0001752724-23-192412.txt : 20230828
0001752724-23-192412.hdr.sgml : 20230828
20230828092755
ACCESSION NUMBER: 0001752724-23-192412
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: 231210757
BUSINESS ADDRESS:
STREET 1: 901 MARQUETTE AVENUE, SUITE 2500
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-3211
BUSINESS PHONE: 612-844-7190
MAIL ADDRESS:
STREET 1: 901 MARQUETTE AVENUE, SUITE 2500
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-3211
FORMER COMPANY:
FORMER CONFORMED NAME: LB SERIES FUND INC
DATE OF NAME CHANGE: 19950428
FORMER COMPANY:
FORMER CONFORMED NAME: LBVIP SERIES FUND INC/
DATE OF NAME CHANGE: 19940824
FORMER COMPANY:
FORMER CONFORMED NAME: LBVIP SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000790166
S000001432
Thrivent Balanced Income Plus Portfolio
C000003839
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000790166
XXXXXXXX
S000001432
C000003839
Thrivent Series Fund, Inc.
811-04603
0000790166
549300VNHRP1O3O9AF57
901 Marquette Avenue
Suite 2500
Minneapolis
55402-3211
612-844-5168
THRIVENT BALANCED INCOME PLUS PORTFOLIO
S000001432
G6AL26GWOV90D51UXG57
2023-12-31
2023-06-30
N
429736934.67
15511677.58
414225257.09
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
13509154.76000000
0.00000000
0.00000000
7551.17
USD
N
35% MSCI All Country World Index ex USA, 24.75% Bloomberg US Mortgage Backed Securities Index, 15.13% Credit Suisse Leveraged Loan Index, 15.13% Bloomberg US High Yield Ba/B 2% Issuer Capped Index, 10% S&P 1500 Composite Index
MXWD, LUMSTRUU, LF89TRUU, LEVLOAN, SPR
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
4791.00000000
NS
USD
196574.73000000
0.047455998067
Long
EC
CORP
US
N
1
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867229AC0
40000.00000000
PA
USD
43100.79000000
0.010405157402
Long
DBT
CORP
CA
N
2
2032-02-01
Fixed
7.15000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Company
532457CF3
82000.00000000
PA
USD
83074.86000000
0.020055479133
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
4.70000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corporation
89788MAE2
37000.00000000
PA
USD
30754.77000000
0.007424648660
Long
DBT
CORP
US
N
2
2029-06-07
Variable
1.88700000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACB1
27000.00000000
PA
USD
26756.27000000
0.006459352620
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBD6
39000.00000000
PA
USD
18109.50000000
0.004371896616
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NB3
58000.00000000
PA
USD
46661.00000000
0.011264643862
Long
DBT
CORP
US
N
2
2026-11-15
Variable
4.15000000
N
N
N
N
N
N
Sanfilippo John B & Son Inc
5299007IBEYVXKYDUX28
John B. Sanfilippo & Son, Inc.
800422107
2362.00000000
NS
USD
276991.74000000
0.066869833564
Long
EC
CORP
US
N
1
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
Owl Rock Core Income Corporation
69120VAF8
62000.00000000
PA
USD
56260.14000000
0.013582015832
Long
DBT
CORP
US
N
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
26442.61000000
PA
USD
24973.72000000
0.006029019132
Long
DBT
CORP
US
N
2
2027-07-31
Floating
8.78790000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
1783.00000000
NS
USD
202352.67000000
0.048850876796
Long
EC
CORP
US
N
1
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
70000.00000000
PA
USD
66611.33000000
0.016080943607
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Portland General Electric Co
GJOUP9M7C39GLSK9R870
Portland General Electric Company
736508847
3391.00000000
NS
USD
158800.53000000
0.038336756941
Long
EC
CORP
US
N
1
N
N
N
VFH PARENT LLC
549300FRO9M476YHHY64
VFH Parent, LLC, Term Loan
N/A
76230.00000000
PA
USD
75825.22000000
0.018305310625
Long
DBT
CORP
US
N
2
2029-01-13
Floating
8.18920000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AV5
79000.00000000
PA
USD
78828.86000000
0.019030432995
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.35000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
900000.00000000
PA
USD
924468.75000000
0.223180198256
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AW4
135000.00000000
PA
USD
130327.37000000
0.031462922110
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
Hilton Worldwide Finance Llc
549300406TN7EY0NPH20
Hilton Worldwide Finance, LLC, Term Loan
N/A
188000.00000000
PA
USD
187714.24000000
0.045316946947
Long
DBT
CORP
US
N
2
2026-06-21
Floating
6.93920000
N
N
N
N
N
N
Mfrs & Traders Trust Company Bank Note Program
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Company
55279HAW0
83000.00000000
PA
USD
77612.94000000
0.018736892227
Long
DBT
CORP
US
N
2
2028-01-27
Fixed
4.70000000
N
N
N
N
N
N
Edgewell Personal Care Co
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035QAA0
50000.00000000
PA
USD
47261.00000000
0.011409492586
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores, Inc., Convertible
122017AB2
156000.00000000
PA
USD
161362.50000000
0.038955253750
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.25000000
N
N
N
N
Y
Burlington Stores Inc
Burlington Stores Inc
USD
XXXX
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDK3
71000.00000000
PA
USD
68351.70000000
0.016501094230
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III B V
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
151000.00000000
PA
USD
135302.92000000
0.032664092226
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corporation
863667AQ4
73000.00000000
PA
USD
69413.00000000
0.016757307482
Long
DBT
CORP
US
N
2
2028-03-07
Fixed
3.65000000
N
N
N
N
N
N
Houlihan Lokey Inc
549300S3CNGTQ1QZVY46
Houlihan Lokey, Inc.
441593100
2887.00000000
NS
USD
283820.97000000
0.068518508985
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZF0
1550000.00000000
PA
USD
1433750.00000000
0.346128097082
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066GAF1
22000.00000000
PA
USD
19950.15000000
0.004816256290
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AU5
75000.00000000
PA
USD
76577.93000000
0.018487025764
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
BROOKFIELD WEC HOLDINGS
5493002M6GRSU1IWMG57
Brookfield WEC Holdings, Inc., Term Loan
N/A
186564.89000000
PA
USD
186046.24000000
0.044914267494
Long
DBT
CORP
US
N
2
2025-08-01
Floating
7.94300000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
5884.00000000
NS
USD
268075.04000000
0.064717212533
Long
EC
CORP
US
N
1
N
N
N
Nuveen Credit Strategies Income Fd
W4CSTD4RDGQSJ4FOVO30
Nuveen Credit Strategies Income Fund
67073D102
18650.00000000
NS
USD
94182.50000000
0.022737024937
Long
RF
US
N
1
N
N
N
OXFORD INDS INC
IDZ20O0XD3GS4UOI2L88
Oxford Industries, Inc.
691497309
132.00000000
NS
USD
12991.44000000
0.003136322514
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
156000.00000000
PA
USD
171058.37000000
0.041295977749
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
CENTRAL PARENT INC
N/A
Central Parent, Inc., Term Loan
N/A
223875.00000000
PA
USD
223100.39000000
0.053859678081
Long
DBT
CORP
US
N
2
2029-07-06
Floating
9.49190000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
12076.00000000
NS
USD
442947.68000000
0.106934010521
Long
EC
CORP
US
N
1
N
N
N
Gci Llc
549300N3IE9H88Q20221
GCI, LLC
36166TAB6
95000.00000000
PA
USD
80997.00000000
0.019553853516
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
943.00000000
NS
USD
28535.18000000
0.006888807360
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Invs Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BK5
46000.00000000
PA
USD
41990.14000000
0.010137030343
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909AU2
81000.00000000
PA
USD
80119.13000000
0.019341922934
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
Apple Incorporation
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
18231.00000000
NS
USD
3536267.07000000
0.853706288902
Long
EC
CORP
US
N
1
N
N
N
Ivanhoe Mines Ltd.
5299006XZISURYIA4G32
Ivanhoe Mines, Ltd.
46579R955
17265.00000000
NS
157695.04000000
0.038069875581
Long
EC
CORP
CA
N
2
N
N
N
Emerald Holding Inc
N/A
Emerald Holding, Inc.
29103W104
625.00000000
NS
USD
2562.50000000
0.000618624759
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAN1
40000.00000000
PA
USD
35206.00000000
0.008499240304
Long
DBT
CORP
US
N
2
2026-06-01
Variable
3.65000000
N
N
N
N
N
N
Skyline Champion Corp
N/A
Skyline Champion Corporation
830830105
5068.00000000
NS
USD
331700.60000000
0.080077347849
Long
EC
CORP
US
N
1
N
N
N
Chevron Corporation New
N/A
Chevron Corporation
166764100
493.00000000
NS
USD
77573.55000000
0.018727382908
Long
EC
CORP
US
N
1
N
N
N
Callaway Golf Co
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corporation, Convertible
131193AE4
65000.00000000
PA
USD
83915.00000000
0.020258301145
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.75000000
N
N
N
N
Y
Topgolf Callaway Brands Corp
Topgolf Callaway Brands Corp
USD
XXXX
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36270FAZ6
540967.11000000
PA
USD
531500.19000000
0.128311874011
Long
ABS-CBDO
CORP
US
N
2
2053-10-27
Variable
5.50000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBP9
56000.00000000
PA
USD
56272.78000000
0.013585067312
Long
DBT
CORP
CA
N
2
2083-01-15
Variable
7.62500000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust
169926AA0
393328.62000000
PA
USD
390297.04000000
0.094223380472
Long
ABS-CBDO
CORP
US
N
2
2058-06-25
Variable
6.52500000
N
N
N
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Brothers Discovery, Inc.
934423104
22120.00000000
NS
USD
277384.80000000
0.066964723964
Long
EC
CORP
US
N
1
N
N
N
WELLTOWER OP LLC
N/A
Welltower OP, LLC
95040QAM6
50000.00000000
PA
USD
41319.57000000
0.009975144994
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.80000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global, LP, Term Loan
N/A
181159.00000000
PA
USD
180535.81000000
0.043583969569
Long
DBT
CORP
US
N
2
2030-05-04
Floating
8.85250000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
36186CBY8
45000.00000000
PA
USD
46715.44000000
0.011277786470
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
68311.80000000
PA
USD
67315.81000000
0.016251015322
Long
DBT
CORP
US
N
2
2024-09-12
Floating
9.79910000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818108
1091.00000000
NS
USD
223240.42000000
0.053893483359
Long
EC
CORP
US
N
1
N
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank
87164DVJ6
40000.00000000
PA
USD
36139.50000000
0.008724600777
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.62500000
N
N
N
N
N
N
PINE STREET TRUST I
N/A
Pine Street Trust I
722844AA5
45000.00000000
PA
USD
41224.99000000
0.009952312007
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.57200000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
6068.00000000
NS
USD
1004375.36000000
0.242470815772
Long
EC
CORP
US
N
1
N
N
N
Bnp Paribas Medium Terminal Nts Book Entry 3a2
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
67000.00000000
PA
USD
63883.88000000
0.015422497519
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
2.81900000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAP6
55000.00000000
PA
USD
55160.05000000
0.013316438110
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II, LLC
77289KAA3
60000.00000000
PA
USD
55347.30000000
0.013361642983
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJK6
32000.00000000
PA
USD
28793.41000000
0.006951147837
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.19700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F050676
3375000.00000000
PA
USD
3306972.66000000
0.798351284330
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group, Inc.
031921AB5
53000.00000000
PA
USD
47858.10000000
0.011553641208
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
Aberdeen Asia-Pacific Income Fund Inc
549300J666ZH67203572
Aberdeen Asia-Pacific Income Fund, Inc.
003009107
24445.00000000
NS
USD
66001.50000000
0.015933721778
Long
RF
US
N
1
N
N
N
AMENTUM GOVERNMENT SERVICES
5493008CT6B5L54YSE94
Amentum Government Services Holdings, LLC, Term Loan
N/A
125052.63000000
PA
USD
121926.31000000
0.029434784072
Long
DBT
CORP
US
N
3
2029-02-15
Floating
9.14700000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XCH6
43000.00000000
PA
USD
44787.40000000
0.010812329579
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
Carval CLO LTD
254900QBAWTE1ZDDLS52
CarVal CLO, Ltd.
14686FAG3
350000.00000000
PA
USD
327946.50000000
0.079171053523
Long
ABS-O
CORP
XX
N
2
2034-04-21
Floating
8.75550000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications, Inc.
98980L101
155.00000000
NS
USD
10521.40000000
0.002540018943
Long
EC
CORP
US
N
1
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAT0
46000.00000000
PA
USD
45548.15000000
0.010995985691
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAV2
45000.00000000
PA
USD
42819.73000000
0.010337305431
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
50000.00000000
PA
USD
49448.46000000
0.011937577236
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Hess Midstream Operations Lp
N/A
Hess Midstream Operations, LP
428102AC1
60000.00000000
PA
USD
59025.00000000
0.014249493238
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
Windstream Holdings, Inc.
N/A
Windstream Services, LLC
N/A
316.00000000
NS
USD
3002.00000000
0.000724726449
Long
EC
CORP
US
N
2
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEZ2
43000.00000000
PA
USD
41420.52000000
0.009999515792
Long
DBT
CORP
US
N
2
2033-01-28
Fixed
4.55000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
3223.00000000
NS
USD
367131.93000000
0.088630986091
Long
EC
CORP
US
N
1
N
N
N
Metlife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
84000.00000000
PA
USD
77614.32000000
0.018737225379
Long
DBT
CORP
US
N
2
2025-09-15
Variable
3.85000000
N
N
N
N
N
N
Bank America Corpo
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHR3
35000.00000000
PA
USD
34304.40000000
0.008281580954
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.45800000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
41000.00000000
PA
USD
36184.98000000
0.008735580310
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Ultra 10-Yr. U.S. Treasury Note
N/A
9.00000000
NC
USD
-13103.10000000
-0.00316327886
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
1079040.60000000
USD
-13103.10000000
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.625%
74460W552
1300.00000000
NS
USD
28639.00000000
0.006913871018
Long
EP
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918104
16596.00000000
NS
USD
5651601.84000000
1.364378859875
Long
EC
CORP
US
N
1
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Company, Ltd.
62878U2B7
82000.00000000
PA
USD
68780.09000000
0.016604513805
Long
DBT
NUSS
AU
N
2
2031-05-05
Fixed
2.62500000
N
N
N
N
N
N
Aviation Capital Group Corp
549300ODEK8HY3445C77
Aviation Capital Group, LLC
05367AAH6
48000.00000000
PA
USD
45795.01000000
0.011055581284
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.87500000
N
N
N
N
N
N
Nuveen Preferred & Income Secs Fd
1V4KW82TOLZ6S7J7N128
Nuveen Quality Preferred Income Fund II
67072C105
3825.00000000
NS
USD
24403.50000000
0.005891359732
Long
RF
US
N
1
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 7.125%
61762V200
3100.00000000
NS
USD
77934.00000000
0.018814400779
Long
EP
CORP
US
N
1
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
100000.00000000
PA
USD
64386.58000000
0.015543856608
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Helios Technologies Inc
5493000BCJSMIDRNTI78
Helios Technologies, Inc.
42328H109
5747.00000000
NS
USD
379819.23000000
0.091693884788
Long
EC
CORP
US
N
1
N
N
N
Icahn Enterprises L P Icahn Enterprises Finance Corp
N/A
Icahn Enterprises, LP/Icahn Enterprises Finance Corporation
451102BZ9
65000.00000000
PA
USD
56055.98000000
0.013532728639
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAF3
148000.00000000
PA
USD
125829.60000000
0.030377095033
Long
DBT
CORP
LU
N
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
Nxp B V Nxp Funding Llc
N/A
NXP BV/NXP Funding, LLC
62947QBA5
48000.00000000
PA
USD
47656.37000000
0.011504940653
Long
DBT
CORP
XX
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 4.200%
48128B523
4400.00000000
NS
USD
84876.00000000
0.020490300518
Long
EP
CORP
US
N
1
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware, Inc.
928563AL9
56000.00000000
PA
USD
44004.80000000
0.010623398560
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
BANK5 2023-5YR1
N/A
BANK5 2023-5YR1
06644EAM0
475000.00000000
PA
USD
475608.38000000
0.114818778396
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
6.41160000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
4260.00000000
NS
USD
899967.60000000
0.217265264393
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Company
2572IBTT8CCZW6AU4141
Procter & Gamble Company
742718FM6
37000.00000000
PA
USD
29832.22000000
0.007201931675
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
1.20000000
N
N
N
N
N
N
Brooks Automation Inc New
35ZN6X1ANPH25YN32Y17
Azenta, Inc.
114340102
856.00000000
NS
USD
39958.08000000
0.009646461512
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
2599.00000000
NS
USD
333997.49000000
0.080631850492
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XBZC7
2185115.65800000
PA
USD
1861066.85000000
0.449288597965
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBK9
41000.00000000
PA
USD
35536.73000000
0.008579083334
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Qbe Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group, Ltd.
74728GAE0
84000.00000000
PA
USD
79943.41000000
0.019299501571
Long
DBT
CORP
AU
N
2
2025-05-12
Variable
5.87500000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873AAB4
250000.00000000
PA
USD
223065.80000000
0.053851327552
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
4.94870000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
91000.00000000
PA
USD
82719.00000000
0.019969569354
Long
DBT
CORP
GB
N
2
2030-03-22
Variable
4.87500000
N
N
N
N
N
N
ENERGY TRANSFER OPER L P
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29278NAC7
41000.00000000
PA
USD
40847.37000000
0.009861149048
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546104
86.00000000
NS
USD
8202.68000000
0.001980246221
Long
EC
CORP
US
N
1
N
N
N
Unitedhealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
2004.00000000
NS
USD
963202.56000000
0.232531103189
Long
EC
CORP
US
N
1
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corporation, Ltd.
62886HBE0
90000.00000000
PA
USD
87606.42000000
0.021149463607
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
Sba Senior Finance II Llc
549300PVT2ADFWMYEW87
SBA Senior Finance II, LLC, Term Loan
N/A
247049.61000000
PA
USD
246938.44000000
0.059614529962
Long
DBT
CORP
US
N
2
2025-04-11
Floating
6.95000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BN0
45000.00000000
PA
USD
40578.13000000
0.009796150598
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Lantheus Holdings Inc
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544103
1783.00000000
NS
USD
149629.36000000
0.036122703152
Long
EC
CORP
US
N
1
N
N
N
Nvr Inc
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
94.00000000
NS
USD
596958.28000000
0.144114408714
Long
EC
CORP
US
N
1
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust
17030AAA3
400000.00000000
PA
USD
398531.80000000
0.096211371271
Long
ABS-CBDO
CORP
US
N
2
2058-07-25
Variable
7.10000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833ED8
83000.00000000
PA
USD
68799.55000000
0.016609211732
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
91000.00000000
PA
USD
80313.40000000
0.019388822536
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53800000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust
12551SAA4
531413.01000000
PA
USD
518237.58000000
0.125110087115
Long
ABS-CBDO
CORP
US
N
2
2057-10-25
Variable
6.00000000
N
N
N
N
N
N
Valero Energy Corporation New
549300XTO5VR8SKV1V74
Valero Energy Corporation
91913Y100
1480.00000000
NS
USD
173604.00000000
0.041910529845
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
4867.00000000
NS
USD
1274034.59000000
0.307570474806
Long
EC
CORP
US
N
1
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
Bankers Healthcare Group Securitization Trust
08860DAA1
373471.20000000
PA
USD
369246.72000000
0.089141527147
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
5.28000000
N
N
N
N
N
N
Nextera Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBR0
45000.00000000
PA
USD
37427.40000000
0.009035518563
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746TD3
116000.00000000
PA
USD
102126.40000000
0.024654797903
Long
DBT
CORP
US
N
2
2026-03-15
Variable
3.90000000
N
N
N
N
N
N
Cvs Health Corp
549300EJG376EN5NQE29
CVS Health Corporation
126650100
3308.00000000
NS
USD
228682.04000000
0.055207169549
Long
EC
CORP
US
N
1
N
N
N
United Sts Lime & Minerals Inc
549300VGDEEG8RT7VC89
United States Lime & Minerals, Inc.
911922102
1858.00000000
NS
USD
388117.62000000
0.093697236794
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCH6
128000.00000000
PA
USD
120608.00000000
0.029116524870
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140X9SV8
1327465.92900000
PA
USD
1135154.80000000
0.274042874153
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Kla Corp
549300H0BF5JCG96TJ81
KLA Corporation
482480100
146.00000000
NS
USD
70812.92000000
0.017095268525
Long
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Tr
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust, Convertible
70509VAA8
295000.00000000
PA
USD
249016.66000000
0.060116242488
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.75000000
N
N
N
N
Y
Pebblebrook Hotel Trust
Pebblebrook Hotel Trust
USD
XXXX
N
N
N
Blackrock Income Trust Inc
TZVEKBHO1R4X5PI73286
BlackRock Income Trust, Inc.
09247F209
1349.00000000
NS
USD
16417.33000000
0.003963382174
Long
RF
US
N
1
N
N
N
Banc America Mortgage Secs Inc
N/A
Banc of America Mortgage Securities Trust
05949CGB6
80931.72900000
PA
USD
73767.42000000
0.017808527784
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
3.87170000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
1602.00000000
NS
USD
129713.94000000
0.031314831189
Long
EC
CORP
US
N
1
N
N
N
1375209 BC LTD
N/A
1375209 B.C., Ltd.
68251PAA5
58000.00000000
PA
USD
58145.00000000
0.014037048442
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AAKZ7
356692.15000000
PA
USD
12458.22000000
0.003007595453
Long
ABS-CBDO
USGSE
US
N
2
2027-12-25
Fixed
3.00000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BD8
34000.00000000
PA
USD
33759.76000000
0.008150096939
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
4.20000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBT2
190000.00000000
PA
USD
170188.45000000
0.041085966412
Long
DBT
CORP
US
N
2
2026-11-19
Variable
1.04500000
N
N
N
N
N
N
Stratus CLO
N/A
Stratus CLO, Ltd.
863162AG8
425000.00000000
PA
USD
401721.48000000
0.096981406402
Long
ABS-O
CORP
KY
N
2
2029-12-29
Floating
7.75040000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAZ6
42000.00000000
PA
USD
40510.01000000
0.009779705439
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
Tri Continental Corp
6QVMFZKY1QSOOIHD7Y77
Tri-Continental Corporation
895436103
824.00000000
NS
USD
22594.08000000
0.005454539435
Long
RF
US
N
1
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corporation
12653CAJ7
33000.00000000
PA
USD
30587.93000000
0.007384371058
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings, Ltd.
55609NAA6
29000.00000000
PA
USD
29404.26000000
0.007098615909
Long
DBT
CORP
GB
N
2
2028-05-01
Fixed
8.37500000
N
N
N
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210C104
16458.00000000
NS
USD
438934.86000000
0.105965257426
Long
EC
CORP
US
N
1
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global, LP/Clarios US Finance Company, Inc.
18060TAC9
100000.00000000
PA
USD
99650.23000000
0.024057014461
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637H109
7592.00000000
NS
USD
273843.44000000
0.066109788167
Long
EC
CORP
US
N
1
N
N
N
Nustar Logistics L P
N62BF2PKP51FIIOIUN20
Nustar Logistics, LP, 11.994%
67059T204
1536.00000000
NS
USD
38860.80000000
0.009381562165
Long
EP
CORP
US
N
1
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Group Corporation ADR
835699307
4769.00000000
NS
USD
429400.76000000
0.103663587058
Long
EC
CORP
JP
N
1
N
N
N
Lilly Eli & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Company
532457108
102.00000000
NS
USD
47835.96000000
0.011548296290
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 40-Yr. Pass Through
3140FXVK5
2372968.64400000
PA
USD
1942416.79000000
0.468927656330
Long
ABS-MBS
USGSE
US
N
2
2062-03-01
Fixed
2.50000000
N
N
N
N
N
N
First Trust High Income Long Short Fd
JUEVI6DHENZLPUBV7E49
First Trust High Income Long/Short Fund
33738E109
7249.00000000
NS
USD
82928.56000000
0.020020160185
Long
RF
US
N
1
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corporation, Convertible
337932AQ0
112000.00000000
PA
USD
111440.00000000
0.026903236365
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
4.00000000
N
N
N
N
Y
FirstEnergy Corp
FirstEnergy Corp
USD
XXXX
N
N
N
Bank America Corpo
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHL6
143000.00000000
PA
USD
142824.76000000
0.034479973771
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.86400000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137H8JT9
653700.49500000
PA
USD
623691.85000000
0.150568281224
Long
ABS-CBDO
USGSE
US
N
2
2051-01-25
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAG6
158000.00000000
PA
USD
147335.00000000
0.035568811287
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.60000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
PENN Entertainment, Inc.
707569AV1
70000.00000000
PA
USD
57449.00000000
0.013869023922
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
Metropolitan Life Global Funding I Medium Terminal Nts Book Entry Registered S
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
73000.00000000
PA
USD
63048.10000000
0.015220728075
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.95000000
N
N
N
N
N
N
National Rural Utils CooperatIVe Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
63743HFJ6
37000.00000000
PA
USD
36874.24000000
0.008901977696
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.05000000
N
N
N
N
N
N
Hometrust Bancshares Inc
N/A
Hometrust Bancshares, Inc.
437872104
547.00000000
NS
USD
11426.83000000
0.002758602910
Long
EC
CORP
US
N
1
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer, Inc., Term Loan
N/A
53724.48000000
PA
USD
51760.31000000
0.012495691441
Long
DBT
CORP
US
N
2
2027-12-06
Floating
8.43370000
N
N
N
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554102
691.00000000
NS
USD
33596.42000000
0.008110664288
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XJYU1
3594581.92100000
PA
USD
3480766.35000000
0.840307608100
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.50000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
287.00000000
NS
USD
100998.17000000
0.024382426776
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
84000.00000000
PA
USD
74079.98000000
0.017883984313
Long
DBT
CORP
US
N
2
2025-09-30
Variable
4.50000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Companies, Inc.
55916AAA2
47000.00000000
PA
USD
37973.18000000
0.009167277791
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QKC97
1748550.92400000
PA
USD
1544292.29000000
0.372814613200
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBA4
56000.00000000
PA
USD
50044.44000000
0.012081455474
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONAL
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AU1
93000.00000000
PA
USD
94417.51000000
0.022793759768
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KPCQ9
1058700.48200000
PA
USD
965643.08000000
0.233120280203
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc., Term Loan
N/A
43103.00000000
PA
USD
42977.14000000
0.010375306494
Long
DBT
CORP
US
N
2
2030-03-17
Floating
0.00000000
N
N
N
N
N
N
Virgin Media Investment Holdings Ltd
N/A
Virgin Media Bristol, LLC, Term Loan
N/A
190000.00000000
PA
USD
188147.50000000
0.045421542211
Long
DBT
CORP
US
N
2
2028-01-31
Floating
7.69330000
N
N
N
N
N
N
GREENBRIER COS INC
5493001GAGGFR30BP390
Greenbrier Companies, Inc., Convertible
393657AM3
168000.00000000
PA
USD
165396.00000000
0.039928999299
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.87500000
N
N
N
N
Y
Greenbrier Cos Inc/The
Greenbrier Cos Inc/The
USD
XXXX
N
N
N
Sunoco Lp Sunoco Finance Corp
N/A
Sunoco, LP/Sunoco Finance Corporation
86765LAN7
90000.00000000
PA
USD
86546.30000000
0.020893535224
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U3A9
65000.00000000
PA
USD
63532.50000000
0.015337669278
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.80800000
N
N
N
N
N
N
GIP II BLUE HOLDING LP
N/A
GIP II Blue Holding, LP, Term Loan
N/A
59207.32000000
PA
USD
59291.99000000
0.014313948506
Long
DBT
CORP
US
N
2
2028-09-29
Floating
9.71690000
N
N
N
N
N
N
Archrock Partners L P Archrock Partners Finance Corp
N/A
Archrock Partners, LP/Archrock Partners Finance Corporation
03959KAC4
115000.00000000
PA
USD
107968.90000000
0.026065262354
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538GAC6
293080.99000000
PA
USD
241496.68000000
0.058300809973
Long
ABS-CBDO
CORP
US
N
2
2066-11-25
Variable
2.49100000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AN1
29000.00000000
PA
USD
24178.36000000
0.005837007663
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
639057AD0
62000.00000000
PA
USD
42935.00000000
0.010365133285
Long
DBT
CORP
GB
N
2
2031-06-28
Variable
4.60000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corporation
581557BQ7
35000.00000000
PA
USD
31364.86000000
0.007571933256
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.90000000
N
N
N
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust
55376CAJ2
300000.00000000
PA
USD
307730.19000000
0.074290542339
Long
ABS-MBS
CORP
US
N
2
2033-05-15
Fixed
5.75200000
N
N
N
N
N
N
Glacier Bancorp Inc
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
3099.00000000
NS
USD
96595.83000000
0.023319637889
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding, LLC/NXP USA, Inc.
62954HAW8
17000.00000000
PA
USD
16111.82000000
0.003889627617
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
JAZZ FINANCING LUX SARL
635400WUEO2NSG5OIU34
Jazz Financing Lux SARL, Term Loan
N/A
246903.39000000
PA
USD
246505.88000000
0.059510103688
Long
DBT
CORP
US
N
2
2028-05-05
Floating
8.69300000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XL CLO, Ltd.
04016GBK3
250000.00000000
PA
USD
236660.00000000
0.057133165095
Long
ABS-O
CORP
XX
N
2
2029-01-15
Floating
8.06030000
N
N
N
N
N
N
Bloomin Brands Inc
N/A
Bloomin' Brands, Inc.
094235108
1549.00000000
NS
USD
41652.61000000
0.010055545693
Long
EC
CORP
US
N
1
N
N
N
Metropolitan Bank Holding Corp
N/A
Metropolitan Bank Holding Corporation
591774104
241.00000000
NS
USD
8369.93000000
0.002020622802
Long
EC
CORP
US
N
1
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular, Inc.
733174700
443.00000000
NS
USD
26810.36000000
0.006472410733
Long
EC
CORP
PR
N
1
N
N
N
Ss&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
34216.10000000
PA
USD
34176.41000000
0.008250682307
Long
DBT
CORP
US
N
2
2025-04-16
Floating
6.96700000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corporation, 4.200%
125896837
5200.00000000
NS
USD
94276.00000000
0.022759597196
Long
EP
CORP
US
N
1
N
N
N
Ansys Inc
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
834.00000000
NS
USD
275445.18000000
0.066496471493
Long
EC
CORP
US
N
1
N
N
N
Bayview Financing SBC Trust
N/A
Silver Hill Trust
82773XAA8
66435.93600000
PA
USD
62436.39000000
0.015073052386
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
3.10200000
N
N
N
N
N
N
Banc America Mortgage Secs Inc
N/A
Banc of America Mortgage Securities Trust
05949CFW1
26894.54400000
PA
USD
23335.84000000
0.005633611084
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
4.01170000
N
N
N
N
N
N
Australia & New Zealand Bkggroup Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group, Ltd.
052528AL0
102000.00000000
PA
USD
93439.14000000
0.022557567024
Long
DBT
CORP
AU
N
2
2030-07-22
Variable
2.95000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TH1
2190000.00000000
PA
USD
1954232.81000000
0.471780215366
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Term Loan
N/A
161142.67000000
PA
USD
123677.00000000
0.029857426094
Long
DBT
CORP
US
N
2
2027-03-15
Floating
7.46697000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZW7
40000.00000000
PA
USD
39477.01000000
0.009530324219
Long
DBT
CORP
CA
N
2
2028-01-12
Fixed
4.90000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I, LP/Hilcorp Finance Company
431318AZ7
64000.00000000
PA
USD
57047.99000000
0.013772214277
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
60000.00000000
PA
USD
55236.45000000
0.013334882181
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 4.250%
61762V861
2850.00000000
NS
USD
53010.00000000
0.012797384778
Long
EP
CORP
US
N
1
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation
428040DA4
45000.00000000
PA
USD
40612.50000000
0.009804448015
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36170HAC4
373978.20000000
PA
USD
362181.10000000
0.087435783743
Long
ABS-CBDO
CORP
US
N
2
2067-08-25
Variable
5.73000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AQ1
78000.00000000
PA
USD
71523.55000000
0.017266824940
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
2.19300000
N
N
N
N
N
N
Hope Bancorp Inc
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
2681.00000000
NS
USD
22574.02000000
0.005449696659
Long
EC
CORP
US
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan
N/A
354366.08990000
PA
USD
354025.90000000
0.085466999884
Long
DBT
CORP
US
N
2
2028-08-24
Floating
8.49190000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.700%
74460W594
325.00000000
NS
USD
7315.75000000
0.001766128422
Long
EP
CORP
US
N
1
N
N
N
Natwest Group Plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BG5
45000.00000000
PA
USD
42806.08000000
0.010334010123
Long
DBT
CORP
GB
N
2
2029-05-18
Variable
4.89200000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corporation
369550108
1676.00000000
NS
USD
360591.40000000
0.087052007048
Long
EC
CORP
US
N
1
N
N
N
Oge Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corporation
670837103
485.00000000
NS
USD
17416.35000000
0.004204560128
Long
EC
CORP
US
N
1
N
N
N
B & G Foods Inc New
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508RAE6
37000.00000000
PA
USD
35323.52000000
0.008527611340
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
73000.00000000
PA
USD
63744.37000000
0.015388817777
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL
019579AA9
100000.00000000
PA
USD
84647.00000000
0.020435016588
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Alliant Holdings Intermediate Llc Alliant Holdings Co-Issuer Inc
N/A
Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.
01883LAA1
37000.00000000
PA
USD
34780.00000000
0.008396397709
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
54000.00000000
PA
USD
49779.96000000
0.012017606157
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
Connectone Bancorp Inc New
549300E2M5ZYAZKUK134
ConnectOne Bancorp, Inc.
20786W107
318.00000000
NS
USD
5275.62000000
0.001273611376
Long
EC
CORP
US
N
1
N
N
N
Barclays Plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAC9
34000.00000000
PA
USD
33008.06000000
0.007968625629
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
4.37500000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc.
18912UAA0
24000.00000000
PA
USD
20962.43000000
0.005060635400
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
Scripps Escrow II Inc
N/A
Scripps Escrow II, Inc.
81105DAA3
35000.00000000
PA
USD
28260.40000000
0.006822471473
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
Treehouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469AAD6
78000.00000000
PA
USD
67191.54000000
0.016221014737
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBY0
80000.00000000
PA
USD
78015.22000000
0.018834008468
Long
DBT
CORP
GB
N
2
2028-08-09
Variable
5.50100000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
35000.00000000
PA
USD
35821.42000000
0.008647811640
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I, LP/Hilcorp Finance Company
431318AU8
70000.00000000
PA
USD
63384.18000000
0.015301862673
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22303XAA3
53000.00000000
PA
USD
45845.00000000
0.011067649597
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
Dcert Buyer Inc
549300EF826JEEUCHZ67
Dcert Buyer, Inc., Term Loan
N/A
151823.07000000
PA
USD
150257.77000000
0.036274410463
Long
DBT
CORP
US
N
2
2026-10-16
Floating
9.26370000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
25000.00000000
PA
USD
19130.73000000
0.004618436387
Long
DBT
CORP
ES
N
2
2026-11-12
Variable
4.75000000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
49000.00000000
PA
USD
43477.11000000
0.010496006522
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
20302.00000000
NS
USD
548357.02000000
0.132381357875
Long
EC
CORP
US
N
1
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EUY3
84000.00000000
PA
USD
75271.68000000
0.018171678020
Long
DBT
CORP
US
N
2
2029-07-18
Fixed
2.80000000
N
N
N
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed Trust
33835JAA8
277526.90500000
PA
USD
251061.08000000
0.060609795202
Long
ABS-O
CORP
US
N
2
2061-06-25
Variable
2.11560000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc., Convertible
737446AS3
154000.00000000
PA
USD
155262.80000000
0.037482697479
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.50000000
N
N
N
N
N
Post Holdings Inc
Post Holdings Inc
USD
XXXX
N
N
N
Stanwich Mortgage Loan Trust
N/A
Stanwich Mortgage Loan Company, LLC
85501YAA8
500154.34400000
PA
USD
452055.60000000
0.109132794841
Long
ABS-O
CORP
US
N
2
2026-10-16
Variable
2.73500000
N
N
N
N
N
N
FORD MTR CO DEL
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370860
12933.00000000
NS
USD
195676.29000000
0.047239101588
Long
EC
CORP
US
N
1
N
N
N
EMERALD DEBT MERGER
98450099EE3A0ZD5F786
Emerald Debt Merger Sub, LLC
29103CAA6
142000.00000000
PA
USD
140757.50000000
0.033980907149
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.62500000
N
N
N
N
N
N
Dish Network Corp
529900U350CWHH15G169
DISH Network Corporation
25470M109
23617.00000000
NS
USD
155636.03000000
0.037572800628
Long
EC
CORP
US
N
1
N
N
N
Newfield Exploration Co
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration, Inc.
