0001752724-24-042433.txt : 20240227 0001752724-24-042433.hdr.sgml : 20240227 20240227123708 ACCESSION NUMBER: 0001752724-24-042433 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231229 FILED AS OF DATE: 20240227 DATE AS OF CHANGE: 20240227 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: THRIVENT SERIES FUND INC CENTRAL INDEX KEY: 0000790166 ORGANIZATION NAME: IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04603 FILM NUMBER: 24684258 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 2023-12-29 N 425344067.23 11160800.46 414183266.77 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8197966.85000000 0.00000000 0.00000000 0.00 USD N 10% 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, 35% S&P 1500 Composite Index MXWD, LUMSTRUU, LF89TRUU, LEVLOAN, SPR SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 Suncor Energy, Inc. 867229AC0 40000.00000000 PA USD 44593.16000000 0.010766528630 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 84086.36000000 0.020301727941 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 31973.17000000 0.007719570674 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 27140.12000000 0.006552683842 Long DBT CORP US N 2 2026-03-30 Fixed 5.50000000 N N N N N N Ishares Tr 549300FYCXFXG8POR355 iShares iBoxx $ Investment Grade Corporate Bond ETF 464287242 11383.00000000 NS USD 1259642.78000000 0.304126912181 Long RF US N 1 N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 Automatic Data Processing, Inc. 053015103 1447.00000000 NS USD 337107.59000000 0.081390924512 Long EC CORP US N 1 N N N DISH DBS CORP N/A DISH DBS Corporation 25470XBD6 39000.00000000 PA USD 20100.21000000 0.004852974905 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967NB3 38000.00000000 PA USD 32612.98000000 0.007874045770 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 2500.00000000 NS USD 257600.00000000 0.062194690289 Long EC CORP US N 1 N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 Blue Owl Credit Income Corporation 69120VAF8 62000.00000000 PA USD 58563.50000000 0.014139513760 Long DBT CORP US N 2 2027-02-08 Fixed 4.70000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271109 2528.00000000 NS USD 320474.56000000 0.077375062131 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 68336.79000000 0.016499167272 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 3358.00000000 NS USD 145535.72000000 0.035138000898 Long EC CORP US N 1 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 036752AV5 79000.00000000 PA USD 79552.07000000 0.019206973429 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 887976.56000000 0.214392186078 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 137977.02000000 0.033313035815 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N Mfrs & Traders Trust Company Bank Note Program WWB2V0FCW3A0EE3ZJN75 Manufacturers & Traders Trust Company 55279HAW0 83000.00000000 PA USD 80633.10000000 0.019467976248 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 49062.50000000 0.011845601678 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 136000.00000000 PA USD 146200.00000000 0.035298384007 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 N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corporation 88033GDK3 71000.00000000 PA USD 70799.07000000 0.017093657730 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 62000.00000000 PA USD 57405.78000000 0.013859994984 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N Chs Community Health System Inc 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBG4 64000.00000000 PA USD 59464.50000000 0.014357050313 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N Houlihan Lokey Inc 549300S3CNGTQ1QZVY46 Houlihan Lokey, Inc. 441593100 2859.00000000 NS USD 342822.69000000 0.082770772627 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 1473771.48000000 0.355825934614 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 20346.35000000 0.004912402704 Long DBT CORP US N 2 2030-04-01 Fixed 2.85000000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 Triumph Group, Inc. 896818AU5 75000.00000000 PA USD 79750.88000000 0.019254973920 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 N N N N N N Nuveen Credit Strategies Income Fd W4CSTD4RDGQSJ4FOVO30 Nuveen Credit Strategies Income Fund 67073D102 18550.00000000 NS USD 96831.00000000 0.023378781271 Long RF US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 Pfizer, Inc. 717081103 9649.00000000 NS USD 277794.71000000 0.067070481182 Long EC CORP US N 1 N N N Gci Llc 549300N3IE9H88Q20221 GCI, LLC 36166TAB6 74000.00000000 PA USD 67894.13000000 0.016392291878 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N Omega Healthcare Invs Inc 549300OJ7ENK42CZ8E73 Omega Healthcare Investors, Inc. 681936BK5 46000.00000000 PA USD 44219.06000000 0.010676206295 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 82867.78000000 0.020007515186 Long DBT CORP US N 2 2029-03-01 Fixed 6.87500000 N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833100 16598.00000000 NS USD 3195612.94000000 0.771545640875 Long EC CORP US N 1 N N N Ivanhoe Mines Ltd. 5299006XZISURYIA4G32 Ivanhoe Mines, Ltd. 46579R955 17097.00000000 NS 165802.38000000 0.040031163328 Long EC CORP CA N 2 N N N Emerald Holding Inc N/A Emerald Holding, Inc. 29103W104 625.00000000 NS USD 3737.50000000 0.000902378318 Long EC CORP US N 1 N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 48128BAN1 40000.00000000 PA USD 36605.36000000 0.008837962065 Long DBT CORP US N 2 2026-06-01 Variable 3.65000000 N N N N N N BLUE OWL CAPITAL CORP II 549300MMNWZO5XKDDX47 Blue Owl Capital Corporation II 69121DAB6 40000.00000000 PA USD 41209.70000000 0.009949629380 Long DBT CORP US N 2 2026-11-15 Fixed 8.45000000 N N N N N N Skyline Champion Corp N/A Skyline Champion Corporation 830830105 5055.00000000 NS USD 375384.30000000 0.090632415676 Long EC CORP US N 1 N N N Chevron Corporation New N/A Chevron Corporation 166764100 274.00000000 NS USD 40869.84000000 0.009867573916 Long EC CORP US N 1 N N N Callaway Golf Co 5493005UB0KFRKBPCU72 Topgolf Callaway Brands Corporation, Convertible 131193AE4 68000.00000000 PA USD 72624.00000000 0.017534267032 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 522677.18000000 PA USD 517736.31000000 0.125001744768 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 56085.06000000 0.013541121648 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 355183.18000000 PA USD 353125.32000000 0.085258229467 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 19572.00000000 NS USD 222729.36000000 0.053775557312 Long EC CORP US N 1 N N N Ally Financial Inc 549300JBN1OSM8YNAI90 Ally Financial, Inc. 36186CBY8 45000.00000000 PA USD 49297.50000000 0.011902339846 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N DIAMOND FRGN/DIAMOND FIN N/A Diamond Foreign Asset Company/Diamond Finance, LLC 25260WAD3 22000.00000000 PA USD 22497.24000000 0.005431711468 Long DBT CORP KY N 2 2030-10-01 Fixed 8.50000000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 Synovus Bank 87164DVJ6 40000.00000000 PA USD 38431.87000000 0.009278952841 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 42790.67000000 0.010331337220 Long DBT CORP US N 2 2029-02-15 Fixed 4.57200000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 3155.00000000 NS USD 494514.70000000 0.119395142120 Long EC CORP US N 1 N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 Corebridge Financial, Inc. 21871XAS8 48000.00000000 PA USD 49063.91000000 0.011845942107 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Bnp Paribas Medium Terminal Nts Book Entry 3a2 R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2J2 67000.00000000 PA USD 65285.26000000 0.015762408874 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 56470.70000000 0.013634230190 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 56706.80000000 0.013691233941 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 29713.81000000 0.007174073021 Long DBT CORP US N 2 2026-10-24 Variable 1.19700000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 AmWINS Group, Inc. 031921AB5 53000.00000000 PA USD 48401.39000000 0.011685983931 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140QPX44 1193608.72400000 PA USD 1162717.32000000 0.280725324580 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Aberdeen Asia-Pacific Income Fund Inc 549300J666ZH67203572 Aberdeen Asia-Pacific Income Fund, Inc. 003009107 24445.00000000 NS USD 66245.95000000 0.015994356922 Long RF US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corporation 68389XCH6 43000.00000000 PA USD 46257.37000000 0.011168333853 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 350292.95000000 0.084574384844 Long ABS-O CORP XX N 2 2034-04-21 Floating 9.11190000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 Owens-Brockway Glass Container, Inc. 69073TAT0 46000.00000000 PA USD 46005.76000000 0.011107585383 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 43907.05000000 0.010600874907 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Msci Inc 549300HTIN2PD78UB763 MSCI, Inc. 55354G100 405.00000000 NS USD 229088.25000000 0.055310841451 Long EC CORP US N 1 N N N Hess Midstream Operations Lp N/A Hess Midstream Operations, LP 428102AC1 54000.00000000 PA USD 53604.72000000 0.012942270801 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 2923.00000000 0.000705726241 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 42380.59000000 0.010232327908 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 4127.00000000 NS USD 608361.07000000 0.146882097566 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 Ovintiv, Inc. 69047QAC6 41000.00000000 PA USD 42384.54000000 0.010233281593 Long DBT CORP US N 2 2033-07-15 Fixed 6.25000000 N N N N N N Metlife Inc C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156RCA4 84000.00000000 PA USD 79514.26000000 0.019197844620 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 34833.04000000 0.008410054870 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 37604.36000000 0.009079159641 Long DBT CORP GB N 2 2027-05-24 Variable 1.58900000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage, 4.625% 74460W552 1300.00000000 NS USD 27807.00000000 0.006713694692 Long EP CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corporation 594918104 15208.00000000 NS USD 5718816.32000000 1.380745379840 Long EC CORP US N 1 N N N NBN CO LTD 2549007CRZ2NT7S96A24 NBN Company, Ltd. 62878U2B7 82000.00000000 PA USD 70313.01000000 0.016976303883 Long DBT NUSS AU N 2 2031-05-05 Fixed 2.62500000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313384TT6 100000.00000000 PA USD 99096.13000000 0.023925672027 Long STIV USGSE US N 2 N N N Aviation Capital Group Corp 549300ODEK8HY3445C77 Aviation Capital Group, LLC 05367AAH6 48000.00000000 PA USD 47043.48000000 0.011358131478 Long DBT CORP US N 2 2025-10-01 Fixed 4.87500000 N N N N N N Morgan Stanley Group Inc IGJSJL3JD5P30I6NJZ34 Morgan Stanley, 7.125% 61762V200 3100.00000000 NS USD 77779.00000000 0.018778885155 Long EP CORP US N 1 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing, Inc. 527298BR3 100000.00000000 PA USD 49500.00000000 0.011951231247 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 5183.00000000 NS USD 235049.05000000 0.056750011132 Long EC CORP US N 1 N N N CASTLELAKE AVIATION FIN 2138006F7SMD1COVC345 Castlelake Aviation Finance DAC 14856HAA6 29000.00000000 PA USD 27148.87000000 0.006554796433 Long DBT CORP IE N 2 2027-04-15 Fixed 5.00000000 N N N 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 58384.56000000 0.014096310663 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 125323.44000000 0.030257967922 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 47907.35000000 0.011566703400 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 83644.00000000 0.020194924979 Long EP CORP US N 1 N N N VMWARE LLC 549300BUDHS3LRWBE814 VMware, LLC 928563AL9 56000.00000000 PA USD 46402.29000000 0.011203323196 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N Bank5 N/A BANK5 2023-5YR1 06644EAM0 475000.00000000 PA USD 484217.33000000 0.116908955249 Long ABS-MBS CORP US N 2 2056-04-15 Variable 6.41113000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 Salesforce, Inc. 79466L302 3558.00000000 NS USD 936252.12000000 0.226047789738 Long EC CORP US N 1 N N N Procter & Gamble Company 2572IBTT8CCZW6AU4141 Procter & Gamble Company 742718FM6 37000.00000000 PA USD 30649.44000000 0.007399970606 Long DBT CORP US N 2 2030-10-29 Fixed 1.20000000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 Bread Financial Holdings, Inc. 018581AP3 34000.00000000 PA USD 35246.95000000 0.008509988893 Long DBT CORP US N 2 2029-03-15 Fixed 9.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140XBZC7 2069348.11800000 PA USD 1780378.16000000 0.429852749456 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 36595.73000000 0.008835637008 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 40000.00000000 PA USD 38971.65000000 0.009409276792 Long DBT CORP AU N 2 2025-05-12 Variable 5.87500000 N N N N N Vericrest Opportunity Loan Transferee N/A Vericrest Opportunity Loan Transferee 92873AAB4 250000.00000000 PA USD 214054.53000000 0.051681114900 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 86431.57000000 0.020867953134 Long DBT CORP GB N 2 2030-03-22 Variable 4.87500000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 goeasy, Ltd. 380355AH0 45000.00000000 PA USD 48058.65000000 0.011603233123 Long DBT CORP CA N 2 2028-12-01 Fixed 9.25000000 N N N N N N MARRIOTT VACATION WORLDW 549300WA6BT5H4F7IO94 Marriott Vacations Worldwide Corporation, Convertible 57164YAF4 131000.00000000 PA USD 115869.50000000 0.027975417960 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 Rolls-Royce Plc X57JK1U580XATGR67572 Rolls-Royce plc 77578JAC2 40000.00000000 PA USD 40068.72000000 0.009674152293 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75000000 N N N N N N Unitedhealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324P102 1805.00000000 NS USD 950278.35000000 0.229434268895 Long EC CORP US N 1 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corporation, Ltd. 62886HBE0 73000.00000000 PA USD 72369.82000000 0.017472898063 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Company 382550BN0 45000.00000000 PA USD 42517.17000000 0.010265303649 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Enphase Energy Inc 5493008U7KIGMI59Z314 Enphase Energy, Inc. 29355A107 1698.00000000 NS USD 224373.72000000 0.054172569971 Long EC CORP US N 1 N N N Nvr Inc 529900RWXR4JI3JYTV70 NVR, Inc. 62944T105 94.00000000 NS USD 658042.30000000 0.158877084806 Long EC CORP US N 1 N N N CHNGE Mortgage Trust N/A CHNGE Mortgage Trust 17030AAA3 365520.13000000 PA USD 368294.10000000 0.088920564771 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 69974.25000000 0.016894514002 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 83148.34000000 0.020075253316 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 475551.65000000 PA USD 473721.82000000 0.114374929652 Long ABS-CBDO CORP US N 2 2057-10-25 Variable 6.00000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 Tesla, Inc. 88160R101 5324.00000000 NS USD 1322907.52000000 0.319401488697 Long EC CORP US N 1 N N N Nextera Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KBR0 45000.00000000 PA USD 38494.28000000 0.009294021050 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 107178.97000000 0.025877184956 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 4471.00000000 NS USD 353030.16000000 0.085235254131 Long EC CORP US N 1 N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 Apache Corporation 037411BE4 61000.00000000 PA USD 57760.29000000 0.013945587529 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N United Sts Lime & Minerals Inc 549300VGDEEG8RT7VC89 United States Lime & Minerals, Inc. 911922102 1393.00000000 NS USD 320877.55000000 0.077472359639 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140X9SV8 1273078.06900000 PA USD 1092011.42000000 0.263654161723 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 386.00000000 NS USD 224381.80000000 0.054174520798 Long EC CORP US N 1 N N N Morgan Stanley & Co N/A CBOT U.S. Long Bond N/A 24.00000000 NC USD 241056.72000000 0.058200497060 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Long United States Department of The Treasury United States Treasury Note/Bond 2024-03-20 2757443.28000000 USD 241056.72000000 N N N Pebblebrook Hotel Tr 5493004Q1NNH6JXCSI52 Pebblebrook Hotel Trust, Convertible 70509VAA8 248000.00000000 PA USD 220868.80000000 0.053326345538 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 1749.00000000 NS USD 21302.82000000 0.005143331879 Long RF US N 1 N N N Lifepoint Health Inc N/A RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc. 53219LAR0 35000.00000000 PA USD 34722.81000000 0.008383441047 Long DBT CORP US N 2 2026-12-01 Fixed 9.75000000 N N N N N N Banc America Mortgage Secs Inc N/A Banc of America Mortgage Securities Trust 05949CGB6 78516.70900000 PA USD 71511.39000000 0.017265639570 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 5.50214000 N N N N N N Nextera Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KBS8 60000.00000000 PA USD 60567.65000000 0.014623393762 Long DBT CORP US N 2 2025-09-01 Fixed 5.74900000 N N N N N N 1375209 BC LTD N/A 1375209 B.C., Ltd. 68251PAA5 27000.00000000 PA USD 26327.70000000 0.006356533957 Long DBT CORP CA N 2 2028-01-30 Fixed 9.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136AAKZ7 420559.11000000 PA USD 14078.34000000 0.003399060543 Long ABS-CBDO USGSE US N 2 2027-12-25 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PBT2 190000.00000000 PA USD 175946.08000000 0.042480248265 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 423011.00000000 0.102131359216 Long ABS-O CORP KY N 2 2029-12-29 Floating 8.17740000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings, Inc. 55903VAZ6 42000.00000000 PA USD 41088.58000000 0.009920386287 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 549.00000000 NS USD 15827.67000000 0.003821417056 Long RF US N 1 N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 CNX Resources Corporation 12653CAJ7 33000.00000000 PA USD 31634.88000000 0.007637894270 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N BROOKFIELD PPTY REIT INC N/A Brookfield Property REIT, Inc./BPR Cumulus, LLC/BPR Nimbus, LLC/GGSI Sellco, LLC 11284DAC9 19000.00000000 PA USD 17100.00000000 0.004128607158 Long DBT CORP US N 2 2027-04-01 Fixed 4.50000000 N N N N N N Dropbox Inc 549300JCDF7UAR6TJR51 Dropbox, Inc. 26210C104 18599.00000000 NS USD 548298.52000000 0.132380654649 Long EC CORP US N 1 N N N Morgan Stanley & Co N/A CME Euro Foreign Exchange Currency N/A -31.00000000 NC USD -103889.35000000 -0.02508294234 N/A DFE CORP US N 1 Morgan Stanley & Company N/A Short N/A Spot Exchange Rate between US Dollar and Euro 2024-03-19 -4187673.15000000 USD -103889.35000000 N N N CLARIOS GLOBAL LP/US FIN N/A Clarios Global, LP/Clarios US Finance Company, Inc. 18060TAC9 100000.00000000 PA USD 102021.50000000 0.024631970479 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 6577.00000000 NS USD 243085.92000000 0.058690425109 Long EC CORP US N 1 N N N Nustar Logistics L P N62BF2PKP51FIIOIUN20 Nustar Logistics, LP, 12.389% 67059T204 1536.00000000 NS USD 39751.68000000 0.009597606467 Long EP CORP US N 1 N N N Sony Corp 529900R5WX9N2OI2N910 Sony Group Corporation ADR 835699307 4220.00000000 NS USD 399591.80000000 0.096477050634 Long EC CORP JP N 1 N N N Lilly Eli & Co FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Company 532457108 226.00000000 NS USD 131739.92000000 0.031807156534 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 40-Yr. Pass Through 3140FXVK5 2303536.01400000 PA USD 1903271.71000000 0.459524047130 Long ABS-MBS USGSE US N 2 2062-03-01 Fixed 2.50000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 RTX Corporation 75513ECU3 61000.00000000 PA USD 63760.22000000 0.015394204719 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N First Trust High Income Long Short Fd JUEVI6DHENZLPUBV7E49 First Trust High Income Long/Short Fund 33738E109 6449.00000000 NS USD 77968.41000000 0.018824616119 Long RF US N 1 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FirstEnergy Corporation, Convertible 337932AQ0 295000.00000000 PA USD 292197.50000000 0.070547876614 Long DBT CORP US N 2 2026-05-01 Fixed 4.00000000 N N N N Y FirstEnergy Corp FirstEnergy Corp USD XXXX N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation - REMIC 3137H8JT9 623211.61500000 PA USD 604304.00000000 0.145902562581 Long ABS-CBDO USGSE US N 2 2051-01-25 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through 3132E0CJ9 317065.72900000 PA USD 316107.28000000 0.076320630349 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 48128BAG6 73000.00000000 PA USD 70395.36000000 0.016996186386 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 59849.92000000 0.014450105738 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 64840.13000000 0.015654937126 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 37960.12000000 0.009165053985 Long DBT CORP US N 2 2028-09-15 Fixed 5.05000000 N N N N N N Morgan Stanley & Co N/A CME E-mini S&P 500 Index N/A 39.00000000 NC USD 335138.25000000 0.080915449002 N/A DE CORP US N 1 Morgan Stanley & Company N/A Long S&P 500 INDEX SPX 2024-03-18 9063861.75000000 USD 335138.25000000 N N N Hometrust Bancshares Inc N/A Hometrust Bancshares, Inc. 437872104 547.00000000 NS USD 14725.24000000 0.003555247442 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140XJYU1 3470716.94100000 PA USD 3382172.39000000 0.816588370741 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 116777.43000000 0.028194627685 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773DB3 84000.00000000 PA USD 77914.87000000 0.018811689474 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 37157.49000000 0.008971267789 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company, 4.750% 94988U151 2400.00000000 NS USD 47832.00000000 0.011548510970 Long EP CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140QKC97 1704384.42400000 PA USD 1510906.71000000 0.364791827970 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 51557.95000000 0.012448100668 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 50000.00000000 PA USD 52202.95000000 0.012603828833 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 1005762.80200000 PA USD 922824.72000000 0.222805891507 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy, Inc., Convertible 15189TBC0 163000.00000000 PA USD 163733.50000000 0.039531654978 Long DBT CORP US N 2 2026-08-15 Fixed 4.25000000 N N N N Y CenterPoint Energy Inc CenterPoint Energy Inc USD XXXX N N N GREENBRIER COS INC 5493001GAGGFR30BP390 Greenbrier Companies, Inc., Convertible 393657AM3 115000.00000000 PA USD 112815.00000000 0.027237942488 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 89880.12000000 0.021700567649 Long DBT CORP US N 2 2028-03-15 Fixed 5.87500000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 Bread Financial Holdings, Inc., Convertible 018581AM0 58000.00000000 PA USD 61555.40000000 0.014861875150 Long DBT CORP US N 2 2028-06-15 Fixed 4.25000000 N N N N Y Bread Financial Holdings Inc Bread Financial Holdings Inc USD XXXX N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U3A9 65000.00000000 PA USD 64523.66000000 0.015578528921 Long DBT CORP US N 2 2028-07-25 Variable 4.80800000 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 113275.00000000 0.027349004435 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 280070.60000000 PA USD 235672.83000000 0.056900615961 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 25308.56000000 0.006110473800 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 15-Yr. Pass Through 01F042418 5600000.00000000 PA USD 5572000.00000000 1.345298192139 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.50000000 N N N N N N Affirm Inc N/A Affirm Asset Securitization Trust 00792FAA6 225000.00000000 PA USD 228358.33000000 0.055134610285 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.82000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 McKesson Corporation 581557BQ7 35000.00000000 PA USD 32449.44000000 0.007834560834 Long DBT CORP US N 2 2025-12-03 Fixed 0.90000000 N N N N N N Glacier Bancorp Inc 549300SMJAUKZB5D7V74 Glacier Bancorp, Inc. 37637Q105 5459.00000000 NS USD 225565.88000000 0.054460403907 Long EC CORP US N 1 N N N Velocity Commercial Capital Lo N/A Velocity Commercial Capital Loan Trust 92259HAA5 447610.65000000 PA USD 458789.28000000 0.110769631901 Long ABS-MBS CORP US N 2 2053-11-25 Variable 7.67000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV/NXP Funding, LLC/NXP USA, Inc. 62954HAW8 17000.00000000 PA USD 16385.17000000 0.003956019307 Long DBT CORP XX N 2 2025-05-01 Fixed 2.70000000 N N N N N N ARES CLO Ltd N/A Ares XL CLO, Ltd. 04016GBK3 250000.00000000 PA USD 248071.00000000 0.059894017914 Long ABS-O CORP XX N 2 2029-01-15 Floating 8.45550000 N N N N N N Bloomin Brands Inc N/A Bloomin' Brands, Inc. 094235108 599.00000000 NS USD 16861.85000000 0.004071108456 Long EC CORP US N 1 N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBC0 51000.00000000 PA USD 43481.50000000 0.010498130535 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 CMS Energy Corporation, 4.200% 125896837 3900.00000000 NS USD 77493.00000000 0.018709833597 Long EP CORP US N 1 N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 Spirit AeroSystems, Inc. 85205TAR1 56000.00000000 PA USD 60198.54000000 0.014534276208 Long DBT CORP US N 2 2030-11-15 Fixed 9.75000000 N N N N N N Ansys Inc 549300VJV8H15Z5FJ571 ANSYS, Inc. 03662Q105 834.00000000 NS USD 302641.92000000 0.073069567092 Long EC CORP US N 1 N N N Bayview Financing SBC Trust N/A Silver Hill Trust 82773XAA8 56159.28600000 PA USD 53673.82000000 0.012958954237 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 25320.52400000 PA USD 21654.59000000 0.005228262882 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 5.13916000 N N N N N N Australia & New Zealand Bkggroup Ltd JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group, Ltd. 052528AL0 102000.00000000 PA USD 96861.31000000 0.023386099287 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 1921382.81000000 0.463896773277 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N HILCORP ENERGY I/HILCORP N/A Hilcorp Energy I, LP/Hilcorp Finance Company 431318AZ7 64000.00000000 PA USD 61562.30000000 0.014863541079 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N Cdw Corp 9845001B052ABF0B6755 CDW Corporation 12514G108 1528.00000000 NS USD 347344.96000000 0.083862625042 Long EC CORP US N 1 N N N Option Care Health Inc 549300DI3Q5ACSYJRI17 Option Care Health, Inc. 68404L201 9135.00000000 NS USD 307758.15000000 0.074304824625 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays plc 06738ECH6 41000.00000000 PA USD 43694.72000000 0.010549610161 Long DBT CORP GB N 2 2034-06-27 Variable 7.11900000 N N N N N N PTC INC 54930050SSMU8SKDJ030 PTC, Inc. 69370CAC4 60000.00000000 PA USD 56861.40000000 0.013728560413 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 54349.50000000 0.013122089751 Long EP CORP US N 1 N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 Hertz Corporation 428040DA4 45000.00000000 PA USD 40344.28000000 0.009740683228 Long DBT CORP US N 2 2026-12-01 Fixed 4.62500000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corporation 02665WER8 80000.00000000 PA USD 85271.79000000 0.020587936993 Long DBT CORP US N 2 2030-10-04 Fixed 5.85000000 N N N N N N GCAT N/A GCAT Trust 36170HAC4 351851.85000000 PA USD 346589.87000000 0.083680316856 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 74176.70000000 0.017909149391 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 1741.00000000 NS USD 21031.28000000 0.005077771529 Long EC CORP US N 1 N N N ENVISTA HOLDINGS CORP 549300BX623VURJZ5269 Envista Holdings Corporation, Convertible 29415FAC8 118000.00000000 PA USD 107380.00000000 0.025925721441 Long DBT CORP US N 2 2028-08-15 Fixed 1.75000000 N N N N Y Envista Holdings Corp Envista Holdings Corp USD XXXX N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage, 4.700% 74460W594 325.00000000 NS USD 6951.75000000 0.001678423673 Long EP CORP US N 1 N N N Natwest Group Plc 2138005O9XJIJN4JPN90 NatWest Group plc 780097BG5 45000.00000000 PA USD 44175.54000000 0.010665698869 Long DBT CORP GB N 2 2029-05-18 Variable 4.89200000 N N N N N N Veralto Corp 635400FJE6GSOJUSNY27 Veralto Corporation 92338C103 219.00000000 NS USD 18014.94000000 0.004349509370 Long EC CORP US N 1 N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 General Dynamics Corporation 369550108 1912.00000000 NS USD 496489.04000000 0.119871824825 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967PE5 55000.00000000 PA USD 56160.50000000 0.013559335807 Long DBT CORP US N 2 2028-11-15 Variable 7.62500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 12769GAA8 73000.00000000 PA USD 65846.48000000 0.015897909279 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 90909.13000000 0.021949010810 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 36869.21000000 0.008901665749 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N ARBOR REALTY TRUST INC 549300ASFUWYQO0RW077 Arbor Realty Trust, Inc., Convertible 038923BA5 48000.00000000 PA USD 48672.00000000 0.011751319742 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 Molina Healthcare Inc 549300NQQCEQ46YHZ591 Molina Healthcare, Inc. 60855RAJ9 54000.00000000 PA USD 51072.07000000 0.012330790279 Long DBT CORP US N 2 2028-06-15 Fixed 4.37500000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 Cloud Software Group, Inc. 18912UAA0 24000.00000000 PA USD 22810.87000000 0.005507433986 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 30955.05000000 0.007473756784 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 69045.16000000 0.016670195427 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 80370.54000000 0.019404584020 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 35878.47000000 0.008662462460 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 67598.68000000 0.016320958721 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 Diageo Capital plc 25243YBN8 60000.00000000 PA USD 64714.14000000 0.015624518224 Long DBT CORP GB N 2 2033-10-05 Fixed 5.62500000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 Covanta Holding Corporation 22303XAA3 53000.00000000 PA USD 46305.57000000 0.011179971214 Long DBT CORP US N 2 2029-12-01 Fixed 4.87500000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 American Express Company 025816DL0 82000.00000000 PA USD 83603.46000000 0.020185137041 Long DBT CORP US N 2 2026-10-30 Variable 6.33800000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAH2 25000.00000000 PA USD 21068.53000000 0.005086765132 Long DBT CORP ES N 2 2026-11-12 Variable 4.75000000 N N N N N N LHOME Mortgage Trust N/A LHOME Mortgage