400.39000000
PA
USD
198895.74000000
0.029174361603
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc., Convertible
09857LAN8
139000.00000000
PA
USD
208333.20000000
0.030558664105
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.75000000
N
N
N
N
N
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
PHILLIPS 66 CO
RVJMT2IZVVSKIRJJBH76
Phillips 66 Company
718547AT9
130000.00000000
PA
USD
128839.79000000
0.018898437052
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.95000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas, Inc.
00108WAP5
92000.00000000
PA
USD
88034.91000000
0.012913108636
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
Arconic Inc
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
7001.00000000
NS
USD
346969.56000000
0.050894078519
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corporation
14448CAQ7
147000.00000000
PA
USD
126524.93000000
0.018558889494
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610BD6
205000.00000000
PA
USD
153489.01000000
0.022514026091
Long
DBT
CORP
US
N
2
2026-10-06
Variable
4.00000000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
2695.00000000
NS
USD
203715.05000000
0.029881266098
Long
EC
CORP
US
N
1
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corporation
92933BAT1
57000.00000000
PA
USD
49274.49000000
0.007227665052
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
1754.00000000
NS
USD
302056.34000000
0.044306131884
Long
EC
CORP
US
N
1
N
N
N
D R Horton Inc
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331A109
2628.00000000
NS
USD
319801.32000000
0.046908995390
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corporation
03027XAJ9
161000.00000000
PA
USD
156020.02000000
0.022885278894
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.40000000
N
N
N
N
N
N
PNC FINL SVCS GROUP INC
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475105
70.00000000
NS
USD
8816.50000000
0.001293219045
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corporation
440452100
2128.00000000
NS
USD
85588.16000000
0.012554215232
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAP6
114000.00000000
PA
USD
114331.74000000
0.016770371881
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
Abbvie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAQ2
457000.00000000
PA
USD
441780.36000000
0.064801086095
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
Iron Mountain Inc New
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
655000.00000000
PA
USD
618716.45000000
0.090754369309
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
Provident Financing Trust I
N/A
Provident Financing Trust I
743863AA0
112000.00000000
PA
USD
112728.00000000
0.016535132601
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
226000.00000000
PA
USD
212147.98000000
0.031118222451
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc./PetSmart Finance Corporation
71677KAA6
370000.00000000
PA
USD
341922.40000000
0.050153752603
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92539BAB8
607116.87000000
PA
USD
603352.75000000
0.088500795958
Long
ABS-CBDO
CORP
US
N
2
2067-12-25
Variable
6.56000000
N
N
N
N
N
N
Citigroup Mortgage Loan Tr
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17307GGX0
265982.15500000
PA
USD
235903.40000000
0.034602707403
Long
ABS-CBDO
CORP
US
N
2
2034-08-25
Fixed
5.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661DU8
219000.00000000
PA
USD
212897.07000000
0.031228100231
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
Barclays Plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBD6
145000.00000000
PA
USD
137028.63000000
0.020099589873
Long
DBT
CORP
GB
N
2
2029-05-16
Variable
4.97200000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863BB5
70000.00000000
PA
USD
63612.56000000
0.009330797270
Long
DBT
CORP
GB
N
2
2029-03-16
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
85000.00000000
PA
USD
81808.18000000
0.011999761409
Long
DBT
CORP
US
N
2
2033-07-20
Variable
4.88900000
N
N
N
N
N
N
ALIXPARTNERS LLP
5493005G2MHUFTGARL57
AlixPartners, LLP, Term Loan
N/A
174659.90000000
PA
USD
174135.92000000
0.025542549569
Long
DBT
CORP
US
N
2
2028-02-04
Floating
7.69810000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corporation
683715AD8
199000.00000000
PA
USD
166336.68000000
0.024398543931
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.87500000
N
N
N
N
N
N
AMERICAN INTERNATIONAL
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DS3
86000.00000000
PA
USD
83982.66000000
0.012318717792
Long
DBT
CORP
US
N
2
2033-03-27
Fixed
5.12500000
N
N
N
N
N
N
Cco Holdings Llc Cco Holdings Capital Corp
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPBR3
180000.00000000
PA
USD
175505.65000000
0.025743463869
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
Adobe System Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
1194.00000000
NS
USD
583854.06000000
0.085640695320
Long
EC
CORP
US
N
1
N
N
N
Carval CLO LTD
254900NZG2CMHKHNPU97
CarVal CLO VIII-C, Ltd.
14686NAC5
750000.00000000
PA
USD
752479.50000000
0.110374958417
Long
ABS-O
CORP
US
N
2
2035-10-22
Floating
8.07060000
N
N
N
N
N
N
Portland General Electric Co
GJOUP9M7C39GLSK9R870
Portland General Electric Company
736508847
3530.00000000
NS
USD
165309.90000000
0.024247934114
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A8BV1
791434.96200000
PA
USD
31432.87000000
0.004610626228
Long
ABS-CBDO
USGSE
US
N
2
2027-09-25
Fixed
3.50000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAB8
38000.00000000
PA
USD
37246.50000000
0.005463379253
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.65000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Corporation
125523CL2
126000.00000000
PA
USD
107052.38000000
0.015702623115
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc./MD
571903BL6
83000.00000000
PA
USD
80754.19000000
0.011845160384
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.90000000
N
N
N
N
N
N
ALLEGIANT TRAVEL CO
549300JM9OZXOHWL2K18
Allegiant Travel Company
01748XAD4
176000.00000000
PA
USD
175350.56000000
0.025720715007
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.25000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
740.00000000
NS
USD
48817.80000000
0.007160676995
Long
EC
CORP
US
N
1
N
N
N
Radnor Re LTD
N/A
Radnor Re, Ltd.
75049XAA0
775000.00000000
PA
USD
783112.00000000
0.114868185028
Long
ABS-CBDO
CORP
US
N
2
2032-09-25
Floating
8.81660000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company, LP/PTL Finance Corporation
709599BM5
96000.00000000
PA
USD
84775.52000000
0.012435015830
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.70000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AN1
133000.00000000
PA
USD
118567.21000000
0.017391637743
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HCF0
110000.00000000
PA
USD
81675.00000000
0.011980226343
Long
DBT
CORP
US
N
2
2026-09-01
Variable
3.95000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corporation
55261FAN4
360000.00000000
PA
USD
240122.13000000
0.035221517813
Long
DBT
CORP
US
N
2
2026-09-01
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
46654VAB9
513353.74000000
PA
USD
401834.06000000
0.058941695638
Long
ABS-CBDO
CORP
US
N
2
2052-05-25
Variable
2.77400000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722AAD5
309000.00000000
PA
USD
259515.82000000
0.038066216875
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCS7
132000.00000000
PA
USD
135818.81000000
0.019922131441
Long
DBT
CORP
JP
N
2
2033-01-13
Fixed
5.76600000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
3400000.00000000
PA
USD
3262937.50000000
0.478613159404
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KPF52
2722184.03700000
PA
USD
2571707.23000000
0.377222341038
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
113000.00000000
PA
USD
108576.08000000
0.015926121994
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
119.00000000
NS
USD
14458.50000000
0.002120797093
Long
EC
CORP
US
N
1
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow, LLC/Hilton Grand Vacations Borrower Escrow, Inc.
43284MAA6
183000.00000000
PA
USD
162403.39000000
0.023821602340
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Schlumberger Holdings Corp
529900IKZG65COT1D505
Schlumberger Holdings Corporation
806851AH4
61000.00000000
PA
USD
58086.83000000
0.008520273902
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.30000000
N
N
N
N
N
N
Guitar Center Escrow II Inc
N/A
Guitar Center Escrow Issuer II, Inc.
40204BAA3
89000.00000000
PA
USD
80979.30000000
0.011878179897
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
8.50000000
N
N
N
N
N
N
1375209 BC LTD
N/A
1375209 B.C., Ltd.
68251PAA5
192000.00000000
PA
USD
192480.00000000
0.028233290071
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LBA0
191000.00000000
PA
USD
165611.14000000
0.024292120504
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
Curtiss Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corporation
231561101
840.00000000
NS
USD
154274.40000000
0.022629228417
Long
EC
CORP
US
N
1
N
N
N
Washington Mutual Mortgage Secs Corp
N/A
Washington Mutual Mortgage Pass-Through Certificates
9393362K8
264818.51000000
PA
USD
217072.90000000
0.031840617998
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Fixed
6.00000000
N
N
N
N
N
N
WELLTOWER OP LLC
N/A
Welltower OP, LLC, Convertible
95041AAB4
490000.00000000
PA
USD
493675.00000000
0.072413079156
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.75000000
N
N
N
N
Y
Welltower Inc
Welltower Inc
USD
XXXX
N
N
N
Lilly Eli & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Company
532457108
89.00000000
NS
USD
41739.22000000
0.006122378977
Long
EC
CORP
US
N
1
N
N
N
Blackrock Income Trust Inc
TZVEKBHO1R4X5PI73286
BlackRock Income Trust, Inc.
09247F209
3599.00000000
NS
USD
43799.83000000
0.006424632717
Long
RF
US
N
1
N
N
N
Sumitomo Mitsui Trust Bank Ltd
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank, Ltd.
86563VAT6
111000.00000000
PA
USD
100082.35000000
0.014680247394
Long
DBT
CORP
JP
N
2
2025-09-12
Fixed
1.05000000
N
N
N
N
N
N
SEMTECH CORP
549300J7WUY317SW6O61
Semtech Corporation, Convertible
816850AE1
123000.00000000
PA
USD
114451.50000000
0.016787938479
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.62500000
N
N
N
N
N
Semtech Corp
Semtech Corp
USD
XXXX
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607H6M9
127000.00000000
PA
USD
122797.20000000
0.018012099789
Long
DBT
CORP
CA
N
2
2025-08-04
Fixed
3.94500000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corporation
369550108
1044.00000000
NS
USD
224616.60000000
0.032947140599
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BG3
120000.00000000
PA
USD
110447.88000000
0.016200680765
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40000000
N
N
N
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AK7
52000.00000000
PA
USD
44889.54000000
0.006584473212
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
Kkr & Company Inc
54930013V5I303TF9571
KKR & Company, Inc., Convertible, 6.000%
48251W401
9669.00000000
NS
USD
639120.90000000
0.093747328347
Long
EP
CORP
US
N
1
N
N
N
Amr Corporation Del
N/A
American Airlines Group, Inc.
02376R102
5048.00000000
NS
USD
90561.12000000
0.013283657367
Long
EC
CORP
US
N
1
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog, Inc.
615394202
1489.00000000
NS
USD
161452.27000000
0.023682090459
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
193000.00000000
PA
USD
170991.80000000
0.025081364761
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAP3
128000.00000000
PA
USD
128426.74000000
0.018837850183
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
6.10000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Company
039482AE4
88000.00000000
PA
USD
85855.62000000
0.012593446715
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
4.50000000
N
N
N
N
N
N
Numericable-Sfr S A
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
135000.00000000
PA
USD
116899.41000000
0.017147002035
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV, LLC/SCIL USA Holdings, LLC
78397UAA8
297000.00000000
PA
USD
270757.47000000
0.039715161001
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
Heritage Financial Corporation Wash
N/A
Heritage Financial Corporation
42722X106
235.00000000
NS
USD
3799.95000000
0.000557383055
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
794.00000000
NS
USD
87887.86000000
0.012891539095
Long
EC
CORP
US
N
1
N
N
N
Enlink Midstream Partners Lp
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAF4
310000.00000000
PA
USD
299150.00000000
0.043879825045
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 4.750%
48128B622
9925.00000000
NS
USD
212692.75000000
0.031198130230
Long
EP
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A9XR4
2168482.18300000
PA
USD
91469.40000000
0.013416885405
Long
ABS-CBDO
USGSE
US
N
2
2027-11-25
Fixed
3.00000000
N
N
N
N
N
N
Lcpr Senior Secured Financing Designated ActIVity Co
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
225000.00000000
PA
USD
210881.72000000
0.030932485304
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust
17030AAA3
750000.00000000
PA
USD
747247.13000000
0.109607465587
Long
ABS-CBDO
CORP
US
N
2
2058-07-25
Variable
7.10000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDB3
505000.00000000
PA
USD
482111.64000000
0.070716946066
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
Bank Of N T Butterfield & Son Ltd
549300V8RVM0EMTDPF28
Bank of N.T. Butterfield & Son, Ltd.
G0772R208
5654.00000000
NS
USD
154693.44000000
0.022690693909
Long
EC
CORP
BM
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings, Inc., 5.250%
29452E200
6200.00000000
NS
USD
123938.00000000
0.018179434252
Long
EP
CORP
US
N
1
N
N
N
Ss&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
620000.00000000
PA
USD
593543.30000000
0.087061929337
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066GAF1
49000.00000000
PA
USD
44434.44000000
0.006517718379
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
CENTRAL PARENT INC
N/A
Central Parent, Inc., Term Loan
N/A
443770.00000000
PA
USD
442234.56000000
0.064867708915
Long
DBT
CORP
US
N
2
2029-07-06
Floating
9.49190000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHQ5
392000.00000000
PA
USD
362936.88000000
0.053236191867
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.97400000
N
N
N
N
N
N
Brookfield Residential Pptys Inc Brookfield Residential Us Llc
N/A
Brookfield Residential Properties, Inc./Brookfield Residential US, LLC
11283YAB6
290000.00000000
PA
USD
266366.06000000
0.039071021597
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CDJ7
795000.00000000
PA
USD
655533.40000000
0.096154741446
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
BILL Holdings Inc
549300IBF9VZZIGOZW63
BILL Holdings, Inc.
090043100
1163.00000000
NS
USD
135896.55000000
0.019933534475
Long
EC
CORP
US
N
1
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property, Ltd.
41984LAA5
189000.00000000
PA
USD
178895.64000000
0.026240713303
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
Cwmbs Inc
N/A
CHL Mortgage Pass-Through Trust
126694QG6
327291.14500000
PA
USD
313451.97000000
0.045977662055
Long
ABS-CBDO
CORP
US
N
2
2035-12-20
Variable
4.07270000
N
N
N
N
N
N
Stars Group Holdings Bv
549300RNFXC8F8RT6R13
Stars Group Holdings BV, Term Loan
N/A
145886.37000000
PA
USD
145759.45000000
0.021380241232
Long
DBT
CORP
US
N
2
2026-07-21
Floating
7.75350000
N
N
N
N
N
N
Blackrock Multi-Sector Income Tr
549300BOVTR6GS7HLC41
BlackRock Multi-Sector Income Trust
09258A107
11978.00000000
NS
USD
172123.86000000
0.025247417225
Long
RF
US
N
1
N
N
N
Hsbc Holdings Plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AT6
110000.00000000
PA
USD
105341.50000000
0.015451668360
Long
DBT
CORP
GB
N
2
2025-03-30
Variable
6.37500000
N
N
N
N
N
N
Keybank National Association Cleveland Ohio Global Bank Subordinated Nts Book Entry 3a2
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland, OH
49327M3H5
166000.00000000
PA
USD
143665.98000000
0.021073167532
Long
DBT
CORP
US
N
2
2033-01-26
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XDND4
977799.33200000
PA
USD
799001.41000000
0.117198870406
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAS5
93000.00000000
PA
USD
86094.31000000
0.012628458165
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc., Convertible
462222AE0
230000.00000000
PA
USD
230230.00000000
0.033770523551
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.75000000
N
N
N
N
N
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BX8
245000.00000000
PA
USD
231550.48000000
0.033964213778
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Invesco CLO LTD
54930008KXQ75MGXPQ71
Invesco US CLO, Ltd.
46146GAE2
650000.00000000
PA
USD
651909.70000000
0.095623211037
Long
ABS-O
CORP
US
N
2
2035-04-22
Floating
7.61960000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corporation
126650DT4
81000.00000000
PA
USD
80440.74000000
0.011799183011
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
5.12500000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings, Inc.
641062BG8
171000.00000000
PA
USD
173330.22000000
0.025424368138
Long
DBT
CORP
US
N
2
2030-03-14
Fixed
4.95000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796XQ7
100000.00000000
PA
USD
99860.94000000
0.014647770603
Long
STIV
UST
US
N
2
N
N
N
APPLIED MATLS INC
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
1880.00000000
NS
USD
271735.20000000
0.039858576081
Long
EC
CORP
US
N
1
N
N
N
Primo Water Corporation Cda
N/A
Primo Water Corporation
74167P108
17312.00000000
NS
USD
217092.48000000
0.031843490025
Long
EC
CORP
CA
N
1
N
N
N
Scientific Games International Inc
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
350000.00000000
PA
USD
350437.50000000
0.051402761790
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
1564.00000000
NS
USD
261313.12000000
0.038329847861
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPCP6
250000.00000000
PA
USD
188941.95000000
0.027714322947
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations, LP
428102AF4
138000.00000000
PA
USD
127649.42000000
0.018723831578
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137B2CJ7
1246307.75600000
PA
USD
66178.94000000
0.009707238204
Long
ABS-CBDO
USGSE
US
N
2
2033-04-15
Fixed
3.00000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BS2
172000.00000000
PA
USD
138345.55000000
0.020292757913
Long
DBT
CORP
US
N
2
2031-11-10
Fixed
2.12500000
N
N
N
N
N
N
Rli Corp
529900AMTJE5ECN9PS55
RLI Corporation
749607107
2905.00000000
NS
USD
396445.35000000
0.058151270594
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAL5
195000.00000000
PA
USD
181664.99000000
0.026646926218
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.625%
74460W552
3775.00000000
NS
USD
83163.25000000
0.012198525356
Long
EP
CORP
US
N
1
N
N
N
Ard Finance S A
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
93000.00000000
PA
USD
75343.58000000
0.011051523010
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Penske Truck Leasing Company L P Ptl Finance Corp
N/A
Penske Truck Leasing Company, LP/PTL Finance Corporation
709599BL7
111000.00000000
PA
USD
98723.41000000
0.014480915790
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACB1
57000.00000000
PA
USD
56485.47000000
0.008285383724
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89115A2E1
91000.00000000
PA
USD
86353.57000000
0.012666486858
Long
DBT
CORP
CA
N
2
2032-06-08
Fixed
4.45600000
N
N
N
N
N
N
Ttm Technologies Inc
549300SC4BDOIS008048
TTM Technologies, Inc.
87305R109
36852.00000000
NS
USD
512242.80000000
0.075136635283
Long
EC
CORP
US
N
1
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corporation, Convertible
477143AP6
393000.00000000
PA
USD
322752.93000000
0.047341942508
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
Terraform Power Operating Llc
5493000S2OLR3UT5BE13
TerraForm Power Operating, LLC
88104LAE3
395000.00000000
PA
USD
363660.70000000
0.053342363002
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AQ9
98000.00000000
PA
USD
76760.42000000
0.011259347484
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XL CLO, Ltd.
04016GBK3
825000.00000000
PA
USD
780978.00000000
0.114555166320
Long
ABS-O
CORP
XX
N
2
2029-01-15
Floating
8.06030000
N
N
N
N
N
N
Barnes Group Inc
G1MSYD2DQZX30V5DMX12
Barnes Group, Inc.
067806109
6715.00000000
NS
USD
283305.85000000
0.041555778480
Long
EC
CORP
US
N
1
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corporation
25470MAG4
137000.00000000
PA
USD
133699.83000000
0.019611315891
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 40-Yr. Pass Through
3140FXTF9
2463006.22500000
PA
USD
2229486.88000000
0.327024884628
Long
ABS-MBS
USGSE
US
N
2
2061-07-01
Fixed
3.50000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I, LP/Hilcorp Finance Company
431318AU8
300000.00000000
PA
USD
271646.48000000
0.039845562482
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Adient Global Holdings Ltd
213800VA38VCKE6M8790
Adient Global Holdings, Ltd.
00687YAA3
157000.00000000
PA
USD
149143.06000000
0.021876554837
Long
DBT
CORP
JE
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
Agree Realty Corp
N/A
Agree Realty Corporation
008492100
3883.00000000
NS
USD
253909.37000000
0.037243853361
Long
EC
CORP
US
N
1
N
N
N
Ansys Inc
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
732.00000000
NS
USD
241757.64000000
0.035461417171
Long
EC
CORP
US
N
1
N
N
N
Wind River CLO Ltd
549300HNMTL6LADXI169
Wind River CLO, Ltd.
97316FAE1
725000.00000000
PA
USD
690571.20000000
0.101294144869
Long
ABS-O
CORP
US
N
2
2030-07-20
Floating
7.25040000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
9254.00000000
NS
USD
399495.18000000
0.058598624787
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs Inc New
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AH4
250000.00000000
PA
USD
243993.50000000
0.035789376875
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.87500000
N
N
N
N
N
XPO ESCROW SUB LLC
N/A
XPO Escrow Sub, LLC
98379JAA3
233000.00000000
PA
USD
238086.53000000
0.034922932582
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.50000000
N
N
N
N
N
N
Principal Life Global Funding II Global Medium Terminal Nts Book Entry Registered S
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEP0
146000.00000000
PA
USD
127260.55000000
0.018666791473
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
1.25000000
N
N
N
N
N
N
Expedia Group Inc
N/A
Expedia Group, Inc.
30212PAR6
146000.00000000
PA
USD
127071.10000000
0.018639002628
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABK4
140000.00000000
PA
USD
125475.00000000
0.018404883996
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
Vanguard Scottsdale Fds
N/A
Vanguard Short-Term Corporate Bond ETF
92206C409
9350.00000000
NS
USD
707421.00000000
0.103765701868
Long
RF
US
N
1
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
1988.00000000
NS
USD
169775.20000000
0.024902911827
Long
EC
CORP
US
N
1
N
N
N
Suburban Propane Partners L P Suburban Energy Finance Corp
N/A
Suburban Propane Partners, LP/Suburban Energy Finance Corporation
864486AK1
245000.00000000
PA
USD
236712.94000000
0.034721452091
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing SARL, LLC/Herbalife International, Inc.
40390DAC9
506000.00000000
PA
USD
360661.62000000
0.052902452904
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corporation
78442PGD2
100000.00000000
PA
USD
92904.79000000
0.013627430824
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
TEXAS INSTRS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
3928.00000000
NS
USD
707118.56000000
0.103721339460
Long
EC
CORP
US
N
1
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA, Inc., Term Loan
N/A
177620.00000000
PA
USD
176454.81000000
0.025882688254
Long
DBT
CORP
US
N
2
2030-05-24
Floating
9.05463000
N
N
N
N
N
N
Southwest Airls Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Company, Convertible
844741BG2
574000.00000000
PA
USD
658091.00000000
0.096529894515
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPCK7
224000.00000000
PA
USD
181209.22000000
0.026580073108
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Cisco System Inc
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
18393.00000000
NS
USD
951653.82000000
0.139590182603
Long
EC
CORP
US
N
1
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336VAB7
298000.00000000
PA
USD
277975.52000000
0.040773916712
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.37500000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global, LP, Term Loan
N/A
355072.00000000
PA
USD
353850.55000000
0.051903393703
Long
DBT
CORP
US
N
2
2030-05-04
Floating
8.85250000
N
N
N
N
N
N
Bp Plc
213800LH1BZH3DI6G760
BP plc ADR
055622104
8354.00000000
NS
USD
294812.66000000
0.043243616721
Long
EC
CORP
GB
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XBZC7
5714917.87400000
PA
USD
4867405.61000000
0.713959239827
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Telesat Canada Telesat Llc
N/A
Telesat Canada/Telesat, LLC
87952VAM8
55000.00000000
PA
USD
22363.28000000
0.003280283516
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Company
13123XBF8
125000.00000000
PA
USD
117984.01000000
0.017306092986
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
4953.00000000
NS
USD
778512.54000000
0.114193528501
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBU3
127000.00000000
PA
USD
125154.26000000
0.018357837314
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.81200000
N
N
N
N
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank
87164DVJ6
87000.00000000
PA
USD
78603.42000000
0.011529681823
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.62500000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc., Convertible
09257WAE0
31000.00000000
PA
USD
26485.63000000
0.003884956746
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.50000000
N
N
N
N
Y
Blackstone Mortgage Trust Inc
Blackstone Mortgage Trust Inc
USD
XXXX
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
79.00000000
NS
USD
37177.01000000
0.005453186343
Long
EC
CORP
US
N
1
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Corporation
960413AT9
98000.00000000
PA
USD
91966.06000000
0.013489736329
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.60000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076CP5
137000.00000000
PA
USD
123073.01000000
0.018052556064
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.25000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment, Inc., Term Loan
N/A
389025.00000000
PA
USD
388670.99000000
0.057010914396
Long
DBT
CORP
US
N
2
2030-02-06
Floating
8.45250000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
150000.00000000
PA
USD
136875.00000000
0.020077055166
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Company
233331BJ5
80000.00000000
PA
USD
78250.55000000
0.011477922258
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corporation
018802108
4524.00000000
NS
USD
237419.52000000
0.034825094434
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Operating Llc Charter Communications Operating Capital Corp
N/A
Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation
161175BR4
147000.00000000
PA
USD
140174.41000000
0.020561018173
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
Chobani Llc Chobani Finance Corporation Inc
N/A
Chobani, LLC/Chobani Finance Corporation, Inc.
17027NAB8
285000.00000000
PA
USD
259350.00000000
0.038041894118
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.62500000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
Unifrax Escrow Issuer Corporation
90473LAA0
261000.00000000
PA
USD
188423.73000000
0.027638309566
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corporation
756109BF0
96000.00000000
PA
USD
94940.02000000
0.013925961783
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.87500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122DU9
135000.00000000
PA
USD
119296.63000000
0.017498630295
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
Alliancebernstein Global High Income Fund Inc
AE2ZT9UGMEIJ7T4R5734
AllianceBernstein Global High Income Fund, Inc.