651290AR9
56000.00000000
PA
USD
55619.87000000
0.013427445344
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
85000.00000000
PA
USD
78862.15000000
0.019038469685
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
178.00000000
NS
USD
59017.68000000
0.014247726083
Long
EC
CORP
US
N
1
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Company
163851AF5
105000.00000000
PA
USD
96483.42000000
0.023292500480
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GVR2
52000.00000000
PA
USD
50110.84000000
0.012097485400
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Wells Fargo & Company Medium Terminal Senior Nts Book Entry
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2N2
119000.00000000
PA
USD
111495.55000000
0.026916646943
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800000
N
N
N
N
N
N
Greenbrier Cos Inc
5493001GAGGFR30BP390
Greenbrier Companies, Inc.
393657101
4921.00000000
NS
USD
212095.10000000
0.051202841055
Long
EC
CORP
US
N
1
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco, LP/Sunoco Finance Corporation
86765LAZ0
49000.00000000
PA
USD
42838.11000000
0.010341742630
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.50000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CW7
43000.00000000
PA
USD
43814.12000000
0.010577365636
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.62500000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations, LP
428102AF4
34000.00000000
PA
USD
31449.86000000
0.007592453492
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAD1
64000.00000000
PA
USD
63170.95000000
0.015250385851
Long
DBT
CORP
FI
N
2
2027-09-22
Fixed
5.37500000
N
N
N
N
N
N
Ellington Residential Mortgage Reit
549300KA3MR2ZCRGA787
Ellington Residential Mortgage REIT
288578107
1172.00000000
NS
USD
8450.12000000
0.002039981834
Long
EC
CORP
US
N
1
N
N
N
Ncr Corporation New
549300YKTY8JX1DV2R67
NCR Corporation
62886EAV0
88000.00000000
PA
USD
88073.57000000
0.021262240409
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
American Electric Power Company Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537AK7
63000.00000000
PA
USD
61268.08000000
0.014791005365
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBM1
128000.00000000
PA
USD
90240.00000000
0.021785248112
Long
DBT
CORP
US
N
2
2026-05-15
Variable
4.70000000
N
N
N
N
N
N
WELLTOWER OP LLC
N/A
Welltower OP, LLC, Convertible
95041AAB4
244000.00000000
PA
USD
245830.00000000
0.059346936429
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.75000000
N
N
N
N
Y
Welltower Inc
Welltower Inc
USD
XXXX
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
567.00000000
NS
USD
86388.12000000
0.020855348272
Long
EC
CORP
US
N
1
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corporation
89236TKR5
39000.00000000
PA
USD
38609.71000000
0.009320945388
Long
DBT
CORP
US
N
2
2033-01-12
Fixed
4.70000000
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS US Petrochem, LLC, Term Loan
N/A
226340.80000000
PA
USD
225605.19000000
0.054464373221
Long
DBT
CORP
US
N
2
2026-01-29
Floating
7.96697000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBP5
1550000.00000000
PA
USD
1350800.79000000
0.326102951686
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.12500000
N
N
N
N
N
N
Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWV2
90000.00000000
PA
USD
83545.50000000
0.020169098472
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.81400000
N
N
N
N
N
N
Enterprise Financial Svcs Corp
5493001XTU5DLD632129
Enterprise Financial Services Corporation
293712105
883.00000000
NS
USD
34525.30000000
0.008334909426
Long
EC
CORP
US
N
1
N
N
N
Advanced Drainage System Inc Del
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
3684.00000000
NS
USD
419165.52000000
0.101192651299
Long
EC
CORP
US
N
1
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc., Term Loan
N/A
144416.41000000
PA
USD
144195.45000000
0.034810878267
Long
DBT
CORP
US
N
2
2026-07-01
Floating
6.97240000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPCQ4
246000.00000000
PA
USD
200608.08000000
0.048429707403
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Cedar Fair L P
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150185106
5191.00000000
NS
USD
207484.27000000
0.050089719650
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP, 7.600%
29273V605
1600.00000000
NS
USD
39008.00000000
0.009417098386
Long
EP
CORP
US
N
1
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 B.C., ULC/New Red Finance, Inc.
68245XAJ8
135000.00000000
PA
USD
124628.45000000
0.030087119958
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Us Bancorp Del
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973304
168.00000000
NS
USD
5550.72000000
0.001340024516
Long
EC
CORP
US
N
1
N
N
N
Constellation Energy Corp
549300F8Y20RYGNGV346
Constellation Energy Corporation
21037T109
5548.00000000
NS
USD
507919.40000000
0.122619128434
Long
EC
CORP
US
N
1
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA, Inc.
02343UAJ4
41000.00000000
PA
USD
40501.65000000
0.009777687214
Long
DBT
CORP
US
N
2
2033-05-26
Fixed
5.62500000
N
N
N
N
N
N
Residential Accredit Lns Inc Mortgage Pass Through Ctf
N/A
Residential Accredit Loans, Inc. Trust
761118CW6
87586.46200000
PA
USD
73918.12000000
0.017844908955
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Fixed
6.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc., Convertible, 7.750%
65473P121
920.00000000
NS
USD
93610.00000000
0.022598815112
Long
EP
CORP
US
N
1
N
N
N
Equity Comwlth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
1211.00000000
NS
USD
24534.86000000
0.005923071946
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
46000.00000000
PA
USD
41913.72000000
0.010118581443
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Mpt Operating Partnership L P Mpt Finance Corp
N/A
MPT Operating Partnership, LP/MPT Finance Corporation
55342UAG9
50000.00000000
PA
USD
44453.10000000
0.010731624699
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505GB4
70000.00000000
PA
USD
59692.50000000
0.014410637443
Long
DBT
CORP
US
N
2
2027-01-27
Variable
4.37500000
N
N
N
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed Trust
33835CAB1
200000.00000000
PA
USD
170856.70000000
0.041247291679
Long
ABS-O
CORP
US
N
2
2061-05-25
Variable
3.96700000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Company/Organon Foreign Debt Co-Issuer BV
68622TAA9
96000.00000000
PA
USD
85202.97000000
0.020569235830
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
VERTIV GROUP CORP
549300ZT8RQ5VK10E643
Vertiv Group Corporation, Term Loan
N/A
125038.17000000
PA
USD
124451.74000000
0.030044459595
Long
DBT
CORP
US
N
2
2027-03-02
Floating
7.94300000
N
N
N
N
N
N
Bp Plc
213800LH1BZH3DI6G760
BP plc ADR
055622104
13412.00000000
NS
USD
473309.48000000
0.114263790509
Long
EC
CORP
GB
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
29000.00000000
PA
USD
29617.50000000
0.007150095145
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Alliancebernstein Global High Income Fund Inc
AE2ZT9UGMEIJ7T4R5734
AllianceBernstein Global High Income Fund, Inc.
01879R106
8927.00000000
NS
USD
88912.92000000
0.021464871704
Long
RF
US
N
1
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc.
88632QAE3
65000.00000000
PA
USD
57874.75000000
0.013971806163
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
Alcoa Nederland Holding B V
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
84000.00000000
PA
USD
81238.23000000
0.019612089946
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
Level 3 Financing, Inc., Term Loan
N/A
131000.00000000
PA
USD
121748.78000000
0.029391925749
Long
DBT
CORP
US
N
2
2027-03-01
Floating
6.96700000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas, Inc.
00108WAP5
45000.00000000
PA
USD
43060.55000000
0.010395442881
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BR5
36000.00000000
PA
USD
35830.58000000
0.008650022997
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.58200000
N
N
N
N
N
N
FOCUS FINANCIAL PARTNERS LLC
5493007L0E0VKRC2CP39
Focus Financial Partners, LLC, Term Loan
N/A
85568.92000000
PA
USD
84808.21000000
0.020473935026
Long
DBT
CORP
US
N
2
2028-06-30
Floating
8.35250000
N
N
N
N
N
N
Aegon Funding Company Llc
KEIOKM01PSK5VZ5CCI74
Aegon Funding Corporation II, 5.100%
00775V104
2750.00000000
NS
USD
58327.50000000
0.014081106596
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CDX HY 40, 5 Year, at 5.00%, Quarterly
N/A
950000.00000000
NC
USD
-24560.30000000
-0.00592921353
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
950000
USD
-24560.30000000
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc.
46590XAR7
107000.00000000
PA
USD
93742.70000000
0.022630850822
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
ENTERGY CORP NEW
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364G103
6244.00000000
NS
USD
607978.28000000
0.146774796947
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYM0
60000.00000000
PA
USD
53371.68000000
0.012884699589
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.94800000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
Nesco Holdings II, Inc.
64083YAA9
75000.00000000
PA
USD
67125.00000000
0.016204951014
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Company
341081GN1
42000.00000000
PA
USD
41210.91000000
0.009948912890
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.40000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
4302.00000000
NS
USD
385416.18000000
0.093045069899
Long
EC
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BG6
63000.00000000
PA
USD
66226.42000000
0.015988020736
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA, Term Loan
N/A
153262.26000000
PA
USD
152495.95000000
0.036814739659
Long
DBT
CORP
US
N
2
2029-02-01
Floating
9.44350000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NDG3
95000.00000000
PA
USD
87286.35000000
0.021072194055
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
Alkermes Plc
N/A
Alkermes plc
G01767105
1558.00000000
NS
USD
48765.40000000
0.011772676621
Long
EC
CORP
IE
N
1
N
N
N
Bac Capital Trust XIV
549300QO5OB3VGJT6S64
BAC Capital Trust XIV
05518VAA3
92000.00000000
PA
USD
70839.86000000
0.017101772233
Long
DBT
CORP
US
N
2
2023-07-19
Floating
5.95200000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Company
98310WAS7
36000.00000000
PA
USD
35726.37000000
0.008624865188
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corporation
29261AAA8
140000.00000000
PA
USD
130249.50000000
0.031444123160
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan
N/A
249219.13000000
PA
USD
248673.34000000
0.060033360048
Long
DBT
CORP
US
N
2
2025-06-30
Floating
8.21700000
N
N
N
N
N
N
J P Morgan Mortgage Tr
N/A
J.P. Morgan Mortgage Trust
466247E74
92823.31800000
PA
USD
72154.34000000
0.017419106818
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
4.12102000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BD8
97000.00000000
PA
USD
92028.75000000
0.022217078370
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
054976AG0
2246404.94000000
PA
USD
176946.85000000
0.042717542441
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Variable
1.15180000
N
N
N
N
N
N
Blackrock Multi-Sector Income Tr
549300BOVTR6GS7HLC41
BlackRock Multi-Sector Income Trust
09258A107
4705.00000000
NS
USD
67610.85000000
0.016322242268
Long
RF
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CX5
64000.00000000
PA
USD
56787.89000000
0.013709422356
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.25100000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPCK7
64000.00000000
PA
USD
51774.06000000
0.012499010891
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
67000.00000000
PA
USD
64525.11000000
0.015577299765
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Company
57763RAC1
95000.00000000
PA
USD
87685.18000000
0.021168477416
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
Kaman Corp
5493003YK076OLTEQF95
Kaman Corporation, Convertible
483548AF0
77000.00000000
PA
USD
74151.00000000
0.017901129574
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.25000000
N
N
N
N
Y
Kaman Corp
Kaman Corp
USD
XXXX
N
N
N
Revance Therapeutics Inc
549300N33TFDZHS81H11
Revance Therapeutics, Inc.
761330109
9531.00000000
NS
USD
241229.61000000
0.058236335392
Long
EC
CORP
US
N
1
N
N
N
Acrisure Llc
549300R0Z1Q47XRTGO22
Acrisure, LLC, Term Loan
N/A
118084.61000000
PA
USD
114415.72000000
0.027621618441
Long
DBT
CORP
US
N
2
2027-02-15
Floating
8.69300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCJ3
45000.00000000
PA
USD
38593.32000000
0.009316988604
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.06900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A73W0
425391.28000000
PA
USD
12062.22000000
0.002911995295
Long
ABS-CBDO
USGSE
US
N
2
2027-08-25
Fixed
3.00000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8L9
40000.00000000
PA
USD
39556.55000000
0.009549526332
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.60000000
N
N
N
N
N
N
EMERALD DEBT MERGER
98450099EE3A0ZD5F786
Emerald Debt Merger Sub, LLC, Term Loan
N/A
168591.28000000
PA
USD
168432.80000000
0.040662126974
Long
DBT
CORP
US
N
2
2030-05-31
Floating
8.26370000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
90000.00000000
PA
USD
80569.64000000
0.019450682598
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AK7
28000.00000000
PA
USD
24171.29000000
0.005835300862
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEP3
91000.00000000
PA
USD
92776.83000000
0.022397675760
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.25000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
13305.00000000
NS
USD
574376.85000000
0.138662923172
Long
EC
CORP
US
N
1
N
N
N
Outfront Media Capital Llc Outfront Media Capital Corp
N/A
Outfront Media Capital, LLC/Outfront Media Capital Corporation
69007TAD6
48000.00000000
PA
USD
47771.49000000
0.011532732295
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.25000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAY5
67000.00000000
PA
USD
56522.96000000
0.013645464401
Long
DBT
CORP
JP
N
2
2028-07-14
Fixed
2.17200000
N
N
N
N
N
N
Credit Suisse Group Ag
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
32000.00000000
PA
USD
1194.55000000
0.000288381739
Long
DBT
CORP
CH
N
2
2025-09-12
Variable
7.25000000
Y
Y
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Y37
100000.00000000
PA
USD
99559.65000000
0.024035147132
Long
STIV
UST
US
N
2
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corporation
092113109
1396.00000000
NS
USD
84122.96000000
0.020308505712
Long
EC
CORP
US
N
1
N
N
N
Medpace Holdings Inc
549300H8TYEUVTW14A54
Medpace Holdings, Inc.
58506Q109
444.00000000
NS
USD
106635.48000000
0.025743355378
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
1415.00000000
NS
USD
289523.15000000
0.069895098148
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, 4.250%
95002Y400
5000.00000000
NS
USD
85300.00000000
0.020592660283
Long
EP
CORP
US
N
1
N
N
N
Mcdonalds Corp
UE2136O97NLB5BYP9H04
McDonald's Corporation
580135101
1155.00000000
NS
USD
344663.55000000
0.083206792463
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
549300Q9GR3WRH4N4836
Wyeth, LLC
983024AG5
99000.00000000
PA
USD
110669.05000000
0.026717117825
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corporation, Term Loan
N/A
126000.00000000
PA
USD
125590.50000000
0.030319372817
Long
DBT
CORP
US
N
2
2025-03-06
Floating
7.70250000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AN1
62000.00000000
PA
USD
55271.93000000
0.013343447569
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
Banco Santander Mexico S A Institucion De Banca Multiple Grupo Financiero Santander Mex
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA
05969BAD5
17000.00000000
PA
USD
16818.36000000
0.004060196647
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corporation
666807102
811.00000000
NS
USD
369653.80000000
0.089239802178
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York, NY
251526CP2
64000.00000000
PA
USD
54997.58000000
0.013277215490
Long
DBT
CORP
DE
N
2
2027-11-16
Variable
2.31100000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094AR5
36000.00000000
PA
USD
34904.81000000
0.008426528658
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.25000000
N
N
N
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
90000.00000000
PA
USD
86233.25000000
0.020817960402
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Euro Foreign Exchange Currency
N/A
-30.00000000
NC
USD
-45190.69000000
-0.01090968964
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
-4062184.31000000
USD
-45190.69000000
N
N
N
Cco Holdings Llc Cco Holdings Capital Corp
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPBT9
150000.00000000
PA
USD
139686.74000000
0.033722410116
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
Eqt Corp
4NT01YGM4X7ZX86ISY52
EQT Corporation, Convertible
26884LAK5
91000.00000000
PA
USD
256028.72000000
0.061809055729
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
1.75000000
N
N
N
N
Y
EQT Corp
EQT Corp
USD
XXXX
N
N
N
OWENS CORNING NEW
JO5M6676RDJIZ2U8X907
Owens Corning, Inc.
690742101
452.00000000
NS
USD
58986.00000000
0.014240078071
Long
EC
CORP
US
N
1
N
N
N
BILL Holdings Inc
549300IBF9VZZIGOZW63
BILL Holdings, Inc.
090043100
1327.00000000
NS
USD
155059.95000000
0.037433726540
Long
EC
CORP
US
N
1
N
N
N
Quinstreet Inc
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
19400.00000000
NS
USD
171302.00000000
0.041354793573
Long
EC
CORP
US
N
1
N
N
N
Gibraltar Inds Inc
N/A
Gibraltar Industries, Inc.
374689107
337.00000000
NS
USD
21204.04000000
0.005118963568
Long
EC
CORP
US
N
1
N
N
N
Greeneden Us Holdings II Llc
549300CVRD4OUCPHWQ42
Genesys Cloud Services Holdings II, LLC, Term Loan
N/A
125358.78000000
PA
USD
124911.25000000
0.030155391990
Long
DBT
CORP
US
N
2
2027-12-01
Floating
9.20064600
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYJ7
45000.00000000
PA
USD
36044.95000000
0.008701775032
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38300000
N
N
N
N
N
N
Deutsche Alt-A Secs Inc
N/A
Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
251510EL3
135223.39600000
PA
USD
119681.89000000
0.028892948450
Long
ABS-CBDO
CORP
US
N
2
2035-06-25
Fixed
5.25000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZX5
53000.00000000
PA
USD
51942.47000000
0.012539667514
Long
DBT
CORP
CA
N
2
2033-02-01
Fixed
5.00000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
984500A0805D8V551D35
Fertitta Entertainment, LLC/NV, Term Loan
N/A
76419.59000000
PA
USD
75321.44000000
0.018183690808
Long
DBT
CORP
US
N
2
2029-01-27
Floating
9.10250000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corporation
682691AC4
132000.00000000
PA
USD
107910.00000000
0.026051043038
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CT9
16000.00000000
PA
USD
15857.08000000
0.003828129677
Long
DBT
CORP
US
N
2
2033-03-29
Fixed
4.95000000
N
N
N
N
N
N
Crane Co
5493000CQRQOTHUODL75
Crane Company
224408104
2137.00000000
NS
USD
190449.44000000
0.045977263998
Long
EC
CORP
US
N
1
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc., Convertible
538034AZ2
211000.00000000
PA
USD
232522.00000000
0.056134191727
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.12500000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
Wesco Distribution Inc
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
130000.00000000
PA
USD
132607.28000000
0.032013325534
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc., Convertible
595017AU8
96000.00000000
PA
USD
108600.00000000
0.026217619071
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.12500000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International, Ltd.
44332PAG6
78000.00000000
PA
USD
69972.37000000
0.016892347533
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
Sba Communications Corporation New
5299001HX8ZN8Y8QIT49
SBA Communications Corporation
78410G104
1377.00000000
NS
USD
319133.52000000
0.077043472008
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
5196.00000000
NS
USD
372605.16000000
0.089952303395
Long
EC
CORP
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
84000.00000000
PA
USD
78125.73000000
0.018860687189
Long
DBT
CORP
US
N
2
2025-10-15
Variable
4.87500000
N
N
N
N
N
N
Gardner Denver Inc
549300YHGS5RRRQQ4T26
Ingersoll-Rand Services Company, Term Loan
N/A
125030.76000000
PA
USD
124796.95000000
0.030127798308
Long
DBT
CORP
US
N
2
2027-02-28
Floating
6.95250000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
110000.00000000
PA
USD
109462.40000000
0.026425814970
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
8725.00000000
NS
USD
303891.75000000
0.073363887111
Long
EC
CORP
US
N
1
N
N
N
Commscope Inc
549300Z6K4JXMFE8QY54
CommScope, Inc., Term Loan
N/A
79793.10000000
PA
USD
76282.20000000
0.018415632242
Long
DBT
CORP
US
N
2
2026-04-04
Floating
8.46700000
N
N
N
N
N
N
PETCO HEALTH & WELLNESS
2549007TYGV6RVSE9M61
Petco Health & Wellness Company, Inc., Term Loan
N/A
80982.48000000
PA
USD
80310.33000000
0.019388081394
Long
DBT
CORP
US
N
2
2028-03-04
Floating
8.75350000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corporation
756109BG8
50000.00000000
PA
USD
47486.84000000
0.011464013646
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corporation, Convertible
125896BW9
76000.00000000
PA
USD
74746.00000000
0.018044771225
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.37500000
N
N
N
N
Y
CMS Energy Corp
CMS Energy Corp
USD
XXXX
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBG5
90330.00000000
PA
USD
99673.55000000
0.024062644248
Long
DBT
CORP
KY
N
2
2032-12-01
Fixed
9.62500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513CA1
42000.00000000
PA
USD
34575.45000000
0.008347016365
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
2.90000000
N
N
N
N
N
N
Aramark Svcs Inc
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
106000.00000000
PA
USD
99909.24000000
0.024119543241
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Blackrock Core Bond Tr
CC8M7XFKTNG56DXMAR33
BlackRock Core Bond Trust
09249E101
4130.00000000
NS
USD
43943.20000000
0.010608527425
Long
RF
US
N
1
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AE9
4000.00000000
PA
USD
3921.62000000
0.000946736089
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL/Connect US Finco, LLC
20752TAA2
45000.00000000
PA
USD
43709.24000000
0.010552046079
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corporation
103304BV2
65000.00000000
PA
USD
58068.02000000
0.014018464351
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661DT1
68000.00000000
PA
USD
66198.14000000
0.015981193533
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
34000.00000000
PA
USD
33978.24000000
0.008202841188
Long
DBT
CORP
US
N
2
2023-11-10
Floating
5.55616000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR, LP
98372MAA3
25000.00000000
PA
USD
24539.50000000
0.005924192110
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
42000.00000000
PA
USD
41472.82000000
0.010012141773
Long
DBT
CORP
US
N
2
2034-04-21
Variable
5.25000000
N
N
N
N
N
N
Global Net Lease Inc & Global Net Lease Operating Partnership L P
N/A
Global Net Lease, Inc./Global Net Lease Operating Partnership, LP
37892AAA8
168000.00000000
PA
USD
123245.00000000
0.029753135013
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
91.00000000
NS
USD
42824.15000000
0.010338372483
Long
EC
CORP
US
N
1
N
N
N
Gmacm Mortgage Loan Tr
N/A
GMAC Mortgage Corporation Loan Trust
36185N6Q8
37345.40300000
PA
USD
32876.07000000
0.007936761324
Long
ABS-CBDO
CORP
US
N
2
2035-05-25
Variable
3.53890000
N
N
N
N
N
N
CHNGE Mortgage Trust 2022-2
N/A
CHNGE Mortgage Trust
12546YAA9
249821.01000000
PA
USD
230461.33000000
0.055636716027
Long
ABS-CBDO
CORP
US
N
2
2067-03-25
Variable
3.75700000
N
N
N
N
N
N
Scientific Games International Inc
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
110000.00000000
PA
USD
110137.50000000
0.026588793926
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Cco Holdings Llc Cco Holdings Capital Corp
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPBR3
62000.00000000
PA
USD
60451.95000000
0.014593979716
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy, Inc., Convertible, 6.926%
65339F713
4837.00000000
NS
USD
219067.73000000
0.052886135321
Long
EP
CORP
US
N
1
N
N
TELEPHONE & DATA SYS
N/A
Telephone and Data Systems, Inc., 6.000%
879433761
3500.00000000
NS
USD
48090.00000000
0.011609625240
Long
EP
CORP
US
N
1
N
N
N
Nustar Logistics L P
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAG0
120000.00000000
PA
USD
116994.26000000
0.028244115489
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
Wells Fargo & Company Medium Terminal Senior Nts Book Entry
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2H5
106000.00000000
PA
USD
100933.93000000
0.024366918306
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.40600000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJD2
85000.00000000
PA
USD
77861.60000000
0.018796922367
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.31900000
N
N
N
N
N
N
BELLRING BRANDS INC
549300S3BOK5CMTS8054
BellRing Brands, Inc.
07831CAA1
49000.00000000
PA
USD
49306.25000000
0.011903245675
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.00000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings, LLC
599191AA1
94399.85000000
PA
USD
94635.54000000
0.022846395380
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
97000.00000000
PA
USD
78120.55000000
0.018859436662
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Allen Media Llc Allen Media Co-Issuer Inc
N/A
Allen Media, LLC/Allen Media Co-Issuer, Inc.
01771YAA8
64000.00000000
PA
USD
32960.00000000
0.007957023246
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corporation, Convertible
26441CBX2
307000.00000000
PA
USD
299785.50000000
0.072372578655
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
Y
Duke Energy Corp
Duke Energy Corp
USD
XXXX
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc./PetSmart Finance Corporation
71677KAB4
64000.00000000
PA
USD
63589.00000000
0.015351309199
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Quicken Lns Llcquicken Lns Co-Issuer Inc
N/A
Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.
74841CAA9
60000.00000000
PA
USD
50428.08000000
0.012174071748
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
General Mtrs Co
54930070NSV60J38I987
General Motors Company
37045V100
7958.00000000
NS
USD
306860.48000000
0.074080581699
Long
EC
CORP
US
N
1
N
N
N
Starfruit Finco B V
549300K7VB5G6LULFT41
Nouryon USA, LLC, Term Loan
N/A
198013.02000000
PA
USD
197765.50000000
0.047743467259
Long
DBT
CORP
US
N
2
2025-10-01
Floating
8.06810000
N
N
N
N
N
N
Mpt Operating Partnership L P Mpt Finance Corp
N/A
MPT Operating Partnership, LP/MPT Finance Corporation
55342UAJ3
24000.00000000
PA
USD
18143.04000000
0.004379993660
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HB0
85000.00000000
PA
USD
84508.10000000
0.020401484108
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYU2
57000.00000000
PA
USD
47649.72000000
0.011503335246
Long
DBT
CORP
US
N
2
2026-11-10
Variable
4.12500000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VIII, Ltd.
67107FBN6
300000.00000000
PA
USD
292301.40000000
0.070565808095
Long
ABS-O
CORP
US
N
2
2029-10-17
Floating
6.91030000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
26000.00000000
PA
USD
23992.01000000
0.005792020063
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Cooper-Standard Holdings Inc
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
14477.00000000
NS
USD
206442.02000000
0.049838105346
Long
EC
CORP
US
N
1
N
N
N
Hsbc Holdings Plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
39000.00000000
PA
USD
37046.44000000
0.008943549280
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.63300000
N
N
N
N
N
N
Santander Holdings Usa Inc
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBB1
90000.00000000
PA
USD
84868.17000000
0.020488410242
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corporation
666807CH3
22000.00000000
PA
USD
21591.07000000
0.005212398237
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.70000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BS9
50000.00000000
PA
USD
46284.00000000
0.011173630580
Long
DBT
CORP
CA
N
2
2082-03-15
Variable
5.25000000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BN3
85000.00000000
PA
USD
75279.13000000
0.018173476559
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CT4
53000.00000000
PA
USD
42866.91000000
0.010348695369
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.80400000
N
N
N
N
N
N
Telecom Italia Cap
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
26000.00000000
PA
USD
20967.78000000
0.005061926968
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
TEINE ENERGY LTD
5493002EE80G6ER7SM91
Teine Energy, Ltd.
879068AB0
50000.00000000
PA
USD
45647.07000000
0.011019866417
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
Gip III Stetson I L P
549300MLKSDQYN3TMQ54
GIP III Stetson I, LP, Term Loan
N/A
71040.71000000
PA
USD
70863.11000000
0.017107385121
Long
DBT
CORP
US
N
2
2025-07-18
Floating
9.45250000
N
N
N
N
N
N
Columbia Gas System Inc
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAH8
45000.00000000
PA
USD
39403.37000000
0.009512546452
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
Dai-Ichi Life Holdings Inc
3538001235ACEIORUV72
Dai-ichi Life Insurance Company, Ltd.
23380YAC1
148000.00000000
PA
USD
143932.23000000
0.034747333132
Long
DBT
CORP
JP
N
2
2024-10-28
Variable
5.10000000
N
N
N
N
N
N
Discover Financial Svcs
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
2399.00000000
NS
USD
280323.15000000
0.067674084378
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France, Term Loan
N/A
261317.71000000
PA
USD
231702.57000000
0.055936369411
Long
DBT
CORP
US
N
2
2028-08-31
Floating
10.48630000
N
N
N
N
N
N
Federated Hermes Inc
R05X5UQ874RGFF7HHD84
Federated Hermes, Inc.
314211103
4470.00000000
NS
USD
160249.50000000
0.038686559367
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384LX5
300000.00000000
PA
USD
296808.60000000
0.071653911711
Long
STIV
USGSE
US
N
2
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment, Inc., Term Loan
N/A
198502.50000000
PA
USD
198321.86000000
0.047877780653
Long
DBT
CORP
US
N
2
2030-02-06
Floating
8.45250000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corporation
03027XBY5
59000.00000000
PA
USD
58589.53000000
0.014144364448
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.50000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAZ4
61000.00000000
PA
USD
55818.45000000
0.013475385444
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
Tennant Co
JYAIRLT8DVP6DP8UT336
Tennant Company
880345103
3092.00000000
NS
USD
250792.12000000
0.060544864347
Long
EC
CORP
US
N
1
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc.
46590XAT3
52000.00000000
PA
USD
42194.88000000
0.010186457556
Long
DBT
CORP
LU
N
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
N
ORYX MIDSTREAM HOLDINGS
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin, LLC, Term Loan
N/A
59691.51000000
PA
USD
59505.27000000
0.014365437399
Long
DBT
CORP
US
N
2
2028-10-05
Floating
8.53870000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370DA5
206000.00000000
PA
USD
162056.99000000
0.039122913735
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corporation
058498106
6929.00000000
NS
USD
403337.09000000
0.097371438147
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Company
842587DL8
53000.00000000
PA
USD
54842.31000000
0.013239731054
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.70000000
N
N
N
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Company
86564CAC4
135000.00000000
PA
USD
116290.65000000
0.028074253805
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
3.37500000
N
N
N
N
N
N
Charter Communications Operating Llc
549300TPZNMN50BJ3745
Charter Communications Operating, LLC, Term Loan
N/A
313556.70000000
PA
USD
311465.28000000
0.075192247374
Long
DBT
CORP
US
N
2
2027-02-01
Floating
6.79542000
N
N
N
N
N
N
3m Co
LUZQVYP4VS22CLWDAR65
3M Company
88579Y101
961.00000000
NS
USD
96186.49000000
0.023220817261
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAF8
131000.00000000
PA
USD
127970.63000000
0.030893970806
Long
DBT
CORP
US
N
2
2024-08-01
Variable
5.00000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
93000.00000000
PA
USD
82101.88000000
0.019820587613
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
1.37500000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094104
2208.00000000
NS
USD
861208.32000000
0.207908210631
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKD0
65000.00000000
PA
USD
52942.53000000
0.012781096539
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746TG6
50000.00000000
PA
USD
46780.16000000
0.011293410819
Long
DBT
CORP
US
N
2
2027-01-15
Floating
5.76030000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
35000.00000000
PA
USD
31298.05000000
0.007555804351
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust, LP
74965LAA9
25000.00000000
PA
USD
22937.50000000
0.005537446016
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.75000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc., Term Loan
N/A
62726.94000000
PA
USD
61747.15000000
0.014906659828
Long
DBT
CORP
US
N
2
2026-08-12
Floating
6.96700000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Debt Fund
N/A
3024468.23830000
NS
USD
23197671.39000000
5.600255173469
Long
RF
US
N
2
N
N
N
Kkr & Company Inc
54930013V5I303TF9571
KKR & Company, Inc., Convertible, 6.000%
48251W401
4823.00000000
NS
USD
318800.30000000
0.076963027855
Long
EP
CORP
US
N
1
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Company of Canada
0778FPAL3
40000.00000000
PA
USD
39509.12000000
0.009538076040
Long
DBT
CORP
CA
N
2
2033-05-11
Fixed
5.10000000
N
N
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
907.00000000
NS
USD
100395.83000000
0.024237013142
Long
EC
CORP
US
N
1
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EWR6
37000.00000000
PA
USD
36969.18000000
0.008924897593
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
4.75000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company, LP/PTL Finance Corporation
709599BU7
35000.00000000
PA
USD
34665.14000000
0.008368668835
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
5.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QKRY6
505443.01200000
PA
USD
413993.33000000
0.099944009428
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAV6
62000.00000000
PA
USD
60442.08000000
0.014591596954
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494103
4844.00000000
NS
USD
247237.76000000
0.059686790162
Long
EC
CORP
US
N
1
N
N
N
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc., Convertible
866082AA8
101000.00000000
PA
USD
85793.07000000
0.020711694550
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
Summit Hotel Properties Inc
Summit Hotel Properties Inc
USD
XXXX
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
30000.00000000
PA
USD
23239.82000000
0.005610430460
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
Qualcomm Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
10307.00000000
NS
USD
1226945.28000000
0.296202430682
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CU4
41000.00000000
PA
USD
41739.12000000
0.010076430465
Long
DBT
CORP
US
N
2
2032-11-21
Fixed
4.95000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corporation
92933BAR5
58000.00000000
PA
USD
46920.84000000
0.011327373016
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354NAE6
29000.00000000
PA
USD
26281.25000000
0.006344675885
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CU4
46000.00000000
PA
USD
43376.62000000
0.010471746774
Long
DBT
CORP
US
N
2
2028-03-15
Variable
10.25000000
N
N
N
N
N
N
Carpenter Technology Corp
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corporation
144285103
2982.00000000
NS
USD
167379.66000000
0.040407883665
Long
EC
CORP
US
N
1
N
N
N
Kb Home
549300LGUCWQURMWLG09
KB Home
48666KAY5
60000.00000000
PA
USD
55032.07000000
0.013285541878
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.80000000
N
N
N
N
N
N
Tronox Holdings Plc
549300NRVC84SGJSXV06
Tronox Holdings plc
G9087Q102
17176.00000000
NS
USD
218306.96000000
0.052702474381
Long
EC
CORP
GB
N
1
N
N
N
Clarus Corporation New
549300PKSLI6PT0ULL72
Clarus Corporation
18270P109
9719.00000000
NS
USD
88831.66000000
0.021445254358
Long
EC
CORP
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp, 6.200%
493267843
3500.00000000
NS
USD
66780.00000000
0.016121662997
Long
EP
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corporation
958102105
487.00000000
NS
USD
18471.91000000
0.004459387660
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Holdings Corp
529900IKZG65COT1D505
Schlumberger Holdings Corporation
806851AH4
29000.00000000
PA
USD
27615.05000000
0.006666674599
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.30000000
N
N
N
N
N
N
Novo-Nordisk As Vormals Novoindustri As
549300DAQ1CVT6CXN342
Novo Nordisk AS ADR
670100205
1083.00000000
NS
USD
175261.89000000
0.042310768597
Long
EC
CORP
DK
N
1
N
N
N
WorkIVa Inc
529900RTOQ8GRWHY1O58
Workiva, Inc.
98139A105
2535.00000000
NS
USD
257708.10000000
0.062214482480
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Truck Corp
549300FEKNPCFSA2B506
Oshkosh Corporation
688239201
649.00000000
NS
USD
56196.91000000
0.013566751191
Long
EC
CORP
US
N
1
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBU2
93000.00000000
PA
USD
73163.38000000
0.017662703745
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
2.56400000
N
N
N
N
N
N
Vistra Operations Company Llc
549300ZH5GKBTJZ7NM23
Vistra Operations Company, LLC
92840VAF9
132000.00000000
PA
USD
123554.24000000
0.029827790045
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Avalonbay Cmntys Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
960.00000000
NS
USD
181699.20000000
0.043864828831
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AG1
25000.00000000
PA
USD
22843.61000000
0.005514779605
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAR8
63000.00000000
PA
USD
53401.62000000
0.012891927540
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.00000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAA0
25000.00000000
PA
USD
24801.48000000
0.005987437891
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.65000000
N
N
N
N
N
N
Cheplapharm Arzneimittel Gmbh
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
10000.00000000
PA
USD
9050.00000000
0.002184801589
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
731.00000000
NS
USD
304439.57000000
0.073496138825
Long
EC
CORP
US
N
1
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corporation
032095AM3
39000.00000000
PA
USD
38533.48000000
0.009302542358
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
4.75000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
4932.00000000
NS
USD
308792.52000000
0.074547004248
Long
EC
CORP
US
N
1
N
N
N
Brookfield Residential Pptys Inc Brookfield Residential Us Llc
N/A
Brookfield Residential Properties, Inc./Brookfield Residential US, LLC
11283YAB6
75000.00000000
PA
USD
68887.77000000
0.016630509323
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
Marsh & Mclennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748102
252.00000000
NS
USD
47396.16000000
0.011442122175
Long
EC
CORP
US
N
1
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage, LP
53227JAD6
44000.00000000
PA
USD
34857.36000000
0.008415073538
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
Trimble Navigation Ltd
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
4144.00000000
NS
USD
219383.36000000
0.052962332992
Long
EC
CORP
US
N
1
N
N
N
Metlife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAP3
57000.00000000
PA
USD
56888.65000000
0.013733747285
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Corporation
960413AT9
45000.00000000
PA
USD
42229.31000000
0.010194769458
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.60000000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
67777LAD5
85000.00000000
PA
USD
76717.60000000
0.018520744133
Long
DBT
CORP
NL
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company, LP/PTL Finance Corporation
709599BM5
47000.00000000
PA
USD
41504.68000000
0.010019833240
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.70000000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD Trust
05493AAG5
225000.00000000
PA
USD
141787.94000000
0.034229670347
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
6.89300000
N
N
N
N
N
N
Credit Suisse Ag
ANGGYXNX0JLX3X63JN86
Credit Suisse Group AG
22546DAA4
49000.00000000
PA
USD
48647.20000000
0.011744141422
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
6.50000000
N
N
N
N
N
N
1011778 British Columbia Unlimited Liability Co
549300RHSHNRWI5LLA86
1011778 B.C., ULC, Term Loan
N/A
311578.40000000
PA
USD
309110.70000000
0.074623817526
Long
DBT
CORP
US
N
2
2026-11-19
Floating
6.94300000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corporation, Term Loan
N/A
100230.95000000
PA
USD
99742.83000000
0.024079369447
Long
DBT
CORP
US
N
2
2028-03-11
Floating
7.94300000
N
N
N
N
N
N
Ncl Corporation Ltd
UNZWILHE4KMRP9K2L524
NCL Corporation, Ltd.