Trust 50204VAA8 350000.00000000 PA USD 350266.46000000 0.084567989125 Long ABS-CBDO CORP US N 2 2028-11-25 Variable 7.62800000 N N N N N N MUELLER WATER PRODUCTS 549300F7ZU4P1F8V8L60 Mueller Water Products, Inc. 624758AF5 49000.00000000 PA USD 44638.95000000 0.010777584123 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 20184.00000000 NS USD 704825.28000000 0.170172321421 Long EC CORP US N 1 N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 John Deere Capital Corporation 24422EUY3 84000.00000000 PA USD 77933.70000000 0.018816235771 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 221831.80500000 PA USD 215191.80000000 0.051955696249 Long ABS-O CORP US N 2 2061-06-25 Variable 2.11560000 N N N N N N Stanwich Mortgage Loan Trust N/A Stanwich Mortgage Loan Company, LLC 85501YAA8 453588.40400000 PA USD 427841.37000000 0.103297598991 Long ABS-O CORP US N 2 2026-10-16 Variable 2.73500000 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 Emerald Debt Merger Sub, LLC 29103CAA6 142000.00000000 PA USD 145034.54000000 0.035016996493 Long DBT CORP US N 2 2030-12-15 Fixed 6.62500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio, Inc. 82967NBA5 85000.00000000 PA USD 82109.45000000 0.019824424738 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 Chemours Company 163851AF5 105000.00000000 PA USD 100013.08000000 0.024147059532 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N VICTORIA'S SECRET & CO 5493006T3O70U3UWVF17 Victoria's Secret & Company 926400AA0 34000.00000000 PA USD 28400.07000000 0.006856884929 Long DBT CORP US N 2 2029-07-15 Fixed 4.62500000 N N N N N N Varonis System Inc 549300SHIVNRRH7STS26 Varonis Systems, Inc. 922280102 4525.00000000 NS USD 204892.00000000 0.049468922681 Long EC CORP US N 1 N N N Goldman Sachs Group Inc Medium Terminal Nts Fxd Rate Book Entry 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GVR2 52000.00000000 PA USD 51040.12000000 0.012323076303 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 Unilever Capital Corporation 904764BT3 50000.00000000 PA USD 51862.72000000 0.012521684037 Long DBT CORP US N 2 2033-12-08 Fixed 5.00000000 N N N N N N Wells Fargo & Company Medium Terminal Senior Nts Book Entry PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2N2 119000.00000000 PA USD 114045.54000000 0.027535042854 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 4873.00000000 NS USD 215289.14000000 0.051979197923 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 45364.80000000 0.010952832632 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 45090.05000000 0.010886497262 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N Ellington Residential Mortgage Reit 549300KA3MR2ZCRGA787 Ellington Residential Mortgage REIT 288578107 1172.00000000 NS USD 7184.36000000 0.001734584802 Long EC CORP US N 1 N N N American Electric Power Company Inc 1B4S6S7G0TW5EE83BO58 American Electric Power Company, Inc. 025537AK7 63000.00000000 PA USD 62482.24000000 0.015085650486 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 96007.90000000 0.023180052817 Long DBT CORP US N 2 2026-05-15 Variable 4.70000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 Welltower OP, LLC, Convertible 95041AAB4 223000.00000000 PA USD 246548.80000000 0.059526499446 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 United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBP5 1550000.00000000 PA USD 1385554.69000000 0.334526959721 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 85443.21000000 0.020629324469 Long DBT CORP US N 2 2029-04-23 Variable 3.81400000 N N N N N N Advanced Drainage System Inc Del 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems, Inc. 00790R104 3684.00000000 NS USD 518117.76000000 0.125093841680 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings, LLC/CCO Holdings Capital Corporation 1248EPCQ4 246000.00000000 PA USD 216962.16000000 0.052383130224 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer, LP, 7.600% 29273V605 1600.00000000 NS USD 39680.00000000 0.009580300119 Long EP CORP US N 1 N N N 1011778 BC / NEW RED FINANCE N/A 1011778 B.C., ULC/New Red Finance, Inc. 68245XAJ8 135000.00000000 PA USD 128935.80000000 0.031130132563 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 478.00000000 NS USD 20687.84000000 0.004994851714 Long EC CORP US N 1 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 Constellation Energy Corporation 21037T109 3853.00000000 NS USD 450377.17000000 0.108738620348 Long EC CORP US N 1 N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 Amcor Finance USA, Inc. 02343UAJ4 41000.00000000 PA USD 42627.95000000 0.010292050263 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 84141.34200000 PA USD 71532.14000000 0.017270649429 Long ABS-CBDO CORP US N 2 2035-08-25 Fixed 6.00000000 N N N N N N Equity Comwlth 549300YPGVU9PR4L0606 Equity Commonwealth 294628102 1370.00000000 NS USD 26304.00000000 0.006350811853 Long EC CORP US N 1 N N N Mpt Operating Partnership L P Mpt Finance Corp N/A MPT Operating Partnership, LP/MPT Finance Corporation 55342UAG9 50000.00000000 PA USD 44696.90000000 0.010791575514 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N COLUMBIA PIPELINE HOLDCO N/A Columbia Pipelines Holding Company, LLC 19828AAA5 36000.00000000 PA USD 36850.68000000 0.008897191884 Long DBT CORP US N 2 2026-08-15 Fixed 6.05500000 N N N N N N 510 Assets Backed Trust N/A 510 Asset Backed Trust 33835CAB1 200000.00000000 PA USD 177711.08000000 0.042906388127 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 88364.34000000 0.021334599219 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 Stryker Corporation 863667101 658.00000000 NS USD 197044.68000000 0.047574273469 Long EC CORP US N 1 N N N Alliancebernstein Global High Income Fund Inc AE2ZT9UGMEIJ7T4R5734 AllianceBernstein Global High Income Fund, Inc. 01879R106 8827.00000000 NS USD 89329.24000000 0.021567563725 Long RF US N 1 N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 Cloud Software Group, Inc. 88632QAE3 65000.00000000 PA USD 61908.65000000 0.014947163482 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 81868.84000000 0.019766332097 Long DBT CORP NL N 2 2027-12-15 Fixed 5.50000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 AEP Texas, Inc. 00108WAP5 45000.00000000 PA USD 43945.80000000 0.010610230669 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 36767.95000000 0.008877217635 Long DBT CORP US N 2 2029-06-12 Variable 5.58200000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING Groep NV 456837BF9 46000.00000000 PA USD 46943.16000000 0.011333910316 Long DBT CORP NL N 2 2027-09-11 Variable 6.08300000 N N N N N N Aegon Funding Company Llc KEIOKM01PSK5VZ5CCI74 Aegon Funding Corporation II, 5.100% 00775V104 2750.00000000 NS USD 59785.00000000 0.014434431517 Long EP CORP US N 1 N N N ENTERGY CORP NEW 4XM3TW50JULSLG8BNC79 Entergy Corporation 29364G103 2844.00000000 NS USD 287784.36000000 0.069482372439 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GYM0 60000.00000000 PA USD 54889.23000000 0.013252401630 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 69344.25000000 0.016742407422 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corporation 20030NDG3 95000.00000000 PA USD 88920.29000000 0.021468827240 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N Bac Capital Trust XIV 549300QO5OB3VGJT6S64 BAC Capital Trust XIV 05518VAA3 92000.00000000 PA USD 74520.00000000 0.017992035405 Long DBT CORP US N 2 2024-01-18 Floating 6.04620000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 Encompass Health Corporation 29261AAA8 117000.00000000 PA USD 111940.80000000 0.027026876501 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N J P Morgan Mortgage Tr N/A J.P. Morgan Mortgage Trust 466247E74 85072.57800000 PA USD 61655.79000000 0.014886113212 Long ABS-CBDO CORP US N 2 2036-02-25 Variable 4.65846000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 Cinemark USA, Inc. 172441BD8 97000.00000000 PA USD 94939.79000000 0.022922169391 Long DBT CORP US N 2 2026-03-15 Fixed 5.87500000 N N N N N Barclays Commercial Mortgage S N/A BBCMS Mortgage Trust 054976AG0 2243975.62000000 PA USD 171840.06000000 0.041488894841 Long ABS-MBS CORP US N 2 2055-09-15 Variable 1.15098000 N N N N N N Blackrock Multi-Sector Income Tr 549300BOVTR6GS7HLC41 BlackRock Multi-Sector Income Trust 09258A107 3020.00000000 NS USD 45300.00000000 0.010937187384 Long RF US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CX5 64000.00000000 PA USD 58743.70000000 0.014183021071 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 55931.53000000 0.013504053516 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 66582.58000000 0.016075632538 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 43000.00000000 PA USD 42206.86000000 0.010190382708 Long DBT CORP US N 2 2027-04-15 Fixed 9.25000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corporation 808513CH6 40000.00000000 PA USD 42163.02000000 0.010179798022 Long DBT CORP US N 2 2034-08-24 Variable 6.13600000 N N N N N N Kaman Corp 5493003YK076OLTEQF95 Kaman Corporation, Convertible 483548AF0 66000.00000000 PA USD 64020.00000000 0.015456925746 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 First Bancshares Inc Miss 5493006DL5RXJODMAF36 First Bancshares, Inc. 318916103 117.00000000 NS USD 3431.61000000 0.000828524538 Long EC CORP US N 1 N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 Northern Oil and Gas, Inc., Convertible 665531AJ8 120000.00000000 PA USD 141480.00000000 0.034158791856 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 Pbf Holding Company Llc Pbf Finance Corp N/A PBF Holding Company, LLC/PBF Finance Corporation 69318FAJ7 44000.00000000 PA USD 42835.08000000 0.010342059526 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PCJ3 45000.00000000 PA USD 39899.28000000 0.009633242866 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 314591.52000000 PA USD 7358.20000000 0.001776556560 Long ABS-CBDO USGSE US N 2 2027-08-25 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAB9 90000.00000000 PA USD 82924.86000000 0.020021296525 Long DBT CORP US N 2 2027-05-04 Variable 1.59300000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 General Electric Company 369604301 1601.00000000 NS USD 204335.63000000 0.049334593257 Long EC CORP US N 1 N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 Xilinx, Inc. 983919AK7 28000.00000000 PA USD 24762.71000000 0.005978684313 Long DBT CORP US N 2 2030-06-01 Fixed 2.37500000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353T100 9755.00000000 NS USD 600615.35000000 0.145011978558 Long EC CORP US N 1 N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 Nomura Holdings, Inc. 65535HAY5 67000.00000000 PA USD 58858.79000000 0.014210808287 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 3680.00000000 0.000888495575 Long DBT CORP CH N 2 2025-09-12 Variable 7.25000000 Y Y N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 Autodesk, Inc. 052769106 979.00000000 NS USD 238366.92000000 0.057551074397 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company, 4.250% 95002Y400 5000.00000000 NS USD 88900.00000000 0.021463928442 Long EP CORP US N 1 N N N Mcdonalds Corp UE2136O97NLB5BYP9H04 McDonald's Corporation 580135101 2819.00000000 NS USD 835861.69000000 0.201809623193 Long EC CORP US N 1 N N N Pfizer Inc 549300Q9GR3WRH4N4836 Wyeth, LLC 983024AG5 99000.00000000 PA USD 111608.15000000 0.026946561813 Long DBT CORP US N 2 2034-02-01 Fixed 6.50000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 International Flavors & Fragrances, Inc. 459506AN1 62000.00000000 PA USD 57389.65000000 0.013856100572 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 16972.42000000 0.004097804368 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 746.00000000 NS USD 349232.44000000 0.084318336354 Long EC CORP US N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York, NY 251526CP2 64000.00000000 PA USD 58521.04000000 0.014129262260 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 35684.52000000 0.008615635363 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 Smyrna Ready Mix Concrete, LLC 83283WAE3 78000.00000000 PA USD 81991.73000000 0.019796002537 Long DBT CORP US N 2 2031-11-15 Fixed 8.87500000 N N N N N N Herc Holdings Inc 549300TP80QLITMSBP82 Herc Holdings, Inc. 42704LAA2 90000.00000000 PA USD 88858.53000000 0.021453915966 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N N Cco Holdings Llc Cco Holdings Capital Corp N/A CCO Holdings, LLC/CCO Holdings Capital Corporation 1248EPBT9 150000.00000000 PA USD 144925.44000000 0.034990655496 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 48000.00000000 PA USD 127411.20000000 0.030762034640 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 1544.00000000 NS USD 228867.12000000 0.055257452041 Long EC CORP US N 1 N N N Quinstreet Inc 549300TP8MFBFPOS4Y78 QuinStreet, Inc. 74874Q100 13865.00000000 NS USD 177749.30000000 0.042915615926 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GYJ7 45000.00000000 PA USD 36973.18000000 0.008926768164 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 130220.99600000 PA USD 115941.26000000 0.027992743623 Long ABS-CBDO CORP US N 2 2035-06-25 Fixed 5.25000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding, LLC 378272BP2 36000.00000000 PA USD 38649.73000000 0.009331552745 Long DBT CORP US N 2 2030-10-06 Fixed 6.37500000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 State Street Corporation 857477CD3 36000.00000000 PA USD 36523.13000000 0.008818108535 Long DBT CORP US N 2 2026-08-03 Fixed 5.27200000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corporation 682691AC4 165000.00000000 PA USD 145984.54000000 0.035246363557 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 16220.73000000 0.003916317075 Long DBT CORP US N 2 2033-03-29 Fixed 4.95000000 N N N N N N Sei Invts Co 5LJTIFADGZ6XH1RVOC11 SEI Investments Company 784117103 252.00000000 NS USD 16014.60000000 0.003866549251 Long EC CORP US N 1 N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc., Convertible 538034AZ2 211000.00000000 PA USD 239611.60000000 0.057851588710 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 133617.25000000 0.032260417240 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 Akamai Technologies, Inc., Convertible 00971TAM3 109000.00000000 PA USD 117883.50000000 0.028461676136 Long DBT CORP US N 2 2029-02-15 Fixed 1.12500000 N N N N Y Akamai Technologies Inc Akamai Technologies Inc USD XXXX N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology, Inc., Convertible 595017AU8 239000.00000000 PA USD 261107.50000000 0.063041537635 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 Northern Trust Corp 549300GLF98S992BC502 Northern Trust Corporation 665859104 2645.00000000 NS USD 223185.10000000 0.053885590729 Long EC CORP US N 1 N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 HUB International, Ltd. 44332PAG6 78000.00000000 PA USD 74409.78000000 0.017965423997 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 3198.00000000 NS USD 811300.62000000 0.195879622643 Long EC CORP US N 1 N N N Voya Financial Inc 549300T065Z4KJ686G75 Voya Financial, Inc. 929089100 5184.00000000 NS USD 378224.64000000 0.091318184568 Long EC CORP US N 1 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 Sempra 816851BK4 84000.00000000 PA USD 82174.06000000 0.019840024113 Long DBT CORP US N 2 2025-10-15 Variable 4.87500000 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BE6 94000.00000000 PA USD 93837.60000000 0.022656057723 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N National Storage Affiliates Tr 529900FS06O8GOYNR108 National Storage Affiliates Trust 637870106 9632.00000000 NS USD 399439.04000000 0.096440168410 Long EC CORP US N 1 N N N Verus Securitization Trust 213800DTJD5UKJR53O34 Verus Securitization Trust 92540DAB1 450000.00000000 PA USD 453164.31000000 0.109411544685 Long ABS-CBDO CORP US N 2 2068-12-25 Variable 6.66420000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 Realty Income Corporation 756109BG8 50000.00000000 PA USD 48603.56000000 0.011734795656 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 135000.00000000 PA USD 133515.00000000 0.032235730101 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 Blackrock Core Bond Tr CC8M7XFKTNG56DXMAR33 BlackRock Core Bond Trust 09249E101 3230.00000000 NS USD 35239.30000000 0.008508141884 Long RF US N 1 N N N CONNECT FINCO SARL/CONNE N/A Connect Finco SARL/Connect US Finco, LLC 20752TAA2 45000.00000000 PA USD 44730.44000000 0.010799673378 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 59658.55000000 0.014403901554 Long DBT CORP US N 2 2031-06-15 Fixed 4.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFG5 47000.00000000 PA USD 47699.26000000 0.011516462355 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N XHR LP 549300M88BPT83ZL2164 XHR, LP 98372MAA3 25000.00000000 PA USD 24936.63000000 0.006020675387 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 41995.71000000 0.010139402860 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 103000.00000000 PA USD 86068.03000000 0.020780180394 Long DBT CORP US N 2 2027-12-15 Fixed 3.75000000 N N N N N N Gmacm Mortgage Loan Tr N/A GMAC Mortgage Corporation Loan Trust 36185N6Q8 73115.42800000 PA USD 59670.85000000 0.014406871254 Long ABS-CBDO CORP US N 2 2035-05-25 Variable 3.53101000 N N N N N N CHNGE Mortgage Trust 2022-2 N/A CHNGE Mortgage Trust 12546YAA9 240553.93000000 PA USD 226243.26000000 0.054623949867 Long ABS-CBDO CORP US N 2 2067-03-25 Variable 3.75700000 N N N N N N Simpson Mfg Inc 529900EJUNNL15LZ8056 Simpson Manufacturing Company, Inc. 829073105 595.00000000 NS USD 117798.10000000 0.028441057244 Long EC CORP US N 1 N N N Cabot Oil & Gas Corp FCNMH6O7VWU7LHXMK351 Coterra Energy, Inc. 127097103 3059.00000000 NS USD 78065.68000000 0.018848100892 Long EC CORP US N 1 N N N Scientific Games International Inc RLTHESQ0RNFQJWPBJN60 Light & Wonder International, Inc. 80874YBE9 110000.00000000 PA USD 112630.10000000 0.027193300414 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 61587.09000000 0.014869526352 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 6234.00000000 NS USD 237640.08000000 0.057375586863 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 53760.00000000 0.012979761451 Long EP CORP US N 1 N N N Nustar Logistics L P N62BF2PKP51FIIOIUN20 NuStar Logistics, LP 67059TAG0 49000.00000000 PA USD 48690.56000000 0.011755800851 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 103113.06000000 0.024895515650 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 79996.15000000 0.019314191667 Long DBT CORP US N 2 2026-06-19 Variable 1.31900000 N N N N N N A&D Mortgage Trust N/A A&D Mortgage Trust 00249FAA5 579042.88000000 PA USD 583888.31000000 0.140973418495 Long ABS-CBDO CORP US N 2 2068-07-25 Variable 6.73300000 N N N N N N BELLRING BRANDS INC 549300S3BOK5CMTS8054 BellRing Brands, Inc. 07831CAA1 49000.00000000 PA USD 50713.53000000 0.012244224735 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 82599.85000000 PA USD 82834.35000000 0.019999443880 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies, Inc., Convertible 90353TAL4 79000.00000000 PA USD 85912.50000000 0.020742629384 Long DBT CORP US N 2 2028-12-01 Fixed 0.87500000 N N N N N Uber Technologies Inc Uber Technologies Inc USD XXXX N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 VZ Secured Financing BV 91845AAA3 97000.00000000 PA USD 82810.99000000 0.019993803865 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 34229.12000000 0.008264245020 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 295000.00000000 PA USD 295737.50000000 0.071402570728 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 62260.35000000 0.015032077583 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 54305.18000000 0.013111389174 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 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 17257.46000000 0.004166624145 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 85387.09000000 0.020615774911 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 50761.40000000 0.012255782421 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 297499.50000000 0.071827986272 Long ABS-O CORP US N 2 2029-10-17 Floating 7.31440000 N N N N N N Cooper-Standard Holdings Inc 549300VVOH2RQP5YMB08 Cooper-Standard Holdings, Inc. 21676P103 11755.00000000 NS USD 229692.70000000 0.055456779263 Long EC CORP US N 1 N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CE7 39000.00000000 PA USD 38024.34000000 0.009180559199 Long DBT CORP GB N 2 2025-11-07 Variable 2.63300000 N N N N N N Allete Inc 549300NNLSIMY6Z8OT86 ALLETE, Inc. 018522300 1892.00000000 NS USD 115714.72000000 0.027938048029 Long EC CORP US N 1 N N N Home Re Ltd N/A Home RE, Ltd. 43731BAB7 350000.00000000 PA USD 352388.68000000 0.085080375831 Long ABS-CBDO CORP US N 2 2033-10-25 Floating 9.92809000 N N N N N N Santander Holdings Usa Inc 549300SMVCQN2P0O6I58 Santander Holdings USA, Inc. 80282KBB1 90000.00000000 PA USD 87421.58000000 0.021106980173 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 22186.87000000 0.005356776040 Long DBT CORP US N 2 2033-03-15 Fixed 4.70000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 Rogers Communications, Inc. 775109BS9 50000.00000000 PA USD 47983.38000000 0.011585060008 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 78293.19000000 0.018903030682 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 44245.01000000 0.010682471637 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 24691.63000000 0.005961522828 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N J.P. Morgan N/A ICE mini MSCI EAFE Index N/A 26.00000000 NC USD 115906.44000000 0.027984336717 N/A DE CORP US N 1 J.P. Morgan N/A Long MSCI EAFE Index MXEA 2024-03-18 2812213.56000000 USD 115906.44000000 N N N TEINE ENERGY LTD 5493002EE80G6ER7SM91 Teine Energy, Ltd. 879068AB0 50000.00000000 PA USD 46944.44000000 0.011334219358 Long DBT CORP CA N 2 2029-04-15 Fixed 6.87500000 N N N N N N Columbia Gas System Inc 549300D8GOWWH0SJB189 NiSource, Inc. 65473PAH8 45000.00000000 PA USD 41097.81000000 0.009922614769 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 80000.00000000 PA USD 79209.62000000 0.019124292639 Long DBT CORP JP N 2 2024-10-28 Variable 5.10000000 N N N N N Discover Financial Svcs Z1YLO2USPORE63VVUL20 Discover Financial Services 254709108 2123.00000000 NS USD 238625.20000000 0.057613433266 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corporation 03027XBY5 59000.00000000 PA USD 60303.75000000 0.014559678006 Long DBT CORP US N 2 2028-03-15 Fixed 5.50000000 N N N N N N Morgan Stanley & Co N/A CME E-mini Russell 2000 Index N/A -102.00000000 NC USD -807058.53000000 -0.19485541661 N/A DE CORP US N 1 Morgan Stanley & Company N/A Short Russell 2000 Index RTY 2024-03-18 -9636211.47000000 USD -807058.53000000 N N N Morgan Stanley & Co N/A CBOT 10-Yr. U.S. Treasury Note N/A 27.00000000 NC USD 110667.60000000 0.026719476347 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Long United States Department of The Treasury United States Treasury Note/Bond 2024-03-20 2937379.41000000 USD 110667.60000000 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 Crown Castle, Inc. 22822VAZ4 61000.00000000 PA USD 57044.12000000 0.013772676150 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N Tennant Co JYAIRLT8DVP6DP8UT336 Tennant Company 880345103 3062.00000000 NS USD 283816.78000000 0.068524443832 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Company 345370DA5 206000.00000000 PA USD 171330.95000000 0.041365975824 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 398556.08000000 0.096226987417 Long EC CORP US N 1 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Company 842587DL8 53000.00000000 PA USD 55638.90000000 0.013433401217 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 95000.00000000 PA USD 81089.11000000 0.019578074853 Long DBT CORP JP N 2 2081-04-15 Variable 3.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 48128BAF8 111000.00000000 PA USD 108975.99000000 0.026311055695 Long DBT CORP US N 2 2024-08-01 Variable 5.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 Keurig Dr. Pepper, Inc. 49271VAJ9 70000.00000000 PA USD 64352.95000000 0.015537312866 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAM0 93000.00000000 PA USD 84709.12000000 0.020452086502 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 1071.00000000 NS USD 493409.70000000 0.119128352008 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GKD0 65000.00000000 PA USD 53889.66000000 0.013011066434 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 47310.34000000 0.011422561893 Long DBT CORP US N 2 2027-01-15 Floating 6.15540000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CH3 35000.00000000 PA USD 33893.36000000 0.008183179456 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corporation 03027XCE8 41000.00000000 PA USD 42591.50000000 0.010283249811 Long DBT CORP US N 2 2028-11-15 Fixed 5.80000000 N N N N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 RLJ Lodging Trust, LP 74965LAA9 25000.00000000 PA USD 23687.36000000 0.005719052868 Long DBT CORP US N 2 2026-07-01 Fixed 3.75000000 N N N N N N Thrivent Mutual Funds N/A Thrivent Core Emerging Markets Debt Fund N/A 2597035.18730000 NS USD 20750311.15000000 5.009934687082 Long RF US N 2 N N N BELL CANADA 5493000G3EFX9S7TDE29 Bell Telephone Company of Canada 0778FPAL3 40000.00000000 PA USD 41045.15000000 0.009909900590 Long DBT CORP CA N 2 2033-05-11 Fixed 5.10000000 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 35277.14000000 0.008517277937 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 485305.66200000 PA USD 397747.98000000 0.096031880549 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 61621.61000000 0.014877860827 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 4652.00000000 NS USD 250045.00000000 0.060370618530 Long EC CORP US N 1 N N N SUMMIT HOTEL PROPERTIES 254900OBQWJK6X20LS71 Summit Hotel Properties, Inc., Convertible 866082AA8 101000.00000000 PA USD 89536.50000000 0.021617604375 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140XMR32 1365746.08800000 PA USD 1315001.68000000 0.317492710474 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 4.00000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 Altice Financing SA 02154CAH6 65000.00000000 PA USD 57681.55000000 0.013926576621 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95002YAA1 58000.00000000 PA USD 60860.04000000 0.014693988116 Long DBT CORP US N 2 2028-09-15 Variable 7.62500000 N N N N N N Qualcomm Inc H1J8DDZKZP6H7RWC0H53 QUALCOMM, Inc. 747525103 10216.00000000 NS USD 1477540.08000000 0.356735821686 Long EC CORP US N 1 N N N PRA GROUP INC 549300Q5HW3JSSB86K27 PRA Group, Inc. 69354NAE6 44000.00000000 PA USD 42359.46000000 0.010227226302 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 47889.96000000 0.011562504775 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 2005.00000000 NS USD 141954.00000000 0.034273233949 Long EC CORP US N 1 N N N Kb Home 549300LGUCWQURMWLG09 KB Home 48666KAY5 60000.00000000 PA USD 57330.01000000 0.013841701150 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 17009.00000000 NS USD 240847.44000000 0.058149968703 Long EC CORP GB N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KeyCorp, 6.200% 493267843 3500.00000000 NS USD 75110.00000000 0.018134484424 Long EP CORP US N 1 N N N Schlumberger Holdings Corp 529900IKZG65COT1D505 Schlumberger Holdings Corporation 806851AH4 29000.00000000 PA USD 28686.93000000 0.006926144125 Long DBT CORP US N 2 2029-05-01 Fixed 4.30000000 N N N N N N Ishares Tr 549300O80OAR5VTWR172 iShares Russell 2000 Index Fund 464287655 1208.00000000 NS USD 242457.68000000 0.058538743462 Long RF US N 1 N N N Novo-Nordisk As Vormals Novoindustri As 549300DAQ1CVT6CXN342 Novo Nordisk AS ADR 670100205 4700.00000000 NS USD 486215.00000000 0.117391270727 Long EC CORP DK N 1 N N N WorkIVa Inc 529900RTOQ8GRWHY1O58 Workiva, Inc. 98139A105 1575.00000000 NS USD 159909.75000000 0.038608452544 Long EC CORP US N 1 N N N Oshkosh Truck Corp 549300FEKNPCFSA2B506 Oshkosh Corporation 688239201 542.00000000 NS USD 58758.22000000 0.014186526765 Long EC CORP US N 1 N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc. 60687YBU2 93000.00000000 PA USD 75647.54000000 0.018264267552 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 128515.38000000 0.031028626772 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 1919.00000000 NS USD 359275.18000000 0.086743045609 Long EC CORP US N 1 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 Teleflex, Inc. 879369AG1 25000.00000000 PA USD 23694.62000000 0.005720805715 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607LWT6 37000.00000000 PA USD 38065.01000000 0.009190378524 Long DBT CORP CA N 2 2026-10-02 Fixed 5.92600000 N N N N N N Cheplapharm Arzneimittel Gmbh 529900ONXKBELT7EW052 Cheplapharm Arzneimittel GmbH 16412EAA5 10000.00000000 PA USD 9455.08000000 0.002282825202 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 721.00000000 NS USD 301464.52000000 0.072785296796 Long EC CORP US N 1 N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 Amphenol Corporation 032095AM3 39000.00000000 PA USD 39052.21000000 0.009428727119 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 4364.00000000 NS USD 266858.60000000 0.064430077555 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 72666.49000000 0.017544525776 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 1837.00000000 NS USD 348056.39000000 0.084034392000 Long EC CORP US N 1 N N N Trimble Navigation Ltd 549300E2MI7NSZFQWS19 Trimble, Inc. 896239100 5872.00000000 NS USD 312390.40000000 0.075423230502 Long EC CORP US N 1 N N N Metlife Inc C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156RAP3 57000.00000000 PA USD 58782.39000000 0.014192362346 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 43466.20000000 0.010494436518 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 79492.81000000 0.019192665753 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 43203.80000000 0.010431082920 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 113033.50000000 0.027290696913 Long ABS-MBS CORP US N 2 2035-10-15 Floating 7.17648000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank 89115A2U5 57000.00000000 PA USD 58683.81000000 0.014168561288 Long DBT CORP CA N 2 2028-07-17 Fixed 5.52300000 N N N N N N Ncl Corporation Ltd UNZWILHE4KMRP9K2L524 NCL Corporation, Ltd. 62886HBA8 36000.00000000 PA USD 35177.68000000 0.008493264412 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 61735.21000000 0.014905288299 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 Permian Resources Operating, LLC 71424VAA8 85000.00000000 PA USD 87692.18000000 0.021172313571 Long DBT CORP US N 2 2032-01-15 Fixed 7.00000000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TK4 4510000.00000000 PA USD 4021475.40000000 0.970941059826 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 170000.00000000 