01879R106
23275.00000000
NS
USD
231819.00000000
0.034003600743
Long
RF
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AYH53
311398.25200000
PA
USD
11807.97000000
0.001732012895
Long
ABS-CBDO
USGSE
US
N
2
2028-02-15
Fixed
2.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAW5
254000.00000000
PA
USD
219621.79000000
0.032214493469
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Company
163851AF5
290000.00000000
PA
USD
266478.01000000
0.039087442612
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Company/Organon Foreign Debt Co-Issuer BV
68622TAA9
264000.00000000
PA
USD
234308.16000000
0.034368714917
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Kaman Corp
5493003YK076OLTEQF95
Kaman Corporation, Convertible
483548AF0
161000.00000000
PA
USD
155043.00000000
0.022741967957
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.25000000
N
N
N
N
Y
Kaman Corp
Kaman Corp
USD
XXXX
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AX2
81000.00000000
PA
USD
56358.18000000
0.008266712613
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.62500000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
298000.00000000
PA
USD
260216.76000000
0.038169031933
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
ORYX MIDSTREAM HOLDINGS
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin, LLC, Term Loan
N/A
116398.44000000
PA
USD
116035.28000000
0.017020249993
Long
DBT
CORP
US
N
2
2028-10-05
Floating
8.53870000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EF6
147000.00000000
PA
USD
127830.10000000
0.018750334025
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
4.11000000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
1367.00000000
NS
USD
198966.85000000
0.029184792137
Long
EC
CORP
US
N
1
N
N
N
PPM Clo, Ltd.
N/A
PPM CLO 6, Ltd.
69377WAE9
1000000.00000000
PA
USD
999462.00000000
0.146602766839
Long
ABS-O
CORP
KY
N
2
2031-01-20
Floating
9.07450000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini Russell 2000 Index
N/A
-189.00000000
NC
USD
-20556.68000000
-0.00301528839
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
Russell 2000 Index
RTY
2023-09-18
-17969408.32000000
USD
-20556.68000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XJF73
2855585.32200000
PA
USD
2634017.37000000
0.386362097153
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.50000000
N
N
N
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EWH8
91000.00000000
PA
USD
85933.83000000
0.012604918689
Long
DBT
CORP
US
N
2
2032-06-07
Fixed
3.90000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74331UAC2
1500000.00000000
PA
USD
1365270.60000000
0.200260187425
Long
ABS-O
CORP
US
N
2
2039-04-17
Fixed
3.60000000
N
N
N
N
N
N
Chs Community Health System Inc
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBD1
59000.00000000
PA
USD
57114.85000000
0.008377702241
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
Telecom Italia Spa Torino
549300W384M3RI3VXU42
Telecom Italia SPA/Milano
87927YAA0
120000.00000000
PA
USD
116634.88000000
0.017108200329
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
BW HOLDING INC
N/A
BW Holding, Inc., Term Loan
N/A
160446.93000000
PA
USD
146274.65000000
0.021455811635
Long
DBT
CORP
US
N
2
2028-12-14
Floating
9.41370000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
3463.00000000
NS
USD
172630.55000000
0.025321739366
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
2549008L7P4I8VB90936
SkyMiles IP, Ltd., Term Loan
N/A
476118.90000000
PA
USD
494082.87000000
0.072472906213
Long
DBT
CORP
US
N
2
2027-10-20
Floating
9.06010000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global, Inc., Convertible
19260QAB3
928000.00000000
PA
USD
697323.08000000
0.102284521981
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.50000000
N
N
N
N
Y
Coinbase Global Inc
Coinbase Global Inc
USD
XXXX
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NG2
172000.00000000
PA
USD
158281.52000000
0.023216999517
Long
DBT
CORP
US
N
2
2028-02-24
Variable
3.07000000
N
N
N
N
N
N
Credit Agricole S A
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AM7
98000.00000000
PA
USD
83661.36000000
0.012271588968
Long
DBT
CORP
FR
N
2
2030-01-14
Fixed
3.25000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation, Convertible
682189AT2
51000.00000000
PA
USD
57596.30000000
0.008448322137
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.50000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
Canpack S A Eastern Pennsylvania Land Investment Holding Llc
N/A
Canpack SA/Canpack US, LLC
13805AAA5
390000.00000000
PA
USD
356795.40000000
0.052335349253
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
3.12500000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corporation, Convertible
26441CBX2
616000.00000000
PA
USD
601524.00000000
0.088232551833
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
Y
Duke Energy Corp
Duke Energy Corp
USD
XXXX
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corporation
958102105
977.00000000
NS
USD
37057.61000000
0.005435672550
Long
EC
CORP
US
N
1
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System, Inc.
197236102
8756.00000000
NS
USD
177571.68000000
0.026046512624
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
240000.00000000
PA
USD
211657.08000000
0.031046216413
Long
DBT
CORP
US
N
2
2025-09-30
Variable
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QKC97
3985069.55100000
PA
USD
3519549.87000000
0.516253493351
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust, Inc.
45378A106
11075.00000000
NS
USD
201786.50000000
0.029598383141
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U3A9
127000.00000000
PA
USD
124132.72000000
0.018207996109
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.80800000
N
N
N
N
N
N
Reinsurance Group America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AL3
162000.00000000
PA
USD
161599.41000000
0.023703673201
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.70000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, LLC
12530QAA4
701086.72000000
PA
USD
669137.78000000
0.098150254781
Long
ABS-CBDO
CORP
US
N
2
2033-04-25
Variable
4.25000000
N
N
N
N
N
N
Viemed Healthcare Inc
N/A
Viemed Healthcare, Inc.
92663R105
17667.00000000
NS
USD
172783.26000000
0.025344139126
Long
EC
CORP
CA
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
230000.00000000
PA
USD
196362.50000000
0.028802781700
Long
DBT
CORP
US
N
2
2025-12-10
Variable
4.00000000
N
N
N
N
N
N
Helios Technologies Inc
5493000BCJSMIDRNTI78
Helios Technologies, Inc.
42328H109
5981.00000000
NS
USD
395284.29000000
0.057980964361
Long
EC
CORP
US
N
1
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk, Inc.
848637104
2589.00000000
NS
USD
274667.01000000
0.040288618902
Long
EC
CORP
US
N
1
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II, Inc.
389286AA3
374000.00000000
PA
USD
247882.60000000
0.036359836603
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
224000.00000000
PA
USD
219967.34000000
0.032265179324
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
FLEETCOR TECHNOLOGIES INC
549300FKKKZCXLK48427
FleetCor Technologies Operating Company, LLC, Term Loan
N/A
199474.95000000
PA
USD
197729.54000000
0.029003301426
Long
DBT
CORP
US
N
2
2028-04-30
Floating
6.95249000
N
N
N
N
N
N
ROC Securities Trust
N/A
ROC Securities Trust Series
77118TAA1
900000.00000000
PA
USD
860550.66000000
0.126227017897
Long
ABS-CBDO
CORP
US
N
2
2026-08-25
Variable
2.48700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140L2PV9
826987.48300000
PA
USD
680324.35000000
0.099791119680
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Natwest Group Plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BK6
135000.00000000
PA
USD
132606.57000000
0.019450954676
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.26900000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corporation
05526DBX2
93000.00000000
PA
USD
102347.92000000
0.015012565012
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75000000
N
N
N
N
N
N
Banc America AlternatIVe Loan Tr
N/A
Banc of America Alternative Loan Trust
05948KR92
803996.11300000
PA
USD
692511.20000000
0.101578707331
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370DB3
251000.00000000
PA
USD
243258.17000000
0.035681517434
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
Wells Fargo & Company Medium Terminal Senior Nts Book Entry
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2N2
169000.00000000
PA
USD
158342.41000000
0.023225930964
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800000
N
N
N
N
N
N
Nxp B V Nxp Funding Llc
N/A
NXP BV/NXP Funding, LLC
62947QBA5
92000.00000000
PA
USD
91341.38000000
0.013398107216
Long
DBT
CORP
XX
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software, Inc.
40171V100
2882.00000000
NS
USD
219262.56000000
0.032161801009
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KPCQ9
4165756.25700000
PA
USD
3799595.61000000
0.557331073414
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873CAB0
950000.00000000
PA
USD
849050.72000000
0.124540187359
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
4.82620000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKW8
127000.00000000
PA
USD
124718.44000000
0.018293910503
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.94800000
N
N
N
N
N
N
Commscope Inc
549300Z6K4JXMFE8QY54
CommScope, Inc., Term Loan
N/A
156393.30000000
PA
USD
149511.99000000
0.021930670110
Long
DBT
CORP
US
N
2
2026-04-04
Floating
8.46700000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
125000.00000000
PA
USD
104276.29000000
0.015295421566
Long
DBT
CORP
US
N
2
2062-03-30
Variable
6.37500000
N
N
N
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Plastics Group, Inc.
08579W103
1568.00000000
NS
USD
100885.12000000
0.014797999048
Long
EC
CORP
US
N
1
N
N
N
WELLTOWER OP LLC
N/A
Welltower OP, LLC
95040QAM6
112000.00000000
PA
USD
92555.83000000
0.013576244784
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.80000000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corporation
740212AM7
230000.00000000
PA
USD
207809.14000000
0.030481794103
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
Willis North America, Inc.
970648AG6
196000.00000000
PA
USD
186920.66000000
0.027417836731
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc
N/A
Nationstar Mortgage Holdings, Inc.
63861CAA7
198000.00000000
PA
USD
184196.43000000
0.027018242094
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Blackrock Corporate High Yield Fund Inc
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund, Inc.
09255P107
25212.00000000
NS
USD
224891.04000000
0.032987395920
Long
RF
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
0641593U8
98000.00000000
PA
USD
87263.53000000
0.012799961321
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
1.05000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAA1
79000.00000000
PA
USD
79892.70000000
0.011718795582
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585A102
3649.00000000
NS
USD
425473.40000000
0.062409153781
Long
EC
CORP
US
N
1
N
N
N
AMPHENOL CORP NEW
549300D3L3G0R4U4VT04
Amphenol Corporation
032095101
1593.00000000
NS
USD
135325.35000000
0.019849749898
Long
EC
CORP
US
N
1
N
N
N
Alliant Holdings Intermediate Llc Alliant Holdings Co-Issuer Inc
N/A
Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.
01883LAA1
148000.00000000
PA
USD
139120.00000000
0.020406355542
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL
019579AA9
410000.00000000
PA
USD
347052.70000000
0.050906273634
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Mfrs & Traders Trust Company Bank Note Program
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Company
55279HAW0
177000.00000000
PA
USD
165511.94000000
0.024277569681
Long
DBT
CORP
US
N
2
2028-01-27
Fixed
4.70000000
N
N
N
N
N
N
Seg Holding Llc Seg Finance Corp
N/A
SEG Holding, LLC
78397KAA0
400000.00000000
PA
USD
378155.67000000
0.055468509576
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
Ms&Ad Insurance Group Hldgs
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBT6
141000.00000000
PA
USD
135056.39000000
0.019810298393
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
2.44800000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBP2
32000.00000000
PA
USD
31441.17000000
0.004611843686
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.90000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation
235851102
1481.00000000
NS
USD
355440.00000000
0.052136536902
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust 2007-1
N/A
Sequoia Mortgage Trust
81744HAH6
396336.10200000
PA
USD
271877.61000000
0.039879465019
Long
ABS-CBDO
CORP
US
N
2
2046-09-20
Variable
3.48340000
N
N
N
N
N
N
FORD MTR CO DEL
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370860
8058.00000000
NS
USD
121917.54000000
0.017883069781
Long
EC
CORP
US
N
1
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.
053773BF3
250000.00000000
PA
USD
231890.45000000
0.034014081149
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
Reynolds Consumer Prods Llc
549300DWNZYMOSR1X343
Reynolds Consumer Products, LLC, Term Loan
N/A
296373.47000000
PA
USD
295970.40000000
0.043413435971
Long
DBT
CORP
US
N
2
2027-02-04
Floating
6.95250000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873KAB2
275000.00000000
PA
USD
225306.18000000
0.033048289353
Long
ABS-O
CORP
US
N
2
2051-12-26
Variable
5.43810000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible
418751AG8
48000.00000000
PA
USD
45392.48000000
0.006658245297
Long
DBT
CORP
US
N
2
2025-05-01
None
0.00000000
N
N
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital Inc
Hannon Armstrong Sustainable Infrastructure Capital Inc
USD
XXXX
N
N
N
Imperial Brands Finance Plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAA1
105000.00000000
PA
USD
101446.67000000
0.014880368146
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.12500000
N
N
N
N
N
N
UnIVersal Display Corp
N/A
Universal Display Corporation
91347P105
613.00000000
NS
USD
88351.69000000
0.012959574460
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Company
86564CAC4
265000.00000000
PA
USD
228274.23000000
0.033483647918
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
3.37500000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
156.00000000
NS
USD
51723.36000000
0.007586869421
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CX5
93000.00000000
PA
USD
95238.98000000
0.013969813738
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.75000000
N
N
N
N
N
N
UFC HOLDINGS LLC
549300JEOTH7UMZ3C491
UFC Holdings, LLC, Term Loan
N/A
243500.46000000
PA
USD
243059.72000000
0.035652408454
Long
DBT
CORP
US
N
2
2026-04-29
Floating
8.05000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865BM1
119000.00000000
PA
USD
97391.28000000
0.014285516722
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.12500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corporation
89788MAN2
160000.00000000
PA
USD
160066.42000000
0.023478811650
Long
DBT
CORP
US
N
2
2027-06-08
Variable
6.04700000
N
N
N
N
N
N
Six Flags Theme Parks Inc
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
96000.00000000
PA
USD
96479.73000000
0.014151809035
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
120000.00000000
PA
USD
101211.60000000
0.014845887683
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corporation
29082KAB1
91000.00000000
PA
USD
81550.62000000
0.011961982075
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.75000000
N
N
N
N
N
N
Linde Plc
5299003QR1WT0EF88V51
Linde plc
G54950103
562.00000000
NS
USD
214166.96000000
0.031414369832
Long
EC
CORP
IE
N
1
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
260000.00000000
PA
USD
249118.27000000
0.036541086756
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKT5
81000.00000000
PA
USD
73998.97000000
0.010854293355
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.85000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group
69527AAA4
225000.00000000
PA
USD
194819.41000000
0.028576438664
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Plains All American Pipeline Lp
5521FA2ITF25TVH63740
Plains All American Pipeline, LP
726503AE5
110000.00000000
PA
USD
97914.14000000
0.014362210706
Long
DBT
CORP
US
N
2
2023-08-03
Floating
9.43070000
N
N
N
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 5.850%
61762V606
7800.00000000
NS
USD
183378.00000000
0.026898193405
Long
EP
CORP
US
N
1
N
N
N
AlternatIVe Loan Trust 2006 24cb
N/A
Alternative Loan Trust
02146TAJ6
379240.12800000
PA
USD
216790.19000000
0.031799149620
Long
ABS-CBDO
CORP
US
N
2
2036-08-01
Fixed
6.00000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Company of Canada
0778FPAL3
87000.00000000
PA
USD
85932.34000000
0.012604700133
Long
DBT
CORP
CA
N
2
2033-05-11
Fixed
5.10000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corporation
084664DA6
279000.00000000
PA
USD
245524.08000000
0.036013884923
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.87500000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust
00834WAF8
700000.00000000
PA
USD
681204.30000000
0.099920192226
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.30000000
N
N
N
N
N
N
AMENTUM GOVERNMENT SERVICES
5493008CT6B5L54YSE94
Amentum Government Services Holdings, LLC, Term Loan
N/A
248120.29000000
PA
USD
241917.28000000
0.035484833434
Long
DBT
CORP
US
N
3
2029-02-15
Floating
9.14700000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384LR8
1400000.00000000
PA
USD
1386246.81000000
0.203337013181
Long
STIV
USGSE
US
N
2
N
N
N
Blackrock Enhanced International DIVidend Tr
N8Y5YESYCLFDXNNUQV93
BlackRock Enhanced International Dividend Trust
092524107
5200.00000000
NS
USD
28288.00000000
0.004149331408
Long
RF
US
N
1
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BS9
50000.00000000
PA
USD
46284.00000000
0.006789014950
Long
DBT
CORP
CA
N
2
2082-03-15
Variable
5.25000000
N
N
N
N
N
N
American Electric Power Company Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537AN1
98000.00000000
PA
USD
81276.74000000
0.011921808896
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings, LLC
35908MAD2
73000.00000000
PA
USD
71348.29000000
0.010465487155
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AD6
164000.00000000
PA
USD
146569.16000000
0.021499010857
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJS9
145000.00000000
PA
USD
129450.90000000
0.018988075694
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
B A T International Finance Plc Discount Commercial Paper 42 Yrs 3&4
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
111000.00000000
PA
USD
99796.68000000
0.014638344838
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
Hsbc Holdings Plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
109000.00000000
PA
USD
106873.11000000
0.015676327490
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
3.80300000
N
N
N
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637H109
7741.00000000
NS
USD
279217.87000000
0.040956146699
Long
EC
CORP
US
N
1
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
200000.00000000
PA
USD
176563.19000000
0.025898585615
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
1.37500000
N
N
N
N
N
N
Csx Corp
549300JVQR4N1MMP3Q88
CSX Corporation
126408103
16021.00000000
NS
USD
546316.10000000
0.080134564224
Long
EC
CORP
US
N
1
N
N
N
ARMSTRONG WORLD INDS INC NEW
KXMRXXOJ88Q45Y45MG74
Armstrong World Industries, Inc.
04247X102
312.00000000
NS
USD
22919.52000000
0.003361873734
Long
EC
CORP
US
N
1
N
N
N
Heinz H J Finance Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
42307TAG3
87000.00000000
PA
USD
95565.36000000
0.014017687706
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
Ventas Realty Limited Partnership
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92277GAD9
110000.00000000
PA
USD
107885.59000000
0.015824839759
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
200000.00000000
PA
USD
172307.39000000
0.025274337714
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.67300000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games International, Inc.
80874DAA4
33000.00000000
PA
USD
29040.00000000
0.004259636033
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040H105
1641.00000000
NS
USD
179476.17000000
0.026325866419
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBP9
182000.00000000
PA
USD
182886.52000000
0.026826102292
Long
DBT
CORP
CA
N
2
2083-01-15
Variable
7.62500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AM0
117000.00000000
PA
USD
111521.00000000
0.016358087811
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
2.59300000
N
N
N
N
N
N
ARKO CORP
N/A
Arko Corporation
041242AA6
185000.00000000
PA
USD
150343.99000000
0.022052709269
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.12500000
N
N
N
N
N
N
Structured Adj Rate Mortgage Loan Tr
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579UU0
151549.16000000
PA
USD
129399.30000000
0.018980506919
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Variable
3.76260000
N
N
N
N
N
N
Santander Holdings Usa Inc
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBB1
196000.00000000
PA
USD
184824.01000000
0.027110296583
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBY0
85000.00000000
PA
USD
82891.17000000
0.012158616204
Long
DBT
CORP
GB
N
2
2028-08-09
Variable
5.50100000
N
N
N
N
N
N
Avalonbay Cmntys Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
599.00000000
NS
USD
113372.73000000
0.016629702682
Long
EC
CORP
US
N
1
N
N
N
Brooks Automation Inc New
35ZN6X1ANPH25YN32Y17
Azenta, Inc.
114340102
747.00000000
NS
USD
34869.96000000
0.005114784369
Long
EC
CORP
US
N
1
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties, LP
10112RBE3
98000.00000000
PA
USD
73851.29000000
0.010832631404
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.55000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159VJ2
110000.00000000
PA
USD
103847.70000000
0.015232555264
Long
DBT
CORP
CA
N
2
2025-06-04
Variable
4.90000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International, LLC/EMC Corporation
24703DBJ9
128000.00000000
PA
USD
127734.56000000
0.018736320057
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEP3
184000.00000000
PA
USD
187592.71000000
0.027516414155
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.25000000
N
N
N
N
N
N
SEDGWICK CMS INC
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc., Term Loan
N/A
171071.25000000
PA
USD
169868.62000000
0.024916614829
Long
DBT
CORP
US
N
2
2028-02-24
Floating
8.85250000
N
N
N
N
N
N
APPLE BIDCO LLC
2549001SCJD3WEYJFM53
Apple Bidco, LLC, Term Loan
N/A
164582.28000000
PA
USD
162995.71000000
0.023908484833
Long
DBT
CORP
US
N
2
2028-09-23
Floating
7.96697000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384LJ6
400000.00000000
PA
USD
396450.85000000
0.058152077343
Long
STIV
USGSE
US
N
2
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corporation, Term Loan
N/A
199469.55000000
PA
USD
198498.13000000
0.029116039499
Long
DBT
CORP
US
N
2
2028-03-11
Floating
7.94300000
N
N
N
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
4154.00000000
NS
USD
1192114.92000000
0.174861421107
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman CLO Ltd
549300UTI4Y2IA4RUP16
Neuberger Berman CLO, Ltd.
64129KBL0
1225000.00000000
PA
USD
1134677.08000000
0.166436342149
Long
ABS-O
CORP
KY
N
2
2029-10-15
Floating
8.26030000
N
N
N
N
N
N
VFH PARENT LLC
549300FRO9M476YHHY64
VFH Parent, LLC, Term Loan
N/A
150480.00000000
PA
USD
149680.95000000
0.021955453447
Long
DBT
CORP
US
N
2
2029-01-13
Floating
8.18920000
N
N
N
N
N
N
PILOT TRAVEL CENTERS LLC
549300115UILLXNE1Z49
Pilot Travel Centers, LLC, Term Loan
N/A
415684.34000000
PA
USD
414645.13000000
0.060820844929
Long
DBT
CORP
US
N
2
2028-08-06
Floating
7.20250000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc., Term Loan
N/A
427759.40000000
PA
USD
420414.77000000
0.061667145426
Long
DBT
CORP
US
N
2
2029-04-13
Floating
9.37750000
N
N
N
N
N
N
Metlife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
3167.00000000
NS
USD
179030.51000000
0.026260496261
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX, LP
55336VBR0
243000.00000000
PA
USD
220576.53000000
0.032354536338
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Timken Co
B0I35MLPFXZSE70ASS73
Timken Company
887389104
5219.00000000
NS
USD
477695.07000000
0.070069116152
Long
EC
CORP
US
N
1
N
N
N
PETSMART INC
N/A
PetSmart, LLC, Term Loan
N/A
487419.00000000
PA
USD
485795.89000000
0.071257358051
Long
DBT
CORP
US
N
2
2028-02-12
Floating
8.95250000
N
N
N
N
N
N
Ivanhoe Mines Ltd.
5299006XZISURYIA4G32
Ivanhoe Mines, Ltd.
46579R955
17968.00000000
NS
164116.10000000
0.024072825523
Long
EC
CORP
CA
N
2
N
N
N
Rfmsi Series 2007-S7 Tr
N/A
Residential Funding Mortgage Security I Trust
76200RAV0
478892.01300000
PA
USD
369344.32000000
0.054176045941
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings, LLC
70052LAC7
309000.00000000
PA
USD
266296.20000000
0.039060774415
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKD0
144000.00000000
PA
USD
117288.06000000
0.017204009870
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
Rali Series 2007-Qs1 Tr
N/A
Residential Accredit Loans, Inc. Trust
74922KAA3
214991.93000000
PA
USD
165374.78000000
0.024257450822
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
46000.00000000
PA
USD
47390.72000000
0.006951350501
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
Preston Ridge Partners Mortgage Trust, LLC
69360FAB1
325000.00000000
PA
USD
270267.34000000
0.039643267908
Long
ABS-CBDO
CORP
US
N
2
2026-07-25
Variable
3.47400000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
3132A9Q26
3433399.33400000
PA
USD
3190511.29000000
0.467989561130
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Medpace Holdings Inc
549300H8TYEUVTW14A54
Medpace Holdings, Inc.
58506Q109
388.00000000
NS
USD
93185.96000000
0.013668673312
Long
EC
CORP
US
N
1
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AT7
92000.00000000
PA
USD
76038.46000000
0.011153449177
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
N
Central Pacific Financial Corp
549300W3YEAOZ4KGG849
Central Pacific Financial Corporation
154760409
1393.00000000
NS
USD
21884.03000000
0.003209986320
Long
EC
CORP
US
N
1
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corporation
513075BZ3
154000.00000000
PA
USD
129745.00000000
0.019031214777
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QSLM1
3075000.00000000
PA
USD
3032385.54000000
0.444795410218
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc.
665530AB7
174000.00000000
PA
USD
170955.00000000
0.025075966875
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
8.75000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BP9
126000.00000000
PA
USD
108480.94000000
0.015912166699
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
2.00000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
2959.00000000
NS
USD
625118.34000000
0.091693409300
Long
EC
CORP
US
N
1
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc., Term Loan
N/A
340345.11000000
PA
USD
340440.41000000
0.049936371818
Long
DBT
CORP
US
N
2
2029-03-18
Floating
8.21700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F040677
7500000.00000000
PA
USD
7037988.30000000
1.032343958814
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EWZ8
82000.00000000
PA
USD
81458.83000000
0.011948518164
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
4.70000000
N
N
N
N
N
N
Lantheus Holdings Inc
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544103
1855.00000000
NS
USD
155671.60000000
0.022834172062
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXH2
98000.00000000
PA
USD
90626.29000000
0.013293216612
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
Winnebago Inds Inc
549300B7OYKYJLTE3G11
Winnebago Industries, Inc., Convertible
974637AB6
247000.00000000
PA
USD
295165.00000000
0.043295298544
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
1.50000000
N
N
N
N
Y
Winnebago Industries Inc
Winnebago Industries Inc
USD
XXXX
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corporation
89788MAE2
80000.00000000
PA
USD
66496.79000000
0.009753860977
Long
DBT
CORP
US
N
2
2029-06-07
Variable
1.88700000
N
N
N
N
N
N
Byline Bancorp Inc
549300W7ODP4YL2H4823
Byline Bancorp, Inc.
124411109
7353.00000000
NS
USD
133015.77000000
0.019510976820
Long
EC
CORP
US
N
1
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Company
894164102
62.00000000
NS
USD
2501.08000000
0.000366862620
Long
EC
CORP
US
N
1
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corporation
092113109
1454.00000000
NS
USD
87618.04000000
0.012851961444
Long
EC
CORP
US
N
1
N
N
N
Ppg Inds Inc
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
3091.00000000
NS
USD
458395.30000000
0.067238193434
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc Del
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
1324.00000000
NS
USD
451484.00000000
0.066224432328
Long
EC
CORP
US
N
1
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors, Inc.
184496AQ0
381000.00000000
PA
USD
383385.06000000
0.056235565295
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.37500000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546104
75.00000000
NS
USD
7153.50000000
0.001049287409
Long
EC
CORP
US
N
1
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
07336AAG2
1257288.66000000
PA
USD
52230.54000000
0.007661263437
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
0.74020000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV Financing, LLC, Term Loan
N/A
576022.80000000
PA
USD
562503.54000000
0.082508965144
Long
DBT
CORP
US
N
2
2027-08-02
Floating
10.21700000
N
N
N
N
N
N
Houlihan Lokey Inc
549300S3CNGTQ1QZVY46
Houlihan Lokey, Inc.
