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 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 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 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 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 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 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 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 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 61762V861 9050.00000000 NS USD 168330.00000000 0.024690927461 Long EP CORP US N 1 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 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 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 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 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 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 USD XXXX N N N Rali Series 2007-Qs6 Tr N/A 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 62955J103 23289.00000000 NS USD 373555.56000000 0.054793757705 Long EC CORP US N 1 N N N Pepsiamericas Inc FJSUNZKFNQ5YPJ5OT455 713448108 83.00000000 NS USD 15373.26000000 0.002254975628 Long EC CORP US N 1 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 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 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 294628102 1057.00000000 NS USD 21414.82000000 0.003141161808 Long EC CORP US N 1 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172109 6943.00000000 NS USD 677775.66000000 0.099417273545 Long EC CORP US N 1 N N N SCIENTIFIC GAMES INTERNATIONAL RLTHESQ0RNFQJWPBJN60 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 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 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 USD XXXX N N N SCIENTIFIC GAMES HOLDINGS 549300W5GPFXXB6TQ330 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 670837103 424.00000000 NS USD 15225.84000000 0.002233351814 Long EC CORP US N 1 N N N Hyland Software Inc N/A 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 144285103 3104.00000000 NS USD 174227.52000000 0.025555985611 Long EC CORP US N 1 N N N ARBOR REALTY TRUST INC 549300ASFUWYQO0RW077 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 USD XXXX N N N Manpowergroup Inc Wis ERO1WSFOSR0JJ6CRQ987 56418H100 3934.00000000 NS USD 312359.60000000 0.045817431386 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 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 879433761 11250.00000000 NS USD 154575.00000000 0.022673320930 Long EP CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 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 USD XXXX N N N Ally Financial Inc 549300JBN1OSM8YNAI90 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 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 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 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 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 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 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 27828H105 22216.00000000 NS USD 207941.76000000 0.030501247028 Long RF US N 1 N N N HYPERION MATERIALS 254900G04G2BDNO0XY89 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 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 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 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 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 09073M104 2283.00000000 NS USD 186361.29000000 0.027335787399 Long EC CORP US N 1 N N N Cit Group Inc New L9VVX1KT5TFTKS0MLF66 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 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 337738108 895.00000000 NS USD 112904.25000000 0.016560985248 Long EC CORP US N 1 N N N Cwalt Inc N/A 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 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 USD XXXX N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 700.00000000 NS USD 365225.00000000 0.053571817156 Long EC CORP US N 1 N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203R104 4184.00000000 NS USD 131084.72000000 0.019227727159 Long EC CORP US N 1 N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 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 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 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 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 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 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 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 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 278768106 465.00000000 NS USD 8063.10000000 0.001182709066 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 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 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 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 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 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 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 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 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 45765U103 726.00000000 NS USD 106242.84000000 0.015583878427 Long EC CORP US N 1 N N N Mitsubishi Ufj Financial Group Inc 353800V2V8PUY9TK3E06 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 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 12504L109 1492.00000000 NS USD 120419.32000000 0.017663308352 Long EC CORP US N 1 N N N Caseys General Stores Inc 549300CAFWSI86V66Q65 147528103 1043.00000000 NS USD 254366.84000000 0.037310955830 Long EC CORP US N 1 N N N Mid-America Apts L P 549300FXWGE3QSYCUJ38 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 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 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 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 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 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 374689107 294.00000000 NS USD 18498.48000000 0.002713388153 Long EC CORP US N 1 N N N MCKESSON CORP 549300WZWOM80UCFSF54 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 27829F108 1639.00000000 NS USD 12980.88000000 0.001904057306 Long RF US N 1 N N N Hilton Domestic Operating Company Inc 5493003EG7H0N1E4XV50 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 149123101 119.00000000 NS USD 29279.95000000 0.004294832302 Long EC CORP US N 1 N N N Fti Consulting Inc 549300K17GM8EQD0FQ48 302941109 754.00000000 NS USD 143410.80000000 0.021035737301 Long EC CORP US N 1 N N N AMC NETWORKS INC 549300VGG9K75226LR46 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 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 USD XXXX N N N Saxon Asset Secs Tr N/A 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 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 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 USD XXXX N N N ING GROEP NV 549300NYKK9MWM7GGW15 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 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 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 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 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 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 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 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 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 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 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 200340107 4005.00000000 NS USD 169651.80000000 0.024884811307 Long EC CORP US N 1 N N N Level 3 Financing Inc 254900AE5FEFIJOXWL19 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 835699307 2971.00000000 NS USD 267508.84000000 0.039238646489 Long EC CORP JP N 1 N N N Hanmi Financial Corp 549300MSZ7RCG7EA6587 410495204 1543.00000000 NS USD 23036.99000000 0.003379104431 Long EC CORP US N 1 N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 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 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 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 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 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 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 42234Q102 7317.00000000 NS USD 203924.79000000 0.029912031113 Long EC CORP US N 1 N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 3213.00000000 NS USD 665669.34000000 0.097641498170 Long EC CORP US N 1 N N N Level 3 Financing Inc 254900AE5FEFIJOXWL19 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 92343V104 8272.00000000 NS USD 307635.68000000 0.045124518857 Long EC CORP US N 1 N N N Metropolitan Bank Holding Corp N/A 591774104 211.00000000 NS USD 7328.03000000 0.001074887763 Long EC CORP US N 1 N N N Euronet Worldwide Inc YG3575C4DSHJPA5KET68 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 USD XXXX N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 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 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 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 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 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 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 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 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 74460W537 17650.00000000 NS USD 351235.00000000 0.051519740431 Long EP CORP US N 1 N N N Grand Canyon Education Inc 529900XFER799IYOSW74 38526M106 1201.00000000 NS USD 123955.21000000 0.018181958643 Long EC CORP US N 1 N N N Omega Healthcare Invs Inc 549300OJ7ENK42CZ8E73 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 226344307 11205.00000000 NS USD 103086.00000000 0.015120827827 Long EP CORP US N 1 N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 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 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 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 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 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 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 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 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 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 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 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 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 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 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 USD XXXX N N N Renaissance Home Equity Loan Trust 2006-2 N/A 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 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 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 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 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 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 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 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 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 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 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 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 N/A 7064392.83900000 NS USD 54183893.08000000 7.947784551756 Long RF US N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 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 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 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 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 USD XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 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 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 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 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 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 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 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 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 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 90041L105 6632.00000000 NS USD 159234.32000000 0.023356757823 Long EC CORP US N 1 N N N Pretium Mortgage Credit Partne N/A 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 390905107 450.00000000 NS USD 22828.50000000 0.003348522768 Long EC CORP US N 1 N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 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 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 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 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 98139A105 2638.00000000 NS USD 268179.08000000 0.039336958420 Long EC CORP US N 1 N N N CHNGE Mortgage Trust N/A 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 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 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 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 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 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 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 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 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 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 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 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 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 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 USD XXXX N N N MASTERCARD INC AR5L2ODV9HN37376R084 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 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 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 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 61762V200 5100.00000000 NS USD 128214.00000000 0.018806645122 Long EP CORP US N 1 N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 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 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 USD XXXX N N N IONIS PHARMACEUTICALS INC 549300SI4ZGLG0BLUZ92 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 USD XXXX N N N Banco Santander Mexico S A Institucion De Banca Multiple Grupo Financiero Santander Mex SCRYQ25DTVRHYYMM6P89 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 85209W109 3469.00000000 NS USD 160129.04000000 0.023487996857 Long EC CORP US N 1 N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 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 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 003009107 59018.00000000 NS USD 159348.60000000 0.023373520606 Long RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 09255X100 1400.00000000 NS USD 17094.00000000 0.002507376665 Long RF US N 1 N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 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 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 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 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 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 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 02079K305 4312.00000000 NS USD 516146.40000000 0.075709221895 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 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 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 USD XXXX N N Usb Realty Corp N/A 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 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 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 78409V104 694.00000000 NS USD 278217.66000000 0.040809434215 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 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 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 825690100 376.00000000 NS USD 18299.92000000 0.002684263038 Long EC CORP US N 1 N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 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 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 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 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 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 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 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 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 317585404 