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