441593100
3004.00000000
NS
USD
295323.24000000
0.043318509454
Long
EC
CORP
US
N
1
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AY6
130000.00000000
PA
USD
101335.00000000
0.014863988203
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage, Inc.
30225T102
126.00000000
NS
USD
18755.10000000
0.002751029606
Long
EC
CORP
US
N
1
N
N
N
Bridgewater Bancshares Inc
5493001FLSBTVILKXZ71
Bridgewater Bancshares, Inc.
108621103
13228.00000000
NS
USD
130295.80000000
0.019112007047
Long
EC
CORP
US
N
1
N
N
N
Southern Co
549300FC3G3YU2FBZD92
Southern Company
842587DF1
111000.00000000
PA
USD
102655.02000000
0.015057610956
Long
DBT
CORP
US
N
2
2051-01-15
Variable
4.00000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc.
18972EAB1
79000.00000000
PA
USD
69735.19000000
0.010228874934
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829107
3701.00000000
NS
USD
274614.20000000
0.040280872642
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation, 5.000%
14040H824
14875.00000000
NS
USD
289021.25000000
0.042394122963
Long
EP
CORP
US
N
1
N
N
N
Enanta Pharmaceuticals Inc
529900SSN4DODDQSN594
Enanta Pharmaceuticals, Inc.
29251M106
188.00000000
NS
USD
4023.20000000
0.000590129741
Long
EC
CORP
US
N
1
N
N
N
Waste Pro Usa Inc
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
140000.00000000
PA
USD
129779.69000000
0.019036303164
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAE3
193000.00000000
PA
USD
191443.88000000
0.028081310247
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
221000.00000000
PA
USD
184520.20000000
0.027065733222
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
FOLEY PRODUCTS CO LLC
N/A
Foley Products Company, LLC, Term Loan
N/A
151085.38000000
PA
USD
149196.81000000
0.021884438977
Long
DBT
CORP
US
N
2
2029-02-16
Floating
10.14187000
N
N
N
N
N
N
Dai-Ichi Life Holdings Inc
3538001235ACEIORUV72
Dai-ichi Life Insurance Company, Ltd.
23380YAC1
473000.00000000
PA
USD
459999.64000000
0.067473520723
Long
DBT
CORP
JP
N
2
2024-10-28
Variable
5.10000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Ultra Long Term U.S. Treasury Bond
N/A
171.00000000
NC
USD
214586.19000000
0.031475863193
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2023-09-21
23078820.06000000
USD
214586.19000000
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
136000.00000000
PA
USD
79001.86000000
0.011588125673
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
359000.00000000
PA
USD
256736.09000000
0.037658481404
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Companies, Inc./Safeway, Inc.
013092AG6
397000.00000000
PA
USD
343659.24000000
0.050408515215
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAG6
186000.00000000
PA
USD
173445.00000000
0.025441204262
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.60000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
285000.00000000
PA
USD
183501.75000000
0.026916345263
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Expeditors International Washington Inc
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
1169.00000000
NS
USD
141600.97000000
0.020770268393
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corporation Iam Commercial Paper 42
54930042348RKR3ZPN35
Devon Energy Corporation
25179M103
8224.00000000
NS
USD
397548.16000000
0.058313032619
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands, Inc.
00508Y102
314.00000000
NS
USD
51207.12000000
0.007511146470
Long
EC
CORP
US
N
1
N
N
N
APTIV PLC
N/A
Aptiv plc
G6095L109
3114.00000000
NS
USD
317908.26000000
0.046631318166
Long
EC
CORP
JE
N
1
N
N
N
Eagle Matls Inc
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969P108
99.00000000
NS
USD
18455.58000000
0.002707095509
Long
EC
CORP
US
N
1
N
N
N
Paypal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAH6
113000.00000000
PA
USD
95796.61000000
0.014051607844
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Enovis Corporation
194014502
6244.00000000
NS
USD
400365.28000000
0.058726252518
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZN1
181000.00000000
PA
USD
170128.83000000
0.024954782870
Long
DBT
CORP
US
N
2
2028-04-19
Fixed
4.37500000
N
N
N
N
N
N
TEINE ENERGY LTD
5493002EE80G6ER7SM91
Teine Energy, Ltd.
879068AB0
190000.00000000
PA
USD
173458.87000000
0.025443238737
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS US Petrochem, LLC, Term Loan
N/A
452146.71000000
PA
USD
450677.23000000
0.066106093948
Long
DBT
CORP
US
N
2
2026-01-29
Floating
7.96697000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585ABH4
238000.00000000
PA
USD
233509.84000000
0.034251615997
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc., Term Loan
N/A
286371.45000000
PA
USD
284762.04000000
0.041769374878
Long
DBT
CORP
US
N
2
2029-09-12
Floating
7.20249000
N
N
N
N
N
N
Boot Barn Holdings Inc
529900QE1BFMYA3N4E71
Boot Barn Holdings, Inc.
099406100
1417.00000000
NS
USD
120005.73000000
0.017602642276
Long
EC
CORP
US
N
1
N
N
N
Blackrock Debt Strategies Fund Inc
Y02PFSGMGNYKWM70AJ95
BlackRock Debt Strategies Fund, Inc.
09255R202
5650.00000000
NS
USD
55313.50000000
0.008113477194
Long
RF
US
N
1
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
360000.00000000
PA
USD
394750.08000000
0.057902605539
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137B15X6
1019367.57600000
PA
USD
40405.08000000
0.005926685078
Long
ABS-CBDO
USGSE
US
N
2
2028-03-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ABC35
1029814.30500000
PA
USD
90054.89000000
0.013209402700
Long
ABS-CBDO
USGSE
US
N
2
2033-02-25
Fixed
3.00000000
N
N
N
N
N
N
Cwmbs Inc
N/A
Countrywide Home Loan Mortgage Pass Through Trust
126694LU0
272483.28300000
PA
USD
215200.43000000
0.031565960950
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Variable
3.50400000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corporation
448579AQ5
79000.00000000
PA
USD
78797.24000000
0.011558111667
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
5.75000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc., Convertible
30212PBE4
397000.00000000
PA
USD
346898.60000000
0.050883669987
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
N
Gardner Denver Inc
549300YHGS5RRRQQ4T26
Ingersoll-Rand Services Company, Term Loan
N/A
248076.91000000
PA
USD
247613.01000000
0.036320292688
Long
DBT
CORP
US
N
2
2027-02-28
Floating
6.95250000
N
N
N
N
N
N
Builders Firstsource Inc
N/A
Builders FirstSource, Inc.
12008R107
472.00000000
NS
USD
64192.00000000
0.009415790504
Long
EC
CORP
US
N
1
N
N
N
Hca Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
835.00000000
NS
USD
253405.80000000
0.037169988867
Long
EC
CORP
US
N
1
N
N
N
Revance Therapeutics Inc
549300N33TFDZHS81H11
Revance Therapeutics, Inc.
761330109
9066.00000000
NS
USD
229460.46000000
0.033657646129
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corporation
126650DS6
81000.00000000
PA
USD
80623.90000000
0.011826049227
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.00000000
N
N
N
N
N
N
Virtus Convertible & Income Fund
549300WT3ICVH2Z06O49
Virtus Convertible & Income Fund
92838X102
8900.00000000
NS
USD
30972.00000000
0.004543025042
Long
RF
US
N
1
N
N
N
Knowles Corp
5493003EO323TDZQU148
Knowles Corporation
49926D109
14605.00000000
NS
USD
263766.30000000
0.038689684429
Long
EC
CORP
US
N
1
N
N
N
BFLD Trust
N/A
BFLD Trust
05493AAG5
950000.00000000
PA
USD
598660.17000000
0.087812480433
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
6.89300000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners, LP, Term Loan
N/A
248091.61000000
PA
USD
246101.92000000
0.036098643466
Long
DBT
CORP
US
N
2
2026-11-01
Floating
7.45250000
N
N
N
N
N
N
Icahn Enterprises L P Icahn Enterprises Finance Corp
N/A
Icahn Enterprises, LP/Icahn Enterprises Finance Corporation
451102BQ9
275000.00000000
PA
USD
255640.99000000
0.037497850295
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.37500000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732AG7
197000.00000000
PA
USD
178730.22000000
0.026216449219
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.62500000
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
195000.00000000
PA
USD
175766.13000000
0.025781671513
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Blackrock Tcp Capital Corp
549300JU1XG1HF56J989
BlackRock TCP Capital Corporation
09259E108
1450.00000000
NS
USD
15819.50000000
0.002320430861
Long
EC
CORP
US
N
1
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
McAfee Corporation, Term Loan
N/A
511423.56000000
PA
USD
488194.70000000
0.071609219536
Long
DBT
CORP
US
N
2
2029-03-01
Floating
9.01026000
N
N
N
N
N
N
Bloomin Brands Inc
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc., Convertible
094235AB4
89000.00000000
PA
USD
213544.38000000
0.031323048751
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
Y
Bloomin' Brands Inc
Bloomin' Brands Inc
USD
XXXX
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
200000.00000000
PA
USD
176512.96000000
0.025891217794
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53800000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBZ2
147000.00000000
PA
USD
117690.31000000
0.017263012576
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14200000
N
N
N
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group, Inc.
750236101
8581.00000000
NS
USD
216927.68000000
0.031819316884
Long
EC
CORP
US
N
1
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
161000.00000000
PA
USD
142853.35000000
0.020953969597
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Charter Communications Operating Llc
549300TPZNMN50BJ3745
Charter Communications Operating, LLC, Term Loan
N/A
622152.06000000
PA
USD
618002.31000000
0.090649618053
Long
DBT
CORP
US
N
2
2027-02-01
Floating
6.79542000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corporation
07317QAJ4
174000.00000000
PA
USD
169923.11000000
0.024924607514
Long
DBT
CORP
CA
N
2
2030-04-30
Fixed
8.50000000
N
N
N
N
N
N
Ziggo Secured Finance B V
N/A
Ziggo Financing Partnership, Term Loan
N/A
255000.00000000
PA
USD
250810.35000000
0.036789283896
Long
DBT
CORP
US
N
2
2028-04-30
Floating
7.69330000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
1228.00000000
NS
USD
251261.08000000
0.036855397731
Long
EC
CORP
US
N
1
N
N
N
Ss&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
76952.11000000
PA
USD
76842.84000000
0.011271436988
Long
DBT
CORP
US
N
2
2025-04-16
Floating
6.96700000
N
N
N
N
N
N
Bjs Wholesale Club Holdings Inc
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
4065.00000000
NS
USD
256135.65000000
0.037570407855
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
913017CY3
202000.00000000
PA
USD
194553.29000000
0.028537403734
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2V4
89000.00000000
PA
USD
83068.10000000
0.012184568594
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52600000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties, LP/VICI Note Company, Inc.
92564RAJ4
326000.00000000
PA
USD
319062.72000000
0.046800656300
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust
12551SAA4
686408.47000000
PA
USD
669390.21000000
0.098187281638
Long
ABS-CBDO
CORP
US
N
2
2057-10-25
Variable
6.00000000
N
N
N
N
N
N
Eagle Bancorp Inc Md
549300B47NZODRMG3D47
Eagle Bancorp, Inc.
268948106
126.00000000
NS
USD
2666.16000000
0.000391076832
Long
EC
CORP
US
N
1
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822DC5
115000.00000000
PA
USD
114111.61000000
0.016738082843
Long
DBT
CORP
JP
N
2
2034-04-19
Variable
5.40600000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BJ0
90000.00000000
PA
USD
81258.30000000
0.011919104086
Long
DBT
CORP
US
N
2
2052-03-01
Variable
5.12500000
N
N
N
N
N
N
Hartford Financial Svcs Group Inc
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515BE3
98000.00000000
PA
USD
84363.74000000
0.012374615247
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094AR5
79000.00000000
PA
USD
76596.66000000
0.011235326892
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.25000000
N
N
N
N
N
N
Constellation Energy Corp
549300F8Y20RYGNGV346
Constellation Energy Corporation
21037T109
3456.00000000
NS
USD
316396.80000000
0.046409614671
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AT6
135000.00000000
PA
USD
118980.43000000
0.017452249548
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce.com, Inc.
79466LAJ3
249000.00000000
PA
USD
205470.29000000
0.030138727652
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
1.95000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LGV2
130000.00000000
PA
USD
129976.22000000
0.019065130515
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.20300000
N
N
N
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage, Inc., Term Loan
N/A
253068.18000000
PA
USD
247310.88000000
0.036275975752
Long
DBT
CORP
US
N
2
2028-04-22
Floating
8.19810000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI, Inc., Convertible
01741RAK8
162000.00000000
PA
USD
468990.00000000
0.068792241846
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
Y
ATI Inc
ATI Inc
USD
XXXX
N
N
N
Teva Pharmaceutical Finance Netherlands III B V
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
572000.00000000
PA
USD
512538.20000000
0.075179965052
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
Ast Research Inc
9884007ER46L6N7EI764
Samsung Electronics Company, Ltd.
700593000
7220.00000000
NS
397556.90000000
0.058314314617
Long
EC
CORP
KR
N
2
N
N
N
Ncl Corporation Ltd
UNZWILHE4KMRP9K2L524
NCL Corporation, Ltd.
62886HBA8
78000.00000000
PA
USD
72973.97000000
0.010703944631
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
8491.00000000
NS
USD
295741.53000000
0.043379864934
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
200000.00000000
PA
USD
184370.24000000
0.027043736837
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
Cedar Fair L P
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150185106
5402.00000000
NS
USD
215917.94000000
0.031671206523
Long
EC
CORP
US
N
1
N
N
N
Harley Marine Financing Llc
5493005HW7HO5Y757M86
Harley Marine Financing, LLC
41284LAA2
1136663.14000000
PA
USD
1136233.48000000
0.166664637518
Long
ABS-O
CORP
US
N
2
2043-05-15
Fixed
6.68200000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537AU5
200000.00000000
PA
USD
158846.00000000
0.023299798392
Long
DBT
CORP
US
N
2
2062-02-15
Variable
3.87500000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A66D1
774797.14000000
PA
USD
27704.42000000
0.004063730912
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
3.00000000
N
N
N
N
N
N
Trinet Group Inc
5299003FJVBETSFKE990
TriNet Group, Inc.
896288107
408.00000000
NS
USD
38747.76000000
0.005683586594
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
111000.00000000
PA
USD
99574.37000000
0.014605736034
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
240000.00000000
PA
USD
214218.11000000
0.031421872600
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Lowes Cos Inc Discount Commercial Paper 4a2 Yrs 3&4
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661107
2033.00000000
NS
USD
458848.10000000
0.067304610899
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Company
2572IBTT8CCZW6AU4141
Procter & Gamble Company
742718FM6
81000.00000000
PA
USD
65308.37000000
0.009579541533
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
1.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Discount Notes
313588LW3
500000.00000000
PA
USD
494748.84000000
0.072570591813
Long
STIV
USGSE
US
N
2
N
N
N
Astrazeneca Plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc ADR
046353108
1947.00000000
NS
USD
139346.79000000
0.020439621480
Long
EC
CORP
GB
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513CA1
91000.00000000
PA
USD
74913.48000000
0.010988435219
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
2.90000000
N
N
N
N
N
N
Maravai LifeSciences Holdings
N/A
Maravai LifeSciences Holdings, Inc.
56600D107
20156.00000000
NS
USD
250539.08000000
0.036749493556
Long
EC
CORP
US
N
1
N
N
N
Altice France Holding S A
5299000JVHXKJPOE6H40
YPSO Finance BIS SA
02156TAB0
122000.00000000
PA
USD
73874.66000000
0.010836059355
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Charter Communications Operating Llc Charter Communications Operating Capital Corp
N/A
Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation
161175AY0
104000.00000000
PA
USD
101987.27000000
0.014959664263
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
DELTA 2 LUX SARL
549300BBG8Z3D6QSYP53
Delta 2 Lux SARL, Term Loan
N/A
367000.00000000
PA
USD
366816.50000000
0.053805261052
Long
DBT
CORP
US
N
2
2030-01-15
Floating
8.10250000
N
N
N
N
N
N
Regions Financial Corporation New
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAR1
240000.00000000
PA
USD
227171.75000000
0.033321934298
Long
DBT
CORP
US
N
2
2025-06-15
Variable
5.75000000
N
N
N
N
N
Clarus Corporation New
549300PKSLI6PT0ULL72
Clarus Corporation
18270P109
10115.00000000
NS
USD
92451.10000000
0.013560882812
Long
EC
CORP
US
N
1
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
Jacobs Entertainment, Inc.
469815AK0
158000.00000000
PA
USD
141417.90000000
0.020743415378
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.75000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCH6
283000.00000000
PA
USD
266656.75000000
0.039113660495
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corporation
03027XBR0
96000.00000000
PA
USD
84453.99000000
0.012387853269
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc.
88632QAE3
217000.00000000
PA
USD
193212.63000000
0.028340753471
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance, LLC
45344LAC7
87000.00000000
PA
USD
84410.88000000
0.012381529822
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.25000000
N
N
N
N
N
N
Sba Senior Finance II Llc
549300PVT2ADFWMYEW87
SBA Senior Finance II, LLC, Term Loan
N/A
491122.71000000
PA
USD
490901.70000000
0.072006286848
Long
DBT
CORP
US
N
2
2025-04-11
Floating
6.95000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
450.00000000
NS
USD
99909.00000000
0.014654820125
Long
EC
CORP
US
N
1
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services, Inc., Term Loan
N/A
177305.00000000
PA
USD
177083.37000000
0.025974886492
Long
DBT
CORP
US
N
2
2030-06-13
Floating
7.71700000
N
N
N
N
N
N
PETCO HEALTH & WELLNESS
2549007TYGV6RVSE9M61
Petco Health & Wellness Company, Inc., Term Loan
N/A
159072.74000000
PA
USD
157752.44000000
0.023139393173
Long
DBT
CORP
US
N
2
2028-03-04
Floating
8.75350000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJF8
127000.00000000
PA
USD
121452.89000000
0.017814914138
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.54800000
N
N
N
N
N
N
Ss&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
71020.77000000
PA
USD
70938.39000000
0.010405362334
Long
DBT
CORP
US
N
2
2025-04-16
Floating
6.96700000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
3072.00000000
NS
USD
192337.92000000
0.028212449538
Long
EC
CORP
US
N
1
N
N
N
CROWN SUBSEA COMMUNICATIONS
5493003AYLUE132FIO27
Crown Subsea Communications Holding, Inc., Term Loan
N/A
151869.42000000
PA
USD
151553.53000000
0.022230126630
Long
DBT
CORP
US
N
2
2027-04-27
Floating
10.27470000
N
N
N
N
N
N
Advanced Drainage System Inc Del
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
3222.00000000
NS
USD
366599.16000000
0.053773381256
Long
EC
CORP
US
N
1
N
N
N
GO DADDY OPERATING CO LLC
5493005GJOH8HLL11157
Go Daddy Operating Company, LLC, Term Loan
N/A
243775.00000000
PA
USD
244104.10000000
0.035805599869
Long
DBT
CORP
US
N
2
2029-11-10
Floating
8.10250000
N
N
N
N
N
N
Dcert Buyer Inc
549300EF826JEEUCHZ67
Dcert Buyer, Inc., Term Loan
N/A
301661.54000000
PA
USD
298551.41000000
0.043792022858
Long
DBT
CORP
US
N
2
2026-10-16
Floating
9.26370000
N
N
N
N
N
N
Scotts Miracle-Gro Co
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Company
810186AS5
176000.00000000
PA
USD
151230.64000000
0.022182764582
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
O REILLY AUTOMOTIVE INC NEW
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
253.00000000
NS
USD
241690.90000000
0.035451627635
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBR1
89000.00000000
PA
USD
82200.74000000
0.012057342770
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771T32
139000.00000000
PA
USD
138172.07000000
0.020267311575
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Erac Usa Finance Llc
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance, LLC
26884TAL6
123000.00000000
PA
USD
119793.83000000
0.017571560427
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.85000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
185000.00000000
PA
USD
162859.92000000
0.023888566928
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
Invesco Dynamic Credit Opportu
UJGJ6DJQ6L11ZHIVZG65
Invesco Dynamic Credit Opportunities Fund
46091B207
6924.82200000
NS
USD
72495.96000000
0.010633829320
Long
RF
US
N
3
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Laredo Petroleum, Inc.
516806AH9
299000.00000000
PA
USD
246675.00000000
0.036182703804
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
Organon & Company, Term Loan
N/A
450684.87000000
PA
USD
449981.80000000
0.066004087106
Long
DBT
CORP
US
N
2
2028-06-02
Floating
8.25000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8M7
88000.00000000
PA
USD
88064.42000000
0.012917437213
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AV6
360000.00000000
PA
USD
292372.20000000
0.042885645944
Long
DBT
CORP
US
N
2
2027-10-15
Variable
4.45000000
N
N
N
N
N
N
JOHNSON CTLS INTL PLC
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
3288.00000000
NS
USD
224044.32000000
0.032863197607
Long
EC
CORP
IE
N
1
N
N
N
Gmacm Mortgage Loan Tr
N/A
GMAC Mortgage Corporation Loan Trust
36185N6Q8
199175.75600000
PA
USD
175339.26000000
0.025719057504
Long
ABS-CBDO
CORP
US
N
2
2035-05-25
Variable
3.53890000
N
N
N
N
N
N
Iberiabank Lafayette La
COOWI3L2W9TPYR3WJX37
First Horizon Bank, 6.061%
337158208
425.00000000
NS
USD
269739.00000000
0.039565770108
Long
EP
CORP
US
Y
2
N
N
N
Allegheny Technologies Inc
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc.
01741R102
795.00000000
NS
USD
35162.85000000
0.005157745967
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corporation
68902VAH0
122000.00000000
PA
USD
114970.68000000
0.016864092675
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.05600000
N
N
N
N
N
N
Aviation Capital Group Corp
549300ODEK8HY3445C77
Aviation Capital Group, LLC
05367AAH6
96000.00000000
PA
USD
91590.02000000
0.013434578149
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.87500000
N
N
N
N
N
N
ICON LUXEMBOURG SARL
635400PUWMHSPI2DDA35
ICON Luxembourg SARL, Term Loan
N/A
426864.14000000
PA
USD
426620.83000000
0.062577460743
Long
DBT
CORP
US
N
2
2028-07-01
Floating
7.75348000
N
N
N
N
N
N
Nmi Holdings Inc
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209305
362.00000000
NS
USD
9346.84000000
0.001371010208
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYU2
188000.00000000
PA
USD
157160.48000000
0.023052563484
Long
DBT
CORP
US
N
2
2026-11-10
Variable
4.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29273VAN0
210000.00000000
PA
USD
190747.20000000
0.027979120053
Long
DBT
CORP
US
N
2
2026-11-15
Variable
6.50000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions, Inc., Convertible
925550AG0
168000.00000000
PA
USD
173985.00000000
0.025520412370
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.62500000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBS8
50000.00000000
PA
USD
44239.40000000
0.006489109584
Long
DBT
CORP
US
N
2
2033-02-14
Fixed
6.70000000
N
N
N
N
N
N
Usis Merger Subordinated Inc
2549006D7UF7072T7I27
USI, Inc./NY
91739VAA6
78000.00000000
PA
USD
77415.00000000
0.011355362379
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Daimler Finance North America, LLC
233851EC4
150000.00000000
PA
USD
136137.79000000
0.019968919964
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
1.45000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746TG6
220000.00000000
PA
USD
205832.69000000
0.030191885094
Long
DBT
CORP
US
N
2
2027-01-15
Floating
5.76030000
N
N
N
N
N
N
RB Global Inc
5493002H8U24DJXQ4886
RB Global, Inc.
74935Q107
3978.00000000
NS
USD
238680.00000000
0.035009983760
Long
EC
CORP
CA
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
88000.00000000
PA
USD
86895.44000000
0.012745969261
Long
DBT
CORP
US
N
2
2034-04-21
Variable
5.25000000
N
N
N
N
N
N
Bnp Paribas Medium Terminal Nts Book Entry 3a2
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
141000.00000000
PA
USD
134442.20000000
0.019720207971
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
2.81900000
N
N
N
N
N
N
Formfactor Inc
549300YCEEO6SZD1ZR61
FormFactor, Inc.
346375108
1392.00000000
NS
USD
47634.24000000
0.006987070424
Long
EC
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
79000.00000000
PA
USD
77117.85000000
0.011311775918
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings, Inc.
641062BK9
150000.00000000
PA
USD
151114.66000000
0.022165752440
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
5.25000000
N
N
N
N
N
N
Southwest Airls Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BF4
98000.00000000
PA
USD
83295.30000000
0.012217894672
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.62500000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corporation
941848103
676.00000000
NS
USD
180181.04000000
0.026429257936
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom International Finance B V
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
244000.00000000
PA
USD
292210.51000000
0.042861928983
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
Ishares Tr
549300YX74JNY54XCY80
iShares Preferred and Income Securities ETF
464288687
19500.00000000
NS
USD
603135.00000000
0.088468856022
Long
RF
US
N
1
N
N
Liberty Latin America Ltd
213800YWQHEAX7CAVO83
Liberty Latin America, Ltd., Class A
G9001E102
307.00000000
NS
USD
2686.25000000
0.000394023667
Long
EC
CORP
BM
N
1
N
N
N
ENTERGY CORP NEW
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364G103
4528.00000000
NS
USD
440891.36000000
0.064670686080
Long
EC
CORP
US
N
1
N
N
N
Fortress Transportation & Infrastructure Invs Llc
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAB7
219000.00000000
PA
USD
215750.81000000
0.031646691613
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
TASEKO MINES LTD
549300XKUO1JSLU7KX54
Taseko Mines, Ltd.