166.00000000 NS USD 2612.84000000 0.000383255764 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 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 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 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 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 313384KP3 700000.00000000 PA USD 695649.56000000 0.102039047254 Long STIV USGSE US N 2 N N N Hope Bancorp Inc 549300UTF4QGMBHIZ219 43940T109 2340.00000000 NS USD 19702.80000000 0.002890039835 Long EC CORP US N 1 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 114.00000000 NS USD 2973.12000000 0.000436102241 Long EC CORP US N 1 N N N Agiliti Inc N/A 00848J104 7958.00000000 NS USD 131307.00000000 0.019260331563 Long EC CORP US N 1 N N N Western Union Co 28ID94QU1140NC23S047 959802109 3477.00000000 NS USD 40785.21000000 0.005982443186 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 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 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 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 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 45867G101 543.00000000 NS USD 52426.65000000 0.007690029181 Long EC CORP US N 1 N N N Kroger Co 6CPEOKI6OYJ13Q6O7870 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 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 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 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 G2717B108 30721.00000000 NS USD 251297.78000000 0.036860780948 Long EC CORP GB N 1 N N N Olin Corp 549300GKK294V7W57P06 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 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 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 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 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 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 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 USD XXXX N N N Treehouse Foods Inc 5493007M7EVHE470Q576 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 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 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 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 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 478160104 4462.00000000 NS USD 738550.24000000 0.108331791137 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 164.00000000 NS USD 117840.56000000 0.017285051499 Long EC CORP US N 1 N N N Medtronic Plc 549300GX3ZBSQWUXY261 G5960L103 7208.00000000 NS USD 635024.80000000 0.093146505511 Long EC CORP US N 1 N N N Nustar Logistics L P N62BF2PKP51FIIOIUN20 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 00846U101 1370.00000000 NS USD 164742.50000000 0.024164706928 Long EC CORP US N 1 N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 98980L101 135.00000000 NS USD 9163.80000000 0.001344161593 Long EC CORP US N 1 N N N Western Alliance Bancorporation 5493003VJXZ5JXT9S762 957638109 11119.00000000 NS USD 405509.93000000 0.059480878431 Long EC CORP US N 1 N N N Eqt Corp 4NT01YGM4X7ZX86ISY52 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 USD XXXX N N N Dryden Senior Loan Fund 549300XLLT7H0EYXK263 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 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 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 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 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 842587800 9200.00000000 NS USD 211324.00000000 0.030997359679 Long EP CORP US N 1 N N N ENERFLEX LTD 54930014N7872VUS3F89 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 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 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 20825C104 3865.00000000 NS USD 400452.65000000 0.058739068096 Long EC CORP US N 1 N N N Acadia Pharmaceuticals Inc 529900O3044NO0PEA039 004225108 1453.00000000 NS USD 34799.35000000 0.005104427176 Long EC CORP US N 1 N N N Paypal Holdings Inc 5493005X2GO78EFZ3E94 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 G87110105 6668.00000000 NS USD 110822.16000000 0.016255580785 Long EC CORP GB N 1 N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 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 15189T107 7713.00000000 NS USD 224833.95000000 0.032979021863 Long EC CORP US N 1 N N N First Foundation Inc 254900TQZQ6LBCK77E82 32026V104 235.00000000 NS USD 932.95000000 0.000136846674 Long EC CORP US N 1 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 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 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 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 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 USD XXXX N N N CIM Trust N/A 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 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 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 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 62944T105 82.00000000 NS USD 520750.84000000 0.076384608897 Long EC CORP US N 1 N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 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 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 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 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 44107P104 12658.00000000 NS USD 213034.14000000 0.031248205890 Long EC CORP US N 1 N N N Credit Suisse Ag ANGGYXNX0JLX3X63JN86 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 406216101 13306.00000000 NS USD 438964.94000000 0.064388115555 Long EC CORP US N 1 N N N General Mtrs Co 54930070NSV60J38I987 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 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 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 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 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 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 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 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 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 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 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 N53745100 1608.00000000 NS USD 147662.64000000 0.021659404342 Long EC CORP NL N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 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 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 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 USD XXXX N N N VTR FINANCE BV 213800F4XI4RJB82XM19 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 92841M101 2750.00000000 NS USD 58162.50000000 0.008531373305 Long RF US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 5141.00000000 NS USD 234223.96000000 0.034356364320 Long EC CORP US N 1 N N N Qualcomm Inc H1J8DDZKZP6H7RWC0H53 747525103 6620.00000000 NS USD 788044.80000000 0.115591736427 Long EC CORP US N 1 N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 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 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 60855R100 622.00000000 NS USD 187371.28000000 0.027483934430 Long EC CORP US N 1 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473P121 1831.00000000 NS USD 186304.25000000 0.027327420676 Long EP CORP US N 1 N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 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 090572207 100.00000000 NS USD 37912.00000000 0.005560995912 Long EC CORP US N 1 N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 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 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 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 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 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 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 USD XXXX N N N Crownrock L P Crownrock Finance Inc N/A 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 172967424 1756.00000000 NS USD 80846.24000000 0.011858662432 Long EC CORP US N 1 N N N Barclays Commercial Mortgage S N/A 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 67066G104 3704.00000000 NS USD 1566866.08000000 0.229830551431 Long EC CORP US N 1 N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 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 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 67072C105 9900.00000000 NS USD 63162.00000000 0.009264708372 Long RF US N 1 N N N Qbe Insurance Group Ltd 549300D2FBW76FPUSG65 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 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 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 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 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 USD XXXX N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 2100.00000000 NS USD 376425.00000000 0.055214651990 Long EC CORP US N 1 N N N General Mtrs Co 54930070NSV60J38I987 37045V100 6944.00000000 NS USD 267760.64000000 0.039275580937 Long EC CORP US N 1 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 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 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 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 800422107 2458.00000000 NS USD 288249.66000000 0.042280944844 Long EC CORP US N 1 N N N Kite Realty Group Tr N/A 49803T300 1072.00000000 NS USD 23948.48000000 0.003512803317 Long EC CORP US N 1 N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 3278.00000000 NS USD 309213.74000000 0.045355991352 Long EC CORP US N 1 N N N GCAT N/A 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 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 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 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 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 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 907818108 949.00000000 NS USD 194184.38000000 0.028483291395 Long EC CORP US N 1 N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 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 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 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 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 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 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 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 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 USD XXXX N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 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 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 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 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 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 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 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 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 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 88556E102 30086.00000000 NS USD 73409.84000000 0.010767878776 Long EC CORP US N 1 N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 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 USD XXXX N N N United States Department of The Treasury 254900HROIFWPRGM1V77 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 84857L101 2345.00000000 NS USD 148766.80000000 0.021821364387 Long EC CORP US N 1 N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 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 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 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 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 007903107 1905.00000000 NS USD 216998.55000000 0.031829712215 Long EC CORP US N 1 N N N Milano Acquisition Corp N/A 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 912008109 3245.00000000 NS USD 142780.00000000 0.020943210496 Long EC CORP US N 1 N N N ROLLER BEARING CO OF AME 254900U9XW6S76H2P167 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 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 092501105 18974.00000000 NS USD 191068.18000000 0.028026201939 Long RF US N 1 N N N CINEMARK USA INC 54930008H2137JSCPQ09 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 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 30231G102 5039.00000000 NS USD 540432.75000000 0.079271584553 Long EC CORP US N 1 N N N Vistra Operations Company Llc 549300ZH5GKBTJZ7NM23 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 125269100 4225.00000000 NS USD 293299.50000000 0.043021663867 Long EC CORP US N 1 N N N J2 Global Inc 5493008OJYGLHD7MXA18 48123V102 4257.00000000 NS USD 298245.42000000 0.043747139730 Long EC CORP US N 1 N N N CHNGE Mortgage Trust N/A 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 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 169656105 192.00000000 NS USD 410688.00000000 0.060240406446 Long EC CORP US N 1 N N N Tronox Holdings Plc 549300NRVC84SGJSXV06 G9087Q102 17875.00000000 NS USD 227191.25000000 0.033324794591 Long EC CORP GB N 1 N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 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 679580100 1137.00000000 NS USD 420405.75000000 0.061665822357 Long EC CORP US N 1 N N N CHNGE Mortgage Trust N/A 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 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 69346J106 20292.00000000 NS USD 222603.24000000 0.032651817569 Long RF US N 1 N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 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 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 USD XXXX N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505104 16659.00000000 NS USD 477946.71000000 0.070106027130 Long EC CORP US N 1 N N N Vericrest Opportunity Loan Transferee N/A 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 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 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 N/A 709265.39700000 NS USD 6964986.20000000 1.021635888027 Long RF US N 2 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 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 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 USD XXXX N N N AMERICAN AIRLINES/AADVAN N/A 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 25754A201 1004.00000000 NS USD 338337.96000000 0.049627980916 Long EC CORP US N 1 N N N Uber Technologies Inc 549300B2FTG34FILDR98 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 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 253868103 1723.00000000 NS USD 196198.01000000 0.028778654030 Long EC CORP US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 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 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 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 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 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 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 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 493267843 10750.00000000 NS USD 205110.00000000 0.030085879709 Long EP CORP US N 1 N N N STRYKER CORP 5493002F0SC4JTBU5137 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 808513105 2877.00000000 NS USD 163068.36000000 0.023919141257 Long EC CORP US N 1 N N N Csc Holdings Llc 3HG2WD2W22M120IUNG49 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 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 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 717081103 7847.00000000 NS USD 287827.96000000 0.042219089179 Long EC CORP US N 1 N N N ALTERRA MOUNTAIN COMPANY 549300C5O4FSVNUEI843 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 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 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 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 USD XXXX N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441C204 2256.00000000 NS USD 202453.44000000 0.029696211021 Long EC CORP US N 1 N N N Southwest Airls Co UDTZ87G0STFETI6HGH41 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 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 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 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 580135101 1006.00000000 NS USD 300200.46000000 0.044033908285 Long EC CORP US N 1 N N N Trust Financial Corp 549300DRQQI75D2JP341 89832Q109 96.00000000 NS USD 2913.60000000 0.000427371747 Long EC CORP US N 1 N N N Trimble