PA USD 277950.00000000 0.067107974247 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 Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet, Inc., Class A 02079K305 4921.00000000 NS USD 687414.49000000 0.165968677431 Long EC CORP US N 1 N N N TEXAS INSTRS INC WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc. 882508104 1908.00000000 NS USD 325237.68000000 0.078525065132 Long EC CORP US N 1 N N N Takeda Pharmaceutical Company Ltd 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Company, Ltd. 874060AW6 89000.00000000 PA USD 90322.73000000 0.021807430972 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 39575.62000000 0.009555098714 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 58351.44000000 0.014088314203 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 1219.00000000 NS USD 22795.30000000 0.005503674780 Long EP CORP US N 1 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 Zoetis, Inc. 98978V103 4353.00000000 NS USD 859151.61000000 0.207432718540 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Company, Inc. 37045XCX2 35000.00000000 PA USD 33651.75000000 0.008124845376 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 32000.00000000 PA USD 31818.95000000 0.007682335949 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N Regions Financial Corporation New CW05CS5KW59QTC0DG824 Regions Financial Corporation, 5.700% 7591EP704 825.00000000 NS USD 17580.75000000 0.004244678964 Long EP CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324PEJ7 88000.00000000 PA USD 86110.30000000 0.020790386021 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 64769.39000000 0.015637857730 Long DBT CORP GB N 2 2025-03-22 Variable 4.26900000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 Genuine Parts Company 372460AE5 40000.00000000 PA USD 42476.80000000 0.010255556756 Long DBT CORP US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Hanmi Financial Corp 549300MSZ7RCG7EA6587 Hanmi Financial Corporation 410495204 1611.00000000 NS USD 31253.40000000 0.007545790114 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 54536.61000000 0.013167265405 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N F New Brunswick Corp PCYSKIGYNYFDTBLVZU83 F.N.B. Corporation 302520101 16723.00000000 NS USD 230275.71000000 0.055597540623 Long EC CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corporation 88033GDT4 68000.00000000 PA USD 69499.40000000 0.016779866686 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 3280.00000000 NS USD 249542.40000000 0.060249271281 Long EP CORP US N 1 N N N Methanex Corp 549300TSJHRXT9QXRD13 Methanex Corporation 59151KAK4 69000.00000000 PA USD 67872.84000000 0.016387151641 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 96034.40000000 0.023186450951 Long RF US N 1 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 Paramount Global 92556HAE7 75000.00000000 PA USD 67500.00000000 0.016297133519 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 20723.81000000 0.005003536275 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 Synovus Financial Corporation, 5.875% 87161C709 775.00000000 NS USD 18096.25000000 0.004369140777 Long EP CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GKP3 84000.00000000 PA USD 82093.12000000 0.019820482039 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 33438.76000000 0.008073421280 Long DBT CORP US N 2 2025-07-22 Variable 2.72000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 Steel Dynamics, Inc. 858119100 4435.00000000 NS USD 523773.50000000 0.126459357975 Long EC CORP US N 1 N N N MCKESSON CORP 549300WZWOM80UCFSF54 McKesson Corporation 581557BR5 59000.00000000 PA USD 54093.68000000 0.013060324822 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 44402.79000000 0.010720565885 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 181688.00000000 0.043866571775 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 228420.00000000 0.055149499829 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 66285.17000000 0.016003826160 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 30294.96000000 0.007314385304 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 695488.61600000 PA USD 647336.28000000 0.156292233881 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 67518.49000000 0.016301597726 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 126000.00000000 PA USD 110628.00000000 0.026709915362 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 67099.85000000 0.016200521697 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding, Ltd. 05401AAL5 89000.00000000 PA USD 85957.46000000 0.020753484482 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 Cincinnati Financial Corporation 172062101 1198.00000000 NS USD 123945.08000000 0.029925178041 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PCB0 90000.00000000 PA USD 83054.16000000 0.020052514590 Long DBT CORP US N 2 2027-04-22 Variable 1.57800000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 TEGNA, Inc. 87901JAJ4 89000.00000000 PA USD 83132.23000000 0.020071363734 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 59442.26000000 0.014351680709 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 Lumentum Holdings, Inc., Convertible 55024UAG4 49000.00000000 PA USD 48706.00000000 0.011759528669 Long DBT CORP US N 2 2029-12-15 Fixed 1.50000000 N N N N N Lumentum Holdings Inc Lumentum Holdings Inc USD XXXX N N N Iberiabank Lafayette La COOWI3L2W9TPYR3WJX37 First Horizon Bank, 6.518% 337158208 140.00000000 NS USD 86275.00000000 0.020830151027 Long EP CORP US Y 2 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 Molina Healthcare, Inc. 60855R100 834.00000000 NS USD 301332.54000000 0.072753431675 Long EC CORP US N 1 N N N Wells Fargo Bank Na Sioux Falls S D PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 949746101 21044.00000000 NS USD 1035785.68000000 0.250079074434 Long EC CORP US N 1 N N N MARVELL TECHNOLOGY INC N/A Marvell Technology, Inc. 573874AJ3 44000.00000000 PA USD 38450.10000000 0.009283354274 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N Verisign Inc LMPL4N8ZOJRMF0KOF759 VeriSign, Inc. 92343E102 1307.00000000 NS USD 269189.72000000 0.064992900871 Long EC CORP US N 1 N N N SPECTRUM GROUP BUYER INC 254900D4L3B6RODNRE33 Spectrum Group Buyer, Inc., Term Loan N/A 76024.60000000 PA USD 68346.12000000 0.016501419898 Long DBT CORP US N 2 2028-05-19 Floating 11.95280000 N N N N N N Aecom Technology Corp 0EEB8GF0W0NPCIHZX097 AECOM 00774CAB3 145000.00000000 PA USD 143955.84000000 0.034756556227 Long DBT CORP US N 2 2027-03-15 Fixed 5.12500000 N N N N N N Cheniere Energy Partners L P 5493005UEC8AZ34LDV29 Cheniere Energy Partners, LP 16411QAG6 45000.00000000 PA USD 43041.01000000 0.010391779063 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 878.00000000 NS USD 20071.08000000 0.004845941787 Long EC CORP US N 1 N N N Advanced Medical Optics Inc HQD377W2YR662HK5JX27 Abbott Laboratories 002824100 4785.00000000 NS USD 526684.95000000 0.127162295596 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 1497044.53000000 0.361444956884 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N Wells Fargo Bank Na Sioux Falls S D PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company, Convertible, 7.500% 949746804 322.00000000 NS USD 384989.64000000 0.092951519505 Long EP CORP US N 1 N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 Marsh & McLennan Companies, Inc. 571748BP6 40000.00000000 PA USD 34072.56000000 0.008226445328 Long DBT CORP US N 2 2031-12-15 Fixed 2.37500000 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 82027.66000000 0.019804677441 Long DBT CORP US N 2 2029-01-15 Fixed 4.75000000 N N N N N N Avantor Inc N/A Avantor, Inc. 05352A100 13108.00000000 NS USD 299255.64000000 0.072251986984 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 119015.01000000 0.028734866796 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 44000.00000000 PA USD 37489.40000000 0.009051403812 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corporation 054989AA6 45000.00000000 PA USD 47245.66000000 0.011406945618 Long DBT CORP US N 2 2030-08-02 Fixed 6.34300000 N N N N N N Citigroup Mortgage Loan Tr 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc. 17307GGX0 76816.21300000 PA USD 67642.68000000 0.016331582037 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 1460.00000000 NS USD 218343.00000000 0.052716518874 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 Intel Corporation 458140CF5 84000.00000000 PA USD 87115.05000000 0.021032971872 Long DBT CORP US N 2 2030-02-10 Fixed 5.12500000 N N N N N N Spdr Series Tr 549300Y3ODFMPD5XXL58 SPDR S&P Biotech ETF 78464A870 2264.00000000 NS USD 202152.56000000 0.048807514986 Long RF US N 1 N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 01F060618 200000.00000000 PA USD 203062.50000000 0.049027210003 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N EQM MIDSTREAM PARTNERS LP 549300NELT611CL6XM83 EQM Midstream Partners, LP 26885BAL4 157000.00000000 PA USD 146111.88000000 0.035277108401 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 44512.92000000 0.010747155564 Long DBT CORP US N 2 2029-09-15 Fixed 4.87500000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 Ingersoll Rand, Inc. 45687VAB2 20000.00000000 PA USD 21160.03000000 0.005108856802 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N DISH DBS CORP N/A DISH DBS Corporation 25470XBE4 34000.00000000 PA USD 29129.50000000 0.007032997790 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 Caterpillar, Inc. 149123101 1201.00000000 NS USD 355099.67000000 0.085734914587 Long EC CORP US N 1 N N N Nissan Motor Company Ltd 353800DRBDH1LUTNAY26 Nissan Motor Company, Ltd. 654744AC5 32000.00000000 PA USD 30610.60000000 0.007390593115 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 54479.27000000 0.013153421292 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 55611.22000000 0.013426718185 Long DBT CORP US N 2 2025-09-15 Fixed 7.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corporation 126650DY3 41000.00000000 PA USD 42074.95000000 0.010158534488 Long DBT CORP US N 2 2033-06-01 Fixed 5.30000000 N N N N N N Enterprise Prods Partners L P K4CDIF4M54DJZ6TB4Q48 Enterprise Products Partners, LP 293792107 16368.00000000 NS USD 431296.80000000 0.104131874607 Long EC CORP US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 Sysco Corporation 871829BL0 38000.00000000 PA USD 40387.63000000 0.009751149609 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 2356.14000000 0.000568864121 Long EC CORP US N 1 N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 United Wholesale Mortgage, LLC 913229AA8 39000.00000000 PA USD 36921.69000000 0.008914336469 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 7300.00000000 NS USD 561662.00000000 0.135607120099 Long EC CORP US N 1 N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 Murphy Oil Corporation 626717AM4 33000.00000000 PA USD 32832.35000000 0.007927010247 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 94803.63000000 0.022889295055 Long DBT CORP US N 2 2026-07-15 Fixed 2.15000000 N N N N N N AIR TRANSPORT SERVICES G 5493000F3MSFGIXTQE27 Air Transport Services Group, Inc., Convertible 00922RAC9 111000.00000000 PA USD 98512.50000000 0.023784760975 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N Air Transport Services Group Inc Air Transport Services Group Inc USD XXXX N N N Allstate Corp OBT0W1ED8G0NWVOLOJ77 Allstate Corporation, 5.100% 020002838 2700.00000000 NS USD 57267.00000000 0.013826488077 Long EP CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 225401AM0 34000.00000000 PA USD 33261.65000000 0.008030660016 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 5909.00000000 NS USD 478688.09000000 0.115573980989 Long EC CORP US N 1 N N N Global Pmts Inc 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAB8 45000.00000000 PA USD 40783.06000000 0.009846621839 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 Precision Drilling Corporation 740212AM7 60000.00000000 PA USD 57859.80000000 0.013969613125 Long DBT CORP CA N 2 2029-01-15 Fixed 6.87500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Company, Inc. 37045XDM5 50000.00000000 PA USD 48251.40000000 0.011649770493 Long DBT CORP US N 2 2024-10-15 Fixed 1.20000000 N N N N N N Hartford Financial Svcs Group Inc IU7C3FTM7Y3BQM112U94 Hartford Financial Services Group, Inc. 416515BE3 45000.00000000 PA USD 40861.58000000 0.009865579630 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 13608.00000000 NS 418083.60000000 0.100941692613 Long EC CORP CA N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136A66D1 183865.92000000 PA USD 5668.29000000 0.001368546354 Long ABS-CBDO USGSE US N 2 2027-07-25 Fixed 3.00000000 N N N N N N Morgan Stanley & Co N/A ICE US mini MSCI Emerging Markets Index N/A 80.00000000 NC USD 197398.40000000 0.047659675278 N/A DE CORP US N 1 Morgan Stanley & Company N/A Long MSCI Emerging Markets Index MXEF 2024-03-18 3937401.60000000 USD 197398.40000000 N N N Fiserv Inc Discount Commercial Paper 42 Yrs 3&4 GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738108 1025.00000000 NS USD 136161.00000000 0.032874577735 Long EC CORP US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NBR5 20000.00000000 PA USD 20787.94000000 0.005019019759 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 18722.07000000 0.004520238141 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 62391.40000000 0.015063718166 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 42928.49000000 0.010364612345 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 19744.87000000 0.004767181966 Long DBT CORP GB N 2 2025-03-30 Variable 6.37500000 N N N N N N Silicon Laboratories Inc 4PRDF8Q9TDHRVZKZSZ47 Silicon Laboratories, Inc. 826919102 1270.00000000 NS USD 167982.90000000 0.040557625929 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GZU1 86000.00000000 PA USD 84481.69000000 0.020397176027 Long DBT CORP US N 2 2028-08-23 Variable 4.48200000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825C104 5491.00000000 NS USD 637340.37000000 0.153878831216 Long EC CORP US N 1 N N N Formfactor Inc 549300YCEEO6SZD1ZR61 FormFactor, Inc. 346375108 1325.00000000 NS USD 55265.75000000 0.013343308248 Long EC CORP US N 1 N N N PRKCM Trust N/A PRKCM Trust 693964AC2 452876.11000000 PA USD 455076.14000000 0.109873135037 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 51419.22000000 0.012414605834 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 45947.48000000 0.011093514317 Long DBT CORP US N 2 2032-02-01 Fixed 2.12500000 N N N N N Littelfuse Inc 549300MY7HLQFYTPCX75 Littelfuse, Inc. 537008104 802.00000000 NS USD 214583.12000000 0.051808737149 Long EC CORP US N 1 N N N Masterbrand Inc 549300E0Y4BR5Z9RDZ64 Masterbrand, Inc. 57638P104 15192.00000000 NS USD 225601.20000000 0.054468931533 Long EC CORP US N 1 N N N Crane NXT Co 549300EXNPSXEWUD3N21 Crane NXT Company 224441105 1891.00000000 NS USD 107541.17000000 0.025964634167 Long EC CORP US N 1 N N N Thrivent Mutual Funds N/A Thrivent Core Short-Term Reserve Fund N/A 3313921.15900000 NS USD 33139211.59000000 8.001098607492 Long STIV PF US N 2 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Companies, Inc. 071734AN7 95000.00000000 PA USD 57213.09000000 0.013813472100 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 44429.39000000 0.010726988163 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 70209.96000000 0.016951423592 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 356397.89000000 PA USD 351068.99000000 0.084761751177 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 40391.40000000 0.009752059834 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 23964.49000000 0.005785962862 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N Linde Plc 5299003QR1WT0EF88V51 Linde plc G54950103 575.00000000 NS USD 236158.25000000 0.057017815287 Long EC CORP IE N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 01F042616 400000.00000000 PA USD 387718.75000000 0.093610433135 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Elanco Animal Health Inc 549300SHPNDCE059M934 Elanco Animal Health, Inc. 28414H103 2310.00000000 NS USD 34419.00000000 0.008310089460 Long EC CORP US N 1 N N N Southwest Airls Co UDTZ87G0STFETI6HGH41 Southwest Airlines Company, Convertible 844741BG2 262000.00000000 PA USD 264751.00000000 0.063921220686 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 N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 Edwards Lifesciences Corporation 28176E108 3748.00000000 NS USD 285785.00000000 0.068999648930 Long EC CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773DG2 44000.00000000 PA USD 42971.74000000 0.010375054582 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 101778.60000000 0.024573324942 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 21481.90000000 0.005186568778 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 60899.50000000 0.014703515300 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 20835.81000000 0.005030577445 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 255000.00000000 PA USD 209418.75000000 0.050561856743 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 United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CHQ7 3100000.00000000 PA USD 3131968.75000000 0.756179450325 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners, LP 87612BBS0 106000.00000000 PA USD 102969.46000000 0.024860845007 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 2231.00000000 NS USD 139080.54000000 0.033579468597 Long EC CORP US N 1 N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M102 6514.00000000 NS USD 2305695.44000000 0.556684836154 Long EC CORP US N 1 N N N Ast Research Inc 9884007ER46L6N7EI764 Samsung Electronics Company, Ltd. 700593000 11438.00000000 NS 694250.47000000 0.167619149709 Long EC CORP KR N 2 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corporation 808513CB9 25000.00000000 PA USD 22569.18000000 0.005449080590 Long DBT CORP US N 2 2027-06-01 Variable 5.00000000 N N N N N N Preferred Term Secs XxIII Limited Preferred Term Secs XxIII Inc N/A Preferred Term Securities XXIII, Ltd./Preferred Term Securities XXIII, Inc. 74043AAC5 31919.14700000 PA USD 31671.45000000 0.007646723694 Long ABS-O CORP KY N 2 2036-12-22 Floating 5.84620000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 17327CAR4 41000.00000000 PA USD 42425.78000000 0.010243238538 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 80525.85000000 0.019442081914 Long DBT CORP US N 2 2028-05-28 Fixed 1.75000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc. 247361ZN1 82000.00000000 PA USD 79336.71000000 0.019154977123 Long DBT CORP US N 2 2028-04-19 Fixed 4.37500000 N N N N N National Retail Pptys Inc 5493008JKH5SOTI0JS97 NNN REIT, Inc. 637417AN6 45000.00000000 PA USD 38669.76000000 0.009336388768 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 7599.00000000 NS USD 86324.64000000 0.020842136060 Long RF US N 1 N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 Cargill, Inc. 141781BS2 79000.00000000 PA USD 65934.18000000 0.015919083480 Long DBT CORP US N 2 2031-11-10 Fixed 2.12500000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 Comerica, Inc. 200340AU1 42000.00000000 PA USD 39557.18000000 0.009550646579 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 74383.72000000 0.017959132096 Long RF US N 1 N N N Us Foods Holding Corp 549300UGOZSO64CFPR97 US Foods Holding Corporation 912008109 5223.00000000 NS USD 237176.43000000 0.057263643664 Long EC CORP US N 1 N N N Moog Inc 549300WM2I4U7OBAHG07 Moog, Inc. 615394202 1417.00000000 NS USD 205153.26000000 0.049532001039 Long EC CORP US N 1 N N N Bank America Corpo 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GFH7 70000.00000000 PA USD 69343.35000000 0.016742190127 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Euronet Worldwide Inc YG3575C4DSHJPA5KET68 Euronet Worldwide, Inc., Convertible 298736AL3 48000.00000000 PA USD 44880.00000000 0.010835782997 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 N Chs Community Health System Inc 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBD1 19000.00000000 PA USD 18336.42000000 0.004427127185 Long DBT CORP US N 2 2027-12-15 Fixed 8.00000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 FMC Corporation 302491AW5 36000.00000000 PA USD 35961.29000000 0.008682458439 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 267561.49700000 PA USD 219742.05000000 0.053054304128 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 48149.20000000 0.011625095425 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 6778.00000000 NS USD 459209.50000000 0.110871089404 Long EC CORP US N 1 N N N Central Pacific Financial Corp 549300W3YEAOZ4KGG849 Central Pacific Financial Corporation 154760409 1402.00000000 NS USD 27591.36000000 0.006661630783 Long EC CORP US N 1 N N N Vericrest Opportunity Loan Transferee N/A Vericrest Opportunity Loan Transferee 92873KAB2 250000.00000000 PA USD 209031.00000000 0.050468238765 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 39588.23000000 0.009558143260 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 158000.00000000 PA USD 156544.73000000 0.037796005430 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 1760639.96500000 PA USD 1573571.35000000 0.379921516934 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 117503.87000000 0.028370018643 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 35016.10000000 0.008454252696 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N COTY/HFC PRESTIGE/INT US N/A Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC 22207AAA0 58000.00000000 PA USD 59583.99000000 0.014385899861 Long DBT CORP US N 2 2030-07-15 Fixed 6.62500000 N N N N N N Glencore Funding Llc 213800STG1QDNBY87K49 Glencore Funding, LLC 378272AN8 67000.00000000 PA USD 65061.92000000 0.015708485885 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A VistaJet Malta Finance plc/Vista Management Holding, Inc. 92840JAD1 17000.00000000 PA USD 14621.47000000 0.003530193316 Long DBT CORP XX N 2 2027-05-01 Fixed 7.87500000 N N N N N Astrazeneca Plc PY6ZZQWO2IZFZC3IOL08 AstraZeneca plc ADR 046353108 4660.00000000 NS USD 313851.00000000 0.075775876328 Long EC CORP GB N 1 N N N Evergy Inc 549300PGTHDQY6PSUI61 Evergy, Inc. 30034WAA4 34000.00000000 PA USD 33227.36000000 0.008022381072 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 89635.00000000 0.021641386118 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 142472.42000000 0.034398400763 Long DBT CORP DE N 2 2026-11-24 Variable 2.12900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140QS2K6 292429.67000000 PA USD 284399.71000000 0.068665185877 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through 3132DQ2P0 755181.48500000 PA USD 763310.81000000 0.184293010181 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Rfmsi Series 2007-S7 Tr N/A Residential Funding Mortgage Security I Trust 76200RAV0 146611.94800000 PA USD 112111.55000000 0.027068102213 Long ABS-CBDO CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Company, LLC 345397D67 68000.00000000 PA USD 73265.61000000 0.017689176719 Long DBT CORP US N 2 2033-11-07 Fixed 7.12200000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corporation 126650DS6 41000.00000000 PA USD 41193.70000000 0.009945766356 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 21197.87000000 0.005117992855 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N QuidelOrtho Corp 549300YU8CMO9HF53113 QuidelOrtho Corporation 219798105 1842.00000000 NS USD 135755.40000000 0.032776650070 Long EC CORP US N 1 N N N Builders Firstsource Inc 549300W0SKP6L3H7DP63 Builders FirstSource, Inc. 12008RAN7 45000.00000000 PA USD 43454.21000000 0.010491541664 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 492856.88000000 PA USD 17993.71000000 0.004344383620 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 82488.16300000 PA USD 72117.43000000 0.017411961270 Long ABS-CBDO CORP US N 2 2035-08-25 Variable 3.72727000 N N N N N N TASEKO MINES LTD 549300XKUO1JSLU7KX54 Taseko Mines, Ltd. 876511AF3 52000.00000000 PA USD 49280.34000000 0.011898196753 Long DBT CORP CA N 2 2026-02-15 Fixed 7.00000000 N N N N N N VALARIS LTD N/A Valaris, Ltd. 91889FAC5 57000.00000000 PA USD 58398.78000000 0.014099743926 Long DBT CORP BM N 2 2030-04-30 Fixed 8.37500000 N N N N N N NUVEEN PFD INCOME OPPORTUNITIES FD SQSNUOAGTXNFWCFS1I50 Nuveen Preferred Income Opportunities Fund 67073B106 5049.00000000 NS USD 34131.24000000 0.008240612969 Long RF US N 1 N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 Discover Financial Services 254709AS7 19000.00000000 PA USD 19903.25000000 0.004805421077 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 17981.00000000 NS USD 350090.07000000 0.084525401697 Long EC CORP US N 1 N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 Post Holdings, Inc. 737446AR5 56000.00000000 PA USD 50184.19000000 0.012116421407 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 5205.00000000 NS USD 211791.45000000 0.051134719094 Long EC CORP US N 1 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings, Inc. 55903VBB8 106000.00000000 PA USD 100571.81000000 0.024281958753 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 Centene Corporation 15135B101 5133.00000000 NS USD 380919.93000000 0.091968932731 Long EC CORP US N 1 N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 Catalent Pharma Solutions, Inc. 14879EAH1 58000.00000000 PA USD 50756.96000000 0.012254710431 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 Nasdaq, Inc. 63111XAH4 37000.00000000 PA USD 38108.04000000 0.009200767645 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N Barclays Plc 213800LBQA1Y9L22JB70 Barclays plc 06738EBL8 41000.00000000 PA USD 39530.30000000 0.009544156698 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 259.00000000 NS USD 918729.98000000 0.221817261514 Long EC CORP US N 1 N N N Bio-Techne Corp 54930073RLKQ51TILZ35 Bio-Techne Corporation 09073M104 2603.00000000 NS USD 200847.48000000 0.048492417756 Long EC CORP US N 1 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio, Inc. 82967NBJ6 50000.00000000 PA USD 46242.14000000 0.011164656737 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 42865.00000000 0.010349283382 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 10976.00000000 NS USD 646815.68000000 0.156166540730 Long EC CORP US N 1 N N N Zions Bancorporation 8WH0EE09O9V05QJZ3V89 Zions Bancorp NA 989701107 4965.00000000 NS USD 217814.55000000 0.052588930426 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 169008.66000000 0.040805284413 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc. 60687YDB2 40000.00000000 PA USD 41382.80000000 0.009991422474 Long DBT CORP JP N 2 2034-07-06 Variable 5.74800000 N N N N N N Insight Enterprises Inc 529900S8991TYW6YP792 Insight Enterprises, Inc. 45765U103 691.00000000 NS USD 122438.29000000 0.029561380148 Long EC CORP US N 1 N N N JP Morgan Mortgage Trust N/A J.P. Morgan Mortgage Trust 46656RAM2 545150.74000000 PA USD 533265.96000000 0.128751208168 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 173238.44000000 0.041826518331 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 86687.10000000 0.020929648045 Long DBT CORP US N 2 2028-08-09 Floating 5.97400000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 Brown & Brown, Inc. 115236101 1698.00000000 NS USD 120744.78000000 0.029152500761 Long EC CORP US N 1 N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 Mineral Resources, Ltd. 603051AE3 16000.00000000 PA USD 17020.32000000 0.004109369297 Long DBT CORP AU N 2 2028-10-01 Fixed 9.25000000 N N N N N N Cisco System Inc 549300LKFJ962MZ46593 Cisco Systems, Inc. 17275R102 20714.00000000 NS USD 1046471.28000000 0.252658995174 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 136092.54000000 0.032858048820 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 126223.32000000 0.030475234063 Long DBT CORP US N 2 2025-06-01 Variable 5.37500000 N N N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 Wabash National Corporation 929566AL1 73000.00000000 PA USD 65869.10000000 0.015903370629 Long DBT CORP US N 2 2028-10-15 Fixed 4.50000000 N N N N N N BAUSCH & LOMB ESCROW COR N/A Bausch & Lomb Escrow Corporation 071705AA5 16000.00000000 PA USD 16879.04000000 0.004075258793 Long DBT CORP CA N 2 2028-10-01 Fixed 8.37500000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 Canadian Pacific Railway Company 13645RBE3 83000.00000000 PA USD 76553.76000000 0.018483064416 Long DBT CORP CA N 2 2026-12-02 Fixed 1.75000000 N N N N N N Knowles Corp 5493003EO323TDZQU148 Knowles Corporation 49926D109 13897.00000000 NS USD 248895.27000000 0.060093028851 Long EC CORP US N 1 N N N Adobe System Inc FU4LY2G4933NH2E1CP29 Adobe, Inc. 00724F101 1726.00000000 NS USD 1029731.60000000 0.248617383321 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEC5 93000.00000000 PA USD 84946.74000000 0.020509457241 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 105768.49000000 0.025536640054 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 61419.37000000 0.014829032200 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 Brunswick Corporation 117043109 2420.00000000 NS USD 234135.00000000 0.056529323800 Long EC CORP US N 1 N N N Dominos Pizza Inc 25490005ZWM1IF9UXU57 Domino's Pizza, Inc. 25754A201 1022.00000000 NS USD 421299.06000000 0.101718030109 Long EC CORP US N 1 N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 Freedom Mortgage Corporation 35640YAK3 22000.00000000 PA USD 24026.80000000 0.005801006928 Long DBT CORP US N 2 2028-10-01 Fixed 12.00000000 N N N N N N Devon Energy Corporation Iam Commercial Paper 42 54930042348RKR3ZPN35 Devon Energy Corporation 25179M103 14750.00000000 NS USD 668175.00000000 0.161323513914 Long EC CORP US N 1 N N N Sprint Capital Corp 549300L17W0GQBR1PO80 Sprint Capital Corporation 852060AD4 137000.00000000 PA USD 148443.75000000 0.035840112797 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 41000.00000000 PA USD 29806.18000000 0.007196374743 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 36810.93000000 0.008887594684 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 383326.00000000 0.092549851902 Long EC CORP US N 1 N N N XHR LP 549300M88BPT83ZL2164 XHR, LP 98372MAC9 27000.00000000 PA USD 24853.10000000 0.006000507986 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 6543.00000000 NS USD 401805.63000000 0.097011555568 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140XJJY0 1834654.36000000 PA USD 1742539.81000000 0.420717095499 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 1611203.13800000 PA USD 1605023.84000000 0.387515375142 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 165000.00000000 PA USD 157506.82000000 0.038028291492 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N TRANSOCEAN TITAN FIN LTD N/A Transocean Titan Financing, Ltd. 89386MAA6 55000.00000000 PA USD 57061.81000000 0.013776947206 Long DBT CORP KY N 2 2028-02-01 Fixed 8.