0001752724-24-173477.txt : 20240812 0001752724-24-173477.hdr.sgml : 20240812 20240812164831 ACCESSION NUMBER: 0001752724-24-173477 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240812 DATE AS OF CHANGE: 20240812 PERIOD START: 20241231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PACIFIC SELECT FUND CENTRAL INDEX KEY: 0000813900 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05141 FILM NUMBER: 241197592 BUSINESS ADDRESS: STREET 1: 700 NEWPORT CTR DR STREET 2: P O BOX 7500 CITY: NEWPORT BEACH STATE: CA ZIP: 92660 BUSINESS PHONE: 9492193233 MAIL ADDRESS: STREET 1: 700 NEWPORT CTR DR STREET 2: P O BOX 7500 CITY: NEWPORT BEACH STATE: CA ZIP: 92660 0000813900 S000026044 Mid-Cap Equity Portfolio C000078113 Class I C000098972 Class P NPORT-P 1 primary_doc.xml NPORT-P false 0000813900 XXXXXXXX S000026044 C000098972 C000078113 PACIFIC SELECT FUND 811-05141 0000813900 549300KH2YJL0X2VEL27 700 NEWPORT CTR DR P O BOX 7500 NEWPORT BEACH 92660 949-219-3233 Mid-Cap Equity Portfolio S000026044 549300JUI0N5EW5UYR26 2024-12-31 2024-06-30 N 578703850.10 6668040.17 572035809.93 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 438897.10000000 0.00000000 0.00000000 0.00000000 EUR USD N Russell Mid Cap RUMCINTR Nelnet Student Loan Trust N/A Nelnet Student Loan Trust 2021-A 64035DAB2 263740.16000000 PA USD 239063.36000000 0.041791677347 Long ABS-O CORP US N 2 2062-04-20 Fixed 1.36000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A Volkswagen Auto Loan Enhanced Trust 2023-2 92867YAD6 2152000.00000000 PA USD 2169602.93000000 0.379277466958 Long ABS-O CORP US N 2 2028-12-20 Fixed 5.48000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCB0 1757000.00000000 PA USD 1640271.33000000 0.286742770561 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N Palmer Square CLO Ltd N/A Palmer Square CLO 2021-2 Ltd 69701XAA2 500000.00000000 PA USD 501061.50000000 0.087592680615 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.74000000 N N N N N N BX Trust N/A BX Trust 2024-CNYN 05612HAA9 229615.69000000 PA USD 230097.56000000 0.040224327918 Long ABS-MBS CORP US N 2 2029-04-15 Floating 6.77100000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-H 63942AAB2 1213631.41000000 PA USD 1214832.66000000 0.212370036789 Long ABS-O CORP US N 2 2069-04-15 Floating 6.44300000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397A60 618000.00000000 PA USD 613528.21000000 0.107253461994 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PEA0 1985000.00000000 PA USD 1974638.99000000 0.345194995789 Long DBT CORP US N 2 2028-01-23 Fixed 5.04000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175CM4 75000.00000000 PA USD 75745.56000000 0.013241401794 Long DBT CORP US N 2 2026-11-10 Fixed 6.15000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 Florida Power & Light Co 341081GT8 655000.00000000 PA USD 660704.26000000 0.115500506879 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health Inc 036752AB9 468000.00000000 PA USD 447484.39000000 0.078226639352 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N Bluemountain CLO Ltd 5493009UJ1T6R11V4458 BlueMountain CLO 2015-3 Ltd 09628JAL5 314100.12000000 PA USD 314403.58000000 0.054962219941 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.58600000 N N N N N N Oak Hill Credit Partners N/A OHA Credit Funding 6 Ltd 67098UAN5 315000.00000000 PA USD 315594.54000000 0.055170416697 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.72600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PEB8 3524000.00000000 PA USD 3497677.59000000 0.611443816852 Long DBT CORP US N 2 2030-01-23 Fixed 5.01200000 N N N N N N Palmer Square Loan Funding Ltd N/A Palmer Square Loan Funding 2021-3 Ltd 69702BAA9 677346.90000000 PA USD 677517.43000000 0.118439688257 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.38600000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc 31620MBR6 308000.00000000 PA USD 287066.95000000 0.050183388000 Long DBT CORP US N 2 2026-03-01 Fixed 1.15000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397E58 965000.00000000 PA USD 962064.47000000 0.168182560129 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2021-C 83208AAD5 2067009.43000000 PA USD 2058075.40000000 0.359780867608 Long ABS-O CORP US N 2 2053-01-15 Floating 6.24300000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 Crown Castle Inc 22822VAV3 379000.00000000 PA USD 347019.48000000 0.060663943406 Long DBT US N 2 2026-07-15 Fixed 1.05000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XLVIII Ltd 55821UAC8 1300000.00000000 PA USD 1302848.20000000 0.227756405697 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 