Navigation Ltd 549300E2MI7NSZFQWS19 896239100 3632.00000000 NS USD 192278.08000000 0.028203672106 Long EC CORP US N 1 N N N BIO-RAD LABS 549300ZC1GPV35XYDK53 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 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 437872104 475.00000000 NS USD 9922.75000000 0.001455485655 Long EC CORP US N 1 N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 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 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 USD XXXX N N N Vail Resorts Inc 529900PSZHRNU9HKH870 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 USD XXXX N N N Keybank National Association Cleveland Ohio Global Bank Subordinated Nts Book Entry 3a2 HUX2X73FUCYHUVH1BK78 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 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 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 025816109 1247.00000000 NS USD 217227.40000000 0.031863280318 Long EC CORP US N 1 N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 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 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 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 92912T100 28369.00000000 NS USD 145816.66000000 0.021388632891 Long RF US N 1 N N N Verus Securitization Trust N/A 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 38173M102 1294.00000000 NS USD 17469.00000000 0.002562382295 Long EC CORP US N 1 N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 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 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 165167735 2738.00000000 NS USD 229115.84000000 0.033607096688 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 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 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 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 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 86183P102 11093.00000000 NS USD 209103.05000000 0.030671586998 Long EC CORP US N 1 N N N HILCORP ENERGY I/HILCORP N/A 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 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 302635206 623.00000000 NS USD 11949.14000000 0.001752719948 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 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 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 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 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 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 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 031100100 2627.00000000 NS USD 425258.76000000 0.062377670025 Long EC CORP US N 1 N N N AADVANTAGE LOYALTY IP N/A 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 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 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 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 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 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 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 USD XXXX N N N NORTHERN TRUST CORP 549300GLF98S992BC502 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 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 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 690742101 394.00000000 NS USD 51417.00000000 0.007541932022 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 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 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 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 USD XXXX N N N First Horizon Mortgage Passthru Tr N/A 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 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 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 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 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 00130H204 6819.00000000 NS USD 556566.78000000 0.081638151204 Long EP CORP US N 1 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 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 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 14316J108 5191.00000000 NS USD 165852.45000000 0.024327516260 Long EC CORP US N 1 N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 545.00000000 NS USD 206282.50000000 0.030257863981 Long EC CORP US N 1 N N N Bank Marin Bancorp N/A 063425102 94.00000000 NS USD 1660.98000000 0.000243635339 Long EC CORP US N 1 N N N MILEAGE PLUS HLDINGS LLC N/A 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 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 USD XXXX N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 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 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 443201108 7001.00000000 NS USD 346969.56000000 0.050894078519 Long EC CORP US N 1 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 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 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 34959E109 2695.00000000 NS USD 203715.05000000 0.029881266098 Long EC CORP US N 1 N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 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 98978V103 1754.00000000 NS USD 302056.34000000 0.044306131884 Long EC CORP US N 1 N N N D R Horton Inc 529900ZIUEYVSB8QDD25 23331A109 2628.00000000 NS USD 319801.32000000 0.046908995390 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 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 693475105 70.00000000 NS USD 8816.50000000 0.001293219045 Long EC CORP US N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 2128.00000000 NS USD 85588.16000000 0.012554215232 Long EC CORP US N 1 N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 00724F101 1194.00000000 NS USD 583854.06000000 0.085640695320 Long EC CORP US N 1 N N N Carval CLO LTD 254900NZG2CMHKHNPU97 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 736508847 3530.00000000 NS USD 165309.90000000 0.024247934114 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 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 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 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 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 29476L107 740.00000000 NS USD 48817.80000000 0.007160676995 Long EC CORP US N 1 N N N Radnor Re LTD N/A 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 USD XXXX N N N Lilly Eli & Co FRDRIPF3EKNDJ2CQJL29 532457108 89.00000000 NS USD 41739.22000000 0.006122378977 Long EC CORP US N 1 N N N Blackrock Income Trust Inc TZVEKBHO1R4X5PI73286 09247F209 3599.00000000 NS USD 43799.83000000 0.006424632717 Long RF US N 1 N N N Sumitomo Mitsui Trust Bank Ltd 5493006GGLR4BTEL8O61 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 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 USD XXXX N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 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 369550108 1044.00000000 NS USD 224616.60000000 0.032947140599 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 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 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 48251W401 9669.00000000 NS USD 639120.90000000 0.093747328347 Long EP CORP US N 1 N N N Amr Corporation Del N/A 02376R102 5048.00000000 NS USD 90561.12000000 0.013283657367 Long EC CORP US N 1 N N N Moog Inc 549300WM2I4U7OBAHG07 615394202 1489.00000000 NS USD 161452.27000000 0.023682090459 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 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 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 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 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 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 42722X106 235.00000000 NS USD 3799.95000000 0.000557383055 Long EC CORP US N 1 N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 794.00000000 NS USD 87887.86000000 0.012891539095 Long EC CORP US N 1 N N N Enlink Midstream Partners Lp 88CPW63VL7KHJWS0NY83 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 48128B622 9925.00000000 NS USD 212692.75000000 0.031198130230 Long EP CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 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 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 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 G0772R208 5654.00000000 NS USD 154693.44000000 0.022690693909 Long EC CORP BM N 1 N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E200 6200.00000000 NS USD 123938.00000000 0.018179434252 Long EP CORP US N 1 N N N Ss&C Technologies Inc 549300KY09TR3J12JU49 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 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 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 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 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 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 090043100 1163.00000000 NS USD 135896.55000000 0.019933534475 Long EC CORP US N 1 N N N HAWAIIAN BRAND INTELLECT N/A 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 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 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 09258A107 11978.00000000 NS USD 172123.86000000 0.025247417225 Long RF US N 1 N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 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 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 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 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 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 USD XXXX N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 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 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 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 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 912796XQ7 100000.00000000 PA USD 99860.94000000 0.014647770603 Long STIV UST US N 2 N N N APPLIED MATLS INC 41BNNE1AFPNAZELZ6K07 038222105 1880.00000000 NS USD 271735.20000000 0.039858576081 Long EC CORP US N 1 N N N Primo Water Corporation Cda N/A 74167P108 17312.00000000 NS USD 217092.48000000 0.031843490025 Long EC CORP CA N 1 N N N Scientific Games International Inc RLTHESQ0RNFQJWPBJN60 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 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 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 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 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 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 749607107 2905.00000000 NS USD 396445.35000000 0.058151270594 Long EC CORP US N 1 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 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 74460W552 3775.00000000 NS USD 83163.25000000 0.012198525356 Long EP CORP US N 1 N N N Ard Finance S A 6354006P6QPGGPVJW880 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 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 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 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 87305R109 36852.00000000 NS USD 512242.80000000 0.075136635283 Long EC CORP US N 1 N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 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 USD XXXX N N N Terraform Power Operating Llc 5493000S2OLR3UT5BE13 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 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 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 067806109 6715.00000000 NS USD 283305.85000000 0.041555778480 Long EC CORP US N 1 N N N DISH NETWORK CORP 529900U350CWHH15G169 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 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 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 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 008492100 3883.00000000 NS USD 253909.37000000 0.037243853361 Long EC CORP US N 1 N N N Ansys Inc 549300VJV8H15Z5FJ571 03662Q105 732.00000000 NS USD 241757.64000000 0.035461417171 Long EC CORP US N 1 N N N Wind River CLO Ltd 549300HNMTL6LADXI169 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 90353T100 9254.00000000 NS USD 399495.18000000 0.058598624787 Long EC CORP US N 1 N N N Cleveland-Cliffs Inc New 549300TM2WLI2BJMDD86 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 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 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 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 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 92206C409 9350.00000000 NS USD 707421.00000000 0.103765701868 Long RF US N 1 N N Morgan Stanley Group Inc IGJSJL3JD5P30I6NJZ34 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 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 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 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 882508104 3928.00000000 NS USD 707118.56000000 0.103721339460 Long EC CORP US N 1 N N N CINEMARK USA INC 54930008H2137JSCPQ09 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 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 USD XXXX N N CCO HLDGS LLC/CAP CORP N/A 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 17275R102 18393.00000000 NS USD 951653.82000000 0.139590182603 Long EC CORP US N 1 N N N PGT INNOVATIONS INC 549300LRW9WM59C1S579 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 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 055622104 8354.00000000 NS USD 294812.66000000 0.043243616721 Long EC CORP GB N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 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 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 931142103 4953.00000000 NS USD 778512.54000000 0.114193528501 Long EC CORP US N 1 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 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 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 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 USD XXXX N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 79.00000000 NS USD 37177.01000000 0.005453186343 Long EC CORP US N 1 N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 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 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 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 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 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 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 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 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 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 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 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 01879R106 23275.00000000 NS USD 231819.00000000 0.034003600743 Long RF US N 1 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 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 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 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 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 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 USD XXXX N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 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 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 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 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 43300A203 1367.00000000 NS USD 198966.85000000 0.029184792137 Long EC CORP US N 1 N N N PPM Clo, Ltd. N/A 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 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 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 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 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 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 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 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 631103108 3463.00000000 NS USD 172630.55000000 0.025321739366 Long EC CORP US N 1 N N N Delta Air Lines Inc 2549008L7P4I8VB90936 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 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 USD XXXX N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 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 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 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 