62886HBA8
21000.00000000
PA
USD
19646.84000000
0.004743032845
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
64000.00000000
PA
USD
59746.31000000
0.014423627960
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TK4
4510000.00000000
PA
USD
4093705.85000000
0.988280115693
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation, Convertible
682189AS4
237000.00000000
PA
USD
435250.50000000
0.105075799350
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
LUMMUS TECHNOLOGY HOLDINGS
549300K1Y0YC1YC1H809
Lummus Technology Holdings V, LLC, Term Loan
N/A
77848.99000000
PA
USD
77098.53000000
0.018612706173
Long
DBT
CORP
US
N
2
2027-06-30
Floating
8.71700000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
4940.00000000
NS
USD
591318.00000000
0.142752763111
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
5112.00000000
NS
USD
920262.24000000
0.222164685578
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Company Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Company, Ltd.
874060AW6
89000.00000000
PA
USD
88473.53000000
0.021358796569
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBR1
41000.00000000
PA
USD
37867.76000000
0.009141827870
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
75000.00000000
PA
USD
53240.51000000
0.012853033244
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global, Convertible, 5.750%
92556H305
2343.00000000
NS
USD
53092.38000000
0.012817272508
Long
EP
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
2799.00000000
NS
USD
482015.79000000
0.116365620335
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCX2
35000.00000000
PA
USD
32970.83000000
0.007959637766
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
Sm Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454LAP5
83000.00000000
PA
USD
80613.75000000
0.019461331394
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
General Mtrs Co
54930070NSV60J38I987
General Motors Company
37045VAU4
67000.00000000
PA
USD
69597.70000000
0.016801896747
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
Regions Financial Corporation New
CW05CS5KW59QTC0DG824
Regions Financial Corporation, 5.700%
7591EP704
825.00000000
NS
USD
16871.25000000
0.004072965062
Long
EP
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEJ7
88000.00000000
PA
USD
84010.23000000
0.020281291051
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
Natwest Group Plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BK6
65000.00000000
PA
USD
63847.61000000
0.015413741414
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.26900000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc., Term Loan
N/A
215368.42000000
PA
USD
211670.54000000
0.051100346098
Long
DBT
CORP
US
N
2
2029-04-13
Floating
9.37750000
N
N
N
N
N
N
Hanmi Financial Corp
549300MSZ7RCG7EA6587
Hanmi Financial Corporation
410495204
1768.00000000
NS
USD
26396.24000000
0.006372436143
Long
EC
CORP
US
N
1
N
N
N
Cco Holdings Llc Cco Holdings Capital Corp
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPBX0
57000.00000000
PA
USD
51932.13000000
0.012537171288
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
CROWN SUBSEA COMMUNICATIONS
5493003AYLUE132FIO27
Crown Subsea Communications Holding, Inc., Term Loan
N/A
76024.09000000
PA
USD
75865.96000000
0.018315145853
Long
DBT
CORP
US
N
2
2027-04-27
Floating
10.27470000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDT4
68000.00000000
PA
USD
68165.64000000
0.016456176641
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corporation, Convertible, 6.875%
00130H204
3398.00000000
NS
USD
277344.76000000
0.066955057725
Long
EP
CORP
US
N
1
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
Methanex Corporation
59151KAK4
69000.00000000
PA
USD
67237.10000000
0.016232013584
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
4.25000000
N
N
N
N
N
N
Pgim High Yield Bond Fund Inc
P63V0W84H2Z3IOKHSM44
PGIM High Yield Bond Fund, Inc.
69346H100
7795.00000000
NS
USD
96813.90000000
0.023372283158
Long
RF
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
75000.00000000
PA
USD
62565.77000000
0.015104286599
Long
DBT
CORP
US
N
2
2062-03-30
Variable
6.37500000
N
N
N
N
N
N
Altice France Holding S A
5299000JVHXKJPOE6H40
YPSO Finance BIS SA
02156TAB0
32000.00000000
PA
USD
19376.96000000
0.004677879889
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZZ4
12000.00000000
PA
USD
12509.78000000
0.003020042787
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corporation, 5.875%
87161C709
775.00000000
NS
USD
16003.75000000
0.003863537948
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKP3
84000.00000000
PA
USD
80638.69000000
0.019467352272
Long
DBT
CORP
US
N
2
2028-04-27
Variable
4.37600000
N
N
N
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
34000.00000000
PA
USD
32785.78000000
0.007914964005
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.72000000
N
N
N
N
N
N
Milano Acquisition Corp
N/A
Gainwell Acquisition Corporation, Term Loan
N/A
284272.85000000
PA
USD
279653.42000000
0.067512401818
Long
DBT
CORP
US
N
2
2027-10-01
Floating
9.34187000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
4435.00000000
NS
USD
483104.55000000
0.116628462830
Long
EC
CORP
US
N
1
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corporation
581557BR5
59000.00000000
PA
USD
52400.07000000
0.012650138808
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BN4
54000.00000000
PA
USD
42338.54000000
0.010221139168
Long
DBT
CORP
AU
N
2
2031-03-11
Fixed
2.68800000
N
N
N
N
N
N
Nextera Energy Partners Lp
5493008F4ZOQFNG3WN54
NextEra Energy Partners, LP, Convertible
65341BAD8
208000.00000000
PA
USD
191880.00000000
0.046322621983
Long
DBT
CORP
US
N
2
2025-11-15
None
0.00000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company, Convertible
723787AP2
94000.00000000
PA
USD
206675.77000000
0.049894535995
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.25000000
N
N
N
N
Y
Pioneer Natural Resources Co
Pioneer Natural Resources Co
USD
XXXX
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
69000.00000000
PA
USD
64770.84000000
0.015636622560
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXJ8
31000.00000000
PA
USD
29778.29000000
0.007188912189
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XJF73
736925.23600000
PA
USD
679746.41000000
0.164100667056
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.50000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Company
476556DD4
80000.00000000
PA
USD
65985.36000000
0.015929825347
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corporation, Convertible
57164YAD9
167000.00000000
PA
USD
154725.50000000
0.037352985447
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
Y
Marriott Vacations Worldwide Corp
Marriott Vacations Worldwide Corp
USD
XXXX
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corporation
14448CAQ7
75000.00000000
PA
USD
64553.54000000
0.015584163180
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
Cengage Learning Inc
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
4000.00000000
PA
USD
4010.21000000
0.000968123003
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAL5
89000.00000000
PA
USD
82913.76000000
0.020016587250
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
BW HOLDING INC
N/A
BW Holding, Inc., Term Loan
N/A
80318.54000000
PA
USD
73224.00000000
0.017677338295
Long
DBT
CORP
US
N
2
2028-12-14
Floating
9.41370000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCB0
90000.00000000
PA
USD
80839.18000000
0.019515753473
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.57800000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAJ4
117000.00000000
PA
USD
103252.50000000
0.024926654817
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International, LLC/EMC Corporation
24703DBJ9
58000.00000000
PA
USD
57879.72000000
0.013973005993
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group, LLC, Term Loan
N/A
100229.00000000
PA
USD
97911.71000000
0.023637310454
Long
DBT
CORP
US
N
2
2027-03-30
Floating
10.25203000
N
N
N
N
N
N
Iberiabank Lafayette La
COOWI3L2W9TPYR3WJX37
First Horizon Bank, 6.061%
337158208
140.00000000
NS
USD
88855.20000000
0.021450937256
Long
EP
CORP
US
Y
2
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
1057.00000000
NS
USD
318410.68000000
0.076868967922
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Bank Na Sioux Falls S D
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746101
22075.00000000
NS
USD
942161.00000000
0.227451364655
Long
EC
CORP
US
N
1
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology, Inc.
573874AJ3
44000.00000000
PA
USD
36883.82000000
0.008904290447
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs, Inc., Term Loan
N/A
76475.94000000
PA
USD
76589.12000000
0.018489727192
Long
DBT
CORP
US
N
2
2029-02-19
Floating
8.86298200
N
N
N
N
N
N
Verisign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
588.00000000
NS
USD
132870.36000000
0.032076836872
Long
EC
CORP
US
N
1
N
N
N
SPECTRUM GROUP BUYER INC
254900D4L3B6RODNRE33
Spectrum Group Buyer, Inc., Term Loan
N/A
77005.56000000
PA
USD
72882.68000000
0.017594938684
Long
DBT
CORP
US
N
2
2028-05-19
Floating
11.32380000
N
N
N
N
N
N
Aecom Technology Corp
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
145000.00000000
PA
USD
140297.65000000
0.033869892672
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.12500000
N
N
N
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System, Inc.
197236102
8412.00000000
NS
USD
170595.36000000
0.041184200403
Long
EC
CORP
US
N
1
N
N
N
International Seaways Inc
549300YUFDGFRNGBWF46
International Seaways, Inc.
Y41053102
767.00000000
NS
USD
29330.08000000
0.007080707778
Long
EC
CORP
MH
N
1
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG, Inc., Term Loan
N/A
266967.25000000
PA
USD
261710.66000000
0.063180758662
Long
DBT
CORP
US
N
2
2026-05-03
Floating
8.27060000
N
N
N
N
N
N
Cheniere Energy Partners L P
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAG6
45000.00000000
PA
USD
41299.04000000
0.009970188754
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Kite Realty Group Tr
N/A
Kite Realty Group Trust
49803T300
533.00000000
NS
USD
11907.22000000
0.002874576041
Long
EC
CORP
US
N
1
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group, Inc., Term Loan
N/A
188550.46000000
PA
USD
186642.33000000
0.045058172287
Long
DBT
CORP
US
N
2
2028-02-19
Floating
7.44300000
N
N
N
N
N
N
Advanced Medical Optics Inc
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
3282.00000000
NS
USD
357803.64000000
0.086379001250
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBQ3
1620000.00000000
PA
USD
1455215.63000000
0.351310212279
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
Volkswagen Group America Finance Llc
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668AR3
82000.00000000
PA
USD
81512.59000000
0.019678324439
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
4.25000000
N
N
N
N
N
N
Wells Fargo Bank Na Sioux Falls S D
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, Convertible, 7.500%
949746804
279.00000000
NS
USD
321408.00000000
0.077592564552
Long
EP
CORP
US
N
1
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748BP6
40000.00000000
PA
USD
32591.44000000
0.007868047503
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.37500000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LLC
549300H5PS5C68DAUX66
Black Knight InfoServ, LLC
092174AA9
112000.00000000
PA
USD
100634.24000000
0.024294568782
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
COTY/HFC PRESTIGE/INT US
N/A
Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC
222070AG9
86000.00000000
PA
USD
79292.00000000
0.019142241725
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.75000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
1790.00000000
NS
USD
299073.20000000
0.072200619078
Long
EC
CORP
US
N
1
N
N
N
Avantor Inc
N/A
Avantor, Inc.
05352A100
12171.00000000
NS
USD
249992.34000000
0.060351785826
Long
EC
CORP
US
N
1
N
N
N
Nextera Energy Operating Partners Lp
549300KJEC5IUVJWR786
NextEra Energy Operating Partners, LP
65342QAL6
125000.00000000
PA
USD
116165.74000000
0.028044098714
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.87500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAN1
71000.00000000
PA
USD
58408.14000000
0.014100574264
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Tr
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17307GGX0
79794.65300000
PA
USD
70771.03000000
0.017085155670
Long
ABS-CBDO
CORP
US
N
2
2034-08-25
Fixed
5.50000000
N
N
N
N
N
N
Ppg Inds Inc
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
3535.00000000
NS
USD
524240.50000000
0.126559279287
Long
EC
CORP
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153AZ5
22000.00000000
PA
USD
23342.00000000
0.005635098198
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corporation
458140CF5
84000.00000000
PA
USD
84515.25000000
0.020403210222
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
5.12500000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAL4
157000.00000000
PA
USD
137529.49000000
0.033201618599
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
Iron Mountain Inc New
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
47000.00000000
PA
USD
42071.41000000
0.010156650102
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBE4
34000.00000000
PA
USD
27273.87000000
0.006584308786
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
136.00000000
NS
USD
33462.80000000
0.008078406477
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
847.00000000
NS
USD
55876.59000000
0.013489421285
Long
EC
CORP
US
N
1
N
N
N
Nissan Motor Company Ltd
353800DRBDH1LUTNAY26
Nissan Motor Company, Ltd.
654744AC5
32000.00000000
PA
USD
29104.18000000
0.007026172234
Long
DBT
CORP
JP
N
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HCN3
61000.00000000
PA
USD
51793.81000000
0.012503778828
Long
DBT
CORP
US
N
2
2030-03-01
Variable
3.27300000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
55000.00000000
PA
USD
54009.84000000
0.013038760692
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Ultra Long Term U.S. Treasury Bond
N/A
101.00000000
NC
USD
126743.89000000
0.030597817933
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
13631349.86000000
USD
126743.89000000
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corporation
126650DY3
41000.00000000
PA
USD
40936.32000000
0.009882622872
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.30000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 5-Yr. U.S. Treasury Note
N/A
38.00000000
NC
USD
-83521.34000000
-0.02016326589
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2023-09-29
4153083.84000000
USD
-83521.34000000
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic, Inc., Term Loan
N/A
102478.48000000
PA
USD
92384.35000000
0.022302925381
Long
DBT
CORP
US
N
2
2028-06-02
Floating
8.75000000
N
N
N
N
N
N
Enterprise Prods Partners L P
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners, LP
293792107
18499.00000000
NS
USD
487448.65000000
0.117677191734
Long
EC
CORP
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829BL0
38000.00000000
PA
USD
39779.39000000
0.009603323148
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
Bank Marin Bancorp
N/A
Bank of Marin Bancorp
063425102
107.00000000
NS
USD
1890.69000000
0.000456440057
Long
EC
CORP
US
N
1
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
913229AA8
39000.00000000
PA
USD
33442.50000000
0.008073505762
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corporation
165167735
3131.00000000
NS
USD
262002.08000000
0.063251111687
Long
EC
CORP
US
N
1
N
N
N
Byline Bancorp Inc
549300W7ODP4YL2H4823
Byline Bancorp, Inc.
124411109
7065.00000000
NS
USD
127805.85000000
0.030854190518
Long
EC
CORP
US
N
1
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AM4
50000.00000000
PA
USD
48574.23000000
0.011726525403
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LBA0
104000.00000000
PA
USD
90175.70000000
0.021769725157
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
Blackrock Tcp Capital Corp
549300JU1XG1HF56J989
BlackRock TCP Capital Corporation
09259E108
600.00000000
NS
USD
6546.00000000
0.001580299580
Long
EC
CORP
US
N
1
N
N
N
INGRAM MICRO INC
549300KJMEWPKRQZHX63
Ingram Micro, Inc., Term Loan
N/A
93144.30000000
PA
USD
92737.26000000
0.022388122986
Long
DBT
CORP
US
N
2
2028-07-02
Floating
9.03790000
N
N
N
N
N
N
Allstate Corp
OBT0W1ED8G0NWVOLOJ77
Allstate Corporation, 5.100%
020002838
2700.00000000
NS
USD
59400.00000000
0.014340023690
Long
EP
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AM0
34000.00000000
PA
USD
32407.81000000
0.007823716551
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
2.59300000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
6678.00000000
NS
USD
514673.46000000
0.124249656724
Long
EC
CORP
US
N
1
N
N
N
Global Pmts Inc
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
45000.00000000
PA
USD
39113.31000000
0.009442521751
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Interdigital Inc
N/A
InterDigital, Inc.
45867G101
270.00000000
NS
USD
26068.50000000
0.006293314942
Long
EC
CORP
US
N
1
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corporation
740212AM7
60000.00000000
PA
USD
54211.08000000
0.013087342954
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc., Convertible
928298AP3
231000.00000000
PA
USD
252806.40000000
0.061031140828
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.25000000
N
N
N
N
Y
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDM5
50000.00000000
PA
USD
47033.54000000
0.011354580435
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Seacoast Banking Corporation FL
549300V6IC06XYQYPG88
Seacoast Banking Corporation of Florida
811707801
4432.00000000
NS
USD
97947.20000000
0.023645878256
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Svcs Group Inc
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515BE3
45000.00000000
PA
USD
38738.45000000
0.009352025096
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
Badger Infrastructure Solutions Ltd.
254900BS2WTIBXVDKM03
Badger Infrastructure Solutions, Ltd.
056533953
13712.00000000
NS
278432.01000000
0.067217535684
Long
EC
CORP
CA
N
2
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A66D1
238399.12000000
PA
USD
8524.44000000
0.002057923763
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
3.00000000
N
N
N
N
N
N
Fiserv Inc Discount Commercial Paper 42 Yrs 3&4
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
1025.00000000
NS
USD
129303.75000000
0.031215805358
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBR5
20000.00000000
PA
USD
20274.63000000
0.004894590480
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AV7
22000.00000000
PA
USD
18206.77000000
0.004395379008
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.10000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98388MAD9
64000.00000000
PA
USD
60435.51000000
0.014590010861
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.60000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAX9
45000.00000000
PA
USD
42051.45000000
0.010151831468
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
Hsbc Holdings Plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AT6
20000.00000000
PA
USD
19153.00000000
0.004623812689
Long
DBT
CORP
GB
N
2
2025-03-30
Variable
6.37500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
064058AH3
42000.00000000
PA
USD
40792.50000000
0.009847902633
Long
DBT
CORP
US
N
2
2025-09-20
Variable
4.70000000
N
N
N
N
N
N
GREAT OUTDOORS GROUP LLC
549300IYLDI2E8I2AU46
Great Outdoors Group, LLC, Term Loan
N/A
173674.24000000
PA
USD
172154.59000000
0.041560621196
Long
DBT
CORP
US
N
2
2028-03-05
Floating
8.94300000
N
N
N
N
N
N
CROWN SUBSEA COMMUNICATIONS
5493003AYLUE132FIO27
Crown Subsea Communications Holding, Inc., Term Loan
N/A
116631.00000000
PA
USD
116558.69000000
0.028138962558
Long
DBT
CORP
US
N
2
2027-04-27
Floating
10.52474000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZU1
86000.00000000
PA
USD
83146.18000000
0.020072696818
Long
DBT
CORP
US
N
2
2028-08-23
Variable
4.48200000
N
N
N
N
N
N
Commscope Technologies Finance Llc
M4TWC4QDOKW45N7T6Y12
CommScope Technologies, LLC
20337YAA5
144000.00000000
PA
USD
134217.96000000
0.032402167106
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
6206.00000000
NS
USD
643003.66000000
0.155230432957
Long
EC
CORP
US
N
1
N
N
N
POLARIS NEWCO LLC
254900LEPDAG7EDOA064
Polaris Newco, LLC, Term Loan
N/A
225280.31000000
PA
USD
206881.67000000
0.049944243249
Long
DBT
CORP
US
N
2
2028-06-04
Floating
9.53790000
N
N
N
N
N
N
Formfactor Inc
549300YCEEO6SZD1ZR61
FormFactor, Inc.
346375108
1338.00000000
NS
USD
45786.36000000
0.011053493049
Long
EC
CORP
US
N
1
N
N
N
PRKCM Trust
N/A
PRKCM 2023-AFC2 Trust
693964AC2
498305.80000000
PA
USD
495729.11000000
0.119676215178
Long
ABS-CBDO
CORP
US
N
2
2058-06-25
Fixed
7.08700000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group
69527AAA4
55000.00000000
PA
USD
47622.52000000
0.011496768771
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865BM1
54000.00000000
PA
USD
44194.36000000
0.010669161101
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.12500000
N
N
N
N
N
N
Littelfuse Inc
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
810.00000000
NS
USD
235961.10000000
0.056964440473
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corporation
440452100
2438.00000000
NS
USD
98056.36000000
0.023672231067
Long
EC
CORP
US
N
1
N
N
N
Crane NXT Co
549300EXNPSXEWUD3N21
Crane NXT Company
224441105
2137.00000000
NS
USD
120612.28000000
0.029117558124
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
3049233.70500000
PA
USD
30492337.05000000
7.361293530050
Long
STIV
PF
US
N
2
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc., Delayed Draw
N/A
29756.11000000
PA
USD
28603.06000000
0.006905194579
Long
DBT
CORP
US
N
2
2029-02-15
Floating
0.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AN7
60000.00000000
PA
USD
35712.00000000
0.008621396061
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Enterprise Prods Operating Llc
5493004LGN656HWLDA30
Enterprise Products Operating, LLC
29379VBT9
45000.00000000
PA
USD
43021.19000000
0.010385940804
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
4.15000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners, LLC
442722AA2
71000.00000000
PA
USD
67627.50000000
0.016326261820
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136BPCE9
390633.67000000
PA
USD
380078.87000000
0.091756565659
Long
ABS-CBDO
USGSE
US
N
2
2046-01-25
Fixed
4.50000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635AH0
45000.00000000
PA
USD
38359.63000000
0.009260572440
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
24000.00000000
PA
USD
23593.63000000
0.005695845339
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
Harley Marine Financing Llc
5493005HW7HO5Y757M86
Harley Marine Financing, LLC
41284LAA2
399937.04000000
PA
USD
399785.86000000
0.096514119590
Long
ABS-O
CORP
US
N
2
2043-05-15
Fixed
6.68200000
N
N
N
N
N
N
MKS INSTRUMENTS INC
549300KEQATBHAGVF505
MKS Instruments, Inc., Term Loan
N/A
225865.00000000
PA
USD
225865.00000000
0.054527095133
Long
DBT
CORP
US
N
2
2029-08-17
Floating
7.93920000
N
N
N
N
N
N
Linde Plc
5299003QR1WT0EF88V51
Linde plc
G54950103
644.00000000
NS
USD
245415.52000000
0.059246874930
Long
EC
CORP
IE
N
1
N
N
N
Southwest Airls Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Company, Convertible
844741BG2
286000.00000000
PA
USD
327899.00000000
0.079159586333
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corporation
28176E108
3748.00000000
NS
USD
353548.84000000
0.085351830664
Long
EC
CORP
US
N
1
N
N
N
USI INC/NY
2549006D7UF7072T7I27
USI, Inc./NY, Term Loan
N/A
186590.00000000
PA
USD
186123.53000000
0.044932926424
Long
DBT
CORP
US
N
2
2029-11-22
Floating
8.99190000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DG2
44000.00000000
PA
USD
41115.26000000
0.009925821590
Long
DBT
CORP
US
N
2
2030-07-28
Variable
4.77200000
N
N
N
N
N
N
Yum Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
105000.00000000
PA
USD
98323.05000000
0.023736613911
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance, LLC/JFIN Co-Issuer Corporation
47232MAF9
24000.00000000
PA
USD
19675.54000000
0.004749961443
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties, LP/VICI Note Company, Inc.
92564RAG0
62000.00000000
PA
USD
59907.21000000
0.014462471559
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537AX9
20000.00000000
PA
USD
20333.19000000
0.004908727715
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.62500000
N
N
N
N
N
N
Square Inc
549300OHIIUWSTIZME52
Block, Inc., Convertible
852234AK9
172000.00000000
PA
USD
131902.50000000
0.031843181395
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.25000000
N
N
N
N
Y
Block Inc
Block Inc
USD
XXXX
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners, LP
87612BBS0
106000.00000000
PA
USD
97958.84000000
0.023648688321
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
Spire Inc Iam Commercial Paper Nts 42
549300NXSY15DRY2R511
Spire, Inc.
84857L101
2253.00000000
NS
USD
142930.32000000
0.034505457490
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
6282.00000000
NS
USD
1802808.36000000
0.435224151386
Long
EC
CORP
US
N
1
N
N
N
Ast Research Inc
9884007ER46L6N7EI764
Samsung Electronics Company, Ltd.
700593000
11591.00000000
NS
638238.50000000
0.154080054046
Long
EC
CORP
KR
N
2
N
N
N
CRESTWOOD EQUITY PARTNERS LP
549300CUY0F1TYDLDL45
Crestwood Equity Partners, LP, 9.250%
226344307
3364.00000000
NS
USD
30948.80000000
0.007471490323
Long
EP
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513CB9
25000.00000000
PA
USD
20949.25000000
0.005057453557
Long
DBT
CORP
US
N
2
2027-06-01
Variable
5.00000000
N
N
N
N
N
N
Preferred Terminal Secs XxIII Limited Preferred Terminal Secs XxIII Inc
N/A
Preferred Term Securities XXIII, Ltd./Preferred Term Securities XXIII, Inc.
74043AAC5
32906.23700000
PA
USD
31957.85000000
0.007715089665
Long
ABS-O
CORP
KY
N
2
2036-12-22
Floating
5.75200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAR4
41000.00000000
PA
USD
41357.21000000
0.009984231838
Long
DBT
CORP
US
N
2
2034-05-25
Variable
6.17400000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
AstraZeneca Finance, LLC
04636NAE3
90000.00000000
PA
USD
77979.21000000
0.018825315131
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
Ziggo Secured Finance B V
N/A
Ziggo Financing Partnership, Term Loan
N/A
128000.00000000
PA
USD
125896.96000000
0.030393356717
Long
DBT
CORP
US
N
2
2028-04-30
Floating
7.69330000
N
N
N
N
N
N
MITCHELL INTERNATIONAL
5493002RDNIGEM7SSV41
Mitchell International, Inc., Term Loan
N/A
156809.05000000
PA
USD
152967.23000000
0.036928513503
Long
DBT
CORP
US
N
2
2028-10-15
Floating
8.94300000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZN1
82000.00000000
PA
USD
77074.94000000
0.018607011204
Long
DBT
CORP
US
N
2
2028-04-19
Fixed
4.37500000
N
N
N
N
N
National Retail Pptys Inc
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AN6
45000.00000000
PA
USD
37383.48000000
0.009024915637
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
Pgim Global High Yield Fd
F0ATD1Y4J8CHDKHSLD09
PGIM Global High Yield Fund, Inc.
69346J106
7849.00000000
NS
USD
86103.53000000
0.020786644108
Long
RF
US
N
1
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BS2
79000.00000000
PA
USD
63542.43000000
0.015340066524
Long
DBT
CORP
US
N
2
2031-11-10
Fixed
2.12500000
N
N
N
N
N
N
J2 Global Inc
5493008OJYGLHD7MXA18
Ziff Davis, Inc., Convertible
48123VAD4
202000.00000000
PA
USD
188365.00000000
0.045474049874
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
1.75000000
N
N
N
N
Y
Ziff Davis Inc
Ziff Davis Inc
USD
XXXX
N
N
N
Symantec Corp
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
668771108
3634.00000000
NS
USD
67410.70000000
0.016273923148
Long
EC
CORP
US
N
1
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBF2
42000.00000000
PA
USD
41543.60000000
0.010029229094
Long
DBT
CORP
US
N
2
2029-03-09
Variable
6.49900000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAR6
45000.00000000
PA
USD
42479.90000000
0.010255265528
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
3.70000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO
98450038B4549046D794
Allied Universal Holdco, LLC, Term Loan
N/A
311621.21000000
PA
USD
302447.08000000
0.073015122767
Long
DBT
CORP
US
N
2
2028-05-14
Floating
8.93370000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340AU1
42000.00000000
PA
USD
34811.80000000
0.008404074692
Long
DBT
CORP
US
N
2
2025-07-01
Variable
5.62500000
N
N
N
N
N
N
Blackstone Strategic Credit Fd
549300YESIF051NRED20
Blackstone Strategic Credit 2027 Term Fund
09257R101
6571.00000000
NS
USD
71821.03000000
0.017338640937
Long
RF
US
N
1
N
N
N
Us Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corporation
912008109
5491.00000000
NS
USD
241604.00000000
0.058326718582
Long
EC
CORP
US
N
1
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog, Inc.
615394202
1431.00000000
NS
USD
155163.33000000
0.037458683975
Long
EC
CORP
US
N
1
N
N
N
Bank America Corpo
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFH7
70000.00000000
PA
USD
68687.34000000
0.016582122607
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
BELRON LUXEMBOURG SARL
N/A
Belron Luxembourg SARL, Term Loan
N/A
75000.00000000
PA
USD
74953.50000000
0.018094864742
Long
DBT
CORP
US
N
2
2029-04-13
Floating
7.83190000
N
N
N
N
N
N
Euronet Worldwide Inc
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc., Convertible
298736AL3
225000.00000000
PA
USD
218390.63000000
0.052722673536
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.75000000
N
N
N
N
Y
Euronet Worldwide Inc
Euronet Worldwide Inc
USD
XXXX
N
N
Chs Community Health System Inc
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBD1
19000.00000000
PA
USD
18392.92000000
0.004440318325
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corporation
302491AW5
36000.00000000
PA
USD
35415.71000000
0.008549867347
Long
DBT
CORP
US
N
2
2026-05-18
Fixed
5.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140X9S63
273887.53700000
PA
USD
225082.16000000
0.054338106174
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550AF2
55000.00000000
PA
USD
46733.68000000
0.011282189871
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.75000000
N
N
N
N
N
N
Life Insurance Company N H
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
6238.00000000
NS
USD
358934.52000000
0.086652012125
Long
EC
CORP
US
N
1
N
N
N
Central Pacific Financial Corp
549300W3YEAOZ4KGG849
Central Pacific Financial Corporation
154760409
1597.00000000
NS
USD
25088.87000000
0.006056818016
Long
EC
CORP
US
N
1
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873KAB2
250000.00000000
PA
USD
204823.80000000
0.049447443509
Long
ABS-O
CORP
US
N
2
2051-12-26
Variable
5.43810000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89115A2M3
39000.00000000
PA
USD
38740.70000000
0.009352568279
Long
DBT
CORP
CA
N
2
2028-01-10
Fixed
5.15600000
N
N
N
N
N
N
Bank America Corpo
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EH3
288000.00000000
PA
USD
284400.00000000
0.068658295246
Long
DBT
CORP
US
N
2
2024-09-05
Variable
6.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QDLN2
1816853.70500000
PA
USD
1614956.75000000
0.389874041323
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AE3
120000.00000000
PA
USD
113670.00000000
0.027441590790
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454LAW0
35000.00000000
PA
USD
33600.00000000
0.008111528552
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
Glencore Funding Llc
213800STG1QDNBY87K49
Glencore Funding, LLC
378272AN8
67000.00000000
PA
USD
63857.41000000
0.015416107276
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
Astrazeneca Plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc ADR
046353108
3125.00000000
NS
USD
223656.25000000
0.053993870767
Long
EC
CORP
GB
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAA4
34000.00000000
PA
USD
32569.54000000
0.007862760525
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group, Inc., Convertible
292554AN2
91000.00000000
PA
USD
88361.00000000
0.021331630190
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
Y
Encore Capital Group Inc
Encore Capital Group Inc
USD
XXXX
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York, NY
251526CE7
152000.00000000
PA
USD
135237.61000000
0.032648325442
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP, Term Loan
N/A
453555.28000000
PA
USD
448026.44000000
0.108160097032
Long
DBT
CORP
US
N
2
2028-10-21
Floating
8.46700000
N
N
N
N
N
N
Rfmsi Series 2007-S7 Tr
N/A
Residential Funding Mortgage Security I Trust
76200RAV0
151788.30800000
PA
USD
117066.37000000
0.028261523892
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corporation
126650DS6
41000.00000000
PA
USD
40809.63000000
0.009852038064
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
24000.00000000
PA
USD
19629.05000000
0.004738738081
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
QuidelOrtho Corp
549300YU8CMO9HF53113
QuidelOrtho Corporation
219798105
1007.00000000
NS
USD
83440.02000000
0.020143634066
Long
EC
CORP
US
N
1
N
N
N
Builders Firstsource Inc
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAN7
45000.00000000
PA
USD
42075.66000000
0.010157676114
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A9XR4
600079.04000000
PA
USD
25312.11000000
0.006110711398
Long
ABS-CBDO
USGSE
US
N
2
2027-11-25
Fixed
3.00000000
N
N
N
N
N
N
Deutsche Alt-A Secs Inc
N/A
Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
251510FG3
85364.84300000
PA
USD
75565.58000000
0.018242629754
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Variable
3.10420000
N
N
N
N
N
N
HUDSON RIVER TRADING LLC
549300SMOBUC8O5UOE10
Hudson River Trading, LLC, Term Loan
N/A
53588.82000000
PA
USD
52034.74000000
0.012561942834
Long
DBT
CORP
US
N
2
2028-03-18
Floating
8.21700000
N
N
N
N
N
N
TASEKO MINES LTD
549300XKUO1JSLU7KX54
Taseko Mines, Ltd.
876511AF3
52000.00000000
PA
USD
47394.94000000
0.011441827650
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
NUVEEN PFD INCOME OPPORTUNITIES FD
SQSNUOAGTXNFWCFS1I50
Nuveen Preferred Income Opportunities Fund
67073B106
2750.00000000
NS
USD
17820.00000000
0.004302007107
Long
RF
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
19000.00000000
PA
USD
19574.43000000
0.004725552019
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
HOST HOTELS & RESORTS INC
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
20322.00000000
NS
USD
342019.26000000
0.082568422409
Long
EC
CORP
US
N
1
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AR5
56000.00000000
PA
USD
47825.89000000
0.011545865246
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
Carlyle Group L P
529900NGGVF94UK6PG95
Carlyle Group, Inc.
14316J108
5954.00000000
NS
USD
190230.30000000
0.045924360415
Long
EC
CORP
US
N
1
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBB8
106000.00000000
PA
USD
96896.73000000
0.023392279524
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
Lamar Media Corp
N/A
Lamar Media Corporation
513075BR1
64000.00000000
PA
USD
58255.36000000
0.014063690951
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
Centene Corporation
15135B101
4046.00000000
NS
USD
272902.70000000
0.065882679853
Long
EC
CORP
US
N
1
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAH4
37000.00000000
PA
USD
37053.38000000
0.008945224697
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
5.35000000
N
N
N
N
N
N
Barnes Group Inc
G1MSYD2DQZX30V5DMX12
Barnes Group, Inc.
067806109
6452.00000000
NS
USD
272209.88000000
0.065715423031
Long
EC
CORP
US
N
1
N
N
N
Barclays Plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBL8
41000.00000000
PA
USD
38399.95000000
0.009270306274
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
2.85200000
N
N
N
N
N
N
PRICELINE GROUP INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
397.00000000
NS
USD
1072031.01000000
0.258803873412
Long
EC
CORP
US
N
1
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corporation
09073M104
2603.00000000
NS
USD
212482.89000000
0.051296459200
Long
EC
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
50000.00000000
PA
USD
43443.61000000
0.010487919134
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Company
025816CH0
50000.00000000
PA
USD
41500.00000000
0.010018703420
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.55000000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
Coca-Cola Company
191216100
1408.00000000
NS
USD
84789.76000000
0.020469480928
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P Mid-Cap 400 Index
N/A
-14.00000000
NC
USD
-89761.45000000
-0.02166971918
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
S&P Midcap 400 Index
MID
2023-09-18
-3611978.55000000
USD
-89761.45000000
N
N
N
Zions Bancorporation
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
8327.00000000
NS
USD
223663.22000000
0.053995553426
Long
EC
CORP
US
N
1
N
N
N
Prime Security Svcs Borrower Llc Prime Finance Inc
N/A
Prime Security Services Borrower, LLC/Prime Finance, Inc.
74166MAE6
170000.00000000
PA
USD
159256.26000000
0.038446776789
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises, Inc.