7.03800000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YDS5 924000.00000000 PA USD 920620.25000000 0.160937520696 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XVIII Ltd 55819BAW0 273191.60000000 PA USD 273411.96000000 0.047796301429 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 6.52600000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2021-C 83208AAA1 2378804.13000000 PA USD 2101991.73000000 0.367458067049 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.39000000 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 2019-B 63941LAB9 2347725.10000000 PA USD 2255599.19000000 0.394310836986 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.39000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 55 CLO Ltd 26245MAC5 453556.99000000 PA USD 453991.11000000 0.079364106602 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.61000000 N N N N N N OPEN Trust N/A OPEN Trust 2023-AIR 68373BAA9 370173.41000000 PA USD 375284.47000000 0.065605065886 Long ABS-MBS CORP US N 2 2028-10-15 Floating 8.41800000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd 89352HBE8 950000.00000000 PA USD 950471.10000000 0.166155874073 Long DBT CORP CA N 2 2026-03-09 Fixed 6.20300000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 502431AM1 1004000.00000000 PA USD 975435.33000000 0.170519976733 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N Trestles CLO LTD 254900EO5I6CR0IOWS98 Trestles Clo IV Ltd 89532WAA7 330000.00000000 PA USD 330805.92000000 0.057829582389 Long ABS-CBDO CORP KY N 2 2034-07-21 Floating 6.75600000 N N N N N N BFLD Trust N/A BFLD 2024-WRHS Mortgage Trust 05555HAA8 440000.00000000 PA USD 438897.10000000 0.076725458857 Long ABS-MBS CORP US N 2 2026-08-15 Floating 6.79200000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XXXIV Ltd 55819GAL3 500000.00000000 PA USD 500807.72000000 0.087548316260 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 6.70500000 N N N N N N Madison Park Funding Ltd 549300FFTJ3WPTJK8589 Madison Park Funding XXX LTD 55821TAA5 426658.48000000 PA USD 427024.66000000 0.074649987393 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 6.34000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GA46 3292000.00000000 PA USD 3437639.82000000 0.600948360281 Long DBT CORP US N 2 2029-10-24 Fixed 6.48400000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health Inc 036752AY9 495000.00000000 PA USD 496440.88000000 0.086784930485 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N EDvestinU Private Education Loan Issue No. 1, LLC N/A EDvestinU Private Education Loan Issue No 4 LLC 28165AAA7 669612.23000000 PA USD 658778.44000000 0.115163846137 Long ABS-O CORP US N 2 2040-11-25 Fixed 5.25000000 N N N N N N OCP CLO Ltd 254900M77QLN2EBJHE11 OCP CLO 2017-13 Ltd 67097LAH9 440455.89000000 PA USD 441052.36000000 0.077102228976 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.55000000 N N N N N N Palmer Square Loan Funding Ltd N/A Palmer Square Loan Funding 2022-3 Ltd 69690CAL7 234617.51000000 PA USD 234901.92000000 0.041064198415 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.42900000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A Ford Credit Auto Owner Trust 2023-REV2 34535CAA4 1146000.00000000 PA USD 1155980.97000000 0.202081923881 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.28000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076CZ3 700000.00000000 PA USD 700820.68000000 0.122513427976 Long DBT CORP US N 2 2026-06-25 Fixed 5.15000000 N N N N N N CSAIL Commercial Mortgage Trust 54930025J96YEH8FQE77 CSAIL 2015-C4 Commercial Mortgage Trust 12635RAX6 2683000.00000000 PA USD 2611252.82000000 0.456484152682 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.80800000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78016HZT0 374000.00000000 PA USD 371630.75000000 0.064966343635 Long DBT CORP CA N 2 2027-01-19 Fixed 4.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABR5 2217000.00000000 PA USD 2107095.33000000 0.368350248956 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABD6 1260000.00000000 PA USD 1211315.79000000 0.211755237866 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 Realty Income Corp 756109BQ6 455000.00000000 PA USD 452197.91000000 0.079050629724 Long DBT US N 2 2026-01-13 Fixed 5.05000000 N N N N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 16242698.52000000 PA USD 16242698.52000000 2.839454844966 Long RA CORP US N 2 Repurchase N 4.95000000 2024-07-01 16839300.00000000 USD 16567552.49000000 USD UST N N N SMB Private Education Loan Trust 549300NWENTZ8X7JUC78 SMB Private Education Loan Trust 2017-B 83189DAC4 26996.16000000 PA USD 26957.88000000 