USD XXXX N N N Canpack S A Eastern Pennsylvania Land Investment Holding Llc N/A 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 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 USD XXXX N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 977.00000000 NS USD 37057.61000000 0.005435672550 Long EC CORP US N 1 N N N Columbia Banking System Inc N/A 197236102 8756.00000000 NS USD 177571.68000000 0.026046512624 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 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 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 45378A106 11075.00000000 NS USD 201786.50000000 0.029598383141 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 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 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 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 92663R105 17667.00000000 NS USD 172783.26000000 0.025344139126 Long EC CORP CA N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 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 42328H109 5981.00000000 NS USD 395284.29000000 0.057980964361 Long EC CORP US N 1 N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 2589.00000000 NS USD 274667.01000000 0.040288618902 Long EC CORP US N 1 N N N GRAY ESCROW II INC N/A 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 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 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 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 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 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 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 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 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 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 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 40171V100 2882.00000000 NS USD 219262.56000000 0.032161801009 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 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 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 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 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 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 08579W103 1568.00000000 NS USD 100885.12000000 0.014797999048 Long EC CORP US N 1 N N N WELLTOWER OP LLC N/A 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 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 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 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 09255P107 25212.00000000 NS USD 224891.04000000 0.032987395920 Long RF US N 1 N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 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 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 56585A102 3649.00000000 NS USD 425473.40000000 0.062409153781 Long EC CORP US N 1 N N N AMPHENOL CORP NEW 549300D3L3G0R4U4VT04 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 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 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 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 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 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 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 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 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 345370860 8058.00000000 NS USD 121917.54000000 0.017883069781 Long EC CORP US N 1 N N N AVIS BUDGET CAR/FINANCE N/A 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 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 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 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 USD XXXX N N N Imperial Brands Finance Plc 2138008L3B3MCG1DFS50 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 91347P105 613.00000000 NS USD 88351.69000000 0.012959574460 Long EC CORP US N 1 N N N SUMITOMO LIFE INSUR 549300I5OQCDADQSPI57 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 443510607 156.00000000 NS USD 51723.36000000 0.007586869421 Long EC CORP US N 1 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 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 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 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 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 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 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 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 G54950103 562.00000000 NS USD 214166.96000000 0.031414369832 Long EC CORP IE N 1 N N N Herc Holdings Inc 549300TP80QLITMSBP82 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 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 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 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 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 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 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 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 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 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 313384LR8 1400000.00000000 PA USD 1386246.81000000 0.203337013181 Long STIV USGSE US N 2 N N N Blackrock Enhanced International DIVidend Tr N8Y5YESYCLFDXNNUQV93 092524107 5200.00000000 NS USD 28288.00000000 0.004149331408 Long RF US N 1 N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 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 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 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 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 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 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 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 40637H109 7741.00000000 NS USD 279217.87000000 0.040956146699 Long EC CORP US N 1 N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 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 126408103 16021.00000000 NS USD 546316.10000000 0.080134564224 Long EC CORP US N 1 N N N ARMSTRONG WORLD INDS INC NEW KXMRXXOJ88Q45Y45MG74 04247X102 312.00000000 NS USD 22919.52000000 0.003361873734 Long EC CORP US N 1 N N N Heinz H J Finance Co 5493003STKEZ2S0RNU91 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 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 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 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 14040H105 1641.00000000 NS USD 179476.17000000 0.026325866419 Long EC CORP US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 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 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 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 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 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 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 053484101 599.00000000 NS USD 113372.73000000 0.016629702682 Long EC CORP US N 1 N N N Brooks Automation Inc New 35ZN6X1ANPH25YN32Y17 114340102 747.00000000 NS USD 34869.96000000 0.005114784369 Long EC CORP US N 1 N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 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 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 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 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 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 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 313384LJ6 400000.00000000 PA USD 396450.85000000 0.058152077343 Long STIV USGSE US N 2 N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 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 30303M102 4154.00000000 NS USD 1192114.92000000 0.174861421107 Long EC CORP US N 1 N N N Neuberger Berman CLO Ltd 549300UTI4Y2IA4RUP16 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 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 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 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 59156R108 3167.00000000 NS USD 179030.51000000 0.026260496261 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 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 887389104 5219.00000000 NS USD 477695.07000000 0.070069116152 Long EC CORP US N 1 N N N PETSMART INC N/A 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 46579R955 17968.00000000 NS 164116.10000000 0.024072825523 Long EC CORP CA N 2 N N N Rfmsi Series 2007-S7 Tr N/A 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 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 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 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 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 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 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 58506Q109 388.00000000 NS USD 93185.96000000 0.013668673312 Long EC CORP US N 1 N N N Nordstrom Inc 549300S3IZB5P35KNV16 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 154760409 1393.00000000 NS USD 21884.03000000 0.003209986320 Long EC CORP US N 1 N N N LAMAR MEDIA CORP N/A 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 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 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 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 79466L302 2959.00000000 NS USD 625118.34000000 0.091693409300 Long EC CORP US N 1 N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 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 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 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 516544103 1855.00000000 NS USD 155671.60000000 0.022834172062 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 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 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 USD XXXX N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 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 124411109 7353.00000000 NS USD 133015.77000000 0.019510976820 Long EC CORP US N 1 N N N Travel + Leisure Co T4VNTWMFQ7JQB65L7T35 894164102 62.00000000 NS USD 2501.08000000 0.000366862620 Long EC CORP US N 1 N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113109 1454.00000000 NS USD 87618.04000000 0.012851961444 Long EC CORP US N 1 N N N Ppg Inds Inc 549300BKPEP01R3V6C59 693506107 3091.00000000 NS USD 458395.30000000 0.067238193434 Long EC CORP US N 1 N N N Berkshire Hathaway Inc Del 5493000C01ZX7D35SD85 084670702 1324.00000000 NS USD 451484.00000000 0.066224432328 Long EC CORP US N 1 N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 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 718546104 75.00000000 NS USD 7153.50000000 0.001049287409 Long EC CORP US N 1 N N N Barclays Commercial Mortgage S N/A 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 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 441593100 3004.00000000 NS USD 295323.24000000 0.043318509454 Long EC CORP US N 1 N N N NORDSTROM INC 549300S3IZB5P35KNV16 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 30225T102 126.00000000 NS USD 18755.10000000 0.002751029606 Long EC CORP US N 1 N N N Bridgewater Bancshares Inc 5493001FLSBTVILKXZ71 108621103 13228.00000000 NS USD 130295.80000000 0.019112007047 Long EC CORP US N 1 N N N Southern Co 549300FC3G3YU2FBZD92 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 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 871829107 3701.00000000 NS USD 274614.20000000 0.040280872642 Long EC CORP US N 1 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H824 14875.00000000 NS USD 289021.25000000 0.042394122963 Long EP CORP US N 1 N N N Enanta Pharmaceuticals Inc 529900SSN4DODDQSN594 29251M106 188.00000000 NS USD 4023.20000000 0.000590129741 Long EC CORP US N 1 N N N Waste Pro Usa Inc 549300BY1QXU5BI3UF28 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 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 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 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 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 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 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 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 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 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 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 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 25179M103 8224.00000000 NS USD 397548.16000000 0.058313032619 Long EC CORP US N 1 N N N Acuity Brands Inc N/A 00508Y102 314.00000000 NS USD 51207.12000000 0.007511146470 Long EC CORP US N 1 N N N APTIV PLC N/A G6095L109 3114.00000000 NS USD 317908.26000000 0.046631318166 Long EC CORP JE N 1 N N N Eagle Matls Inc 529900KRXRGXL61SG039 26969P108 99.00000000 NS USD 18455.58000000 0.002707095509 Long EC CORP US N 1 N N N Paypal Holdings Inc 5493005X2GO78EFZ3E94 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 194014502 6244.00000000 NS USD 400365.28000000 0.058726252518 Long EC CORP US N 1 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 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 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 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 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 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 099406100 1417.00000000 NS USD 120005.73000000 0.017602642276 Long EC CORP US N 1 N N N Blackrock Debt Strategies Fund Inc Y02PFSGMGNYKWM70AJ95 09255R202 5650.00000000 NS USD 55313.50000000 0.008113477194 Long RF US N 1 N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 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 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 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 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 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 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 USD XXXX N N N Gardner Denver Inc 549300YHGS5RRRQQ4T26 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 12008R107 472.00000000 NS USD 64192.00000000 0.009415790504 Long EC CORP US N 1 N N N Hca Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 835.00000000 NS USD 253405.80000000 0.037169988867 Long EC CORP US N 1 N N N Revance Therapeutics Inc 549300N33TFDZHS81H11 761330109 9066.00000000 NS USD 229460.46000000 0.033657646129 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 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 92838X102 8900.00000000 NS USD 30972.00000000 0.004543025042 Long RF US N 1 N N N Knowles Corp 5493003EO323TDZQU148 49926D109 14605.00000000 NS USD 263766.30000000 0.038689684429 Long EC CORP US N 1 N N N BFLD Trust N/A 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 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 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 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 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 09259E108 1450.00000000 NS USD 15819.50000000 0.002320430861 Long EC CORP US N 1 N N N MCAFEE CORP 2549009UKR8UEZYVCR93 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 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 USD XXXX N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 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 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 750236101 8581.00000000 NS USD 216927.68000000 0.031819316884 Long EC CORP US N 1 N N N MUELLER WATER PRODUCTS 549300F7ZU4P1F8V8L60 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 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 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 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 052769106 1228.00000000 NS USD 251261.08000000 0.036855397731 Long EC CORP US N 1 N N N Ss&C Technologies Inc 549300KY09TR3J12JU49 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 05550J101 4065.00000000 NS USD 256135.65000000 0.037570407855 Long EC CORP US N 1 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 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 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 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 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 268948106 126.00000000 NS USD 2666.16000000 0.000391076832 Long EC CORP US N 1 