876511AF3
211000.00000000
PA
USD
192314.08000000
0.028208952646
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corporation
87612EBJ4
177000.00000000
PA
USD
153281.88000000
0.022483643914
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corporation
65249BAA7
276000.00000000
PA
USD
242274.47000000
0.035537226664
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
118000.00000000
PA
USD
115496.02000000
0.016941150429
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661DT1
144000.00000000
PA
USD
140184.29000000
0.020562467388
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
Glacier Bancorp Inc
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
3226.00000000
NS
USD
100554.42000000
0.014749491416
Long
EC
CORP
US
N
1
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert, LLC, Term Loan
N/A
296711.75000000
PA
USD
295786.01000000
0.043386389335
Long
DBT
CORP
US
N
2
2027-09-04
Floating
6.93370000
N
N
N
N
N
N
Crane Co
5493000CQRQOTHUODL75
Crane Company
224408104
1330.00000000
NS
USD
118529.60000000
0.017386121045
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U3D3
62000.00000000
PA
USD
61604.07000000
0.009036188580
Long
DBT
CORP
US
N
2
2034-04-24
Variable
5.38900000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TK4
8460000.00000000
PA
USD
7679102.32000000
1.126383641355
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
Cna Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corporation
126117AS9
126000.00000000
PA
USD
123859.83000000
0.018167968145
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
Cengage Learning Inc
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
12000.00000000
PA
USD
12030.62000000
0.001764671572
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
Crane NXT Co
549300EXNPSXEWUD3N21
Crane NXT Company
224441105
1330.00000000
NS
USD
75065.20000000
0.011010689764
Long
EC
CORP
US
N
1
N
N
N
Icahn Enterprises L P Icahn Enterprises Finance Corp
N/A
Icahn Enterprises, LP/Icahn Enterprises Finance Corporation
451102BW6
93000.00000000
PA
USD
88858.31000000
0.013033886333
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York, NY
25160PAG2
136000.00000000
PA
USD
99738.31000000
0.014629783029
Long
DBT
CORP
DE
N
2
2033-01-07
Variable
3.74200000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage, LP
53227JAD6
96000.00000000
PA
USD
76052.42000000
0.011155496854
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
1695.00000000
NS
USD
190585.80000000
0.027955445630
Long
EC
CORP
US
N
1
N
N
N
Dish Network Corp
529900U350CWHH15G169
DISH Network Corporation
25470M109
20651.00000000
NS
USD
136090.09000000
0.019961923248
Long
EC
CORP
US
N
1
N
N
N
Owl Rock Technology Finance Corp
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AC2
48000.00000000
PA
USD
43467.77000000
0.006375925598
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
Truist Bank Charlotte N C
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
99000.00000000
PA
USD
78656.47000000
0.011537463287
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRETE
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete, LLC, Term Loan
N/A
314882.56000000
PA
USD
314488.96000000
0.046129769492
Long
DBT
CORP
US
N
2
2029-04-01
Floating
9.45250000
N
N
N
N
N
N
Quicken Lns Llcquicken Lns Co-Issuer Inc
N/A
Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.
74841CAA9
240000.00000000
PA
USD
201712.32000000
0.029587502293
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
243681.30000000
PA
USD
207777.30000000
0.030477123759
Long
DBT
CORP
US
N
2
2026-04-12
Floating
10.29910000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AU5
247000.00000000
PA
USD
252196.63000000
0.036992625778
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
1202.00000000
NS
USD
399256.32000000
0.058563588400
Long
EC
CORP
US
N
1
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554102
1469.00000000
NS
USD
71422.78000000
0.010476413473
Long
EC
CORP
US
N
1
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAE5
150000.00000000
PA
USD
152558.10000000
0.022377478647
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
7.12500000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
1536.00000000
NS
USD
197391.36000000
0.028953696615
Long
EC
CORP
US
N
1
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas, LP/Ferrellgas Finance Corporation
315289AA6
196000.00000000
PA
USD
182298.23000000
0.026739810926
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZW7
86000.00000000
PA
USD
84875.57000000
0.012449691333
Long
DBT
CORP
CA
N
2
2028-01-12
Fixed
4.90000000
N
N
N
N
N
N
Columbia Gas System Inc
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAH8
98000.00000000
PA
USD
85811.79000000
0.012587017656
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings, Inc., Term Loan
N/A
150827.77000000
PA
USD
150363.22000000
0.022055529958
Long
DBT
CORP
US
N
2
2027-01-31
Floating
7.84200000
N
N
N
N
N
N
Australia & New Zealand Bkggroup Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group, Ltd.
052528AL0
216000.00000000
PA
USD
197871.11000000
0.029024067151
Long
DBT
CORP
AU
N
2
2030-07-22
Variable
2.95000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corporation
172908105
682.00000000
NS
USD
339008.56000000
0.049726345652
Long
EC
CORP
US
N
1
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II, LLC
77289KAA3
185000.00000000
PA
USD
170654.18000000
0.025031842091
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corporation
92735LAA0
132000.00000000
PA
USD
130975.11000000
0.019211649380
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
SPECTRUM GROUP BUYER INC
254900D4L3B6RODNRE33
Spectrum Group Buyer, Inc., Term Loan
N/A
153828.60000000
PA
USD
145592.62000000
0.021355770327
Long
DBT
CORP
US
N
2
2028-05-19
Floating
11.32380000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
1400.00000000
NS
USD
113358.00000000
0.016627542061
Long
EC
CORP
US
N
1
N
N
N
Amis Holdings Inc
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation
682189105
3140.00000000
NS
USD
296981.20000000
0.043561701814
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
133000.00000000
PA
USD
117035.12000000
0.017166908206
Long
DBT
CORP
FR
N
2
2026-12-14
Variable
1.48800000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137ATX23
144482.61000000
PA
USD
3077.44000000
0.000451404074
Long
ABS-CBDO
USGSE
US
N
2
2027-05-15
Fixed
2.50000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc./PetSmart Finance Corporation
71677KAB4
260000.00000000
PA
USD
258330.31000000
0.037892324274
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc., Convertible
90353TAJ9
426000.00000000
PA
USD
388523.29000000
0.056989249511
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBE4
136000.00000000
PA
USD
109095.46000000
0.016002305526
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
165000.00000000
PA
USD
149985.00000000
0.022000052012
Long
DBT
CORP
GB
N
2
2030-03-22
Variable
4.87500000
N
N
N
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Term Loan
N/A
319320.09000000
PA
USD
245078.17000000
0.035948478095
Long
DBT
CORP
US
N
2
2027-03-15
Floating
7.46697000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II, LLC
55337PAA0
158000.00000000
PA
USD
130350.00000000
0.019119957194
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings, LLC
45074JAA2
265000.00000000
PA
USD
223257.20000000
0.032747741521
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Aercap Ireland Capital Designated ActIVity Company Aercap Global Aviation Tr
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAQ8
90000.00000000
PA
USD
88288.10000000
0.012950246971
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15000000
N
N
N
N
N
N
JANE STREET GROUP LLC
5493002N1IVX6KHGYO08
Jane Street Group, LLC, Term Loan
N/A
199465.65000000
PA
USD
198825.37000000
0.029164039613
Long
DBT
CORP
US
N
2
2028-01-26
Floating
7.96700000
N
N
N
N
N
N
Mkm XxII Corp
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc., Term Loan
N/A
247927.08000000
PA
USD
247540.31000000
0.036309628930
Long
DBT
CORP
US
N
2
2026-12-30
Floating
7.34190000
N
N
N
N
N
N
VERINT SYSTEMS INC
549300KEQJS5FRVUCO94
Verint Systems, Inc., Convertible
92343XAC4
238000.00000000
PA
USD
209737.50000000
0.030764649191
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.25000000
N
N
N
N
Y
Verint Systems Inc
Verint Systems Inc
USD
XXXX
N
N
N
Dish Dbs Corp
N/A
DISH DBS Corporation
25470XAW5
99000.00000000
PA
USD
86587.03000000
0.012700731163
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corporation
00912X302
9264.00000000
NS
USD
387698.40000000
0.056868253259
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
3721.00000000
NS
USD
386128.17000000
0.056637929282
Long
EC
CORP
US
N
1
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163AA1
189000.00000000
PA
USD
156658.32000000
0.022978905811
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XJBQ5
3720127.76000000
PA
USD
3405691.33000000
0.499552531241
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
Laboratory Corporation America Hldgs
OZ7UA8IXAIFILY2VZH07
Laboratory Corporation of America Holdings
50540R409
1759.00000000
NS
USD
424499.47000000
0.062266296091
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group, Inc.
750236AW1
185000.00000000
PA
USD
174473.50000000
0.025592066371
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corporation
45688C107
5211.00000000
NS
USD
303071.76000000
0.044455075397
Long
EC
CORP
US
N
1
N
N
N
Papa Johns International Inc
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813102
2419.00000000
NS
USD
178594.77000000
0.026196581185
Long
EC
CORP
US
N
1
N
N
N
JAZZ FINANCING LUX SARL
635400WUEO2NSG5OIU34
Jazz Financing Lux SARL, Term Loan
N/A
490832.04000000
PA
USD
490041.80000000
0.071880155270
Long
DBT
CORP
US
N
2
2028-05-05
Floating
8.69300000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illumina, Inc.
45232TAA9
193000.00000000
PA
USD
168172.37000000
0.024667806027
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
106000.00000000
PA
USD
97813.58000000
0.014347460396
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
5493005QMH1D47U26R45
AI Aqua Merger Sub, Inc., Term Loan
N/A
486216.09000000
PA
USD
476734.88000000
0.069928273868
Long
DBT
CORP
US
N
2
2028-07-30
Floating
8.89640000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBA4
95000.00000000
PA
USD
84896.82000000
0.012452808318
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership, LP
46188BAA0
145000.00000000
PA
USD
111086.04000000
0.016294287147
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.
25461LAA0
350000.00000000
PA
USD
316972.32000000
0.046494032913
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2L6
196000.00000000
PA
USD
186356.37000000
0.027335065725
Long
DBT
CORP
US
N
2
2031-04-04
Variable
4.47800000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBD6
152000.00000000
PA
USD
70580.61000000
0.010352882562
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Gfl Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
383000.00000000
PA
USD
340864.06000000
0.049998513512
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AT2
513000.00000000
PA
USD
500431.50000000
0.073404133937
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAW1
205000.00000000
PA
USD
143069.50000000
0.020985674843
Long
DBT
CORP
BM
N
2
2026-06-15
Variable
5.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AAKZ7
1070076.45000000
PA
USD
37374.67000000
0.005482179444
Long
ABS-CBDO
USGSE
US
N
2
2027-12-25
Fixed
3.00000000
N
N
N
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Company
153527AN6
350000.00000000
PA
USD
293193.45000000
0.043006108275
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals, Inc.
443628AJ1
280000.00000000
PA
USD
260719.03000000
0.038242705741
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
Healthcare Realty Trust Inc
549300L0I14L7I0VLX84
Healthcare Realty Trust, Inc.
42226K105
18291.00000000
NS
USD
344968.26000000
0.050600524469
Long
EC
CORP
US
N
1
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAB7
355000.00000000
PA
USD
357899.42000000
0.052497288763
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.37500000
N
N
N
N
N
N
Mgic Investment Corporation Wis
254900S8483WM4M98R28
MGIC Investment Corporation
552848103
2728.00000000
NS
USD
43075.12000000
0.006318331036
Long
EC
CORP
US
N
1
N
N
N
Ncr Corporation New
549300YKTY8JX1DV2R67
NCR Corporation
62886EAV0
290000.00000000
PA
USD
290242.44000000
0.042573249166
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
136000.00000000
PA
USD
130354.63000000
0.019120636330
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P Mid-Cap 400 Index
N/A
8.00000000
NC
USD
48918.18000000
0.007175400902
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
S&P Midcap 400 Index
MID
2023-09-18
2066361.82000000
USD
48918.18000000
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AS6H2
624610.20000000
PA
USD
24242.68000000
0.003555957068
Long
ABS-CBDO
USGSE
US
N
2
2027-07-15
Fixed
3.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AF5
191000.00000000
PA
USD
172663.54000000
0.025326578395
Long
DBT
CORP
CH
N
2
2029-01-12
Variable
3.86900000
N
N
N
N
N
N
BLACKROCK INC
N/A
BlackRock, Inc.
09247X101
182.00000000
NS
USD
125787.48000000
0.018450719088
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397B93
168000.00000000
PA
USD
139022.82000000
0.020392101016
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corporation
670001AH9
110000.00000000
PA
USD
90487.28000000
0.013272826392
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
JANUS HENDERSON GROUP PLC
2138009WPYMWJN3RVF44
Janus Henderson Group plc
G4474Y214
988.00000000
NS
USD
26923.00000000
0.003949110913
Long
EC
CORP
JE
N
1
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
145000.00000000
PA
USD
133488.09000000
0.019580257512
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
USI INC/NY
2549006D7UF7072T7I27
USI, Inc./NY, Term Loan
N/A
369210.00000000
PA
USD
368286.98000000
0.054020953531
Long
DBT
CORP
US
N
2
2029-11-22
Floating
8.99190000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370DA5
445000.00000000
PA
USD
350074.56000000
0.051349525140
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBP9
180000.00000000
PA
USD
133654.79000000
0.019604709348
Long
DBT
CORP
US
N
2
2082-01-15
Variable
3.25000000
N
N
N
N
N
N
Panther Bf Aggregator 2 Lp Panther Finance Company Inc
N/A
Clarios Global, LP/Clarios US Finance Company, Inc.
69867DAC2
140000.00000000
PA
USD
140229.04000000
0.020569031394
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC, Term Loan
N/A
331098.65000000
PA
USD
275364.81000000
0.040390973379
Long
DBT
CORP
US
N
2
2026-09-25
Floating
8.46697000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust
91679AAA4
628527.65000000
PA
USD
626360.99000000
0.091875683291
Long
ABS-O
CORP
US
N
2
2033-02-20
Fixed
6.59000000
N
N
N
N
N
N
Bank America Corpo
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHR3
113000.00000000
PA
USD
110754.19000000
0.016245610831
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.45800000
N
N
N
N
N
N
Edgewell Personal Care Co
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035QAA0
200000.00000000
PA
USD
189044.00000000
0.027729291813
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC, Inc.
69370CAB6
160000.00000000
PA
USD
154502.42000000
0.022662674774
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.62500000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Company
57763RAC1
290000.00000000
PA
USD
267670.55000000
0.039262366384
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AL8
100000.00000000
PA
USD
91498.87000000
0.013421208114
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
Huntington Ingalls Inds Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AT3
147000.00000000
PA
USD
136205.33000000
0.019978826845
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
Anheuser-Busch Inbev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AQ3
195000.00000000
PA
USD
194152.99000000
0.028478687057
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty, Inc.
222070203
19160.00000000
NS
USD
235476.40000000
0.034540074325
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFE9
147000.00000000
PA
USD
130622.52000000
0.019159930886
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
AMAZON COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
12977.00000000
NS
USD
1691681.72000000
0.248138719394
Long
EC
CORP
US
N
1
N
N
N
Deutsche Alt-A Secs Inc
N/A
Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
251510EL3
563430.98100000
PA
USD
498674.68000000
0.073146440625
Long
ABS-CBDO
CORP
US
N
2
2035-06-25
Fixed
5.25000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33851MAA0
397417.46000000
PA
USD
341527.45000000
0.050095820673
Long
ABS-CBDO
CORP
US
N
2
2041-09-25
Variable
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QDWK6
2615386.61200000
PA
USD
2337232.92000000
0.342829254959
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
HOLLY NRG PRTNR/FIN CORP
N/A
Holly Energy Partners, LP/Holly Energy Finance Corporation
435765AJ1
158000.00000000
PA
USD
156076.14000000
0.022893510670
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.37500000
N
N
N
N
N
N
National Retail Pptys Inc
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417106
586.00000000
NS
USD
25074.94000000
0.003678034364
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PDH6
83000.00000000
PA
USD
81105.40000000
0.011896676457
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.91200000
N
N
N
N
N
N
Regions Financial Corporation New
CW05CS5KW59QTC0DG824
Regions Financial Corporation, 5.700%
7591EP704
2700.00000000
NS
USD
55215.00000000
0.008099029048
Long
EP
CORP
US
N
1
N
N
N
Anheuser-Busch Inbev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AL4
183000.00000000
PA
USD
176961.12000000
0.025956954656
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed Trust
33835CAB1
600000.00000000
PA
USD
512570.10000000
0.075184644197
Long
ABS-O
CORP
US
N
2
2061-05-25
Variable
3.96700000
N
N
N
N
N
N
CCI BUYER INC
254900TMV7DAFRQALU04
CCI Buyer, Inc., Term Loan
N/A
199469.55000000
PA
USD
195522.05000000
0.028679503080
Long
DBT
CORP
US
N
2
2027-12-17
Floating
9.24190000
N
N
N
N
N
N
Mid-Amer Apartment Cmntys Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
166.00000000
NS
USD
25208.76000000
0.003697663307
Long
EC
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAT0
163000.00000000
PA
USD
158367.24000000
0.023229573071
Long
DBT
CORP
GB
N
2
2026-08-11
Variable
4.71600000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBG9
110000.00000000
PA
USD
105644.00000000
0.015496039569
Long
DBT
CORP
US
N
2
2024-09-16
Variable
4.87500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCB4
125000.00000000
PA
USD
104941.14000000
0.015392942882
Long
DBT
CORP
US
N
2
2082-03-15
Variable
3.80000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAH5
426000.00000000
PA
USD
424027.28000000
0.062197034467
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XJYU1
13212517.35800000
PA
USD
12794168.23000000
1.876670110448
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Company, LLC
92840VAL6
184000.00000000
PA
USD
179391.90000000
0.026313505554
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
QuidelOrtho Corp
549300YU8CMO9HF53113
QuidelOrtho Corporation
219798105
1048.00000000
NS
USD
86837.28000000
0.012737438254
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
183000.00000000
PA
USD
166743.71000000
0.024458247776
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Sculptor CLO Ltd
N/A
Sculptor CLO, Ltd.
81124LAG9
625000.00000000
PA
USD
589150.00000000
0.086417512705
Long
ABS-O
CORP
KY
N
2
2035-01-20
Floating
7.65040000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829BL0
84000.00000000
PA
USD
87933.39000000
0.012898217512
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust, LP
74965LAA9
97000.00000000
PA
USD
88997.50000000
0.013054302956
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.75000000
N
N
N
N
N
N
Square Inc
549300OHIIUWSTIZME52
Block, Inc., Convertible
852234AK9
347000.00000000
PA
USD
266105.63000000
0.039032821287
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.25000000
N
N
N
N
Y
Block Inc
Block Inc
USD
XXXX
N
N
N
Regions Financial Corporation New
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAQ3
85000.00000000
PA
USD
78614.63000000
0.011531326125
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
2.25000000
N
N
N
N
N
N
Msci Inc
549300HTIN2PD78UB763
MSCI, Inc.
55354GAH3
260000.00000000
PA
USD
235305.33000000
0.034514981490
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
FOCUS FINANCIAL PARTNERS LLC
5493007L0E0VKRC2CP39
Focus Financial Partners, LLC, Term Loan
N/A
168152.88000000
PA
USD
166658.00000000
0.024445675689
Long
DBT
CORP
US
N
2
2028-06-30
Floating
8.35250000
N
N
N
N
N
N
POLARIS NEWCO LLC
254900LEPDAG7EDOA064
Polaris Newco, LLC, Term Loan
N/A
447583.33000000
PA
USD
411029.20000000
0.060290454236
Long
DBT
CORP
US
N
2
2028-06-04
Floating
9.53790000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354NAC0
199000.00000000
PA
USD
189171.39000000
0.027747977592
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
Boeing Company Iam Commercial Paper 42
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CT0
255000.00000000
PA
USD
251376.24000000
0.036872289593
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Cco Holdings Llc Cco Holdings Capital Corp
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPBT9
460000.00000000
PA
USD
428372.65000000
0.062834420646
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global, LP/Clarios US Finance Company, Inc.
18060TAC9
287000.00000000
PA
USD
285996.17000000
0.041950399142
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Brothers Discovery, Inc.
934423104
13778.00000000
NS
USD
172776.12000000
0.025343091819
Long
EC
CORP
US
N
1
N
N
N
Indymac Imja Mortgage Loan Trust 2007-A3
N/A
IndyMac IMJA Mortgage Loan Trust
456669AA8
561328.04000000
PA
USD
263730.66000000
0.038684456694
Long
ABS-CBDO
CORP
US
N
2
2037-11-25
Fixed
6.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DQ0
219000.00000000
PA
USD
219436.96000000
0.032187382294
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
Bear Stearns Arm Tr
N/A
Bear Stearns Adjustable Rate Mortgage Trust
07387AEG6
24389.78000000
PA
USD
23053.39000000
0.003381510011
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Floating
5.23000000
N
N
N
N
N
N
Quanta Svcs Inc
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
2169.00000000
NS
USD
426100.05000000
0.062501071857
Long
EC
CORP
US
N
1
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Company
373334KT7
54000.00000000
PA
USD
53303.25000000
0.007818610343
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.95000000
N
N
N
N
N
N
Plexus Corp
549300W7HCBI5YT25I79
Plexus Corporation
729132100
3226.00000000
NS
USD
316922.24000000
0.046486687094
Long
EC
CORP
US
N
1
N
N
N
GIP II BLUE HOLDING LP
N/A
GIP II Blue Holding, LP, Term Loan
N/A
118275.03000000
PA
USD
118444.16000000
0.017373588562
Long
DBT
CORP
US
N
2
2028-09-29
Floating
9.71690000
N
N
N
N
N
N
Blackrock Core Bond Tr
CC8M7XFKTNG56DXMAR33
BlackRock Core Bond Trust
09249E101
10050.00000000
NS
USD
106932.00000000
0.015684965575
Long
RF
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8L9
85000.00000000
PA
USD
84057.67000000
0.012329720385
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.60000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Company
98310WAS7
118000.00000000
PA
USD
117103.10000000
0.017176879626
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505GB4
230000.00000000
PA
USD
196132.50000000
0.028769044913
Long
DBT
CORP
US
N
2
2027-01-27
Variable
4.37500000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384KM0
100000.00000000
PA
USD
99405.45000000
0.014580958564
Long
STIV
USGSE
US
N
2
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAZ6
87000.00000000
PA
USD
83913.58000000
0.012308585022
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAG6
161000.00000000
PA
USD
161464.85000000
0.023683935714
Long
DBT
CORP
US
N
2
2025-06-28
Fixed
5.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKL2
92000.00000000
PA
USD
78671.44000000
0.011539659111
Long
DBT
CORP
US
N
2
2037-03-08
Variable
3.84600000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RGQ9
288000.00000000
PA
USD
273376.62000000
0.040099342327
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc.
60337JAA4
277000.00000000
PA
USD
233134.31000000
0.034196532625
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed Trust
33835JAA8
832580.75600000
PA
USD
753183.27000000
0.110478188584
Long
ABS-O
CORP
US
N
2
2061-06-25
Variable
2.11560000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PDK9
94000.00000000
PA
USD
95362.36000000
0.013987911324
Long
DBT
CORP
US
N
2
2033-09-14
Variable
5.71700000
N
N
N
N
N
N
Whitebox CLO IV Ltd
549300SN372GTCE2YI66
Whitebox CLO IV, Ltd.
96467KAE9
800000.00000000
PA
USD
799172.00000000
0.117223892835
Long
ABS-O
CORP
KY
N
2
2036-04-20
Floating
7.37970000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corporation
032095AM3
83000.00000000
PA
USD
82007.15000000
0.012028946663
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
4.75000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware, Inc.
928563AL9
123000.00000000
PA
USD
96653.40000000
0.014177283242
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
Western Asset High Income Opportunity Fund Inc
549300S7N70O2ERKYG47
Western Asset High Income Opportunity Fund, Inc.
95766K109
42861.00000000
NS
USD
162014.58000000
0.023764571035
Long
RF
US
N
1
N
N
N
Cigna Corporation New
549300VIWYMSIGT1U456
Cigna Group
125523100
1134.00000000
NS
USD
318200.40000000
0.046674169752
Long
EC
CORP
US
N
1
N
N
N
Genworth Mortgage Insurance Co
N/A
Genworth Mortgage Insurance Corporation
89600HAA7
395716.32000000
PA
USD
396514.12000000
0.058161357893
Long
ABS-CBDO
CORP
US
N
2
2034-02-25
Floating
6.96660000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
6699.00000000
NS
USD
318470.46000000
0.046713782607
Long
EC
CORP
US
N
1
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBJ9
104000.00000000
PA
USD
109063.76000000
0.015997655716
Long
DBT
CORP
KY
N
2
2031-07-15
Fixed
8.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWV2
196000.00000000
PA
USD
181943.54000000
0.026687784400
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.81400000
N
N
N
N
N
N
J P Morgan Mortgage Tr
N/A
J.P. Morgan Mortgage Trust
466247E74
316157.97400000
PA
USD
245759.05000000
0.036048350718
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
4.12102000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corporation
57701RAJ1
218000.00000000
PA
USD
203153.52000000
0.029798899933
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos, LLC
857691AH2
216000.00000000
PA
USD
181980.00000000
0.026693132414
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris, Inc., Term Loan
N/A
217649.48000000
PA
USD
217786.60000000
0.031945304714
Long
DBT
CORP
US
N
2
2029-07-06
Floating
7.95176200
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities, LLC
12327AAA6
845363.68000000
PA
USD
807347.68000000
0.118423115325
Long
ABS-O
CORP
US
N
2
2037-06-15
Fixed
4.45500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners, LP
87612BBS0
233000.00000000
PA
USD
215324.62000000
0.031584177348
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BX6
72000.00000000
PA
USD
73080.00000000
0.010719497290
Long
DBT
CORP
KY
N
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Worldwide Holdings, Inc.
18453HAA4
239000.00000000
PA
USD
216986.39000000
0.031827928566
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAG7
44000.00000000
PA
USD
44426.23000000
0.006516514122
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137H8JT9
1494172.59000000
PA
USD
1425581.40000000
0.209106676987
Long
ABS-CBDO
USGSE
US
N
2
2051-01-25
Fixed
4.00000000
N
N
N
N
N
N
Nippon Life Insurance Co
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AD3
480000.00000000
PA
USD
468093.66000000
0.068660765187
Long
DBT
CORP
JP
N
2
2044-10-16
Variable
5.10000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation
428040DB2
221000.00000000
PA
USD
182686.34000000
0.026796739553
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Allied UnIVersal Holdco Llc Allied UnIVersal Finance Corp
N/A
Allied Universal Holdco, LLC/Allied Universal Finance Corporation
019576AA5
150000.00000000
PA
USD
142341.51000000
0.020878892046
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
Jazz Invts I Ltd
N/A
Jazz Investments I, Ltd., Convertible
472145AF8
446000.00000000
PA
USD
453247.50000000
0.066483105473
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
2.00000000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
Camden Property Tr
5493002MYX22OHYJBD89
Camden Property Trust
133131102
1300.00000000
NS
USD
141531.00000000
0.020760005076
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Y37
300000.00000000
PA
USD
298678.95000000
0.043810730639
Long
STIV
UST
US
N
2
N
N
N
Bridge Bancorp Inc
N/A
Dime Community Bancshares, Inc.