0.004712621051 Long ABS-O CORP US N 2 2035-10-15 Floating 6.19300000 N N N N N N Barings CLO Ltd. 2016-II 549300Z33CTC4YAKLT16 Barings CLO Ltd 2016-II 06761CAL3 236556.11000000 PA USD 237006.30000000 0.041432073986 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 6.65600000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing 2023-1 LLC 29375CAC3 1661000.00000000 PA USD 1661288.02000000 0.290416787054 Long ABS-O CORP US N 2 2029-10-22 Fixed 5.42000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GLG2 2105000.00000000 PA USD 2102182.75000000 0.367491460063 Long DBT CORP US N 2 2029-04-25 Fixed 5.20200000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2021-A 78448YAK7 148757.69000000 PA USD 147963.52000000 0.025866128908 Long ABS-O CORP US N 2 2053-01-15 Floating 6.17300000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAF6 686000.00000000 PA USD 656187.40000000 0.114710895473 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XAS5 515000.00000000 PA USD 510063.11000000 0.089166290142 Long DBT CORP US N 2 2025-01-15 Fixed 4.00000000 N N N N N N BX Trust N/A BX Trust 2024-BIO 05612AAA4 859000.00000000 PA USD 857263.19000000 0.149861804998 Long ABS-MBS CORP US N 2 2041-02-15 Floating 6.97100000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABZ7 211000.00000000 PA USD 198173.36000000 0.034643523457 Long DBT CORP US N 2 2026-02-15 Fixed 1.50000000 N N N N N N CIFC Funding Ltd 549300QSQ98IRWUWDV20 CIFC Funding 2013-IV Ltd 12549FBM0 209972.53000000 PA USD 210158.31000000 0.036738663271 Long ABS-CBDO CORP KY N 2 2031-04-27 Floating 6.64600000 N N N N N N BMO Mortgage Trust N/A BMO 2023-5C2 Mortgage Trust 05610QAC7 1000000.00000000 PA USD 1065360.20000000 0.186240123696 Long ABS-MBS CORP US N 2 2056-11-15 Variable 7.29600000 N N N N N N AON NORTH AMERICA INC N/A Aon North America Inc 03740MAA8 162000.00000000 PA USD 161787.94000000 0.028282834254 Long DBT CORP US N 2 2027-03-01 Fixed 5.12500000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661DM6 395000.00000000 PA USD 376440.59000000 0.065807172114 Long DBT CORP US N 2 2026-04-15 Fixed 2.50000000 N N N N N N Lendmark Funding Trust N/A Lendmark Funding Trust 2021-2 52604DAA0 1504000.00000000 PA USD 1362835.91000000 0.238243111067 Long ABS-O CORP US N 2 2032-04-20 Fixed 2.00000000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2020-PTB 78449DAB2 1378209.06000000 PA USD 1263307.77000000 0.220844175848 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.60000000 N N N N N N Social Professional Loan Program LLC 5493002WMPR84WZ75V46 Sofi Professional Loan Program 2018-A LLC 83406EAC9 224283.31000000 PA USD 220075.08000000 0.038472255788 Long ABS-O CORP US N 2 2042-02-25 Fixed 2.95000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 Long: BYD41G2K0 TRS USD R E REC EQT / Short: BYD41G2K0 TRS USD P V 00MSOFR SOFRRATE + 69BPS 000000000 85305492.00000000 OU Notional Amount USD -160848.00000000 -0.02811851936 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Russell Midcap Total Return Index RUMCINTR INDEX Y Russell Midcap Total Return Index 2024-09-18 0.00000000 USD 0.00000000 USD 85305492.00000000 USD -160848.00000000 N N N SMB Private Education Loan Trust 549300INMCHM7L5O6M41 SMB Private Education Loan Trust 2018-B 78449LAC2 111313.11000000 PA USD 110946.78000000 0.019395075985 Long ABS-O CORP US N 2 2037-01-15 Floating 6.16300000 N N N N N N BRAVO Residential Funding Trust N/A BRAVO Residential Funding Trust 2020-NQM1 105699AB8 913149.63000000 PA USD 870548.83000000 0.152184323933 Long ABS-MBS CORP US N 2 2060-05-25 Variable 1.78900000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 VICI Properties LP 925650AB9 1059000.00000000 PA USD 1035263.79000000 0.180978842937 Long DBT US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Loan Trust 2020-A 63941FAD8 560000.00000000 PA USD 484713.43000000 0.084734805336 Long ABS-O CORP US N 2 2068-11-15 Fixed 3.16000000 N N N N N N SMB Private Education Loan Trust 549300QHI21JZK7YIR34 SMB Private Education Loan Trust 2018-A 78449PAC3 51435.53000000 PA USD 51320.61000000 0.008971572952 Long ABS-O CORP US N 2 2036-02-15 Floating 6.24300000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XLVI Ltd 55822AAN7 1300000.00000000 PA USD 1302837.58000000 0.227754549170 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.24000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corp 000000000 1230000.00000000 PA 1286239.03000000 0.224852886422 Long DBT CORP US N 2 2028-06-15 Fixed 3.10000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PEZ1 16000.00000000 PA USD 15878.72000000 0.002775826220 Long DBT CORP US N 2 2029-04-15 Fixed 4.70000000 N N