45765U103
698.00000000
NS
USD
102145.32000000
0.024659365466
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
46656RAM2
574985.48000000
PA
USD
557242.00000000
0.134526321237
Long
ABS-CBDO
CORP
US
N
2
2053-10-25
Variable
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LW9
180000.00000000
PA
USD
169441.51000000
0.040905644235
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.07500000
N
N
N
N
N
N
Discover Bank Greenwood Del
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
90000.00000000
PA
USD
82287.66000000
0.019865437607
Long
DBT
CORP
US
N
2
2028-08-09
Variable
4.68200000
N
N
N
N
N
N
Cisco System Inc
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
28694.00000000
NS
USD
1484627.56000000
0.358410679838
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom International Finance B V
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
113000.00000000
PA
USD
135327.00000000
0.032669905488
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
Schwab Charles Corporation New
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BD6
128000.00000000
PA
USD
122332.16000000
0.029532762164
Long
DBT
CORP
US
N
2
2025-06-01
Variable
5.37500000
N
N
N
N
N
N
O REILLY AUTOMOTIVE INC NEW
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
429.00000000
NS
USD
409823.70000000
0.098937400118
Long
EC
CORP
US
N
1
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corporation
929566AL1
73000.00000000
PA
USD
63299.62000000
0.015281448660
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corporation, Term Loan
N/A
196511.28000000
PA
USD
190370.30000000
0.045958158451
Long
DBT
CORP
US
N
2
2027-05-10
Floating
8.59150000
N
N
N
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corporation, Term Loan
N/A
183594.95000000
PA
USD
183326.90000000
0.044257779278
Long
DBT
CORP
US
N
2
2025-08-27
Floating
9.21700000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Company
13645RBE3
83000.00000000
PA
USD
74605.96000000
0.018010963533
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
Knowles Corp
5493003EO323TDZQU148
Knowles Corporation
49926D109
14034.00000000
NS
USD
253454.04000000
0.061187490540
Long
EC
CORP
US
N
1
N
N
N
Adobe System Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
1700.00000000
NS
USD
831283.00000000
0.200683803261
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
93000.00000000
PA
USD
82395.01000000
0.019891353457
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677AAB0
110000.00000000
PA
USD
101509.99000000
0.024505987566
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85000000
N
N
N
N
N
N
Expedia Group Inc
N/A
Expedia Group, Inc.
30212PAR6
67000.00000000
PA
USD
58313.45000000
0.014077714722
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Dominos Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
1433.00000000
NS
USD
482906.67000000
0.116580691721
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corporation Iam Commercial Paper 42
54930042348RKR3ZPN35
Devon Energy Corporation
25179M103
10881.00000000
NS
USD
525987.54000000
0.126981040145
Long
EC
CORP
US
N
1
N
N
N
Clear Channel Outdoor Inc
N/A
Clear Channel Outdoor Holdings, Inc., Term Loan
N/A
231176.45000000
PA
USD
220359.70000000
0.053198035664
Long
DBT
CORP
US
N
2
2026-08-23
Floating
8.80700000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AE4
102000.00000000
PA
USD
97977.63000000
0.023653224501
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AD4
89000.00000000
PA
USD
94339.41000000
0.022774905292
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AQ0
66000.00000000
PA
USD
46879.80000000
0.011317465363
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AQ9
45000.00000000
PA
USD
35247.13000000
0.008509169684
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
1399.00000000
NS
USD
494742.36000000
0.119437999381
Long
EC
CORP
US
N
1
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR, LP
98372MAC9
27000.00000000
PA
USD
23152.50000000
0.005589350143
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
Paypal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
13687.00000000
NS
USD
913333.51000000
0.220491989410
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corporation, 4.750%
89832Q695
2425.00000000
NS
USD
48694.00000000
0.011755439622
Long
EP
CORP
US
N
1
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XJJY0
1905651.75000000
PA
USD
1792418.13000000
0.432715798788
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QSLM1
1625000.00000000
PA
USD
1602480.17000000
0.386862013499
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Worldwide Holdings, Inc.
18453HAA4
60000.00000000
PA
USD
54473.57000000
0.013150711857
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing, Ltd.
89386MAA6
55000.00000000
PA
USD
56168.75000000
0.013559952957
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
ALLTECH INC
549300HV8FN6KMLFMN67
Alltech, Inc., Term Loan
N/A
75449.57000000
PA
USD
72714.52000000
0.017554342415
Long
DBT
CORP
US
N
2
2028-10-15
Floating
9.21508800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140L2PV9
425510.56600000
PA
USD
350047.86000000
0.084506643187
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAU8
40000.00000000
PA
USD
33025.39000000
0.007972809343
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
2.00000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
25000.00000000
PA
USD
18424.01000000
0.004447823903
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
Bcp Cc Holdings Merger Subordinated Inc
549300ZKYR56QRODD510
First Eagle Holdings, Inc., Term Loan
N/A
51588.10000000
PA
USD
50685.31000000
0.012236170811
Long
DBT
CORP
US
N
2
2027-02-02
Floating
8.03790000
N
N
N
N
N
N
INTERDIGITAL INC
N/A
InterDigital, Inc., Convertible
45867GAD3
238000.00000000
PA
USD
320844.50000000
0.077456527458
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.50000000
N
N
N
N
N
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
Turning Pt Brands Inc
549300IYG00QF0VVP302
Turning Point Brands, Inc.
90041L105
6379.00000000
NS
USD
153159.79000000
0.036975000287
Long
EC
CORP
US
N
1
N
N
N
Plains All American Pipeline L P Paa Finance Corp
N/A
Plains All American Pipeline, LP/PAA Finance Corporation
72650RBJ0
93000.00000000
PA
USD
90597.99000000
0.021871672103
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings, Inc.
74168LAA4
85000.00000000
PA
USD
72832.25000000
0.017582764149
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384KP3
400000.00000000
PA
USD
397514.04000000
0.095965669209
Long
STIV
USGSE
US
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAR7
134000.00000000
PA
USD
126154.73000000
0.030455586143
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.00500000
N
N
N
N
N
N
Mortgageit Trust 2007-1
N/A
MortgageIT Trust
61915YAA9
593166.57200000
PA
USD
479555.66000000
0.115771709182
Long
ABS-CBDO
CORP
US
N
2
2047-06-25
Floating
5.61043000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Company
244199105
278.00000000
NS
USD
112642.82000000
0.027193614602
Long
EC
CORP
US
N
1
N
N
N
Telecom Italia Spa Torino
549300W384M3RI3VXU42
Telecom Italia SPA/Milano
87927YAA0
36000.00000000
PA
USD
34990.46000000
0.008447205814
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAH5
136000.00000000
PA
USD
135370.21000000
0.032680337010
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
2047.00000000
NS
USD
911672.39000000
0.220090970889
Long
EC
CORP
US
N
1
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust
00834WAF8
550000.00000000
PA
USD
535231.95000000
0.129212775135
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.30000000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc., Term Loan
N/A
160240.31000000
PA
USD
125415.28000000
0.030277072161
Long
DBT
CORP
US
N
2
2027-03-09
Floating
8.21697000
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc
N/A
Nationstar Mortgage Holdings, Inc.
63861CAA7
49000.00000000
PA
USD
45583.97000000
0.011004633160
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc.
21925DAA7
50000.00000000
PA
USD
39500.00000000
0.009535874339
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.12500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BJ0
42000.00000000
PA
USD
37920.54000000
0.009154569730
Long
DBT
CORP
US
N
2
2052-03-01
Variable
5.12500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
97000.00000000
PA
USD
80988.50000000
0.019551801492
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Ventas Realty Limited Partnership
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92277GAD9
35000.00000000
PA
USD
34327.23000000
0.008287092448
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
Whitebox CLO III Ltd
549300JXCQSPB1A61C68
Whitebox CLO III, Ltd.
96467HAG1
300000.00000000
PA
USD
289215.60000000
0.069820851106
Long
ABS-O
CORP
KY
N
2
2034-10-15
Floating
7.46020000
N
N
N
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corporation
45688C107
5007.00000000
NS
USD
291207.12000000
0.070301632992
Long
EC
CORP
US
N
1
N
N
N
APPLIED MATLS INC
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
3049.00000000
NS
USD
440702.46000000
0.106391981767
Long
EC
CORP
US
N
1
N
N
N
ROC Securities Trust
N/A
ROC Securities Trust Series
77118TAA1
675000.00000000
PA
USD
645413.00000000
0.155812082665
Long
ABS-CBDO
CORP
US
N
2
2026-08-25
Variable
2.48700000
N
N
N
N
N
N
Banc America AlternatIVe Loan Tr
N/A
Banc of America Alternative Loan Trust
05948KR92
220477.96300000
PA
USD
189905.72000000
0.045846002084
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
6.00000000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732AG7
49000.00000000
PA
USD
44455.74000000
0.010732262033
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.62500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International, LLC/EMC Corporation
24703TAG1
29000.00000000
PA
USD
28788.56000000
0.006949976976
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AS8
83000.00000000
PA
USD
77455.82000000
0.018698961174
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAP8
90000.00000000
PA
USD
79606.68000000
0.019218210052
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.62700000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Trust
12664AAF6
352213.35000000
PA
USD
343753.89000000
0.082987187313
Long
ABS-CBDO
CORP
US
N
2
2067-08-25
Variable
6.39200000
N
N
N
N
N
N
Voya Global Equity DIVidend & Premium Opportunity Fd
549300YJVN8KX08ZHI42
Voya Global Equity Dividend & Premium Opportunity Fund
92912T100
11519.00000000
NS
USD
59207.66000000
0.014293590018
Long
RF
US
N
1
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties, LP/VICI Note Company, Inc.
92564RAD7
104000.00000000
PA
USD
95402.92000000
0.023031652070
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
91000.00000000
PA
USD
80815.39000000
0.019510010221
Long
DBT
CORP
US
N
2
2027-06-09
Variable
1.46200000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397B85
47000.00000000
PA
USD
43935.13000000
0.010606579209
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAY2
145000.00000000
PA
USD
143747.08000000
0.034702635230
Long
DBT
CORP
US
N
2
2024-12-05
Variable
4.02300000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Company
13123XBF8
45000.00000000
PA
USD
42474.24000000
0.010253899122
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
Fluor Corporation New
CQ7WZ4NOFWT7FAE6Q943
Fluor Corporation
343412102
6559.00000000
NS
USD
194146.40000000
0.046869763897
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XHQG5
1551677.64500000
PA
USD
1433715.09000000
0.346119669300
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte, Ltd.
716973AE2
40000.00000000
PA
USD
39849.29000000
0.009620198024
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
10754.00000000
NS
USD
511245.16000000
0.123422015256
Long
EC
CORP
US
N
1
N
N
N
SCOTT Trust 2023-SFS
N/A
SCOTT Trust
810064AA3
225000.00000000
PA
USD
223361.48000000
0.053922709003
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Fixed
5.90980000
N
N
N
N
N
N
Ferguson Plc New
213800DU1LGY3R2S2X42
Ferguson plc
G3421J106
1113.00000000
NS
USD
175086.03000000
0.042268313436
Long
EC
CORP
JE
N
1
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Company
039482AE4
41000.00000000
PA
USD
40000.91000000
0.009656801297
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AE4H7
268906.56000000
PA
USD
8052.49000000
0.001943988171
Long
ABS-CBDO
USGSE
US
N
2
2031-11-25
Fixed
3.00000000
N
N
N
N
N
N
Mgic Investment Corporation Wis
254900S8483WM4M98R28
MGIC Investment Corporation
552848103
3125.00000000
NS
USD
49343.75000000
0.011912298720
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corporation
512807108
146.00000000
NS
USD
93857.56000000
0.022658579696
Long
EC
CORP
US
N
1
N
N
N
Barings CLO Ltd. 2016-II
549300Z33CTC4YAKLT16
Barings CLO, Ltd.
06761CAS8
400000.00000000
PA
USD
379083.60000000
0.091516293010
Long
ABS-O
CORP
US
N
2
2032-01-20
Floating
8.40040000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WEH0
41000.00000000
PA
USD
40037.70000000
0.009665682938
Long
DBT
CORP
US
N
2
2030-04-17
Fixed
4.60000000
N
N
N
N
N
N
Allegheny Technologies Inc
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc.
01741R102
395.00000000
NS
USD
17470.85000000
0.004217717220
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
1297.00000000
NS
USD
479565.75000000
0.115774145055
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
73000.00000000
PA
USD
64128.51000000
0.015481554758
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
APPLE BIDCO LLC
2549001SCJD3WEYJFM53
Apple Bidco, LLC, Term Loan
N/A
82291.14000000
PA
USD
81497.85000000
0.019674765989
Long
DBT
CORP
US
N
2
2028-09-23
Floating
7.96697000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CR5
77000.00000000
PA
USD
77632.96000000
0.018741725346
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
4.70000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Company
025816109
2108.00000000
NS
USD
367213.60000000
0.088650702417
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXH2
44000.00000000
PA
USD
40689.35000000
0.009823000723
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corporation
57701RAJ1
55000.00000000
PA
USD
51254.33000000
0.012373540512
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EWH8
44000.00000000
PA
USD
41550.42000000
0.010030875541
Long
DBT
CORP
US
N
2
2032-06-07
Fixed
3.90000000
N
N
N
N
N
N
Ssr Mining Inc
549300JD2KR7AB9DYJ38
SSR Mining, Inc.
784730103
1648.00000000
NS
USD
23368.64000000
0.005641529481
Long
EC
CORP
CA
N
1
N
N
N
TrustCo Bank Corp NY
N/A
TrustCo Bank Corporation NY
898349204
229.00000000
NS
USD
6551.69000000
0.001581673229
Long
EC
CORP
US
N
1
N
N
N
Reynolds Consumer Prods Llc
549300DWNZYMOSR1X343
Reynolds Consumer Products, LLC, Term Loan
N/A
149673.55000000
PA
USD
149469.99000000
0.036084228916
Long
DBT
CORP
US
N
2
2027-02-04
Floating
6.95250000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners, LLC
69362NAC0
450000.00000000
PA
USD
394440.53000000
0.095223679205
Long
ABS-O
CORP
US
N
2
2052-01-25
Variable
5.43800000
N
N
N
N
N
N
Nippon Life Insurance Co
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AG6
129000.00000000
PA
USD
112853.82000000
0.027244553070
Long
DBT
CORP
JP
N
2
2050-01-23
Variable
3.40000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
ICE US mini MSCI Emerging Markets Index
N/A
80.00000000
NC
USD
-42601.60000000
-0.01028464567
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
MSCI Emerging Markets Index
MXEF
2023-09-18
4034201.60000000
USD
-42601.60000000
N
N
N
H & E Equipment Svcs Inc
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030AJ7
155000.00000000
PA
USD
134195.95000000
0.032396853572
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
12517.00000000
NS
USD
124919.66000000
0.030157422286
Long
EC
CORP
US
N
1
N
N
N
Nippon Life Insurance Co
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AD3
168000.00000000
PA
USD
163832.78000000
0.039551615261
Long
DBT
CORP
JP
N
2
2044-10-16
Variable
5.10000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Company
144577AJ2
55000.00000000
PA
USD
54587.50000000
0.013178216215
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.25000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AJ7
35000.00000000
PA
USD
34606.25000000
0.008354451933
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZR8
124000.00000000
PA
USD
116345.72000000
0.028087548503
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.61500000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAR0
104000.00000000
PA
USD
89084.09000000
0.021506194630
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505104
25120.00000000
NS
USD
720692.80000000
0.173985720972
Long
EC
CORP
US
N
1
N
N
N
SCIENTIFIC GAMES HOLDINGS
549300W5GPFXXB6TQ330
Scientific Games Holdings, LP, Term Loan
N/A
127040.00000000
PA
USD
125356.72000000
0.030262934925
Long
DBT
CORP
US
N
2
2029-04-04
Floating
8.42063000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corporation
72815LAA5
61000.00000000
PA
USD
54137.50000000
0.013069579672
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Dte Energy Co
549300IX8SD6XXD71I78
DTE Energy Company
233331BD8
65000.00000000
PA
USD
63544.70000000
0.015340614535
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.22000000
N
N
N
N
N
N
Triumph Bancorp Inc
5493003RNRMEVYDZ1Q52
Triumph Financial, Inc.
89679E300
3926.00000000
NS
USD
238386.72000000
0.057550020410
Long
EC
CORP
US
N
1
N
N
N
Whitebox CLO IV Ltd
549300SN372GTCE2YI66
Whitebox CLO IV, Ltd.
96467KAE9
500000.00000000
PA
USD
499482.50000000
0.120582338100
Long
ABS-O
CORP
KY
N
2
2036-04-20
Floating
7.37970000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LGV2
60000.00000000
PA
USD
59989.02000000
0.014482221683
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.20300000
N
N
N
N
N
N
Diageo Capital Plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBD0
45000.00000000
PA
USD
37921.96000000
0.009154912538
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
88000.00000000
PA
USD
82247.09000000
0.019855643419
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.16400000
N
N
N
N
N
N
Curtiss Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corporation
231561101
807.00000000
NS
USD
148213.62000000
0.035780922930
Long
EC
CORP
US
N
1
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAG7
20000.00000000
PA
USD
20193.74000000
0.004875062458
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AE8
45000.00000000
PA
USD
41733.05000000
0.010074965078
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Barclays Plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBD6
68000.00000000
PA
USD
64261.70000000
0.015513708761
Long
DBT
CORP
GB
N
2
2029-05-16
Variable
4.97200000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings, LLC
45074JAA2
65000.00000000
PA
USD
54761.20000000
0.013220149921
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Sempra Energy Discount Commercial Paper 4a2 Yrs 3&4
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
2434.00000000
NS
USD
354366.06000000
0.085549119454
Long
EC
CORP
US
N
1
N
N
N
Silver Point CLO, Ltd
549300ODF186WFGMDH65
Silver Point CLO 2, Ltd.
82808EAC5
500000.00000000
PA
USD
501859.50000000
0.121156180462
Long
ABS-O
CORP
JE
N
2
2035-04-20
Floating
7.78180000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AC4
30000.00000000
PA
USD
29062.50000000
0.007016110075
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.62500000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property, Ltd.
41984LAA5
53000.00000000
PA
USD
50166.50000000
0.012110922533
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAK5
56000.00000000
PA
USD
52291.79000000
0.012623998441
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Fti Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
526.00000000
NS
USD
100045.20000000
0.024152365962
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBT1
43000.00000000
PA
USD
40539.83000000
0.009786904421
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Company, LLC
92840VAL6
88000.00000000
PA
USD
85796.13000000
0.020712433279
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corporation
103304101
164.00000000
NS
USD
11376.68000000
0.002746495971
Long
EC
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159VJ2
51000.00000000
PA
USD
48147.57000000
0.011623523475
Long
DBT
CORP
CA
N
2
2025-06-04
Variable
4.90000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
91000.00000000
PA
USD
85887.88000000
0.020734583063
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
Regionalcare Hospital Partners Holdings Inc
549300G8ZVHRTBBBSZ90
LifePoint Health, Inc., Term Loan
N/A
109000.00000000
PA
USD
100734.53000000
0.024318780247
Long
DBT
CORP
US
N
2
2025-11-16
Floating
9.02270000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corporation, Convertible
477143AP6
189000.00000000
PA
USD
155217.06000000
0.037471655178
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
Oci N V
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
55000.00000000
PA
USD
52447.14000000
0.012661502190
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
91835EAB5
350000.00000000
PA
USD
302268.40000000
0.072971986817
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
4.82620000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corporation
812127AA6
73000.00000000
PA
USD
72461.84000000
0.017493341789
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
BLACKROCK INC
N/A
BlackRock, Inc.
09247X101
208.00000000
NS
USD
143757.12000000
0.034705059032
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F042673
1900000.00000000
PA
USD
1826671.88000000
0.440985152096
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Credit Agricole S A
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AL9
54000.00000000
PA
USD
52078.14000000
0.012572420225
Long
DBT
CORP
FR
N
2
2024-09-23
Variable
6.87500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BH7
102000.00000000
PA
USD
101153.26000000
0.024419867757
Long
DBT
CORP
US
N
2
2025-10-28
Variable
5.67100000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners, LLC
741386AB2
250000.00000000
PA
USD
206042.13000000
0.049741566085
Long
ABS-O
CORP
US
N
2
2060-06-27
Variable
3.84410000
N
N
N
N
N
N
INFORMATICA LLC
5493007SV33RZV7RPS40
Informatica, LLC, Term Loan
N/A
125050.26000000
PA
USD
124620.09000000
0.030085101733
Long
DBT
CORP
US
N
2
2028-10-29
Floating
8.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corporation
25470MAG4
67000.00000000
PA
USD
65386.05000000
0.015785143199
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 4.750%
48128B622
3650.00000000
NS
USD
78219.50000000
0.018883324631
Long
EP
CORP
US
N
1
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust
91679AAA4
432112.75000000
PA
USD
430623.17000000
0.103958694606
Long
ABS-O
CORP
US
N
2
2033-02-20
Fixed
6.59000000
N
N
N
N
N
N
Babson CLO Ltd
5493000D71NBEM2WZE67
Babson CLO, Ltd.
06760PAJ0
550000.00000000
PA
USD
531498.00000000
0.128311345313
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
8.15040000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 20-Yr. Pass Through
31418DPM8
964732.03000000
PA
USD
905268.86000000
0.218545065638
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.50000000
N
N
N
N
N
N
United Sts Steel Corporation New
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation, Convertible
912909AT5
92000.00000000
PA
USD
179814.00000000
0.043409714140
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.00000000
N
N
N
N
Y
United States Steel Corp
United States Steel Corp
USD
XXXX
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings, LLC
55617LAP7
65000.00000000
PA
USD
59312.50000000
0.014318899918
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corporation
45784P101
936.00000000
NS
USD
269886.24000000
0.065154462549
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BS4
45000.00000000
PA
USD
36984.25000000
0.008928535710
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50000000
N
N
N
N
N
N
General Mtrs Financial Company Inc
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBW5
68000.00000000
PA
USD
66933.54000000
0.016158729786
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
Delta Air Lines Inc
2549008L7P4I8VB90936
SkyMiles IP, Ltd., Term Loan
N/A
240066.00000000
PA
USD
249123.69000000
0.060142081086
Long
DBT
CORP
US
N
2
2027-10-20
Floating
9.06010000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BX8
60000.00000000
PA
USD
56706.24000000
0.013689710858
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
SEMTECH CORP
549300J7WUY317SW6O61
Semtech Corporation, Convertible
816850AE1
61000.00000000
PA
USD
56760.50000000
0.013702810011
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.62500000
N
N
N
N
N
Semtech Corp
Semtech Corp
USD
XXXX
N
N
N
Liberty Latin America Ltd
213800YWQHEAX7CAVO83
Liberty Latin America, Ltd., Class A
G9001E102
352.00000000
NS
USD
3080.00000000
0.000743556783
Long
EC
CORP
BM
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
31325VQ72
402152.14000000
PA
USD
42976.29000000
0.010375101291
Long
ABS-CBDO
USGSE
US
N
2
2035-08-15
Fixed
3.50000000
N
N
N
N
N
N
Chl Mortgage Pass-Through Trust 2007-18
N/A
CHL Mortgage Pass-Through Trust
12544JAB2
236193.70200000
PA
USD
131776.98000000
0.031812879042
Long
ABS-CBDO
CORP
US
N
2
2037-11-25
Fixed
6.00000000
N
N
N
N
N
N
Ss&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
180000.00000000
PA
USD
172319.02000000
0.041600316989
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F040677
1750000.00000000
PA
USD
1642197.27000000
0.396450298935
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
39000.00000000
PA
USD
34772.65000000
0.008394623312
Long
DBT
CORP
US
N
2
2026-12-10
Variable
0.98500000
N
N
N
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos, Inc.
83570H108
17962.00000000
NS
USD
293319.46000000
0.070811582582
Long
EC
CORP
US
N
1
N
N
N
Plexus Corp
549300W7HCBI5YT25I79
Plexus Corporation
729132100
3099.00000000
NS
USD
304445.76000000
0.073497633181
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
3372.00000000
NS
USD
604431.00000000
0.145918431977
Long
EC
CORP
US
N
1
N
N
N
Boeing Company Iam Commercial Paper 42
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CY9
90000.00000000
PA
USD
89131.51000000
0.021517642508
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
B & G Foods Inc New
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508WAB1
31000.00000000
PA
USD
26933.25000000
0.006502078166
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
27.00000000
NC
USD
-57871.53000000
-0.01397102880
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
3089043.54000000
USD
-57871.53000000
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
13281.00000000
NS
USD
493920.39000000
0.119239563871
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Company, Inc.
228255AH8
65000.00000000
PA
USD
67195.30000000
0.016221922456
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.37500000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI, Inc., Convertible
01741RAK8
81000.00000000
PA
USD
234495.00000000
0.056610502615
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
Y
ATI Inc
ATI Inc
USD
XXXX
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Companies, Inc./Safeway, Inc.
013092AG6
168000.00000000
PA
USD
145427.59000000
0.035108334779
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Progyny Inc
N/A
Progyny, Inc.
74340E103
4739.00000000
NS
USD
186432.26000000
0.045007458335
Long
EC
CORP
US
N
1
N
N
N
UnIVersal Display Corp
N/A
Universal Display Corporation
91347P105
589.00000000
NS
USD
84892.57000000
0.020494300757
Long
EC
CORP
US
N
1
N
N
N
M & T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corporation
55261F104
2686.00000000
NS
USD
332419.36000000
0.080250866964
Long
EC
CORP
US
N
1
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties, LP/RHP Finance Corporation
749571AJ4
34000.00000000
PA
USD
34347.82000000
0.008292063173
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
7.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625H100
9762.00000000
NS
USD
1419785.28000000
0.342756810623
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BC8
60000.00000000
PA
USD
44250.00000000
0.010682593406
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XJBQ5
1302044.72800000
PA
USD
1191991.98000000
0.287764195832
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
Credit Agricole S A
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AM7
45000.00000000
PA
USD
38415.93000000
0.009274164079
Long
DBT
CORP
FR
N
2
2030-01-14
Fixed
3.25000000
N
N
N
N
N
N
PNC FINL SVCS GROUP INC
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475105
80.00000000
NS
USD
10076.00000000
0.002432492907
Long
EC
CORP
US
N
1
N
N
N
Ttm Technologies Inc
549300SC4BDOIS008048
TTM Technologies, Inc.
87305R109
35410.00000000
NS
USD
492199.00000000
0.118823995296
Long
EC
CORP
US
N
1
N
N
N
Structured Adj Rate Mortgage Loan Tr
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579UU0
54936.51800000
PA
USD
46907.20000000
0.011324080122
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Variable
3.76260000
N
N
N
N
N
N
AMPHENOL CORP NEW
549300D3L3G0R4U4VT04
Amphenol Corporation
032095101
1831.00000000
NS
USD
155543.45000000
0.037550450470
Long
EC
CORP
US
N
1
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
064058100
9148.00000000
NS
USD
407268.96000000
0.098320648736
Long
EC
CORP
US
N
1
N
N
N
Indymac Inda Mortgage Loan Trust 2006-Ar1
N/A
IndyMac INDA Mortgage Loan Trust
45662BAA7
533288.24000000
PA
USD
415107.30000000
0.100212937983
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Variable
3.35400000
N
N
N
N
N
N
Cohu Inc
529900FJPORJ3JJ2XS33
Cohu, Inc.
192576106
5923.00000000
NS
USD
246159.88000000
0.059426574258
Long
EC
CORP
US
N
1
N
N
N
Amsted Inds Inc
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AJ6
20000.00000000
PA
USD
17839.41000000
0.004306692963
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.62500000
N
N
N
N
N
N
CCI BUYER INC
254900TMV7DAFRQALU04
CCI Buyer, Inc., Term Loan
N/A
100230.95000000
PA
USD
98247.38000000
0.023718346073
Long
DBT
CORP
US
N
2
2027-12-17
Floating
9.24190000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc., Convertible
703343AG8
98000.00000000
PA
USD
95158.00000000
0.022972524821
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
1.75000000
N
N
N
N
N
Patrick Industries Inc
Patrick Industries Inc
USD
XXXX
N
N
N
Lyondellbasell Inds N V Iam Commercial Paper 42
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
N53745100
1840.00000000
NS
USD
168967.20000000
0.040791138905
Long
EC
CORP
NL
N
1
N
N
N
Shutterstock Inc
529900G2TDIS56V0LO22
Shutterstock, Inc.
825690100
430.00000000
NS
USD
20928.10000000
0.005052347639
Long
EC
CORP
US
N
1
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BV2
41000.00000000
PA
USD
40723.77000000
0.009831310211
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAW7
34000.00000000
PA
USD
32640.26000000
0.007879833361
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
Primo Water Corporation Cda
N/A
Primo Water Corporation
74167P108
16634.00000000
NS
USD
208590.36000000
0.050356745859
Long
EC
CORP
CA
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
70000.00000000
PA
USD
50059.96000000
0.012085202228
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAF9
32000.00000000
PA
USD
30090.43000000
0.007264267324
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
67000.00000000
PA
USD
68065.37000000
0.016431970005
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Blackrock Floating Rate Income Strategies Fund Inc
UZXE8UOGW61VMG5WLP57
BlackRock Floating Rate Income Strategies Fund, Inc.
09255X100
425.00000000
NS
USD
5189.25000000
0.001252760402
Long
RF
US
N
1
N
N
N
Nissan Motor Company Ltd
353800DRBDH1LUTNAY26
Nissan Motor Company, Ltd.
654744AD3
39000.00000000
PA
USD
34208.40000000
0.008258405158
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81000000
N
N
N
N
N
N
Amc Networks Inc
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAD5
30000.00000000
PA
USD
29535.33000000
0.007130258113
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
M/A-COM TECH SOLUTIONS
N/A
MACOM Technology Solutions Holdings, Inc., Convertible
55405YAB6
126000.00000000
PA
USD
127260.00000000
0.030722414392
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.25000000
N
N
N
N
Y
MACOM Technology Solutions Holdings Inc
MACOM Technology Solutions Holdings Inc
USD
XXXX
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA, LLC/Ashton Woods Finance Company
045086AM7
45000.00000000
PA
USD
38350.35000000
0.009258332113
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Cf Inds Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
6379.00000000
NS
USD
442830.18000000
0.106905644313
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Operating Llc Charter Communications Operating Capital Corp
N/A
Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation
161175BR4
67000.00000000
PA
USD
63889.02000000
0.015423738390
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines, Inc./AAdvantage Loyalty IP, Ltd.
00253XAA9
161000.00000000
PA
USD
159501.04000000
0.038505870240
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
GO DADDY OPERATING CO LLC
5493005GJOH8HLL11157
Go Daddy Operating Company, LLC, Term Loan
N/A
122385.00000000
PA
USD
122550.22000000
0.029585405018
Long
DBT
CORP
US
N
2
2029-11-10
Floating
8.10250000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
70000.00000000
PA
USD
61430.26000000
0.014830157975
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
DRAWBRIDGE SPECIAL OPPORTUNITIES FUND
N/A
Drawbridge Special Opportunities Fund, LP
26150TAE9
100000.00000000
PA
USD
89298.48000000
0.021557951494
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
Sprout Social Inc
N/A
Sprout Social, Inc.
85209W109
3334.00000000
NS
USD
153897.44000000
0.037153079723
Long
EC
CORP
US
N
1
N
N
N
Cascades Inc Cascades Usa Inc
N/A
Cascades, Inc./Cascades USA, Inc.
14739LAA0
50000.00000000
PA
USD
47778.62000000
0.011534453581
Long
DBT
CORP
XX
N
2
2026-01-15
Fixed
5.12500000
N
N
N
N
N
N
Home Depot Inc
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
3474.00000000
NS
USD
1079163.36000000
0.260525726408
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818FJ2
45000.00000000
PA
USD
41095.98000000
0.009921167117
Long
DBT
CORP
US
N
2
2027-02-05
Fixed
2.15000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corporation
55261FAN4
116000.00000000
PA
USD
77372.69000000
0.018678892384
Long
DBT
CORP
US
N
2
2026-09-01
Variable
3.50000000
N
N
N
N
N
N
Wellpoint Inc
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
1231.00000000
NS
USD
546920.99000000
0.132034679353
Long
EC
CORP
US
N
1
N
N
N
AADVANTAGE LOYALTY IP
N/A
AAdvantage Loyalty IP, Ltd., Term Loan
N/A
301645.00000000
PA
USD
307677.90000000
0.074277918773
Long
DBT
CORP
US
N
2
2028-04-20
Floating
10.00040000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Daimler Finance North America, LLC
233851EC4
68000.00000000
PA
USD
61715.80000000
0.014899091483
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
1.45000000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust
17030EAA5
357755.92000000
PA
USD
345025.60000000
0.083294196598
Long
ABS-CBDO
CORP
US
N
2
2067-05-25
Variable
5.00000000
N
N
N
N
N
N
PHILLIPS 66 CO
RVJMT2IZVVSKIRJJBH76
Phillips 66 Company
718547AT9
60000.00000000
PA
USD
59464.52000000
0.014355599756
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.95000000
N
N
N
N
N
N
Dish Dbs Corp
N/A
DISH DBS Corporation
25470XAW5
26000.00000000
PA
USD
22740.03000000
0.005489773887
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
Bridge Bancorp Inc
N/A
Dime Community Bancshares, Inc.
25432X102
451.00000000
NS
USD
7951.13000000
0.001919518393
Long
EC
CORP
US
N
1
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACA3
45000.00000000
PA
USD
37721.33000000
0.009106477539
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.10000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
Tripadvisor, Inc.
896945AA0
15000.00000000
PA
USD
14999.99000000
0.003621215689
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
Unifrax Escrow Issuer Corporation
90473LAA0
64000.00000000
PA
USD
46203.52000000
0.011154201538
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
06406RBK2
65000.00000000
PA
USD
62688.63000000
0.015133946790
Long
DBT
CORP
US
N
2
2030-07-26
Variable
4.59600000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream, LLC
29336TAD2
35000.00000000
PA
USD
34957.36000000
0.008439214992
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO, Ltd.
54303PBC8
375000.00000000
PA
USD
373046.63000000
0.090058880672
Long
ABS-O
CORP
US
N
2
2029-04-15
Floating
7.56030000
N
N
N
N
N
N
Berkshire Hathaway Inc Del
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
1516.00000000
NS
USD
516956.00000000
0.124800695069
Long
EC
CORP
US
N
1
N
N
N
Bristol Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122108
193.00000000
NS
USD
12342.35000000
0.002979622750
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group, Ltd.
G0450A105
6770.00000000
NS
USD
506734.50000000
0.122333076345
Long
EC
CORP
BM
N
1
N
N
N
DELTA 2 LUX SARL
549300BBG8Z3D6QSYP53
Delta 2 Lux SARL, Term Loan
N/A
185000.00000000
PA
USD
184907.50000000
0.044639359101
Long
DBT
CORP
US
N
2
2030-01-15
Floating
8.10250000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTAINMENT
549300UZV72O3371JJ53
SeaWorld Parks and Entertainment, Inc.
81282UAG7
53000.00000000
PA
USD
47439.07000000
0.011452481273
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage, Inc.
30225T102
145.00000000
NS
USD
21583.25000000
0.005210510375
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DQ0
102000.00000000
PA
USD
102203.52000000
0.024673415792
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC, Term Loan
N/A
161785.00000000
PA
USD
161262.43000000
0.038931095397
Long
DBT
CORP
US
N
2
2028-12-01
Floating
7.46697000
N
N
N
N
N
N
Transcanada Tr
549300Y0MFCAXLBWUV51
TransCanada Trust
89356BAB4
175000.00000000
PA
USD
165068.75000000
0.039849996390
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
5.87500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076CP5
62000.00000000
PA
USD
55697.28000000
0.013446133244
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.25000000
N
N
N
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
NICE, Ltd. ADR
653656108
1427.00000000
NS
USD
294675.50000000
0.071138950355
Long
EC
CORP
IL
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology, Inc., Convertible
595017AF1
67000.00000000
PA
USD
169429.44000000
0.040902730362
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
1.62500000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
Ardagh Packaging Finance Plc Ardagh Holdings Usa Inc
N/A
Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.