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140L2PV9 417650.41600000 PA USD 343349.72000000 0.082898018231 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 33737.03000000 0.008145435295 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 15494.54000000 0.003740986477 Long DBT CORP US N 2 2026-06-15 Fixed 2.65000000 N N N N N N INTERDIGITAL INC N/A InterDigital, Inc., Convertible 45867GAD3 196000.00000000 PA USD 287022.40000000 0.069298405567 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 GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558BZ5 46000.00000000 PA USD 47944.52000000 0.011575677688 Long DBT CORP US N 2 2033-10-15 Fixed 5.25000000 N N N N N N Turning Pt Brands Inc 549300IYG00QF0VVP302 Turning Point Brands, Inc. 90041L105 6282.00000000 NS USD 165342.24000000 0.039920067580 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 91993.66000000 0.022210858665 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N Eog Resources Inc XWTZDRYZPBUHIQBKDB46 EOG Resources, Inc. 26875P101 3193.00000000 NS USD 386193.35000000 0.093242142062 Long EC CORP US N 1 N N N PRIMO WATER HOLDINGS INC 9845008F9A5F2E1D4832 Primo Water Holdings, Inc. 74168LAA4 85000.00000000 PA USD 78318.37000000 0.018909110117 Long DBT CORP US N 2 2029-04-30 Fixed 4.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PAR7 134000.00000000 PA USD 128927.25000000 0.031128068259 Long DBT CORP US N 2 2029-04-23 Variable 4.00500000 N N N N N N Exelixis Inc 254900PJQB59O2O95R37 Exelixis, Inc. 30161Q104 143.00000000 NS USD 3430.57000000 0.000828273442 Long EC CORP US N 1 N N N Mortgageit Trust 2007-1 N/A MortgageIT Trust 61915YAA9 579121.51200000 PA USD 474714.47000000 0.114614594090 Long ABS-CBDO CORP US N 2 2047-06-25 Floating 5.93043000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 Deere & Company 244199105 510.00000000 NS USD 203933.70000000 0.049237551673 Long EC CORP US N 1 N N N Telecom Italia Spa Torino 549300W384M3RI3VXU42 Telecom Italia SPA/Milano 87927YAA0 36000.00000000 PA USD 35832.55000000 0.008651375580 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 115000.00000000 PA USD 115312.69000000 0.027840982302 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 1543.00000000 NS USD 884787.06000000 0.213622116339 Long EC CORP US N 1 N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 Reinsurance Group of America, Inc. 759351AR0 44000.00000000 PA USD 46133.87000000 0.011138516135 Long DBT CORP US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Affirm Inc N/A Affirm Asset Securitization Trust 00834WAF8 550000.00000000 PA USD 541313.91000000 0.130694297290 Long ABS-O CORP US N 2 2027-05-17 Fixed 4.30000000 N N N N N N Nationstar Mortgage Holdings Inc N/A Nationstar Mortgage Holdings, Inc. 63861CAA7 49000.00000000 PA USD 48632.50000000 0.011741782901 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 41000.00000000 0.009898999619 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 39472.05000000 0.009530092875 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 83638.13000000 0.020193507732 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 34752.84000000 0.008390691461 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N Prosperity Bancshares Inc N/A Prosperity Bancshares, Inc. 743606105 2211.00000000 NS USD 149751.03000000 0.036155741193 Long EC CORP US N 1 N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 Whitebox CLO III, Ltd. 96467HAG1 300000.00000000 PA USD 297531.90000000 0.071835808896 Long ABS-O CORP KY N 2 2034-10-15 Floating 7.85550000 N N N N N N Ingevity Corp 5493009UTFC4B5IMGF87 Ingevity Corporation 45688C107 4958.00000000 NS USD 234116.76000000 0.056524919952 Long EC CORP US N 1 N N N APPLIED MATLS INC 41BNNE1AFPNAZELZ6K07 Applied Materials, Inc. 038222105 3712.00000000 NS USD 601603.84000000 0.145250638610 Long EC CORP US N 1 N N N Morgan Stanley & Co N/A Ultra 10-Yr. U.S. Treasury Note N/A 9.00000000 NC USD 51657.12000000 0.012472044175 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Long United States Department of The Treasury United States Treasury Note/Bond 2024-03-20 1010483.55000000 USD 51657.12000000 N N N ROC Securities Trust N/A ROC Securities Trust Series 77118TAA1 554974.14000000 PA USD 546881.45000000 0.132038518664 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 195897.56300000 PA USD 169604.27000000 0.040949087905 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 78000.00000000 PA USD 74475.40000000 0.017981267225 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 29864.26000000 0.007210397521 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 55000.00000000 PA USD 53704.88000000 0.012966453333 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 143000.00000000 PA USD 131023.74000000 0.031634242740 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 309505.04000000 PA USD 306094.39000000 0.073903128049 Long ABS-CBDO CORP US N 2 2067-08-25 Variable 6.56700000 N N N N N N Voya Global Equity DIVidend & Premium Opportunity Fd 549300YJVN8KX08ZHI42 Voya Global Equity Dividend & Premium Opportunity Fund 92912T100 11869.00000000 NS USD 58988.93000000 0.014242229161 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 98171.18000000 0.023702353010 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 83277.83000000 0.020106517254 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 45198.53000000 0.010912688567 Long DBT CORP US N 2 2025-02-10 Fixed 2.30000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 Callon Petroleum Company 13123XBF8 45000.00000000 PA USD 45383.45000000 0.010957335469 Long DBT CORP US N 2 2030-06-15 Fixed 7.50000000 N N N N N Fluor Corporation New CQ7WZ4NOFWT7FAE6Q943 Fluor Corporation 343412102 6495.00000000 NS USD 254409.15000000 0.061424294608 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140XHQG5 1479885.78500000 PA USD 1380699.58000000 0.333354746744 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 40089.79000000 0.009679239413 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 8752.00000000 NS USD 352092.96000000 0.085008977486 Long EC CORP US N 1 N N N SCOTT Trust 2023-SFS N/A SCOTT Trust 810064AA3 225000.00000000 PA USD 226002.08000000 0.054565719605 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 1609.00000000 NS USD 310649.63000000 0.075002940708 Long EC CORP JE N 1 N N N MODIVCARE ESCROW ISSUER N/A ModivCare Escrow Issuer, Inc. 60783XAA2 27000.00000000 PA USD 22068.18000000 0.005328119644 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N ARCHER-DANIELS-MIDLAND C 549300LO13MQ9HYSTR83 Archer-Daniels-Midland Company 039482AE4 41000.00000000 PA USD 41001.10000000 0.009899265202 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 199973.78000000 PA USD 4788.93000000 0.001156234542 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 60281.25000000 0.014554245629 Long EC CORP US N 1 N N N Lam Research Corp 549300I4GMO6D34U1T02 Lam Research Corporation 512807108 146.00000000 NS USD 114355.96000000 0.027609990353 Long EC CORP US N 1 N N N Barings CLO Ltd. 2016-II 549300Z33CTC4YAKLT16 Barings CLO, Ltd. 06761CAS8 400000.00000000 PA USD 400044.00000000 0.096586229356 Long ABS-O CORP US N 2 2032-01-20 Floating 8.82740000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313384UF4 100000.00000000 PA USD 98923.96000000 0.023884103472 Long STIV USGSE US N 2 N N N Charles RIVer Laboratories International Inc 549300BSQ0R4UZ5KX287 Charles River Laboratories International, Inc. 159864107 1056.00000000 NS USD 249638.40000000 0.060272449427 Long EC CORP US N 1 N N N Allegheny Technologies Inc ZW1LRE7C3H17O2ZN9B45 Allegheny Technologies, Inc. 01741R102 250.00000000 NS USD 11367.50000000 0.002744558004 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 525713.01000000 0.126927631359 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGH1 73000.00000000 PA USD 66036.13000000 0.015943698188 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135CR5 77000.00000000 PA USD 79120.60000000 0.019102799738 Long DBT CORP US N 2 2032-12-01 Fixed 4.70000000 N N N N N N VISHAY INTERTECHNOLOGY 5493009O8F3QQJTCQR75 Vishay Intertechnology, Inc., Convertible 928298AQ1 243000.00000000 PA USD 238626.00000000 0.057613626417 Long DBT CORP US N 2 2030-09-15 Fixed 2.25000000 N N N N Y Vishay Intertechnology Inc Vishay Intertechnology Inc USD XXXX N N N American Express Co R4PP93JZOLY261QX3811 American Express Company 025816109 2596.00000000 NS USD 486334.64000000 0.117420156490 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GXH2 44000.00000000 PA USD 41341.21000000 0.009981381025 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 53470.99000000 0.012909983162 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25000000 N N N N N N Factset Research System Inc 549300ZSJE7NBK6K9P30 FactSet Research Systems, Inc. 303075105 684.00000000 NS USD 326302.20000000 0.078782081793 Long EC CORP US N 1 N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 John Deere Capital Corporation 24422EWH8 44000.00000000 PA USD 42368.03000000 0.010229295434 Long DBT CORP US N 2 2032-06-07 Fixed 3.90000000 N N N N N N TrustCo Bank Corp NY N/A TrustCo Bank Corporation NY 898349204 127.00000000 NS USD 3943.35000000 0.000952078540 Long EC CORP US N 1 N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313384VM8 900000.00000000 PA USD 886546.87000000 0.214047003133 Long STIV USGSE US N 2 N N N Pretium Mortgage Credit Partne N/A Pretium Mortgage Credit Partners, LLC 69362NAC0 450000.00000000 PA USD 412840.98000000 0.099675919604 Long ABS-O CORP US N 2 2052-01-25 Variable 5.43800000 N N N N N N Graco Inc 4T5VJ4S81BRT6Q7GGT78 Graco, Inc. 384109104 38.00000000 NS USD 3296.88000000 0.000795995460 Long EC CORP US N 1 N N N H & E Equipment Svcs Inc 254900KVLRCDMQRYY541 H&E Equipment Services, Inc. 404030AJ7 155000.00000000 PA USD 140943.90000000 0.034029356400 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N Nippon Life Insurance Co 549300Y0HHMFW3EVWY08 Nippon Life Insurance Company 654579AD3 168000.00000000 PA USD 166254.75000000 0.040140383095 Long DBT CORP JP N 2 2044-10-16 Variable 5.10000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 Churchill Downs, Inc. 171484AJ7 35000.00000000 PA USD 35522.74000000 0.008576575359 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 118932.79000000 0.028715015680 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 92437.65000000 0.022318055174 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 23090.00000000 NS USD 777440.30000000 0.187704420331 Long EC CORP US N 1 N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 Playtika Holding Corporation 72815LAA5 61000.00000000 PA USD 53225.50000000 0.012850712298 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 64242.32000000 0.015510602468 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 3248.00000000 NS USD 260424.64000000 0.062876668589 Long EC CORP US N 1 N N N Whitebox CLO IV Ltd 549300SN372GTCE2YI66 Whitebox CLO IV, Ltd. 96467KAE9 500000.00000000 PA USD 501470.50000000 0.121074543621 Long ABS-O CORP KY N 2 2036-04-20 Floating 8.01580000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368LGV2 60000.00000000 PA USD 61119.07000000 0.014756528064 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 38864.16000000 0.009383324513 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 84690.38000000 0.020447561935 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 799.00000000 NS USD 178009.21000000 0.042978368341 Long EC CORP US N 1 N N N Churchill Downs Inc 529900FODTBQC8MIS994 Churchill Downs, Inc. 171484AE8 45000.00000000 PA USD 43127.81000000 0.010412735969 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 66753.53000000 0.016116906537 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 57501.60000000 0.013883129670 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Silver Point CLO, Ltd 549300ODF186WFGMDH65 Silver Point CLO 2, Ltd. 82808EAC5 500000.00000000 PA USD 502415.50000000 0.121302703491 Long ABS-O CORP JE N 2 2035-04-20 Floating 8.11580000 N N N N N N Rockies Express Pipeline Llc W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline, LLC 77340RAR8 43000.00000000 PA USD 41115.58000000 0.009926905140 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N HAWAIIAN BRAND INTELLECT N/A Hawaiian Brand Intellectual Property, Ltd. 41984LAA5 77000.00000000 PA USD 72544.90000000 0.017515169206 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corporation 26441CBT1 43000.00000000 PA USD 41621.88000000 0.010049145713 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 87144.21000000 0.021040012234 Long DBT CORP US N 2 2025-05-13 Fixed 5.12500000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia 064159VJ2 51000.00000000 PA USD 48712.76000000 0.011761160797 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 90821.96000000 0.021927964571 Long DBT CORP FR N 2 2026-10-15 Fixed 6.50000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corporation 808513CG8 39000.00000000 PA USD 40000.17000000 0.009657601648 Long DBT CORP US N 2 2026-08-24 Fixed 5.87500000 N N N N N N Oci N V 549300NCMRGIBJYUOE57 OCI NV 67091GAE3 55000.00000000 PA USD 53571.80000000 0.012934322629 Long DBT CORP NL N 2 2025-10-15 Fixed 4.62500000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 Tapestry, Inc. 876030AD9 59000.00000000 PA USD 61890.66000000 0.014942819994 Long DBT CORP US N 2 2028-11-27 Fixed 7.35000000 N N N N N N Vericrest Opportunity Loan Tra N/A Vericrest Opportunity Loan Transferee 91835EAB5 350000.00000000 PA USD 291618.15000000 0.070407998921 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 73628.68000000 0.017776835982 Long DBT CORP US N 2 2028-02-01 Fixed 6.12500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AZ0 28000.00000000 PA USD 28210.00000000 0.006810994615 Long DBT CORP US N 2 2054-06-15 Variable 7.87500000 N N N N N N BLACKROCK INC N/A BlackRock, Inc. 09247X101 251.00000000 NS USD 203761.80000000 0.049196048307 Long EC CORP US N 1 N N N Morgan Stanley & Co N/A CBOT 5-Yr. U.S. Treasury Note N/A 38.00000000 NC USD 102619.38000000 0.024776322037 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Long United States Department of The Treasury United States Treasury Note/Bond 2024-03-29 4030771.34000000 USD 102619.38000000 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. 693475BH7 102000.00000000 PA USD 101947.83000000 0.024614183666 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 225211.65000000 0.054374878965 Long ABS-O CORP US N 2 2060-06-27 Variable 3.84410000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 DISH Network Corporation 25470MAG4 67000.00000000 PA USD 69938.42000000 0.016885863242 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N COOPER COS INC QJKMVPIGLH7530PCUE20 Cooper Companies, Inc. 216648402 158.00000000 NS USD 59793.52000000 0.014436488578 Long EC CORP US N 1 N N N Amc Networks Inc 549300VGG9K75226LR46 AMC Networks, Inc. 00164VAE3 34000.00000000 PA USD 33109.56000000 0.007993939556 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company, 4.750% 48128B622 3350.00000000 NS USD 71690.00000000 0.017308762992 Long EP CORP US N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. 693475BU8 40000.00000000 PA USD 44405.51000000 0.010721222599 Long DBT CORP US N 2 2034-10-20 Variable 6.87500000 N N N N N N Babson CLO Ltd 5493000D71NBEM2WZE67 Babson CLO, Ltd. 06760PAJ0 550000.00000000 PA USD 549970.85000000 0.132784420357 Long ABS-O CORP KY N 2 2029-07-20 Floating 8.57740000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 20-Yr. Pass Through 31418DPM8 921386.30000000 PA USD 881970.68000000 0.212942132326 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 82000.00000000 PA USD 297824.00000000 0.071906333233 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 62395.86000000 0.015064794984 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135BS4 45000.00000000 PA USD 38113.71000000 0.009202136604 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 67593.54000000 0.016319717724 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier, Inc. 097751BX8 60000.00000000 PA USD 58456.53000000 0.014113687029 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N Liberty Latin America Ltd 213800YWQHEAX7CAVO83 Liberty Latin America, Ltd., Class A G9001E102 352.00000000 NS USD 2573.12000000 0.000621251558 Long EC CORP BM N 1 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation 31325VQ72 377526.46000000 PA USD 38984.95000000 0.009412487931 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 220948.80200000 PA USD 87537.79000000 0.021135037801 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 177431.89000000 0.042838980768 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group, Inc. 744573AW6 40000.00000000 PA USD 41912.85000000 0.010119397224 Long DBT CORP US N 2 2028-10-15 Fixed 5.87500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Company 694308KP1 82000.00000000 PA USD 90069.61000000 0.021746317928 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468V4 39000.00000000 PA USD 35880.88000000 0.008663044328 Long DBT CORP US N 2 2026-12-10 Variable 0.98500000 N N N N N N Plexus Corp 549300W7HCBI5YT25I79 Plexus Corporation 729132100 3069.00000000 NS USD 331850.97000000 0.080121771356 Long EC CORP US N 1 N N N Viacomcbs Inc 5KYC8KF17ROCY24M3H09 Paramount Global 92556H206 667.00000000 NS USD 9864.93000000 0.002381778983 Long EC CORP US N 1 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 United Parcel Service, Inc. 911312106 5179.00000000 NS USD 814294.17000000 0.196602382406 Long EC CORP US N 1 N N N Boeing Company Iam Commercial Paper 42 RVHJWBXLJ1RFUBSY1F30 Boeing Company 097023CY9 90000.00000000 PA USD 91620.99000000 0.022120881588 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 28162.18000000 0.006799449002 Long DBT CORP US N 2 2027-09-15 Fixed 5.25000000 N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343V104 31410.00000000 NS USD 1184157.00000000 0.285901699804 Long EC CORP US N 1 N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WBM2 64330.00000000 PA USD 73561.36000000 0.017760582307 Long DBT CORP KY N 2 2032-12-01 Fixed 9.62500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368LC53 77000.00000000 PA USD 78058.52000000 0.018846372188 Long DBT CORP CA N 2 2026-12-11 Fixed 5.26600000 N N N N N N Crown Holdings Inc 7HLDMDH0ZXNUH6PT7Z42 Crown Cork & Seal Company, Inc. 228255AH8 65000.00000000 PA USD 68250.00000000 0.016478212780 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 73000.00000000 PA USD 216189.50000000 0.052196579955 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./New Albertsons, LP/Albertsons, LLC 013092AG6 168000.00000000 PA USD 152540.98000000 0.036829343973 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 4693.00000000 NS USD 174485.74000000 0.042127665214 Long EC CORP US N 1 N N N UnIVersal Display Corp N/A Universal Display Corporation 91347P105 583.00000000 NS USD 111504.58000000 0.026921555974 Long EC CORP US N 1 N N N M & T Bank Corp 549300WYXDDBYRASEG81 M&T Bank Corporation 55261F104 2126.00000000 NS USD 291432.08000000 0.070363074363 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46625H100 8708.00000000 NS USD 1481230.80000000 0.357626905488 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. 693475BC8 60000.00000000 PA USD 47995.48000000 0.011587981420 Long DBT CORP US N 2 2026-09-15 Variable 3.40000000 N N N N N N Lifepoint Health Inc N/A Legacy LifePoint Health, LLC 53219LAS8 35000.00000000 PA USD 32313.36000000 0.007801705812 Long DBT CORP US N 2 2027-02-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140XJBQ5 1245183.08800000 PA USD 1148270.25000000 0.277237238229 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 39722.31000000 0.009590515403 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 98.00000000 NS USD 15175.30000000 0.003663909485 Long EC CORP US N 1 N N N Ttm Technologies Inc 549300SC4BDOIS008048 TTM Technologies, Inc. 87305R109 32373.00000000 NS USD 511817.13000000 0.123572623778 Long EC CORP US N 1 N N N Structured Adj Rate Mortgage Loan Tr N/A Structured Adjustable Rate Mortgage Loan Trust 863579UU0 51477.03800000 PA USD 43547.38000000 0.010514036537 Long ABS-CBDO CORP US N 2 2035-07-25 Variable 4.56201000 N N N N N N AMPHENOL CORP NEW 549300D3L3G0R4U4VT04 Amphenol Corporation 032095101 1831.00000000 NS USD 181507.03000000 0.043822878556 Long EC CORP US N 1 N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corporation 064058100 8930.00000000 NS USD 464806.50000000 0.112222423572 Long EC CORP US N 1 N N N Indymac Inda Mortgage Loan Trust 2006-Ar1 N/A IndyMac INDA Mortgage Loan Trust 45662BAA7 522547.59000000 PA USD 411901.43000000 0.099449075577 Long ABS-CBDO CORP US N 2 2036-08-25 Variable 3.67097000 N N N N N N Cohu Inc 529900FJPORJ3JJ2XS33 Cohu, Inc. 192576106 5865.00000000 NS USD 207562.35000000 0.050113649355 Long EC CORP US N 1 N N N Amsted Inds Inc N2VLGYMEEBIU3PFSUY86 Amsted Industries, Inc. 032177AJ6 20000.00000000 PA USD 18304.40000000 0.004419396308 Long DBT CORP US N 2 2030-05-15 Fixed 4.62500000 N N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 Patrick Industries, Inc., Convertible 703343AG8 66000.00000000 PA USD 74910.00000000 0.018086196621 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 Exlservice Holdings Inc 81E3DTNF6OSH489ZOV15 ExlService Holdings, Inc. 302081104 6574.00000000 NS USD 202807.90000000 0.048965739630 Long EC CORP US N 1 N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier, Inc. 097751BV2 32000.00000000 PA USD 31850.60000000 0.007689977494 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 33275.95000000 0.008034112594 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N Morgan Stanley & Co N/A Eurex Euro STOXX 50 Index N/A -86.00000000 NC -3071.85000000 -0.00074166443 N/A DE CORP US N 1 Morgan Stanley & Company N/A Short EURO STOXX 50 Price EUR SX5E 2024-03-18 -4327118.91000000 EUR -3071.85000000 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAH4 70000.00000000 PA USD 54888.71000000 0.013252276082 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 30872.49000000 0.007453823579 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N Blackrock Floating Rate Income Strategies Fund Inc UZXE8UOGW61VMG5WLP57 BlackRock Floating Rate Income Strategies Fund, Inc. 09255X100 265.00000000 NS USD 3354.90000000 0.000810003751 Long RF US N 1 N N N Nissan Motor Company Ltd 353800DRBDH1LUTNAY26 Nissan Motor Company, Ltd. 654744AD3 39000.00000000 PA USD 36461.36000000 0.008803194847 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81000000 N N N N N N ASHTON WOODS USA/FINANCE N/A Ashton Woods USA, LLC/Ashton Woods Finance Company 045086AM7 45000.00000000 PA USD 40016.39000000 0.009661517789 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 5178.00000000 NS USD 411651.00000000 0.099388612005 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 66289.68000000 0.016004915050 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 134166.66000000 PA USD 133198.85000000 0.032159399156 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 Extra Space Storage, LP 30225VAQ0 44000.00000000 PA USD 36298.50000000 0.008763874089 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N DT MIDSTREAM INC N/A DT Midstream, Inc. 23345MAA5 45000.00000000 PA USD 41399.25000000 0.009995394145 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 91989.79000000 0.022209924296 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 3302.00000000 NS USD 202874.88000000 0.048981911215 Long EC CORP US N 1 N N N Cascades Inc Cascades Usa Inc N/A Cascades, Inc./Cascades USA, Inc. 14739LAA0 57000.00000000 PA USD 55432.50000000 0.013383568204 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 3419.00000000 NS USD 1184854.45000000 0.286070091445 Long EC CORP US N 1 N N N Columbia Sportswear Co 549300OTMCIEUXAH5Z60 Columbia Sportswear Company 198516106 3264.00000000 NS USD 259618.56000000 0.062682049428 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 Union Pacific Corporation 907818FJ2 45000.00000000 PA USD 41992.60000000 0.010138651985 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 96000.00000000 PA USD 70451.23000000 0.017009675583 Long DBT CORP US N 2 2026-09-01 Variable 3.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through 3132E0HN5 393291.63000000 PA USD 400089.86000000 0.096597301750 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Wellpoint Inc 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 036752103 1089.00000000 NS USD 513528.84000000 0.123985897355 Long EC CORP US N 1 N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 Mercedes-Benz Finance North America, LLC 233851EC4 68000.00000000 PA USD 63412.13000000 0.015310162212 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 335826.52000000 PA USD 331127.03000000 0.079946983996 Long ABS-CBDO CORP US N 2 2067-05-25 Variable 5.00000000 N N N N N N Dish Dbs Corp N/A DISH DBS Corporation 25470XAW5 26000.00000000 PA USD 24381.83000000 0.005886725021 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N tvc mortgage trust N/A TVC Mortgage Trust 873059AA7 300000.00000000 PA USD 301997.61000000 0.072914005521 Long ABS-CBDO CORP US N 2 2027-11-25 Variable 8.25000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corporation 89236TLE3 40000.00000000 PA USD 42141.18000000 0.010174524994 Long DBT CORP US N 2 2030-11-20 Fixed 5.55000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 McGraw-Hill Education, Inc. 57767XAA8 63000.00000000 PA USD 60747.75000000 0.014666876929 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N Essential Pptys Realty Trust Inc 2549009LXQLVYCGLZO50 Essential Properties Realty Trust, Inc. 29670E107 4675.00000000 NS USD 119493.00000000 0.028850272231 Long EC CORP US N 1 N N N TRIPADVISOR INC 549300XVG45PT5BART17 Tripadvisor, Inc. 896945AA0 15000.00000000 PA USD 15035.70000000 0.003630204599 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 46214.67000000 0.011158024407 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 64548.80000000 0.015584598697 Long DBT CORP US N 2 2030-07-26 Variable 4.59600000 N N N N N N Longfellow Place CLO Ltd 549300FY38ZCUKZQU403 Longfellow Place CLO, Ltd. 54303PBC8 371053.19000000 PA USD 370873.23000000 0.089543267378 Long ABS-O CORP US N 2 2029-04-15 Floating 7.95550000 N N N N N N Berkshire Hathaway Inc Del 5493000C01ZX7D35SD85 Berkshire Hathaway, Inc. 084670702 1533.00000000 NS USD 546759.78000000 0.132009142779 Long EC CORP US N 1 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 Arch Capital Group, Ltd. G0450A105 4662.00000000 NS USD 346246.74000000 0.083597471887 Long EC CORP BM N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Company 110122DZ8 20000.00000000 PA USD 21790.58000000 0.005261096173 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Morgan Stanley & Co N/A CME E-mini S&P Mid-Cap 400 Index N/A -25.00000000 NC USD -399873.93000000 -0.09654516782 N/A DE CORP US N 1 Morgan Stanley & Company N/A Short S&P Midcap 400 Index MID 2024-03-18 -6623876.07000000 USD -399873.93000000 N N N SEAWORLD PARKS & ENTERTAINMENT 549300UZV72O3371JJ53 SeaWorld Parks and Entertainment, Inc. 81282UAG7 53000.00000000 PA USD 49545.25000000 0.011962156362 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N First Ctzns Bancshares Inc Del 549300N3Z00ZHE2XC526 First Citizens BancShares, Inc./NC 31946M103 20.00000000 NS USD 28379.40000000 0.006851894385 Long EC CORP US N 1 N N N Extra Space Storage Inc N/A Extra Space Storage, Inc. 30225T102 1152.00000000 NS USD 184700.16000000 0.044593824719 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 418751AJ2 111000.00000000 PA USD 129181.80000000 0.031189526560 Long DBT CORP US N 2 2028-08-15 Fixed 3.75000000 N N N N N Hannon Armstrong Sustainable Infrastructure Capital Inc Hannon Armstrong Sustainable Infrastructure Capital Inc USD XXXX N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162DQ0 102000.00000000 PA USD 104855.64000000 0.025316242449 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N Transcanada Tr 549300Y0MFCAXLBWUV51 TransCanada Trust 89356BAB4 105000.00000000 PA USD 99254.19000000 0.023963833878 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 57251.19000000 0.013822670926 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 284700.77000000 0.068737873507 Long EC CORP IL N 1 N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corporation 06406RBT3 40000.00000000 PA USD 42487.60000000 0.010258164297 Long DBT CORP US N 2 2029-10-25 Variable 6.31700000 N N N 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 58264.85000000 0.014067407998 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 42582.29000000 0.010281026158 Long DBT CORP US N 2 2026-01-15 Fixed 3.40000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 Service Properties Trust 81761LAC6 31000.00000000 PA USD 32470.42000000 0.007839626224 Long DBT CORP US N 2 2031-11-15 Fixed 8.62500000 N N N N N N Rli Corp 529900AMTJE5ECN9PS55 RLI Corporation 749607107 2764.00000000 NS USD 367943.68000000 0.088835959711 Long EC CORP US N 1 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866F104 8663.00000000 NS USD 1112589.09000000 0.268622414101 Long EC CORP US N 1 N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBK5 37000.00000000 PA USD 29087.00000000 0.007022736632 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N Gmacm Home Equity Loan Tr N/A GMAC Mortgage Corporation Loan Trust 361856EB9 26693.30250000 PA USD 14760.70000000 0.003563808870 Long ABS-O CORP US N 2 2035-08-25 Floating 5.97040000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEF8 78000.00000000 PA USD 61821.83000000 0.014926201746 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 37566.77000000 0.009070083949 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N Medtronic Plc 549300GX3ZBSQWUXY261 Medtronic plc G5960L103 10065.00000000 NS USD 829154.70000000 0.200190294133 Long EC CORP US N 1 N N N Independent Bank Corporation Mich N/A Independent Bank Corporation/MI 453838609 301.00000000 NS USD 7832.02000000 0.001890955195 Long EC CORP US N 1 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Company 842400HT3 21000.00000000 PA USD 22560.75000000 0.005447045259 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 63000.00000000 PA USD 56334.78000000 0.013601413799 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 Santander Holdings USA, Inc. 80282KBC9 41000.00000000 PA USD 37534.58000000 0.009062312027 Long DBT CORP US N 2 2028-01-06 Variable 2.49000000 N N N N N N Virtus Convertible & Income Fu 549300WT3ICVH2Z06O49 Virtus Convertible & Income Fund 92838X102 2400.00000000 NS USD 8088.00000000 0.001952758754 Long RF US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage, 4.125% 74460W537 2850.00000000 NS USD 53238.00000000 0.012853730285 Long EP CORP US N 1 N N N Independence Realty Trust Inc 549300Z3L8NU44NQEB29 Independence Realty Trust, Inc. 45378A106 14504.00000000 NS USD 221911.20000000 0.053578021567 Long EC CORP US N 1 N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma plc 78081BAH6 105000.00000000 PA USD 97967.34000000 0.023653138081 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 107665.53000000 0.025994659523 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 52199.91000000 0.012603094858 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 39550.80000000 0.009549106198 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 36660.00000000 0.008851154293 Long DBT CORP US N 2 2029-02-15 Fixed 6.75000000 N N N N N N Expedia Group Inc N/A Expedia Group, Inc. 30212P303 1678.00000000 NS USD 254703.62000000 0.061495391155 Long EC CORP US N 1 N N N Enact Mortgage Insurance Corpo N/A Triangle Re, Ltd. 89589AAA7 450000.00000000 PA USD 450605.21000000 0.108793678101 Long ABS-CBDO CORP US N 2 2033-11-25 Floating 8.72130000 N N N N N N Viemed Healthcare Inc N/A Viemed Healthcare, Inc. 92663R105 15734.00000000 NS USD 123511.90000000 0.029820591489 Long EC CORP CA N 1 N N N RXO INC 549300KL8CA6GP8XPM30 RXO, Inc. 98379JAA3 62000.00000000 PA USD 63975.32000000 0.015446138251 Long DBT CORP US N 2 2027-11-15 Fixed 7.