N N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 2019-C16 90276YAC7 1046158.44000000 PA USD 1002788.69000000 0.175301733316 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.46000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PEV3 2600000.00000000 PA USD 2595619.52000000 0.453751229371 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.27000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 Long: BYD10TXP4 TRS USD R E REC EQTY / Short: BYD10TXP4 TRS USD P V 00MSOFR 1D SOFR+52BPS 000000000 75747671.50000000 OU Notional Amount USD 1710303.25000000 0.298985346775 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Russell Midcap Total Return Index RUMCINTR INDEX Y Russell Midcap Total Return Index 2024-07-01 0.00000000 USD 0.00000000 USD 75747671.50000000 USD 1710303.25000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280DR7 220000.00000000 PA USD 232733.66000000 0.040685155712 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N BX Trust N/A BX Trust 2022-LBA6 12433EAA9 800000.00000000 PA USD 791682.16000000 0.138397307695 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.32900000 N N N N N N General Motors N/A GMF Floorplan Owner Revolving Trust 361886CX0 187000.00000000 PA USD 187168.82000000 0.032719773264 Long ABS-O CORP US N 2 2030-06-15 Fixed 5.83000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807CK6 213000.00000000 PA USD 209191.82000000 0.036569707065 Long DBT CORP US N 2 2029-02-01 Fixed 4.60000000 N N N N N N Onslow Bay Financial LLC 254900O44XNRXAW7W466 OBX 2023-NQM10 Trust 67449CAA9 1347225.06000000 PA USD 1354842.54000000 0.236845756241 Long ABS-MBS CORP US N 2 2063-10-25 Variable 6.46500000 N N N N N N Barclays Mortgage Loan Trust N/A Barclays Mortgage Loan Trust 2024-NQM1 06745AAA2 644506.84000000 PA USD 641570.40000000 0.112155635864 Long ABS-MBS CORP US N 2 2064-01-25 Variable 5.90300000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BC9 1650000.00000000 PA USD 1567263.70000000 0.273979997894 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 WEC Energy Group Inc 92939UAM8 16000.00000000 PA USD 16065.42000000 0.002808464036 Long DBT CORP US N 2 2026-09-12 Fixed 5.60000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ADE2 105000.00000000 PA USD 103720.05000000 0.018131740740 Long DBT CORP US N 2 2029-01-15 Fixed 4.85000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 Sempra 816851BN8 385000.00000000 PA USD 378205.00000000 0.066115616091 Long DBT CORP US N 2 2025-04-01 Fixed 3.30000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 RTX Corp 75513ECU3 609000.00000000 PA USD 625484.50000000 0.109343591632 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N Regional Management Issuance Trust N/A Regional Management Issuance Trust 2024-1 758983AA8 113000.00000000 PA USD 113626.77000000 0.019863576375 Long ABS-O CORP US N 2 2036-07-15 Fixed 5.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AJSC1 827056.91000000 PA USD 764993.90000000 0.133731820057 Long ABS-MBS USGSE US N 2 2034-04-25 Fixed 2.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BZ4 1377000.00000000 PA USD 1405111.80000000 0.245633538252 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N MTN Commercial Mortgage Trust 2022-LPFL N/A MTN Commercial Mortgage Trust 2022-LPFL 62475WAA3 475000.00000000 PA USD 469755.43000000 0.082119934075 Long ABS-MBS CORP US N 2 2039-03-15 Floating 6.72700000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 Sprint LLC 85207UAK1 899000.00000000 PA USD 924567.56000000 0.161627566657 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272BN7 1405000.00000000 PA USD 1438796.08000000 0.251522029744 Long DBT CORP US N 2 2028-10-06 Fixed 6.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBK1 1525000.00000000 PA USD 1481202.17000000 0.258935217741 Long DBT CORP US N 2 2026-04-22 Fixed 2.08300000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400HY2 247000.00000000 PA USD 251360.78000000 0.043941441363 Long DBT CORP US N 2 2028-10-01 Fixed 5.65000000 N N N N N N BX Trust N/A BX Trust 2024-PAT 05612FAA3 360000.00000000 PA USD 360313.31000000 0.062987894069 Long ABS-MBS CORP US N 2 2041-03-15 Floating 7.41900000 N N N N N N HalseyPoint CLO Ltd. 5493001PG85K1980W896 Halseypoint Clo 6 Ltd 40639GAA7 500000.00000000 PA USD 502791.80000000 0.087895161679 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.77500000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KAT7 150000.00000000 PA USD 143262.72000000 0.025044362173 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040WAT5 515000.00000000 PA USD 516740.37000000 0.090333570211 Long DBT CORP US N 2 2028-03-01 Fixed 5.