N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 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 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 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 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 21037T109 3456.00000000 NS USD 316396.80000000 0.046409614671 Long EC CORP US N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 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 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 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 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 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 USD XXXX N N N Teva Pharmaceutical Finance Netherlands III B V 5493004T21MOAFINJP35 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 700593000 7220.00000000 NS 397556.90000000 0.058314314617 Long EC CORP KR N 2 N N N Ncl Corporation Ltd UNZWILHE4KMRP9K2L524 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 637870106 8491.00000000 NS USD 295741.53000000 0.043379864934 Long EC CORP US N 1 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 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 150185106 5402.00000000 NS USD 215917.94000000 0.031671206523 Long EC CORP US N 1 N N N Harley Marine Financing Llc 5493005HW7HO5Y757M86 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 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 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 896288107 408.00000000 NS USD 38747.76000000 0.005683586594 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 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 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 548661107 2033.00000000 NS USD 458848.10000000 0.067304610899 Long EC CORP US N 1 N N N Procter & Gamble Company 2572IBTT8CCZW6AU4141 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 313588LW3 500000.00000000 PA USD 494748.84000000 0.072570591813 Long STIV USGSE US N 2 N N N Astrazeneca Plc PY6ZZQWO2IZFZC3IOL08 046353108 1947.00000000 NS USD 139346.79000000 0.020439621480 Long EC CORP GB N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 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 56600D107 20156.00000000 NS USD 250539.08000000 0.036749493556 Long EC CORP US N 1 N N N Altice France Holding S A 5299000JVHXKJPOE6H40 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 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 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 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 18270P109 10115.00000000 NS USD 92451.10000000 0.013560882812 Long EC CORP US N 1 N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 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 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 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 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 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 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 031162100 450.00000000 NS USD 99909.00000000 0.014654820125 Long EC CORP US N 1 N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 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 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 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 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 744573106 3072.00000000 NS USD 192337.92000000 0.028212449538 Long EC CORP US N 1 N N N CROWN SUBSEA COMMUNICATIONS 5493003AYLUE132FIO27 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 00790R104 3222.00000000 NS USD 366599.16000000 0.053773381256 Long EC CORP US N 1 N N N GO DADDY OPERATING CO LLC 5493005GJOH8HLL11157 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 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 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 67103H107 253.00000000 NS USD 241690.90000000 0.035451627635 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 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 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 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 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 46091B207 6924.82200000 NS USD 72495.96000000 0.010633829320 Long RF US N 3 N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 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 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 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 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 G51502105 3288.00000000 NS USD 224044.32000000 0.032863197607 Long EC CORP IE N 1 N N N Gmacm Mortgage Loan Tr N/A 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 337158208 425.00000000 NS USD 269739.00000000 0.039565770108 Long EP CORP US Y 2 N N N Allegheny Technologies Inc ZW1LRE7C3H17O2ZN9B45 01741R102 795.00000000 NS USD 35162.85000000 0.005157745967 Long EC CORP US N 1 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 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 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 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 629209305 362.00000000 NS USD 9346.84000000 0.001371010208 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 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 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 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 USD XXXX N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 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 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 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 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 74935Q107 3978.00000000 NS USD 238680.00000000 0.035009983760 Long EC CORP CA N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 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 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 346375108 1392.00000000 NS USD 47634.24000000 0.006987070424 Long EC CORP US N 1 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 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 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 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 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 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 464288687 19500.00000000 NS USD 603135.00000000 0.088468856022 Long RF US N 1 N N Liberty Latin America Ltd 213800YWQHEAX7CAVO83 G9001E102 307.00000000 NS USD 2686.25000000 0.000394023667 Long EC CORP BM N 1 N N N ENTERGY CORP NEW 4XM3TW50JULSLG8BNC79 29364G103 4528.00000000 NS USD 440891.36000000 0.064670686080 Long EC CORP US N 1 N N N Fortress Transportation & Infrastructure Invs Llc 529900E7PUVK6BC8PE80 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 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 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 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 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 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 37637Q105 3226.00000000 NS USD 100554.42000000 0.014749491416 Long EC CORP US N 1 N N N ASPLUNDH TREE EXPERT LLC N/A 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 224408104 1330.00000000 NS USD 118529.60000000 0.017386121045 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 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 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 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 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 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 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 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 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 227046109 1695.00000000 NS USD 190585.80000000 0.027955445630 Long EC CORP US N 1 N N N Dish Network Corp 529900U350CWHH15G169 25470M109 20651.00000000 NS USD 136090.09000000 0.019961923248 Long EC CORP US N 1 N N N Owl Rock Technology Finance Corp 254900G5EZJSOD3UKL16 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 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 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 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 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 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 03076C106 1202.00000000 NS USD 399256.32000000 0.058563588400 Long EC CORP US N 1 N N N Encore Capital Group Inc 5493000UVC6H49CIH830 292554102 1469.00000000 NS USD 71422.78000000 0.010476413473 Long EC CORP US N 1 N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 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 252131107 1536.00000000 NS USD 197391.36000000 0.028953696615 Long EC CORP US N 1 N N N FERRELLGAS LP/FERRELLGAS N/A 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 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 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 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 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 172908105 682.00000000 NS USD 339008.56000000 0.049726345652 Long EC CORP US N 1 N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 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 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 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 436440101 1400.00000000 NS USD 113358.00000000 0.016627542061 Long EC CORP US N 1 N N N Amis Holdings Inc ZV20P4CNJVT8V1ZGJ064 682189105 3140.00000000 NS USD 296981.20000000 0.043561701814 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 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 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 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 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 USD XXXX N N N DISH DBS CORP N/A 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 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 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 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 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 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 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 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 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 USD XXXX N N N Dish Dbs Corp N/A 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 00912X302 9264.00000000 NS USD 387698.40000000 0.056868253259 Long EC CORP US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 3721.00000000 NS USD 386128.17000000 0.056637929282 Long EC CORP US N 1 N N N United Natural Foods Inc 549300GKGW6WPZ282D40 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 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 50540R409 1759.00000000 NS USD 424499.47000000 0.062266296091 Long EC CORP US N 1 N N N Radian Group Inc 54930005OUP720S5U385 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 45688C107 5211.00000000 NS USD 303071.76000000 0.044455075397 Long EC CORP US N 1 N N N Papa Johns International Inc HZYLD3DK5XOX0WBVNB56 698813102 2419.00000000 NS USD 178594.77000000 0.026196581185 Long EC CORP US N 1 N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 42226K105 18291.00000000 NS USD 344968.26000000 0.050600524469 Long EC CORP US N 1 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 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 552848103 2728.00000000 NS USD 43075.12000000 0.006318331036 Long EC CORP US N 1 N N N Ncr Corporation New 549300YKTY8JX1DV2R67 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 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 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 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 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 09247X101 182.00000000 NS USD 125787.48000000 0.018450719088 Long EC CORP US N 1 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 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 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 G4474Y214 988.00000000 NS USD 26923.00000000 0.003949110913 Long EC CORP JE N 1 N N N PTC INC 54930050SSMU8SKDJ030 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 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 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 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 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 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 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 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 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 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 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 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 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 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 222070203 19160.00000000 NS USD 235476.40000000 0.034540074325 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 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 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 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 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 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 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 637417106 586.00000000 NS USD 25074.94000000 0.003678034364 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 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 7591EP704 2700.00000000 NS USD 55215.00000000 0.008099029048 Long EP CORP US N 1 N N N Anheuser-Busch Inbev Worldwide Inc 549300CRGMZK3K53BF92 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 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 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 59522J103 166.00000000 NS USD 25208.76000000 0.003697663307 Long EC CORP US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 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 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 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 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 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 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 219798105 1048.00000000 NS USD 86837.28000000 0.012737438254 Long EC CORP US N 1 N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 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 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 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 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 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 USD XXXX N N N Regions Financial Corporation New CW05CS5KW59QTC0DG824 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 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 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 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 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 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 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 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 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 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 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 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 74762E102 2169.00000000 NS USD 426100.05000000 0.062501071857 Long EC CORP US N 1 N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 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 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 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 09249E101 10050.00000000 NS USD 106932.00000000 0.015684965575 Long RF US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 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 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 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 313384KM0 100000.00000000 PA USD 99405.45000000 0.014580958564 Long STIV USGSE US N 2 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 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 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 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 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 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 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 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 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 