03969AAP5
75000.00000000
PA
USD
63531.11000000
0.015337333712
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635AG2
45000.00000000
PA
USD
40927.64000000
0.009880527394
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
Rli Corp
529900AMTJE5ECN9PS55
RLI Corporation
749607107
2791.00000000
NS
USD
380887.77000000
0.091951845881
Long
EC
CORP
US
N
1
N
N
N
Hyland Software Inc
N/A
Hyland Software, Inc., Term Loan
N/A
125015.64000000
PA
USD
123890.50000000
0.029908968098
Long
DBT
CORP
US
N
2
2024-07-01
Floating
8.69300000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
5862.00000000
NS
USD
662874.96000000
0.160027653711
Long
EC
CORP
US
N
1
N
N
N
Nmi Holdings Inc
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209305
415.00000000
NS
USD
10715.30000000
0.002586829223
Long
EC
CORP
US
N
1
N
N
N
Gmacm Home Equity Loan Tr
N/A
GMAC Mortgage Corporation Loan Trust
361856EB9
28597.46250000
PA
USD
15976.50000000
0.003856959402
Long
ABS-O
CORP
US
N
2
2035-08-25
Floating
5.65040000
N
N
N
N
N
N
SMYRNA READY MIX CONCRETE
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete, LLC, Term Loan
N/A
160654.08000000
PA
USD
160453.26000000
0.038735749994
Long
DBT
CORP
US
N
2
2029-04-01
Floating
9.45250000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
78000.00000000
PA
USD
59181.75000000
0.014287334967
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
American Electric Power Company Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537AN1
44000.00000000
PA
USD
36491.60000000
0.008809602836
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
Medtronic Plc
549300GX3ZBSQWUXY261
Medtronic plc
G5960L103
9307.00000000
NS
USD
819946.70000000
0.197947055609
Long
EC
CORP
US
N
1
N
N
N
FOLEY PRODUCTS CO LLC
N/A
Foley Products Company, LLC, Term Loan
N/A
75632.23000000
PA
USD
74686.83000000
0.018030486727
Long
DBT
CORP
US
N
2
2029-02-16
Floating
10.14187000
N
N
N
N
N
N
Independent Bank Corporation Mich
N/A
Independent Bank Corporation/MI
453838609
301.00000000
NS
USD
5104.96000000
0.001232411571
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Company
842400HT3
21000.00000000
PA
USD
21980.67000000
0.005306453342
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings, LLC
35906ABG2
30000.00000000
PA
USD
23274.16000000
0.005618720636
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBC9
41000.00000000
PA
USD
35410.90000000
0.008548706143
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.49000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
209625.00000000
PA
USD
201554.44000000
0.048658172467
Long
DBT
CORP
US
N
2
2026-12-23
Floating
8.78790000
N
N
N
N
N
N
Virtus Convertible & Income Fund
549300WT3ICVH2Z06O49
Virtus Convertible & Income Fund
92838X102
3400.00000000
NS
USD
11832.00000000
0.002856416840
Long
RF
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.125%
74460W537
6150.00000000
NS
USD
122385.00000000
0.029545518508
Long
EP
CORP
US
N
1
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust, Inc.
45378A106
10641.00000000
NS
USD
193879.02000000
0.046805214477
Long
EC
CORP
US
N
1
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BR1
35000.00000000
PA
USD
30406.25000000
0.007340510864
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAH6
105000.00000000
PA
USD
94694.69000000
0.022860675050
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AP8
124000.00000000
PA
USD
104186.97000000
0.025152249462
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BX9
62000.00000000
PA
USD
51080.70000000
0.012331623706
Long
DBT
CORP
US
N
2
2031-12-13
Fixed
2.07600000
N
N
N
N
N
N
ENERFLEX LTD
54930014N7872VUS3F89
Enerflex, Ltd.
29269RAA3
41000.00000000
PA
USD
39891.77000000
0.009630453314
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
9.00000000
N
N
N
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
Jacobs Entertainment, Inc.
469815AK0
39000.00000000
PA
USD
34906.95000000
0.008427045285
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.75000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc., Convertible
665531AH2
112000.00000000
PA
USD
124904.81000000
0.030153837281
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.62500000
N
N
N
N
Y
Northern Oil and Gas Inc
Northern Oil and Gas Inc
USD
XXXX
N
N
N
Viemed Healthcare Inc
N/A
Viemed Healthcare, Inc.
92663R105
16976.00000000
NS
USD
166025.28000000
0.040080916640
Long
EC
CORP
CA
N
1
N
N
N
XPO ESCROW SUB LLC
N/A
XPO Escrow Sub, LLC
98379JAA3
62000.00000000
PA
USD
63353.50000000
0.015294456075
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.50000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc.
931142FC2
60000.00000000
PA
USD
58338.42000000
0.014083742843
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation, Term Loan
N/A
149815.15000000
PA
USD
149852.60000000
0.036176596534
Long
DBT
CORP
US
N
2
2026-02-08
Floating
8.43370000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions, Inc., Convertible
925550AG0
85000.00000000
PA
USD
88028.13000000
0.021251270532
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.62500000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
Best Buy Company Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Company, Inc.
08652BAB5
45000.00000000
PA
USD
36248.62000000
0.008750943931
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.95000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
41000.00000000
PA
USD
36078.50000000
0.008709874490
Long
DBT
CORP
FR
N
2
2026-12-14
Variable
1.48800000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc.
60337JAA4
113000.00000000
PA
USD
95105.33000000
0.022959809517
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Southern Co
549300FC3G3YU2FBZD92
Southern Company
842587DC8
44000.00000000
PA
USD
43196.28000000
0.010428210076
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
4.47500000
N
N
N
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
Proofpoint, Inc., Term Loan
N/A
166730.49000000
PA
USD
162979.05000000
0.039345512426
Long
DBT
CORP
US
N
2
2028-08-31
Floating
8.46700000
N
N
N
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corporation
171779309
8177.00000000
NS
USD
347440.73000000
0.083877244096
Long
EC
CORP
US
N
1
N
N
N
Midwestone Financial Group Inc New
N/A
MidWestOne Financial Group, Inc.
598511103
1106.00000000
NS
USD
23635.22000000
0.005705885769
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CY3
123000.00000000
PA
USD
122129.52000000
0.029483841921
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
4.87500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CHC8
262000.00000000
PA
USD
252666.25000000
0.060997306580
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
Ishares Tr
549300YX74JNY54XCY80
iShares Preferred and Income Securities ETF
464288687
6000.00000000
NS
USD
185580.00000000
0.044801710379
Long
RF
US
N
1
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corporation
00912X302
8901.00000000
NS
USD
372506.85000000
0.089928569932
Long
EC
CORP
US
N
1
N
N
N
Perrigo Finance Unlimited Co
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Company
71429MAB1
123000.00000000
PA
USD
116932.18000000
0.028229128475
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738ECG8
51000.00000000
PA
USD
50797.80000000
0.012263327532
Long
DBT
CORP
GB
N
2
2034-05-09
Variable
6.22400000
N
N
N
N
N
N
American Axle & Mfg Inc
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
163000.00000000
PA
USD
154606.97000000
0.037324370581
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
Aptargroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
1036.00000000
NS
USD
120030.96000000
0.028977219024
Long
EC
CORP
US
N
1
N
N
N
Blackrock Corporate High Yield Fund Inc
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund, Inc.
09255P107
9416.00000000
NS
USD
83990.72000000
0.020276581054
Long
RF
US
N
1
N
N
N
Chobani Llc
549300ISVDMZ91KNTR38
Chobani, LLC, Term Loan
N/A
77876.40000000
PA
USD
77356.96000000
0.018675094933
Long
DBT
CORP
US
N
2
2027-10-23
Floating
8.71700000
N
N
N
N
N
N
Paypal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAH6
52000.00000000
PA
USD
44083.40000000
0.010642373743
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corporation, Convertible
04010LAW3
89000.00000000
PA
USD
88721.88000000
0.021418751870
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.62500000
N
N
N
N
Y
Ares Capital Corp
Ares Capital Corp
USD
XXXX
N
N
N
CQP HOLDCO LP/BIP-V CHINNOK HOLDCO
N/A
CQP Holdco, LP/BIP-V Chinnok Holdco, LLC
12657NAA8
53000.00000000
PA
USD
47271.37000000
0.011411996055
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136BNYA8
485350.01300000
PA
USD
460852.31000000
0.111256448541
Long
ABS-CBDO
USGSE
US
N
2
2052-07-25
Fixed
4.00000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787AQ0
57000.00000000
PA
USD
46191.49000000
0.011151297321
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
Permian Resources Corp
529900NXUJPOKU7OJ511
Permian Resources Corporation
71424F105
4045.00000000
NS
USD
44333.20000000
0.010702679095
Long
EC
CORP
US
N
1
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce.com, Inc.
79466LAJ3
117000.00000000
PA
USD
96546.28000000
0.023307675798
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
1.95000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CZ0
82000.00000000
PA
USD
80747.09000000
0.019493521608
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.87500000
N
N
N
N
N
N
Dewolf Park clo, ltd
N/A
Dewolf Park CLO, Ltd.
25211AAL3
350000.00000000
PA
USD
323692.60000000
0.078144100211
Long
ABS-O
CORP
KY
N
2
2030-10-15
Floating
8.11030000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corporation
941848103
780.00000000
NS
USD
207901.20000000
0.050190372615
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VBC4
42000.00000000
PA
USD
41272.74000000
0.009963839551
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
5.10000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc./MD
571903BL6
40000.00000000
PA
USD
38917.68000000
0.009395293824
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.90000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBP2
16000.00000000
PA
USD
15720.58000000
0.003795176593
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.90000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AQGC6
223154.01400000
PA
USD
7503.62000000
0.001811482972
Long
ABS-CBDO
USGSE
US
N
2
2027-05-15
Fixed
3.00000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries, Ltd.
629571AA8
115000.00000000
PA
USD
107354.80000000
0.025917009685
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAE0
57000.00000000
PA
USD
50747.70000000
0.012251232664
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
Owl Rock Technology Finance Corp
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AC2
22000.00000000
PA
USD
19922.73000000
0.004809636703
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2L6
90000.00000000
PA
USD
85571.80000000
0.020658276755
Long
DBT
CORP
US
N
2
2031-04-04
Variable
4.47800000
N
N
N
N
N
N
Principal Life Global Funding II Global Medium Terminal Nts Book Entry Registered S
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEP0
68000.00000000
PA
USD
59272.04000000
0.014309132286
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
1.25000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
4252.00000000
NS
USD
488767.40000000
0.117995557159
Long
EC
CORP
US
N
1
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAH0
59000.00000000
PA
USD
55359.45000000
0.013364576170
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.90000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc./SkyMiles IP, Ltd.
830867AA5
79901.27000000
PA
USD
78158.58000000
0.018868617657
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BX6
73000.00000000
PA
USD
74095.00000000
0.017887610359
Long
DBT
CORP
KY
N
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368DH72
42000.00000000
PA
USD
32986.25000000
0.007963360378
Long
DBT
CORP
CA
N
2
2037-01-10
Variable
3.08800000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware, Inc.
928563AJ4
91000.00000000
PA
USD
80356.82000000
0.019399304756
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887CJ6
67000.00000000
PA
USD
58597.84000000
0.014146370603
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corporation
65249BAA7
84000.00000000
PA
USD
73735.71000000
0.017800872529
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties, LP
10112RBE3
45000.00000000
PA
USD
33911.31000000
0.008186683312
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.55000000
N
N
N
N
N
N
Volkswagen Group America Finance Llc
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BE1
17000.00000000
PA
USD
16281.57000000
0.003930607736
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030AA5
41000.00000000
PA
USD
32740.67000000
0.007904073795
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc., Term Loan
N/A
144515.62000000
PA
USD
143703.44000000
0.034692099899
Long
DBT
CORP
US
N
2
2029-09-12
Floating
7.20249000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
72000.00000000
PA
USD
66738.44000000
0.016111629809
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc., Convertible
90353TAJ9
212000.00000000
PA
USD
193349.62000000
0.046677409619
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
Erac Usa Finance Llc
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance, LLC
26884TAL6
84000.00000000
PA
USD
81810.42000000
0.019750224931
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.85000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCS7
54000.00000000
PA
USD
55562.24000000
0.013413532624
Long
DBT
CORP
JP
N
2
2033-01-13
Fixed
5.76600000
N
N
N
N
N
N
Winnebago Inds Inc
549300B7OYKYJLTE3G11
Winnebago Industries, Inc., Convertible
974637AB6
123000.00000000
PA
USD
146985.00000000
0.035484316198
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
1.50000000
N
N
N
N
Y
Winnebago Industries Inc
Winnebago Industries Inc
USD
XXXX
N
N
N
Frontier Communications Corp
N/A
Frontier Communications Holdings, LLC
35906ABE7
104000.00000000
PA
USD
95447.14000000
0.023042327421
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Pepsiamericas Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
97.00000000
NS
USD
17966.34000000
0.004337335711
Long
EC
CORP
US
N
1
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364GAN3
45000.00000000
PA
USD
38350.12000000
0.009258276588
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBK1
31000.00000000
PA
USD
29031.55000000
0.007008638295
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.08300000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAR2
11000.00000000
PA
USD
10284.51000000
0.002482830253
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Hsbc Holdings Plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CN7
112000.00000000
PA
USD
85260.00000000
0.020583003701
Long
DBT
CORP
GB
N
2
2030-12-17
Variable
4.60000000
N
N
N
N
N
N
Lcpr Senior Secured Financing Designated ActIVity Co
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
54000.00000000
PA
USD
50611.61000000
0.012218378559
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Keybank National Association Cleveland Ohio Global Bank Subordinated Nts Book Entry 3a2
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland, OH
49327M3H5
77000.00000000
PA
USD
66640.24000000
0.016087922901
Long
DBT
CORP
US
N
2
2033-01-26
Fixed
5.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EP1
63000.00000000
PA
USD
58751.17000000
0.014183386694
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
3.35000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
54000.00000000
PA
USD
52854.11000000
0.012759750665
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.
25461LAA0
86000.00000000
PA
USD
77884.63000000
0.018802482143
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
LIBERTY MEDIA CORP
N/A
Liberty Media Corporation, Convertible
531229AL6
15000.00000000
PA
USD
16110.00000000
0.003889188243
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
Liberty Media Corp-Liberty Formula One
Liberty Media Corp-Liberty Formula One
USD
XXXX
N
N
N
Harvest Midstream I L P
549300DW5M17KJOXCY66
Harvest Midstream, LP
417558AA1
147000.00000000
PA
USD
145741.75000000
0.035184177571
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
48.00000000
NS
USD
41636.64000000
0.010051690303
Long
EC
CORP
SG
N
1
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
91835DAB7
350000.00000000
PA
USD
313751.80000000
0.075744246549
Long
ABS-O
CORP
US
N
2
2051-05-25
Variable
4.82630000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc., Convertible
00971TAL5
253000.00000000
PA
USD
244332.25000000
0.058985357801
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.37500000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York, NY
25160PAG2
62000.00000000
PA
USD
45468.94000000
0.010976863245
Long
DBT
CORP
DE
N
2
2033-01-07
Variable
3.74200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ABC35
317419.01100000
PA
USD
27757.56000000
0.006701078585
Long
ABS-CBDO
USGSE
US
N
2
2033-02-25
Fixed
3.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Trust
126416AB2
223823.91000000
PA
USD
184265.16000000
0.044484288885
Long
ABS-CBDO
CORP
US
N
2
2066-11-25
Variable
2.57200000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829107
5943.00000000
NS
USD
440970.60000000
0.106456714662
Long
EC
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corporation
756109BF0
45000.00000000
PA
USD
44503.13000000
0.010743702668
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.87500000
N
N
N
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EWZ8
38000.00000000
PA
USD
37749.21000000
0.009113208176
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
4.70000000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II, Inc.
389286AA3
105000.00000000
PA
USD
69592.71000000
0.016800692089
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
Acadia Pharmaceuticals Inc
529900O3044NO0PEA039
ACADIA Pharmaceuticals, Inc.
004225108
1665.00000000
NS
USD
39876.75000000
0.009626827267
Long
EC
CORP
US
N
1
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group, LLC/Realogy Group Co-Issuer Corporation
75606DAL5
110000.00000000
PA
USD
82303.38000000
0.019869232643
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
TPG Inc
549300NLO4R8MX77XJ02
TPG, Inc.
872657101
724.00000000
NS
USD
21184.24000000
0.005114183560
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corporation
018802108
5174.00000000
NS
USD
271531.52000000
0.065551657063
Long
EC
CORP
US
N
1
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
50000.00000000
PA
USD
44628.77000000
0.010774033991
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Disney Walt Co
549300GZKULIZ0WOW665
Walt Disney Company
254687106
4144.00000000
NS
USD
369976.32000000
0.089317663195
Long
EC
CORP
US
N
1
N
N
N
Maximus Inc
549300DQCDS8HJ7QF202
Maximus, Inc.
577933104
3607.00000000
NS
USD
304827.57000000
0.073589807666
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397B93
76000.00000000
PA
USD
62891.28000000
0.015182869446
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis, LP
74340XBV2
75000.00000000
PA
USD
69708.15000000
0.016828560983
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.37500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
Onslow Bay Mortgage Loan Trust
67117DAC4
319801.35000000
PA
USD
306687.64000000
0.074038855610
Long
ABS-CBDO
CORP
US
N
2
2062-08-25
Variable
5.70000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJH4
74000.00000000
PA
USD
73957.47000000
0.017854408618
Long
DBT
CORP
US
N
2
2026-10-21
Variable
5.72700000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AF3
120000.00000000
PA
USD
113100.00000000
0.027303984502
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corporation
07317QAJ4
57000.00000000
PA
USD
55664.47000000
0.013438212433
Long
DBT
CORP
CA
N
2
2030-04-30
Fixed
8.50000000
N
N
N
N
N
N
Nextera Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBP4
40000.00000000
PA
USD
40150.39000000
0.009692887942
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
Echostar Corp
549300EE20907QZ9GT38
EchoStar Corporation
278768106
532.00000000
NS
USD
9224.88000000
0.002227020164
Long
EC
CORP
US
N
1
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAA1
26000.00000000
PA
USD
26293.80000000
0.006347705638
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
PHOENIX NEWCO INC
254900PHGVI5379Z9791
Phoenix Newco, Inc., Term Loan
N/A
185000.38000000
PA
USD
183335.38000000
0.044259826474
Long
DBT
CORP
US
N
2
2028-11-15
Floating
8.40370000
N
N
N
N
N
N
Ventas Realty, LP
32SXKSJ72K64GM3HOU64
Ventas Realty, LP, Convertible
92277GAY3
93000.00000000
PA
USD
94627.50000000
0.022844454407
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
Y
Ventas Inc
Ventas Inc
USD
XXXX
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Company
842587DJ3
109000.00000000
PA
USD
92759.00000000
0.022393371338
Long
DBT
CORP
US
N
2
2051-09-15
Variable
3.75000000
N
N
N
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group, Inc.
750236101
9791.00000000
NS
USD
247516.48000000
0.059754077223
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XJQS5
956131.50100000
PA
USD
852927.82000000
0.205909177531
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
Omega Healthcare Invs Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BM1
45000.00000000
PA
USD
35693.43000000
0.008616912993
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc., Convertible
462222AE0
114000.00000000
PA
USD
114114.00000000
0.027548778846
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.75000000
N
N
N
N
N
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings, Inc.
641062BK9
49000.00000000
PA
USD
49364.12000000
0.011917216334
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
5.25000000
N
N
N
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software, Inc.
40171V100
2768.00000000
NS
USD
210589.44000000
0.050839352838
Long
EC
CORP
US
N
1
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings, Inc., Convertible
55024UAF6
278000.00000000
PA
USD
218606.55000000
0.052774799763
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.50000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien, Ltd.
67077MAE8
86000.00000000
PA
USD
82510.16000000
0.019919152342
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
4.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BT6
40000.00000000
PA
USD
37991.50000000
0.009171700505
Long
DBT
CORP
GB
N
2
2025-07-26
Variable
6.00000000
N
N
N
N
N
N
Csx Corp
549300JVQR4N1MMP3Q88
CSX Corporation
126408HM8
45000.00000000
PA
USD
43560.63000000
0.010516169464
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
ALI GROUP NORTH AMERICA
N/A
Ali Group North America Corporation, Term Loan
N/A
117331.68000000
PA
USD
117243.68000000
0.028304329104
Long
DBT
CORP
US
N
2
2029-07-22
Floating
7.19820000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corporation
665859AW4
65000.00000000
PA
USD
62619.27000000
0.015117202277
Long
DBT
CORP
US
N
2
2027-05-10
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29278NAQ6
67000.00000000
PA
USD
60454.65000000
0.014594631535
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAD3
15000.00000000
PA
USD
13725.05000000
0.003313426635
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
REDWOOD TRUST INC
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc., Convertible
758075AF2
13000.00000000
PA
USD
10936.25000000
0.002640169765
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.75000000
N
N
N
N
Y
Redwood Trust Inc
Redwood Trust Inc
USD
XXXX
N
N
N
Financial Instns Inc
N/A
Financial Institutions, Inc.
317585404
212.00000000
NS
USD
3336.88000000
0.000805571351
Long
EC
CORP
US
N
1
N
N
N
Enlink Midstream Partners Lp
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAF4
100000.00000000
PA
USD
96500.00000000
0.023296503134
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAF6
62000.00000000
PA
USD
55757.63000000
0.013460702611
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAV5
18000.00000000
PA
USD
17172.77000000
0.004145756374
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.25000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corporation
448579AQ5
37000.00000000
PA
USD
36905.04000000
0.008909413264
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
5.75000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
11330.00000000
NS
USD
1106034.60000000
0.267012834458
Long
EC
CORP
US
N
1
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corporation, Term Loan
N/A
192035.00000000
PA
USD
192835.79000000
0.046553363586
Long
DBT
CORP
US
N
2
2030-01-31
Floating
8.70250000
N
N
N
N
N
N
Carval CLO LTD
254900KRTGHP264UWC15
CarVal CLO VII-C, Ltd.
14686BAE7
625000.00000000
PA
USD
625768.13000000
0.151069525406
Long
ABS-O
CORP
JE
N
2
2035-01-20
Floating
7.43340000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
2510.00000000
NS
USD
146634.20000000
0.035399627977
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill, Inc.
169656105
220.00000000
NS
USD
470580.00000000
0.113604854350
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XDND4
533345.09200000
PA
USD
435818.95000000
0.105213031446
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
6429.00000000
NS
USD
272332.44000000
0.065745010797
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJT7
159000.00000000
PA
USD
131770.68000000
0.031811358130
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700000
N
N
N
N
N
N
Wind River CLO Ltd
549300HNMTL6LADXI169
Wind River CLO, Ltd.
97316FAE1
200000.00000000
PA
USD
190502.40000000
0.045990049312
Long
ABS-O
CORP
US
N
2
2030-07-20
Floating
7.25040000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation
428040DB2
84000.00000000
PA
USD
69437.34000000
0.016763183512
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Truist Bank Charlotte N C
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
42000.00000000
PA
USD
33369.41000000
0.008055860773
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
Cvs Health Corp
549300EJG376EN5NQE29
CVS Health Corporation
126650CX6
35000.00000000
PA
USD
33754.69000000
0.008148872967
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Invesco CLO LTD
54930008KXQ75MGXPQ71
Invesco US CLO, Ltd.
46146GAE2
650000.00000000
PA
USD
651909.70000000
0.157380480509
Long
ABS-O
CORP
US
N
2
2035-04-22
Floating
7.61960000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings, Inc., Term Loan
N/A
77398.47000000
PA
USD
77160.08000000
0.018627565238
Long
DBT
CORP
US
N
2
2027-01-31
Floating
7.84200000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
254900EICTYTCHA5X705
New Fortress Energy, Inc.
644393AA8
30000.00000000
PA
USD
28141.05000000
0.006793658647
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC/Allied Universal Finance Corporation
019576AC1
35000.00000000
PA
USD
25826.69000000
0.006234938492
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
Edgewell Personal Care Co
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035Q102
480.00000000
NS
USD
19828.80000000
0.004786960635
Long
EC
CORP
US
N
1
N
N
N
Nissan Motor Company Ltd
353800DRBDH1LUTNAY26
Nissan Motor Company, Ltd.
654744AA9
54000.00000000
PA
USD
53617.95000000
0.012944152748
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.04300000
N
N
N
N
N
N
Cleveland-Cliffs Inc New
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AH4
60000.00000000
PA
USD
58558.44000000
0.014136858870
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.87500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CFV8
900000.00000000
PA
USD
919687.50000000
0.222025934985
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
IONIS PHARMACEUTICALS INC
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc., Convertible
462222AD2
145000.00000000
PA
USD
136753.13000000
0.033014194006
Long
DBT
CORP
US
N
2
2026-04-01
None
0.00000000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corporation
126650DT4
41000.00000000
PA
USD
40716.92000000
0.009829656522
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
5.12500000
N
N
N
N
N
N
Ss&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
47133.17000000
PA
USD
47066.24000000
0.011362474690
Long
DBT
CORP
US
N
2
2025-04-16
Floating
6.96700000
N
N
N
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Plastics Group, Inc.
08579W103
1507.00000000
NS
USD
96960.38000000
0.023407645560
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
48000.00000000
PA
USD
40549.04000000
0.009789127849
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48126HAA8
44000.00000000
PA
USD
44031.68000000
0.010629887783
Long
DBT
CORP
US
N
2
2023-11-01
Variable
6.00000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel, Inc.
577081BE1
219000.00000000
PA
USD
201523.23000000
0.048650637919
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYB4
44000.00000000
PA
USD
36085.25000000
0.008711504038
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corporation
465685AR6
43000.00000000
PA
USD
42327.81000000
0.010218548790
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZK3
42000.00000000
PA
USD
38108.47000000
0.009199938764
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.64000000
N
N
N
N
N
N
Amsted Inds Inc
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
80000.00000000
PA
USD
77375.14000000
0.018679483849
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.62500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
91911KAN2
27000.00000000
PA
USD
23856.66000000
0.005759344605
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
TEMPO ACQUISITION LLC
549300VV0B2RPMHQGA61
Tempo Acquisition, LLC, Term Loan
N/A
122070.54000000
PA
USD
122070.54000000
0.029469603292
Long
DBT
CORP
US
N
2
2028-08-31
Floating
8.10249000
N
N
N
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 5.850%
61762V606
2630.00000000
NS
USD
61831.30000000
0.014926974862
Long
EP
CORP
US
N
1
N
N
N
Rali Series 2007-Qs1 Tr
N/A
Residential Accredit Loans, Inc. Trust
74922KAA3
80621.93500000
PA
USD
62015.51000000
0.014971445834
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
Invesco Dynamic Credit Opportu
UJGJ6DJQ6L11ZHIVZG65
Invesco Dynamic Credit Opportunities Fund
46091B207
2420.50100000
NS
USD
25340.22000000
0.006117497561
Long
RF
US
N
3
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBJ9
34000.00000000
PA
USD
35655.46000000
0.008607746483
Long
DBT
CORP
KY
N
2
2031-07-15
Fixed
8.50000000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722AAD5
75000.00000000
PA
USD
62989.28000000
0.015206528071
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
NECESS RETAIL/AFIN OP LP
N/A
Necessity Retail REIT, Inc./American Finance Operating Partner, LP
02608AAA7
76000.00000000
PA
USD
58462.76000000
0.014113760327
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PDH6
44000.00000000
PA
USD
42995.63000000
0.010379770249
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.91200000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJF8
65000.00000000
PA
USD
62160.93000000
0.015006552337
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.54800000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187BN8
50000.00000000
PA
USD
33068.90000000
0.007983313290
Long
DBT
CORP
US
N
2
2023-08-17
Floating
7.68790000
N
N
N
N
N
N
UPC FINANCING PARTNERSHIP
213800DXWIS9KORQ3X94
UPC Financing Partnership, Term Loan
N/A
77000.00000000
PA
USD
75267.50000000
0.018170668908
Long
DBT
CORP
US
N
2
2029-01-31
Floating
8.11830000
N
N
N
N
N
N
Abbvie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAQ2
223000.00000000
PA
USD
215573.35000000
0.052042541180
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAN3
58000.00000000
PA
USD
55648.60000000
0.013434381184
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
Eaton Vance Tax-Managed Global DIVersified Equity Income Fd
5493002EIY4NK3I3E865
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
27829F108
614.00000000
NS
USD
4862.88000000
0.001173969939
Long
RF
US
N
1
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corporation
615369AZ8
42000.00000000
PA
USD
39895.27000000
0.009631298265
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
4.25000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty, LP
84861TAH1
100000.00000000
PA
USD
83801.05000000
0.020230791958
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.10000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAP3
61000.00000000
PA
USD
61203.37000000
0.014775383430
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
6.10000000
N
N
N
N
N
N
Metlife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBT4
44000.00000000
PA
USD
40466.25000000
0.009769141139
Long
DBT
CORP
US
N
2
2028-03-15
Variable
5.87500000
N
N
N
N
N
N
Credit Acceptance Corporation Michigan
N/A
Credit Acceptance Corporation
225310AN1
100000.00000000
PA
USD
97078.98000000
0.023436277324
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
5.12500000
N
N
N
N
N
N
Cigna Corporation New
549300VIWYMSIGT1U456
Cigna Group
125523100
1820.00000000
NS
USD
510692.00000000
0.123288474388
Long
EC
CORP
US
N
1
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAG6
75000.00000000
PA
USD
75216.54000000
0.018158366423
Long
DBT
CORP
US
N
2
2025-06-28
Fixed
5.65000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
92000.00000000
PA
USD
79261.40000000
0.019134854440
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.67300000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8M7
41000.00000000
PA
USD
41030.01000000
0.009905241000
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
PEABODY ENERGY CORP
EJCO258LNNVSKAR2JX59
Peabody Energy Corporation, Convertible
704551AD2
79000.00000000
PA
USD
106097.00000000
0.025613358476
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
Y
Peabody Energy Corp
Peabody Energy Corp
USD
XXXX
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corporation
03027XAW0
57000.00000000
PA
USD
52000.20000000
0.012553604375
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
Scotts Miracle-Gro Co
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Company
810186AS5
44000.00000000
PA
USD
37807.66000000
0.009127318856
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048AW9
35000.00000000
PA
USD
32114.25000000
0.007752846899
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.12500000
N
N
N
N
N
N
Owl Rock Technology Finance Corp
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AE8
67000.00000000
PA
USD
58633.23000000
0.014154914263
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
3.75000000
N
N
N
N
N
N
FLEETCOR TECHNOLOGIES INC
549300FKKKZCXLK48427
FleetCor Technologies Operating Company, LLC, Term Loan
N/A
100233.68000000
PA
USD
99356.64000000
0.023986137566
Long
DBT
CORP
US
N
2
2028-04-30
Floating
6.95249000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31418DXK3
2715527.77800000
PA
USD
2225063.98000000
0.537162797756
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
58000.00000000
PA
USD
49618.51000000
0.011978629779
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
16000.00000000
PA
USD
15395.50000000
0.003716697554
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
FS KKR Capital Corp
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635206
239.00000000
NS
USD
4584.02000000
0.001106649080
Long
EC
CORP
US
N
1
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAB3
25000.00000000
PA
USD
21531.32000000
0.005197973718
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
Commerzbank Aktiengesellschaft Subordinated Medium Terminal Nts Book Entry 144a
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
82000.00000000
PA
USD
81696.19000000
0.019722648148
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
8.12500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89115A2E1
44000.00000000
PA
USD
41753.38000000
0.010079873036
Long
DBT
CORP
CA
N
2
2032-06-08
Fixed
4.45600000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations, LP
428104AA1
25000.00000000
PA
USD
23397.27000000
0.005648441180
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.12500000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb, Ltd.
H1467J104
2904.00000000
NS
USD
559194.24000000
0.134997620359
Long
EC
CORP
CH
N
1
N
N
N
TK ELEVATOR MIDCO GMBH
549300C2AFWPAYWS5574
TK Elevator U.S. Newco, Inc., Term Loan
N/A
127360.80000000
PA
USD
126103.75000000
0.030443278829
Long
DBT
CORP
US
N
2
2027-07-31
Floating
8.60230000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corporation
78442PGD2
30000.00000000
PA
USD
27871.44000000
0.006728570873
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
35000.00000000
PA
USD
31962.00000000
0.007716091535
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397C68
45000.00000000
PA
USD
45955.89000000
0.011094420056
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787107
3684.00000000
NS
USD
763251.12000000
0.184259918229
Long
EC
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AV6
126000.00000000
PA
USD
102330.27000000
0.024704015085
Long
DBT
CORP
US
N
2
2027-10-15
Variable
4.45000000
N
N
N
N
N
N
Heinz H J Finance Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
42307TAG3
41000.00000000
PA
USD
45036.55000000
0.010872478012
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAC6
78000.00000000
PA
USD
78600.21000000
0.018975233560
Long
DBT
CORP
US
N
2
2026-03-22
Fixed
5.35000000
N
N
N
N
N
N
Ametek Inc New
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
3008.00000000
NS
USD
486935.04000000
0.117553198812
Long
EC
CORP
US
N
1
N
N
N
TRACTOR SUPPLY CO
549300OJ9VZHZRO6I137
Tractor Supply Company
892356AB2
41000.00000000
PA
USD
40682.26000000
0.009821289094
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKW8
65000.00000000
PA
USD
63832.27000000
0.015410038115
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.94800000
N
N
N
N
N
N
Usa Compression Partners Lp Usa Compression Finance Corp
N/A
USA Compression Partners, LP/USA Compression Finance Corporation
91740PAC2
65000.00000000
PA
USD
63673.62000000
0.015371737698
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AB4
192000.00000000
PA
USD
167810.02000000
0.040511778827
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
Csx Corp
549300JVQR4N1MMP3Q88
CSX Corporation
126408103
21191.00000000
NS
USD
722613.10000000
0.174449309314
Long
EC
CORP
US
N
1
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent, LP
02666TAC1
45000.00000000
PA
USD
35731.14000000
0.008626016735
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Company, Convertible
345370CZ1
346000.00000000
PA
USD
379043.00000000
0.091506491579
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co
Ford Motor Co
USD
XXXX
N
N
N
Air Trans Svcs Group Inc
5493000F3MSFGIXTQE27
Air Transport Services Group, Inc., Convertible
00922RAB1
62000.00000000
PA
USD
58565.20000000
0.014138490832
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.12500000
N
N
N
N
Y
Air Transport Services Group Inc
Air Transport Services Group Inc
USD
XXXX
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc., 4.750%
00206R706
7800.00000000
NS
USD
164424.00000000
0.039694344365
Long
EP
CORP
US
N
1
N
N
Bank Of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EN0
83000.00000000
PA
USD
82294.50000000
0.019867088882
Long
DBT
CORP
US
N
2
2025-03-17
Variable
6.10000000
N
N
N
N
N
N
Cit Group Inc New
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Company
125581GX0
89000.00000000
PA
USD
87797.35000000
0.021195556885
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.12500000
N
N
N
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed Trust
33835JAB6
200000.00000000
PA
USD
172199.58000000
0.041571482436
Long
ABS-O
CORP
US
N
2
2061-06-25
Variable
4.08990000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
136.00000000
NS
USD
16524.00000000
0.003989133863
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners, LP, Convertible
65341BAE6
52000.00000000
PA
USD
48828.00000000
0.011787789171
Long
DBT
CORP
US
N
2
2024-06-15
None
0.00000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
275.00000000
NS
USD
197598.50000000
0.047703151031
Long
EC
CORP
US
N
1
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corporation
670001AH9
30000.00000000
PA
USD
24678.35000000
0.005957712519
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
Gilat Satellite Networks Ltd
529900RVHDCYJ5YWHP12
Gilat Satellite Networks, Ltd.
M51474118
13082.00000000
NS
USD
81500.86000000
0.019675492646
Long
EC
CORP
IL
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding, LLC/NXP USA, Inc.
62954HAV0
45000.00000000
PA
USD
42409.06000000
0.010238163722
Long
DBT
CORP
XX
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty, Inc.