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RBK4 183000.00000000 PA USD 177546.97000000 0.031037736959 Long DBT CORP US N 2 2027-04-15 Fixed 4.20000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 FED FUND 30DAY AUG24 000000000 76.00000000 NC USD -116.79000000 -0.00002041655 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 30 Day Federal Funds Futures FFQ4 Comdty 2024-08-30 29989265.73000000 USD -116.79000000 N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 QUALCOMM Inc 747525BN2 237000.00000000 PA USD 207858.72000000 0.036336662214 Long DBT CORP US N 2 2028-05-20 Fixed 1.30000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 Long: BYD4E76L0 TRS USD R E REC EQTY / Short: BYD4E76L0 TRS USD P V 00MSOFR 1D SOFR +81 BPS 000000000 3744355.10000000 OU Notional Amount USD -7451.28000000 -0.00130258978 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Russell Midcap Total Return Index RUMCINTR INDEX Y Russell Midcap Total Return Index 2024-09-18 0.00000000 USD 0.00000000 USD 3744355.10000000 USD -7451.28000000 N N N CNH Equipment Trust N/A CNH Equipment Trust 2024-A 18978FAC0 610878.00000000 PA USD 607291.54000000 0.106163203327 Long ABS-O CORP US N 2 2029-06-15 Fixed 4.77000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FAN1 220000.00000000 PA USD 211820.60000000 0.037029255218 Long DBT CORP US N 2 2026-09-15 Fixed 3.45900000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 Ryder System Inc 78355HKT5 885000.00000000 PA USD 834130.85000000 0.145817942779 Long DBT CORP US N 2 2027-03-01 Fixed 2.85000000 N N N N N N L3Harris Tech Inc 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 413875AR6 1365000.00000000 PA USD 1345806.39000000 0.235266108631 Long DBT CORP US N 2 2025-04-27 Fixed 3.83200000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing 2024-1 LLC 29375PAC4 50000.00000000 PA USD 50007.71000000 0.008742059348 Long ABS-O CORP US N 2 2030-09-20 Fixed 5.16000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AL3 431000.00000000 PA USD 424972.12000000 0.074291174192 Long DBT US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Race Point CLO Ltd 5493008ABAJEYBWITR69 Race Point VIII CLO Ltd 74982LAY6 1225999.59000000 PA USD 1227621.81000000 0.214605762207 Long ABS-CBDO CORP KY N 2 2030-02-20 Floating 6.62700000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AH2 1062000.00000000 PA USD 1054130.79000000 0.184277063026 Long DBT US N 2 2026-04-15 Fixed 5.37500000 N N N N N N SLM Student Loan Trust 54930054KUX5HFXZUQ43 SLM Private Credit Student Loan Trust 2004-A 78443CBH6 1660500.63000000 PA USD 1650158.70000000 0.288471223541 Long ABS-O CORP US N 2 2033-06-15 Floating 6.00100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797KL0 28665000.00000000 PA USD 28333202.63000000 4.953047018763 Long STIV UST US N 2 2024-09-19 None 0.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027XAK6 422000.00000000 PA USD 403184.53000000 0.070482393409 Long DBT US N 2 2026-10-15 Fixed 3.37500000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AK5 37000.00000000 PA USD 37047.69000000 0.006476463423 Long DBT US N 2 2028-06-01 Fixed 5.75000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBL8 1845000.00000000 PA USD 1808309.67000000 0.316118263683 Long DBT CORP CA N 2 2025-02-14 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796Y52 11000000.00000000 PA USD 10993560.93000000 1.921830895752 Long STIV UST US N 2 2024-07-05 None 0.00000000 N N N N N N UBS AG STAMFORD CT 254900R882POXXVAK772 UBS AG/Stamford CT 22550L2K6 745000.00000000 PA USD 739096.56000000 0.129204596490 Long DBT CORP CH N 2 2027-07-09 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797GK7 32000000.00000000 PA USD 31823173.44000000 5.563143580800 Long STIV UST US N 2 2024-08-08 None 0.00000000 N N N N N N Benefit Street Partners CLO Ltd N/A Benefit Street Partners CLO XVI Ltd 08181VAS4 1000000.00000000 PA USD 1001169.70000000 0.175018710825 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 7.12900000 N N N N N N John Deere Owner Trust N/A John Deere Owner Trust 2024 47800RAD5 636000.00000000 PA USD 634154.01000000 0.110859145352 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.96000000 N N N N N N A&D Mortgage Trust 984500E3BD374F778L95 A&D Mortgage Trust 2024-NQM1 00039GAA7 535595.75000000 PA USD 534812.60000000 0.093492853194 Long ABS-MBS CORP US N 2 2069-02-25 Variable 6.19500000 N N N N N N OCTAGON INVESTMENT PARTNERS XX LTD N/A OCTAGON INVESTMENT PARTNERS 20-R LTD 67576WAN2 250000.00000000 PA USD 250591.98000000 0.043807044183 Long ABS-CBDO CORP KY N 2 2031-05-12 Floating 6.73500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-SCHATZ FUT