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 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 95766K109 42861.00000000 NS USD 162014.58000000 0.023764571035 Long RF US N 1 N N N Cigna Corporation New 549300VIWYMSIGT1U456 125523100 1134.00000000 NS USD 318200.40000000 0.046674169752 Long EC CORP US N 1 N N N Genworth Mortgage Insurance Co N/A 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 247361702 6699.00000000 NS USD 318470.46000000 0.046713782607 Long EC CORP US N 1 N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 USD XXXX N N N Camden Property Tr 5493002MYX22OHYJBD89 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 912796Y37 300000.00000000 PA USD 298678.95000000 0.043810730639 Long STIV UST US N 2 N N N Bridge Bancorp Inc N/A 25432X102 394.00000000 NS USD 6946.22000000 0.001018883230 Long EC CORP US N 1 N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 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 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 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 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 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 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 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 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 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 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 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 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 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 N/A 4832951.25400000 PA USD 48329512.54000000 7.089054169514 Long STIV PF US N 2 N N N Us Bancorp Del N1GZ7BBF3NP8GI976H15 902973304 147.00000000 NS USD 4856.88000000 0.000712415325 Long EC CORP US N 1 N N N BELRON LUXEMBOURG SARL N/A 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 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 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 02005N100 19790.00000000 NS USD 534527.90000000 0.078405451225 Long EC CORP US N 1 N N N Cohu Inc 529900FJPORJ3JJ2XS33 192576106 6164.00000000 NS USD 256175.84000000 0.037576302992 Long EC CORP US N 1 N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 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 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 244199105 242.00000000 NS USD 98055.98000000 0.014383016035 Long EC CORP US N 1 N N N Nextera Energy Partners Lp 5493008F4ZOQFNG3WN54 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 USD XXXX N N N Regionalcare Hospital Partners Holdings Inc 549300G8ZVHRTBBBSZ90 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 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 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 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 45784P101 818.00000000 NS USD 235862.12000000 0.034596652383 Long EC CORP US N 1 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 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 598511103 966.00000000 NS USD 20643.42000000 0.003028011559 Long EC CORP US N 1 N N N Gartner Inc PP55B5R38BFB8O8HH686 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 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 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 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 65473P105 11876.00000000 NS USD 324808.60000000 0.047643471641 Long EC CORP US N 1 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 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 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 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 06055H806 20000.00000000 NS USD 374000.00000000 0.054858948912 Long EP CORP US N 1 N N Aecom Technology Corp 0EEB8GF0W0NPCIHZX097 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 653656108 1248.00000000 NS USD 257712.00000000 0.037801629524 Long EC CORP IL N 1 N N N Maximus Inc 549300DQCDS8HJ7QF202 577933104 3755.00000000 NS USD 317335.05000000 0.046547238759 Long EC CORP US N 1 N N N Ford Motor Credit Company Llc UDSQCVRUX5BONN0VY111 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 254687106 3616.00000000 NS USD 322836.48000000 0.047354197763 Long EC CORP US N 1 N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 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 126650100 2060.00000000 NS USD 142407.80000000 0.020888615574 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 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 91913Y100 1294.00000000 NS USD 151786.20000000 0.022264255057 Long EC CORP US N 1 N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 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 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 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 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 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 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 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 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 533900106 1779.00000000 NS USD 353362.77000000 0.051831845312 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 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 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 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 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 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 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 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 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 668771108 3167.00000000 NS USD 58747.85000000 0.008617233427 Long EC CORP US N 1 N N N Colgate PalmolIVe Co YMEGZFW4SBUSS5BQXF88 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 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 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 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 USD XXXX N N N M & T Bank Corp 549300WYXDDBYRASEG81 55261F104 1673.00000000 NS USD 207050.48000000 0.030370512579 Long EC CORP US N 1 N N N BLACK KNIGHT INFOSERV LLC 549300H5PS5C68DAUX66 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 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 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 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 092508100 20506.00000000 NS USD 208135.90000000 0.030529723810 Long RF US N 1 N N N Servicenow Inc 549300HJTQM36M0E1G39 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 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 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 277432100 2247.00000000 NS USD 188118.84000000 0.027593587788 Long EC CORP US N 1 N N N Madison Park Funding Ltd N/A 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 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 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 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 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 00191U102 4084.00000000 NS USD 308872.92000000 0.045305999301 Long EC CORP US N 1 N N N Edgewell Personal Care Co 549300CY8QZDL4Z3RU59 28035Q102 419.00000000 NS USD 17308.89000000 0.002538897091 Long EC CORP US N 1 N N N Ellington Residential Mortgage Reit 549300KA3MR2ZCRGA787 288578107 1020.00000000 NS USD 7354.20000000 0.001078726422 Long EC CORP US N 1 N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 7378.00000000 NS USD 435228.22000000 0.063840007182 Long EC CORP US N 1 N N N Mitsubishi Ufj Financial Group Inc 353800V2V8PUY9TK3E06 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 G3421J106 972.00000000 NS USD 152905.32000000 0.022428409460 Long EC CORP JE N 1 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 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 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 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 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 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 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 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 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 668074305 1705.00000000 NS USD 96775.80000000 0.014195237080 Long EC CORP US N 1 N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 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 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 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 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 USD XXXX N N NUVEEN PFD INCOME OPPORTUNITIES FD SQSNUOAGTXNFWCFS1I50 67073B106 6800.00000000 NS USD 44064.00000000 0.006463381617 Long RF US N 1 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 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 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 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 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 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 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 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 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 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 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 USD XXXX N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 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 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 74340E103 4932.00000000 NS USD 194024.88000000 0.028459895667 Long EC CORP US N 1 N N N NEW ENTERPRISE STONE & LIME 549300O5DQ5Y61B8VF38 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 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 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 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 USD XXXX N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 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 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 127387108 291.00000000 NS USD 68245.32000000 0.010010338297 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973718 9000.00000000 NS USD 151470.00000000 0.022217874309 Long EP CORP US N 1 N N N Home Depot Inc QEKMOTMBBKA8I816DO57 437076102 2465.00000000 NS USD 765727.60000000 0.112318212003 Long EC CORP US N 1 N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 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 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 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 N20944109 15496.00000000 NS USD 223142.40000000 0.032730902464 Long EC CORP NL N 1 N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 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 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 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 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 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 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 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 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 571903202 150.00000000 NS USD 27553.50000000 0.004041593713 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 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 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 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 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 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 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 502431109 889.00000000 NS USD 174039.53000000 0.025528410922 Long EC CORP US N 1 N N N PRIMO WATER HOLDINGS INC 9845008F9A5F2E1D4832 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 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 670100205 638.00000000 NS USD 103247.54000000 0.015144522786 Long EC CORP DK N 1 N N N Meritage Homes Corp 52990044W9UMFJO2FB97 59001A102 779.00000000 NS USD 110828.33000000 0.016256485811 Long EC CORP US N 1 N N N Avantor Inc N/A 05352A100 7582.00000000 NS USD 155734.28000000 0.022843366070 Long EC CORP US N 1 N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 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 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 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 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 N/A 4674.00000000 NS USD 44403.00000000 0.006513106707 Long EC CORP US N 2 N N N RLG HOLDINGS LLC 254900Y6CDN3X5BPSO77 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 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 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 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 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 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 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 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 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 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 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 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 064058100 5698.00000000 NS USD 253674.96000000 0.037209469708 Long EC CORP US N 1 N N N Oci N V 549300NCMRGIBJYUOE57 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 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 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 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 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 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 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 691497309 115.00000000 NS USD 11318.30000000 0.001660187276 Long EC CORP US N 1 N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 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 USD XXXX N N N Everi Holdings Inc 5299006DK5S7BG10K532 30034T103 12151.00000000 NS USD 175703.46000000 0.025772478972 Long EC CORP US N 1 N N N CORNERSTONE ONDEMAND INC 549300Z402F16H5EGH48 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 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 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 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 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 166764100 431.00000000 NS USD 67817.85000000 0.009947636279 Long EC CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 787.00000000 NS USD 346665.63000000 0.050849497555 Long EC CORP US N 1 N N N Longfellow Place CLO Ltd 549300FY38ZCUKZQU403 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 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 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 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 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 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 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 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 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 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 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 666807102 480.00000000 NS USD 218784.00000000 0.032091605023 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002Y400 15500.00000000 NS USD 264430.00000000 0.038787037061 Long EP CORP US N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 185.00000000 NS USD 88948.00000000 0.013047042213 Long EC CORP US N 1 N N N CORELOGIC INC 54930086CD8K2UIL0516 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 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 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 00206R706 21875.00000000 NS USD 461125.00000000 0.067638590420 Long EP CORP US N 1 N N N Crown Holdings Inc 7HLDMDH0ZXNUH6PT7Z42 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 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 902494103 4233.00000000 NS USD 216052.32000000 0.031690917607 Long EC CORP US N 1 N N N GRINDING MEDIA INC 254900IYFJ03EGFQ8C34 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 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 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 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 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 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 98956P102 1989.00000000 NS USD 289598.40000000 0.042478780296 Long EC CORP US N 1 N N N Marsh & Mclennan Cos Inc 549300XMP3KDCKJXIU47 571748102 220.00000000 NS USD 41377.60000000 0.006069335947 Long EC CORP US N 1 N N N Emerald Holding