25432X102
394.00000000
NS
USD
6946.22000000
0.001018883230
Long
EC
CORP
US
N
1
N
N
N
Hsbc Holdings Plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CN7
360000.00000000
PA
USD
274050.00000000
0.040198114838
Long
DBT
CORP
GB
N
2
2030-12-17
Variable
4.60000000
N
N
N
N
N
Nissan Motor Company Ltd
353800DRBDH1LUTNAY26
Nissan Motor Company, Ltd.
654744AA9
116000.00000000
PA
USD
115179.29000000
0.016894691940
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.04300000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
ICE US mini MSCI Emerging Markets Index
N/A
39.00000000
NC
USD
-20768.28000000
-0.00304632623
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
MSCI Emerging Markets Index
MXEF
2023-09-18
1966673.28000000
USD
-20768.28000000
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corporation, Term Loan
N/A
356196.34000000
PA
USD
353414.45000000
0.051839425822
Long
DBT
CORP
US
N
2
2027-12-15
Floating
8.20250000
N
N
N
N
N
N
Bank America Corpo
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EH3
800000.00000000
PA
USD
790000.00000000
0.115878528451
Long
DBT
CORP
US
N
2
2024-09-05
Variable
6.25000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
Novelis Corporation
670001AE6
160000.00000000
PA
USD
142193.12000000
0.020857125951
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corporation
023608AK8
98000.00000000
PA
USD
83920.26000000
0.012309564855
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corporation
666807CH3
42000.00000000
PA
USD
41219.31000000
0.006046117704
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.70000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONAL
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AU1
297000.00000000
PA
USD
301526.87000000
0.044228468334
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust 2007-Ar4
N/A
Citigroup Mortgage Loan Trust, Inc.
17311WAD9
53890.55400000
PA
USD
53062.11000000
0.007783239523
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Variable
4.52350000
N
N
N
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
78000.00000000
PA
USD
76679.30000000
0.011247448666
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
PRA HEALTH SCIENCES INC
549300R1HR1VWWHIAK47
PRA Health Sciences, Inc., Term Loan
N/A
106353.47000000
PA
USD
106292.85000000
0.015591213978
Long
DBT
CORP
US
N
2
2028-07-01
Floating
7.75350000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZX8
69000.00000000
PA
USD
64771.51000000
0.009500794005
Long
DBT
CORP
CA
N
2
2024-10-07
Fixed
0.75000000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
4832951.25400000
PA
USD
48329512.54000000
7.089054169514
Long
STIV
PF
US
N
2
N
N
N
Us Bancorp Del
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973304
147.00000000
NS
USD
4856.88000000
0.000712415325
Long
EC
CORP
US
N
1
N
N
N
BELRON LUXEMBOURG SARL
N/A
Belron Luxembourg SARL, Term Loan
N/A
150000.00000000
PA
USD
149907.00000000
0.021988610841
Long
DBT
CORP
US
N
2
2029-04-13
Floating
7.83190000
N
N
N
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
114000.00000000
PA
USD
109928.78000000
0.016124538304
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.72000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods, Inc.
82873MAA1
372000.00000000
PA
USD
298051.85000000
0.043718746557
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
19790.00000000
NS
USD
534527.90000000
0.078405451225
Long
EC
CORP
US
N
1
N
N
N
Cohu Inc
529900FJPORJ3JJ2XS33
Cohu, Inc.
192576106
6164.00000000
NS
USD
256175.84000000
0.037576302992
Long
EC
CORP
US
N
1
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550AF2
224000.00000000
PA
USD
190333.55000000
0.027918445175
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.75000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BV2
44000.00000000
PA
USD
43703.56000000
0.006410511672
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Company
244199105
242.00000000
NS
USD
98055.98000000
0.014383016035
Long
EC
CORP
US
N
1
N
N
N
Nextera Energy Partners Lp
5493008F4ZOQFNG3WN54
NextEra Energy Partners, LP, Convertible
65341BAD8
438000.00000000
PA
USD
404055.00000000
0.059267466852
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
Regionalcare Hospital Partners Holdings Inc
549300G8ZVHRTBBBSZ90
LifePoint Health, Inc., Term Loan
N/A
216000.00000000
PA
USD
199620.72000000
0.029280702888
Long
DBT
CORP
US
N
2
2025-11-16
Floating
9.02270000
N
N
N
N
N
N
Babson CLO Ltd
5493000D71NBEM2WZE67
Babson CLO, Ltd.
06760PAJ0
1780000.00000000
PA
USD
1720120.80000000
0.252310211472
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
8.15040000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CR5
175000.00000000
PA
USD
176438.55000000
0.025880303210
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
4.70000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
135000.00000000
PA
USD
120721.04000000
0.017707565149
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corporation
45784P101
818.00000000
NS
USD
235862.12000000
0.034596652383
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VBC4
87000.00000000
PA
USD
85493.54000000
0.012540336211
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
5.10000000
N
N
N
N
N
N
Midwestone Financial Group Inc New
N/A
MidWestOne Financial Group, Inc.
598511103
966.00000000
NS
USD
20643.42000000
0.003028011559
Long
EC
CORP
US
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
315000.00000000
PA
USD
274339.20000000
0.040240535180
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2U7
122000.00000000
PA
USD
100114.97000000
0.014685032151
Long
DBT
CORP
FR
N
2
2033-01-20
Variable
3.13200000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBB2
146000.00000000
PA
USD
121742.51000000
0.017857396087
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.65000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153AZ5
85000.00000000
PA
USD
90185.00000000
0.013228487453
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Columbia Gas System Inc
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
11876.00000000
NS
USD
324808.60000000
0.047643471641
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAN3
129000.00000000
PA
USD
123770.17000000
0.018154816665
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XGNM7
6686961.54200000
PA
USD
5911922.50000000
0.867170733695
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada, Term Loan
N/A
472795.66000000
PA
USD
472119.56000000
0.069251290969
Long
DBT
CORP
US
N
2
2028-08-11
Floating
8.83910000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 4.250%
06055H806
20000.00000000
NS
USD
374000.00000000
0.054858948912
Long
EP
CORP
US
N
1
N
N
Aecom Technology Corp
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
450000.00000000
PA
USD
435406.50000000
0.063866157592
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.12500000
N
N
N
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
NICE, Ltd. ADR
653656108
1248.00000000
NS
USD
257712.00000000
0.037801629524
Long
EC
CORP
IL
N
1
N
N
N
Maximus Inc
549300DQCDS8HJ7QF202
Maximus, Inc.
577933104
3755.00000000
NS
USD
317335.05000000
0.046547238759
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Credit Company Llc
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397XL2
720000.00000000
PA
USD
682849.01000000
0.100161441054
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
Disney Walt Co
549300GZKULIZ0WOW665
Walt Disney Company
254687106
3616.00000000
NS
USD
322836.48000000
0.047354197763
Long
EC
CORP
US
N
1
N
N
N
Hsbc Holdings Plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BT5
273000.00000000
PA
USD
256915.08000000
0.037684735958
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
4.58300000
N
N
N
N
N
N
Cvs Health Corp
549300EJG376EN5NQE29
CVS Health Corporation
126650100
2060.00000000
NS
USD
142407.80000000
0.020888615574
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2A0
196000.00000000
PA
USD
182543.17000000
0.026775739137
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400000
N
N
N
N
N
N
Valero Energy Corporation New
549300XTO5VR8SKV1V74
Valero Energy Corporation
91913Y100
1294.00000000
NS
USD
151786.20000000
0.022264255057
Long
EC
CORP
US
N
1
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc., Term Loan
N/A
378654.76000000
PA
USD
375231.72000000
0.055039619673
Long
DBT
CORP
US
N
2
2025-10-02
Floating
8.94820000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
169328.78000000
PA
USD
159922.57000000
0.023457711490
Long
DBT
CORP
US
N
2
2027-07-31
Floating
8.78790000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corporation
615369AZ8
94000.00000000
PA
USD
89289.42000000
0.013097122273
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
4.25000000
N
N
N
N
N
N
Credit Acceptance Corporation Michigan
N/A
Credit Acceptance Corporation
225310AN1
310000.00000000
PA
USD
300944.84000000
0.044143095195
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
5.12500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89115A2M3
87000.00000000
PA
USD
86421.56000000
0.012676459745
Long
DBT
CORP
CA
N
2
2028-01-10
Fixed
5.15600000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873AAB4
1150000.00000000
PA
USD
1026102.68000000
0.150510466580
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
4.94870000
N
N
N
N
N
N
Volkswagen Group America Finance Llc
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BE1
56000.00000000
PA
USD
53633.41000000
0.007867038767
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AR9
196000.00000000
PA
USD
187729.31000000
0.027536450873
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.20000000
N
N
N
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
1779.00000000
NS
USD
353362.77000000
0.051831845312
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
31325VQ72
1357263.37800000
PA
USD
145044.97000000
0.021275440104
Long
ABS-CBDO
USGSE
US
N
2
2035-08-15
Fixed
3.50000000
N
N
N
N
N
N
Archrock Partners L P Archrock Partners Finance Corp
N/A
Archrock Partners, LP/Archrock Partners Finance Corporation
03959KAC4
340000.00000000
PA
USD
319212.40000000
0.046822611614
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Eurex Euro STOXX 50 Index
N/A
-147.00000000
NC
-180846.68000000
-0.02652689513
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
EURO STOXX 50 Price EUR
SX5E
2023-09-18
-6931590.85000000
EUR
-180846.68000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XHQG5
5231370.39800000
PA
USD
4833668.07000000
0.709010560727
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States Cellular Corp
549300B164AZXESI6E03
United States Cellular Corporation
911684AD0
250000.00000000
PA
USD
214932.50000000
0.031526660527
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.70000000
N
N
N
N
N
N
Acrisure Llc
549300R0Z1Q47XRTGO22
Acrisure, LLC, Term Loan
N/A
233192.32000000
PA
USD
225947.03000000
0.033142290309
Long
DBT
CORP
US
N
2
2027-02-15
Floating
8.69300000
N
N
N
N
N
N
Hsbc Holdings Plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
141000.00000000
PA
USD
133937.12000000
0.019646121988
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.63300000
N
N
N
N
N
N
Carval CLO LTD
254900QBAWTE1ZDDLS52
CarVal CLO, Ltd.
14686FAG3
1250000.00000000
PA
USD
1171237.50000000
0.171799086034
Long
ABS-O
CORP
XX
N
2
2034-04-21
Floating
8.75550000
N
N
N
N
N
N
Symantec Corp
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
668771108
3167.00000000
NS
USD
58747.85000000
0.008617233427
Long
EC
CORP
US
N
1
N
N
N
Colgate PalmolIVe Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Company
194162103
2288.00000000
NS
USD
176267.52000000
0.025855216242
Long
EC
CORP
US
N
1
N
N
N
Tallgrass Energy Partners Lp Tallgrass Energy Finance Corp
N/A
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation
87470LAD3
317000.00000000
PA
USD
289732.47000000
0.042498445909
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAE0
173000.00000000
PA
USD
154023.73000000
0.022592459720
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
LIVe Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc., Convertible
538034AU3
337000.00000000
PA
USD
357725.50000000
0.052471777885
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
M & T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corporation
55261F104
1673.00000000
NS
USD
207050.48000000
0.030370512579
Long
EC
CORP
US
N
1
N
N
N
BLACK KNIGHT INFOSERV LLC
549300H5PS5C68DAUX66
Black Knight InfoServ, LLC
092174AA9
334000.00000000
PA
USD
300105.68000000
0.044020005795
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAG6
124000.00000000
PA
USD
95851.99000000
0.014059731076
Long
DBT
CORP
US
N
2
2026-08-10
Variable
3.65000000
N
N
N
N
N
N
Credit Suisse Group Ag
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
110000.00000000
PA
USD
4106.28000000
0.000602316055
Long
DBT
CORP
CH
N
2
2025-09-12
Variable
7.25000000
Y
Y
N
N
N
N
Vodafone Group Plc New
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBQ2
220000.00000000
PA
USD
225577.00000000
0.033088013686
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.00000000
N
N
N
N
N
N
Blackrock Credit Allocation Income Tr
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
20506.00000000
NS
USD
208135.90000000
0.030529723810
Long
RF
US
N
1
N
N
N
Servicenow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
763.00000000
NS
USD
428783.11000000
0.062894627609
Long
EC
CORP
US
N
1
N
N
N
1011778 British Columbia Unlimited Liability Co
549300RHSHNRWI5LLA86
1011778 B.C., ULC, Term Loan
N/A
617203.09000000
PA
USD
612314.84000000
0.089815370390
Long
DBT
CORP
US
N
2
2026-11-19
Floating
6.94300000
N
N
N
N
N
N
Takeda Pharmaceutical Company Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Company, Ltd.
874060AW6
161000.00000000
PA
USD
160047.62000000
0.023476054035
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Company
277432100
2247.00000000
NS
USD
188118.84000000
0.027593587788
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVIII, Ltd.
55819BBA7
500000.00000000
PA
USD
477210.50000000
0.069998038609
Long
ABS-O
CORP
KY
N
2
2030-10-21
Floating
7.16140000
N
N
N
N
N
N
Southern Co
549300FC3G3YU2FBZD92
Southern Company
842587DC8
92000.00000000
PA
USD
90319.49000000
0.013248214673
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
4.47500000
N
N
N
N
N
N
FORTREA HOLDINGS INC
5493000FIVFABOVCDU97
Fortrea Holdings, Inc.
34965KAA5
70000.00000000
PA
USD
71677.90000000
0.010513834904
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A65L4
1148287.69400000
PA
USD
39848.57000000
0.005845055256
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
3.00000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
356000.00000000
PA
USD
336000.95000000
0.049285184359
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
ON ASSIGNMENT INC
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
4084.00000000
NS
USD
308872.92000000
0.045305999301
Long
EC
CORP
US
N
1
N
N
N
Edgewell Personal Care Co
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035Q102
419.00000000
NS
USD
17308.89000000
0.002538897091
Long
EC
CORP
US
N
1
N
N
N
Ellington Residential Mortgage Reit
549300KA3MR2ZCRGA787
Ellington Residential Mortgage REIT
288578107
1020.00000000
NS
USD
7354.20000000
0.001078726422
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Company
311900104
7378.00000000
NS
USD
435228.22000000
0.063840007182
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Ufj Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BS2
134000.00000000
PA
USD
122687.48000000
0.017996005875
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
Ferguson Plc New
213800DU1LGY3R2S2X42
Ferguson plc
G3421J106
972.00000000
NS
USD
152905.32000000
0.022428409460
Long
EC
CORP
JE
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
3137HAAG1
650000.00000000
PA
USD
636227.41000000
0.093322906368
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
4.20000000
N
N
N
N
N
N
Chobani Llc
549300ISVDMZ91KNTR38
Chobani, LLC, Term Loan
N/A
155568.24000000
PA
USD
154530.60000000
0.022666808264
Long
DBT
CORP
US
N
2
2027-10-23
Floating
8.71700000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BC8
180000.00000000
PA
USD
132750.00000000
0.019471993230
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.40000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAT0
140000.00000000
PA
USD
138624.82000000
0.020333721706
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAZ4
133000.00000000
PA
USD
121702.53000000
0.017851531753
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XCJ2
133000.00000000
PA
USD
141178.44000000
0.020708290982
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
Harvest Midstream I L P
549300DW5M17KJOXCY66
Harvest Midstream, LP
417558AA1
453000.00000000
PA
USD
449122.55000000
0.065878050871
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Company
476556DD4
185000.00000000
PA
USD
152591.15000000
0.022382326476
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
NORTHWESTERN CORP
3BPWMBHR1R9SHUN7J795
NorthWestern Corporation
668074305
1705.00000000
NS
USD
96775.80000000
0.014195237080
Long
EC
CORP
US
N
1
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EUY3
184000.00000000
PA
USD
164880.83000000
0.024184997405
Long
DBT
CORP
US
N
2
2029-07-18
Fixed
2.80000000
N
N
N
N
N
N
Scripps Escrow II Inc
N/A
Scripps Escrow II, Inc.
81105DAA3
111000.00000000
PA
USD
89625.84000000
0.013146468924
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
COTY/HFC PRESTIGE/INT US
N/A
Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC
222070AG9
348000.00000000
PA
USD
320856.00000000
0.047063697626
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.75000000
N
N
N
N
N
N
Biomarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc., Convertible
09061GAK7
463000.00000000
PA
USD
465456.15000000
0.068273890785
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
NUVEEN PFD INCOME OPPORTUNITIES FD
SQSNUOAGTXNFWCFS1I50
Nuveen Preferred Income Opportunities Fund
67073B106
6800.00000000
NS
USD
44064.00000000
0.006463381617
Long
RF
US
N
1
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BU6
138000.00000000
PA
USD
140019.35000000
0.020538273712
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
10.50000000
N
N
N
N
N
N
HOWDEN GROUP HOLDINGS LTD
N/A
Howden Group Holdings, Ltd., Term Loan
N/A
102213.73000000
PA
USD
101475.75000000
0.014884633650
Long
DBT
CORP
US
N
2
2027-11-12
Floating
8.50000000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909AU2
303000.00000000
PA
USD
299704.88000000
0.043961215777
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership, LP
11120VAK9
159000.00000000
PA
USD
133563.18000000
0.019591271840
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
WELLTOWER OP LLC
N/A
Welltower OP, LLC
95040QAN4
97000.00000000
PA
USD
80638.31000000
0.011828162910
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
Boeing Company Iam Commercial Paper 42
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CY9
196000.00000000
PA
USD
194108.63000000
0.028472180258
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Ss&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
82677.92000000
PA
USD
82582.01000000
0.012113268095
Long
DBT
CORP
US
N
2
2025-04-16
Floating
6.96700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QNPB2
7028101.88800000
PA
USD
6202624.90000000
0.909811450568
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HCN3
135000.00000000
PA
USD
114625.64000000
0.016813481627
Long
DBT
CORP
US
N
2
2030-03-01
Variable
3.27300000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc., Convertible
00971TAJ0
207000.00000000
PA
USD
220842.88000000
0.032393605004
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.12500000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAN1
207000.00000000
PA
USD
170288.53000000
0.024978207934
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867229AC0
87000.00000000
PA
USD
93744.22000000
0.013750559828
Long
DBT
CORP
CA
N
2
2032-02-01
Fixed
7.15000000
N
N
N
N
N
N
Progyny Inc
N/A
Progyny, Inc.
74340E103
4932.00000000
NS
USD
194024.88000000
0.028459895667
Long
EC
CORP
US
N
1
N
N
N
NEW ENTERPRISE STONE & LIME
549300O5DQ5Y61B8VF38
New Enterprise Stone and Lime Company, Inc.
644274AH5
370000.00000000
PA
USD
336711.21000000
0.049389366491
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP, Inc.
263534CQ0
72000.00000000
PA
USD
70688.35000000
0.010368686046
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
Nextera Energy Operating Partners Lp
549300KJEC5IUVJWR786
NextEra Energy Operating Partners, LP
65342QAL6
420000.00000000
PA
USD
390316.89000000
0.057252337775
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.87500000
N
N
N
N
N
N
INTERDIGITAL INC
N/A
InterDigital, Inc., Convertible
45867GAD3
478000.00000000
PA
USD
644385.17000000
0.094519500323
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.50000000
N
N
N
N
N
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
Whitebox CLO III Ltd
549300JXCQSPB1A61C68
Whitebox CLO III, Ltd.
96467HAG1
725000.00000000
PA
USD
698937.70000000
0.102521357158
Long
ABS-O
CORP
KY
N
2
2034-10-15
Floating
7.46020000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACZ6
170000.00000000
PA
USD
167290.72000000
0.024538484123
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.95000000
N
N
N
N
N
N
Cadence Design System Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
291.00000000
NS
USD
68245.32000000
0.010010338297
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp, 4.000%
902973718
9000.00000000
NS
USD
151470.00000000
0.022217874309
Long
EP
CORP
US
N
1
N
N
N
Home Depot Inc
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
2465.00000000
NS
USD
765727.60000000
0.112318212003
Long
EC
CORP
US
N
1
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan
N/A
165304.14000000
PA
USD
161750.10000000
0.023725776664
Long
DBT
CORP
US
N
2
2026-07-14
Floating
9.87970000
N
N
N
N
N
N
Pimco Dynamic Income Fd
F0MWMXS5YG3P711FB044
Pimco Dynamic Income Fund
72201Y101
8534.00000000
NS
USD
160012.50000000
0.023470902574
Long
RF
US
N
1
N
N
N
Cedar Fair L P Canadas Wonderland Company Magnum Management Corporation Millennium Operations
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150190AE6
276000.00000000
PA
USD
251023.41000000
0.036820535895
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
Cnh Industrial N V
549300WGC2HZ5J67V817
CNH Industrial NV
N20944109
15496.00000000
NS
USD
223142.40000000
0.032730902464
Long
EC
CORP
NL
N
1
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AM4
195000.00000000
PA
USD
189439.50000000
0.027787304418
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
Gci Llc
549300N3IE9H88Q20221
GCI, LLC
36166TAB6
290000.00000000
PA
USD
247254.00000000
0.036267632498
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 B.C., ULC/New Red Finance, Inc.
68245XAJ8
440000.00000000
PA
USD
406196.43000000
0.059581575405
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAK8
98000.00000000
PA
USD
81636.77000000
0.011974618702
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
2939.00000000
NS
USD
337838.05000000
0.049554653277
Long
EC
CORP
US
N
1
N
N
N
Mpt Operating Partnership L P Mpt Finance Corp
N/A
MPT Operating Partnership, LP/MPT Finance Corporation
55342UAJ3
2000.00000000
PA
USD
1511.92000000
0.000221770968
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CY3
255000.00000000
PA
USD
253195.34000000
0.037139118240
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
4.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A73W0
1329347.75000000
PA
USD
37694.45000000
0.005529085312
Long
ABS-CBDO
USGSE
US
N
2
2027-08-25
Fixed
3.00000000
N
N
N
N
N
N
Marriott International Inc New
225YDZ14ZO8E1TXUSU86
Marriott International, Inc./MD
571903202
150.00000000
NS
USD
27553.50000000
0.004041593713
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599EC5
137000.00000000
PA
USD
139268.31000000
0.020428109902
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
Proofpoint, Inc., Term Loan
N/A
330483.63000000
PA
USD
323047.75000000
0.047385187202
Long
DBT
CORP
US
N
2
2028-08-31
Floating
8.46700000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849AP1
98000.00000000
PA
USD
93467.20000000
0.013709926068
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BF1
181000.00000000
PA
USD
168719.15000000
0.024748008637
Long
DBT
CORP
US
N
2
2027-09-15
Variable
6.20000000
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Company
025816DB2
46000.00000000
PA
USD
47101.03000000
0.006908858284
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
5.85000000
N
N
N
N
N
N
Zions Bancorporation
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
7280.00000000
NS
USD
195540.80000000
0.028682253362
Long
EC
CORP
US
N
1
N
N
N
L3harris Technologies Inc Iam Commercial Paper 3a3
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
889.00000000
NS
USD
174039.53000000
0.025528410922
Long
EC
CORP
US
N
1
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings, Inc.
74168LAA4
237000.00000000
PA
USD
203073.45000000
0.029787155131
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CT4
117000.00000000
PA
USD
94630.73000000
0.013880594605
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.80400000
N
N
N
N
N
N
Novo-Nordisk As Vormals Novoindustri As
549300DAQ1CVT6CXN342
Novo Nordisk AS ADR
670100205
638.00000000
NS
USD
103247.54000000
0.015144522786
Long
EC
CORP
DK
N
1
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corporation
59001A102
779.00000000
NS
USD
110828.33000000
0.016256485811
Long
EC
CORP
US
N
1
N
N
N
Avantor Inc
N/A
Avantor, Inc.
05352A100
7582.00000000
NS
USD
155734.28000000
0.022843366070
Long
EC
CORP
US
N
1
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAU5
98000.00000000
PA
USD
83338.23000000
0.012224191716
Long
DBT
CORP
BM
N
2
2028-01-26
Fixed
2.85000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677AAB0
237000.00000000
PA
USD
218707.89000000
0.032080441080
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LBC9
98000.00000000
PA
USD
94091.36000000
0.013801478907
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
Barings CLO Ltd. 2016-II
549300Z33CTC4YAKLT16
Barings CLO, Ltd.
06761CAS8
400000.00000000
PA
USD
379083.60000000
0.055604619909
Long
ABS-O
CORP
US
N
2
2032-01-20
Floating
8.40040000
N
N
N
N
N
N
Windstream Holdings, Inc.