SEP24 000000000 26.00000000 NC 13760.86000000 0.002405594153 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUU4 Comdty 2024-09-06 2735350.80000000 EUR 13760.86000000 N N N Clover CLO N/A Clover CLO 2021-3 LLC 00142QAA9 315000.00000000 PA USD 315603.80000000 0.055172035477 Long ABS-CBDO CORP US N 2 2035-01-25 Floating 6.74500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397C27 300000.00000000 PA USD 292978.91000000 0.051216882739 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BK7 395000.00000000 PA USD 376954.38000000 0.065896989918 Long DBT CORP US N 2 2027-02-01 Fixed 3.20000000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2020-PT-A 78449VAC0 1249763.14000000 PA USD 1246430.65000000 0.217893815100 Long ABS-O CORP US N 2 2054-09-15 Floating 6.31000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NBS9 1340000.00000000 PA USD 1295917.18000000 0.226544764768 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 Blue Owl Credit Income Corp 09581CAA9 230000.00000000 PA USD 226976.60000000 0.039678739697 Long DBT CORP US N 2 2029-09-15 Fixed 6.60000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAM1 2970000.00000000 PA USD 2839022.35000000 0.496301507828 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N OCP CLO Ltd 2549003HLFPQ7ATPYA23 OCP Clo 2019-17 Ltd 67113LAL0 500000.00000000 PA USD 500000.00000000 0.087407115309 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.62600000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 RTX Corp 913017CH0 60000.00000000 PA USD 56652.38000000 0.009903642222 Long DBT CORP US N 2 2026-11-01 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ARX8 1792778.75000000 PA USD 1677798.88000000 0.293303120342 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBR0 150000.00000000 PA USD 141029.52000000 0.024653967033 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 12.38000000 0.000002164200 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14000.00000000 EUR 15061.60000000 USD 2024-09-18 12.38000000 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAR3 405000.00000000 PA USD 404025.83000000 0.070629464622 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 Verizon Master Trust 92348KCH4 358000.00000000 PA USD 355491.49000000 0.062144971316 Long ABS-O CORP US N 2 2031-12-22 Fixed 4.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ER6J4 157782.61000000 PA USD 149746.67000000 0.026177848903 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787AV9 416000.00000000 PA USD 415268.88000000 0.072594909757 Long DBT CORP US N 2 2026-03-29 Fixed 5.10000000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 CIFC Funding 2014-II-R Ltd 12548RAB0 127541.39000000 PA USD 127679.98000000 0.022320277469 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 6.63500000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 General Mills Inc 000000000 513000.00000000 PA 557367.15000000 0.097435709500 Long DBT CORP US N 2 2029-04-13 Fixed 3.90700000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CBJ3 1660000.00000000 PA USD 1572701.03000000 0.274930520554 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 VMware LLC 928563AK1 150000.00000000 PA USD 131425.98000000 0.022975131577 Long DBT CORP US N 2 2028-08-15 Fixed 1.80000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 UDR Inc 90265EAM2 275000.00000000 PA USD 260984.84000000 0.045623864008 Long DBT US N 2 2027-07-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA 61690U8B9 530000.00000000 PA USD 533727.61000000 0.093303181502 Long DBT CORP US N 2 2028-05-26 Fixed 5.50400000 N N N N N N arbor multifamily mortgage securities trust N/A Arbor Multifamily Mortgage Securities Trust 2021-MF3 03882KAC6 130000.00000000 PA USD 117259.94000000 0.020498706193 Long ABS-MBS CORP US N 2 2054-10-15 Fixed 2.21300000 N N N N N N ELM Trust 2024 N/A ELM Trust 2024-ELM 26860XAA9 1020000.00000000 PA USD 1021765.62000000 0.178619170734 Long ABS-MBS CORP US N 2 2039-06-10 Variable 5.80100000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 BAT International Finance PLC 05530QAN0 812000.00000000 PA USD 761088.29000000 0.133049063850 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119CP2 922000.00000000 PA USD 918588.36000000 0.160582317409 Long DBT CORP US N 2 2028-06-01 Fixed 5.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GLS6 1580000.00000000 PA USD 1613374.48000000 0.282040818423 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N ELM Trust 2024 254900IIXJ23M1M8Y987 ELM Trust 2024-ELM 26860XAU5 1020000.00000000 PA USD 1021765.62000000 0.178619170734 Long ABS-MBS CORP US N 2 2039-06-10 Variable 5.80100000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787AT4 740000.00000000 PA USD 694322.08000000 0.121377380217 Long DBT CORP US N 2 2026-01-15 Fixed 1.12500000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CBW4 220000.00000000 PA USD 218998.10000000 0.038283984358 Long DBT CORP US N 2 2027-12-08 Fixed 5.