Inc N/A 29103W104 547.00000000 NS USD 2242.70000000 0.000328963007 Long EC CORP US N 1 N N N Ciena Corp W0CZ7N0GH8UIGXDM1H41 171779309 7685.00000000 NS USD 326535.65000000 0.047896798239 Long EC CORP US N 1 N N N Aegon Funding Company Llc KEIOKM01PSK5VZ5CCI74 00775V104 7525.00000000 NS USD 159605.25000000 0.023411166459 Long EP CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 11500.00000000 NS USD 3916210.00000000 0.574436268237 Long EC CORP US N 1 N N N MH SUB I LLC N/A 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 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 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 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 G29183103 450.00000000 NS USD 90495.00000000 0.013273958774 Long EC CORP IE N 1 N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094104 1344.00000000 NS USD 524213.76000000 0.076892555826 Long EC CORP US N 1 N N N Wellpoint Inc 8MYN82XMYQH89CTMTH67 036752103 767.00000000 NS USD 340770.43000000 0.049984779706 Long EC CORP US N 1 N N N Cheniere Energy Partners L P 5493005UEC8AZ34LDV29 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 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 060505682 550.00000000 NS USD 644501.00000000 0.094536490462 Long EP CORP US N 1 N N N Ssr Mining Inc 549300JD2KR7AB9DYJ38 784730103 1438.00000000 NS USD 20390.84000000 0.002990962700 Long EC CORP CA N 1 N N N Nippon Life Insurance Co 549300Y0HHMFW3EVWY08 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 02079K107 16662.00000000 NS USD 2015602.14000000 0.295651911300 Long EC CORP US N 1 N N N Schneider National Inc Wis 529900V6GZ6G6E3BLV72 80689H102 7191.00000000 NS USD 206525.52000000 0.030293510563 Long EC CORP US N 1 N N N Ionis Pharmaceuticals Inc 549300SI4ZGLG0BLUZ92 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 USD XXXX N N N Public Storage 549300LMZF40TKJ6DM64 74460W594 958.00000000 NS USD 21564.58000000 0.003163128857 Long EP CORP US N 1 N N N VCAT Asset Securitization, LLC N/A 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 58933Y105 7183.00000000 NS USD 828846.37000000 0.121576579326 Long EC CORP US N 1 N N N SHIFT4 PAYMENTS LLC/FIN N/A 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 20030N101 19904.00000000 NS USD 827011.20000000 0.121307393505 Long EC CORP US N 1 N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 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 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 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 313384JQ3 1400000.00000000 PA USD 1395685.26000000 0.204721460899 Long STIV USGSE US N 2 N N N DELTA AIR LINES/SKYMILES N/A 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 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 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 USD XXXX N N N Bristol Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 168.00000000 NS USD 10743.60000000 0.001575889314 Long EC CORP US N 1 N N N SEALED AIR/SEALED AIR US Q0M0CZB4YN6JZ65WXI09 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 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 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 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 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 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 USD XXXX N N N General Mtrs Financial Company Inc 5493008B6JBRUJ90QL97 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 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 USD XXXX N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 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 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 375558103 4160.00000000 NS USD 320611.20000000 0.047027789950 Long EC CORP US N 1 N N N EDELMAN FINANCIAL CENTER 549300Z31KZXNP05U733 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 015271109 1563.00000000 NS USD 177384.87000000 0.026019111019 Long EC CORP US N 1 N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 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 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 204149108 574.00000000 NS USD 20417.18000000 0.002994826295 Long EC CORP US N 1 N N N Builders Firstsource Inc 549300W0SKP6L3H7DP63 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 09257R101 16086.00000000 NS USD 175819.98000000 0.025789570322 Long RF US N 1 N N N Littelfuse Inc 549300MY7HLQFYTPCX75 537008104 843.00000000 NS USD 245574.33000000 0.036021255678 Long EC CORP US N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 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 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 87161C709 2675.00000000 NS USD 55238.75000000 0.008102512738 Long EP CORP US N 1 N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 USD XXXX N N N BANK5 2023-5YR1 N/A 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 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 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 13100M509 1964.00000000 NS USD 98023.24000000 0.014378213677 Long EC CORP US N 1 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 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 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 929089100 4752.00000000 NS USD 340765.92000000 0.049984118172 Long EC CORP US N 1 N N N BROOKFIELD WEC HOLDINGS 5493002M6GRSU1IWMG57 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 67073D102 45650.00000000 NS USD 230532.50000000 0.033814894759 Long RF US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 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 62482R107 56.00000000 NS USD 2835.84000000 0.000415965779 Long EC CORP US N 1 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 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 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 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 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 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 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 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 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 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 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 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 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 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 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 47103N106 19732.00000000 NS USD 210343.12000000 0.030853482551 Long EC CORP US N 1 N N N Miller Inds Inc Tenn 549300F1O74SPUJ7UU94 600551204 5228.00000000 NS USD 185437.16000000 0.027200234457 Long EC CORP US N 1 N N N XHR LP 549300M88BPT83ZL2164 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 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 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 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 48128B523 17000.00000000 NS USD 327930.00000000 0.048101323841 Long EP CORP US N 1 N N Enterprise Financial Svcs Corp 5493001XTU5DLD632129 293712105 919.00000000 NS USD 35932.90000000 0.005270698196 Long EC CORP US N 1 N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 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 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 USD XXXX N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 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 858119100 3879.00000000 NS USD 422539.47000000 0.061978799995 Long EC CORP US N 1 N N N Ionis Pharmaceuticals Inc 549300SI4ZGLG0BLUZ92 462222100 4986.00000000 NS USD 204575.58000000 0.030007490085 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 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 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 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 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 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 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 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 USD XXXX N N N Verisign Inc LMPL4N8ZOJRMF0KOF759 92343E102 513.00000000 NS USD 115922.61000000 0.017003723368 Long EC CORP US N 1 N N N HARBOR FREIGHT TOOLS 549300Y48HLCFTTB4249 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 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 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 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 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 898349204 200.00000000 NS USD 5722.00000000 0.000839312582 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 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 92840R101 12871.00000000 NS USD 157154.91000000 0.023051746468 Long RF US N 1 N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 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 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 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 21676P103 15068.00000000 NS USD 214869.68000000 0.031517445983 Long EC CORP US N 1 N N N Stratus CLO N/A 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 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 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 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 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 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 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 649445103 5734.00000000 NS USD 64450.16000000 0.009453657847 Long EC CORP US N 1 N N N Unitedhealth Group Inc 549300GHBMY8T5GXDE41 91324P102 1332.00000000 NS USD 640212.48000000 0.093907443137 Long EC CORP US N 1 N N N Global Pmts Inc 549300NOMHGVQBX6S778 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 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 69346H100 18673.00000000 NS USD 231918.66000000 0.034018219039 Long RF US N 1 N N N TELESAT CANADA/TELESAT LLC N/A 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 88579Y101 837.00000000 NS USD 83775.33000000 0.012288306279 Long EC CORP US N 1 N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 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 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 482480100 127.00000000 NS USD 61597.54000000 0.009035230748 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 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 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 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 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 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 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 92556H305 4698.00000000 NS USD 106456.68000000 0.015615244838 Long EP CORP US N 1 N N N NASDAQ INC 549300L8X1Q78ERXFD06 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 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 30034W106 2190.00000000 NS USD 127939.80000000 0.018766425005 Long EC CORP US N 1 N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 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 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 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 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 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 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 USD XXXX N N N Forward Air Corp N/A 349853101 4973.00000000 NS USD 527685.03000000 0.077401727547 Long EC CORP US N 1 N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 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 313384LX5 300000.00000000 PA USD 296808.60000000 0.043536384556 Long STIV USGSE US N 2 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832Q695 7400.00000000 NS USD 148592.00000000 0.021795724429 Long EP CORP US N 1 N N N Tennant Co JYAIRLT8DVP6DP8UT336 880345103 3218.00000000 NS USD 261011.98000000 0.038285676140 Long EC CORP US N 1 N N N Badger Infrastructure Solutions Ltd. 254900BS2WTIBXVDKM03 056533953 14270.00000000 NS 289762.60000000 0.042502865428 Long EC CORP CA N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 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 33738E109 16734.00000000 NS USD 191436.96000000 0.028080295210 Long RF US N 1 N N N Blackstone Mortgage Trust Inc 549300OLDJ20R2Y2UW20 09257W100 2799.00000000 NS USD 58247.19000000 0.008543795776 Long EC CORP US N 1 N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 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 83570H108 16899.00000000 NS USD 275960.67000000 0.040478375126 Long EC CORP US N 1 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 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 949746804 653.00000000 NS USD 752256.00000000 0.110342175061 Long EP CORP US N 1 N N N HOWARD MIDSTREAM ENERGY N/A 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 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 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 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 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 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 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 20786W107 277.00000000 NS USD 4595.43000000 0.000674065400 Long EC CORP US N 1 N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 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 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 383082104 73.00000000 NS USD 2104.59000000 0.000308704800 Long EC CORP US N 1 N N N Dewolf Park clo, ltd N/A 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 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 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 911363109 1671.00000000 NS USD 744213.27000000 0.109162453900 Long EC CORP US N 1 N N N Apple Incorporation HWUPKR0MPOU8FGXBT394 037833100 13979.00000000 NS USD 2711506.63000000 0.397728352115 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 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 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 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 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 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 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 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 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 N/A 7573786.00000000 PA USD 7573786.00000000 1.110935666439 Long STIV PF US N 2 N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161C501 653.00000000 NS USD 19753.25000000 0.002897439926 Long EC CORP US N 1 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 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 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 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 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 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 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 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 438516106 855.00000000 NS USD 177412.50000000 0.026023163834 Long EC CORP US N 1 N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 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 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 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 895436103 2061.00000000 NS USD 56512.62000000 0.008289366132 Long RF US N 1 N N N Popular Inc 5493008CARDZMVQ3LO89 733174700 387.00000000 NS USD 23421.24000000 0.003435466867 Long EC CORP PR N 1 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 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 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 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 902681113 748.00000000 NS USD 49682.16000000 0.007287462773 Long EP CORP US N 1 N N N Procter & Gamble Company 2572IBTT8CCZW6AU4141 742718109 1468.00000000 NS USD 222754.32000000 0.032673978237 Long EC CORP US N 1 N N N FRONTIER COMMUNICATIONS N/A 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 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 G0450A105 5922.00000000 NS USD 443261.70000000 0.065018371537 Long EC CORP BM N 1 N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 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 G0750C108 7817.00000000 NS USD 256475.77000000 0.037620297229 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 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 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 USD XXXX N N N Best Buy Company Inc HL5XPTVRV0O8TUN5LL90 