222070AE4
54000.00000000
PA
USD
51749.23000000
0.012493016568
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corporation
670001AG1
30000.00000000
PA
USD
27155.04000000
0.006555621497
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
4965.00000000
NS
USD
224914.50000000
0.054297630612
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2U7
55000.00000000
PA
USD
45133.80000000
0.010895955576
Long
DBT
CORP
FR
N
2
2033-01-20
Variable
3.13200000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JAG7
650000.00000000
PA
USD
581516.33000000
0.140386497454
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.96800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MG3
102000.00000000
PA
USD
95210.88000000
0.022985290821
Long
DBT
CORP
US
N
2
2024-09-12
Variable
5.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corporation
62886EBA5
89000.00000000
PA
USD
78788.18000000
0.019020612251
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HCF0
28000.00000000
PA
USD
20790.00000000
0.005019008291
Long
DBT
CORP
US
N
2
2026-09-01
Variable
3.95000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
130.00000000
NS
USD
3390.40000000
0.000818491857
Long
EC
CORP
US
N
1
N
N
N
Eagle Matls Inc
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969P108
113.00000000
NS
USD
21065.46000000
0.005085508341
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts, Inc., Convertible
91879QAN9
223000.00000000
PA
USD
199166.88000000
0.048081780768
Long
DBT
CORP
US
N
2
2026-01-01
None
0.00000000
N
N
N
N
Y
Vail Resorts Inc
Vail Resorts Inc
USD
XXXX
N
N
N
Aercap Ireland Capital Designated ActIVity Company Aercap Global Aviation Tr
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAQ8
59000.00000000
PA
USD
57877.76000000
0.013972532821
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610BD6
65000.00000000
PA
USD
48667.25000000
0.011748981783
Long
DBT
CORP
US
N
2
2026-10-06
Variable
4.00000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
91153LAA5
16000.00000000
PA
USD
15224.12000000
0.003675323930
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231G102
6732.00000000
NS
USD
722007.00000000
0.174302987961
Long
EC
CORP
US
N
1
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
1894.00000000
NS
USD
376205.22000000
0.090821410225
Long
EC
CORP
US
N
1
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKT5
37000.00000000
PA
USD
33802.00000000
0.008160294289
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.85000000
N
N
N
N
N
N
BROWN GROUP HOLDING LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC, Term Loan
N/A
100180.52000000
PA
USD
98552.59000000
0.023792028205
Long
DBT
CORP
US
N
2
2028-06-07
Floating
7.70250000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBP9
56000.00000000
PA
USD
41581.49000000
0.010038376291
Long
DBT
CORP
US
N
2
2082-01-15
Variable
3.25000000
N
N
N
N
N
N
Kroger Co
6CPEOKI6OYJ13Q6O7870
Kroger Company
501044DL2
37000.00000000
PA
USD
36140.88000000
0.008724933929
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
HOWDEN GROUP HOLDINGS LTD
N/A
Howden Group Holdings, Ltd., Term Loan
N/A
51603.04000000
PA
USD
51230.47000000
0.012367780361
Long
DBT
CORP
US
N
2
2027-11-12
Floating
8.50000000
N
N
N
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI Corporation, Convertible, 7.250
902681113
351.00000000
NS
USD
23313.42000000
0.005628198570
Long
EP
CORP
US
N
1
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BQ1
50000.00000000
PA
USD
51812.50000000
0.012508290866
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
Cbre Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
2396.00000000
NS
USD
193381.16000000
0.046685023834
Long
EC
CORP
US
N
1
N
N
N
General Mtrs Financial Company Inc
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCV6
130000.00000000
PA
USD
123348.12000000
0.029778029680
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
N
N
N
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
McAfee Corporation, Term Loan
N/A
257701.76000000
PA
USD
245996.95000000
0.059387240586
Long
DBT
CORP
US
N
2
2029-03-01
Floating
9.01026000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585A102
4999.00000000
NS
USD
582883.40000000
0.140716528029
Long
EC
CORP
US
N
1
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AL8
20000.00000000
PA
USD
18299.77000000
0.004417830561
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
Wells Fargo Advantage Income Opportunities Fd
5493001HF04TYQLWJP49
Allspring Income Opportunities Fund
94987B105
13658.00000000
NS
USD
88094.10000000
0.021267196650
Long
RF
US
N
1
N
N
N
Ms&Ad Insurance Group Hldgs
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBT6
39000.00000000
PA
USD
37356.02000000
0.009018286393
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
2.44800000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAU7
15000.00000000
PA
USD
13508.59000000
0.003261170044
Long
DBT
CORP
US
N
2
2033-02-02
Fixed
7.25000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT U.S. Long Bond
N/A
52.00000000
NC
USD
-13553.80000000
-0.00327208439
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
6612678.80000000
USD
-13553.80000000
N
N
N
MAGENTA BUYER LLC
N/A
Magenta Buyer, LLC, Term Loan
N/A
135313.14000000
PA
USD
101428.02000000
0.024486198816
Long
DBT
CORP
US
N
2
2028-07-27
Floating
10.03000000
N
N
N
N
N
N
CQP HOLDCO LP
549300LPL012JY5D4B69
CQP Holdco, LP, Term Loan
N/A
250418.13000000
PA
USD
249792.08000000
0.060303440151
Long
DBT
CORP
US
N
2
2028-06-04
Floating
8.69300000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corporation
62954WAC9
54000.00000000
PA
USD
48328.35000000
0.011667166396
Long
DBT
CORP
JP
N
2
2026-04-03
Fixed
1.16200000
N
N
N
N
N
N
RB Global Inc
5493002H8U24DJXQ4886
RB Global, Inc.
74935Q107
3821.99990000
NS
USD
229319.99000000
0.055361179955
Long
EC
CORP
CA
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXS8
51000.00000000
PA
USD
46993.97000000
0.011345027662
Long
DBT
CORP
US
N
2
2026-02-12
Variable
0.85500000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc., Convertible
12685JAG0
255000.00000000
PA
USD
191887.50000000
0.046324432592
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.12500000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust
501894AA7
215636.11000000
PA
USD
212495.72000000
0.051299556548
Long
ABS-CBDO
CORP
US
N
2
2026-02-25
Variable
2.09000000
N
N
N
N
N
N
Chart Inds Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc., Convertible
16115QAE0
94000.00000000
PA
USD
257701.00000000
0.062212768436
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.00000000
N
N
N
N
Y
Chart Industries Inc
Chart Industries Inc
USD
XXXX
N
N
N
PERATON CORP
549300EQPCK07ZW63836
Peraton Corporation, Term Loan
N/A
389952.27000000
PA
USD
382363.80000000
0.092308180984
Long
DBT
CORP
US
N
2
2028-02-01
Floating
8.95250000
N
N
N
N
N
N
Mid-Amer Apartment Cmntys Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
190.00000000
NS
USD
28853.40000000
0.006965630295
Long
EC
CORP
US
N
1
N
N
N
Telesat Canada Telesat Llc
N/A
Telesat Canada/Telesat, LLC
87952VAM8
15000.00000000
PA
USD
6099.08000000
0.001472406594
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
Waste Pro Usa Inc
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
35000.00000000
PA
USD
32444.92000000
0.007832675445
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
Organon & Company, Term Loan
N/A
226708.15000000
PA
USD
226354.49000000
0.054645265136
Long
DBT
CORP
US
N
2
2028-06-02
Floating
8.25000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL
049362AA4
50000.00000000
PA
USD
42062.50000000
0.010154499099
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
45000.00000000
PA
USD
39614.58000000
0.009563535617
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBS7
97000.00000000
PA
USD
85573.28000000
0.020658634048
Long
DBT
CORP
JP
N
2
2027-07-09
Variable
1.55400000
N
N
N
N
N
N
Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148BAE8
46000.00000000
PA
USD
44789.28000000
0.010812783439
Long
DBT
CORP
US
N
2
2024-08-10
Variable
5.50000000
N
N
N
N
N
N
Bear Stearns Arm Tr
N/A
Bear Stearns Adjustable Rate Mortgage Trust
07384MZX3
49616.39400000
PA
USD
42139.40000000
0.010173063877
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
3.83800000
N
N
N
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336VAB7
73000.00000000
PA
USD
68094.67000000
0.016439043451
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.37500000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc., Convertible
00971TAJ0
121000.00000000
PA
USD
129091.73000000
0.031164620647
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.12500000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAC5
24000.00000000
PA
USD
24786.51000000
0.005983823916
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Company
311900104
10140.00000000
NS
USD
598158.60000000
0.144404183415
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397B77
137000.00000000
PA
USD
122310.13000000
0.029527443801
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
Acuity Brands Inc
N/A
Acuity Brands, Inc.
00508Y102
359.00000000
NS
USD
58545.72000000
0.014133788077
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust Inc
549300L0I14L7I0VLX84
Healthcare Realty Trust, Inc.
42226K105
25386.00000000
NS
USD
478779.96000000
0.115584443923
Long
EC
CORP
US
N
1
N
N
N
Udr Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAR1
89000.00000000
PA
USD
75279.81000000
0.018173640721
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
National Retail Pptys Inc
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417106
669.00000000
NS
USD
28626.51000000
0.006910855750
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Midstream Partners Lp
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDB2
35000.00000000
PA
USD
33803.07000000
0.008160552603
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.07100000
N
N
N
N
N
N
Carval CLO LTD
254900NZG2CMHKHNPU97
CarVal CLO VIII-C, Ltd.
14686NAC5
650000.00000000
PA
USD
652148.90000000
0.157438226867
Long
ABS-O
CORP
US
N
2
2035-10-22
Floating
8.07060000
N
N
N
N
N
N
Stratus CLO
N/A
Stratus CLO, Ltd.
86317EAC0
400000.00000000
PA
USD
401060.00000000
0.096821715512
Long
ABS-O
CORP
JE
N
2
2031-10-20
Floating
8.09840000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AY6
39000.00000000
PA
USD
30400.50000000
0.007339122730
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank, Ltd.
86563VAT6
35000.00000000
PA
USD
31557.50000000
0.007618439353
Long
DBT
CORP
JP
N
2
2025-09-12
Fixed
1.05000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BN1
116000.00000000
PA
USD
106788.44000000
0.025780282146
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AF5
88000.00000000
PA
USD
79551.79000000
0.019204958808
Long
DBT
CORP
CH
N
2
2029-01-12
Variable
3.86900000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Company
369604BQ5
23000.00000000
PA
USD
22999.97000000
0.005552527183
Long
DBT
CORP
US
N
2
2023-09-15
Floating
8.88200000
N
N
N
N
N
N
VULCAN MATLS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Company
929160109
850.00000000
NS
USD
191624.00000000
0.046260819860
Long
EC
CORP
US
N
1
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
50000.00000000
PA
USD
18748.44000000
0.004526146022
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
Colgate PalmolIVe Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Company
194162103
2621.00000000
NS
USD
201921.84000000
0.048746868169
Long
EC
CORP
US
N
1
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corporation
92933BAQ7
24000.00000000
PA
USD
20702.72000000
0.004997937630
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.87500000
N
N
N
N
N
N
Rabobank Nederland Global Medium Terminal Nts Book Entry Registered S
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
35000.00000000
PA
USD
32005.62000000
0.007726622037
Long
DBT
CORP
NL
N
2
2026-06-24
Variable
1.33900000
N
N
N
N
N
N
Gmacm Mortgage Loan Tr
N/A
GMACM Mortgage Loan Trust
36185MBG6
25281.73000000
PA
USD
23113.47000000
0.005579927733
Long
ABS-CBDO
CORP
US
N
2
2035-11-19
Variable
3.62120000
N
N
N
N
N
N
GRINDING MEDIA INC
254900IYFJ03EGFQ8C34
Grinding Media, Inc., Term Loan
N/A
85183.74800000
PA
USD
82681.90000000
0.019960612875
Long
DBT
CORP
US
N
2
2028-10-12
Floating
9.19900000
N
N
N
N
N
N
Bp Capital Mkts America Inc
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAE0
107000.00000000
PA
USD
103729.24000000
0.025041746785
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
4.23400000
N
N
N
N
N
N
Gs Mortgage Secs Corp
N/A
GSAA Home Equity Trust
36242DNF6
76740.05000000
PA
USD
69739.21000000
0.016836059319
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
4.47950000
N
N
N
N
N
N
Seg Holding Llc Seg Finance Corp
N/A
SEG Holding, LLC
78397KAA0
125000.00000000
PA
USD
118173.65000000
0.028528837384
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX, LP
55336VBR0
113000.00000000
PA
USD
102572.62000000
0.024762521899
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137B2CJ7
368243.10400000
PA
USD
19553.71000000
0.004720549909
Long
ABS-CBDO
USGSE
US
N
2
2033-04-15
Fixed
3.00000000
N
N
N
N
N
N
Metlife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
5084.00000000
NS
USD
287398.52000000
0.069382181574
Long
EC
CORP
US
N
1
N
N
N
Gorman Rupp Co
254900WVLPOIWPGJPA07
Gorman-Rupp Company
383082104
87.00000000
NS
USD
2508.21000000
0.000605518363
Long
EC
CORP
US
N
1
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk, Inc.
848637104
2962.00000000
NS
USD
314238.58000000
0.075861762319
Long
EC
CORP
US
N
1
N
N
N
Nep Group Inc
N/A
NEP Group, Inc., Term Loan
N/A
82948.84000000
PA
USD
74301.42000000
0.017937443149
Long
DBT
CORP
US
N
2
2025-10-20
Floating
8.46700000
N
N
N
N
N
N
Kaman Corp
5493003YK076OLTEQF95
Kaman Corporation
483548103
212.00000000
NS
USD
5157.96000000
0.001245206542
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp
N/A
Cintas Corporation
172908105
780.00000000
NS
USD
387722.40000000
0.093601824940
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
34000.00000000
PA
USD
30500.26000000
0.007363206245
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
913017CY3
91000.00000000
PA
USD
87645.29000000
0.021158847390
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585ABH4
167000.00000000
PA
USD
163849.34000000
0.039555613086
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Genworth Mortgage Holdings, Inc.
37255LAA5
37000.00000000
PA
USD
36346.09000000
0.008774474607
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corporation
05526DBX2
43000.00000000
PA
USD
47322.16000000
0.011424257500
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
31000.00000000
PA
USD
30486.01000000
0.007359766088
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QDWK6
989152.64100000
PA
USD
883953.49000000
0.213399225390
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AV9
50000.00000000
PA
USD
35500.00000000
0.008570216178
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
EDELMAN FINANCIAL CENTER
549300Z31KZXNP05U733
Edelman Financial Engines Center, LLC, Term Loan
N/A
51736.70000000
PA
USD
50359.47000000
0.012157508297
Long
DBT
CORP
US
N
2
2028-04-07
Floating
8.94300000
N
N
N
N
N
N
Ss&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
35890.91000000
PA
USD
35849.28000000
0.008654537449
Long
DBT
CORP
US
N
2
2025-04-16
Floating
6.96700000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
33000.00000000
PA
USD
29738.23000000
0.007179241123
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust
91683VAA2
350000.00000000
PA
USD
349985.93000000
0.084491692384
Long
ABS-O
CORP
US
N
3
2033-06-20
Fixed
6.77000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group, LP/Uniti Group Finance, Inc./CSL Capital, LLC
91327BAB6
98000.00000000
PA
USD
81330.31000000
0.019634319396
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.75000000
N
N
N
N
N
N
Guitar Center Escrow II Inc
N/A
Guitar Center Escrow Issuer II, Inc.
40204BAA3
22000.00000000
PA
USD
20017.36000000
0.004832481761
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
8.50000000
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BP9
59000.00000000
PA
USD
50796.63000000
0.012263045077
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
2.00000000
N
N
N
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
2858.00000000
NS
USD
32123.92000000
0.007755181377
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AB3K7
213526.74000000
PA
USD
8855.30000000
0.002137798178
Long
ABS-CBDO
USGSE
US
N
2
2028-02-25
Fixed
3.00000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT LLC
N/A
Telesat Canada/Telesat, LLC
87952VAP1
35000.00000000
PA
USD
21011.55000000
0.005072493683
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
Blackstone Mortgage Trust Inc
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
09257W100
1391.00000000
NS
USD
28946.71000000
0.006988156686
Long
EC
CORP
US
N
1
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC
87422VAK4
55000.00000000
PA
USD
56925.00000000
0.013742522703
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
8.62500000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners, LLC
74143EAB8
275000.00000000
PA
USD
224582.82000000
0.054217558238
Long
ABS-O
CORP
US
N
2
2051-07-25
Variable
3.72100000
N
N
N
N
N
N
Bank Of N T Butterfield & Son Ltd
549300V8RVM0EMTDPF28
Bank of N.T. Butterfield & Son, Ltd.
G0772R208
5433.00000000
NS
USD
148646.88000000
0.035885518194
Long
EC
CORP
BM
N
1
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc., Convertible
462222AB6
152000.00000000
PA
USD
141360.00000000
0.034126359409
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.12500000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PDK9
42000.00000000
PA
USD
42608.72000000
0.010286364549
Long
DBT
CORP
US
N
2
2033-09-14
Variable
5.71700000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Company
406216101
19699.00000000
NS
USD
649870.01000000
0.156888069685
Long
EC
CORP
US
N
1
N
N
N
Manpowergroup Inc Wis
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup, Inc.
56418H100
3781.00000000
NS
USD
300211.40000000
0.072475397108
Long
EC
CORP
US
N
1
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC, Inc.
69370CAB6
40000.00000000
PA
USD
38625.60000000
0.009324781465
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.62500000
N
N
N
N
N
N
VERINT SYSTEMS INC
549300KEQJS5FRVUCO94
Verint Systems, Inc., Convertible
92343XAC4
119000.00000000
PA
USD
104868.75000000
0.025316841067
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.25000000
N
N
N
N
Y
Verint Systems Inc
Verint Systems Inc
USD
XXXX
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106BAE1
21000.00000000
PA
USD
18302.17000000
0.004418409956
Long
DBT
CORP
CA
N
2
2032-06-01
Fixed
3.20000000
N
N
N
N
N
N
Radiate Holdco Llc Radiate Finance Inc
N/A
Radiate Holdco, LLC/Radiate Finance, Inc.
75026JAE0
40000.00000000
PA
USD
23342.60000000
0.005635243047
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Six Flags Theme Parks Inc
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
25000.00000000
PA
USD
25124.93000000
0.006065523424
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
54930063NKPB83QNUF90
Anchorage Capital CLO 21, Ltd.
03331KAE9
250000.00000000
PA
USD
240708.00000000
0.058110411154
Long
ABS-O
CORP
KY
N
2
2034-10-20
Floating
7.65040000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc.
82453AAA5
20000.00000000
PA
USD
18755.40000000
0.004527826268
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.62500000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LBC2
41000.00000000
PA
USD
40184.26000000
0.009701064653
Long
DBT
CORP
LU
N
2
2033-03-30
Fixed
4.50000000
N
N
N
N
N
N
Amis Holdings Inc
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation
682189105
3583.00000000
NS
USD
338880.14000000
0.081810593197
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
66000.00000000
PA
USD
56709.08000000
0.013690396476
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661DU8
100000.00000000
PA
USD
97213.28000000
0.023468699297
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AX2
38000.00000000
PA
USD
26439.64000000
0.006382913534
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.62500000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals, Inc.
443628AJ1
105000.00000000
PA
USD
97769.64000000
0.023603012690
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
D R Horton Inc
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331A109
4219.00000000
NS
USD
513410.11000000
0.123944665664
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 40-Yr. Pass Through
3140FXTF9
862951.09400000
PA
USD
781134.10000000
0.188577129624
Long
ABS-MBS
USGSE
US
N
2
2061-07-01
Fixed
3.50000000
N
N
N
N
N
N
Technipfmc Plc
549300D5I93QWCJTCK36
TechnipFMC plc
G87110105
6408.00000000
NS
USD
106500.96000000
0.025710880294
Long
EC
CORP
GB
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140X8TA5
2075051.24700000
PA
USD
1706717.55000000
0.412026432668
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corporation
540424108
1496.00000000
NS
USD
88832.48000000
0.021445452318
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDB3
222000.00000000
PA
USD
211938.19000000
0.051164960700
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Company
153527AN6
115000.00000000
PA
USD
96334.99000000
0.023256667320
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
NORTHWESTERN CORP
3BPWMBHR1R9SHUN7J795
NorthWestern Corporation
668074305
1639.00000000
NS
USD
93029.64000000
0.022458707770
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
1670.00000000
NS
USD
554707.20000000
0.133914383660
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAG6
33000.00000000
PA
USD
25509.00000000
0.006158243507
Long
DBT
CORP
US
N
2
2026-08-10
Variable
3.65000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PC9
29000.00000000
PA
USD
28787.01000000
0.006949602784
Long
DBT
CORP
US
N
2
2028-05-15
Variable
7.37500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3132DNNA7
3322646.11600000
PA
USD
3032094.30000000
0.731991651426
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AS6
175000.00000000
PA
USD
140619.62000000
0.033947620912
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAG5
60000.00000000
PA
USD
59703.60000000
0.014413317145
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust, LP
74965LAB7
68000.00000000
PA
USD
56949.06000000
0.013748331137
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.00000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, LLC
12530QAA4
438179.20000000
PA
USD
418211.11000000
0.100962242847
Long
ABS-CBDO
CORP
US
N
2
2033-04-25
Variable
4.25000000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
4561.00000000
NS
USD
344765.99000000
0.083231522969
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MF5
105000.00000000
PA
USD
102644.65000000
0.024779910988
Long
DBT
CORP
US
N
2
2025-04-24
Variable
3.35200000
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc., Term Loan
N/A
135660.00000000
PA
USD
126672.53000000
0.030580590592
Long
DBT
CORP
US
N
2
2029-03-30
Floating
9.84190000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust 2007-Ar5
N/A
Citigroup Mortgage Loan Trust, Inc.
17311LAA9
186608.34700000
PA
USD
161604.27000000
0.039013620544
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Variable
4.22320000
N
N
N
N
N
N
Wolfspeed Inc
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852102
4371.00000000
NS
USD
242983.89000000
0.058659844092
Long
EC
CORP
US
N
1
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
90000.00000000
PA
USD
81122.83000000
0.019584230708
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
FORTREA HOLDINGS INC
5493000FIVFABOVCDU97
Fortrea Holdings, Inc.
34965KAA5
23000.00000000
PA
USD
23551.31000000
0.005685628675
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
7.50000000
N
N
N
N
N
N
Aercap Ireland Capital Designated ActIVity Company Aercap Global Aviation Tr
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAN5
63000.00000000
PA
USD
63311.53000000
0.015284323907
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Vodafone Group Plc New
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBQ2
62000.00000000
PA
USD
63571.70000000
0.015347132728
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.00000000
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
Chord Energy Corporation
674215AL2
43000.00000000
PA
USD
42629.13000000
0.010291291820
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.37500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc., Convertible
629377CG5
237000.00000000
PA
USD
250153.50000000
0.060390692194
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
2.75000000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
Enanta Pharmaceuticals Inc
529900SSN4DODDQSN594
Enanta Pharmaceuticals, Inc.
29251M106
215.00000000
NS
USD
4601.00000000
0.001110748299
Long
EC
CORP
US
N
1
N
N
N
Schwab Charles Corporation New
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BF1
79000.00000000
PA
USD
69786.65000000
0.016847512025
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.90000000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
248000.00000000
PA
USD
233913.55000000
0.056470132131
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
AMAZON COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
19290.00000000
NS
USD
2514644.40000000
0.607071721716
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863BB5
60000.00000000
PA
USD
54525.05000000
0.013163139877
Long
DBT
CORP
GB
N
2
2029-03-16
Fixed
3.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140X9Y25
1406678.67200000
PA
USD
1199755.16000000
0.289638340363
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92539BAB8
607116.87000000
PA
USD
603352.75000000
0.145658126749
Long
ABS-CBDO
CORP
US
N
2
2067-12-25
Variable
6.56000000
N
N
N
N
N
N
Icahn Enterprises L P Icahn Enterprises Finance Corp
N/A
Icahn Enterprises, LP/Icahn Enterprises Finance Corporation
451102BW6
42000.00000000
PA
USD
40129.56000000
0.009687859277
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Bjs Wholesale Club Holdings Inc
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
5478.00000000
NS
USD
345168.78000000
0.083328762332
Long
EC
CORP
US
N
1
N
N
N
Cadence Design System Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
333.00000000
NS
USD
78095.16000000
0.018853307147
Long
EC
CORP
US
N
1
N
N
N
Republic Svcs Inc
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AT7
37000.00000000
PA
USD
35467.85000000
0.008562454701
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEX9
76000.00000000
PA
USD
76766.27000000
0.018532493778
Long
DBT
CORP
US
N
2
2026-10-16
Variable
6.13800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QEN32
888725.38400000
PA
USD
764759.04000000
0.184623952043
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BW1
45000.00000000
PA
USD
39075.18000000
0.009433316614
Long
DBT
CORP
US
N
2
2028-12-13
Fixed
1.93000000
N
N
N
N
N
N
D R Horton Inc
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331ABN8
16000.00000000
PA
USD
14967.95000000
0.003613480767
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCM0
63000.00000000
PA
USD
56288.65000000
0.013588898560
Long
DBT
CORP
JP
N
2
2027-01-14
Fixed
2.17400000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFE9
67000.00000000
PA
USD
59535.43000000
0.014372718461
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
Chs Community Health System Inc
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBH2
50000.00000000
PA
USD
42062.50000000
0.010154499099
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BL5
70000.00000000
PA
USD
68557.92000000
0.016550878737
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Hecla Mining Co
5493009Y6HOBZD1QD537
Hecla Mining Company
422704AH9
25000.00000000
PA
USD
24774.50000000
0.005980924527
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Docusign Inc
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
2602.00000000
NS
USD
132936.18000000
0.032092726777
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BA0
68000.00000000
PA
USD
62912.81000000
0.015188067101
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corporation
69121KAD6
45000.00000000
PA
USD
41629.71000000
0.010050017300
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
Capital One Bank Usa National Association Glen Allen Va
207ALC1P1YM0OVDV0K75
Capital One NA
14042TCT2
48000.00000000
PA
USD
44788.01000000
0.010812476842
Long
DBT
CORP
US
N
2
2026-01-28
Variable
2.28000000
N
N
N
N
N
N
Cboe Holdings Inc
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
664.00000000
NS
USD
91638.64000000
0.022122900144
Long
EC
CORP
US
N
1
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corporation, Convertible
12653CAG3
154000.00000000
PA
USD
226611.00000000
0.054707190380
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.25000000
N
N
N
N
Y
CNX Resources Corp
CNX Resources Corp
USD
XXXX
N
N
N
Southwest Airls Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BF4
45000.00000000
PA
USD
38247.84000000
0.009233584709
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.62500000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding, Inc., Convertible
69352PAR4
188000.00000000
PA
USD
179540.00000000
0.043343566556
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.87500000
N
N
N
N
Y
PPL Corp
PPL Corp
USD
XXXX
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LBC9
65000.00000000
PA
USD
62407.53000000
0.015066085163
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AUUT4
296061.60000000
PA
USD
29216.42000000
0.007053268602
Long
ABS-CBDO
USGSE
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
Buckeye Partners L P
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AQ4
70000.00000000
PA
USD
63193.20000000
0.015255757324
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
42000.00000000
PA
USD
40256.58000000
0.009718523752
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
Sculptor CLO Ltd
N/A
Sculptor CLO, Ltd.
81124LAG9
250000.00000000
PA
USD
235660.00000000
0.056891750555
Long
ABS-O
CORP
KY
N
2
2035-01-20
Floating
7.65040000
N
N
N
N
N
N
Western Union Co
28ID94QU1140NC23S047
Western Union Company
959802109
3983.00000000
NS
USD
46720.59000000
0.011279029755
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan
N/A
ICE mini MSCI EAFE Index
N/A
6.00000000
NC
USD
5315.64000000
0.001283272786
N/A
DE
CORP
US
N
1
J.P. Morgan
N/A
Long
MSCI EAFE Index
MXEA
2023-09-18
641334.36000000
USD
5315.64000000
N
N
N
Hartford Financial Svcs Group Inc
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515BC7
66000.00000000
PA
USD
54783.64000000
0.013225567263
Long
DBT
CORP
US
N
2
2047-02-12
Floating
7.44570000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc., Term Loan
N/A
242219.52000000
PA
USD
232833.51000000
0.056209394771
Long
DBT
CORP
US
N
2
2029-02-15
Floating
8.58920000
N
N
N
N
N
N
Southern Co
549300FC3G3YU2FBZD92
Southern Company, 4.950%
842587800
3425.00000000
NS
USD
78672.25000000
0.018992625064
Long
EP
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC, Term Loan
N/A
122500.38000000
PA
USD
106706.41000000
0.025760478911
Long
DBT
CORP
US
N
2
2027-04-15
Floating
7.69330000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAE5
48000.00000000
PA
USD
48818.59000000
0.011785517460
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
7.12500000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc./PetSmart Finance Corporation
71677KAA6
120000.00000000
PA
USD
110893.75000000
0.026771363672
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Boot Barn Holdings Inc
529900QE1BFMYA3N4E71
Boot Barn Holdings, Inc.
099406100
1362.00000000
NS
USD
115347.78000000
0.027846631277
Long
EC
CORP
US
N
1
N
N
N
Cwmbs Inc
N/A
Countrywide Home Loan Mortgage Pass Through Trust
126694LU0
402532.15600000
PA
USD
317909.75000000
0.076748036136
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Variable
3.50400000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation
235851102
2307.00000000
NS
USD
553680.00000000
0.133666402645
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc Discount Commercial Paper 42 Yrs 3&4
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AS7
72000.00000000
PA
USD
69855.61000000
0.016864159971
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Huntington Ingalls Inds Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AT3
67000.00000000
PA
USD
62079.98000000
0.014987009830
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
60000.00000000
PA
USD
52639.10000000
0.012707844125
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Allianzgi DIVidend Interest & Premium Strategy Fd
549300535GECAFITZP67
Virtus Dividend, Interest & Premium Strategy Fund
92840R101
5390.00000000
NS
USD
65811.90000000
0.015887949581
Long
RF
US
N
1
N
N
N
Trinet Group Inc
5299003FJVBETSFKE990
TriNet Group, Inc.
896288107
468.00000000
NS
USD
44445.96000000
0.010729900999
Long
EC
CORP
US
N
1
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP/Genesis Energy Finance Corporation
37185LAN2
47000.00000000
PA
USD
45918.75000000
0.011085453920
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A65L4
278802.92800000
PA
USD
9675.19000000
0.002335731545
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
3.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAW5
114000.00000000
PA
USD
98570.41000000
0.023796330212
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BT7
92000.00000000
PA
USD
91763.14000000
0.022152956254
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
CORNERSTONE ONDEMAND INC
549300Z402F16H5EGH48
Cornerstone OnDemand, Inc., Term Loan
N/A
136959.81000000
PA
USD
127458.91000000
0.030770434158
Long
DBT
CORP
US
N
2
2028-10-15
Floating
9.25350000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
42000.00000000
PA
USD
34911.56000000
0.008428158206
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.94300000
N
N
N
N
N
N
Indymac Mbs Inc
N/A
Residential Asset Securitization Trust
45660NYL3
111382.42000000
PA
USD
103958.76000000
0.025097156250
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
3.43520000
N
N
N
N
N
N
CHARTER NEXT GENERATION
549300KRNU8RNVGYXG75
Charter Next Generation, Inc., Term Loan
N/A
156064.40000000
PA
USD
154698.84000000
0.037346549335
Long
DBT
CORP
US
N
2
2027-12-01
Floating
8.96700000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RMT6
41000.00000000
PA
USD
41070.43000000
0.009914998976
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.40000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180BQ3
90000.00000000
PA
USD
88718.90000000
0.021418032454
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAW1
327000.00000000
PA
USD
272488.12000000
0.065782594213
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Papa Johns International Inc
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813102
2324.00000000
NS
USD
171580.92000000
0.041422128917
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCW4
81000.00000000
PA
USD
74371.48000000
0.017954356651
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.94700000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339100
904.00000000
NS
USD
231903.12000000
0.055984785097
Long
EC
CORP
US
N
1
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties, LP/VICI Note Company, Inc.
92564RAJ4
150000.00000000
PA
USD
146808.00000000
0.035441585824
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
46656PAA2
41000.00000000
PA
USD
40683.44000000
0.009821573963
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.45000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust
00834JAA8
650000.00000000
PA
USD
646765.67000000
0.156138636872
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
6.61000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
112000.00000000
PA
USD
60207.56000000
0.014534980416
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
PRA HEALTH SCIENCES INC
549300R1HR1VWWHIAK47
PRA Health Sciences, Inc., Term Loan
N/A
53610.83000000
PA
USD
53580.27000000
0.012935056248
Long
DBT
CORP
US
N
2
2028-07-01
Floating
7.75350000
N
N
N
N
N
N
ICON LUXEMBOURG SARL
635400PUWMHSPI2DDA35
ICON Luxembourg SARL, Term Loan
N/A
215174.39000000
PA
USD
215051.74000000
0.051916616941
Long
DBT
CORP
US
N
2
2028-07-01
Floating
7.75348000
N
N
N
N
N
N
Blackrock Credit Allocation Income Tr
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
8106.00000000
NS
USD
82275.90000000
0.019862598572
Long
RF
US
N
1
N
N
N
RAND PARENT LLC
N/A
Rand Parent, LLC
753272AA1
61000.00000000
PA
USD
55226.51000000
0.013332482521
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.50000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc., Term Loan
N/A
170374.01000000
PA
USD
170421.71000000
0.041142278768
Long
DBT
CORP
US
N
2
2029-03-18
Floating
8.21700000
N
N
N
N
N
N
ThredUp Inc
549300JKGKTKX3L3XK25
ThredUp, Inc.
88556E102
28907.00000000
NS
USD
70533.08000000
0.017027711080
Long
EC
CORP
US
N
1
N
N
N
BIO-RAD LABS
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572AR9
61000.00000000
PA
USD
56750.31000000
0.013700349997
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.30000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BQ4
30000.00000000
PA
USD
26595.59000000
0.006420562132
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
R1 RCM Inc
N/A
R1 RCM, Inc.
77634L105
5314.00000000
NS
USD
98043.30000000
0.023669078194
Long
EC
CORP
US
N
1
N
N
N
Radnor Re LTD
N/A
Radnor Re, Ltd.
75049XAA0
600000.00000000
PA
USD
606280.26000000
0.146364870230
Long
ABS-CBDO
CORP
US
N
2
2032-09-25
Floating
8.81660000
N
N
N
N
N
N
NEW ENTERPRISE STONE & LIME
549300O5DQ5Y61B8VF38
New Enterprise Stone and Lime Company, Inc.
644274AH5
116000.00000000
PA
USD
105563.51000000
0.025484566233
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
ARMSTRONG WORLD INDS INC NEW
KXMRXXOJ88Q45Y45MG74
Armstrong World Industries, Inc.
04247X102
358.00000000
NS
USD
26298.68000000
0.006348883741
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
8801.00000000
NS
USD
256549.15000000
0.061934695098
Long
EC
CORP
US
N
1
N
N
N
Provident Financing Trust I
N/A
Provident Financing Trust I
743863AA0
42000.00000000
PA
USD
42273.00000000
0.010205316859
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBU3
61000.00000000
PA
USD
60113.46000000
0.014512263308
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.81200000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPCP6
63000.00000000
PA
USD
47613.37000000
0.011494559828
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corporation
683715AD8
74000.00000000
PA
USD
61853.84000000
0.014932416346
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.87500000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BQ2
150000.00000000
PA
USD
123387.61000000
0.029787563140
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
1.40000000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Enovis Corporation
194014502
5999.00000000
NS
USD
384655.88000000
0.092861522424
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc New
225YDZ14ZO8E1TXUSU86
Marriott International, Inc./MD
571903202
172.00000000
NS
USD
31594.68000000
0.007627415146
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc., Term Loan
N/A
94402.62000000
PA
USD
94327.10000000
0.022771933479
Long
DBT
CORP
US
N
2
2030-03-03
Floating
8.01829200
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115QAF7
87000.00000000
PA
USD
88762.19000000
0.021428483290
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Janus International Group Inc
N/A
Janus International Group, Inc.
47103N106
18959.00000000
NS
USD
202102.94000000
0.048790588343
Long
EC
CORP
US
N
1
N
N
N
Hilton Domestic Operating Company Inc
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
156000.00000000
PA
USD
145457.50000000
0.035115555488
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
IntuitIVe Surgical Inc
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
1580.00000000
NS
USD
540265.20000000
0.130427874870
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBJ4
179000.00000000
PA
USD
172067.07000000
0.041539492596
Long
DBT
CORP
US
N
2
2031-03-24
Variable
4.49300000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
25742.00000000
NS
USD
3114009.74000000
0.751767229713
Long
EC
CORP
US
N
1
N
N
N
Msci Inc
549300HTIN2PD78UB763
MSCI, Inc.
55354GAH3
65000.00000000
PA
USD
58826.33000000
0.014201531411
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc., Convertible
09857LAN8
69000.00000000
PA
USD
103417.20000000
0.024966415791
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.75000000
N
N
N
N
N
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC, Term Loan
N/A
168930.89000000
PA
USD
140494.75000000
0.033917475478
Long
DBT
CORP
US
N
2
2026-09-25
Floating
8.46697000
N
N
N
N
N
N
UFC HOLDINGS LLC
549300JEOTH7UMZ3C491
UFC Holdings, LLC, Term Loan
N/A
122724.22000000
PA
USD
122502.09000000
0.029573785736
Long
DBT
CORP
US
N
2
2026-04-29
Floating
8.05000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABK4
46000.00000000
PA
USD
41227.50000000
0.009952917958
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AN2
201000.00000000
PA
USD
198622.17000000
0.047950279853
Long
DBT
CORP
US
N
2
2044-03-15
Variable
5.20000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
1334.00000000
NS
USD
587613.66000000
0.141858481573
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZN3
870000.00000000
PA
USD
754045.31000000
0.182037501840
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corporation, Term Loan
N/A
184172.68000000
PA
USD
183745.40000000
0.044358811263
Long
DBT
CORP
US
N
2
2025-06-23
Floating
8.21700000
N
N
N
N
N
N
L3harris Technologies Inc Iam Commercial Paper 3a3
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
1427.00000000
NS
USD
279363.79000000
0.067442480925
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGN8
88000.00000000
PA
USD
70777.03000000
0.017086604157
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZX8
78000.00000000
PA
USD
73219.97000000
0.017676365394
Long
DBT
CORP
CA
N
2
2024-10-07
Fixed
0.75000000
N
N
N
N
N
N
Cimpress PLC
549300X1IFD75XISOR81
Cimpress plc
G2143T103
3569.00000000
NS
USD
212284.12000000
0.051248473232
Long
EC
CORP
IE
N
1
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings, LLC
35908MAD2
18000.00000000
PA
USD
17592.73000000
0.004247140824
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc., Term Loan
N/A
191309.86000000
PA
USD
189580.42000000
0.045767469934
Long
DBT
CORP
US
N
2
2025-10-02
Floating
8.94820000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Company
373334KT7
25000.00000000
PA
USD
24677.43000000
0.005957490417
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.95000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
40000.00000000
PA
USD
36500.00000000
0.008811630719
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
70000.00000000
PA
USD
61544.98000000
0.014857853051
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corporation
655844CQ9
64000.00000000
PA
USD
61238.31000000
0.014783818454
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
4.45000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAW1
65000.00000000
PA
USD
45363.50000000
0.010951408496
Long
DBT
CORP
BM
N
2
2026-06-15
Variable
5.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023DG7
52000.00000000
PA
USD
47726.03000000
0.011521757590
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457BY5
45000.00000000
PA
USD
37294.39000000
0.009003408015
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140XGNM7
2918364.64400000
PA
USD
2580117.37000000
0.622877848667
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings, Inc.