N/A
Windstream Services, LLC
N/A
4674.00000000
NS
USD
44403.00000000
0.006513106707
Long
EC
CORP
US
N
2
N
N
N
RLG HOLDINGS LLC
254900Y6CDN3X5BPSO77
RLG Holdings, LLC, Term Loan
N/A
160445.33000000
PA
USD
152182.40000000
0.022322370339
Long
DBT
CORP
US
N
2
2028-07-08
Floating
9.46700000
N
N
N
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
Methanex Corporation
59151KAK4
274000.00000000
PA
USD
266999.49000000
0.039163934175
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
4.25000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EP1
141000.00000000
PA
USD
131490.71000000
0.019287278455
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
3.35000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Company
532457CF3
176000.00000000
PA
USD
178307.02000000
0.026154373531
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
4.70000000
N
N
N
N
N
N
J.P. Morgan
N/A
ICE mini MSCI EAFE Index
N/A
132.00000000
NC
USD
116944.08000000
0.017153554305
N/A
DE
CORP
US
N
1
J.P. Morgan
N/A
Long
MSCI EAFE Index
MXEA
2023-09-18
14109355.92000000
USD
116944.08000000
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AE8
185000.00000000
PA
USD
171569.19000000
0.025166057297
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Nep Group Inc
N/A
NEP Group, Inc., Term Loan
N/A
165701.12000000
PA
USD
148426.78000000
0.021771489682
Long
DBT
CORP
US
N
2
2025-10-20
Floating
8.46700000
N
N
N
N
N
N
American Electric Power Company Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537AK7
139000.00000000
PA
USD
135178.78000000
0.019828250764
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corporation
103304BV2
270000.00000000
PA
USD
241205.61000000
0.035380444482
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
2200000.00000000
PA
USD
2259812.50000000
0.331473097565
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Sm Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454LAP5
226000.00000000
PA
USD
219502.50000000
0.032196995811
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BR2
282000.00000000
PA
USD
300446.18000000
0.044069950907
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
9.25000000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
064058100
5698.00000000
NS
USD
253674.96000000
0.037209469708
Long
EC
CORP
US
N
1
N
N
N
Oci N V
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
108000.00000000
PA
USD
102987.11000000
0.015106322476
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
Hilton Worldwide Finance Llc
549300406TN7EY0NPH20
Hilton Worldwide Finance, LLC, Term Loan
N/A
372000.00000000
PA
USD
371434.56000000
0.054482645859
Long
DBT
CORP
US
N
2
2026-06-21
Floating
6.93920000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BX9
136000.00000000
PA
USD
112047.98000000
0.016435386124
Long
DBT
CORP
US
N
2
2031-12-13
Fixed
2.07600000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CG3
131000.00000000
PA
USD
115976.64000000
0.017011648579
Long
DBT
CORP
GB
N
2
2028-01-12
Variable
2.60800000
N
N
N
N
N
N
Sba Communications Corporation New
5299001HX8ZN8Y8QIT49
SBA Communications Corporation
78410G104
814.00000000
NS
USD
188652.64000000
0.027671886470
Long
EC
CORP
US
N
1
N
N
N
Wamu Mortgage Pass-Through Ctfs
N/A
WaMu Mortgage Pass-Through Certificates
929227L95
147918.33000000
PA
USD
141045.78000000
0.020688832190
Long
ABS-CBDO
CORP
US
N
2
2033-05-25
Variable
2.42210000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
Nesco Holdings II, Inc.
64083YAA9
295000.00000000
PA
USD
264025.00000000
0.038727630980
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
OXFORD INDS INC
IDZ20O0XD3GS4UOI2L88
Oxford Industries, Inc.
691497309
115.00000000
NS
USD
11318.30000000
0.001660187276
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology, Inc., Convertible
595017AF1
135000.00000000
PA
USD
341387.67000000
0.050075317507
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
1.62500000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
Everi Holdings Inc
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034T103
12151.00000000
NS
USD
175703.46000000
0.025772478972
Long
EC
CORP
US
N
1
N
N
N
CORNERSTONE ONDEMAND INC
549300Z402F16H5EGH48
Cornerstone OnDemand, Inc., Term Loan
N/A
271934.68000000
PA
USD
253070.57000000
0.037120816767
Long
DBT
CORP
US
N
2
2028-10-15
Floating
9.25350000
N
N
N
N
N
N
RAND PARENT LLC
N/A
Rand Parent, LLC
753272AA1
202000.00000000
PA
USD
182881.25000000
0.026825329280
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.50000000
N
N
N
N
N
N
Enterprise Prods Operating Llc
5493004LGN656HWLDA30
Enterprise Products Operating, LLC
29379VBM4
215000.00000000
PA
USD
211414.91000000
0.031010694510
Long
DBT
CORP
US
N
2
2077-08-16
Floating
8.30430000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York, NY
251526CE7
332000.00000000
PA
USD
295387.42000000
0.043327923484
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners, LLC
69362NAC0
1250000.00000000
PA
USD
1095668.13000000
0.160714443766
Long
ABS-O
CORP
US
N
2
2052-01-25
Variable
5.43800000
N
N
N
N
N
N
Chevron Corporation New
N/A
Chevron Corporation
166764100
431.00000000
NS
USD
67817.85000000
0.009947636279
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
787.00000000
NS
USD
346665.63000000
0.050849497555
Long
EC
CORP
US
N
1
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO, Ltd.
54303PBC8
1550000.00000000
PA
USD
1541926.05000000
0.226172305892
Long
ABS-O
CORP
US
N
2
2029-04-15
Floating
7.56030000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAV2
98000.00000000
PA
USD
93251.87000000
0.013678341102
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
46656RAM2
766647.31000000
PA
USD
742989.34000000
0.108982925790
Long
ABS-CBDO
CORP
US
N
2
2053-10-25
Variable
5.00000000
N
N
N
N
N
N
Hughes Satellite System Corp
N/A
Hughes Satellite Systems Corporation
444454AF9
150000.00000000
PA
USD
140250.00000000
0.020572105842
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
360000.00000000
PA
USD
301500.00000000
0.044224526997
Long
DBT
CORP
US
N
2
2026-02-18
Variable
3.87500000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887CJ6
147000.00000000
PA
USD
128565.41000000
0.018858190532
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
R1 RCM Inc
N/A
R1 RCM, Inc.
77634L105
5530.00000000
NS
USD
102028.50000000
0.014965711949
Long
EC
CORP
US
N
1
N
N
N
Boeing Company Iam Commercial Paper 42
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023BX2
147000.00000000
PA
USD
133718.76000000
0.019614092576
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBF2
87000.00000000
PA
USD
86054.61000000
0.012622634902
Long
DBT
CORP
US
N
2
2029-03-09
Variable
6.49900000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537AX9
44000.00000000
PA
USD
44733.01000000
0.006561513129
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.62500000
N
N
N
N
N
N
Marriott International Inc New
225YDZ14ZO8E1TXUSU86
Marriott International, Inc./MD
571903BE2
146000.00000000
PA
USD
139792.24000000
0.020504960835
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corporation
666807102
480.00000000
NS
USD
218784.00000000
0.032091605023
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, 4.250%
95002Y400
15500.00000000
NS
USD
264430.00000000
0.038787037061
Long
EP
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Industries, Inc.
776696106
185.00000000
NS
USD
88948.00000000
0.013047042213
Long
EC
CORP
US
N
1
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic, Inc., Term Loan
N/A
199982.28000000
PA
USD
180284.03000000
0.026444364683
Long
DBT
CORP
US
N
2
2028-06-02
Floating
8.75000000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc.
12597YAA7
250000.00000000
PA
USD
196250.00000000
0.028786280010
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAX9
98000.00000000
PA
USD
91578.71000000
0.013432919180
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc., 4.750%
00206R706
21875.00000000
NS
USD
461125.00000000
0.067638590420
Long
EP
CORP
US
N
1
N
N
N
Crown Holdings Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Company, Inc.
228255AH8
244000.00000000
PA
USD
252240.80000000
0.036999104708
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.37500000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
275000.00000000
PA
USD
241333.18000000
0.035399156664
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494103
4233.00000000
NS
USD
216052.32000000
0.031690917607
Long
EC
CORP
US
N
1
N
N
N
GRINDING MEDIA INC
254900IYFJ03EGFQ8C34
Grinding Media, Inc., Term Loan
N/A
170166.03800000
PA
USD
165168.26000000
0.024227158121
Long
DBT
CORP
US
N
2
2028-10-12
Floating
9.19900000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZK3
92000.00000000
PA
USD
83475.71000000
0.012244357514
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.64000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group, Inc., Term Loan
N/A
374123.81000000
PA
USD
370337.68000000
0.054321753656
Long
DBT
CORP
US
N
2
2028-02-19
Floating
7.44300000
N
N
N
N
N
N
Prime Security Svcs Borrower Llc Prime Finance Inc
N/A
Prime Security Services Borrower, LLC/Prime Finance, Inc.
74166MAE6
213000.00000000
PA
USD
199538.72000000
0.029268674990
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Genworth Mortgage Holdings, Inc.
37255LAA5
149000.00000000
PA
USD
146366.69000000
0.021469312217
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
220000.00000000
PA
USD
189030.27000000
0.027727277873
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
Zimmer Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
1989.00000000
NS
USD
289598.40000000
0.042478780296
Long
EC
CORP
US
N
1
N
N
N
Marsh & Mclennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748102
220.00000000
NS
USD
41377.60000000
0.006069335947
Long
EC
CORP
US
N
1
N
N
N
Emerald Holding Inc
N/A
Emerald Holding, Inc.
29103W104
547.00000000
NS
USD
2242.70000000
0.000328963007
Long
EC
CORP
US
N
1
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corporation
171779309
7685.00000000
NS
USD
326535.65000000
0.047896798239
Long
EC
CORP
US
N
1
N
N
N
Aegon Funding Company Llc
KEIOKM01PSK5VZ5CCI74
Aegon Funding Corporation II, 5.100%
00775V104
7525.00000000
NS
USD
159605.25000000
0.023411166459
Long
EP
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918104
11500.00000000
NS
USD
3916210.00000000
0.574436268237
Long
EC
CORP
US
N
1
N
N
N
MH SUB I LLC
N/A
MH Sub I, LLC, Term Loan
N/A
394525.00000000
PA
USD
377954.95000000
0.055439067629
Long
DBT
CORP
US
N
2
2028-05-03
Floating
9.35250000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corporation
581557BR5
95000.00000000
PA
USD
84372.99000000
0.012375972053
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corporation
62886EBA5
293000.00000000
PA
USD
259381.33000000
0.038046489655
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
H & E Equipment Svcs Inc
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030AJ7
486000.00000000
PA
USD
420769.23000000
0.061719138215
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Eaton Corporation Plc
549300VDIGTMXUNT7H71
Eaton Corporation plc
G29183103
450.00000000
NS
USD
90495.00000000
0.013273958774
Long
EC
CORP
IE
N
1
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094104
1344.00000000
NS
USD
524213.76000000
0.076892555826
Long
EC
CORP
US
N
1
N
N
N
Wellpoint Inc
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
767.00000000
NS
USD
340770.43000000
0.049984779706
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Partners L P
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAG6
97000.00000000
PA
USD
89022.37000000
0.013057950930
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3132DNNA7
9149315.35500000
PA
USD
8349245.15000000
1.224681318561
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Bank America Corpo
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, Convertible, 7.250%
060505682
550.00000000
NS
USD
644501.00000000
0.094536490462
Long
EP
CORP
US
N
1
N
N
N
Ssr Mining Inc
549300JD2KR7AB9DYJ38
SSR Mining, Inc.
784730103
1438.00000000
NS
USD
20390.84000000
0.002990962700
Long
EC
CORP
CA
N
1
N
N
N
Nippon Life Insurance Co
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AG6
363000.00000000
PA
USD
317565.40000000
0.046581026884
Long
DBT
CORP
JP
N
2
2050-01-23
Variable
3.40000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
16662.00000000
NS
USD
2015602.14000000
0.295651911300
Long
EC
CORP
US
N
1
N
N
N
Schneider National Inc Wis
529900V6GZ6G6E3BLV72
Schneider National, Inc.
80689H102
7191.00000000
NS
USD
206525.52000000
0.030293510563
Long
EC
CORP
US
N
1
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc., Convertible
462222AB6
282000.00000000
PA
USD
262260.00000000
0.038468737812
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.12500000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.700%
74460W594
958.00000000
NS
USD
21564.58000000
0.003163128857
Long
EP
CORP
US
N
1
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT Asset Securitization, LLC
91790CAB2
250000.00000000
PA
USD
227111.00000000
0.033313023386
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
4.82620000
N
N
N
N
N
N
MERCK & CO INC NEW
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
7183.00000000
NS
USD
828846.37000000
0.121576579326
Long
EC
CORP
US
N
1
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc.
82453AAA5
100000.00000000
PA
USD
93777.00000000
0.013755368053
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.62500000
N
N
N
N
N
N
Comcast Corporation New
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030N101
19904.00000000
NS
USD
827011.20000000
0.121307393505
Long
EC
CORP
US
N
1
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEZ2
83000.00000000
PA
USD
79951.23000000
0.011727380861
Long
DBT
CORP
US
N
2
2033-01-28
Fixed
4.55000000
N
N
N
N
N
N
MAGENTA BUYER LLC
N/A
Magenta Buyer, LLC, Term Loan
N/A
267641.42000000
PA
USD
200618.66000000
0.029427082405
Long
DBT
CORP
US
N
2
2028-07-27
Floating
10.03000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818FJ2
98000.00000000
PA
USD
89497.91000000
0.013127703937
Long
DBT
CORP
US
N
2
2027-02-05
Fixed
2.15000000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384JQ3
1400000.00000000
PA
USD
1395685.26000000
0.204721460899
Long
STIV
USGSE
US
N
2
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc./SkyMiles IP, Ltd.
830867AA5
185580.93000000
PA
USD
181533.31000000
0.026627611174
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAW7
105000.00000000
PA
USD
100800.79000000
0.014785629382
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc., Convertible
538034AZ2
424000.00000000
PA
USD
467248.00000000
0.068536722356
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.12500000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
Bristol Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122108
168.00000000
NS
USD
10743.60000000
0.001575889314
Long
EC
CORP
US
N
1
N
N
N
SEALED AIR/SEALED AIR US
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corporation
812127AA6
241000.00000000
PA
USD
239223.32000000
0.035089678851
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BT6
105000.00000000
PA
USD
99727.68000000
0.014628223802
Long
DBT
CORP
GB
N
2
2025-07-26
Variable
6.00000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
54930063NKPB83QNUF90
Anchorage Capital CLO 21, Ltd.
03331KAE9
875000.00000000
PA
USD
842478.00000000
0.123576089737
Long
ABS-O
CORP
KY
N
2
2034-10-20
Floating
7.65040000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Trust
12664AAF6
572346.71000000
PA
USD
558600.09000000
0.081936400534
Long
ABS-CBDO
CORP
US
N
2
2067-08-25
Variable
6.39200000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte, Ltd.
716973AE2
88000.00000000
PA
USD
87668.44000000
0.012859354201
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
Pebblebrook Hotel Tr
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust, Convertible
70509VAA8
590000.00000000
PA
USD
498033.32000000
0.073052364862
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.75000000
N
N
N
N
Y
Pebblebrook Hotel Trust
Pebblebrook Hotel Trust
USD
XXXX
N
N
N
General Mtrs Financial Company Inc
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBW5
233000.00000000
PA
USD
229345.80000000
0.033640827608
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
Chart Inds Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc., Convertible
16115QAE0
189000.00000000
PA
USD
518143.50000000
0.076002159881
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.00000000
N
N
N
N
Y
Chart Industries Inc
Chart Industries Inc
USD
XXXX
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
150000.00000000
PA
USD
136980.00000000
0.020092456743
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
PINE STREET TRUST I
N/A
Pine Street Trust I
722844AA5
98000.00000000
PA
USD
89778.86000000
0.013168914155
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.57200000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
4160.00000000
NS
USD
320611.20000000
0.047027789950
Long
EC
CORP
US
N
1
N
N
N
EDELMAN FINANCIAL CENTER
549300Z31KZXNP05U733
Edelman Financial Engines Center, LLC, Term Loan
N/A
102478.48000000
PA
USD
99750.50000000
0.014631571078
Long
DBT
CORP
US
N
2
2028-04-07
Floating
8.94300000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
1563.00000000
NS
USD
177384.87000000
0.026019111019
Long
EC
CORP
US
N
1
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust, LP
74965LAB7
217000.00000000
PA
USD
181734.50000000
0.026657122061
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.00000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AN1
114000.00000000
PA
USD
95045.97000000
0.013941502707
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp, Inc.
204149108
574.00000000
NS
USD
20417.18000000
0.002994826295
Long
EC
CORP
US
N
1
N
N
N
Builders Firstsource Inc
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAN7
185000.00000000
PA
USD
172977.72000000
0.025372662846
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
Blackstone Strategic Credit Fd
549300YESIF051NRED20
Blackstone Strategic Credit 2027 Term Fund
09257R101
16086.00000000
NS
USD
175819.98000000
0.025789570322
Long
RF
US
N
1
N
N
N
Littelfuse Inc
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
843.00000000
NS
USD
245574.33000000
0.036021255678
Long
EC
CORP
US
N
1
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corporation, Term Loan
N/A
365017.16000000
PA
USD
364170.32000000
0.053417114920
Long
DBT
CORP
US
N
2
2025-06-23
Floating
8.21700000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAA1
273000.00000000
PA
USD
238490.21000000
0.034982145044
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corporation, 5.875%
87161C709
2675.00000000
NS
USD
55238.75000000
0.008102512738
Long
EP
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
06406RBK2
127000.00000000
PA
USD
122483.93000000
0.017966148819
Long
DBT
CORP
US
N
2
2030-07-26
Variable
4.59600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
196000.00000000
PA
USD
175462.76000000
0.025737172692
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
253000.00000000
PA
USD
203757.72000000
0.029887525005
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Packaging Coordinators Midco Inc
549300SL20D7D39KSB12
Packaging Coordinators Midco, Inc., Term Loan
N/A
151226.46000000
PA
USD
148840.11000000
0.021832117621
Long
DBT
CORP
US
N
2
2027-11-30
Floating
9.00348000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BS4
98000.00000000
PA
USD
80543.47000000
0.011814251620
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
84000.00000000
PA
USD
61904.66000000
0.009080279626
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AQGC6
703173.24000000
PA
USD
23644.41000000
0.003468201818
Long
ABS-CBDO
USGSE
US
N
2
2027-05-15
Fixed
3.00000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AW6
230000.00000000
PA
USD
216050.55000000
0.031690657981
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136BPCE9
998286.02000000
PA
USD
971312.63000000
0.142473769912
Long
ABS-CBDO
USGSE
US
N
2
2046-01-25
Fixed
4.50000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA, LLC/Ashton Woods Finance Company
045086AM7
180000.00000000
PA
USD
153401.40000000
0.022501175309
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Bp Capital Mkts America Inc
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAE0
235000.00000000
PA
USD
227816.55000000
0.033416514646
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
4.23400000
N
N
N
N
N
N
CROWN SUBSEA COMMUNICATIONS
5493003AYLUE132FIO27
Crown Subsea Communications Holding, Inc., Term Loan
N/A
225736.00000000
PA
USD
225596.04000000
0.033090806505
Long
DBT
CORP
US
N
2
2027-04-27
Floating
10.52474000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Company
040555DG6
87000.00000000
PA
USD
87062.93000000
0.012770536976
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.55000000
N
N
N
N
N
N
Schwab Charles Corporation New
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BF1
169000.00000000
PA
USD
149290.43000000
0.021898171316
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.90000000
N
N
N
N
N
N
Ventas Realty, LP
32SXKSJ72K64GM3HOU64
Ventas Realty, LP, Convertible
92277GAY3
186000.00000000
PA
USD
189255.00000000
0.027760241648
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
Y
Ventas Inc
Ventas Inc
USD
XXXX
N
N
N
BANK5 2023-5YR1
N/A
BANK5 2023-5YR1
06644EAM0
1000000.00000000
PA
USD
1001280.80000000
0.146869551482
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
6.41160000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LW9
391000.00000000
PA
USD
368064.60000000
0.053988334459
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.07500000
N
N
N
N
N
N
Mortgageit Trust 2007-1
N/A
MortgageIT Trust
61915YAA9
1271071.24000000
PA
USD
1027619.28000000
0.150732924018
Long
ABS-CBDO
CORP
US
N
2
2047-06-25
Floating
5.61043000
N
N
N
N
N
N
Calix Inc
5299002RQRZ4SXSCSJ58
Calix, Inc.
13100M509
1964.00000000
NS
USD
98023.24000000
0.014378213677
Long
EC
CORP
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
240000.00000000
PA
USD
223216.38000000
0.032741753975
Long
DBT
CORP
US
N
2
2025-10-15
Variable
4.87500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CFV8
2200000.00000000
PA
USD
2248125.00000000
0.329758755411
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
4752.00000000
NS
USD
340765.92000000
0.049984118172
Long
EC
CORP
US
N
1
N
N
N
BROOKFIELD WEC HOLDINGS
5493002M6GRSU1IWMG57
Brookfield WEC Holdings, Inc., Term Loan
N/A
369160.29000000
PA
USD
368134.02000000
0.053998517101
Long
DBT
CORP
US
N
2
2025-08-01
Floating
7.94300000
N
N
N
N
N
N
Nuveen Credit Strategies Income Fd
W4CSTD4RDGQSJ4FOVO30
Nuveen Credit Strategies Income Fund
67073D102
45650.00000000
NS
USD
230532.50000000
0.033814894759
Long
RF
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corporation
03027XBY5
127000.00000000
PA
USD
126116.45000000
0.018498972961
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.50000000
N
N
N
N
N
N
Mr Cooper Group Inc
549300KD8C6DPXYC2M26
Mr. Cooper Group, Inc.
62482R107
56.00000000
NS
USD
2835.84000000
0.000415965779
Long
EC
CORP
US
N
1
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368DH72
92000.00000000
PA
USD
72255.59000000
0.010598571445
Long
DBT
CORP
CA
N
2
2037-01-10
Variable
3.08800000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
799.00000000
NS
USD
227595.15000000
0.033384039322
Long
EC
CORP
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International, LLC/EMC Corporation
24703TAG1
62000.00000000
PA
USD
61547.96000000
0.009027958270
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Csx Corp
549300JVQR4N1MMP3Q88
CSX Corporation
126408HM8
98000.00000000
PA
USD
94865.37000000
0.013915011995
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
55000.00000000
PA
USD
56290.80000000
0.008256829201
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc.
931142FC2
129000.00000000
PA
USD
125427.60000000
0.018397931285
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel, Inc.
577081BE1
272000.00000000
PA
USD
250293.69000000
0.036713499339
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corporation
62954WAC9
117000.00000000
PA
USD
104711.43000000
0.015359248633
Long
DBT
CORP
JP
N
2
2026-04-03
Fixed
1.16200000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBT1
93000.00000000
PA
USD
87679.17000000
0.012860928095
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.50000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Company
341081GN1
85000.00000000
PA
USD
83403.03000000
0.012233696689
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.40000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AE9
8000.00000000
PA
USD
7843.23000000
0.001150458165
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807DK0
159000.00000000
PA
USD
135050.40000000
0.019809419770
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.65000000
N
N
N
N
N
N
Dominion Energy Midstream Partners Lp
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDB2
110000.00000000
PA
USD
106238.21000000
0.015583199291
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.07100000
N
N
N
N
N
N
NECESS RETAIL/AFIN OP LP
N/A
Necessity Retail REIT, Inc./American Finance Operating Partner, LP
02608AAA7
287000.00000000
PA
USD
220773.85000000
0.032383479567
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.50000000
N
N
N
N
N
N
Janus International Group Inc
N/A
Janus International Group, Inc.
47103N106
19732.00000000
NS
USD
210343.12000000
0.030853482551
Long
EC
CORP
US
N
1
N
N
N
Miller Inds Inc Tenn
549300F1O74SPUJ7UU94
Miller Industries, Inc.
600551204
5228.00000000
NS
USD
185437.16000000
0.027200234457
Long
EC
CORP
US
N
1
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR, LP
98372MAA3
97000.00000000
PA
USD
95213.26000000
0.013966041085
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.37500000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BD8
73000.00000000
PA
USD
72484.20000000
0.010632104344
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
4.20000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group, Inc.
031921AB5
180000.00000000
PA
USD
162536.96000000
0.023841194612
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
375000.00000000
PA
USD
347921.25000000
0.051033674008
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 4.200%
48128B523
17000.00000000
NS
USD
327930.00000000
0.048101323841
Long
EP
CORP
US
N
1
N
N
Enterprise Financial Svcs Corp
5493001XTU5DLD632129
Enterprise Financial Services Corporation
293712105
919.00000000
NS
USD
35932.90000000
0.005270698196
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340AU1
120000.00000000
PA
USD
99462.27000000
0.014589293017
Long
DBT
CORP
US
N
2
2025-07-01
Variable
5.62500000
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Company, Convertible
345370CZ1
695000.00000000
PA
USD
761372.50000000
0.111679398612
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
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BP9
180000.00000000
PA
USD
161595.00000000
0.023703026335
Long
DBT
CORP
US
N
2
2030-03-15
Variable
6.25000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
3879.00000000
NS
USD
422539.47000000
0.061978799995
Long
EC
CORP
US
N
1
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
4986.00000000
NS
USD
204575.58000000
0.030007490085
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBK1
111000.00000000
PA
USD
103951.69000000
0.015247808692
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.08300000
N
N
N
N
N
N
Owl Rock Technology Finance Corp
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AE8
147000.00000000
PA
USD
128643.06000000
0.018869580364
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
3.75000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAU2
87000.00000000
PA
USD
85738.43000000
0.012576257088
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.12500000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Company
13645RBE3
185000.00000000
PA
USD
166290.39000000
0.024391754036
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc., Term Loan
N/A
268327.50000000
PA
USD
250550.80000000
0.036751212666
Long
DBT
CORP
US
N
2
2029-03-30
Floating
9.84190000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136BNTZ9
1034225.45100000
PA
USD
997651.41000000
0.146337186453
Long
ABS-CBDO
USGSE
US
N
2
2052-06-25
Fixed
4.50000000
N
N
N
N
N
N
GREENBRIER COS INC
5493001GAGGFR30BP390
Greenbrier Companies, Inc., Convertible
393657AM3
337000.00000000
PA
USD
331776.50000000
0.048665534930
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.87500000
N
N
N
N
Y
Greenbrier Cos Inc/The
Greenbrier Cos Inc/The
USD
XXXX
N
N
N
Verisign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
513.00000000
NS
USD
115922.61000000
0.017003723368
Long
EC
CORP
US
N
1
N
N
N
HARBOR FREIGHT TOOLS
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc., Term Loan
N/A
307423.46000000
PA
USD
302855.15000000
0.044423302678
Long
DBT
CORP
US
N
2
2027-10-19
Floating
7.96700000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
224000.00000000
PA
USD
185004.51000000
0.027136772627
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AD4
195000.00000000
PA
USD
206698.70000000
0.030318912897
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Albertsons Cos Inc Safeway Inc New Albertsons L P Albertsons Llc
N/A
Albertsons Companies, Inc./Safeway, Inc.