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AS5 2107000.00000000 PA USD 2089892.63000000 0.365342972191 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Bluemountain CLO Ltd N/A BlueMountain CLO XXII Ltd 09629PAE6 650000.00000000 PA USD 651155.47000000 0.113831242502 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.09000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 Blackstone Secured Lending Fund 09261XAH5 1035000.00000000 PA USD 1027908.39000000 0.179693014345 Long DBT CORP US N 2 2027-11-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XGX61 3012936.90000000 PA USD 2818852.15000000 0.492775469833 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.50000000 N N N N N N Cedar Funding Ltd N/A Cedar Funding IX CLO Ltd 15033EAA6 206494.31000000 PA USD 206676.91000000 0.036130065008 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.56600000 N N N N N N RR 1 Ltd N/A RR 1 LLC 78108YAL6 315000.00000000 PA USD 315357.84000000 0.055129038169 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 6.74000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040WAJ7 245000.00000000 PA USD 232223.17000000 0.040595914795 Long DBT CORP US N 2 2025-08-15 Fixed 0.80000000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing 2023-2 LLC 29375NAC9 1930000.00000000 PA USD 1944758.32000000 0.339971429452 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BX6 568000.00000000 PA USD 538017.10000000 0.094053045396 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBR1 1252000.00000000 PA USD 1193289.91000000 0.208604057523 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBB0 815000.00000000 PA USD 774370.93000000 0.135371058342 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Pikes Peak CLO 549300NJA5BS4BQQJL72 Pikes Peak CLO 8 72133CAA0 250000.00000000 PA USD 250371.47000000 0.043768495897 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.75600000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDZ6 794000.00000000 PA USD 797190.09000000 0.139360172241 Long DBT CORP US N 2 2025-10-10 Fixed 6.05000000 N N N N N N Taubman Centers Commercial Mortgage Trust N/A Taubman Centers Commercial Mortgage Trust 2022-DPM 87666YAA5 1190000.00000000 PA USD 1197491.76000000 0.209338600698 Long ABS-MBS CORP US N 2 2037-05-15 Floating 7.51500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162DN7 1120000.00000000 PA USD 1120220.80000000 0.195830537276 Long DBT CORP US N 2 2026-03-02 Fixed 5.50700000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UBD7 1745000.00000000 PA USD 1648811.81000000 0.288235768002 Long DBT US N 2 2026-11-18 Fixed 2.90000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 Verizon Master Trust 92348KCL5 2650000.00000000 PA USD 2640600.45000000 0.461614536041 Long ABS-O CORP US N 2 2028-12-20 Fixed 5.00000000 N N N N N N Atrium CDO Corp 549300BF3YFW8EHN6F75 Atrium XIII 55822RAA8 470297.84000000 PA USD 471302.61000000 0.082390403156 Long ABS-CBDO CORP KY N 2 2030-11-21 Floating 6.47600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFH3 2250000.00000000 PA USD 2348157.40000000 0.410491329255 Long DBT CORP US N 2 2029-11-01 Fixed 6.40700000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175CD4 66000.00000000 PA USD 56431.50000000 0.009865029255 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFP5 868000.00000000 PA USD 876795.20000000 0.153276278299 Long DBT CORP US N 2 2028-04-13 Fixed 5.65200000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661EK9 1475000.00000000 PA USD 1456444.87000000 0.254607289389 Long DBT CORP US N 2 2025-09-08 Fixed 4.40000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAW8 665000.00000000 PA USD 649392.57000000 0.113523062494 Long DBT CORP XX N 2 2025-05-01 Fixed 2.70000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 Long: BYD211U67 TRS USD R E REC EQTY / Short: BYD211U67 TRS USD P V 00MSOFR 1D SOFR +52 BPS 000000000 6229823.60000000 OU Notional Amount USD -80488.20000000 -0.01407048275 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Russell Midcap Total Return Index RUMCINTR INDEX Y Russell Midcap Total Return Index 2024-08-10 0.00000000 USD 0.00000000 USD 6229823.60000000 USD -80488.20000000 N N N Credit Suisse Mortgage Trust N/A CSMC 2022-NWPT 12663MAA2 500000.00000000 PA USD 503716.60000000 0.088056829879 Long ABS-MBS CORP US N 2 2024-09-09 Floating 8.47200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJQ3 4544000.00000000 PA USD 4261944.51000000 0.745048550460 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDR4 515000.00000000 PA USD 476659.63000000 0.083326886486 Long DBT CORP US N 2 2027-02-26 Fixed 2.35000000 N N N N N N Porsche Financial Auto Securitization Trust N/A Porsche Financial Auto Securitization Trust 2023-2 732916AD3 1075000.00000000 PA USD 1080487.02000000 0.188884507096 Long ABS-O CORP US N 2 2029-01-22 Fixed 5.79000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797KB2 30000000.00000000 PA USD 29804010.90000000 5.210165234873 Long STIV UST US N 2 2024-08-15 None 0.