641062BG8
82000.00000000
PA
USD
83117.41000000
0.020065751321
Long
DBT
CORP
US
N
2
2030-03-14
Fixed
4.95000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corporation
03027XAJ9
73000.00000000
PA
USD
70742.00000000
0.017078147406
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.40000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06417XAL5
66000.00000000
PA
USD
65414.10000000
0.015791914877
Long
DBT
CORP
CA
N
2
2024-12-06
Fixed
5.25000000
N
N
N
N
N
N
Corporate Office Pptys L P
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties, LP
22003BAL0
91000.00000000
PA
USD
80594.42000000
0.019456664850
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Industries, Inc.
776696106
211.00000000
NS
USD
101448.80000000
0.024491215410
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Company, Convertible
842587DN4
327000.00000000
PA
USD
326182.50000000
0.078745198274
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.87500000
N
N
N
N
Y
Southern Co/The
Southern Co/The
USD
XXXX
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
44000.00000000
PA
USD
42347.76000000
0.010223365010
Long
DBT
CORP
US
N
2
2033-07-20
Variable
4.88900000
N
N
N
N
N
N
Columbia Gas System Inc
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
10313.00000000
NS
USD
282060.55000000
0.068093518000
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apts L P
549300FXWGE3QSYCUJ38
Mid-America Apartments, LP
59523UAP2
90000.00000000
PA
USD
85891.77000000
0.020735522165
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.20000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
67000.00000000
PA
USD
61069.26000000
0.014743007326
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
HYPERION MATERIALS
254900G04G2BDNO0XY89
Hyperion Materials & Technologies, Inc., Term Loan
N/A
75641.25000000
PA
USD
74837.94000000
0.018066966878
Long
DBT
CORP
US
N
2
2028-08-30
Floating
9.58332200
N
N
N
N
N
N
Usb Realty Corp
N/A
USB Realty Corporation
903312AA4
184000.00000000
PA
USD
131099.87000000
0.031649414842
Long
DBT
CORP
US
N
2
2027-01-15
Floating
6.40730000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822DC5
53000.00000000
PA
USD
52590.57000000
0.012696128277
Long
DBT
CORP
JP
N
2
2034-04-19
Variable
5.40600000
N
N
N
N
N
N
Builders Firstsource Inc
N/A
Builders FirstSource, Inc.
12008R107
540.00000000
NS
USD
73440.00000000
0.017729483835
Long
EC
CORP
US
N
1
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
37000.00000000
PA
USD
21493.15000000
0.005188758925
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners, LP, Term Loan
N/A
125038.17000000
PA
USD
124035.36000000
0.029943939409
Long
DBT
CORP
US
N
2
2026-11-01
Floating
7.45250000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCT1
63000.00000000
PA
USD
58986.77000000
0.014240263960
Long
DBT
CORP
US
N
2
2025-12-10
Variable
1.56100000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBB2
67000.00000000
PA
USD
55868.14000000
0.013487381332
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.65000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122DU9
61000.00000000
PA
USD
53904.40000000
0.013013305943
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Company
025816CY3
65000.00000000
PA
USD
63086.52000000
0.015230003221
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart, LLC, Term Loan
N/A
243997.78000000
PA
USD
243185.27000000
0.058708460152
Long
DBT
CORP
US
N
2
2028-02-12
Floating
8.95250000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Eurex Euro STOXX 50 Index
N/A
-86.00000000
NC
-105801.49000000
-0.02554201806
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
EURO STOXX 50 Price EUR
SX5E
2023-09-18
-4055216.38000000
EUR
-105801.49000000
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BE7
20000.00000000
PA
USD
20356.25000000
0.004914294734
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.60000000
N
N
N
N
N
N
Axalta Coating System Ltd
529900AGLPA40GV6H619
Axalta Coating Systems, Ltd.
G0750C108
12551.00000000
NS
USD
411798.31000000
0.099414099684
Long
EC
CORP
US
N
1
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty, Inc.
222070203
30763.00000000
NS
USD
378077.27000000
0.091273350315
Long
EC
CORP
US
N
1
N
N
N
Adient Global Holdings Ltd
213800VA38VCKE6M8790
Adient Global Holdings, Ltd.
00687YAA3
49000.00000000
PA
USD
46547.83000000
0.011237322979
Long
DBT
CORP
JE
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corporation
023608AK8
45000.00000000
PA
USD
38534.81000000
0.009302863439
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2A0
89000.00000000
PA
USD
82889.50000000
0.020010730533
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
254900U9XW6S76H2P167
Roller Bearing Company of America, Inc.
775631AD6
65000.00000000
PA
USD
58234.02000000
0.014058539165
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Bio Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
114.00000000
NS
USD
43219.68000000
0.010433859176
Long
EC
CORP
US
N
1
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AW6
104000.00000000
PA
USD
97692.42000000
0.023584370660
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F052672
775000.00000000
PA
USD
771246.09000000
0.186190020236
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
5.50000000
N
N
N
N
N
N
Agiliti Inc
N/A
Agiliti, Inc.
00848J104
7646.00000000
NS
USD
126159.00000000
0.030456616983
Long
EC
CORP
US
N
1
N
N
N
Viper Energy Partners Lp
5299009LINL232255G03
Viper Energy Partners, LP
92763M105
865.00000000
NS
USD
23207.95000000
0.005602736579
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman CLO Ltd
549300UTI4Y2IA4RUP16
Neuberger Berman CLO, Ltd.
64129KBL0
350000.00000000
PA
USD
324193.45000000
0.078265012683
Long
ABS-O
CORP
KY
N
2
2029-10-15
Floating
8.26030000
N
N
N
N
N
N
Stevanato Group SpA
81560033F7E1CD477507
Stevanato Group SPA
T9224W109
4861.00000000
NS
USD
157399.18000000
0.037998450675
Long
EC
CORP
IT
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDG1
45000.00000000
PA
USD
40250.31000000
0.009717010083
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
Iron Mountain Inc New
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
80000.00000000
PA
USD
75568.42000000
0.018243315371
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
8068.00000000
NS
USD
1268128.24000000
0.306144596036
Long
EC
CORP
US
N
1
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364GAM5
34000.00000000
PA
USD
30535.45000000
0.007371701623
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
Global Pmts Inc
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAA0
17000.00000000
PA
USD
16123.27000000
0.003892391814
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
105000.00000000
PA
USD
87937.50000000
0.021229391133
Long
DBT
CORP
US
N
2
2026-02-18
Variable
3.87500000
N
N
N
N
N
N
Ncl Corporation Ltd
UNZWILHE4KMRP9K2L524
NCL Corporation, Ltd.
62886HAP6
32000.00000000
PA
USD
30792.98000000
0.007433873109
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.62500000
N
N
N
N
N
N
Crownrock L P Crownrock Finance Inc
N/A
CrownRock, LP/CrownRock Finance, Inc.
228701AF5
52000.00000000
PA
USD
51230.40000000
0.012367763462
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KPF52
1149888.08400000
PA
USD
1086324.60000000
0.262254553870
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
OneMain Finance Corporation
85172FAM1
64000.00000000
PA
USD
63368.42000000
0.015298057980
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
ON ASSIGNMENT INC
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
3924.00000000
NS
USD
296772.12000000
0.071645104908
Long
EC
CORP
US
N
1
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
1938.00000000
NS
USD
217908.72000000
0.052606333455
Long
EC
CORP
US
N
1
N
N
N
Pimco Dynamic Income Fd
F0MWMXS5YG3P711FB044
Pimco Dynamic Income Fund
72201Y101
3465.00000000
NS
USD
64968.75000000
0.015684400911
Long
RF
US
N
1
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873CAB0
200000.00000000
PA
USD
178747.52000000
0.043152250361
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
4.82620000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AT6
33000.00000000
PA
USD
29084.10000000
0.007021324630
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Company
277432100
3610.00000000
NS
USD
302229.20000000
0.072962523367
Long
EC
CORP
US
N
1
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games International, Inc.
80874DAA4
16000.00000000
PA
USD
14080.00000000
0.003399116726
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAM5
159000.00000000
PA
USD
141738.79000000
0.034217804823
Long
DBT
CORP
US
N
2
2027-01-28
Variable
1.12200000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJN1
19000.00000000
PA
USD
19137.47000000
0.004620063521
Long
DBT
CORP
US
N
2
2034-06-12
Variable
5.83600000
N
N
N
N
N
N
Mr Cooper Group Inc
549300KD8C6DPXYC2M26
Mr. Cooper Group, Inc.
62482R107
64.00000000
NS
USD
3240.96000000
0.000782414868
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P 500 Index
N/A
38.00000000
NC
USD
277211.10000000
0.066922790258
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
S&P 500 INDEX
SPX
2023-09-18
8250463.90000000
USD
277211.10000000
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage, Inc., Term Loan
N/A
127030.31000000
PA
USD
124140.37000000
0.029969290349
Long
DBT
CORP
US
N
2
2028-04-22
Floating
8.19810000
N
N
N
N
N
N
Spdr Series Tr
549300NCLW2248PN7J24
SPDR Bloomberg High Yield Bond ETF
78468R622
8521.00000000
NS
USD
784187.63000000
0.189314296165
Long
RF
US
N
1
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AA3
75000.00000000
PA
USD
23282.83000000
0.005620813700
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.37500000
N
N
N
N
N
N
ALLIANT ENERGY CORP
5493009ML300G373MZ12
Alliant Energy Corporation, Convertible
018802AB4
112000.00000000
PA
USD
111216.00000000
0.026849159508
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.87500000
N
N
N
N
Y
Alliant Energy Corp
Alliant Energy Corp
USD
XXXX
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
4788.00000000
NS
USD
150008.04000000
0.036214122010
Long
EC
CORP
US
N
1
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBB0
25000.00000000
PA
USD
13375.00000000
0.003228919475
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790RAB0
72000.00000000
PA
USD
71227.44000000
0.017195339680
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.37500000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte, Ltd.
716973AB8
55000.00000000
PA
USD
54334.58000000
0.013117157650
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.45000000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354NAC0
68000.00000000
PA
USD
64641.48000000
0.015605393175
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
28000.00000000
PA
USD
26903.81000000
0.006494970922
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
802.00000000
NS
USD
418443.50000000
0.101018345172
Long
EC
CORP
US
N
1
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807DK0
73000.00000000
PA
USD
62004.27000000
0.014968732335
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.65000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corporation
92933BAT1
17000.00000000
PA
USD
14695.90000000
0.003547803942
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health, Inc., Term Loan
N/A
98897.14000000
PA
USD
97012.16000000
0.023420146004
Long
DBT
CORP
US
N
2
2027-08-01
Floating
7.01026000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAB9
40000.00000000
PA
USD
34398.65000000
0.008304334274
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
Anheuser-Busch Inbev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AQ3
90000.00000000
PA
USD
89609.07000000
0.021632932436
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Allied UnIVersal Holdco Llc Allied UnIVersal Finance Corp
N/A
Allied Universal Holdco, LLC/Allied Universal Finance Corporation
019576AA5
35000.00000000
PA
USD
33213.02000000
0.008018105953
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
Lowes Cos Inc Discount Commercial Paper 4a2 Yrs 3&4
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661107
3263.00000000
NS
USD
736459.10000000
0.177791935038
Long
EC
CORP
US
N
1
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corporation, Term Loan
N/A
179093.12000000
PA
USD
177694.40000000
0.042898011880
Long
DBT
CORP
US
N
2
2027-12-15
Floating
8.20250000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599EC5
64000.00000000
PA
USD
65059.65000000
0.015706345493
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
JOHNSON CTLS INTL PLC
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
5278.00000000
NS
USD
359642.92000000
0.086823030185
Long
EC
CORP
IE
N
1
N
N
N
Arconic Inc
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
7988.00000000
NS
USD
395885.28000000
0.095572462862
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
46654VAB9
213897.39000000
PA
USD
167430.86000000
0.040420244090
Long
ABS-CBDO
CORP
US
N
2
2052-05-25
Variable
2.77400000
N
N
N
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert, LLC, Term Loan
N/A
149844.40000000
PA
USD
149376.89000000
0.036061753223
Long
DBT
CORP
US
N
2
2027-09-04
Floating
6.93370000
N
N
N
N
N
N
Eaton Vance Limited Duration Income Fd
NZ7KR43H6Z5W1GY0QX46
Eaton Vance Limited Duration Income Fund
27828H105
8342.00000000
NS
USD
78081.12000000
0.018849917686
Long
RF
US
N
1
N
N
N
Freeport Mcmoran Inc
2YD5STGSJNMUB7H76907
Mosaic Company
61945CAG8
87000.00000000
PA
USD
82839.26000000
0.019998601867
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
Golub Capital Bdc Inc
2549005WE0QLGK9APF78
Golub Capital BDC, Inc.
38173M102
524.00000000
NS
USD
7074.00000000
0.001707766457
Long
EC
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAT0
83000.00000000
PA
USD
80640.99000000
0.019467907526
Long
DBT
CORP
GB
N
2
2026-08-11
Variable
4.71600000
N
N
N
N
N
N
NOBLE FINANCE II LLC
N/A
Noble Finance II, LLC
65505PAA5
59000.00000000
PA
USD
59984.12000000
0.014481038752
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BH4
139000.00000000
PA
USD
127595.12000000
0.030803317232
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441C204
3621.00000000
NS
USD
324948.54000000
0.078447302388
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBS8
15000.00000000
PA
USD
13271.82000000
0.003204010323
Long
DBT
CORP
US
N
2
2033-02-14
Fixed
6.70000000
N
N
N
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
110000.00000000
PA
USD
95800.99000000
0.023127751956
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RGQ9
131000.00000000
PA
USD
124348.40000000
0.030019511816
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Hca Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
1342.00000000
NS
USD
407270.16000000
0.098320938433
Long
EC
CORP
US
N
1
N
N
N
J2 Global Inc
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123V102
4091.00000000
NS
USD
286615.46000000
0.069193139504
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc., Term Loan
N/A
285531.47000000
PA
USD
284977.54000000
0.068797721800
Long
DBT
CORP
US
N
2
2028-04-21
Floating
9.29190000
N
N
N
N
N
N
Ensemble Rcm Llc
254900PDXJVVI20WAQ37
Ensemble RCM, LLC, Term Loan
N/A
75000.00000000
PA
USD
74906.25000000
0.018083457905
Long
DBT
CORP
US
N
2
2026-08-01
Floating
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini Russell 2000 Index
N/A
-95.00000000
NC
USD
-10332.72000000
-0.00249446884
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
Russell 2000 Index
RTY
2023-09-18
-9032242.28000000
USD
-10332.72000000
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BG3
56000.00000000
PA
USD
51542.34000000
0.012443070314
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAP7
64000.00000000
PA
USD
62357.61000000
0.015054033749
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.95000000
N
N
N
N
N
N
Vanguard Scottsdale Fds
N/A
Vanguard Short-Term Corporate Bond ETF
92206C409
3800.00000000
NS
USD
287508.00000000
0.069408611637
Long
RF
US
N
1
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services, Inc., Term Loan
N/A
88653.00000000
PA
USD
88542.18000000
0.021375369677
Long
DBT
CORP
US
N
2
2030-06-13
Floating
7.71700000
N
N
N
N
N
N
PILOT TRAVEL CENTERS LLC
549300115UILLXNE1Z49
Pilot Travel Centers, LLC, Term Loan
N/A
209323.23000000
PA
USD
208799.92000000
0.050407336690
Long
DBT
CORP
US
N
2
2028-08-06
Floating
7.20250000
N
N
N
N
N
N
ALIXPARTNERS LLP
5493005G2MHUFTGARL57
AlixPartners, LLP, Term Loan
N/A
88322.33000000
PA
USD
88057.36000000
0.021258327079
Long
DBT
CORP
US
N
2
2028-02-04
Floating
7.69810000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967ND9
37000.00000000
PA
USD
34660.58000000
0.008367567985
Long
DBT
CORP
US
N
2
2025-11-03
Variable
1.28100000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06055HAB9
80000.00000000
PA
USD
78172.00000000
0.018871857440
Long
DBT
CORP
US
N
2
2027-04-27
Variable
6.12500000
N
N
N
N
N
N
Bpce Senior Non Preferred Medical Terminal Nts Book Entry Registered S
9695005MSX1OYEMGDF46
BPCE SA
05583JAG7
32000.00000000
PA
USD
30000.37000000
0.007242525530
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
2.37500000
N
N
N
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163AA1
45000.00000000
PA
USD
37299.60000000
0.009004665785
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust
12569CAC5
462692.74000000
PA
USD
445134.06000000
0.107461834444
Long
ABS-CBDO
CORP
US
N
2
2067-06-25
Variable
5.82000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
3137HAAG1
300000.00000000
PA
USD
293643.42000000
0.070889791236
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
4.20000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Company
254687FQ4
37000.00000000
PA
USD
34965.93000000
0.008441283915
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.80000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BK0
128000.00000000
PA
USD
104032.00000000
0.025114837451
Long
DBT
CORP
US
N
2
2026-06-01
Variable
4.00000000
N
N
N
N
N
N
Eagle Bancorp Inc Md
549300B47NZODRMG3D47
Eagle Bancorp, Inc.
268948106
145.00000000
NS
USD
3068.20000000
0.000740708092
Long
EC
CORP
US
N
1
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises, Ltd.
92676XAD9
113000.00000000
PA
USD
103860.56000000
0.025073449342
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corporation
680665AJ5
115000.00000000
PA
USD
109667.29000000
0.026475278395
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.12500000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AT1
55000.00000000
PA
USD
47749.38000000
0.011527394619
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.87500000
N
N
N
N
N
N
Energizer Holdings Inc New
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
35000.00000000
PA
USD
31206.00000000
0.007533582143
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
HOLLY NRG PRTNR/FIN CORP
N/A
Holly Energy Partners, LP/Holly Energy Finance Corporation
435765AJ1
42000.00000000
PA
USD
41488.59000000
0.010015948880
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.37500000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
1168.00000000
NS
USD
468239.52000000
0.113039828447
Long
EC
CORP
US
N
1
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
88000.00000000
PA
USD
78676.51000000
0.018993653490
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
0641593U8
45000.00000000
PA
USD
40069.99000000
0.009673478213
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
1.05000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EF6
67000.00000000
PA
USD
58262.70000000
0.014065462934
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
4.11000000
N
N
N
N
N
N
Eaton Corporation Plc
549300VDIGTMXUNT7H71
Eaton Corporation plc
G29183103
516.00000000
NS
USD
103767.60000000
0.025051007446
Long
EC
CORP
IE
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
36000.00000000
PA
USD
35142.31000000
0.008483864611
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBH7
89000.00000000
PA
USD
74736.95000000
0.018042586423
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.45000000
N
N
N
N
N
N
Laboratory Corporation America Hldgs
OZ7UA8IXAIFILY2VZH07
Laboratory Corporation of America Holdings
50540R409
2882.00000000
NS
USD
695513.06000000
0.167906965617
Long
EC
CORP
US
N
1
N
N
N
MH SUB I LLC
N/A
MH Sub I, LLC, Term Loan
N/A
201288.00000000
PA
USD
192833.90000000
0.046552907312
Long
DBT
CORP
US
N
2
2028-05-03
Floating
9.35250000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings, Inc., 5.250%
29452E200
2875.00000000
NS
USD
57471.25000000
0.013874395396
Long
EP
CORP
US
N
1
N
N
N
Tetra Tech Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
1372.00000000
NS
USD
284690.00000000
0.068728305463
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
134000.00000000
PA
USD
120746.16000000
0.029149878703
Long
DBT
CORP
US
N
2
2031-04-01
Variable
3.62200000
N
N
N
N
N
N
CONNECT FINCO SARL
2594001KNYIQ456J2792
Connect Finco SARL, Term Loan
N/A
76407.68000000
PA
USD
76288.48000000
0.018417148325
Long
DBT
CORP
US
N
2
2026-12-12
Floating
8.70000000
N
N
N
N
N
N
Charter Communications Operating Llc Charter Communications Operating Capital Corp
N/A
Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation
161175AY0
78000.00000000
PA
USD
76490.45000000
0.018465906820
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887CQ0
38000.00000000
PA
USD
37484.02000000
0.009049187454
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
4.69300000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBW0
45000.00000000
PA
USD
41317.48000000
0.009974640438
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ABCF8
474654.67000000
PA
USD
16447.40000000
0.003970641509
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
3.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX, LP
55336VBV1
20000.00000000
PA
USD
19157.69000000
0.004624944923
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.00000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
253.00000000
NS
USD
60082.44000000
0.014504774629
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, Inc.
74460D109
1500.00000000
NS
USD
437820.00000000
0.105696114011
Long
EC
CORP
US
N
1
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
623.00000000
NS
USD
235805.50000000
0.056926876370
Long
EC
CORP
US
N
1
N
N
N
Hughes Satellite System Corp
N/A
Hughes Satellite Systems Corporation
444454AF9
40000.00000000
PA
USD
37400.00000000
0.009028903805
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
Reinsurance Group America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AL3
64000.00000000
PA
USD
63841.74000000
0.015412324310
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AFXT6
208682.73200000
PA
USD
8433.31000000
0.002035923656
Long
ABS-CBDO
USGSE
US
N
2
2028-06-25
Fixed
2.50000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
44000.00000000
PA
USD
41705.80000000
0.010068386532
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92400000
N
N
N
N
N
N
Mitsubishi Ufj Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BS2
41000.00000000
PA
USD
37538.71000000
0.009062390416
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group, Inc.
02376RAE2
17000.00000000
PA
USD
16128.98000000
0.003893770291
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
N
Aercap Holdings N V
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
34000.00000000
PA
USD
32066.29000000
0.007741268657
Long
DBT
CORP
NL
N
2
2079-10-10
Variable
5.87500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Company
025816CS6
61000.00000000
PA
USD
55534.98000000
0.013406951664
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
Srm Escrow Issuer Llc
549300S7RFWHQFOIOY93
SRM Escrow Issuer, LLC
85236FAA1
135000.00000000
PA
USD
127310.91000000
0.030734704806
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
Quanta Svcs Inc
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
2480.00000000
NS
USD
487196.00000000
0.117616198351
Long
EC
CORP
US
N
1
N
N
N
Home Re Ltd
N/A
Home RE, Ltd.
43730GAB7
325000.00000000
PA
USD
329547.30000000
0.079557509919
Long
ABS-CBDO
CORP
US
N
2
2034-10-25
Floating
8.56650000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Mozart Debt Merger Sub, Inc.
62482BAB8
48000.00000000
PA
USD
41649.56000000
0.010054809378
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
GGAM FINANCE LTD
N/A
GGAM Finance, Ltd.
36170JAB2
57000.00000000
PA
USD
57213.75000000
0.013812231152
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.75000000
N
N
N
N
N
N
Western Asset High Income Opportunity Fund Inc
549300S7N70O2ERKYG47
Western Asset High Income Opportunity Fund, Inc.
95766K109
18141.00000000
NS
USD
68572.98000000
0.016554514440
Long
RF
US
N
1
N
N
N
Icahn Enterprises L P Icahn Enterprises Finance Corp
N/A
Icahn Enterprises, LP/Icahn Enterprises Finance Corporation
451102BQ9
70000.00000000
PA
USD
65072.25000000
0.015709387316
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.37500000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
121984.17000000
PA
USD
104011.02000000
0.025109772574
Long
DBT
CORP
US
N
2
2026-04-12
Floating
10.29910000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc., Convertible
09257WAE0
16000.00000000
PA
USD
13670.00000000
0.003300136765
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.50000000
N
N
N
N
Y
Blackstone Mortgage Trust Inc
Blackstone Mortgage Trust Inc
USD
XXXX
N
N
N
Schwab Charles Corporation New
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513105
4619.00000000
NS
USD
261804.92000000
0.063203514396
Long
EC
CORP
US
N
1
N
N
N
Caseys General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores, Inc.
147528103
1189.00000000
NS
USD
289973.32000000
0.070003775732
Long
EC
CORP
US
N
1
N
N
N
Western Alliance Bancorporation
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
11496.00000000
NS
USD
419259.12000000
0.101215247700
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XEH5
61000.00000000
PA
USD
60767.29000000
0.014670107377
Long
DBT
CORP
US
N
2
2028-06-23
Fixed
5.80000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corporation
513075BZ3
41000.00000000
PA
USD
34542.50000000
0.008339061756
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.62500000
N
N
N
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings, Inc., Convertible
55024UAB5
168000.00000000
PA
USD
177996.00000000
0.042970822506
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.25000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AD6
42000.00000000
PA
USD
37536.00000000
0.009061736182
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
LIVe Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc., Convertible
538034AU3
168000.00000000
PA
USD
178332.00000000
0.043051937791
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
3404.00000000
NS
USD
1338793.20000000
0.323204144866
Long
EC
CORP
US
N
1
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance, LLC
45344LAC7
28000.00000000
PA
USD
27166.72000000
0.006558441218
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.25000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings, LLC
70052LAC7
93000.00000000
PA
USD
80147.40000000
0.019348747723
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.87500000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
72000.00000000
PA
USD
59893.56000000
0.014459176251
Long
DBT
CORP
FR
N
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
Trust Financial Corp
549300DRQQI75D2JP341
Truist Financial Corporation
89832Q109
109.00000000
NS
USD
3308.15000000
0.000798635511
Long
EC
CORP
US
N
1
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos, LLC
857691AH2
53000.00000000
PA
USD
44652.50000000
0.010779762758
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
Cushman & Wakefield Plc
N/A
Cushman and Wakefield plc
G2717B108
29518.00000000
NS
USD
241457.24000000
0.058291288584
Long
EC
CORP
GB
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBM2
2830000.00000000
PA
USD
2739462.10000000
0.661345983401
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.12500000
N
N
N
N
N
N
PPM Clo, Ltd.
N/A
PPM CLO 6, Ltd.
69377WAE9
600000.00000000
PA
USD
599677.20000000
0.144770795535
Long
ABS-O
CORP
KY
N
2
2031-01-20
Floating
9.07450000
N
N
N
N
N
N
Forward Air Corp
N/A
Forward Air Corporation
349853101
5081.00000000
NS
USD
539144.91000000
0.130157420575
Long
EC
CORP
US
N
1
N
N
N
ALLEGIANT TRAVEL CO
549300JM9OZXOHWL2K18
Allegiant Travel Company
01748XAD4
46000.00000000
PA
USD
45830.26000000
0.011064091147
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.25000000
N
N
N
N
N
N
CRACKER BARREL OLD COUNT
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store, Inc., Convertible
22410JAB2
55000.00000000
PA
USD
46612.50000000
0.011252935257
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.62500000
N
N
N
N
Y
Cracker Barrel Old Country Store Inc
Cracker Barrel Old Country Store Inc
USD
XXXX
N
N
N
HARBOR FREIGHT TOOLS
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc., Term Loan
N/A
155204.08000000
PA
USD
152897.75000000
0.036911740021
Long
DBT
CORP
US
N
2
2027-10-19
Floating
7.96700000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BB2
53000.00000000
PA
USD
37074.87000000
0.008950412695
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CDJ7
715000.00000000
PA
USD
589567.77000000
0.142330232140
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
2051510.00000000
PA
USD
2051510.00000000
0.495264343466
Long
STIV
PF
US
N
2
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAH1
65000.00000000
PA
USD
59644.32000000
0.014399006091
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Agree Realty Corp
N/A
Agree Realty Corporation
008492100
3827.00000000
NS
USD
250247.53000000
0.060413392403
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch AlternatIVe Note Asset Trust Series 2007-Fi
N/A
Merrill Lynch Alternative Note Asset Trust
59023YAB0
249734.24700000
PA
USD
99945.29000000
0.024128246235
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Fixed
6.00000000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849AP1
45000.00000000
PA
USD
42918.61000000
0.010361176501
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
Everi Holdings Inc
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034T103
11676.00000000
NS
USD
168834.96000000
0.040759214246
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corporation
03027XBR0
44000.00000000
PA
USD
38708.08000000
0.009344693337
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BT8
28000.00000000
PA
USD
28359.63000000
0.006846427038
Long
DBT
CORP
LR
N
2
2030-01-15
Fixed
7.25000000
N
N
N
N
N
N
Gfl Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
102000.00000000
PA
USD
90778.42000000
0.021915230528
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corporation
670346105
4574.00000000
NS
USD
750044.52000000
0.181071652962
Long
EC
CORP
US
N
1
N
N
N
First Mid Bancshares Inc
N/A
First Mid-Illinois Bancshares, Inc.
320866106
148.00000000
NS
USD
3572.72000000
0.000862506556
Long
EC
CORP
US
N
1
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Laredo Petroleum, Inc.
516806AH9
99000.00000000
PA
USD
81675.00000000
0.019717532574
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBV6
112000.00000000
PA
USD
97760.96000000
0.023600917212
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ACZY0
601822.06500000
PA
USD
19833.47000000
0.004788088041
Long
ABS-CBDO
USGSE
US
N
2
2028-03-25
Fixed
3.00000000
N
N
N
N
N
N
Viavi Solutions Inc
5493006K3E3N1QOBF092
Viavi Solutions, Inc., Convertible
925550AB1
63000.00000000
PA
USD
62489.70000000
0.015085922195
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
1.00000000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Discount Notes
313588LW3
900000.00000000
PA
USD
890547.91000000
0.214991214262
Long
STIV
USGSE
US
N
2
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners, LLC
74143KAA6
316782.63800000
PA
USD
294739.38000000
0.071154371916
Long
ABS-O
CORP
US
N
2
2051-10-25
Variable
2.48700000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada, Term Loan
N/A
238354.22000000
PA
USD
238013.37000000
0.057459888291
Long
DBT
CORP
US
N
2
2028-08-11
Floating
8.83910000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2V4
41000.00000000
PA
USD
38267.33000000
0.009238289878
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52600000
N
N
N
N
N
N
Albertsons Cos Inc Safeway Inc New Albertsons L P Albertsons Llc
N/A
Albertsons Companies, Inc./Safeway, Inc.
013092AC5
94000.00000000
PA
USD
89065.39000000
0.021501680178
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCU8
42000.00000000
PA
USD
35381.35000000
0.008541572343
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300000
N
N
N
N
N
N
Cwmbs Inc
N/A
CHL Mortgage Pass-Through Trust
126694QG6
100191.18100000
PA
USD
95954.70000000
0.023164859785
Long
ABS-CBDO
CORP
US
N
2
2035-12-20
Variable
4.07270000
N
N
N
N
N
N
Southwest Airls Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BK3
42000.00000000
PA
USD
41674.35000000
0.010060794045
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92872VAA1
302628.91200000
PA
USD
274519.89000000
0.066273093033
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
2.11570000
N
N
N
N
N
N
Synchrony Finl
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
38000.00000000
PA
USD
36636.99000000
0.008844702096
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
United States Cellular Corp
549300B164AZXESI6E03
United States Cellular Corporation
911684AD0
60000.00000000
PA
USD
51583.80000000
0.012453079361
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.70000000
N
N
N
N
N
N
Heritage Financial Corporation Wash
N/A
Heritage Financial Corporation
42722X106
269.00000000
NS
USD
4349.73000000
0.001050088068
Long
EC
CORP
US
N
1
N
N
N
Titan Acquisition Limited Titan Co-Borrower Llc
N/A
Titan Acquisition, Ltd./Titan Co-Borrower, LLC
88827AAA1
30000.00000000
PA
USD
27225.00000000
0.006572510858
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BP9
58000.00000000
PA
USD
52069.50000000
0.012570334403
Long
DBT
CORP
US
N
2
2030-03-15
Variable
6.25000000
N
N
N
N
N
N
Comcast Corporation New
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030N101
26512.00000000
NS
USD
1101573.60000000
0.265935884194
Long
EC
CORP
US
N
1
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
46000.00000000
PA
USD
41040.73000000
0.009907828964
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
JANE STREET GROUP LLC
5493002N1IVX6KHGYO08
Jane Street Group, LLC, Term Loan
N/A
100229.00000000
PA
USD
99907.26000000
0.024119065240
Long
DBT
CORP
US
N
2
2028-01-26
Floating
7.96700000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors, Inc.
184496AQ0
116000.00000000
PA
USD
116726.16000000
0.028179392251
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.37500000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corporation
59001A102
748.00000000
NS
USD
106417.96000000
0.025690842887
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation, LLC
210385AC4
41000.00000000
PA
USD
41968.93000000
0.010131909940
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.80000000
N
N
N
N
N
N
SEDGWICK CMS INC
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc., Term Loan
N/A
87281.25000000
PA
USD
86667.66000000
0.020922833293
Long
DBT
CORP
US
N
2
2028-02-24
Floating
8.85250000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHQ5
179000.00000000
PA
USD
165728.83000000
0.040009349300
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.97400000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
55000.00000000
PA
USD
52255.81000000
0.012615312346
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
90000.00000000
PA
USD
80150.62000000
0.019349525077
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illumina, Inc.
45232TAA9
63000.00000000
PA
USD
54895.64000000
0.013252605692
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
Bloomin Brands Inc
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc., Convertible
094235AB4
26000.00000000
PA
USD
62383.75000000
0.015060344325
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
Y
Bloomin' Brands Inc
Bloomin' Brands Inc
USD
XXXX
N
N
N
AMERICAN INTERNATIONAL
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DS3
41000.00000000
PA
USD
40038.25000000
0.009665815716
Long
DBT
CORP
US
N
2
2033-03-27
Fixed
5.12500000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AR9
89000.00000000
PA
USD
85244.43000000
0.020579244877
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.20000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global, Inc., Convertible
19260QAB3
462000.00000000
PA
USD
347158.69000000
0.083809155539
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.50000000
N
N
N
N
Y
Coinbase Global Inc
Coinbase Global Inc
USD
XXXX
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAR9
90000.00000000
PA
USD
87744.24000000
0.021182735359
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.60000000
N
N
N
N
N
N
Genworth Mortgage Insurance Co
N/A
Genworth Mortgage Insurance Corporation
89600HAA7
122808.51000000
PA
USD
123056.10000000
0.029707531806
Long
ABS-CBDO
CORP
US
N
2
2034-02-25
Floating
6.96660000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
768.00000000
NS
USD
170511.36000000
0.041163921581
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Company
233331BJ5
42000.00000000
PA
USD
41081.54000000
0.009917681091
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U3D3
29000.00000000
PA
USD
28814.81000000
0.006956314108
Long
DBT
CORP
US
N
2
2034-04-24
Variable
5.38900000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBZ2
67000.00000000
PA
USD
53641.16000000
0.012949755979
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14200000
N
N
N
N
N
N
Societe Generale Medium Terminal Nts Book Entry 144a
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
39000.00000000
PA
USD
36907.68000000
0.008910050598
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
2.62500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74331UAC2
550000.00000000
PA
USD
500599.22000000
0.120851930545
Long
ABS-O
CORP
US
N
2
2039-04-17
Fixed
3.60000000
N
N
N
N
N
N
Paypal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAE3
45000.00000000
PA
USD
39903.64000000
0.009633318904
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140KYBS2
1847452.32100000
PA
USD
1515875.25000000
0.365954326553
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Regions Financial Corporation New
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAR1
84000.00000000
PA
USD
79510.11000000
0.019194896650
Long
DBT
CORP
US
N
2
2025-06-15
Variable
5.75000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAH5
24000.00000000
PA
USD
22746.54000000
0.005491345496
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
Energizer Holdings Inc New
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
85000.00000000
PA
USD
73244.50000000
0.017682287293
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKL2
42000.00000000
PA
USD
35915.22000000
0.008670456324
Long
DBT
CORP
US
N
2
2037-03-08
Variable
3.84600000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
42000.00000000
PA
USD
35424.06000000
0.008551883158
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AAQ32
179039.72500000
PA
USD
6534.66000000
0.001577561939
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
2.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BR2
71000.00000000
PA
USD
75644.25000000
0.018261621836
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
9.25000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Mozart Debt Merger Sub, Inc.