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BT3 95000.00000000 PA USD 99551.93000000 0.024035719930 Long DBT CORP US N 2 2031-12-01 Fixed 7.12500000 N N N N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 Viavi Solutions, Inc., Convertible 925550AG0 64000.00000000 PA USD 63808.00000000 0.015405740675 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 37371.56000000 0.009022952639 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 37735.82000000 0.009110899214 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 102511.06000000 0.024750169363 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N Southern Co 549300FC3G3YU2FBZD92 Southern Company 842587DC8 44000.00000000 PA USD 43635.01000000 0.010535193838 Long DBT CORP US N 2 2024-08-01 Fixed 4.47500000 N N N N N N Ciena Corp W0CZ7N0GH8UIGXDM1H41 Ciena Corporation 171779309 8146.00000000 NS USD 366651.46000000 0.088523967387 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 29762.46000000 0.007185819029 Long EC CORP US N 1 N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CHC8 851000.00000000 PA USD 816694.06000000 0.197181809484 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 1998.00000000 NS USD 62317.62000000 0.015045904796 Long RF US N 1 N N Air Lease Corp 5493004NW4M4P8TMMK63 Air Lease Corporation 00912X302 8814.00000000 NS USD 369659.16000000 0.089250143513 Long EC CORP US N 1 N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 Perrigo Finance Unlimited Company 71429MAB1 42000.00000000 PA USD 40609.64000000 0.009804751485 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 52895.98000000 0.012771153313 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 127000.00000000 PA USD 127513.21000000 0.030786663834 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N Blackrock Corporate High Yield Fund Inc 97ZR60BLU36N5VJMH054 BlackRock Corporate High Yield Fund, Inc. 09255P107 8516.00000000 NS USD 80305.88000000 0.019388972573 Long RF US N 1 N N N Paypal Holdings Inc 5493005X2GO78EFZ3E94 PayPal Holdings, Inc. 70450YAH6 52000.00000000 PA USD 45451.57000000 0.010973782295 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 75000.00000000 PA USD 77203.13000000 0.018639847669 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 50223.03000000 0.012125798898 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 457322.94300000 PA USD 441519.37000000 0.106600001840 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 48393.49000000 0.011684076562 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 Salesforce.com, Inc. 79466LAJ3 117000.00000000 PA USD 99929.15000000 0.024126795555 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 82876.09000000 0.020009521544 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 349588.05000000 0.084404194482 Long ABS-O CORP KY N 2 2030-10-15 Floating 8.50550000 N N N N N N Waters Corp 5T547R1474YC9HOD8Q74 Waters Corporation 941848103 417.00000000 NS USD 137288.91000000 0.033146899214 Long EC CORP US N 1 N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International, Inc./MD 571903BL6 40000.00000000 PA USD 40259.96000000 0.009720325090 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 16096.53000000 0.003886330349 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 170820.26400000 PA USD 4935.60000000 0.001191646402 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 110539.15000000 0.026688463506 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N Owl Rock Technology Finance Corp 254900G5EZJSOD3UKL16 Blue Owl Technology Finance Corporation 691205AC2 22000.00000000 PA USD 20804.21000000 0.005022947972 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 86944.19000000 0.020991719602 Long DBT CORP US N 2 2031-04-04 Variable 4.47800000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 Principal Life Global Funding II 74256LEP0 68000.00000000 PA USD 61632.89000000 0.014880584259 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 4241.00000000 NS USD 458409.69000000 0.110677984066 Long EC CORP US N 1 N N N DELTA AIR LINES/SKYMILES N/A Delta Air Lines, Inc./SkyMiles IP, Ltd. 830867AA5 63919.55000000 PA USD 62948.33000000 0.015198182797 Long DBT CORP US N 2 2025-10-20 Fixed 4.50000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 Transocean, Inc. 893830BX6 69350.00000000 PA USD 72454.14000000 0.017493256201 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 33874.33000000 0.008178584872 Long DBT CORP CA N 2 2037-01-10 Variable 3.08800000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 VMware, LLC 928563AJ4 91000.00000000 PA USD 83236.17000000 0.020096458905 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 59882.41000000 0.014457950092 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 77235.46000000 0.018647653393 Long DBT CORP US N 2 2029-05-15 Fixed 3.87500000 N N N N N N Volkswagen Group America Finance Llc 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance, LLC 928668BE1 17000.00000000 PA USD 16551.48000000 0.003996173029 Long DBT CORP US N 2 2025-05-13 Fixed 3.35000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 Uber Technologies, Inc., Convertible 90353TAJ9 256000.00000000 PA USD 260315.85000000 0.062850402439 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 Allstate Corp OBT0W1ED8G0NWVOLOJ77 Allstate Corporation 020002101 1545.00000000 NS USD 216269.10000000 0.052215798500 Long EC CORP US N 1 N N N Erac Usa Finance Llc LTKX5ODQW6Z7BQ2K1V47 ERAC USA Finance, LLC 26884TAL6 84000.00000000 PA USD 82781.39000000 0.019986657270 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 57062.86000000 0.013777200717 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 94000.00000000 PA USD 117641.00000000 0.028403127175 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 100474.52000000 0.024258469151 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 16474.48000000 0.003977582225 Long EC CORP US N 1 N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 Entergy Corporation 29364GAN3 45000.00000000 PA USD 39855.89000000 0.009622766827 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 29693.33000000 0.007169128350 Long DBT CORP US N 2 2026-04-22 Variable 2.08300000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 Tenneco, Inc. 880349AU9 55000.00000000 PA USD 46956.25000000 0.011337070752 Long DBT CORP US N 2 2028-11-17 Fixed 8.00000000 N N N N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CN7 47000.00000000 PA USD 39198.64000000 0.009464081034 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 115000.00000000 PA USD 112637.90000000 0.027195183638 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 71982.68000000 0.017379427363 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AR8 54000.00000000 PA USD 53619.56000000 0.012945853756 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 151000.00000000 PA USD 141876.11000000 0.034254428264 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N Harvest Midstream I L P 549300DW5M17KJOXCY66 Harvest Midstream, LP 417558AA1 68000.00000000 PA USD 67597.42000000 0.016320654508 Long DBT CORP US N 2 2028-09-01 Fixed 7.50000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 American Electric Power Company, Inc. 025537AY7 39000.00000000 PA USD 39525.19000000 0.009542922945 Long DBT CORP US N 2 2029-01-15 Fixed 5.20000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 Broadcom, Inc. 11135F101 251.00000000 NS USD 280178.75000000 0.067646081452 Long EC CORP SG N 1 N N N Vericrest Opportunity Loan Tra N/A Vericrest Opportunity Loan Transferee 91835DAB7 350000.00000000 PA USD 290044.13000000 0.070027969082 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 154000.00000000 PA USD 171479.00000000 0.041401720870 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 50896.70000000 0.012288449119 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 287480.67100000 PA USD 24159.39000000 0.005833019327 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 214938.44000000 PA USD 177736.53000000 0.042912532750 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 6155.00000000 NS USD 450115.15000000 0.108675358497 Long EC CORP US N 1 N N N REALTY INCOME CORP 549300CUWDAUZSH43859 Realty Income Corporation 756109BF0 45000.00000000 PA USD 45035.57000000 0.010873343665 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 38626.54000000 0.009325953774 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 79222.32000000 0.019127358914 Long DBT CORP US N 2 2031-11-15 Fixed 5.37500000 N N N N N N REALOGY GROUP/CO-ISSUER N/A Realogy Group, LLC/Realogy Group Co-Issuer Corporation 75606DAL5 79000.00000000 PA USD 61395.96000000 0.014823380113 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N Alliant Energy Corp 5493009ML300G373MZ12 Alliant Energy Corporation 018802108 5872.00000000 NS USD 301233.60000000 0.072729543699 Long EC CORP US N 1 N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 Spectrum Brands, Inc. 84762LAV7 50000.00000000 PA USD 47706.28000000 0.011518157257 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N Maximus Inc 549300DQCDS8HJ7QF202 Maximus, Inc. 577933104 3572.00000000 NS USD 299547.92000000 0.072322554780 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 66561.48000000 0.016070538174 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 71601.79000000 0.017287465657 Long DBT CORP US N 2 2027-12-15 Fixed 3.37500000 N N N N N N Onslow Bay Financial LLC N/A OBX Trust 67117DAC4 301136.01000000 PA USD 296807.09000000 0.071660811484 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 74478.69000000 0.017982061559 Long DBT CORP US N 2 2026-10-21 Variable 5.72700000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 Western Digital Corporation, Convertible 958102AS4 230000.00000000 PA USD 281290.00000000 0.067914380557 Long DBT CORP US N 2 2028-11-15 Fixed 3.00000000 N N N N Y Western Digital Corp Western Digital Corp USD XXXX N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 Teleflex, Inc. 879369AF3 120000.00000000 PA USD 116646.91000000 0.028163115064 Long DBT CORP US N 2 2027-11-15 Fixed 4.62500000 N N N N N N BAKER HUGHES A GE CO N/A Baker Hughes Company 05722G100 218.00000000 NS USD 7451.24000000 0.001799020046 Long EC CORP US N 1 N N N JFrog Ltd N/A JFrog, Ltd. M6191J100 176.00000000 NS USD 6091.36000000 0.001470691959 Long EC CORP IL N 1 N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 Baytex Energy Corporation 07317QAJ4 57000.00000000 PA USD 58989.87000000 0.014242456113 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 40356.25000000 0.009743573253 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 Civitas Resources, Inc. 17888HAA1 26000.00000000 PA USD 27142.57000000 0.006553275368 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 Ventas Realty, LP, Convertible 92277GAY3 152000.00000000 PA USD 160360.00000000 0.038717160461 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 99244.82000000 0.023961571594 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 7398.00000000 NS USD 211212.90000000 0.050995034552 Long EC CORP US N 1 N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 Howmet Aerospace, Inc. 022249AU0 61000.00000000 PA USD 64224.77000000 0.015506365213 Long DBT CORP US N 2 2028-01-15 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140XJQS5 896220.93100000 PA USD 806976.75000000 0.194835671728 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 38232.93000000 0.009230920963 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N Guidewire Software Inc 549300WXSG0J8IXZCK32 Guidewire Software, Inc. 40171V100 2741.00000000 NS USD 298878.64000000 0.072160964476 Long EC CORP US N 1 N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 Lumentum Holdings, Inc., Convertible 55024UAF6 326000.00000000 PA USD 256529.40000000 0.061936205680 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 84087.28000000 0.020301950065 Long DBT CORP CA N 2 2026-12-15 Fixed 4.00000000 N N N N N N Vanguard Scottsdale Fds N/A Vanguard Intermediate-Term Corporate Bond ETF 92206C870 38783.00000000 NS USD 3152282.24000000 0.761083919343 Long RF US N 1 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254BT6 40000.00000000 PA USD 39243.25000000 0.009474851629 Long DBT CORP GB N 2 2025-07-26 Variable 6.00000000 N N N N N Csx Corp 549300JVQR4N1MMP3Q88 CSX Corporation 126408HM8 45000.00000000 PA USD 44953.52000000 0.010853533594 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 Northern Trust Corporation 665859AW4 65000.00000000 PA USD 64120.45000000 0.015481178295 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 62218.02000000 0.015021857470 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 14424.65000000 0.003482673289 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 11919.38000000 0.002877803367 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 4515.60000000 0.001090242016 Long EC CORP US N 1 N N N Enlink Midstream Partners Lp 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners, LP 29336UAF4 91000.00000000 PA USD 89152.29000000 0.021524841091 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 Ares Capital Corporation 04010LAV5 18000.00000000 PA USD 17596.01000000 0.004248363324 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 37811.31000000 0.009129125446 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 6875.00000000 NS USD 646800.00000000 0.156162754966 Long EC CORP US N 1 N N N Evergy Inc 549300PGTHDQY6PSUI61 Evergy, Inc. 30034W106 6040.00000000 NS USD 315288.00000000 0.076122824192 Long EC CORP US N 1 N N N Chipotle Mexican Grill Inc N/A Chipotle Mexican Grill, Inc. 169656105 175.00000000 NS USD 400218.00000000 0.096628239745 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140XDND4 506256.87200000 PA USD 414344.57000000 0.100038944892 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 5688.00000000 NS USD 317447.28000000 0.076644158629 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GJT7 159000.00000000 PA USD 134264.47000000 0.032416681399 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 199989.00000000 0.048285147190 Long ABS-O CORP US N 2 2030-07-20 Floating 7.67740000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 Hertz Corporation 428040DB2 35000.00000000 PA USD 28710.77000000 0.006931900031 Long DBT CORP US N 2 2029-12-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PDR4 29000.00000000 PA USD 29412.80000000 0.007101397463 Long DBT CORP US N 2 2034-06-01 Variable 5.35000000 N N N N N N Truist Bank Charlotte N C JJKC32MCHWDI71265Z06 Truist Bank 89788KAA4 42000.00000000 PA USD 34810.70000000 0.008404661122 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N Mobileye Global Inc N/A Mobileye Global, Inc. 60741F104 5326.00000000 NS USD 230722.32000000 0.055705369702 Long EC CORP US N 1 N N N Cvs Health Corp 549300EJG376EN5NQE29 CVS Health Corporation 126650CX6 35000.00000000 PA USD 34406.67000000 0.008307112517 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N CREDIT ACCEPTANC N/A Credit Acceptance Corporation 225310AQ4 79000.00000000 PA USD 84210.05000000 0.020331591533 Long DBT CORP US N 2 2028-12-15 Fixed 9.25000000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 New Fortress Energy, Inc. 644393AA8 30000.00000000 PA USD 29760.64000000 0.007185379610 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 28535.29000000 0.006889532313 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N Cleveland-Cliffs Inc New 549300TM2WLI2BJMDD86 Cleveland-Cliffs, Inc. 185899AH4 35000.00000000 PA USD 34874.95000000 0.008420173579 Long DBT CORP US N 2 2027-06-01 Fixed 5.87500000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 B&G Foods, Inc. 05508WAC9 73000.00000000 PA USD 76653.14000000 0.018507058625 Long DBT CORP US N 2 2028-09-15 Fixed 8.00000000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFV8 900000.00000000 PA USD 914835.94000000 0.220877088332 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corporation 126650DT4 41000.00000000 PA USD 41635.90000000 0.010052530688 Long DBT CORP US N 2 2030-02-21 Fixed 5.12500000 N N N N N N Berry Global Group Inc 549300G6KKUMMXM8NH73 Berry Plastics Group, Inc. 08579W103 1492.00000000 NS USD 100545.88000000 0.024275698239 Long EC CORP US N 1 N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 Allison Transmission, Inc. 019736AG2 48000.00000000 PA USD 42410.39000000 0.010239522791 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 44385.00000000 0.010716270685 Long DBT CORP US N 2 2024-02-01 Floating 8.93870000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 Mattel, Inc. 577081BE1 124000.00000000 PA USD 117919.61000000 0.028470394499 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 36933.98000000 0.008917303754 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 43233.08000000 0.010438152254 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 38934.39000000 0.009400280775 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 79713.43000000 0.019245932029 Long DBT CORP US N 2 2027-07-01 Fixed 5.62500000 N N N N N N UNLOCK HEA TRUST N/A Unlock HEA Trust 91528JAA8 343226.87000000 PA USD 319785.26000000 0.077208638218 Long ABS-O CORP US N 2 2038-10-25 Fixed 7.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Companies, Inc. 91911KAN2 27000.00000000 PA USD 24698.79000000 0.005963251531 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N Morgan Stanley Group Inc IGJSJL3JD5P30I6NJZ34 Morgan Stanley, 5.850% 61762V606 2630.00000000 NS USD 63698.60000000 0.015379327247 Long EP CORP US N 1 N N N Rali Series 2007-Qs1 Tr N/A Residential Accredit Loans, Inc. Trust 74922KAA3 78641.25500000 PA USD 60576.16000000 0.014625448408 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 1920.53400000 NS USD 20397.99000000 0.004924870615 Long RF US N 3 N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific, Inc. 883556CZ3 40000.00000000 PA USD 40600.49000000 0.009802542318 Long DBT CORP US N 2 2026-12-05 Fixed 5.00000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WBJ9 34000.00000000 PA USD 36900.34000000 0.008909181746 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 67456.33000000 0.016286589877 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 55000.00000000 PA USD 46314.40000000 0.011182103120 Long DBT CORP US N 2 2028-09-30 Fixed 4.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ACR6 40000.00000000 PA USD 42227.58000000 0.010195385325 Long DBT CORP US N 2 2029-01-16 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PDH6 44000.00000000 PA USD 43504.12000000 0.010503591885 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 64041.40000000 0.015462092541 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 35218.00000000 0.008502999233 Long DBT CORP US N 2 2024-02-20 Floating 7.98850000 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 4740.08000000 0.001144440246 Long RF US N 1 N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 Moody's Corporation 615369AZ8 42000.00000000 PA USD 40854.80000000 0.009863942674 Long DBT CORP US N 2 2032-08-08 Fixed 4.25000000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 Assurant, Inc. 04621XAP3 61000.00000000 PA USD 61970.11000000 0.014962002324 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 43126.05000000 0.010412311037 Long DBT CORP US N 2 2028-03-15 Variable 5.87500000 N N N N N N Cigna Corporation New 549300VIWYMSIGT1U456 Cigna Group 125523100 1088.00000000 NS USD 325801.60000000 0.078661217422 Long EC CORP US N 1 N N N Enable Midstream Partners Lp MTLVN9N7JE8MIBIJ1H73 Energy Transfer, LP 292480AK6 41000.00000000 PA USD 40082.29000000 0.009677428620 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings plc 80281LAQ8 92000.00000000 PA USD 83634.34000000 0.020192592678 Long DBT CORP GB N 2 2027-06-14 Variable 1.67300000 N N N N N N PEABODY ENERGY CORP EJCO258LNNVSKAR2JX59 Peabody Energy Corporation, Convertible 704551AD2 91000.00000000 PA USD 130130.00000000 0.031418459035 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 54112.34000000 0.013064830074 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 32000.00000000 PA USD 28432.32000000 0.006864671337 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 33426.30000000 0.008070412950 Long DBT CORP US N 2 2028-02-01 Fixed 4.12500000 N N N N N N Owl Rock Technology Finance Corp 254900G5EZJSOD3UKL16 Blue Owl Technology Finance Corporation 691205AE8 67000.00000000 PA USD 61258.93000000 0.014790295725 Long DBT CORP US N 2 2026-06-17 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 31418DXK3 2628965.98800000 PA USD 2158434.58000000 0.521130319153 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 51082.36000000 0.012333274687 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Arista Networks Inc 635400H1WKBLOQERUU95 Arista Networks, Inc. 040413106 1120.00000000 NS USD 263771.20000000 0.063684658739 Long EC CORP US N 1 N N N DT MIDSTREAM INC N/A DT Midstream, Inc. 23345MAB3 25000.00000000 PA USD 22550.85000000 0.005444655013 Long DBT CORP US N 2 2031-06-15 Fixed 4.37500000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank 89115A2E1 44000.00000000 PA USD 42752.48000000 0.010322116664 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 24119.93000000 0.005823492143 Long DBT CORP US N 2 2028-06-15 Fixed 5.12500000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 Chubb, Ltd. H1467J104 3156.00000000 NS USD 713256.00000000 0.172207826154 Long EC CORP CH N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140XHJC2 367381.10600000 PA USD 347501.61000000 0.083900446464 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N SLM CORP N/A SLM Corporation 78442PGD2 30000.00000000 PA USD 29100.00000000 0.007025875339 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 32730.26000000 0.007902361738 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 48343.54000000 0.011672016684 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 2868.00000000 NS USD 644955.84000000 0.155717502792 Long EC CORP US N 1 N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 Huntington Bancshares, Inc. 446150AV6 76000.00000000 PA USD 66651.03000000 0.016092159038 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 46158.59000000 0.011144484508 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N Axon Enterprise Inc 549300QP2IEEGFE16681 Axon Enterprise, Inc. 05464C101 693.00000000 NS USD 179022.69000000 0.043223061954 Long EC CORP US N 1 N N N Ametek Inc New 549300WZDEF9KKE40E98 AMETEK, Inc. 031100100 1744.00000000 NS USD 287568.16000000 0.069430173324 Long EC CORP US N 1 N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 Tractor Supply Company 892356AB2 41000.00000000 PA USD 42058.51000000 0.010154565230 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 64991.18000000 0.015691406489 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 64725.85000000 0.015627345475 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N Outfront Media Capital Llc Outfront Media Capital Corp N/A Outfront Media Capital, LLC/Outfront Media Capital Corporation 69007TAC8 35000.00000000 PA USD 31202.35000000 0.007533464652 Long DBT CORP US N 2 2030-03-15 Fixed 4.62500000 N N N N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 Fluor Corporation, Convertible 343412AH5 264000.00000000 PA USD 287100.00000000 0.069317141235 Long DBT CORP US N 2 2029-08-15 Fixed 1.12500000 N N N N N Fluor Corp Fluor Corp USD XXXX N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 Howmet Aerospace, Inc. 443201AB4 192000.00000000 PA USD 175440.00000000 0.042358060809 Long DBT CORP US N 2 2029-01-15 Fixed 3.00000000 N N N N N N Csx Corp 549300JVQR4N1MMP3Q88 CSX Corporation 126408103 19235.00000000 NS USD 666877.45000000 0.161010234720 Long EC CORP US N 1 N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 American Homes 4 Rent, LP 02666TAC1 45000.00000000 PA USD 37120.22000000 0.008962269357 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 272000.00000000 PA USD 270640.00000000 0.065343055046 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 AT&T INC 549300Z40J86GGSTL398 AT&T, Inc., 4.750% 00206R706 7800.00000000 NS USD 153894.00000000 0.037156015789 Long EP CORP US N 1 N N N Bank Of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 060505EN0 83000.00000000 PA USD 82212.16000000 0.019849222939 Long DBT CORP US N 2 2025-03-17 Variable 6.10000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corporation 06406RBU0 41000.00000000 PA USD 45415.07000000 0.010964969771 Long DBT CORP US N 2 2034-10-25 Variable 6.47400000 N N N N N N Sarepta Therapeutics Inc 549300IKDPIED8J8IG21 Sarepta Therapeutics, Inc. 803607100 2023.00000000 NS USD 195077.89000000 0.047099413629 Long EC CORP US N 1 N N N 510 Assets Backed Trust N/A 510 Asset Backed Trust 33835JAB6 200000.00000000 PA USD 198474.30000000 0.047919439514 Long ABS-O CORP US N 2 2061-06-25 Variable 4.08990000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corporation 89832QAF6 95000.00000000 PA USD 86089.45000000 0.020785352018 Long DBT CORP US N 2 2030-03-01 Variable 5.10000000 N N N N N N NEXTERA ENERGY PARTNERS 5493008F4ZOQFNG3WN54 NextEra Energy Partners, LP, Convertible 65341BAE6 52000.00000000 PA USD 50284.00000000 0.012140519435 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 NOVELIS CORP 549300G5F3W3B52WYL23 Novelis Corporation 670001AH9 30000.00000000 PA USD 26437.03000000 0.006382930485 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 12955.00000000 NS USD 79155.05000000 0.019111117312 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 43718.50000000 0.010555351581 Long DBT CORP XX N 2 2029-06-18 Fixed 4.30000000 N N N N N N Global Pmts Inc 549300NOMHGVQBX6S778 Global Payments, Inc. 37940X102 1156.00000000 NS USD 146812.00000000 0.035446144684 Long EC CORP US N 1 N N N NOVELIS CORP 549300G5F3W3B52WYL23 Novelis Corporation 670001AG1 30000.00000000 PA USD 28241.96000000 0.006818711006 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 200288.10000000 0.048357361600 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2U7 55000.00000000 PA USD 46735.25000000 0.011283712730 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 602401.87000000 0.145443314187 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 37000.00000000 PA USD 35915.73000000 0.008671458477 Long DBT CORP US N 2 2024-09-12 Variable 5.00000000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 NCR Voyix Corporation 62886EBA5 89000.00000000 PA USD 84603.53000000 0.020426592957 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 22440.29000000 0.005417961516 Long DBT CORP US N 2 2026-09-01 Variable 3.95000000 N N N N N N Eagle Matls Inc 529900KRXRGXL61SG039 Eagle Materials, Inc. 26969P108 113.00000000 NS USD 22920.92000000 0.005534004349 Long EC CORP US N 1 N N N Vail Resorts Inc 529900PSZHRNU9HKH870 Vail Resorts, Inc., Convertible 91879QAN9 193000.00000000 PA USD 171649.38000000 0.041442857249 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 58766.13000000 0.014188436548 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 51369.07000000 0.012402497667 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 15898.86000000 0.003838605099 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 8740.00000000 NS USD 873825.20000000 0.210975495657 Long EC CORP US N 1 N N N Lincoln Electric Holdings Inc BIMGBY40SIN95O01BN93 Lincoln Electric Holdings, Inc. 533900106 1156.00000000 NS USD 251383.76000000 0.060693847426 Long EC CORP US N 1 N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 Ryder System, Inc. 78355HKT5 37000.00000000 PA USD 34782.36000000 0.008397818741 Long DBT CORP US N 2 2027-03-01 Fixed 2.85000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corporation 26441CBP9 56000.00000000 PA USD 43301.63000000 0.010454702899 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 36748.63000000 0.008872553033 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK, Inc. 682680BJ1 41000.00000000 PA USD 42443.05000000 0.010247408189 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 Simon Property Group, LP 828807DW4 41000.00000000 PA USD 44559.27000000 0.010758346262 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N UGI CORP DX6GCWD4Q1JO9CRE5I40 UGI Corporation, Convertible, 7.250% 902681113 351.00000000 NS USD 20687.94000000 0.004994875858 Long EP CORP US N 1 N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 Transocean, Inc. 893830BQ1 50000.00000000 PA USD 52250.00000000 0.012615188538 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 2120.00000000 NS USD 197350.80000000 0.047648182781 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 126128.47000000 0.030452333572 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corporation 56585A102 2309.00000000 NS USD 342563.24000000 0.082708131275 Long EC CORP US N 1 N N N L Brands Inc GR3KVMWVCR54YWQNXU90 L Brands, Inc. 501797AL8 20000.00000000 PA USD 20250.66000000 0.004889299405 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 13708.00000000 NS USD 89376.16000000 0.021578892043 Long RF US N 1 N N N Ms&Ad Insurance Group Hldgs 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MBT6 39000.00000000 PA USD 38152.70000000 0.009211550311 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 14880.55000000 0.003592745336 Long DBT CORP US N 2 2033-02-02 Fixed 7.25000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 Waste Management, Inc. 94106LBV0 36000.00000000 PA USD 36842.13000000 0.008895127581 Long DBT CORP US N 2 2029-02-15 Fixed 4.87500000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 NTT Finance Corporation 62954WAC9 54000.00000000 PA USD 49804.61000000 0.012024775985 Long DBT CORP JP N 2 2026-04-03 Fixed 1.16200000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GXS8 51000.00000000 PA USD 48358.31000000 0.011675582738 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 127000.00000000 PA USD 96202.50000000 0.023227036850 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 14835.28000000 PA USD 14778.50000000 0.003568106484 Long ABS-CBDO CORP US N 2 2026-02-25 Variable 3.09000000 N N N N N N Chart Inds Inc EM7QGKC1GYOF3LSZSL80 Chart Industries, Inc., Convertible 16115QAE0 57000.00000000 PA