013092AC5
364000.00000000
PA
USD
344891.49000000
0.050589263717
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Perrigo Finance Unlimited Co
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Company
71429MAB1
445000.00000000
PA
USD
423047.30000000
0.062053289353
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.37500000
N
N
N
N
N
N
TrustCo Bank Corp NY
N/A
TrustCo Bank Corporation NY
898349204
200.00000000
NS
USD
5722.00000000
0.000839312582
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140KYBS2
5585320.98500000
PA
USD
4582878.69000000
0.672224352745
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BG6
244000.00000000
PA
USD
256495.97000000
0.037623260199
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
Allianzgi DIVidend Interest & Premium Strategy Fd
549300535GECAFITZP67
Virtus Dividend, Interest & Premium Strategy Fund
92840R101
12871.00000000
NS
USD
157154.91000000
0.023051746468
Long
RF
US
N
1
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AV7
48000.00000000
PA
USD
39723.86000000
0.005826762583
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.10000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BK0
440000.00000000
PA
USD
357610.00000000
0.052454836151
Long
DBT
CORP
US
N
2
2026-06-01
Variable
4.00000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty, LP
84861TAH1
218000.00000000
PA
USD
182686.28000000
0.026796730752
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.10000000
N
N
N
N
N
N
Cooper-Standard Holdings Inc
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
15068.00000000
NS
USD
214869.68000000
0.031517445983
Long
EC
CORP
US
N
1
N
N
N
Stratus CLO
N/A
Stratus CLO, Ltd.
86317EAC0
950000.00000000
PA
USD
952517.50000000
0.139716868638
Long
ABS-O
CORP
JE
N
2
2031-10-20
Floating
8.09840000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XJQS5
2495270.02000000
PA
USD
2225933.59000000
0.326503682076
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive plc
47010BAM6
305000.00000000
PA
USD
260229.93000000
0.038170963730
Long
DBT
CORP
GB
N
2
2029-07-15
Fixed
5.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX, LP
55336VBV1
43000.00000000
PA
USD
41189.04000000
0.006041677650
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.00000000
N
N
N
N
N
N
Nexstar Broadcasting Inc
5493006PK6I4I2OOT688
Nexstar Media, Inc., Term Loan
N/A
324761.56000000
PA
USD
324180.24000000
0.047551302739
Long
DBT
CORP
US
N
2
2026-09-18
Floating
7.71700000
N
N
N
N
N
N
Srm Escrow Issuer Llc
549300S7RFWHQFOIOY93
SRM Escrow Issuer, LLC
85236FAA1
435000.00000000
PA
USD
410224.05000000
0.060172353480
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31418DXK3
7214387.26500000
PA
USD
5911364.03000000
0.867088816377
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
5734.00000000
NS
USD
64450.16000000
0.009453657847
Long
EC
CORP
US
N
1
N
N
N
Unitedhealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
1332.00000000
NS
USD
640212.48000000
0.093907443137
Long
EC
CORP
US
N
1
N
N
N
Global Pmts Inc
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
98000.00000000
PA
USD
85180.10000000
0.012494360305
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
823.00000000
NS
USD
24903.98000000
0.003652957664
Long
EC
CORP
US
N
1
N
N
N
Pgim High Yield Bond Fund Inc
P63V0W84H2Z3IOKHSM44
PGIM High Yield Bond Fund, Inc.
69346H100
18673.00000000
NS
USD
231918.66000000
0.034018219039
Long
RF
US
N
1
N
N
N
TELESAT CANADA/TELESAT LLC
N/A
Telesat Canada/Telesat, LLC
87952VAP1
150000.00000000
PA
USD
90049.50000000
0.013208612085
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
3m Co
LUZQVYP4VS22CLWDAR65
3M Company
88579Y101
837.00000000
NS
USD
83775.33000000
0.012288306279
Long
EC
CORP
US
N
1
N
N
N
TRACTOR SUPPLY CO
549300OJ9VZHZRO6I137
Tractor Supply Company
892356AB2
88000.00000000
PA
USD
87318.03000000
0.012807955473
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCW4
178000.00000000
PA
USD
163433.63000000
0.023972719675
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.94700000
N
N
N
N
N
N
Kla Corp
549300H0BF5JCG96TJ81
KLA Corporation
482480100
127.00000000
NS
USD
61597.54000000
0.009035230748
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
92000.00000000
PA
USD
76472.94000000
0.011217179434
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.94300000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding, LLC/NXP USA, Inc.
62954HAW8
56000.00000000
PA
USD
53074.23000000
0.007785017305
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AV9
210000.00000000
PA
USD
149100.00000000
0.021870238724
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
Kb Home
549300LGUCWQURMWLG09
KB Home
48666KAY5
240000.00000000
PA
USD
220128.28000000
0.032288786274
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.80000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAB9
79000.00000000
PA
USD
80090.20000000
0.011747765214
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Euro Foreign Exchange Currency
N/A
-51.00000000
NC
USD
-76824.16000000
-0.01126869697
N/A
DFE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
N/A
Spot Exchange Rate between US Dollar and Euro
2023-09-19
-6905713.34000000
USD
-76824.16000000
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global, Convertible, 5.750%
92556H305
4698.00000000
NS
USD
106456.68000000
0.015615244838
Long
EP
CORP
US
N
1
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAH4
80000.00000000
PA
USD
80115.41000000
0.011751463059
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
5.35000000
N
N
N
N
N
N
Metlife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAP3
182000.00000000
PA
USD
181644.46000000
0.026643914843
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
2190.00000000
NS
USD
127939.80000000
0.018766425005
Long
EC
CORP
US
N
1
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corporation, Term Loan
N/A
389052.62000000
PA
USD
376894.73000000
0.055283552776
Long
DBT
CORP
US
N
2
2027-05-10
Floating
8.59150000
N
N
N
N
N
N
Amc Networks Inc
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAD5
120000.00000000
PA
USD
118141.33000000
0.017329168949
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
Nextera Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBP4
87000.00000000
PA
USD
87327.11000000
0.012809287342
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television, Inc.
389375AL0
270000.00000000
PA
USD
183095.10000000
0.026856697157
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent, LP
02666TAC1
97000.00000000
PA
USD
77020.45000000
0.011297489122
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
PROGRESS SOFTWARE CORP
549300R65B3JG6972S24
Progress Software Corporation, Convertible
743312AB6
220000.00000000
PA
USD
240900.00000000
0.035335617093
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.00000000
N
N
N
N
Y
Progress Software Corp
Progress Software Corp
USD
XXXX
N
N
N
Forward Air Corp
N/A
Forward Air Corporation
349853101
4973.00000000
NS
USD
527685.03000000
0.077401727547
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
158000.00000000
PA
USD
133473.93000000
0.019578180500
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384LX5
300000.00000000
PA
USD
296808.60000000
0.043536384556
Long
STIV
USGSE
US
N
2
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corporation, 4.750%
89832Q695
7400.00000000
NS
USD
148592.00000000
0.021795724429
Long
EP
CORP
US
N
1
N
N
N
Tennant Co
JYAIRLT8DVP6DP8UT336
Tennant Company
880345103
3218.00000000
NS
USD
261011.98000000
0.038285676140
Long
EC
CORP
US
N
1
N
N
N
Badger Infrastructure Solutions Ltd.
254900BS2WTIBXVDKM03
Badger Infrastructure Solutions, Ltd.
056533953
14270.00000000
NS
289762.60000000
0.042502865428
Long
EC
CORP
CA
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCJ3
97000.00000000
PA
USD
83190.05000000
0.012202456425
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.06900000
N
N
N
N
N
N
First Trust High Income Long Short Fd
JUEVI6DHENZLPUBV7E49
First Trust High Income Long/Short Fund
33738E109
16734.00000000
NS
USD
191436.96000000
0.028080295210
Long
RF
US
N
1
N
N
N
Blackstone Mortgage Trust Inc
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
09257W100
2799.00000000
NS
USD
58247.19000000
0.008543795776
Long
EC
CORP
US
N
1
N
N
N
VERTIV GROUP CORP
549300ZT8RQ5VK10E643
Vertiv Group Corporation, Term Loan
N/A
248091.61000000
PA
USD
246928.06000000
0.036219823071
Long
DBT
CORP
US
N
2
2027-03-02
Floating
7.94300000
N
N
N
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos, Inc.
83570H108
16899.00000000
NS
USD
275960.67000000
0.040478375126
Long
EC
CORP
US
N
1
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc., Term Loan
N/A
124473.75000000
PA
USD
122529.47000000
0.017972828703
Long
DBT
CORP
US
N
2
2026-08-12
Floating
6.96700000
N
N
N
N
N
N
Wells Fargo Bank Na Sioux Falls S D
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, Convertible, 7.500%
949746804
653.00000000
NS
USD
752256.00000000
0.110342175061
Long
EP
CORP
US
N
1
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners, LLC
442722AA2
289000.00000000
PA
USD
275272.50000000
0.040377433193
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
Chl Mortgage Pass-Through Trust 2007-18
N/A
CHL Mortgage Pass-Through Trust
12544JAB2
738105.29000000
PA
USD
411803.04000000
0.060403962388
Long
ABS-CBDO
CORP
US
N
2
2037-11-25
Fixed
6.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corporation
89832QAF6
50000.00000000
PA
USD
43250.00000000
0.006343982728
Long
DBT
CORP
US
N
2
2030-03-01
Variable
5.10000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan
N/A
708732.77000000
PA
USD
708052.39000000
0.103858315214
Long
DBT
CORP
US
N
2
2028-08-24
Floating
8.49190000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MF5
141000.00000000
PA
USD
137837.10000000
0.020218177612
Long
DBT
CORP
US
N
2
2025-04-24
Variable
3.35200000
N
N
N
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
111000.00000000
PA
USD
110928.96000000
0.016271246389
Long
DBT
CORP
US
N
2
2023-11-10
Floating
5.55616000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBN4
190000.00000000
PA
USD
186315.60000000
0.027329085513
Long
DBT
CORP
CA
N
2
2083-01-15
Variable
7.37500000
N
N
N
N
N
N
Connectone Bancorp Inc New
549300E2M5ZYAZKUK134
ConnectOne Bancorp, Inc.
20786W107
277.00000000
NS
USD
4595.43000000
0.000674065400
Long
EC
CORP
US
N
1
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance, LLC
12116LAE9
200000.00000000
PA
USD
198770.00000000
0.029155917848
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
9.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Company
025816CS6
135000.00000000
PA
USD
122905.29000000
0.018027954612
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
Gorman Rupp Co
254900WVLPOIWPGJPA07
Gorman-Rupp Company
383082104
73.00000000
NS
USD
2104.59000000
0.000308704800
Long
EC
CORP
US
N
1
N
N
N
Dewolf Park clo, ltd
N/A
Dewolf Park CLO, Ltd.
25211AAL3
700000.00000000
PA
USD
647385.20000000
0.094959549768
Long
ABS-O
CORP
KY
N
2
2030-10-15
Floating
8.11030000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corporation
526057BV5
110000.00000000
PA
USD
107477.21000000
0.015764937894
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
4.75000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BQ2
272000.00000000
PA
USD
223742.87000000
0.032818980414
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
1.40000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
1671.00000000
NS
USD
744213.27000000
0.109162453900
Long
EC
CORP
US
N
1
N
N
N
Apple Incorporation
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
13979.00000000
NS
USD
2711506.63000000
0.397728352115
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZU1
185000.00000000
PA
USD
178860.97000000
0.026235627849
Long
DBT
CORP
US
N
2
2028-08-23
Variable
4.48200000
N
N
N
N
N
N
Bcp Cc Holdings Merger Subordinated Inc
549300ZKYR56QRODD510
First Eagle Holdings, Inc., Term Loan
N/A
102184.15000000
PA
USD
100395.93000000
0.014726243836
Long
DBT
CORP
US
N
2
2027-02-02
Floating
8.03790000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Company
842587DJ3
317000.00000000
PA
USD
269767.00000000
0.039569877195
Long
DBT
CORP
US
N
2
2051-09-15
Variable
3.75000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
62000.00000000
PA
USD
59657.57000000
0.008750672686
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corporation
131347CM6
191000.00000000
PA
USD
172918.28000000
0.025363944087
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232AF8
185000.00000000
PA
USD
169989.10000000
0.024934287038
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
Barclays Plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBL8
134000.00000000
PA
USD
125502.27000000
0.018408884006
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
2.85200000
N
N
N
N
N
N
Froneri International Ltd
N/A
Froneri U.S., Inc., Term Loan
N/A
379069.06000000
PA
USD
376510.34000000
0.055227169805
Long
DBT
CORP
US
N
2
2027-01-31
Floating
7.45250000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
7573786.00000000
PA
USD
7573786.00000000
1.110935666439
Long
STIV
PF
US
N
2
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corporation
87161C501
653.00000000
NS
USD
19753.25000000
0.002897439926
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAR0
224000.00000000
PA
USD
191873.42000000
0.028144315896
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CHC8
552000.00000000
PA
USD
532335.00000000
0.078083792966
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
National Retail Pptys Inc
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AN6
98000.00000000
PA
USD
81412.92000000
0.011941784008
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
Natwest Group Plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BM2
146000.00000000
PA
USD
137048.26000000
0.020102469234
Long
DBT
CORP
GB
N
2
2029-11-01
Variable
3.75400000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
109000.00000000
PA
USD
107192.74000000
0.015723211356
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JAG7
900000.00000000
PA
USD
805176.45000000
0.118104635658
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.96800000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corporation
458140CF5
174000.00000000
PA
USD
175067.31000000
0.025679167421
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
5.12500000
N
N
N
N
N
N
Tetra Tech Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
855.00000000
NS
USD
177412.50000000
0.026023163834
Long
EC
CORP
US
N
1
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
AstraZeneca Finance, LLC
04636NAE3
195000.00000000
PA
USD
168954.96000000
0.024782597644
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F052672
6450000.00000000
PA
USD
6418757.81000000
0.941514189252
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
5.50000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs, Inc., Term Loan
N/A
152354.42000000
PA
USD
152579.90000000
0.022380676307
Long
DBT
CORP
US
N
2
2029-02-19
Floating
8.86298200
N
N
N
N
N
N
Tri Continental Corp
6QVMFZKY1QSOOIHD7Y77
Tri-Continental Corporation
895436103
2061.00000000
NS
USD
56512.62000000
0.008289366132
Long
RF
US
N
1
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular, Inc.
733174700
387.00000000
NS
USD
23421.24000000
0.003435466867
Long
EC
CORP
PR
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
200000.00000000
PA
USD
175842.80000000
0.025792917598
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAN1
190000.00000000
PA
USD
167228.50000000
0.024529357588
Long
DBT
CORP
US
N
2
2026-06-01
Variable
3.65000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CX5
200000.00000000
PA
USD
177462.15000000
0.026030446579
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.25100000
N
N
N
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI Corporation, Convertible, 7.250
902681113
748.00000000
NS
USD
49682.16000000
0.007287462773
Long
EP
CORP
US
N
1
N
N
N
Procter & Gamble Company
2572IBTT8CCZW6AU4141
Procter & Gamble Company
742718109
1468.00000000
NS
USD
222754.32000000
0.032673978237
Long
EC
CORP
US
N
1
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings, LLC
35906ABG2
116000.00000000
PA
USD
89993.43000000
0.013200387643
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group, Inc.
02376RAE2
67000.00000000
PA
USD
63567.17000000
0.009324139389
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group, Ltd.
G0450A105
5922.00000000
NS
USD
443261.70000000
0.065018371537
Long
EC
CORP
BM
N
1
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International, Ltd.
44332PAG6
293000.00000000
PA
USD
262844.91000000
0.038554533394
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
Axalta Coating System Ltd
529900AGLPA40GV6H619
Axalta Coating Systems, Ltd.
G0750C108
7817.00000000
NS
USD
256475.77000000
0.037620297229
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140X8TA5
3968787.35800000
PA
USD
3264304.46000000
0.478813667395
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22303XAA3
180000.00000000
PA
USD
155700.00000000
0.022838337822
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
ALLIANT ENERGY CORP
5493009ML300G373MZ12
Alliant Energy Corporation, Convertible
018802AB4
224000.00000000
PA
USD
222432.00000000
0.032626699798
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.87500000
N
N
N
N
Y
Alliant Energy Corp
Alliant Energy Corp
USD
XXXX
N
N
N
Best Buy Company Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Company, Inc.
08652BAB5
98000.00000000
PA
USD
78941.44000000
0.011579263165
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.95000000
N
N
N
N
N
N
BELLRING BRANDS INC
549300S3BOK5CMTS8054
BellRing Brands, Inc.
07831CAA1
162000.00000000
PA
USD
163012.50000000
0.023910947619
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.00000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb, Ltd.
H1467J104
1809.00000000
NS
USD
348341.04000000
0.051095249512
Long
EC
CORP
CH
N
1
N
N
N
Discover Bank Greenwood Del
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
196000.00000000
PA
USD
179204.24000000
0.026285979270
Long
DBT
CORP
US
N
2
2028-08-09
Variable
4.68200000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Company
144577AJ2
225000.00000000
PA
USD
223312.50000000
0.032755853018
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.25000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien, Ltd.
67077MAE8
188000.00000000
PA
USD
180371.06000000
0.026457130389
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
4.00000000
N
N
N
N
N
N
Discover Financial Svcs
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
1494.00000000
NS
USD
174573.90000000
0.025606793212
Long
EC
CORP
US
N
1
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA, Term Loan
N/A
305545.90000000
PA
USD
304018.17000000
0.044593896407
Long
DBT
CORP
US
N
2
2029-02-01
Floating
9.44350000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAM5
338000.00000000
PA
USD
301306.37000000
0.044196125023
Long
DBT
CORP
US
N
2
2027-01-28
Variable
1.12200000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAD1
134000.00000000
PA
USD
132264.19000000
0.019400733802
Long
DBT
CORP
FI
N
2
2027-09-22
Fixed
5.37500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corporation
03027XAW0
126000.00000000
PA
USD
114947.81000000
0.016860738065
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
J P Morgan Mortgage Tr
N/A
J.P. Morgan Mortgage Trust
466247MQ3
67053.11000000
PA
USD
67010.56000000
0.009829221624
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Fixed
6.50000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364GAN3
97000.00000000
PA
USD
82665.82000000
0.012125561487
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Virgin Media Investment Holdings Ltd
N/A
Virgin Media Bristol, LLC, Term Loan
N/A
377000.00000000
PA
USD
373324.25000000
0.054759828766
Long
DBT
CORP
US
N
2
2028-01-31
Floating
7.69330000
N
N
N
N
N
N
Metlife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBT4
130000.00000000
PA
USD
119559.37000000
0.017537169440
Long
DBT
CORP
US
N
2
2028-03-15
Variable
5.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC, Term Loan
N/A
240100.30000000
PA
USD
209144.17000000
0.030677618549
Long
DBT
CORP
US
N
2
2027-04-15
Floating
7.69330000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
549300C2AFWPAYWS5574
TK Elevator U.S. Newco, Inc., Term Loan
N/A
253726.59000000
PA
USD
251222.31000000
0.036849710882
Long
DBT
CORP
US
N
2
2027-07-31
Floating
8.60230000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZZ4
50000.00000000
PA
USD
52124.10000000
0.007645650639
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
10922.00000000
NS
USD
109001.56000000
0.015988532116
Long
EC
CORP
US
N
1
N
N
N
Pagaya AI Technology in Housin
N/A
Pagaya AI Technology in Housing Trust
69547NAB0
1100000.00000000
PA
USD
1031278.49000000
0.151269663094
Long
ABS-O
CORP
US
N
2
2025-08-25
Fixed
4.25000000
N
N
N
N
N
N
Oshkosh Truck Corp
549300FEKNPCFSA2B506
Oshkosh Corporation
688239201
567.00000000
NS
USD
49096.53000000
0.007201561580
Long
EC
CORP
US
N
1
N
N
N
Ardagh Packaging Finance Plc Ardagh Holdings Usa Inc
N/A
Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.
03969AAR1
116000.00000000
PA
USD
98261.44000000
0.014413153254
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Transcanada Tr
549300Y0MFCAXLBWUV51
TransCanada Trust
89356BAB4
468000.00000000
PA
USD
441441.00000000
0.064751308200
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
5.87500000
N
N
N
N
N
N
Stevanato Group SpA
81560033F7E1CD477507
Stevanato Group SPA
T9224W109
5060.00000000
NS
USD
163842.80000000
0.024032737419
Long
EC
CORP
IT
N
1
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89117F8Z5
125000.00000000
PA
USD
126985.00000000
0.018626373335
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.12500000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
Centene Corporation
15135B101
3538.00000000
NS
USD
238638.10000000
0.035003837798
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCX2
111000.00000000
PA
USD
104564.62000000
0.015337714295
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887CQ0
71000.00000000
PA
USD
70035.93000000
0.010272987983
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
4.69300000
N
N
N
N
N
N
Amsted Inds Inc
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
315000.00000000
PA
USD
304664.62000000
0.044688718780
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.62500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AR5
229000.00000000
PA
USD
195573.74000000
0.028687085056
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
IntuitIVe Surgical Inc
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
941.00000000
NS
USD
321765.54000000
0.047197110483
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corporation
058498106
6061.00000000
NS
USD
352810.81000000
0.051750882891
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BR5
77000.00000000
PA
USD
76637.64000000
0.011241337907
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.58200000
N
N
N
N
N
N
Aercap Holdings N V
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
220000.00000000
PA
USD
207487.74000000
0.030434650611
Long
DBT
CORP
NL
N
2
2079-10-10
Variable
5.87500000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAH1
268000.00000000
PA
USD
245918.11000000
0.036071681906
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBJ4
392000.00000000
PA
USD
376817.27000000
0.055272190813
Long
DBT
CORP
US
N
2
2031-03-24
Variable
4.49300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140X9S63
505638.54200000
PA
USD
415536.30000000
0.060951563243
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Radiate Holdco Llc Radiate Finance Inc
N/A
Radiate Holdco, LLC/Radiate Finance, Inc.
75026JAE0
155000.00000000
PA
USD
90452.58000000
0.013267736538
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354NAE6
96000.00000000
PA
USD
87000.00000000
0.012761306297
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HB0
274000.00000000
PA
USD
272414.34000000
0.039958193478
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty, Inc.
222070AE4
136000.00000000
PA
USD
130331.40000000
0.019117228915
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 40-Yr. Pass Through
3140FXVK5
6184246.85300000
PA
USD
5062175.99000000
0.742528486688
Long
ABS-MBS
USGSE
US
N
2
2062-03-01
Fixed
2.50000000
N
N
N
N
N
N
Nustar Logistics L P
N62BF2PKP51FIIOIUN20
Nustar Logistics, LP, 11.994%
67059T204
5109.00000000
NS
USD
129257.70000000
0.018959736793
Long
EP
CORP
US
N
1
N
N
N
International Seaways Inc
549300YUFDGFRNGBWF46
International Seaways, Inc.
Y41053102
669.00000000
NS
USD
25582.56000000
0.003752492920
Long
EC
CORP
MH
N
1
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748BP6
88000.00000000
PA
USD
71701.18000000
0.010517249653
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.37500000
N
N
N
N
N
N
Ncl Corporation Ltd
UNZWILHE4KMRP9K2L524
NCL Corporation, Ltd.
62886HAP6
105000.00000000
PA
USD
101039.47000000
0.014820639365
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.62500000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC, Term Loan
N/A
97255.41000000
PA
USD
96566.84000000
0.014164586476
Long
DBT
CORP
US
N
2
2027-11-06
Floating
8.64700000
N
N
N
N
N
N
Wells Fargo Bank Na Sioux Falls S D
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746101
14262.00000000
NS
USD
608702.16000000
0.089285456412
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
3335.00000000
NS
USD
873002.95000000
0.128053540734
Long
EC
CORP
US
N
1
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635AG2
96000.00000000
PA
USD
87312.31000000
0.012807116453
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAA4
106000.00000000
PA
USD
101540.33000000
0.014894106353
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
Pnc Bank National Association Wilmington Del
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
98000.00000000
PA
USD
81892.01000000
0.012012057735
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140X9Y25
3712068.69500000
PA
USD
3166020.53000000
0.464397215270
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAR7
294000.00000000
PA
USD
276787.24000000
0.040599617804
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.00500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDG1
98000.00000000
PA
USD
87656.23000000
0.012857563217
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
PERATON CORP
549300EQPCK07ZW63836
Peraton Corporation, Term Loan
N/A
772958.81000000
PA
USD
757917.03000000
0.111172544461
Long
DBT
CORP
US
N
2
2028-02-01
Floating
8.95250000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc., Term Loan
N/A
427811.27000000
PA
USD
408829.28000000
0.059967766271
Long
DBT
CORP
US
N
2
2028-04-12
Floating
8.49700000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corporation
465685AR6
93000.00000000
PA
USD
91546.20000000
0.013428150558
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France, Term Loan
N/A
517648.44000000
PA
USD
458983.34000000
0.067324448130
Long
DBT
CORP
US
N
2
2028-08-31
Floating
10.48630000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AUUT4
1085559.20000000
PA
USD
107126.89000000
0.015713552368
Long
ABS-CBDO
USGSE
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
Alkermes Plc
N/A
Alkermes plc
G01767105
1358.00000000
NS
USD
42505.40000000
0.006234763548
Long
EC
CORP
IE
N
1
N
N
N
J2 Global Inc
5493008OJYGLHD7MXA18
Ziff Davis, Inc., Convertible
48123VAD4
404000.00000000
PA
USD
376730.00000000
0.055259389903
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
1.75000000
N
N
N
N
Y
Ziff Davis Inc
Ziff Davis Inc
USD
XXXX
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
132.00000000
NS
USD
42403.68000000
0.006219843087
Long
EC
CORP
US
N
1
N
N
N
Permian Resources Corp
529900NXUJPOKU7OJ511
Permian Resources Corporation
71424F105
7631.00000000
NS
USD
83635.76000000
0.012267833917
Long
EC
CORP
US
N
1
N
N
N
Prime Security Svcs Borrower Llc Prime Finance Inc
N/A
Prime Security Services Borrower, LLC/Prime Finance, Inc.