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 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 H1467J104 1809.00000000 NS USD 348341.04000000 0.051095249512 Long EC CORP CH N 1 N N N Discover Bank Greenwood Del X05BVSK68TQ7YTOSNR22 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 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 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 254709108 1494.00000000 NS USD 174573.90000000 0.025606793212 Long EC CORP US N 1 N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 T9224W109 5060.00000000 NS USD 163842.80000000 0.024032737419 Long EC CORP IT N 1 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 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 15135B101 3538.00000000 NS USD 238638.10000000 0.035003837798 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 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 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 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 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 46120E602 941.00000000 NS USD 321765.54000000 0.047197110483 Long EC CORP US N 1 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 6061.00000000 NS USD 352810.81000000 0.051750882891 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 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 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 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 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 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 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 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 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 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 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 67059T204 5109.00000000 NS USD 129257.70000000 0.018959736793 Long EP CORP US N 1 N N N International Seaways Inc 549300YUFDGFRNGBWF46 Y41053102 669.00000000 NS USD 25582.56000000 0.003752492920 Long EC CORP MH N 1 N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 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 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 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 949746101 14262.00000000 NS USD 608702.16000000 0.089285456412 Long EC CORP US N 1 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 3335.00000000 NS USD 873002.95000000 0.128053540734 Long EC CORP US N 1 N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 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 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 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 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 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 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 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 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 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 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 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 G01767105 1358.00000000 NS USD 42505.40000000 0.006234763548 Long EC CORP IE N 1 N N N J2 Global Inc 5493008OJYGLHD7MXA18 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 USD XXXX N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 132.00000000 NS USD 42403.68000000 0.006219843087 Long EC CORP US N 1 N N N Permian Resources Corp 529900NXUJPOKU7OJ511 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 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 977852102 3822.00000000 NS USD 212464.98000000 0.031164720544 Long EC CORP US N 1 N N Corporate Office Pptys L P H0TWO5VRNEP6CQAWPX27 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 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 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 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 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 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 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 USD XXXX N N N Bank Of America Corp 9DJT3UXIJIZJI4WXO774 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 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 USD XXXX N N FELLS POINT FUNDING TR N/A 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 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 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 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 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 103304101 143.00000000 NS USD 9919.91000000 0.001455069079 Long EC CORP US N 1 N N N Credit Agricole S A 969500TJ5KRTCJQWXH05 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 92763M105 755.00000000 NS USD 20256.65000000 0.002971279485 Long EC CORP US N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 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 92532F100 250.00000000 NS USD 87977.50000000 0.012904687641 Long EC CORP US N 1 N N N Cboe Holdings Inc 529900RLNSGA90UPEH54 12503M108 579.00000000 NS USD 79907.79000000 0.011721009008 Long EC CORP US N 1 N N N INFORMATICA LLC 5493007SV33RZV7RPS40 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 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 09857L108 364.00000000 NS USD 982920.12000000 0.144176376064 Long EC CORP US N 1 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 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 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 02209S103 4332.00000000 NS USD 196239.60000000 0.028784754521 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 89679E300 4086.00000000 NS USD 248101.92000000 0.036392006829 Long EC CORP US N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 42.00000000 NS USD 36432.06000000 0.005343915824 Long EC CORP SG N 1 N N N Enterprise Prods Partners L P K4CDIF4M54DJZ6TB4Q48 293792107 11523.00000000 NS USD 303631.05000000 0.044537112995 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 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 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 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 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 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 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 USD XXXX N N N Commscope Technologies Finance Llc M4TWC4QDOKW45N7T6Y12 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 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 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 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 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 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 USD XXXX N N N Ally Financial Inc 549300JBN1OSM8YNAI90 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 70450Y103 8637.00000000 NS USD 576347.01000000 0.084539548602 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 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 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 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 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 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 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 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 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 816851109 2125.00000000 NS USD 309378.75000000 0.045380195296 Long EC CORP US N 1 N N N Energizer Holdings Inc New 5493000D6NN0V57UME20 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 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 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 USD XXXX N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 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 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 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 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 03073E105 363.00000000 NS USD 69852.09000000 0.010246022023 Long EC CORP US N 1 N N N VULCAN MATLS CO 549300Q8LSNHAVWBNI21 929160109 742.00000000 NS USD 167276.48000000 0.024536395375 Long EC CORP US N 1 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 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 902252105 431.00000000 NS USD 179498.57000000 0.026329152089 Long EC CORP US N 1 N N N MKS INSTRUMENTS INC 549300KEQATBHAGVF505 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 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 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 USD XXXX N N N CCO HLDGS LLC/CAP CORP N/A 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 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 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 USD XXXX N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 3562.00000000 NS USD 402790.96000000 0.059082055339 Long EC CORP US N 1 N N N Silver Point CLO, Ltd 549300ODF186WFGMDH65 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 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 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 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 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 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 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 256163106 2271.00000000 NS USD 116025.39000000 0.017018799311 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 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 020002838 7500.00000000 NS USD 165000.00000000 0.024202477461 Long EP CORP US N 1 N N N United Sts Lime & Minerals Inc 549300VGDEEG8RT7VC89 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 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 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 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 453838609 251.00000000 NS USD 4256.96000000 0.000624418051 Long EC CORP US N 1 N N N Schwab Charles Corporation New 549300VSGCJ7E698NM85 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 49714P108 1979.00000000 NS USD 740541.80000000 0.108623916507 Long EC CORP US N 1 N N N TEGNA INC 549300YC5EDBGX85AO10 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 125896837 14250.00000000 NS USD 258352.50000000 0.037895579141 Long EP CORP US N 1 N N N General Mtrs Financial Company Inc 5493008B6JBRUJ90QL97 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 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 038336103 1078.00000000 NS USD 124897.08000000 0.018320113719 Long EC CORP US N 1 N N N Fluor Corporation New CQ7WZ4NOFWT7FAE6Q943 343412102 6826.00000000 NS USD 202049.60000000 0.029636975091 Long EC CORP US N 1 N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 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 320866106 130.00000000 NS USD 3138.20000000 0.000460316453 Long EC CORP US N 1 N N N VISTAJET MALTA/VM HOLDS N/A 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 29273V605 5300.00000000 NS USD 129214.00000000 0.018953326804 Long EP CORP US N 1 N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 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 94987B105 27863.00000000 NS USD 179716.35000000 0.026361096426 Long RF US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 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 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 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 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 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 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 USD XXXX N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 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 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 512807108 123.00000000 NS USD 79071.78000000 0.011598381656 Long EC CORP US N 1 N N N MSWF Commercial Mortgage Trust N/A 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 74460D109 1311.00000000 NS USD 382654.68000000 0.056128431928 Long EC CORP US N 1 N N N SPCM SA 969500F7036FEDYPRV54 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 830830105 4655.00000000 NS USD 304669.75000000 0.044689471257 Long EC CORP US N 1 N N N MONDELEZ INTL INC 549300DV9GIB88LZ5P30 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 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 811707801 4613.00000000 NS USD 101947.30000000 0.014953801396 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625H100 6493.00000000 NS USD 944341.92000000 0.138517660816 Long EC CORP US N 1 N N N Vishay Intertechnology Inc 5493009O8F3QQJTCQR75 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 USD XXXX N N N PENSKE TRUCK LEASING/PTL N/A 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 16411R208 496.00000000 NS USD 75570.56000000 0.011084816819 Long EC CORP US N 1 N N N Bac Capital Trust XIV 549300QO5OB3VGJT6S64 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 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 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 USD XXXX N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 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 USD XXXX N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 57636Q104 2344.00000000 NS USD 921895.20000000 0.135225138180 Long EC CORP US N 1 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 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 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 74874Q100 20190.00000000 NS USD 178277.70000000 0.026150072824 Long EC CORP US N 1 N N N Springleaf Finance Corp 5493008I795YYBFWFU90 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 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 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 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 872657101 631.00000000 NS USD 18463.06000000 0.002708192687 Long EC CORP US N 1 N N N Life Insurance Company N H ODVCVCQG2BP6VHV36M30 026874784 3886.00000000 NS USD 223600.44000000 0.032798088542 Long EC CORP US N 1 N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216100 1229.00000000 NS USD 74010.38000000 0.010855966993 Long EC CORP US N 1 N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 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 26210C104 14408.00000000 NS USD 384261.36000000 0.056364102452 Long EC CORP US N 1 N N N NorthrIVer Midstream Finance Lp 549300SOLNLY3BL6GF18 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 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 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 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 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 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 483548103 425.00000000 NS USD 10340.25000000 0.001516725258 Long EC CORP US N 1 N N N Cimpress PLC 549300X1IFD75XISOR81 G2143T103 3715.00000000 NS USD 220968.20000000 0.032411987152 Long EC CORP IE N 1 N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 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 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 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 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 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 USD XXXX N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339100 563.00000000 NS USD 144426.39000000 0.021184705750 Long EC CORP US N 1 N N N Enterprise Prods Operating Llc 5493004LGN656HWLDA30 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 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 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 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 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 65339F713 9711.00000000 NS USD 439811.19000000 0.064512244928 Long EP CORP US N 1 N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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 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 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 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 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 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 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 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 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 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 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 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 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