USD 132456.60000000 0.031980191047 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 Telesat Canada Telesat Llc N/A Telesat Canada/Telesat, LLC 87952VAM8 15000.00000000 PA USD 7011.77000000 0.001692914842 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 33687.50000000 0.008133476821 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 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 45693.26000000 0.011032135691 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 40616.26000000 0.009806349811 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 88639.56000000 0.021401048065 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 45357.13000000 0.010950980794 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 47870.98400000 PA USD 40745.37000000 0.009837522002 Long ABS-CBDO CORP US N 2 2034-01-25 Variable 4.75321000 N N N N N N PGT INNOVATIONS INC 549300LRW9WM59C1S579 PGT Innovations, Inc. 69336VAB7 73000.00000000 PA USD 72739.61000000 0.017562179797 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 67000.00000000 PA USD 85090.00000000 0.020544045794 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 24960.00000000 0.006026317816 Long DBT CORP US N 2 2027-08-01 Fixed 9.75000000 N N N N N N Fastenal Co 529900PP0C7H2HHPSJ32 Fastenal Company 311900104 11093.00000000 NS USD 718493.61000000 0.173472389554 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 126887.71000000 0.030635643730 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N Healthcare Realty Trust Inc 549300L0I14L7I0VLX84 Healthcare Realty Trust, Inc. 42226K105 17214.00000000 NS USD 296597.22000000 0.071610140678 Long EC CORP US N 1 N N N Udr Inc P3CH2EG5X6Z1XWU1OO74 UDR, Inc. 90265EAR1 89000.00000000 PA USD 78622.41000000 0.018982517235 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 444.00000000 NS USD 19136.40000000 0.004620273568 Long EC CORP US N 1 N N N Dominion Energy Midstream Partners Lp ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746UDB2 35000.00000000 PA USD 34419.68000000 0.008310253639 Long DBT CORP US N 2 2024-08-15 Fixed 3.07100000 N N N N N N Stratus CLO N/A Stratus CLO, Ltd. 86317EAC0 400000.00000000 PA USD 399833.60000000 0.096535430588 Long ABS-O CORP JE N 2 2031-10-20 Floating 8.46580000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 Nordstrom, Inc. 655664AY6 39000.00000000 PA USD 32447.22000000 0.007834024839 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 32651.19000000 0.007883271155 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 113150.29000000 0.027318894575 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 82954.53000000 0.020028460021 Long DBT CORP CH N 2 2029-01-12 Variable 3.86900000 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 32991.29000000 0.007965384564 Long DBT CORP NL N 2 2026-06-24 Variable 1.33900000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation - REMIC 3137HAHQ2 436623.14400000 PA USD 349471.85000000 0.084376139269 Long ABS-CBDO USGSE US N 2 2053-09-25 None 0.00000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209SBQ5 40000.00000000 PA USD 41950.01000000 0.010128369097 Long DBT CORP US N 2 2028-11-01 Fixed 6.20000000 N N N N N N Gmacm Mortgage Loan Tr N/A GMACM Mortgage Loan Trust 36185MBG6 23814.07000000 PA USD 21287.49000000 0.005139630619 Long ABS-CBDO CORP US N 2 2035-11-19 Variable 3.63679000 N N N N N N Bp Capital Mkts America Inc 5493009NTB34VXE1T760 BP Capital Markets America, Inc. 10373QAE0 107000.00000000 PA USD 106345.63000000 0.025675984167 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 69808.08000000 0.016854394081 Long ABS-O CORP US N 2 2034-08-25 Variable 4.46820000 N N N N N N Seg Holding Llc Seg Finance Corp N/A SEG Holding, LLC 78397KAA0 125000.00000000 PA USD 125468.75000000 0.030293051425 Long DBT CORP US N 2 2028-10-15 Fixed 5.62500000 N N N N N N SEMTECH CORP 549300J7WUY317SW6O61 Semtech Corporation, Convertible 816850AF8 90000.00000000 PA USD 76905.00000000 0.018567867456 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 MPLX LP 5493000CZJ19CK4P3G36 MPLX, LP 55336VBR0 113000.00000000 PA USD 105704.01000000 0.025521072066 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 303980.32400000 PA USD 14817.31000000 0.003577476732 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 5046.00000000 NS USD 333691.98000000 0.080566262998 Long EC CORP US N 1 N N N Gorman Rupp Co 254900WVLPOIWPGJPA07 Gorman-Rupp Company 383082104 87.00000000 NS USD 3091.11000000 0.000746314553 Long EC CORP US N 1 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding, LLC 378272BN7 78000.00000000 PA USD 81713.63000000 0.019728858347 Long DBT CORP US N 2 2028-10-06 Fixed 6.12500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CN0 34000.00000000 PA USD 31876.77000000 0.007696295953 Long DBT CORP US N 2 2025-12-02 Fixed 2.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036P108 573.00000000 NS USD 138522.75000000 0.033444796328 Long EC CORP US N 1 N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 Ziff Davis, Inc., Convertible 48123VAE2 176000.00000000 PA USD 166320.00000000 0.040156136991 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 ENACT HOLDINGS INC N/A Enact Holdings, Inc. 37255LAA5 37000.00000000 PA USD 36885.31000000 0.008905552918 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 48541.68000000 0.011719855410 Long DBT CORP US N 2 2032-10-19 Fixed 7.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140QDWK6 949102.58100000 PA USD 859825.47000000 0.207595414635 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 23750.00000000 0.005734176608 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 II-VI, Inc. 902104AC2 26000.00000000 PA USD 24693.63000000 0.005962005706 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N BOYNE USA INC N/A Boyne USA, Inc. 103557AC8 33000.00000000 PA USD 31033.02000000 0.007492581784 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 267943.11000000 PA USD 269162.97000000 0.064986442378 Long ABS-O CORP US N 2 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 84465.77000000 0.020393332318 Long DBT CORP US N 2 2028-04-15 Fixed 4.75000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corporation 808513BP9 59000.00000000 PA USD 52485.73000000 0.012672102958 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 2310.00000000 NS USD 23631.30000000 0.005705517797 Long EC CORP US N 1 N N N MOSAIC CO 2YD5STGSJNMUB7H76907 Mosaic Company 61945CAH6 60000.00000000 PA USD 61233.14000000 0.014784069013 Long DBT CORP US N 2 2028-11-15 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136AB3K7 174310.33000000 PA USD 6417.78000000 0.001549502482 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 20684.06000000 0.004993939074 Long DBT CORP CA N 2 2027-06-01 Fixed 4.87500000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 Talen Energy Supply, LLC 87422VAK4 55000.00000000 PA USD 58439.28000000 0.014109522206 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 245672.98000000 0.059315042327 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 5380.00000000 NS USD 172213.80000000 0.041579130258 Long EC CORP BM N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PDK9 42000.00000000 PA USD 43457.39000000 0.010492309440 Long DBT CORP US N 2 2033-09-14 Variable 5.71700000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 Halliburton Company 406216101 14410.00000000 NS USD 520921.50000000 0.125770773904 Long EC CORP US N 1 N N N Manpowergroup Inc Wis ERO1WSFOSR0JJ6CRQ987 ManpowerGroup, Inc. 56418H100 2433.00000000 NS USD 193350.51000000 0.046682356703 Long EC CORP US N 1 N N N PTC INC 54930050SSMU8SKDJ030 PTC, Inc. 69370CAB6 40000.00000000 PA USD 39103.92000000 0.009441211931 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 127000.00000000 PA USD 111521.88000000 0.026925732869 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 WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 Waste Connections, Inc. 94106BAE1 21000.00000000 PA USD 18869.79000000 0.004555903512 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 19599.38000000 0.004732055003 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 25108.25000000 0.006062111150 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 249170.00000000 0.060159359392 Long ABS-O CORP KY N 2 2034-10-20 Floating 8.07740000 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 19448.20000000 0.004695554253 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 41013.25000000 0.009902198686 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 2607.00000000 NS USD 217762.71000000 0.052576414227 Long EC CORP US N 1 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAN1 66000.00000000 PA USD 59764.16000000 0.014429399928 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 99419.20000000 0.024003673730 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N Morgan Stanley & Co N/A CME Ultra Long Term U.S. Treasury Bond N/A 86.00000000 NC USD 1111029.70000000 0.268245916515 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Long United States Department of The Treasury United States Treasury Note/Bond 2024-03-20 10378032.80000000 USD 1111029.70000000 N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 Kohl's Corporation 500255AX2 38000.00000000 PA USD 29830.04000000 0.007202135478 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 101564.05000000 0.024521524201 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 2661.00000000 NS USD 404418.78000000 0.097642471931 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 40-Yr. Pass Through 3140FXTF9 829084.62400000 PA USD 752114.35000000 0.181589747906 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 6346.00000000 NS USD 127808.44000000 0.030857943875 Long EC CORP GB N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140X8TA5 1998288.48700000 PA USD 1649769.83000000 0.398318802897 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corporation 88033GDB3 222000.00000000 PA USD 217016.34000000 0.052396211390 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 104596.73000000 0.025253731473 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N NORTHWESTERN CORP 254900N1WG46G1VMDM34 Northwestern Energy Group, Inc. 668074305 1623.00000000 NS USD 82594.47000000 0.019941527489 Long EC CORP US N 1 N N N Perrigo Company plc 549300E86RB6YCTMRM83 Perrigo Finance Unlimited Company 71429MAC9 47000.00000000 PA USD 42751.14000000 0.010321793136 Long DBT CORP IE N 2 2030-06-15 Fixed 3.15000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 Ameriprise Financial, Inc. 03076C106 1574.00000000 NS USD 597852.42000000 0.144344899460 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38144GAG6 33000.00000000 PA USD 29263.39000000 0.007065324060 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 29350.78000000 0.007086423415 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 3205253.40600000 PA USD 2942968.13000000 0.710547326778 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 154583.33000000 0.037322446946 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 60150.46000000 0.014522667820 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 61107.06000000 0.014753628382 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 323064.44000000 PA USD 313102.26000000 0.075595101280 Long ABS-O CORP US N 2 2033-04-25 Variable 4.25000000 N N N N N N Fortinet Inc 549300O0QJWDBAS0QX03 Fortinet, Inc. 34959E109 5867.00000000 NS USD 343395.51000000 0.082909073724 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MF5 105000.00000000 PA USD 104195.61000000 0.025156885456 Long DBT CORP US N 2 2025-04-24 Variable 3.35200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140XMBC9 418505.89200000 PA USD 416900.83000000 0.100656125789 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N Matador Resources Co 549300CI3Q2UUK5R4G79 Matador Resources Company 576485205 2789.00000000 NS USD 158582.54000000 0.038288012269 Long EC CORP US N 1 N N N Citigroup Mortgage Loan Trust 2007-Ar5 N/A Citigroup Mortgage Loan Trust, Inc. 17311LAA9 174393.20700000 PA USD 148703.68000000 0.035902870040 Long ABS-CBDO CORP US N 2 2037-04-25 Variable 4.75150000 N N N N N N Wolfspeed Inc 549300OGU88P3AW3TO93 Wolfspeed, Inc. 977852102 4371.00000000 NS USD 190182.21000000 0.045917405472 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036PBE7 90000.00000000 PA USD 83643.68000000 0.020194847718 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 23620.36000000 0.005702876454 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 63798.22000000 0.015403379401 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 63922.25000000 0.015433325082 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 43000.00000000 0.010381877649 Long DBT CORP US N 2 2026-06-01 Fixed 6.37500000 N N N N N N Schlumberger Ltd 213800ZUA17OK3QLGM62 Schlumberger NV 806857108 2105.00000000 NS USD 109544.20000000 0.026448243757 Long EC CORP CW N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy, Inc., Convertible 629377CG5 228000.00000000 PA USD 292980.00000000 0.070736802644 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 Schwab Charles Corporation New 549300VSGCJ7E698NM85 Charles Schwab Corporation 808513BF1 79000.00000000 PA USD 72419.68000000 0.017484936213 Long DBT CORP US N 2 2026-03-11 Fixed 0.90000000 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BL0 147000.00000000 PA USD 144019.94000000 0.034772032468 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 21492.00000000 NS USD 3265494.48000000 0.788417771066 Long EC CORP US N 1 N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital plc 034863BB5 60000.00000000 PA USD 56275.44000000 0.013587086807 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 1368493.72200000 PA USD 1166208.25000000 0.281568171281 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 567183.92000000 PA USD 567484.75000000 0.137012959124 Long ABS-CBDO CORP US N 2 2067-12-25 Variable 6.56000000 N N N N N N Bjs Wholesale Club Holdings Inc 549300UCIWH1C93V0J03 BJ's Wholesale Club Holdings, Inc. 05550J101 7248.00000000 NS USD 483151.68000000 0.116651665763 Long EC CORP US N 1 N N N Kenvue Inc 5493008HSF8L4M2LIJ82 Kenvue, Inc. 49177J102 15812.00000000 NS USD 340432.36000000 0.082193653706 Long EC CORP US N 1 N N N Republic Svcs Inc NKNQHM6BLECKVOQP7O46 Republic Services, Inc. 760759AT7 37000.00000000 PA USD 36267.78000000 0.008756457083 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 77367.50000000 0.018679533000 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 852102.12400000 PA USD 738374.31000000 0.178272366181 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 40174.06000000 0.009699585478 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 15340.53000000 0.003703802454 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 ATI, Inc. 01741RAN2 57000.00000000 PA USD 59302.32000000 0.014317893733 Long DBT CORP US N 2 2030-08-15 Fixed 7.25000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications, Inc. 914906AV4 47000.00000000 PA USD 41935.88000000 0.010124957564 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MCM0 63000.00000000 PA USD 58239.25000000 0.014061227160 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 61238.73000000 0.014785418657 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 84000.00000000 PA USD 75610.92000000 0.018255426055 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 71265.67000000 0.017206313175 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 25110.48000000 0.006062649559 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK, Inc. 682680BA0 68000.00000000 PA USD 64619.52000000 0.015601673265 Long DBT CORP US N 2 2025-09-15 Fixed 2.20000000 N N N N N N Capital One Bank Usa National Association Glen Allen Va 207ALC1P1YM0OVDV0K75 Capital One NA 14042TCT2 48000.00000000 PA USD 46290.14000000 0.011176245810 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 1015.00000000 NS USD 181238.40000000 0.043758020794 Long EC CORP US N 1 N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 CNX Resources Corporation, Convertible 12653CAG3 109000.00000000 PA USD 176449.20000000 0.042601721063 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 VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG, Inc. 92332YAD3 45000.00000000 PA USD 46873.76000000 0.011317154448 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N Tradeweb Mkts Inc N/A Tradeweb Markets, Inc. 892672106 372.00000000 NS USD 33807.36000000 0.008162415701 Long EC CORP US N 1 N N N Pilgrims Pride Corporation New 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corporation 72147K108 7660.00000000 NS USD 211875.60000000 0.051155036187 Long EC CORP US N 1 N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 Freedom Mortgage Corporation 35640YAH0 27000.00000000 PA USD 26647.63000000 0.006433777541 Long DBT CORP US N 2 2026-05-01 Fixed 7.62500000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 PPL Capital Funding, Inc., Convertible 69352PAR4 170000.00000000 PA USD 164645.00000000 0.039751726641 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 63753.36000000 0.015392548447 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313384RQ4 400000.00000000 PA USD 399305.33000000 0.096407885599 Long STIV USGSE US N 2 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation - REMIC 3137AUUT4 272149.08000000 PA USD 25295.36000000 0.006107286805 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 66150.00000000 0.015971190848 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 41857.46000000 0.010106023917 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 425000.00000000 PA USD 420625.05000000 0.101555297798 Long ABS-O CORP KY N 2 2035-01-20 Floating 8.07740000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797JD0 100000.00000000 PA USD 99384.18000000 0.023995218535 Long STIV UST US N 2 N N N Hartford Financial Svcs Group Inc IU7C3FTM7Y3BQM112U94 Hartford Financial Services Group, Inc. 416515BC7 66000.00000000 PA USD 56626.27000000 0.013671790857 Long DBT CORP US N 2 2047-02-12 Floating 7.76630000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 Camden Property Trust 133131BA9 40000.00000000 PA USD 41195.92000000 0.009946302350 Long DBT CORP US N 2 2026-11-03 Fixed 5.85000000 N N N N N N Southern Co 549300FC3G3YU2FBZD92 Southern Company, 4.950% 842587800 3425.00000000 NS USD 76994.00000000 0.018589355528 Long EP CORP US N 1 N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 ZF North America Capital, Inc. 98877DAE5 48000.00000000 PA USD 51158.11000000 0.012351563692 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 113134.10000000 0.027314985678 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 Airbnb, Inc. 009066101 534.00000000 NS USD 72698.76000000 0.017552317013 Long EC CORP US N 1 N N N Boot Barn Holdings Inc 529900QE1BFMYA3N4E71 Boot Barn Holdings, Inc. 099406100 1349.00000000 NS USD 103549.24000000 0.025000826519 Long EC CORP US N 1 N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 Zoetis, Inc. 98978VAV5 62000.00000000 PA USD 66457.68000000 0.016045476805 Long DBT CORP US N 2 2032-11-16 Fixed 5.60000000 N N N N N N GCAT N/A GCAT Trust 36171FAB9 300000.00000000 PA USD 271606.26000000 0.065576347909 Long ABS-CBDO CORP US N 2 2067-05-25 Variable 4.25000000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 Electronic Arts, Inc. 285512109 1188.00000000 NS USD 162530.28000000 0.039241150727 Long EC CORP US N 1 N N N Cwmbs Inc N/A Countrywide Home Loan Mortgage Pass Through Trust 126694LU0 394241.06600000 PA USD 317591.46000000 0.076678969306 Long ABS-CBDO CORP US N 2 2035-11-25 Variable 4.63751000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 Danaher Corporation 235851102 2958.00000000 NS USD 684303.72000000 0.165217616186 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 70922.65000000 0.017123494764 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 63851.70000000 0.015416291560 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 55525.00000000 0.013405901313 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 4590.00000000 NS USD 57834.00000000 0.013963383999 Long RF US N 1 N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP/Genesis Energy Finance Corporation 37185LAN2 89000.00000000 PA USD 92025.91000000 0.022218645074 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 223631.34800000 PA USD 6742.17000000 0.001627822884 Long ABS-CBDO USGSE US N 2 2027-07-25 Fixed 3.00000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies, Inc. 502431AP4 36000.00000000 PA USD 36746.96000000 0.008872149830 Long DBT CORP US N 2 2027-01-15 Fixed 5.40000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 Mercedes-Benz Finance North America, LLC 58769JAK3 45000.00000000 PA USD 45600.70000000 0.011009788095 Long DBT CORP US N 2 2026-08-03 Fixed 5.20000000 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 104080.69000000 0.025129139284 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 Bombardier, Inc. 097751BT7 81000.00000000 PA USD 81014.26000000 0.019560003143 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEL5 42000.00000000 PA USD 35727.65000000 0.008626048627 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 107100.65000000 PA USD 98318.96000000 0.023738032868 Long ABS-CBDO CORP US N 2 2034-01-25 Variable 4.14211000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PDY9 36000.00000000 PA USD 39023.53000000 0.009421802648 Long DBT CORP US N 2 2034-10-23 Variable 6.25400000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc. 00206RMT6 41000.00000000 PA USD 42284.33000000 0.010209086989 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 90097.61000000 0.021753078221 Long DBT CORP US N 2 2026-01-15 Fixed 5.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corporation 15135BAW1 167000.00000000 PA USD 144629.26000000 0.034919146089 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 2301.00000000 NS USD 175405.23000000 0.042349665974 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PCW4 81000.00000000 PA USD 76208.00000000 0.018399584462 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 800.00000000 NS USD 249944.00000000 0.060346233190 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 150445.05000000 0.036323304698 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 41890.22000000 0.010113933459 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 653737.57000000 0.157837755034 Long ABS-O CORP US N 2 2028-01-18 Fixed 6.61000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 Atmos Energy Corporation 049560AZ8 40000.00000000 PA USD 43397.49000000 0.010477847243 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Shell PLC 21380068P1DRHMJ8KU70 Shell plc NVDR 780259305 2747.00000000 NS USD 180752.60000000 0.043640729720 Long EC CORP GB N 1 N N N AMC NETWORKS INC 549300VGG9K75226LR46 AMC Networks, Inc. 00164VAF0 112000.00000000 PA USD 85462.35000000 0.020633945612 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N Blackrock Credit Allocation Income Tr WU48CSUCFTU86AQUYZ93 BlackRock Credit Allocation Income Trust 092508100 8106.00000000 NS USD 83653.92000000 0.020197320054 Long RF US N 1 N N N RAND PARENT LLC N/A Rand Parent, LLC 753272AA1 61000.00000000 PA USD 58335.86000000 0.014084552583 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N ThredUp Inc 549300JKGKTKX3L3XK25 ThredUp, Inc. 88556E102 28626.00000000 NS USD 64408.50000000 0.015550724804 Long EC CORP US N 1 N N N BIO-RAD LABS 549300ZC1GPV35XYDK53 Bio-Rad Laboratories, Inc. 090572AR9 61000.00000000 PA USD 57957.82000000 0.013993278978 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 27892.14000000 0.006734250810 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N NEW ENTERPRISE STONE & LIME 549300O5DQ5Y61B8VF38 New Enterprise Stone and Lime Company, Inc. 644274AH5 116000.00000000 PA USD 110653.56000000 0.026716086543 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 35198.56000000 0.008498305659 Long EC CORP US N 1 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy, Inc. 15189T107 10204.00000000 NS USD 291528.28000000 0.070386300797 Long EC CORP US N 1 N N N Provident Financing Trust I N/A Provident Financing Trust I 743863AA0 42000.00000000 PA USD 44752.61000000 0.010805026081 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 61501.09000000 0.014848762597 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 51195.50000000 0.012360591097 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. 18453HAD8 45000.00000000 PA USD 37416.16000000 0.009033720819 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 Open Text Corporation 683715AD8 74000.00000000 PA USD 66365.72000000 0.016023274073 Long DBT CORP CA N 2 2029-12-01 Fixed 3.87500000 N N N N N N Colfax Corp 635400OP2DYYYMOIYL17 Enovis Corporation 194014502 5941.00000000 NS USD 332814.82000000 0.080354482351 Long EC CORP US N 1 N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 Chart Industries, Inc. 16115QAF7 87000.00000000 PA USD 90936.49000000 0.021955616582 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N PUBLIC STORAGE OP CO 549300LMZF40TKJ6DM64 Public Storage Operating Company 74460WAG2 43000.00000000 PA USD 44513.61000000 0.010747322156 Long DBT CORP US N 2 2033-08-01 Fixed 5.10000000 N N N N N N Janus International Group Inc N/A Janus International Group, Inc. 47103N106 18774.00000000 NS USD 245000.70000000 0.059152727706 Long EC CORP US N 1 N N N Hilton Domestic Operating Company Inc 5493003EG7H0N1E4XV50 Hilton Domestic Operating Company, Inc. 432833AF8 111000.00000000 PA USD 107576.42000000 0.025973144892 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 1319.00000000 NS USD 444977.84000000 0.107435011431 Long EC CORP US N 1 N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 Extra Space Storage, LP 30225VAR8 39000.00000000 PA USD 40705.19000000 0.009827820983 Long DBT CORP US N 2 2031-01-15 Fixed 5.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PBJ4 179000.00000000 PA USD 174524.74000000 0.042137081336 Long DBT CORP US N 2 2031-03-24 Variable 4.49300000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 Corebridge Financial, Inc. 21871XAQ2 42000.00000000 PA USD 43740.58000000 0.010560682555 Long DBT CORP US N 2 2033-09-15 Fixed 6.05000000 N N N N N N Varex Imaging Corp 549300CWYWPVCT8E9W67 Varex Imaging Corporation 92214X106 1513.00000000 NS USD 31016.50000000 0.007488593211 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet, Inc., Class C 02079K107 21805.00000000 NS USD 3072978.65000000 0.741936938680 Long EC CORP US N 1 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 Booking Holdings, Inc., Convertible 09857LAN8 77000.00000000 PA USD 145052.60000000 0.035021356881 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 CIMPRESS PLC 549300X1IFD75XISOR81 Cimpress plc 17186HAG7 58000.00000000 PA USD 56695.00000000 0.013688384961 Long DBT CORP IE N 2 2026-06-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140XJN58 367870.00000000 PA USD 364414.27000000 0.087983822437 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corporation 75281ABK4 46000.00000000 PA USD 42521.94000000 0.010266455313 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 136000.00000000 PA USD 135320.00000000 0.032671527523 Long DBT CORP US N 2 2044-03-15 Variable 5.20000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix, Inc. 64110L106 325.00000000 NS USD 158236.00000000 0.038204343993 Long EC CORP US N 1 N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 Post Holdings, Inc., Convertible 737446AT1 118000.00000000 PA USD 119239.00000000 0.028788946721 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 Shopify Inc 549300HGQ43STJLLP808 Shopify, Inc. 82509L107 1484.00000000 NS USD 115603.60000000 0.027911219326 Long EC CORP CA N 1 N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828ZN3 870000.00000000 PA USD 776576.96000000 0.187495976372 Long DBT UST US N 2 2027-04-30 Fixed 0.50000000 N N N N N N L3harris Technologies Inc Iam Commercial Paper 3a3 549300UTE50ZMDBG8A20 L3Harris Technologies, Inc. 502431109 1816.00000000 NS USD 382485.92000000 0.092347023814 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGN8 88000.00000000 PA USD 73195.88000000 0.017672341176 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 75295.99000000 0.018179389666 Long DBT CORP CA N 2 2024-10-07 Fixed 0.75000000 N N N N N N Cimpress PLC 549300X1IFD75XISOR81 Cimpress plc G2143T103 1830.00000000 NS USD 146491.50000000 0.035368763480 Long EC CORP IE N 1 N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings, LLC 35908MAD2 18000.00000000 PA USD 18516.76000000 0.004470668297 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 Georgia Power Company 373334KT7 25000.00000000 PA USD 25201.68000000 0.006084668798 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 38814.81000000 0.009371409497 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 64088.96000000 0.015473575381 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 63166.76000000 0.015250920321 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 55725.24000000 0.013454247061 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 49134.12000000 0.011862893540 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Virgin Media Finance Plc 2138001LVYC87DDHT482 Virgin Media Finance plc 92769VAJ8 34000.00000000 PA USD 29976.50000000 0.007237496636 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Companies, Inc. 969457BY5 45000.00000000 PA USD 38475.98000000 0.009289602716 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 2768312.90400000 PA USD 2469704.68000000 0.596283065527 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 84464.88000000 0.020393117437 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 72066.24000000 0.017399602007 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 65954.25000000 0.015923929161 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 84843.30000000 0.020484482789 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Te ConnectIVity Ltd 894500ZRIX9K13RHXR17 TE Connectivity, Ltd. H84989104 2048.00000000 NS USD 287744.00000000 0.069472627961 Long EC CORP CH N 1 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Company, Convertible 842587DN4 295000.00000000 PA USD 295147.50000000 0.071260121709 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 42903.06000000 0.010358472551 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 21900.00000000 NS USD 581445.00000000 0.140383508135 Long EC CORP US N 1 N N N Mid-America Apts L P 549300FXWGE3QSYCUJ38 Mid-America Apartments, LP 59523UAP2 90000.00000000 PA USD 87916.37000000 0.021226441783 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 62613.31000000 0.015117295898 Long DBT CORP US N 2 2027-02-10 Fixed 3.00000000 N N N N N N Spirit Ip Cayman Limited Spirit Loyalty Cayman Ltd N/A Spirit Loyalty Cayman, Ltd. 84859BAA9 33000.00000000 PA USD 23732.55000000 0.005729963497 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N Usb Realty Corp N/A USB Realty Corporation 903312AA4 49000.00000000 PA USD 36015.00000000 0.008695426128 Long DBT CORP US N 2 2027-01-15 Floating 6.80248000 N N N N N N Integral Ad Science Holding Co N/A Integral Ad Science Holding Corporation 45828L108 1652.00000000 NS USD 23772.28000000 0.005739555869 Long EC CORP US N 1 N N N Staples Inc XQM2JINI1UL7642TU573 Staples, Inc. 855030AP7 37000.00000000 PA USD 26959.44000000 0.006509060641 Long DBT CORP US N 2 2027-04-15 Fixed 10.