74166MAC0
480000.00000000
PA
USD
471181.25000000
0.069113658080
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Wolfspeed Inc
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852102
3822.00000000
NS
USD
212464.98000000
0.031164720544
Long
EC
CORP
US
N
1
N
N
Corporate Office Pptys L P
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties, LP
22003BAL0
192000.00000000
PA
USD
170045.37000000
0.024942540817
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ABCF8
1457867.76000000
PA
USD
50517.01000000
0.007409919975
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
3.00000000
N
N
N
N
N
N
Global Pmts Inc
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAA0
52000.00000000
PA
USD
49318.25000000
0.007234083842
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corporation
29261AAA8
445000.00000000
PA
USD
414007.35000000
0.060727294286
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings, LLC
55617LAP7
270000.00000000
PA
USD
246375.00000000
0.036138699300
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
EMERALD DEBT MERGER
98450099EE3A0ZD5F786
Emerald Debt Merger Sub, LLC, Term Loan
N/A
330438.53000000
PA
USD
330127.92000000
0.048423718443
Long
DBT
CORP
US
N
2
2030-05-31
Floating
8.26370000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company, Convertible
723787AP2
186000.00000000
PA
USD
408954.19000000
0.059986088280
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.25000000
N
N
N
N
Y
Pioneer Natural Resources Co
Pioneer Natural Resources Co
USD
XXXX
N
N
N
Bank Of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EN0
240000.00000000
PA
USD
237960.00000000
0.034904372949
Long
DBT
CORP
US
N
2
2025-03-17
Variable
6.10000000
N
N
N
N
N
N
PEABODY ENERGY CORP
EJCO258LNNVSKAR2JX59
Peabody Energy Corporation, Convertible
704551AD2
158000.00000000
PA
USD
212194.00000000
0.031124972742
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
Y
Peabody Energy Corp
Peabody Energy Corp
USD
XXXX
N
N
FELLS POINT FUNDING TR
N/A
Fells Point Funding Trust
314382AA0
165000.00000000
PA
USD
151682.65000000
0.022249066169
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc.
18912UAA0
77000.00000000
PA
USD
67254.45000000
0.009864995820
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG, Inc., Term Loan
N/A
529964.74000000
PA
USD
519529.73000000
0.076205494429
Long
DBT
CORP
US
N
2
2026-05-03
Floating
8.27060000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBB8
230000.00000000
PA
USD
210247.61000000
0.030839472983
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTAINMENT
549300UZV72O3371JJ53
SeaWorld Parks and Entertainment, Inc.
81282UAG7
175000.00000000
PA
USD
156638.43000000
0.022975988313
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corporation
103304101
143.00000000
NS
USD
9919.91000000
0.001455069079
Long
EC
CORP
US
N
1
N
N
N
Credit Agricole S A
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
196000.00000000
PA
USD
196245.00000000
0.028785546602
Long
DBT
CORP
FR
N
2
2025-12-23
Variable
8.12500000
N
N
N
N
N
N
Viper Energy Partners Lp
5299009LINL232255G03
Viper Energy Partners, LP
92763M105
755.00000000
NS
USD
20256.65000000
0.002971279485
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AS6
540000.00000000
PA
USD
433911.98000000
0.063646938885
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
250.00000000
NS
USD
87977.50000000
0.012904687641
Long
EC
CORP
US
N
1
N
N
N
Cboe Holdings Inc
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
579.00000000
NS
USD
79907.79000000
0.011721009008
Long
EC
CORP
US
N
1
N
N
N
INFORMATICA LLC
5493007SV33RZV7RPS40
Informatica, LLC, Term Loan
N/A
248115.58000000
PA
USD
247262.06000000
0.036268814752
Long
DBT
CORP
US
N
2
2028-10-29
Floating
8.00000000
N
N
N
N
N
N
Starfruit Finco B V
549300K7VB5G6LULFT41
Nouryon USA, LLC, Term Loan
N/A
395557.57000000
PA
USD
395063.12000000
0.057948522773
Long
DBT
CORP
US
N
2
2025-10-01
Floating
8.06810000
N
N
N
N
N
N
PRICELINE GROUP INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
364.00000000
NS
USD
982920.12000000
0.144176376064
Long
EC
CORP
US
N
1
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
233000.00000000
PA
USD
208313.95000000
0.030555840483
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJD2
279000.00000000
PA
USD
255569.25000000
0.037487327351
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.31900000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
4332.00000000
NS
USD
196239.60000000
0.028784754521
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F042673
4700000.00000000
PA
USD
4518609.38000000
0.662797222280
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Triumph Bancorp Inc
5493003RNRMEVYDZ1Q52
Triumph Financial, Inc.
89679E300
4086.00000000
NS
USD
248101.92000000
0.036392006829
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
42.00000000
NS
USD
36432.06000000
0.005343915824
Long
EC
CORP
SG
N
1
N
N
N
Enterprise Prods Partners L P
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners, LP
293792107
11523.00000000
NS
USD
303631.05000000
0.044537112995
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXJ8
111000.00000000
PA
USD
106625.51000000
0.015640009106
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corporation, Ltd.
62886HBE0
301000.00000000
PA
USD
292994.81000000
0.042976971426
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CW7
93000.00000000
PA
USD
94760.78000000
0.013899670558
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.62500000
N
N
N
N
N
N
HUDSON RIVER TRADING LLC
549300SMOBUC8O5UOE10
Hudson River Trading, LLC, Term Loan
N/A
107177.67000000
PA
USD
104069.52000000
0.015265092195
Long
DBT
CORP
US
N
2
2028-03-18
Floating
8.21700000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corporation, Term Loan
N/A
229162.94000000
PA
USD
228303.58000000
0.033487953026
Long
DBT
CORP
US
N
2
2029-07-01
Floating
7.96697000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding, Inc., Convertible
69352PAR4
377000.00000000
PA
USD
360035.00000000
0.052810539229
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.87500000
N
N
N
N
Y
PPL Corp
PPL Corp
USD
XXXX
N
N
N
Commscope Technologies Finance Llc
M4TWC4QDOKW45N7T6Y12
CommScope Technologies, LLC
20337YAA5
440000.00000000
PA
USD
410110.45000000
0.060155690441
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group, LLC/Realogy Group Co-Issuer Corporation
75606DAL5
350000.00000000
PA
USD
261874.38000000
0.038412174422
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust
00834JAA8
650000.00000000
PA
USD
646765.67000000
0.094868676066
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
6.61000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAR8
139000.00000000
PA
USD
117822.61000000
0.017282418563
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.00000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
302250.00000000
PA
USD
290613.38000000
0.042627659269
Long
DBT
CORP
US
N
2
2026-12-23
Floating
8.78790000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation, Convertible
682189AS4
474000.00000000
PA
USD
870501.00000000
0.127686550500
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
145000.00000000
PA
USD
139643.90000000
0.020483202074
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
Paypal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
8637.00000000
NS
USD
576347.01000000
0.084539548602
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AEAB3
422168.00000000
PA
USD
12644.86000000
0.001854769328
Long
ABS-CBDO
USGSE
US
N
2
2028-02-25
Fixed
2.50000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Companies, Inc.
55916AAA2
189000.00000000
PA
USD
152700.66000000
0.022398389587
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
Freeport Mcmoran Inc
2YD5STGSJNMUB7H76907
Mosaic Company
61945CAG8
171000.00000000
PA
USD
162821.99000000
0.023883003292
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC, Term Loan
N/A
320127.77000000
PA
USD
319093.76000000
0.046805209299
Long
DBT
CORP
US
N
2
2028-12-01
Floating
7.46697000
N
N
N
N
N
N
Clear Channel Outdoor Inc
N/A
Clear Channel Outdoor Holdings, Inc., Term Loan
N/A
461806.85000000
PA
USD
440198.91000000
0.064569116350
Long
DBT
CORP
US
N
2
2026-08-23
Floating
8.80700000
N
N
N
N
N
N
Apple Incorporation
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DP2
250000.00000000
PA
USD
219342.22000000
0.032173485672
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
2.20000000
N
N
N
N
N
N
Bank America Corpo
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFH7
244000.00000000
PA
USD
239424.44000000
0.035119179471
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
161000.00000000
PA
USD
141434.10000000
0.020745791621
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Global Net Lease Inc & Global Net Lease Operating Partnership L P
N/A
Global Net Lease, Inc./Global Net Lease Operating Partnership, LP
37892AAA8
557000.00000000
PA
USD
408615.87000000
0.059936462933
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
Sempra Energy Discount Commercial Paper 4a2 Yrs 3&4
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
2125.00000000
NS
USD
309378.75000000
0.045380195296
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings Inc New
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
335000.00000000
PA
USD
288669.50000000
0.042342527682
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
294000.00000000
PA
USD
264920.68000000
0.038859010828
Long
DBT
CORP
US
N
2
2031-04-01
Variable
3.62200000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc., Convertible
12685JAG0
513000.00000000
PA
USD
386032.50000000
0.056623896246
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.12500000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBC9
90000.00000000
PA
USD
77731.24000000
0.011401748994
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.49000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology, Inc.
573874AJ3
98000.00000000
PA
USD
82150.33000000
0.012049948547
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
82000.00000000
PA
USD
62748.78000000
0.009204096567
Long
DBT
CORP
ES
N
2
2026-11-12
Variable
4.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36270FAZ6
737682.43000000
PA
USD
724772.99000000
0.106310920940
Long
ABS-CBDO
CORP
US
N
2
2053-10-27
Variable
5.50000000
N
N
N
N
N
N
Amerisourcebergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corporation
03073E105
363.00000000
NS
USD
69852.09000000
0.010246022023
Long
EC
CORP
US
N
1
N
N
N
VULCAN MATLS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Company
929160109
742.00000000
NS
USD
167276.48000000
0.024536395375
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AN7
238000.00000000
PA
USD
141657.60000000
0.020778574977
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
431.00000000
NS
USD
179498.57000000
0.026329152089
Long
EC
CORP
US
N
1
N
N
N
MKS INSTRUMENTS INC
549300KEQATBHAGVF505
MKS Instruments, Inc., Term Loan
N/A
448745.00000000
PA
USD
448745.00000000
0.065822671202
Long
DBT
CORP
US
N
2
2029-08-17
Floating
7.93920000
N
N
N
N
N
N
Eqt Corp
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAF6
93000.00000000
PA
USD
85980.32000000
0.012611737920
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
United Sts Steel Corporation New
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation, Convertible
912909AT5
184000.00000000
PA
USD
359628.00000000
0.052750839784
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.00000000
N
N
N
N
Y
United States Steel Corp
United States Steel Corp
USD
XXXX
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPCQ4
329000.00000000
PA
USD
268292.92000000
0.039353656662
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Frontier Communications Corp
N/A
Frontier Communications Holdings, LLC
35906ABE7
322000.00000000
PA
USD
295519.04000000
0.043347229727
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Air Trans Svcs Group Inc
5493000F3MSFGIXTQE27
Air Transport Services Group, Inc., Convertible
00922RAB1
146000.00000000
PA
USD
137911.60000000
0.020229105397
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.12500000
N
N
N
N
Y
Air Transport Services Group Inc
Air Transport Services Group Inc
USD
XXXX
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
3562.00000000
NS
USD
402790.96000000
0.059082055339
Long
EC
CORP
US
N
1
N
N
N
Silver Point CLO, Ltd
549300ODF186WFGMDH65
Silver Point CLO 2, Ltd.
82808EAC5
1200000.00000000
PA
USD
1204462.80000000
0.176672628909
Long
ABS-O
CORP
JE
N
2
2035-04-20
Floating
7.78180000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MBC8
150000.00000000
PA
USD
148759.19000000
0.021820248140
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.75000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc.
46590XAT3
114000.00000000
PA
USD
92504.16000000
0.013568665742
Long
DBT
CORP
LU
N
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
N
MITCHELL INTERNATIONAL
5493002RDNIGEM7SSV41
Mitchell International, Inc., Term Loan
N/A
311633.17000000
PA
USD
303998.16000000
0.044590961307
Long
DBT
CORP
US
N
2
2028-10-15
Floating
8.94300000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AJ7
116000.00000000
PA
USD
114695.00000000
0.016823655469
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
6.75000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AW4
420000.00000000
PA
USD
405462.92000000
0.059473982925
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Mozart Debt Merger Sub, Inc.
62482BAB8
184000.00000000
PA
USD
159656.63000000
0.023418702964
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
Docusign Inc
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
2271.00000000
NS
USD
116025.39000000
0.017018799311
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDM5
83000.00000000
PA
USD
78075.68000000
0.011452272033
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Allstate Corp
OBT0W1ED8G0NWVOLOJ77
Allstate Corporation, 5.100%
020002838
7500.00000000
NS
USD
165000.00000000
0.024202477461
Long
EP
CORP
US
N
1
N
N
N
United Sts Lime & Minerals Inc
549300VGDEEG8RT7VC89
United States Lime & Minerals, Inc.
911922102
1934.00000000
NS
USD
403993.26000000
0.059258410725
Long
EC
CORP
US
N
1
N
N
N
CQP HOLDCO LP/BIP-V CHINNOK HOLDCO
N/A
CQP Holdco, LP/BIP-V Chinnok Holdco, LLC
12657NAA8
217000.00000000
PA
USD
193545.03000000
0.028389510462
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
Plains All American Pipeline L P Paa Finance Corp
N/A
Plains All American Pipeline, LP/PAA Finance Corporation
72650RBJ0
206000.00000000
PA
USD
200679.41000000
0.029435993318
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR, LP
98372MAC9
109000.00000000
PA
USD
93467.50000000
0.013709970073
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
Independent Bank Corporation Mich
N/A
Independent Bank Corporation/MI
453838609
251.00000000
NS
USD
4256.96000000
0.000624418051
Long
EC
CORP
US
N
1
N
N
N
Schwab Charles Corporation New
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BD6
440000.00000000
PA
USD
420516.80000000
0.061682111358
Long
DBT
CORP
US
N
2
2025-06-01
Variable
5.37500000
N
N
N
N
N
N
Kinsale Capital Group Inc
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
1979.00000000
NS
USD
740541.80000000
0.108623916507
Long
EC
CORP
US
N
1
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAJ4
418000.00000000
PA
USD
368885.00000000
0.054108672111
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corporation, 4.200%
125896837
14250.00000000
NS
USD
258352.50000000
0.037895579141
Long
EP
CORP
US
N
1
N
N
N
General Mtrs Financial Company Inc
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDB9
196000.00000000
PA
USD
172057.35000000
0.025237661426
Long
DBT
CORP
US
N
2
2030-09-30
Variable
5.70000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACA3
94000.00000000
PA
USD
78795.66000000
0.011557879910
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.10000000
N
N
N
N
N
N
Aptargroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
1078.00000000
NS
USD
124897.08000000
0.018320113719
Long
EC
CORP
US
N
1
N
N
N
Fluor Corporation New
CQ7WZ4NOFWT7FAE6Q943
Fluor Corporation
343412102
6826.00000000
NS
USD
202049.60000000
0.029636975091
Long
EC
CORP
US
N
1
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corporation
655844CQ9
136000.00000000
PA
USD
130131.40000000
0.019087892578
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
4.45000000
N
N
N
N
N
N
First Mid Bancshares Inc
N/A
First Mid-Illinois Bancshares, Inc.
320866106
130.00000000
NS
USD
3138.20000000
0.000460316453
Long
EC
CORP
US
N
1
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance plc/Vista Management Holding, Inc.
92840JAB5
243000.00000000
PA
USD
195671.38000000
0.028701407056
Long
DBT
CORP
XX
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP, 7.600%
29273V605
5300.00000000
NS
USD
129214.00000000
0.018953326804
Long
EP
CORP
US
N
1
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AK7
160000.00000000
PA
USD
144102.54000000
0.021137202887
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
Wells Fargo Advantage Income Opportunities Fd
5493001HF04TYQLWJP49
Allspring Income Opportunities Fund
94987B105
27863.00000000
NS
USD
179716.35000000
0.026361096426
Long
RF
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAY2
283000.00000000
PA
USD
280554.65000000
0.041152227838
Long
DBT
CORP
US
N
2
2024-12-05
Variable
4.02300000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corporation
00912XBJ2
180000.00000000
PA
USD
150220.80000000
0.022034639552
Long
DBT
CORP
US
N
2
2026-06-15
Variable
4.65000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
180000.00000000
PA
USD
155502.00000000
0.022809294849
Long
DBT
CORP
US
N
2
2026-12-15
Variable
5.00000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAK5
303000.00000000
PA
USD
282935.95000000
0.041501520926
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XJJY0
4517100.43200000
PA
USD
4248694.82000000
0.623205700735
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc., Convertible
737446AS3
308000.00000000
PA
USD
310525.60000000
0.045548417182
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.50000000
N
N
N
N
N
Post Holdings Inc
Post Holdings Inc
USD
XXXX
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
257000.00000000
PA
USD
239918.79000000
0.035191691560
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc., Term Loan
N/A
318900.26000000
PA
USD
249593.67000000
0.036610819228
Long
DBT
CORP
US
N
2
2027-03-09
Floating
8.21697000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corporation
512807108
123.00000000
NS
USD
79071.78000000
0.011598381656
Long
EC
CORP
US
N
1
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust
55376CAJ2
900000.00000000
PA
USD
923190.57000000
0.135415145230
Long
ABS-MBS
CORP
US
N
2
2033-05-15
Fixed
5.75200000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, Inc.
74460D109
1311.00000000
NS
USD
382654.68000000
0.056128431928
Long
EC
CORP
US
N
1
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
286000.00000000
PA
USD
237910.54000000
0.034897118073
Long
DBT
CORP
FR
N
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
Skyline Champion Corp
N/A
Skyline Champion Corporation
830830105
4655.00000000
NS
USD
304669.75000000
0.044689471257
Long
EC
CORP
US
N
1
N
N
N
MONDELEZ INTL INC
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207105
3234.00000000
NS
USD
235887.96000000
0.034600442638
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148BAE8
183000.00000000
PA
USD
178183.44000000
0.026136246609
Long
DBT
CORP
US
N
2
2024-08-10
Variable
5.50000000
N
N
N
N
N
Seacoast Banking Corporation FL
549300V6IC06XYQYPG88
Seacoast Banking Corporation of Florida
811707801
4613.00000000
NS
USD
101947.30000000
0.014953801396
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625H100
6493.00000000
NS
USD
944341.92000000
0.138517660816
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc., Convertible
928298AP3
463000.00000000
PA
USD
506707.20000000
0.074324664166
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.25000000
N
N
N
N
Y
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company, LP/PTL Finance Corporation
709599BU7
51000.00000000
PA
USD
50512.06000000
0.007409193901
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
5.75000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
496.00000000
NS
USD
75570.56000000
0.011084816819
Long
EC
CORP
US
N
1
N
N
N
Bac Capital Trust XIV
549300QO5OB3VGJT6S64
BAC Capital Trust XIV
05518VAA3
248000.00000000
PA
USD
190959.61000000
0.028010276709
Long
DBT
CORP
US
N
2
2023-07-19
Floating
5.95200000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation, Term Loan
N/A
296653.85000000
PA
USD
296728.01000000
0.043524563479
Long
DBT
CORP
US
N
2
2026-02-08
Floating
8.43370000
N
N
N
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corporation, Convertible
57164YAE7
264000.00000000
PA
USD
249876.00000000
0.036652231867
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.25000000
N
N
N
N
Y
Marriott Vacations Worldwide Corp
Marriott Vacations Worldwide Corp
USD
XXXX
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corporation, Convertible
337932AQ0
225000.00000000
PA
USD
223875.00000000
0.032838361464
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
4.00000000
N
N
N
N
Y
FirstEnergy Corp
FirstEnergy Corp
USD
XXXX
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F050676
6425000.00000000
PA
USD
6295496.09000000
0.923433952888
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
2344.00000000
NS
USD
921895.20000000
0.135225138180
Long
EC
CORP
US
N
1
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAB9
160000.00000000
PA
USD
137594.61000000
0.020182608771
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CDX HY 40, 5 Year, at 5.00%, Quarterly
N/A
3810000.00000000
NC
USD
-98499.72000000
-0.01444810456
N/A
DCR
CORP
US
N
2
BNP Paribas
N/A
Markit CDX North America High Yield Index
2I65BRZI4
N
2028-06-20
0.00000000
USD
0.00000000
USD
3810000.00000000
USD
-98499.72000000
N
N
N
Quinstreet Inc
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
20190.00000000
NS
USD
178277.70000000
0.026150072824
Long
EC
CORP
US
N
1
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
OneMain Finance Corporation
85172FAM1
549000.00000000
PA
USD
543582.19000000
0.079733549708
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
Aercap Ireland Capital Designated ActIVity Company Aercap Global Aviation Tr
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAN5
150000.00000000
PA
USD
150741.75000000
0.022111053374
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RMT6
88000.00000000
PA
USD
88151.17000000
0.012930161849
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.40000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
91153LAA5
61000.00000000
PA
USD
58041.95000000
0.008513690828
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
TPG Inc
549300NLO4R8MX77XJ02
TPG, Inc.
872657101
631.00000000
NS
USD
18463.06000000
0.002708192687
Long
EC
CORP
US
N
1
N
N
N
Life Insurance Company N H
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
3886.00000000
NS
USD
223600.44000000
0.032798088542
Long
EC
CORP
US
N
1
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
Coca-Cola Company
191216100
1229.00000000
NS
USD
74010.38000000
0.010855966993
Long
EC
CORP
US
N
1
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
310000.00000000
PA
USD
303049.80000000
0.044451854267
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210C104
14408.00000000
NS
USD
384261.36000000
0.056364102452
Long
EC
CORP
US
N
1
N
N
N
NorthrIVer Midstream Finance Lp
549300SOLNLY3BL6GF18
Northriver Midstream Finance, LP
66679NAA8
95000.00000000
PA
USD
88577.70000000
0.012992725986
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed Trust
33835JAB6
550000.00000000
PA
USD
473548.85000000
0.069460941630
Long
ABS-O
CORP
US
N
2
2061-06-25
Variable
4.08990000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS
549300K1Y0YC1YC1H809
Lummus Technology Holdings V, LLC, Term Loan
N/A
155513.43000000
PA
USD
154014.28000000
0.022591073578
Long
DBT
CORP
US
N
2
2027-06-30
Floating
8.71700000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBF1
184000.00000000
PA
USD
136856.16000000
0.020074291683
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
American Axle & Mfg Inc
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
480000.00000000
PA
USD
455284.32000000
0.066781869656
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
Residential Accredit Lns Inc Mortgage Pass Through Ctf
N/A
Residential Accredit Loans, Inc. Trust
761118CW6
328449.19200000
PA
USD
277192.92000000
0.040659123628
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Fixed
6.00000000
N
N
N
N
N
N
Kaman Corp
5493003YK076OLTEQF95
Kaman Corporation
483548103
425.00000000
NS
USD
10340.25000000
0.001516725258
Long
EC
CORP
US
N
1
N
N
N
Cimpress PLC
549300X1IFD75XISOR81
Cimpress plc
G2143T103
3715.00000000
NS
USD
220968.20000000
0.032411987152
Long
EC
CORP
IE
N
1
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation, LLC
210385AC4
90000.00000000
PA
USD
92126.92000000
0.013513331544
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.80000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAP7
137000.00000000
PA
USD
133484.25000000
0.019579694255
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.95000000
N
N
N
N
N
N
Synchrony Finl
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
115000.00000000
PA
USD
110875.11000000
0.016263347580
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
155000.00000000
PA
USD
138289.41000000
0.020284523204
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
M/A-COM TECH SOLUTIONS
N/A
MACOM Technology Solutions Holdings, Inc., Convertible
55405YAB6
253000.00000000
PA
USD
255530.00000000
0.037481570095
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.25000000
N
N
N
N
Y
MACOM Technology Solutions Holdings Inc
MACOM Technology Solutions Holdings Inc
USD
XXXX
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339100
563.00000000
NS
USD
144426.39000000
0.021184705750
Long
EC
CORP
US
N
1
N
N
N
Enterprise Prods Operating Llc
5493004LGN656HWLDA30
Enterprise Products Operating, LLC
29379VBT9
97000.00000000
PA
USD
92734.57000000
0.013602462668
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
4.15000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO
98450038B4549046D794
Allied Universal Holdco, LLC, Term Loan
N/A
617287.88000000
PA
USD
599114.92000000
0.087879183927
Long
DBT
CORP
US
N
2
2028-05-14
Floating
8.93370000
N
N
N
N
N
N
Societe Generale Medium Terminal Nts Book Entry 144a
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
141000.00000000
PA
USD
133435.47000000
0.019572539122
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
2.62500000
N
N
N
N
N
N
Greenbrier Cos Inc
5493001GAGGFR30BP390
Greenbrier Companies, Inc.
393657101
5122.00000000
NS
USD
220758.20000000
0.032381183999
Long
EC
CORP
US
N
1
N
N
N
FIVE CORNERS FND TR III
N/A
Five Corners Funding Trust III
33830GAA9
100000.00000000
PA
USD
101351.35000000
0.014866386448
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.79100000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy, Inc., Convertible, 6.926%
65339F713
9711.00000000
NS
USD
439811.19000000
0.064512244928
Long
EP
CORP
US
N
1
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 40-Yr. Pass Through
3140FXUH3
2343926.62800000
PA
USD
2199872.53000000
0.322681001971
Long
ABS-MBS
USGSE
US
N
2
2061-12-01
Fixed
4.00000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAF3
483000.00000000
PA
USD
410646.60000000
0.060234333824
Long
DBT
CORP
LU
N
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
984500A0805D8V551D35
Fertitta Entertainment, LLC/NV, Term Loan
N/A
150854.27000000
PA
USD
148686.49000000
0.021809584382
Long
DBT
CORP
US
N
2
2029-01-27
Floating
9.10250000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CGM7
3000000.00000000
PA
USD
2922187.50000000
0.428631376404
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan
N/A
31758.20000000
PA
USD
31440.62000000
0.004611763011
Long
DBT
CORP
US
N
2
2028-10-18
Floating
8.46700000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAW1
361000.00000000
PA
USD
300820.22000000
0.044124815724
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397B77
580000.00000000
PA
USD
517809.33000000
0.075953143264
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corporation
12653CAJ7
101000.00000000
PA
USD
93617.62000000
0.013731989927
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware, Inc.
928563AJ4
194000.00000000
PA
USD
171310.14000000
0.025128059407
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc.
18972EAA3
39000.00000000
PA
USD
37194.25000000
0.005455715135
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.62500000
N
N
N
N
N
N
PRKCM Trust
N/A
PRKCM 2023-AFC2 Trust
693964AC2
1165038.96000000
PA
USD
1159014.66000000
0.170006219309
Long
ABS-CBDO
CORP
US
N
2
2058-06-25
Fixed
7.08700000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WEH0
88000.00000000
PA
USD
85934.57000000
0.012605027233
Long
DBT
CORP
US
N
2
2030-04-17
Fixed
4.60000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
3921.00000000
NS
USD
351282.39000000
0.051526691676
Long
EC
CORP
US
N
1
N
N
N
2023-07-27
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Treasurer and Principal Accounting Officer