62482BAA0
89000.00000000
PA
USD
77346.62000000
0.018672598707
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBG9
22000.00000000
PA
USD
21128.80000000
0.005100799538
Long
DBT
CORP
US
N
2
2024-09-16
Variable
4.87500000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92872VAB9
200000.00000000
PA
USD
168641.46000000
0.040712500532
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
4.94860000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow, LLC/Hilton Grand Vacations Borrower Escrow, Inc.
43284MAA6
56000.00000000
PA
USD
49697.21000000
0.011997629103
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc., Term Loan
N/A
222461.83000000
PA
USD
212591.20000000
0.051322606809
Long
DBT
CORP
US
N
2
2028-04-12
Floating
8.49700000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CG3
63000.00000000
PA
USD
55775.03000000
0.013464903224
Long
DBT
CORP
GB
N
2
2028-01-12
Variable
2.60800000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc., Term Loan
N/A
188571.43000000
PA
USD
188069.83000000
0.045402791544
Long
DBT
CORP
US
N
2
2029-04-14
Floating
8.24760000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc., Convertible, 3.369%
15189T206
5600.00000000
NS
USD
203504.00000000
0.049128824598
Long
EP
CORP
US
N
2
N
N
N
Broadcom Corporation Broadcom Cayman Finance Ltd
N/A
Broadcom Corporation/Broadcom Cayman Finance, Ltd.
11134LAH2
67000.00000000
PA
USD
63890.58000000
0.015424114996
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
INTEGER HOLDINGS CORP
549300SUD2ED5XG6X569
Integer Holdings Corporation, Convertible
45826HAA7
240000.00000000
PA
USD
282720.00000000
0.068252718819
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.12500000
N
N
N
N
N
Integer Holdings Corp
Integer Holdings Corp
USD
XXXX
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP, Inc.
263534CQ0
33000.00000000
PA
USD
32398.83000000
0.007821548649
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
Hsbc Holdings Plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BT5
126000.00000000
PA
USD
118576.19000000
0.028626016393
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
4.58300000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings, LLC/CCO Holdings Capital Corporation
1248EPCS0
31000.00000000
PA
USD
29206.92000000
0.007050975163
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv plc
G6095L109
4238.00000000
NS
USD
432657.42000000
0.104449792134
Long
EC
CORP
JE
N
1
N
N
N
MERCK & CO INC NEW
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
10012.00000000
NS
USD
1155284.68000000
0.278902519879
Long
EC
CORP
US
N
1
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing SARL, LLC/Herbalife International, Inc.
40390DAC9
160000.00000000
PA
USD
114043.20000000
0.027531686696
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
Timken Co
B0I35MLPFXZSE70ASS73
Timken Company
887389104
5731.00000000
NS
USD
524558.43000000
0.126636032212
Long
EC
CORP
US
N
1
N
N
N
Schneider National Inc Wis
529900V6GZ6G6E3BLV72
Schneider National, Inc.
80689H102
6909.00000000
NS
USD
198426.48000000
0.047903037442
Long
EC
CORP
US
N
1
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AT2
161000.00000000
PA
USD
157055.50000000
0.037915481326
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
22000.00000000
PA
USD
821.26000000
0.000198264105
Long
DBT
CORP
CH
Y
2
2023-12-11
Variable
7.50000000
Y
Y
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corporation
87612EBJ4
82000.00000000
PA
USD
71011.95000000
0.017143317261
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
Zimmer Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
3111.00000000
NS
USD
452961.60000000
0.109351516414
Long
EC
CORP
US
N
1
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607H6M9
67000.00000000
PA
USD
64782.78000000
0.015639505049
Long
DBT
CORP
CA
N
2
2025-08-04
Fixed
3.94500000
N
N
N
N
N
N
Camden Property Tr
5493002MYX22OHYJBD89
Camden Property Trust
133131102
1483.00000000
NS
USD
161454.21000000
0.038977393878
Long
EC
CORP
US
N
1
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible
418751AG8
24000.00000000
PA
USD
22696.24000000
0.005479202344
Long
DBT
CORP
US
N
2
2025-05-01
None
0.00000000
N
N
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital Inc
Hannon Armstrong Sustainable Infrastructure Capital Inc
USD
XXXX
N
N
N
Froneri International Ltd
N/A
Froneri U.S., Inc., Term Loan
N/A
191519.17000000
PA
USD
190226.42000000
0.045923423727
Long
DBT
CORP
US
N
2
2027-01-31
Floating
7.45250000
N
N
N
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
1154.00000000
NS
USD
119104.34000000
0.028753519482
Long
EC
CORP
US
N
1
N
N
N
FELLS POINT FUNDING TR
N/A
Fells Point Funding Trust
314382AA0
100000.00000000
PA
USD
91928.88000000
0.022192968300
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corporation
68902VAH0
47000.00000000
PA
USD
44291.98000000
0.010692727988
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.05600000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384LR8
1100000.00000000
PA
USD
1089193.92000000
0.262947249439
Long
STIV
USGSE
US
N
2
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corporation
526057BV5
34000.00000000
PA
USD
33220.23000000
0.008019846552
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
4.75000000
N
N
N
N
N
N
Southern Co
549300FC3G3YU2FBZD92
Southern Company
842587DF1
35000.00000000
PA
USD
32368.70000000
0.007814274828
Long
DBT
CORP
US
N
2
2051-01-15
Variable
4.00000000
N
N
N
N
N
N
ALTERRA MOUNTAIN COMPANY
549300C5O4FSVNUEI843
Alterra Mountain Company, Term Loan
N/A
98250.00000000
PA
USD
97881.56000000
0.023630031806
Long
DBT
CORP
US
N
2
2028-08-17
Floating
8.69300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 40-Yr. Pass Through
3140FXUH3
991661.25800000
PA
USD
930715.29000000
0.224688203838
Long
ABS-MBS
USGSE
US
N
2
2061-12-01
Fixed
4.00000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAB8
22000.00000000
PA
USD
21563.76000000
0.005205805206
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.65000000
N
N
N
N
N
N
Suburban Propane Partners L P Suburban Energy Finance Corp
N/A
Suburban Propane Partners, LP/Suburban Energy Finance Corporation
864486AK1
65000.00000000
PA
USD
62801.39000000
0.015161168693
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas, LP/Ferrellgas Finance Corporation
315289AA6
48000.00000000
PA
USD
44644.46000000
0.010777821785
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II, LLC
55337PAA0
39000.00000000
PA
USD
32175.00000000
0.007767512832
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance plc/Vista Management Holding, Inc.
92840JAB5
75000.00000000
PA
USD
60392.40000000
0.014579603480
Long
DBT
CORP
XX
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XCJ2
64000.00000000
PA
USD
67935.49000000
0.016400615084
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
Kilroy Realty L P
5493008CT3N3JR7P1552
Kilroy Realty, LP
49427RAL6
90000.00000000
PA
USD
84299.01000000
0.020351006742
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.37500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KL2H9
1899449.64100000
PA
USD
1617699.26000000
0.390536123114
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities, LLC
12327FAA5
33485.85000000
PA
USD
31637.02000000
0.007637636638
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp, Inc.
204149108
656.00000000
NS
USD
23333.92000000
0.005633147569
Long
EC
CORP
US
N
1
N
N
N
Packaging Coordinators Midco Inc
549300SL20D7D39KSB12
Packaging Coordinators Midco, Inc., Term Loan
N/A
76608.14000000
PA
USD
75399.26000000
0.018202477688
Long
DBT
CORP
US
N
2
2027-11-30
Floating
9.00348000
N
N
N
N
N
N
Eqt Corp
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAF6
45000.00000000
PA
USD
41603.38000000
0.010043660855
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc.
665530AB7
57000.00000000
PA
USD
56002.50000000
0.013519817790
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
8.75000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc.
18972EAA3
10000.00000000
PA
USD
9536.99000000
0.002302368056
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.62500000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc.
18972EAB1
20000.00000000
PA
USD
17654.48000000
0.004262048172
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
WELLTOWER OP LLC
N/A
Welltower OP, LLC
95040QAN4
45000.00000000
PA
USD
37409.52000000
0.009031202071
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
114000.00000000
PA
USD
79321.43000000
0.019149346555
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
Stoneridge Inc
PNBCIH9LE7WI83VJIF08
Stoneridge, Inc.
86183P102
10658.00000000
NS
USD
200903.30000000
0.048500977804
Long
EC
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corporation
756109BP8
53000.00000000
PA
USD
53562.35000000
0.012930730099
Long
DBT
CORP
US
N
2
2032-10-13
Fixed
5.62500000
N
N
N
N
N
N
Mcneil Corp
549300EVR9D56WPSRP15
Pentair plc
G7S00T104
2532.00000000
NS
USD
163567.20000000
0.039487500387
Long
EC
CORP
IE
N
1
N
N
N
ARKO CORP
N/A
Arko Corporation
041242AA6
46000.00000000
PA
USD
37382.83000000
0.009024758717
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.12500000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Corporation
125523CL2
58000.00000000
PA
USD
49278.08000000
0.011896445027
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Amerisourcebergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corporation
03073E105
416.00000000
NS
USD
80050.88000000
0.019325446391
Long
EC
CORP
US
N
1
N
N
N
Pagaya AI Technology in Housin
N/A
Pagaya AI Technology in Housing Trust
69547NAB0
400000.00000000
PA
USD
375010.36000000
0.090532953648
Long
ABS-O
CORP
US
N
2
2025-08-25
Fixed
4.25000000
N
N
N
N
N
N
First Shs Inc
549300QF7B0DFZT32C73
Heartland Financial USA, Inc.
42234Q102
7093.00000000
NS
USD
197681.91000000
0.047723287418
Long
EC
CORP
US
N
1
N
N
N
First Foundation Inc
254900TQZQ6LBCK77E82
First Foundation, Inc.
32026V104
270.00000000
NS
USD
1071.90000000
0.000258772245
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Company
2572IBTT8CCZW6AU4141
Procter & Gamble Company
742718109
1688.00000000
NS
USD
256137.12000000
0.061835225065
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core International Equity Fund
N/A
3099796.90300000
NS
USD
30440005.59000000
7.348659954693
Long
RF
US
N
2
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33851MAA0
158966.96000000
PA
USD
136610.96000000
0.032979872101
Long
ABS-CBDO
CORP
US
N
2
2041-09-25
Variable
2.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corporation
084664DA6
128000.00000000
PA
USD
112641.87000000
0.027193385258
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NG2
78000.00000000
PA
USD
71778.83000000
0.017328453244
Long
DBT
CORP
US
N
2
2028-02-24
Variable
3.07000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCB4
41000.00000000
PA
USD
34420.69000000
0.008309655051
Long
DBT
CORP
US
N
2
2082-03-15
Variable
3.80000000
N
N
N
N
N
N
Cnh Industrial N V
549300WGC2HZ5J67V817
CNH Industrial NV
N20944109
24881.00000000
NS
USD
358286.40000000
0.086495546533
Long
EC
CORP
NL
N
1
N
N
N
Blackrock Enhanced Global DIVIId Tr
U48QD6ILUF60LKMSND68
BlackRock Enhanced Global Dividend Trust
092501105
8376.00000000
NS
USD
84346.32000000
0.020362428064
Long
RF
US
N
1
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV, LLC/SCIL USA Holdings, LLC
78397UAA8
76000.00000000
PA
USD
69284.74000000
0.016726343653
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBN4
60000.00000000
PA
USD
58836.50000000
0.014203986597
Long
DBT
CORP
CA
N
2
2083-01-15
Variable
7.37500000
N
N
N
N
N
N
Cedar Fair L P Canadas Wonderland Company Magnum Management Corporation Millennium Operations
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150190AE6
83000.00000000
PA
USD
75488.92000000
0.018224122915
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.
053773BF3
60000.00000000
PA
USD
55653.71000000
0.013435614812
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Company
040555DG6
37000.00000000
PA
USD
37026.76000000
0.008938798242
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.55000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan
N/A
82750.32000000
PA
USD
80971.19000000
0.019547622607
Long
DBT
CORP
US
N
2
2026-07-14
Floating
9.87970000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAE3
79000.00000000
PA
USD
78363.04000000
0.018917977274
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
Expeditors International Washington Inc
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
1341.00000000
NS
USD
162435.33000000
0.039214250512
Long
EC
CORP
US
N
1
N
N
N
MONDELEZ INTL INC
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207105
3704.00000000
NS
USD
270169.76000000
0.065222908399
Long
EC
CORP
US
N
1
N
N
N
Blackrock Enhanced International DIVidend Tr
N8Y5YESYCLFDXNNUQV93
BlackRock Enhanced International Dividend Trust
092524107
2050.00000000
NS
USD
11152.00000000
0.002692254952
Long
RF
US
N
1
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris, Inc., Term Loan
N/A
109268.92000000
PA
USD
109337.76000000
0.026395725062
Long
DBT
CORP
US
N
2
2029-07-06
Floating
7.95176200
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BY5
41000.00000000
PA
USD
39740.07000000
0.009593830728
Long
DBT
CORP
GB
N
2
2025-01-12
Variable
0.99100000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29273VAL4
53000.00000000
PA
USD
47170.84000000
0.011387726651
Long
DBT
CORP
US
N
2
2025-05-15
Variable
6.75000000
N
N
N
N
N
N
Mitsubishi Ufj Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BH6
67000.00000000
PA
USD
61180.16000000
0.014769780198
Long
DBT
CORP
JP
N
2
2029-03-07
Fixed
3.74100000
N
N
N
N
N
N
Calix Inc
5299002RQRZ4SXSCSJ58
Calix, Inc.
13100M509
1887.00000000
NS
USD
94180.17000000
0.022736462441
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 4.250%
06055H806
6175.00000000
NS
USD
115472.50000000
0.027876740498
Long
EP
CORP
US
N
1
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership, LP
46188BAA0
68000.00000000
PA
USD
52095.52000000
0.012576616009
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc., Convertible
30212PBE4
198000.00000000
PA
USD
173012.40000000
0.041767709003
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Expedia Group Inc
Expedia Group Inc
USD
XXXX
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAB9
26000.00000000
PA
USD
26358.80000000
0.006363397583
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corporation, Term Loan
N/A
115498.12000000
PA
USD
115065.00000000
0.027778364073
Long
DBT
CORP
US
N
2
2029-07-01
Floating
7.96697000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKK4
82000.00000000
PA
USD
68357.35000000
0.016502458222
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771T32
42000.00000000
PA
USD
41749.84000000
0.010079018429
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Nov Inc
549300EHF3IW1AR6U008
NOV, Inc.
62955J103
24101.00000000
NS
USD
386580.04000000
0.093326042626
Long
EC
CORP
US
N
1
N
N
N
Canpack S A Eastern Pennsylvania Land Investment Holding Llc
N/A
Canpack SA/Canpack US, LLC
13805AAA5
130000.00000000
PA
USD
118931.80000000
0.028711865818
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
3.12500000
N
N
N
N
N
N
Boeing Company Iam Commercial Paper 42
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CT0
113000.00000000
PA
USD
111394.18000000
0.026892174751
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Marriott International Inc New
225YDZ14ZO8E1TXUSU86
Marriott International, Inc./MD
571903BE2
67000.00000000
PA
USD
64151.23000000
0.015487039696
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Virtus Equity & Convertible In
549300E7CGC36IOELF91
Virtus Equity & Convertible Income Fund
92841M101
1125.00000000
NS
USD
23793.75000000
0.005744157217
Long
RF
US
N
1
N
N
N
Stars Group Holdings Bv
549300RNFXC8F8RT6R13
Stars Group Holdings BV, Term Loan
N/A
73439.39000000
PA
USD
73375.50000000
0.017713912598
Long
DBT
CORP
US
N
2
2026-07-21
Floating
7.75350000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust
69548JAA0
363150.95000000
PA
USD
363613.93000000
0.087781689739
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
7.55600000
N
N
N
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corporation, Convertible
57164YAE7
131000.00000000
PA
USD
123991.50000000
0.029933350967
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.25000000
N
N
N
N
Y
Marriott Vacations Worldwide Corp
Marriott Vacations Worldwide Corp
USD
XXXX
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust, Inc., Convertible
038923AZ1
66000.00000000
PA
USD
65406.00000000
0.015789959419
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
7.50000000
N
N
N
N
Y
Arbor Realty Trust Inc
Arbor Realty Trust Inc
USD
XXXX
N
N
N
Nissan Motor Company Ltd
353800DRBDH1LUTNAY26
Nissan Motor Company, Ltd.
654744AB7
30000.00000000
PA
USD
27909.41000000
0.006737737383
Long
DBT
CORP
JP
N
2
2025-09-17
Fixed
3.52200000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACZ6
73000.00000000
PA
USD
71836.60000000
0.017342399762
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.95000000
N
N
N
N
N
N
Aes Corp
2NUNNB7D43COUIRE5295
AES Corporation
00130HCC7
72000.00000000
PA
USD
64549.28000000
0.015583134754
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Numericable-Sfr S A
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
85000.00000000
PA
USD
73603.33000000
0.017768914072
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
1568.00000000
NS
USD
188552.00000000
0.045519194393
Long
EC
CORP
US
N
1
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership, LP
11120VAK9
73000.00000000
PA
USD
61321.46000000
0.014803892073
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International, Ltd., Term Loan
N/A
237499.67000000
PA
USD
237929.54000000
0.057439650510
Long
DBT
CORP
US
N
2
2030-06-20
Floating
9.32630000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust
12570DAC0
490444.86000000
PA
USD
486473.58000000
0.117441795659
Long
ABS-CBDO
CORP
US
N
2
2058-04-25
Variable
7.10000000
N
N
N
N
N
N
T-Mobile Usa Inc
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABB0
59000.00000000
PA
USD
56724.75000000
0.013694179442
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA, Inc., Term Loan
N/A
88810.00000000
PA
USD
88227.41000000
0.021299379622
Long
DBT
CORP
US
N
2
2030-05-24
Floating
9.05463000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
151.00000000
NS
USD
48507.24000000
0.011710353043
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BM4
67000.00000000
PA
USD
62918.23000000
0.015189375568
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.95000000
N
N
N
N
N
N
Bank America Corpo
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, Convertible, 7.250%
060505682
274.00000000
NS
USD
321078.68000000
0.077513061916
Long
EP
CORP
US
N
1
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group, Ltd.
55607PAF2
89000.00000000
PA
USD
77374.91000000
0.018679428324
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corporation
89788MAN2
74000.00000000
PA
USD
74030.72000000
0.017872092233
Long
DBT
CORP
US
N
2
2027-06-08
Variable
6.04700000
N
N
N
N
N
N
Csc Holdings Llc
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AZ0
88000.00000000
PA
USD
71107.14000000
0.017166297511
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
41000.00000000
PA
USD
37764.78000000
0.009116967001
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64500000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
Novelis Corporation
670001AE6
65000.00000000
PA
USD
57765.96000000
0.013945542675
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Fortress Transportation & Infrastructure Invs Llc
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAB7
65000.00000000
PA
USD
64035.63000000
0.015459132176
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Amr Corporation Del
N/A
American Airlines Group, Inc.
02376R102
5781.00000000
NS
USD
103711.14000000
0.025037377181
Long
EC
CORP
US
N
1
N
N
N
Biomarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc., Convertible
09061GAK7
225000.00000000
PA
USD
226193.60000000
0.054606423951
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corporation
92735LAA0
44000.00000000
PA
USD
43658.37000000
0.010539765321
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corporation
29082KAB1
23000.00000000
PA
USD
20611.69000000
0.004975961665
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.75000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
6101.00000000
NS
USD
633100.77000000
0.152839731320
Long
EC
CORP
US
N
1
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AT9
185000.00000000
PA
USD
223592.30000000
0.053978432307
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136BNTZ9
404696.92300000
PA
USD
390385.34000000
0.094244697376
Long
ABS-CBDO
USGSE
US
N
2
2052-06-25
Fixed
4.50000000
N
N
N
N
N
N
Chobani Llc Chobani Finance Corporation Inc
N/A
Chobani, LLC/Chobani Finance Corporation, Inc.
17027NAB8
71000.00000000
PA
USD
64610.00000000
0.015597793445
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.62500000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
80000.00000000
PA
USD
78206.40000000
0.018880162100
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Ard Finance S A
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
23000.00000000
PA
USD
18633.36000000
0.004498364037
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
NorthrIVer Midstream Finance Lp
549300SOLNLY3BL6GF18
Northriver Midstream Finance, LP
66679NAA8
29000.00000000
PA
USD
27039.51000000
0.006527730875
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967GD7
78000.00000000
PA
USD
78273.00000000
0.018896240308
Long
DBT
CORP
US
N
2
2023-10-30
Floating
9.34070000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
Willis North America, Inc.
970648AG6
90000.00000000
PA
USD
85830.92000000
0.020720832090
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Company
894164102
71.00000000
NS
USD
2864.14000000
0.000691445041
Long
EC
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
35000.00000000
PA
USD
28579.41000000
0.006899485125
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BF1
57000.00000000
PA
USD
53132.55000000
0.012826970130
Long
DBT
CORP
US
N
2
2027-09-15
Variable
6.20000000
N
N
N
N
N
N
RLG HOLDINGS LLC
254900Y6CDN3X5BPSO77
RLG Holdings, LLC, Term Loan
N/A
80317.78000000
PA
USD
76181.41000000
0.018391300070
Long
DBT
CORP
US
N
2
2028-07-08
Floating
9.46700000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232AF8
45000.00000000
PA
USD
41348.70000000
0.009982177400
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
3963.00000000
NS
USD
197555.55000000
0.047692782276
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
120000.00000000
PA
USD
111189.49000000
0.026842759608
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGR4
134000.00000000
PA
USD
124561.60000000
0.030070981396
Long
DBT
CORP
US
N
2
2028-07-21
Variable
3.59300000
N
N
N
N
N
N
Terraform Power Operating Llc
5493000S2OLR3UT5BE13
TerraForm Power Operating, LLC
88104LAE3
130000.00000000
PA
USD
119685.80000000
0.028893892381
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
Penske Truck Leasing Company L P Ptl Finance Corp
N/A
Penske Truck Leasing Company, LP/PTL Finance Corporation
709599BL7
35000.00000000
PA
USD
31129.00000000
0.007514993223
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
Usis Merger Subordinated Inc
2549006D7UF7072T7I27
USI, Inc./NY
91739VAA6
20000.00000000
PA
USD
19850.00000000
0.004792078623
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
PROGRESS SOFTWARE CORP
549300R65B3JG6972S24
Progress Software Corporation, Convertible
743312AB6
110000.00000000
PA
USD
120450.00000000
0.029078381373
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.00000000
N
N
N
N
Y
Progress Software Corp
Progress Software Corp
USD
XXXX
N
N
N
CoreVest American Finance Ltd
N/A
CAFL Issuer, LLC
12468RAA8
350000.00000000
PA
USD
319094.55000000
0.077034064084
Long
ABS-CBDO
CORP
US
N
2
2029-03-28
Fixed
2.23900000
N
N
N
N
N
N
Apple Incorporation
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DP2
114000.00000000
PA
USD
100020.05000000
0.024146294386
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
2.20000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA, LLC/Ashton Woods Finance Company
045086AP0
43000.00000000
PA
USD
36704.80000000
0.008861072416
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.62500000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC, Term Loan
N/A
48627.70000000
PA
USD
48283.42000000
0.011656319640
Long
DBT
CORP
US
N
2
2027-11-06
Floating
8.64700000
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC, Term Loan
N/A
250319.40000000
PA
USD
250091.61000000
0.060375751048
Long
DBT
CORP
US
N
2
2026-09-23
Floating
7.94300000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
1966.00000000
NS
USD
223868.42000000
0.054045091690
Long
EC
CORP
US
N
1
N
N
N
Bridgewater Bancshares Inc
5493001FLSBTVILKXZ71
Bridgewater Bancshares, Inc.
108621103
12709.00000000
NS
USD
125183.65000000
0.030221153311
Long
EC
CORP
US
N
1
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAA1
67000.00000000
PA
USD
58530.56000000
0.014130128232
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Imperial Brands Finance Plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAA1
34000.00000000
PA
USD
32849.40000000
0.007930322798
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.12500000
N
N
N
N
N
N
Panther Bf Aggregator 2 Lp Panther Finance Company Inc
N/A
Clarios Global, LP/Clarios US Finance Company, Inc.
69867DAC2
35000.00000000
PA
USD
35057.26000000
0.008463332305
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CX5
43000.00000000
PA
USD
44035.23000000
0.010630744805
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.75000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAB7
117000.00000000
PA
USD
117955.58000000
0.028476192115
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.37500000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation, Convertible
682189AT2
26000.00000000
PA
USD
29362.82000000
0.007088611690
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.50000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Company
025816DB2
22000.00000000
PA
USD
22526.58000000
0.005438243954
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
5.85000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation, 5.000%
14040H824
5525.00000000
NS
USD
107350.75000000
0.025916031956
Long
EP
CORP
US
N
1
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corporation
00912XBJ2
64000.00000000
PA
USD
53411.84000000
0.012894394797
Long
DBT
CORP
US
N
2
2026-06-15
Variable
4.65000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
55000.00000000
PA
USD
47514.50000000
0.011470691172
Long
DBT
CORP
US
N
2
2026-12-15
Variable
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
3132A9Q26
1299598.73200000
PA
USD
1207661.57000000
0.291547062698
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Commercial Credit Co
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
2012.00000000
NS
USD
92632.48000000
0.022362827571
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
84000.00000000
PA
USD
71715.00000000
0.017313043753
Long
DBT
CORP
US
N
2
2025-12-10
Variable
4.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
1282.00000000
NS
USD
365177.70000000
0.088159206554
Long
EC
CORP
US
N
1
N
N
N
Boeing Company Iam Commercial Paper 42
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023BX2
67000.00000000
PA
USD
60946.65000000
0.014713407489
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203BX8
67000.00000000
PA
USD
62759.44000000
0.015151041353
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc.
12597YAA7
90000.00000000
PA
USD
70650.00000000
0.017055937268
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
B A T International Finance Plc Discount Commercial Paper 42 Yrs 3&4
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
35000.00000000
PA
USD
31467.42000000
0.007596692732
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
Nvidia Corp
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066G104
5451.00000000
NS
USD
2305882.02000000
0.556673447727
Long
EC
CORP
US
N
1
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AT7
28000.00000000
PA
USD
23142.14000000
0.005586849088
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370DB3
65000.00000000
PA
USD
62995.14000000
0.015207942761
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities, LLC
12327AAA6
253609.10000000
PA
USD
242204.30000000
0.058471639730
Long
ABS-O
CORP
US
N
2
2037-06-15
Fixed
4.45500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3140QNPB2
2982319.55200000
PA
USD
2632034.91000000
0.635411497717
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJS9
70000.00000000
PA
USD
62493.54000000
0.015086849227
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBF1
45000.00000000
PA
USD
33470.26000000
0.008080207429
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89117F8Z5
32000.00000000
PA
USD
32508.16000000
0.007847942500
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.12500000
N
N
N
N
N
N
Iberiabank Lafayette La
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158AJ8
67000.00000000
PA
USD
58184.58000000
0.014046603630
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.75000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040H105
2634.00000000
NS
USD
288080.58000000
0.069546840775
Long
EC
CORP
US
N
1
N
N
N
JANUS HENDERSON GROUP PLC
2138009WPYMWJN3RVF44
Janus Henderson Group plc
G4474Y214
1130.00000000
NS
USD
30792.50000000
0.007433757230
Long
EC
CORP
JE
N
1
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corporation
87161C501
745.00000000
NS
USD
22536.25000000
0.005440578432
Long
EC
CORP
US
N
1
N
N
N
College Ave Student Loans
N/A
College Avenue Student Loans, LLC
194204AA1
91772.07000000
PA
USD
91643.44000000
0.022124058934
Long
ABS-O
CORP
US
N
2
2046-11-26
Floating
6.80040000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corporation
857477BU6
44000.00000000
PA
USD
41751.36000000
0.010079385379
Long
DBT
CORP
US
N
2
2033-05-13
Variable
4.42100000
N
N
N
N
N
N
Keybank National Association Cleveland Ohio Global Bank Subordinated Nts Book Entry 3a2
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland, OH
49327V2B9
67000.00000000
PA
USD
52428.84000000
0.012657084304
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
3.90000000
N
N
N
N
N
N
Maravai LifeSciences Holdings
N/A
Maravai LifeSciences Holdings, Inc.
56600D107
21208.00000000
NS
USD
263615.44000000
0.063640600250
Long
EC
CORP
US
N
1
N
N
N
Kbr Inc
254900OFQDXZRKRCV808
KBR, Inc., Convertible
48242WAB2
160000.00000000
PA
USD
409280.00000000
0.098806143033
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
2.50000000
N
N
N
N
Y
KBR Inc
KBR Inc
USD
XXXX
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAS5
31000.00000000
PA
USD
28698.10000000
0.006928138617
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAU2
40000.00000000
PA
USD
39419.97000000
0.009516553934
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.12500000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AK7
80000.00000000
PA
USD
72051.27000000
0.017394224221
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
Tallgrass Energy Partners Lp Tallgrass Energy Finance Corp
N/A
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation
87470LAD3
98000.00000000
PA
USD
89570.29000000
0.021623570380
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAK8
45000.00000000
PA
USD
37486.27000000
0.009049730637
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp, 4.000%
902973718
2850.00000000
NS
USD
47965.50000000
0.011579569130
Long
EP
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BL5
43000.00000000
PA
USD
43257.57000000
0.010443006373
Long
DBT
CORP
US
N
2
2053-03-01
Variable
6.75000000
N
N
N
N
N
N
Servicenow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
1278.00000000
NS
USD
718197.66000000
0.173383357896
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group, Inc.
750236AW1
45000.00000000
PA
USD
42439.50000000
0.010245512380
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
Jazz Invts I Ltd
N/A
Jazz Investments I, Ltd., Convertible
472145AF8
223000.00000000
PA
USD
226623.75000000
0.054710268415
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
2.00000000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
105000.00000000
PA
USD
98691.16000000
0.023825481018
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
Nexstar Broadcasting Inc
5493006PK6I4I2OOT688
Nexstar Media, Inc., Term Loan
N/A
163481.58000000
PA
USD
163188.95000000
0.039396185338
Long
DBT
CORP
US
N
2
2026-09-18
Floating
7.71700000
N
N
N
N
N
N
Blackrock Debt Strategies Fund Inc
Y02PFSGMGNYKWM70AJ95
BlackRock Debt Strategies Fund, Inc.
09255R202
2370.00000000
NS
USD
23202.30000000
0.005601372587
Long
RF
US
N
1
N
N
N
Open Text Holdings Inc
N/A
Open Text Corporation
683720AA4
80000.00000000
PA
USD
67744.33000000
0.016354466281
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Morgan Stanley Group Inc
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
3189.00000000
NS
USD
272340.60000000
0.065746980740
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVIII, Ltd.
55819BBA7
650000.00000000
PA
USD
620373.65000000
0.149767219497
Long
ABS-O
CORP
KY
N
2
2030-10-21
Floating
7.16140000
N
N
N
N
N
N
720 East CLO Ltd.
N/A
720 East CLO I, Ltd.
81785AAE8
500000.00000000
PA
USD
503901.50000000
0.121649148953
Long
ABS-O
CORP
KY
N
2
2036-01-20
Floating
8.82450000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV Financing, LLC, Term Loan
N/A
288352.57000000
PA
USD
281584.94000000
0.067978698831
Long
DBT
CORP
US
N
2
2027-08-02
Floating
10.21700000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods, Inc.
82873MAA1
96000.00000000
PA
USD
76916.61000000
0.018568788040
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
Ford Motor Credit Company Llc
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397XL2
190000.00000000
PA
USD
180196.27000000
0.043501999676
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAU5
45000.00000000
PA
USD
38267.55000000
0.009238342989
Long
DBT
CORP
BM
N
2
2028-01-26
Fixed
2.85000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
28000.00000000
PA
USD
27614.63000000
0.006666573205
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.12300000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corporation
552704AF5
74000.00000000
PA
USD
69590.75000000
0.016800218916
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Prime Security Svcs Borrower Llc Prime Finance Inc
N/A
Prime Security Services Borrower, LLC/Prime Finance, Inc.
74166MAC0
125000.00000000
PA
USD
122703.45000000
0.029622396968
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television, Inc.
389375AL0
105000.00000000
PA
USD
71203.65000000
0.017189596428
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DP2
60000.00000000
PA
USD
59945.97000000
0.014471828787
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corporation
131347CM6
56000.00000000
PA
USD
50698.55000000
0.012239367139
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
UnIVision Communications Inc
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
112000.00000000
PA
USD
108253.49000000
0.026133966518
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
5493005QMH1D47U26R45
AI Aqua Merger Sub, Inc., Term Loan
N/A
243395.58000000
PA
USD
238649.37000000
0.057613427939
Long
DBT
CORP
US
N
2
2028-07-30
Floating
8.89640000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive plc
47010BAM6
92000.00000000
PA
USD
78495.59000000
0.018949976771
Long
DBT
CORP
GB
N
2
2029-07-15
Fixed
5.50000000
N
N
N
N
N
N
SOTERA HEALTH HLDGS LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC, Term Loan
N/A
167500.00000000
PA
USD
164674.28000000
0.039754765597
Long
DBT
CORP
US
N
2
2026-12-11
Floating
8.02270000
N
N
N
N
N
N
Anheuser-Busch Inbev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AL4
82000.00000000
PA
USD
79294.05000000
0.019142736625
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
Regions Financial Corporation New
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAQ3
40000.00000000
PA
USD
36995.12000000
0.008931159886
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
2.25000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BU6
36000.00000000
PA
USD
36526.79000000
0.008818098214
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
10.50000000
N
N
N
N
N
N
Miller Inds Inc Tenn
549300F1O74SPUJ7UU94
Miller Industries, Inc.
600551204
5023.00000000
NS
USD
178165.81000000
0.043011817109
Long
EC
CORP
US
N
1
N
N
N
Natwest Group Plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BM2
67000.00000000
PA
USD
62892.01000000
0.015183045679
Long
DBT
CORP
GB
N
2
2029-11-01
Variable
3.75400000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36264YAE0
150000.00000000
PA
USD
128710.58000000
0.031072605495
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
6.79400000
N
N
N
N
N
N
Mkm XxII Corp
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc., Term Loan
N/A
125030.76000000
PA
USD
124835.71000000
0.030137155536
Long
DBT
CORP
US
N
2
2026-12-30
Floating
7.34190000
N
N
N
N
N
N
Cna Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corporation
126117AS9
40000.00000000
PA
USD
39320.58000000
0.009492559743
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
Ardagh Packaging Finance Plc Ardagh Holdings Usa Inc
N/A
Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.
03969AAR1
26000.00000000
PA
USD
22024.12000000
0.005316942804
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Great Southern Bancorp Inc
5493000ZL7DLNMN1AB26
Great Southern Bancorp, Inc.
390905107
516.00000000
NS
USD
26176.68000000
0.006319431167
Long
EC
CORP
US
N
1
N
N
N
Kinsale Capital Group Inc
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
2177.00000000
NS
USD
814633.40000000
0.196664347732
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
1566.00000000
NS
USD
227931.30000000
0.055025929997
Long
EC
CORP
US
N
1
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corporation
015857AH8
50000.00000000
PA
USD
39750.00000000
0.009596227974
Long
DBT
CORP
CA
N
2
2082-01-18
Variable
4.75000000
N
N
N
N
N
N
Pnc Bank National Association Wilmington Del
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
45000.00000000
PA
USD
37603.47000000
0.009078024421
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.70000000
N
N
N
N
N
N
Quicken Lns Llcquicken Lns Co-Issuer Inc
N/A
Quicken Loans, LLC
74841CAB7
24000.00000000
PA
USD
19460.58000000
0.004698066973
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating, LLC, Convertible
15136AAA0
38000.00000000
PA
USD
72921.20000000
0.017604237972
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.25000000
N
N
N
N
Y
Permian Resources Corp
Permian Resources Corp
USD
XXXX
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
56000.00000000
PA
USD
46251.13000000
0.011165695284
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
National Rural Utils CooperatIVe Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
63743HFE7
75000.00000000
PA
USD
72148.51000000
0.017417699371
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.45000000
N
N
N
N
N
N
Hsbc Holdings Plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
65000.00000000
PA
USD
63731.67000000
0.015385751812
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
3.80300000
N
N
N
N
N
N
2023-07-27
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Treasurer and Principal Accounting Officer