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PCT1 63000.00000000 PA USD 60656.38000000 0.014644816646 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 57125.65000000 0.013792360672 Long DBT CORP US N 2 2031-06-01 Fixed 2.65000000 N N N N N N Aecom Technology Corp 0EEB8GF0W0NPCIHZX097 AECOM 00766T100 187.00000000 NS USD 17284.41000000 0.004173130926 Long EC CORP US N 1 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 American Express Company 025816CY3 65000.00000000 PA USD 63948.73000000 0.015439718388 Long DBT CORP US N 2 2025-08-01 Fixed 3.95000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738BE7 20000.00000000 PA USD 20877.43000000 0.005040626137 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 10102.00000000 NS USD 343164.94000000 0.082853405130 Long EC CORP US N 1 N N N Coty Inc 549300BO9IWPF3S48F93 Coty, Inc. 222070203 27219.00000000 NS USD 338059.98000000 0.081620868616 Long EC CORP US N 1 N N N Adient Global Holdings Ltd 213800VA38VCKE6M8790 Adient Global Holdings, Ltd. 00687YAA3 49000.00000000 PA USD 47915.26000000 0.011568613182 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 39754.72000000 0.009598340442 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through 3133KRMN1 2773351.49600000 PA USD 2756707.17000000 0.665576664044 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2A0 89000.00000000 PA USD 84778.35000000 0.020468801325 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 60152.95000000 0.014523269003 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 Newell Brands, Inc. 651229AW6 104000.00000000 PA USD 102565.93000000 0.024763417122 Long DBT CORP US N 2 2026-04-01 Fixed 5.20000000 N N N N N N Neuberger Berman CLO Ltd 549300UTI4Y2IA4RUP16 Neuberger Berman CLO, Ltd. 64129KBL0 350000.00000000 PA USD 346983.35000000 0.083775318280 Long ABS-O CORP KY N 2 2029-10-15 Floating 8.65550000 N N N N N N Hunt J B Trans Svcs Inc 549300XCD1MPI1C5GK90 JB Hunt Transport Services, Inc. 445658107 1726.00000000 NS USD 344751.24000000 0.083236399840 Long EC CORP US N 1 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746UDG1 45000.00000000 PA USD 41427.84000000 0.010002296887 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Alcoa Corp 549300T12EZ1F6PWWU29 Alcoa Corporation 013872106 4780.00000000 NS USD 162520.00000000 0.039238668734 Long EC CORP US N 1 N N N Iron Mountain Inc New SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAC5 63000.00000000 PA USD 61476.08000000 0.014842724207 Long DBT CORP US N 2 2027-09-15 Fixed 4.87500000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart, Inc. 931142103 5643.00000000 NS USD 889618.95000000 0.214788723102 Long EC CORP US N 1 N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 Entergy Corporation 29364GAM5 34000.00000000 PA USD 31615.16000000 0.007633133092 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 16472.84000000 0.003977186265 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N Morgan Stanley & Co N/A CBOT 2-Yr. U.S. Treasury Note N/A 32.00000000 NC USD 49212.92000000 0.011881918935 N/A DIR CORP US N 1 Morgan Stanley & Company N/A Long United States Department of The Treasury United States Treasury Note/Bond 2024-03-29 6540037.00000000 USD 49212.92000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MV0 105000.00000000 PA USD 92959.04000000 0.022443939062 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 31086.77000000 0.007505559131 Long DBT CORP BM N 2 2024-12-15 Fixed 3.62500000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through 3133KPF52 1107318.85400000 PA USD 1057004.87000000 0.255202214769 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 64785.92000000 0.015641848717 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 2015.00000000 NS USD 193782.55000000 0.046786668015 Long EC CORP US N 1 N N N Crocs Inc 549300B0J6YCXD63OG72 Crocs, Inc. 227046109 3296.00000000 NS USD 307879.36000000 0.074334089448 Long EC CORP US N 1 N N N Pimco Dynamic Income Fd F0MWMXS5YG3P711FB044 Pimco Dynamic Income Fund 72201Y101 2215.00000000 NS USD 39759.25000000 0.009599434161 Long RF US N 1 N N N Vericrest Opportunity Loan Transferee N/A Vericrest Opportunity Loan Transferee 92873CAB0 200000.00000000 PA USD 171906.54000000 0.041504945706 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 30531.99000000 0.007371613594 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 3194.00000000 NS USD 286885.08000000 0.069265251162 Long EC CORP US N 1 N N N SC GAMES HOLDIN/US FINCO N/A Scientific Games Holdings, LP/Scientific Games US FinCo, Inc. 80874DAA4 16000.00000000 PA USD 15126.88000000 0.003652219008 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 146089.26000000 0.035271647051 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 19598.96000000 0.004731953599 Long DBT CORP US N 2 2034-06-12 Variable 5.83600000 N N N N N N Spdr Series Tr 549300NCLW2248PN7J24 SPDR Bloomberg High Yield Bond ETF 78468R622 11803.00000000 NS USD 1118098.19000000 0.269952525779 Long RF US N 1 N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 Rackspace Technology Global, Inc. 750098AA3 75000.00000000 PA USD 26925.00000000 0.006500745481 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 110000.00000000 PA USD 109175.00000000 0.026359104473 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 DISH DBS CORP N/A DISH DBS Corporation 25470XBB0 25000.00000000 PA USD 14944.45000000 0.003608173289 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 72539.54000000 0.017513875093 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 54844.37000000 0.013241570676 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 53000.00000000 PA USD 52594.33000000 0.012698323235 Long DBT CORP US N 2 2025-09-01 Fixed 7.37500000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific, Inc. 883556102 901.00000000 NS USD 478241.79000000 0.115466226757 Long EC CORP US N 1 N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 Simon Property Group, LP 828807DK0 73000.00000000 PA USD 64599.92000000 0.015596941060 Long DBT CORP US N 2 2030-07-15 Fixed 2.65000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corporation 26441CBZ7 44000.00000000 PA USD 46543.88000000 0.011237508546 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass, LLC 92328MAB9 40000.00000000 PA USD 35240.24000000 0.008508368837 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 91398.72000000 0.022067216938 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 34816.21000000 0.008405991451 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N Mcdonalds Corp UE2136O97NLB5BYP9H04 McDonald's Corporation 58013MFV1 39000.00000000 PA USD 40085.39000000 0.009678177081 Long DBT CORP US N 2 2033-08-14 Fixed 4.95000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines, Inc. 023771T40 62000.00000000 PA USD 65471.94000000 0.015807480710 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N Lowes Cos Inc Discount Commercial Paper 4a2 Yrs 3&4 WAFCR4OKGSC504WU3E95 Lowe's Companies, Inc. 548661107 2887.00000000 NS USD 642501.85000000 0.155125013864 Long EC CORP US N 1 N N N Arconic Inc 549300HO5WFZUT5N2T22 Howmet Aerospace, Inc. 443201108 13786.00000000 NS USD 746098.32000000 0.180137243548 Long EC CORP US N 1 N N N JP Morgan Mortgage Trust N/A J.P. Morgan Mortgage Trust 46654VAB9 200788.55000000 PA USD 163383.01000000 0.039447033018 Long ABS-CBDO CORP US N 2 2052-05-25 Variable 2.77400000 N N N N N N Eaton Vance Limited Duration Income Fd NZ7KR43H6Z5W1GY0QX46 Eaton Vance Limited Duration Income Fund 27828H105 8342.00000000 NS USD 79916.36000000 0.019294927248 Long RF US N 1 N N N NOBLE FINANCE II LLC N/A Noble Finance II, LLC 65505PAA5 59000.00000000 PA USD 61392.63000000 0.014822576121 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 159000.00000000 PA USD 153573.97000000 0.037078748061 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 4023.00000000 NS USD 390391.92000000 0.094255840667 Long EC CORP US N 1 N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 Republic Services, Inc. 760759BH2 43000.00000000 PA USD 43903.86000000 0.010600104717 Long DBT CORP US N 2 2033-12-15 Fixed 5.00000000 N N N N N N JP MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 J.P. Morgan Chase Bank NA 48125LRU8 80000.00000000 PA USD 80717.84000000 0.019488435790 Long DBT CORP US N 2 2026-12-08 Fixed 5.11000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 Ally Financial, Inc. 02005NBS8 15000.00000000 PA USD 15017.75000000 0.003625870769 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 97236.83000000 0.023476764466 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 128275.97000000 0.030970823857 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 John Deere Capital Corporation 24422EXE4 21000.00000000 PA USD 22097.53000000 0.005335205879 Long DBT CORP US N 2 2033-09-08 Fixed 5.15000000 N N N N N N Hca Healthcare Inc 529900PH4ZGUH2MNEU89 HCA Healthcare, Inc. 40412C101 1187.00000000 NS USD 321297.16000000 0.077573669864 Long EC CORP US N 1 N N N J2 Global Inc 5493008OJYGLHD7MXA18 Ziff Davis, Inc. 48123V102 4051.00000000 NS USD 272186.69000000 0.065716486357 Long EC CORP US N 1 N N N APOLLO GLOBAL MANAGEMENT N/A Apollo Global Management, Inc., Convertible, 6.750% 03769M304 4839.00000000 NS USD 272871.21000000 0.065881756191 Long EP CORP US N 1 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAP7 64000.00000000 PA USD 64101.82000000 0.015476680286 Long DBT CORP US N 2 2027-08-15 Fixed 4.95000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 LifePoint Health, Inc. 53219LAW9 34000.00000000 PA USD 35807.17000000 0.008645247858 Long DBT CORP US N 2 2030-10-15 Fixed 11.00000000 N N N N N N Vanguard Scottsdale Fds N/A Vanguard Short-Term Corporate Bond ETF 92206C409 3800.00000000 NS USD 294006.00000000 0.070984519073 Long RF US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967ND9 37000.00000000 PA USD 35598.91000000 0.008594965769 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 80192.00000000 0.019361477498 Long DBT CORP US N 2 2027-04-27 Variable 6.12500000 N N N N N Bpce Senior Non Preferred Medical Terminal Nts Book Entry Registered S 9695005MSX1OYEMGDF46 BPCE SA 05583JAG7 32000.00000000 PA USD 30937.25000000 0.007469459169 Long DBT CORP FR N 2 2025-01-14 Fixed 2.37500000 N N N N N N CHNGE Mortgage Trust N/A CHNGE Mortgage Trust 12569CAC5 440099.09000000 PA USD 434576.37000000 0.104923690758 Long ABS-CBDO CORP US N 2 2067-06-25 Variable 5.82000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 Kenvue, Inc. 49177JAH5 20000.00000000 PA USD 20642.69000000 0.004983950742 Long DBT CORP US N 2 2030-03-22 Fixed 5.00000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 Cummins, Inc. 231021106 708.00000000 NS USD 169615.56000000 0.040951813752 Long EC CORP US N 1 N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Company 254687FQ4 37000.00000000 PA USD 35917.87000000 0.008671975157 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 88000.00000000 PA USD 77570.17000000 0.018728465445 Long DBT CORP US N 2 2026-06-01 Variable 4.00000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corporation 65342RAD2 35000.00000000 PA USD 35581.02000000 0.008590646425 Long DBT CORP US N 2 2028-08-15 Fixed 6.87500000 N N N N N N Federal Home Loan Banks Office of Finance 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313384TY5 1200000.00000000 PA USD 1188292.67000000 0.286900211895 Long STIV USGSE US N 2 N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 Viking Cruises, Ltd. 92676XAD9 113000.00000000 PA USD 109045.00000000 0.026327717401 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 111496.68000000 0.026919648606 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 43000.00000000 PA USD 37293.92000000 0.009004207314 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 32356.71000000 0.007812172194 Long DBT CORP US N 2 2028-06-15 Fixed 4.75000000 N N N N N N Invitation Homes Inc N/A Invitation Homes, Inc. 46187W107 7261.00000000 NS USD 247672.71000000 0.059797855169 Long EC CORP US N 1 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental, Inc. 36168QAL8 88000.00000000 PA USD 81346.55000000 0.019640230913 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 41467.43000000 0.010011855457 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 61253.46000000 0.014788975053 Long DBT CORP AU N 2 2034-07-24 Variable 4.11000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corporation 26441CBH7 89000.00000000 PA USD 77588.48000000 0.018732886194 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 2821.00000000 NS USD 641185.09000000 0.154807096626 Long EC CORP US N 1 N N N CSG SYSTEMS INTERNATIONA 549300D7FJZUOHHXUA81 CSG Systems International, Inc., Convertible 126349AG4 133000.00000000 PA USD 133585.20000000 0.032252679119 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N Y CSG Systems International Inc CSG Systems International Inc USD XXXX N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 Equitable Holdings, Inc., 5.250% 29452E200 2875.00000000 NS USD 61295.00000000 0.014799004430 Long EP CORP US N 1 N N N Tetra Tech Inc ISRPG12PN4EIEOEMW547 Honeywell International, Inc. 438516106 2219.00000000 NS USD 465346.49000000 0.112352798226 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468P7 134000.00000000 PA USD 123444.35000000 0.029804282283 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 Becton, Dickinson and Company 075887CQ0 38000.00000000 PA USD 38161.76000000 0.009213737748 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 42243.46000000 0.010199219376 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 378429.38000000 PA USD 11451.54000000 0.002764848538 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 19591.88000000 0.004730244211 Long DBT CORP US N 2 2033-03-01 Fixed 5.00000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 Visa, Inc. 92826C839 285.00000000 NS USD 74199.75000000 0.017914714560 Long EC CORP US N 1 N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 Lululemon Athletica, Inc. 550021109 452.00000000 NS USD 231103.08000000 0.055797300021 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 01F050619 1600000.00000000 PA USD 1582875.01000000 0.382167783441 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136AFXT6 170478.50200000 PA USD 6140.75000000 0.001482616631 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 42553.85000000 0.010274159632 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 38689.36000000 0.009341120973 Long DBT CORP JP N 2 2025-07-17 Fixed 1.41200000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK, Inc. 682680BH5 39000.00000000 PA USD 39686.28000000 0.009581816356 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Company 110122DY1 41000.00000000 PA USD 43905.12000000 0.010600408930 Long DBT CORP US N 2 2031-02-01 Fixed 5.75000000 N N N N N N AMERICAN AIRLINES GROUP N/A American Airlines Group, Inc. 02376RAE2 17000.00000000 PA USD 16566.68000000 0.003999842902 Long DBT CORP US N 2 2025-03-01 Fixed 3.75000000 N N N N N N United States Department of The Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TV0 3200000.00000000 PA USD 3588500.00000000 0.866403905687 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U3F8 40000.00000000 PA USD 40724.35000000 0.009832446954 Long DBT CORP US N 2 2034-07-25 Variable 5.55700000 N N N N N N Aercap Holdings N V 549300SZYINBBLJQU475 AerCap Holdings NV 00774YAA7 34000.00000000 PA USD 33571.54000000 0.008105479553 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 102000.00000000 PA USD 95555.45000000 0.023070813735 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 49000.00000000 PA USD 48244.39000000 0.011648078005 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 1599.00000000 NS USD 345064.20000000 0.083311960594 Long EC CORP US N 1 N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 Flowserve Corporation 34354P105 6782.00000000 NS USD 279554.04000000 0.067495252084 Long EC CORP US N 1 N N N Home Re Ltd N/A Home RE, Ltd. 43730GAB7 325000.00000000 PA USD 331354.79000000 0.080001974146 Long ABS-CBDO CORP US N 2 2034-10-25 Floating 8.83740000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 Mozart Debt Merger Sub, Inc. 62482BAB8 48000.00000000 PA USD 45243.67000000 0.010923587124 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 GGAM Finance, Ltd. 36170JAB2 57000.00000000 PA USD 57854.91000000 0.013968432489 Long DBT CORP US N 2 2026-05-15 Fixed 7.75000000 N N N N N N Ringcentral Inc 549300C8EH0H1614VE84 RingCentral, Inc. 76680R206 438.00000000 NS USD 14870.10000000 0.003590222298 Long EC CORP US N 1 N N N Western Asset High Income Opportunity Fund Inc 549300S7N70O2ERKYG47 Western Asset High Income Opportunity Fund, Inc. 95766K109 18541.00000000 NS USD 71568.26000000 0.017279370206 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 55000.00000000 PA USD 53994.95000000 0.013036487548 Long DBT CORP US N 2 2025-12-15 Fixed 6.37500000 N N N N N N JBS USA LUX SA/FOOD/LUX N/A JBS USA LUX SA/JBS USA Food Company/JBS Luxembourg SARL 47214BAA6 42000.00000000 PA USD 44252.46000000 0.010684270358 Long DBT CORP XX N 2 2034-03-15 Fixed 6.75000000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 Blackstone Mortgage Trust, Inc., Convertible 09257WAE0 80000.00000000 PA USD 72600.00000000 0.017528472496 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 8455.00000000 NS USD 581704.00000000 0.140446040839 Long EC CORP US N 1 N N N Caseys General Stores Inc 549300CAFWSI86V66Q65 Casey's General Stores, Inc. 147528103 857.00000000 NS USD 235452.18000000 0.056847342442 Long EC CORP US N 1 N N N Western Alliance Bancorporation 5493003VJXZ5JXT9S762 Western Alliance Bancorp 957638109 7233.00000000 NS USD 475859.07000000 0.114890945187 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Company, Inc. 37045XEH5 61000.00000000 PA USD 62681.30000000 0.015133711337 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 36428.50000000 0.008795261161 Long DBT CORP US N 2 2031-01-15 Fixed 3.62500000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 Lamb Weston Holdings, Inc. 513272AD6 42000.00000000 PA USD 38721.07000000 0.009348777004 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 131000.00000000 PA USD 137798.90000000 0.033270030697 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 1167.00000000 NS USD 497737.17000000 0.120173172103 Long EC CORP US N 1 N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 Crescent Energy Finance, LLC 45344LAC7 64000.00000000 PA USD 66404.48000000 0.016032632249 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 86084.15000000 0.020784072391 Long DBT CORP US N 2 2029-05-15 Fixed 4.87500000 N N N N N N SNF GROUP SACA 969500F7036FEDYPRV54 SNF Group SACA 7846ELAE7 72000.00000000 PA USD 61867.23000000 0.014937163078 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 214.00000000 NS USD 7900.88000000 0.001907580685 Long EC CORP US N 1 N N N BRAND INDUSTRIAL SERVICE 549300B658W2BPDQMW42 Brand Industrial Services, Inc. 104931AA8 26000.00000000 PA USD 27495.78000000 0.006638554042 Long DBT CORP US N 2 2030-08-01 Fixed 10.37500000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 Station Casinos, LLC 857691AH2 53000.00000000 PA USD 47788.75000000 0.011538068732 Long DBT CORP US N 2 2031-12-01 Fixed 4.62500000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M8H8 41000.00000000 PA USD 38996.76000000 0.009415339326 Long DBT CORP US N 2 2032-08-15 Fixed 3.85000000 N N N N N N Cushman & Wakefield Plc N/A Cushman and Wakefield plc G2717B108 29231.00000000 NS USD 315694.80000000 0.076221041584 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 2812430.54000000 0.679030459615 Long DBT UST US N 2 2024-02-15 Fixed 0.12500000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 Veralto Corporation 92338CAC7 39000.00000000 PA USD 39904.84000000 0.009634585267 Long DBT CORP US N 2 2028-09-18 Fixed 5.35000000 N N N N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 Burlington Stores, Inc., Convertible 122017AC0 55000.00000000 PA USD 61902.50000000 0.014945678632 Long DBT CORP US N 2 2027-12-15 Fixed 1.25000000 N N N N Y Burlington Stores Inc Burlington Stores Inc USD XXXX N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings, LLC 126307BB2 53000.00000000 PA USD 40319.75000000 0.009734760729 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 Notes 91282CDJ7 715000.00000000 PA USD 593617.58000000 0.143322443861 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 6133571.00000000 NS USD 6133571.00000000 1.480883341288 Long STIV PF US N 2 N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 PG&E Corporation 69331CAH1 65000.00000000 PA USD 63243.78000000 0.015269515954 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 4290.00000000 NS USD 270055.50000000 0.065201933942 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 249375.32700000 PA USD 93968.84000000 0.022687744179 Long ABS-CBDO CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 John Deere Capital Corporation 24422EXB0 37000.00000000 PA USD 37932.59000000 0.009158407169 Long DBT CORP US N 2 2028-07-14 Fixed 4.95000000 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 Marathon Oil Corporation 565849AP1 45000.00000000 PA USD 43888.26000000 0.010596338268 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corporation 03027XBR0 44000.00000000 PA USD 40087.63000000 0.009678717904 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 52000.00000000 PA USD 54307.76000000 0.013112012086 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 63000.00000000 PA USD 58215.83000000 0.014055572658 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 Nucor Corporation 670346105 3974.00000000 NS USD 691634.96000000 0.166987663551 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 5129.68000000 0.001238504886 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Company, Inc. 37045XEN2 48000.00000000 PA USD 49121.36000000 0.011859812778 Long DBT CORP US N 2 2029-01-07 Fixed 5.80000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 Laredo Petroleum, Inc. 516806AH9 99000.00000000 PA USD 94654.25000000 0.022853228895 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 101085.16000000 0.024405901471 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N ORGANON & CO/ORG N/A Organon & Company/Organon Foreign Debt Co-Issuer BV 68622TAB7 48000.00000000 PA USD 41032.55000000 0.009906858459 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association - REMIC 3136ACZY0 434575.41500000 PA USD 12259.68000000 0.002959965064 Long ABS-CBDO USGSE US N 2 2028-03-25 Fixed 3.00000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 Starwood Property Trust, Inc., Convertible 85571BBA2 127000.00000000 PA USD 136461.50000000 0.032947130159 Long DBT CORP US N 2 2027-07-15 Fixed 6.75000000 N N N N Y Starwood Property Trust Inc Starwood Property Trust Inc USD XXXX N N N Spirit Realty L P 549300GTBVIBJRX5BW73 Spirit Realty, LP 84861TAE8 75000.00000000 PA USD 70956.09000000 0.017131568484 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N Pretium Mortgage Credit Partne N/A Pretium Mortgage Credit Partners, LLC 74143KAA6 283699.92800000 PA USD 277333.62000000 0.066959156067 Long ABS-O CORP US N 2 2051-10-25 Variable 2.48700000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2V4 41000.00000000 PA USD 39114.76000000 0.009443829130 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./New Albertsons, LP/Albertsons, LLC 013092AC5 94000.00000000 PA USD 91387.05000000 0.022064399344 Long DBT CORP US N 2 2027-01-15 Fixed 4.62500000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A Columbia Pipelines Holding Company, LLC 19828AAB3 81000.00000000 PA USD 83600.39000000 0.020184395823 Long DBT CORP US N 2 2028-08-15 Fixed 6.04200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 J.P. Morgan Chase & Company 46647PCU8 42000.00000000 PA USD 35987.17000000 0.008688706881 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 46292.37100000 PA USD 44535.05000000 0.010752498609 Long ABS-CBDO CORP US N 2 2035-12-20 Variable 5.77092000 N N N N N N Southwest Airls Co UDTZ87G0STFETI6HGH41 Southwest Airlines Company 844741BK3 42000.00000000 PA USD 42186.96000000 0.010185578072 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 242614.84200000 PA USD 234283.98000000 0.056565293384 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 37582.13000000 0.009073792452 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 40000.00000000 PA USD 40760.80000000 0.009841247406 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 504.00000000 NS USD 10780.56000000 0.002602847788 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 30189.00000000 0.007288802426 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 54065.73000000 0.013053576601 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 13538.00000000 NS USD 593641.30000000 0.143328170794 Long EC CORP US N 1 N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 Jazz Securities DAC 47216FAA5 46000.00000000 PA USD 42845.08000000 0.010344473917 Long DBT CORP IE N 2 2029-01-15 Fixed 4.37500000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 Clean Harbors, Inc. 184496AQ0 116000.00000000 PA USD 117862.38000000 0.028456576944 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 741.00000000 NS USD 129082.20000000 0.031165479234 Long EC CORP US N 1 N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 Constellation Energy Generation, LLC 210385AC4 41000.00000000 PA USD 43094.05000000 0.010404584988 Long DBT CORP US N 2 2033-03-01 Fixed 5.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GHQ5 179000.00000000 PA USD 169422.89000000 0.040905295697 Long DBT CORP US N 2 2030-02-07 Variable 3.97400000 N N N N N N Keycorp New RKPI3RZGV1V1FJTH5T61 KeyCorp 493267108 8627.00000000 NS USD 124228.80000000 0.029993679119 Long EC CORP US N 1 N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines, Inc. 90932LAG2 55000.00000000 PA USD 53592.29000000 0.012939269714 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 83258.28000000 0.020101797122 Long DBT CORP NL N 2 2027-04-01 Variable 1.72600000 N N N N N N ILLUMINATE BUYER/HLDG N/A Illuminate Buyer, LLC/Illuminate Holdings IV, Inc. 45232TAA9 63000.00000000 PA USD 60240.57000000 0.014544423889 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 65650.00000000 0.015850471341 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 81000.00000000 PA USD 82197.19000000 0.019845608597 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 86978.86000000 0.021000090292 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 281000.00000000 PA USD 254473.60000000 0.061439855353 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 89268.21000000 0.021552828702 Long DBT CORP US N 2 2027-07-01 Fixed 4.60000000 N N N N N N Enact Mortgage Insurance Corpo N/A Triangle Re, Ltd. 89600HAA7 40025.73000000 PA USD 40059.29000000 0.009671875523 Long ABS-CBDO CORP US N 2 2034-02-25 Floating 7.23740000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162100 1350.00000000 NS USD 388827.00000000 0.093878007924 Long EC CORP US N 1 N N N DTE ENERGY CO 549300IX8SD6XXD71I78 DTE Energy Company 233331BJ5 42000.00000000 PA USD 42364.07000000 0.010228339336 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 29125.97000000 0.007032145510 Long DBT CORP US N 2 2034-04-24 Variable 5.38900000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 Spectrum Brands, Inc. 84762LAX3 65000.00000000 PA USD 59150.00000000 0.014281117743 Long DBT CORP US N 2 2031-03-15 Fixed 3.87500000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MBZ2 67000.00000000 PA USD 55506.73000000 0.013401490222 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 38075.03000000 0.009192797743 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 513255.60000000 0.123919926558 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 41160.82000000 0.009937827841 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 1807491.52100000 PA USD 1482865.99000000 0.358021704151 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 49000.00000000 PA USD 47504.72000000 0.011469492809 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 23229.62000000 0.005608536573 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 76082.32000000 0.018369240407 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 36876.25000000 0.008903365480 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 36411.51000000 0.008791159112 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 142284.45500000 PA USD 4565.03000000 0.001102176347 Long ABS-CBDO USGSE US N 2 2028-01-25 Fixed 2.50000000 N N N N N N American Electric Power Company Inc 1B4S6S7G0TW5EE83BO58 American Electric Power Company, Inc. 025537101 1628.00000000 NS USD 132226.16000000 0.031924553840 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Ltd. 780153BR2 47000.00000000 PA USD 50554.28000000 0.012205775572 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 80468.83000000 0.019428315061 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 21660.88000000 0.005229781533 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 171736.56000000 0.041463905903 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 51662.57000000 0.012473360018 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254CG3 63000.00000000 PA USD 57610.81000000 0.013909497225 Long DBT CORP GB N 2 2028-01-12 Variable 2.60800000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 Kimberly-Clark Corporation 494368103 2494.00000000 NS USD 303045.94000000 0.073167113283 Long EC CORP US N 1 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy, Inc., Convertible 15189T206 3970.00000000 PA USD 154313.90000000 0.037257396032 Long DBT CORP US N 2 2029-09-15 Fixed 3.36900000 N N N N N CENTERPOINT ENERGY INC CenterPoint Energy, Inc. USD XXXX N N N Affirm Inc N/A Affirm Asset Securitization Trust 00834KAA5 400000.00000000 PA USD 401186.80000000 0.096862145863 Long ABS-O CORP US N 2 2028-11-15 Fixed 7.11000000 N N N N N N Broadcom Corporation Broadcom Cayman Finance Ltd N/A Broadcom Corporation/Broadcom Cayman Finance, Ltd. 11134LAH2 67000.00000000 PA USD 65385.69000000 0.015786656595 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 177000.00000000 PA USD 225852.00000000 0.054529484438 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 32870.89000000 0.007936315307 Long DBT CORP US N 2 2026-05-15 Fixed 4.50000000 N N N N N N Trane Technologies Plc 549300BURLR9SLYY2705 Trane Technologies plc G8994E103 1317.00000000 NS USD 321216.30000000 0.077554147106 Long EC CORP IE N 1 N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280BT5 126000.00000000 PA USD 122170.48000000 0.029496720365 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 30571.04000000 0.007381041788 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 6468.00000000 NS USD 580308.96000000 0.140109223756 Long EC CORP JE N 1 N N N MERCK & CO INC NEW 4YV9Y5M8S0BRK1RP0397 Merck & Company, Inc. 58933Y105 8016.00000000 NS USD 873904.32000000 0.210994598312 Long EC CORP US N 1 N N N HLF FIN SARL LLC/HERBALI N/A HLF Financing SARL, LLC/Herbalife International, Inc. 40390DAC9 124000.00000000 PA USD 97366.04000000 0.023507960801 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N Timken Co B0I35MLPFXZSE70ASS73 Timken Company 887389104 6991.00000000 NS USD 560328.65000000 0.135285197388 Long EC CORP US N 1 N N N Schneider National Inc Wis 529900V6GZ6G6E3BLV72 Schneider National, Inc. 80689H102 9693.00000000 NS USD 246686.85000000 0.059559830102 Long EC CORP US N 1 N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 First Quantum Minerals, Ltd. 335934AT2 161000.00000000 PA USD 136825.05000000 0.033034905313 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 2530.00000000 0.000610840708 Long DBT CORP CH Y 2 2049-12-29 Variable 7.50000000 Y Y N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 Target Corporation 87612EBJ4 82000.00000000 PA USD 73163.61000000 0.017664549939 Long DBT CORP US N 2 2030-02-15 Fixed 2.35000000 N N N N N N Adapthealth Llc N/A AdaptHealth, LLC 00653VAC5 46000.00000000 PA USD 35500.53000000 0.008571212998 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N Zimmer Holdings Inc 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings, Inc. 98956P102 3404.00000000 NS USD 414266.80000000 0.100020168180 Long EC CORP US N 1 N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607H6M9 67000.00000000 PA USD 65930.63000000 0.015918226372 Long DBT CORP CA N 2 2025-08-04 Fixed 3.94500000 N N N N N N HAT HOLDINGS I LLC/HAT N/A HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible 418751AG8 9000.00000000 PA USD 9056.70000000 0.002186640728 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 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U3H4 37000.00000000 PA USD 40251.85000000 0.009718367019 Long DBT CORP US N 2 2034-10-23 Variable 6.49100000 N N N N N N Grand Canyon Education Inc 529900XFER799IYOSW74 Grand Canyon Education, Inc. 38526M106 1143.00000000 NS USD 150921.72000000 0.036438391434 Long EC CORP US N 1 N N N FELLS POINT FUNDING TR N/A Fells Point Funding Trust 314382AA0 100000.00000000 PA USD 94244.68000000 0.022754342717 Long DBT CORP US N 2 2027-01-31 Fixed 3.04600000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 McGraw-Hill Education, Inc. 57767XAB6 16000.00000000 PA USD 14880.00000000 0.003592612544 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 Otis Worldwide Corporation 68902VAH0 47000.00000000 PA USD 45181.82000000 0.010908654121 Long DBT CORP US N 2 2025-04-05 Fixed 2.05600000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 Lennar Corporation 526057BV5 34000.00000000 PA USD 33776.65000000 0.008155001109 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 33279.50000000 0.008034969703 Long DBT CORP US N 2 2051-01-15 Variable 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 40-Yr. Pass Through 3140FXUH3 948567.36800000 PA USD 896792.86000000 0.216520784867 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 47000.00000000 PA USD 47956.01000000 0.011578451822 Long DBT CORP US N 2 2028-05-15 Fixed 5.65000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A Ferrellgas, LP/Ferrellgas Finance Corporation 315289AA6 59000.00000000 PA USD 57739.96000000 0.013940679074 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 34515.00000000 0.008333267606 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 52377.88000000 0.012646063760 Long DBT CORP XX N 2 2030-02-01 Fixed 6.37500000 N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corporation 68389XCJ2 64000.00000000 PA USD 69624.63000000 0.016810102093 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through 3133KL2H9 1821257.94100000 PA USD 1561595.81000000 0.377030154351 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MDG2 75000.00000000 PA USD 77667.54000000 0.018751974362 Long DBT CORP JP N 2 2028-09-14 Fixed 5.71600000 N N N N N N Community Trust Bancorp Inc N/A Community Trust Bancorp, Inc. 204149108 656.00000000 NS USD 28772.16000000 0.006946721972 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABV6 77000.00000000 PA USD 71540.95000000 0.017272776507 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 Northern Oil and Gas, Inc. 665530AB7 57000.00000000 PA USD 59371.06000000 0.014334490251 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 9835.70000000 0.002374721720 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 18647.33000000 0.004502192989 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N Level 3 Financing Inc 254900AE5FEFIJOXWL19 Level 3 Financing, Inc. 527298BN2 114000.00000000 PA USD 68400.00000000 0.016514428632 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N Stoneridge Inc PNBCIH9LE7WI83VJIF08 Stoneridge, Inc. 86183P102 10554.00000000 NS USD 206541.78000000 0.049867243940 Long EC CORP US N 1 N N N Mcneil Corp 549300EVR9D56WPSRP15 Pentair plc G7S00T104 2532.00000000 NS USD 184101.72000000 0.044449337955 Long EC CORP IE N 1 N N N ARKO CORP N/A Arko Corporation 041242AA6 46000.00000000 PA USD 39801.71000000 0.009609685661 Long DBT CORP US N 2 2029-11-15 Fixed 5.12500000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 Cigna Group 125523CL2 58000.00000000 PA USD 50784.60000000 0.012261383806 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Pagaya AI Technology in Housin N/A Pagaya AI Technology in Housing Trust 69547NAB0 400000.00000000 PA USD 383915.44000000 0.092692165715 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 6981.00000000 NS USD 262555.41000000 0.063391119599 Long EC CORP US N 1 N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBM1 39000.00000000 PA USD 32617.51000000 0.007875139489 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N Procter & Gamble Company 2572IBTT8CCZW6AU4141 Procter & Gamble Company 742718109 1688.00000000 NS USD 247359.52000000 0.059722238884 Long EC CORP US N 1 N N N Thrivent Mutual Funds N/A Thrivent Core International Equity Fund N/A 2991022.31600000 NS USD 30269145.84000000 7.308152759538 Long RF US N 2 N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust 33851MAA0 149788.87000000 PA USD 128511.84000000 0.031027772078 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 115377.18000000 0.027856552704 Long DBT CORP US N 2 2032-03-15 Fixed 2.87500000 N N N N N N JBS USA/FOOD/FINANCE N/A JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc. 46590XAU0 52000.00000000 PA USD 44578.16000000 0.010762907045 Long DBT CORP XX N 2 2032-01-15 Fixed 3.62500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967NG2 78000.00000000 PA USD 73497.63000000 0.017745195399 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 31000.00000000 PA USD 26257.69000000 0.006339630812 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 30113.00000000 NS USD 366776.34000000 0.088554118291 Long EC CORP NL N 1 N N N VIRGIN MEDIA SECD FIN PLC 213800X3RLP4NOTPY579 Virgin Media Secured Finance plc 92769XAP0 72000.00000000 PA USD 69569.43000000 0.016796774660 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N Blackrock Enhanced Global DIVIId Tr U48QD6ILUF60LKMSND68 BlackRock Enhanced Global Dividend Trust 092501105 8376.00000000 NS USD 83089.92000000 0.020061148449 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 72954.83000000 0.017614142302 Long DBT CORP US N 2 2026-11-01 Fixed 5.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer, LP 29273VAT7 40000.00000000 PA USD 42767.96000000 0.010325854140 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NBN4 60000.00000000 PA USD 59001.17000000 0.014245184374 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 68000.00000000 PA USD 64148.83000000 0.015488030335 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 35000.00000000 PA USD 32376.52000000 0.007816955101 Long DBT CORP US N 2 2029-03-01 Fixed 5.37500000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 Arizona Public Service Company 040555DG6 37000.00000000 PA USD 38230.39000000 0.009230307708 Long DBT CORP US N 2 2033-08-01 Fixed 5.55000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corporation 674599EA9 80000.00000000 PA USD 93616.32000000 0.022602632098 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass, LLC 92328MAE3 49000.00000000 PA USD 48734.87000000 0.011766499013 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N MONDELEZ INTL INC 549300DV9GIB88LZ5P30 Mondelez International, Inc. 609207105 3704.00000000 NS USD 268280.72000000 0.064773432807 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 10803.50000000 0.002608386399 Long RF US N 1 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254BY5 41000.00000000 PA USD 40940.14000000 0.009884547079 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 50553.66000000 0.012205625880 Long DBT CORP US N 2 2025-05-15 Variable 6.75000000 N N N N N N NU Holdings Ltd/Cayman Islands 5493002DG1RHWK9W2X27 NU Holdings, Ltd./Cayman Islands G6683N103 3716.00000000 NS USD 30954.28000000 0.007473570876 Long EC CORP KY N 1 N N N Calix Inc 5299002RQRZ4SXSCSJ58 Calix, Inc. 13100M509 1869.00000000 NS USD 81656.61000000 0.019715091494 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corporation, 4.250% 06055H806 5075.00000000 NS USD 93989.00000000 0.022692611590 Long EP CORP US N 1 N N N INVITATION HOMES OP 549300147YMUQB3GW319 Invitation Homes Operating Partnership, LP 46188BAA0 68000.00000000 PA USD 54111.75000000 0.013064687625 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N Phillips Edison & Co Inc 549300JPN4YHYPXTJQ85 Phillips Edison and Company, Inc. 71844V201 1338.00000000 NS USD 48810.24000000 0.011784696272 Long EC CORP US N 1 N N N Square Inc 549300OHIIUWSTIZME52 Block, Inc., Convertible 852234AF0 43000.00000000 PA USD 42006.70000000 0.010142056275 Long DBT CORP US N 2 2025-03-01 Fixed 0.12500000 N N N N Y Block Inc Block Inc USD XXXX N N N EXPEDIA GROUP INC N/A Expedia Group, Inc., Convertible 30212PBE4 187000.00000000 PA USD 176808.50000000 0.042688470101 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 74000.00000000 PA USD 78776.48000000 0.019019715744 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GKK4 82000.00000000 PA USD 69767.27000000 0.016844540955 Long DBT CORP US N 2 2033-02-04 Variable 2.97200000 N N N N N N Mylan N V 254900JOFV74IJ7H9933 Utah Acquisition Sub, Inc. 62854AAN4 60000.00000000 PA USD 57983.61000000 0.013999505690 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95000000 N N N N N N Nov Inc 549300EHF3IW1AR6U008 NOV, Inc. 62955J103 23973.00000000 NS USD 486172.44000000 0.117380995082 Long EC CORP US N 1 N N N Terreno Realty Corp N/A Terreno Realty Corporation 88146M101 1158.00000000 NS USD 72571.86000000 0.017521678402 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 101000.00000000 PA USD 95699.26000000 0.023105535080 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 112433.67000000 0.027145874548 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 65793.44000000 0.015885103353 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N AMERICAN WATER CAPITAL CORP 5IDHQUFVC8Q2KIBBFF06 American Water Capital Corporation, Convertible 03040WBB0 163000.00000000 PA USD 162755.50000000 0.039295527622 Long DBT CORP US N 2 2026-06-15 Fixed 3.62500000 N N N N Y American Water Works Co Inc American Water Works Co Inc USD XXXX N N N Virtus Equity & Convertible In 549300E7CGC36IOELF91 Virtus Equity & Convertible Income Fund 92841M101 625.00000000 NS USD 13068.75000000 0.003155306128 Long RF US N 1 N N Pagaya AI Debt Selection Trust N/A Pagaya AI Debt Trust 69548JAA0 234704.78000000 PA USD 235716.08000000 0.056911058198 Long ABS-O CORP US N 2 2030-07-15 Fixed 7.55600000 N N N N N N Nissan Motor Company Ltd 353800DRBDH1LUTNAY26 Nissan Motor Company, Ltd. 654744AB7 30000.00000000 PA USD 28879.28000000 0.006972584920 Long DBT CORP JP N 2 2025-09-17 Fixed 3.52200000 N N N N N N SharkNinja Inc N/A SharkNinja, Inc. G8068L108 3820.00000000 NS USD 195469.40000000 0.047193939418 Long EC CORP KY N 1 N N N Aes Corp 2NUNNB7D43COUIRE5295 AES Corporation 00130HCC7 72000.00000000 PA USD 66477.31000000 0.016050216252 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 78355.58000000 0.018918094062 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 217999.04000000 0.052633473510 Long EC CORP US N 1 N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 Brixmor Operating Partnership, LP 11120VAK9 73000.00000000 PA USD 64824.05000000 0.015651054786 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N CIM Trust N/A CIM Trust 12570DAC0 458880.74000000 PA USD 458962.33000000 0.110811412923 Long ABS-CBDO CORP US N 2 2058-04-25 Variable 7.10000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A Summit Materials, LLC/Summit Materials Finance Corporation 86614RAP2 23000.00000000 PA USD 24235.19000000 0.005851320404 Long DBT CORP US N 2 2031-01-15 Fixed 7.25000000 N N N N N N Bank America Corpo 9DJT3UXIJIZJI4WXO774 Bank of America Corporation, Convertible, 7.250% 060505682 269.00000000 NS USD 324220.32000000 0.078279434736 Long EP CORP US N 1 N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 Macquarie Group, Ltd. 55607PAF2 89000.00000000 PA USD 80075.19000000 0.019333275007 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 75303.36000000 0.018181169072 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 77668.80000000 0.018752278576 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 38956.01000000 0.009405500686 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 61129.15000000 0.014758961769 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 64791.88000000 0.015643287693 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N Biomarin Pharmaceutical Inc NSLL8ITTRR0J5HEMR848 BioMarin Pharmaceutical, Inc., Convertible 09061GAK7 190000.00000000 PA USD 195111.00000000 0.047107407675 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 44409.33000000 0.010722144896 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 20010.00000000 0.004831194692 Long DBT CORP US N 2 2030-02-15 Fixed 6.75000000 N N N N N N ACRISURE LLC / FIN INC N/A Acrisure, LLC/Acrisure Finance, Inc. 00489LAH6 19000.00000000 PA USD 17264.28000000 0.004168270759 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 Raymond James Financial, Inc. 754730109 5797.00000000 NS USD 646365.50000000 0.156057849714 Long EC CORP US N 1 N N N Sprint Capital Corp 549300L17W0GQBR1PO80 Sprint Capital Corporation 852060AT9 61000.00000000 PA USD 75290.04000000 0.018177953104 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 383287.05300000 PA USD 374340.67000000 0.090380442676 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 66371.48000000 0.016024664761 Long DBT CORP US N 2 2028-11-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140QS2N0 928138.60500000 PA USD 900053.28000000 0.217307977461 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 4.50000000 N N N N N N Ard Finance S A 6354006P6QPGGPVJW880 ARD Finance SA 00191AAD8 23000.00000000 PA USD 10745.14000000 0.002594296018 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corporation 02665WEV9 61000.00000000 PA USD 63841.20000000 0.015413756450 Long DBT CORP US N 2 2028-11-15 Fixed 5.65000000 N N N N N N NorthrIVer Midstream Finance Lp 549300SOLNLY3BL6GF18 Northriver Midstream Finance, LP 66679NAA8 29000.00000000 PA USD 28114.19000000 0.006787862343 Long DBT CORP CA N 2 2026-02-15 Fixed 5.62500000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 Willis North America, Inc. 970648AG6 90000.00000000 PA USD 87605.31000000 0.021151339763 Long DBT CORP US N 2 2028-09-15 Fixed 4.50000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio, Inc. 82967NBG2 35000.00000000 PA USD 31187.71000000 0.007529929985 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 55417.56000000 0.013379961105 Long DBT CORP US N 2 2027-09-15 Variable 6.20000000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 Forestar Group, Inc. 346232AF8 45000.00000000 PA USD 42865.85000000 0.010349488605 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 Nasdaq, Inc. 631103108 4828.00000000 NS USD 280699.92000000 0.067771912223 Long EC CORP US N 1 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAG6 120000.00000000 PA USD 115294.73000000 0.027836646057 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 127098.70000000 0.030686584948 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 104000.00000000 PA USD 101027.01000000 0.024391861792 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 32449.89000000 0.007834669481 Long DBT CORP US N 2 2025-11-15 Fixed 1.20000000 N N N N N N JBS USA/FOOD/FINANCE N/A JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc. 46590XAS5 107000.00000000 PA USD 98467.82000000 0.023773973479 Long DBT CORP XX N 2 2027-01-15 Fixed 2.50000000 N N N N N N PROGRESS SOFTWARE CORP 549300R65B3JG6972S24 Progress Software Corporation, Convertible 743312AB6 61000.00000000 PA USD 64263.50000000 0.015515716146 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 329349.58000000 0.079517838218 Long ABS-CBDO CORP US N 2 2029-03-28 Variable 2.23900000 N N N N N N Kilroy Realty L P 5493008CT3N3JR7P1552 Kilroy Realty, LP 49427RAK8 58000.00000000 PA USD 53158.43000000 0.012834518983 Long DBT CORP US N 2 2029-08-15 Fixed 4.25000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833DP2 114000.00000000 PA USD 103082.89000000 0.024888231435 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 38519.01000000 0.009299991837 Long DBT CORP US N 2 2030-04-01 Fixed 4.62500000 N N N N N N Chart Inds Inc EM7QGKC1GYOF3LSZSL80 Chart Industries, Inc. 16115Q308 122.00000000 NS USD 16632.26000000 0.004015676473 Long EC CORP US N 1 N N N RAISING CANE'S RESTAURAN 254900V6ADXFWHYOED66 Raising Cane's Restaurants, LLC 75103AAA3 34000.00000000 PA USD 36284.26000000 0.008760435998 Long DBT CORP US N 2 2029-05-01 Fixed 9.37500000 N N N N N N Bridgewater Bancshares Inc 5493001FLSBTVILKXZ71 Bridgewater Bancshares, Inc. 108621103 12585.00000000 NS USD 170149.20000000 0.041080655268 Long EC CORP US N 1 N N N STAR PARENT INC 254900GRGCJYRMDRWT73 Star Parent, Inc. 855170AA4 55000.00000000 PA USD 57961.92000000 0.013994268878 Long DBT CORP US N 2 2030-10-01 Fixed 9.00000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass, LLC 92328MAA1 67000.00000000 PA USD 60789.08000000 0.014676855604 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 33434.81000000 0.008072467596 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 35122.01000000 0.008479823502 Long DBT CORP XX N 2 2027-05-15 Fixed 8.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172CX5 43000.00000000 PA USD 45126.82000000 0.010895374975 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 116939.43000000 0.028233740805 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 32000.00000000 PA USD 34000.00000000 0.008208926513 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 Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 Capital One Financial Corporation, 5.000% 14040H824 5525.00000000 NS USD 101936.25000000 0.024611387803 Long EP CORP US N 1 N N N Morgan Stanley & Co N/A CDX HY 41, 5 Year, at 5.00%, Quarterly N/A 940500.00000000 OU Notional Amount USD -47269.43350000 -0.01141268546 N/A DCR CORP US N 2 J.P. Morgan N/A Markit CDX North America High Yield Index 2I65BRZP8 Y Buy Protection 2028-12-20 0.00000000 USD 0.00000000 USD 940500.00 USD -47269.43350000 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corporation 00912XBJ2 64000.00000000 PA USD 57458.93000000 0.013872827467 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 51210.69000000 0.012364258556 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 1159497.12200000 PA USD 1098888.57000000 0.265314574045 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 2013.00000000 NS USD 103548.72000000 0.025000700971 Long EC CORP US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NBW4 41000.00000000 PA USD 42095.15000000 0.010163411556 Long DBT CORP CA N 2 2026-11-15 Fixed 5.90000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 Biogen, Inc. 09062X103 1134.00000000 NS USD 293445.18000000 0.070849115245 Long EC CORP US N 1 N N N Boeing Company Iam Commercial Paper 42 RVHJWBXLJ1RFUBSY1F30 Boeing Company 097023BX2 67000.00000000 PA USD 62911.75000000 0.015189350958 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 64300.92000000 0.015524750794 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 78347.70000000 0.018916191523 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N Nvidia Corp 549300S4KLFTLO7GSQ80 NVIDIA Corporation 67066G104 5321.00000000 NS USD 2635065.62000000 0.636207648017 Long EC CORP US N 1 N N N Nordstrom Inc 549300S3IZB5P35KNV16 Nordstrom, Inc. 655664AT7 28000.00000000 PA USD 24356.36000000 0.005880575569 Long DBT CORP US N 2 2030-04-01 Fixed 4.37500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York, NY 251526CU1 58000.00000000 PA USD 61064.98000000 0.014743468628 Long DBT CORP DE N 2 2029-11-20 Variable 6.81900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Conventional 30-Yr. Pass Through 3140QPSJ7 1065391.93200000 PA USD 1007744.82000000 0.243308916813 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Business Jet Securities, LLC N/A Business Jet Securities, LLC 12327AAA6 235044.11000000 PA USD 222907.00000000 0.053818446538 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 2849465.00200000 PA USD 2526016.10000000 0.609878839311 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 64130.58000000 0.015483624073 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 35892.00000000 0.008665729129 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GLS6 125000.00000000 PA USD 129034.23000000 0.031153897405 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank 89117F8Z5 32000.00000000 PA USD 33305.25000000 0.008041186757 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 63169.15000000 0.015251497360 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 2331.00000000 NS USD 305640.72000000 0.073793594411 Long EC CORP US N 1 N N N ANTERO MIDSTREAM PART/FI N/A Antero Midstream Partners, LP/Antero Midstream Finance Corporation 03690AAH9 57000.00000000 PA USD 54798.01000000 0.013230377563 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N College Ave Student Loans N/A College Avenue Student Loans, LLC 194204AA1 81677.55000000 PA USD 82011.47000000 0.019800768543 Long ABS-O CORP US N 2 2046-11-26 Floating 7.12040000 N N N N N N Netapp Inc QTX3D84DZDD5JYOCYH15 NetApp, Inc. 64110D104 526.00000000 NS USD 46372.16000000 0.011196048638 Long EC CORP US N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 State Street Corporation 857477BU6 44000.00000000 PA USD 42781.83000000 0.010329202899 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 58385.39000000 0.014096511057 Long DBT CORP US N 2 2029-04-13 Fixed 3.90000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 Grifols SA 39843UAA0 81000.00000000 PA USD 73456.47000000 0.017735257769 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 Antero Resources Corporation 03674XAS5 31000.00000000 PA USD 29712.28000000 0.007173703619 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 40202.02000000 0.009706336113 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 73933.43000000 0.017850414522 Long DBT CORP US N 2 2029-03-01 Fixed 4.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation 161175CM4 37000.00000000 PA USD 37826.17000000 0.009132713229 Long DBT CORP US N 2 2026-11-10 Fixed 6.15000000 N N N N N N Tallgrass Energy Partners Lp Tallgrass Energy Finance Corp N/A Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation 87470LAD3 100000.00000000 PA USD 94500.85000000 0.022816192150 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 39359.41000000 0.009502897185 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 49932.00000000 0.012055532901 Long EP CORP US N 1 N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 Prudential Financial, Inc. 744320BL5 43000.00000000 PA USD 44802.22000000 0.010817003871 Long DBT CORP US N 2 2053-03-01 Variable 6.75000000 N N N N N N Servicenow Inc 549300HJTQM36M0E1G39 ServiceNow, Inc. 81762P102 1254.00000000 NS USD 885938.46000000 0.213900109221 Long EC CORP US N 1 N N N SEMTECH CORP 549300J7WUY317SW6O61 Semtech Corporation, Convertible 816850AG6 11000.00000000 PA USD 14063.50000000 0.003395477588 Long DBT CORP US N 2 2028-11-01 Fixed 4.00000000 N N N N N Semtech Corp Semtech Corp USD XXXX N N N Radian Group Inc 54930005OUP720S5U385 Radian Group, Inc. 750236AW1 45000.00000000 PA USD 43497.27000000 0.010501938028 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 183000.00000000 PA USD 184555.50000000 0.044558898151 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 Blackrock Debt Strategies Fund Inc Y02PFSGMGNYKWM70AJ95 BlackRock Debt Strategies Fund, Inc. 09255R202 890.00000000 NS USD 9603.10000000 0.002318563005 Long RF US N 1 N N N Open Text Holdings Inc N/A Open Text Corporation 683720AA4 80000.00000000 PA USD 72405.98000000 0.017481628498 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 2822.00000000 NS USD 263151.50000000 0.063535038982 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 645225.75000000 0.155782669597 Long ABS-O CORP KY N 2 2030-10-21 Floating 7.57350000 N N N N N N 720 East CLO Ltd. N/A 720 East CLO I, Ltd. 81785AAE8 500000.00000000 PA USD 504244.00000000 0.121744174730 Long ABS-O CORP KY N 2 2036-01-20 Floating 9.66580000 N N N N N N Masimo Corp 549300Q4A8JK0PIYCU29 Masimo Corporation 574795100 3379.00000000 NS USD 396052.59000000 0.095622547257 Long EC CORP US N 1 N N N SIMMONS FOOD INC/SIMMONS N/A Simmons Foods, Inc. 82873MAA1 87000.00000000 PA USD 75270.58000000 0.018173254701 Long DBT CORP US N 2 2029-03-01 Fixed 4.62500000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 Civitas Resources, Inc. 17888HAC7 19000.00000000 PA USD 20153.72000000 0.004865894307 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N Ford Motor Credit Company Llc UDSQCVRUX5BONN0VY111 Ford Motor Credit Company, LLC 345397XL2 56000.00000000 PA USD 54429.02000000 0.013141288981 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 40141.09000000 0.009691625234 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 28127.33000000 0.006791034852 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N UNIT GROUP INC 549300V3NU625PJUVA84 Uniti Group, Inc., Convertible 91325VAA6 94000.00000000 PA USD 92449.00000000 0.022320795507 Long DBT CORP US N 2 2027-12-01 Fixed 7.50000000 N N N N Y Uniti Group Inc Uniti Group Inc USD XXXX N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 MEG Energy Corporation 552704AF5 74000.00000000 PA USD 71901.52000000 0.017359832173 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 125677.25000000 0.030343391460 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 79038.74000000 0.019083035540 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 61425.06000000 0.014830405988 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 Corporate Office Properties, LP, Convertible 22003BAQ9 53000.00000000 PA USD 55835.50000000 0.013480868127 Long DBT CORP US N 2 2028-09-15 Fixed 5.25000000 N N N N N COPT Defense Properties COPT Defense Properties USD XXXX N N N Calpine Corp 43R4VPJBXTU2O15HEF41 Calpine Corporation 131347CM6 56000.00000000 PA USD 53264.38000000 0.012860099447 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 43000.00000000 PA USD 42882.73000000 0.010353564096 Long DBT CORP US N 2 2027-06-01 Fixed 6.62500000 N N N N N N RINGCENTRAL INC 549300C8EH0H1614VE84 RingCentral, Inc. 76680RAJ6 55000.00000000 PA USD 56237.50000000 0.013577926611 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N Anheuser-Busch Inbev Worldwide Inc 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide, Inc. 035240AL4 82000.00000000 PA USD 80992.04000000 0.019554638368 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 38121.23000000 0.009203952225 Long DBT CORP US N 2 2025-05-18 Fixed 2.25000000 N N N N N N Semtech Corp 549300J7WUY317SW6O61 Semtech Corporation 816850101 682.00000000 NS USD 14942.62000000 0.003607731455 Long EC CORP US N 1 N N N PRKCM Trust N/A PRKCM Trust 69380GAB5 343949.28000000 PA USD 353979.80000000 0.085464534277 Long ABS-CBDO CORP US N 2 2058-11-25 Variable 7.62700000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing, Inc. 527298BU6 36000.00000000 PA USD 34908.65000000 0.008428310074 Long DBT CORP US N 2 2030-05-15 Fixed 10.50000000 N N N N N Miller Inds Inc Tenn 549300F1O74SPUJ7UU94 Miller Industries, Inc. 600551204 4974.00000000 NS USD 210350.46000000 0.050786807888 Long EC CORP US N 1 N N N Natwest Group Plc 2138005O9XJIJN4JPN90 NatWest Group plc 780097BM2 67000.00000000 PA USD 65356.02000000 0.015779493099 Long DBT CORP GB N 2 2029-11-01 Variable 3.75400000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 Viterra Finance BV 92852LAB5 83000.00000000 PA USD 71526.82000000 0.017269364974 Long DBT CORP NL N 2 2031-04-21 Fixed 3.20000000 N N N N N N Cna Financial Corp 549300YX2GSZD7YG1R84 CNA Financial Corporation 126117AS9 40000.00000000 PA USD 39707.23000000 0.009586874503 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 20198.48000000 0.004876701117 Long DBT CORP IE N 2 2027-08-15 Fixed 5.25000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through 3132E0P71 343016.42400000 PA USD 281515.71000000 0.067968875757 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Great Southern Bancorp Inc 5493000ZL7DLNMN1AB26 Great Southern Bancorp, Inc. 390905107 516.00000000 NS USD 30624.60000000 0.007393973261 Long EC CORP US N 1 N N N Kinsale Capital Group Inc 529900QTUQHNZ6HOA508 Kinsale Capital Group, Inc. 49714P108 2206.00000000 NS USD 738811.46000000 0.178377911247 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 Hilton Worldwide Holdings, Inc. 43300A203 1566.00000000 NS USD 285152.94000000 0.068847044986 Long EC CORP US N 1 N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 ModivCare, Inc. 743815AE2 22000.00000000 PA USD 21725.00000000 0.005245262603 Long DBT CORP US N 2 2025-11-15 Fixed 5.87500000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 Algonquin Power & Utilities Corporation 015857AH8 50000.00000000 PA USD 42250.00000000 0.010200798387 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 39446.07000000 0.009523820290 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 21107.91000000 0.005096273001 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 54000.00000000 PA USD 125112.60000000 0.030207062920 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 52103.93000000 0.012579921542 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 73436.46000000 0.017730426574 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 64733.28000000 0.015629139367 Long DBT CORP GB N 2 2025-03-11 Variable 3.80300000 N N N N N N 2024-01-26 Thrivent Series Fund, Inc. Sarah L. Bergstrom Sarah L. Bergstrom Treasurer and Principal Accounting Officer