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CC1 2018000.00000000 PA USD 1886938.14000000 0.329863639171 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97300000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 American Express Co 025816DP1 883000.00000000 PA USD 879222.34000000 0.153700576911 Long DBT CORP US N 2 2028-02-16 Fixed 5.09800000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738ECR4 470000.00000000 PA USD 471404.93000000 0.082408290148 Long DBT CORP GB N 2 2030-03-12 Fixed 5.69000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VES9 780000.00000000 PA USD 741616.47000000 0.129645112618 Long DBT CORP US N 2 2029-02-08 Fixed 3.87500000 N N N N N N OneMain Financial Issuance Trust N/A OneMain Financial Issuance Trust 2022-3 68269PAA5 1300000.00000000 PA USD 1304102.28000000 0.227975636727 Long ABS-O CORP US N 2 2034-05-15 Fixed 5.94000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAE2 1472000.00000000 PA USD 1370770.53000000 0.239630195558 Long DBT CORP US N 2 2026-03-01 Fixed 1.20000000 N N N N N N OCP CLO Ltd 254900MN6N176YEZLX15 OCP CLO 2020-18 Ltd 671078AN3 250000.00000000 PA USD 250247.48000000 0.043746820680 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.67600000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAN3 1070000.00000000 PA USD 1073361.01000000 0.187638779140 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 2023-C 44918CAD4 2410000.00000000 PA USD 2426001.92000000 0.424099659127 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.54000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 Rogers Communications Inc 775109CG4 1548000.00000000 PA USD 1469508.01000000 0.256890912158 Long DBT CORP CA N 2 2027-03-15 Fixed 3.20000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PDW3 1083000.00000000 PA USD 1102186.53000000 0.192677890241 Long DBT CORP US N 2 2027-10-22 Fixed 6.07000000 N N N N N N RR Ltd 2549005CH9FMTJFP8I04 RR 24 Ltd 75000HAQ7 2650000.00000000 PA USD 2652583.38000000 0.463709322730 Long ABS-CBDO CORP BM N 2 2036-01-15 Floating 7.72900000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457CH1 2220000.00000000 PA USD 2218897.17000000 0.387894801598 Long DBT CORP US N 2 2026-03-02 Fixed 5.40000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2021-D 63942CAA0 1066487.71000000 PA USD 1026214.68000000 0.179396929735 Long ABS-O CORP US N 2 2060-04-15 Floating 6.51000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 RTX Corp 75513ECT6 1225000.00000000 PA USD 1238403.12000000 0.216490488620 Long DBT CORP US N 2 2026-11-08 Fixed 5.75000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp 655844BZ0 30000.00000000 PA USD 28726.41000000 0.005021785262 Long DBT CORP US N 2 2028-08-01 Fixed 3.80000000 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 2023-C 344940AD3 1381000.00000000 PA USD 1389189.88000000 0.242850160057 Long ABS-O CORP US N 2 2028-09-15 Fixed 5.53000000 N N N N N N SLM Student Loan Trust 549300JEA36NHBYED811 SLM Private Education Loan Trust 2010-C 78445QAE1 689864.88000000 PA USD 721709.59000000 0.126165106706 Long ABS-O CORP US N 2 2041-10-15 Floating 10.19300000 N N N N N N ARI Fleet Lease Trust N/A ARI Fleet Lease Trust 2024-B 04033HAB1 538000.00000000 PA USD 538638.71000000 0.094161711670 Long ABS-O CORP US N 2 2033-04-15 Fixed 5.54000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 225401AV0 1781000.00000000 PA USD 1826703.49000000 0.319333765175 Long DBT CORP CH N 2 2028-08-11 Fixed 6.44200000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 Virginia Electric and Power Co 927804FX7 18000.00000000 PA USD 17285.09000000 0.003021679709 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162CT5 105000.00000000 PA USD 97426.40000000 0.017031521158 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2021-A 78448YAM3 813135.79000000 PA USD 808798.44000000 0.141389477015 Long ABS-O CORP US N 2 2053-01-15 Floating 6.17300000 N N N N N N SREIT Trust N/A SREIT Trust 2021-MFP2 85236WCE4 800000.00000000 PA USD 790649.84000000 0.138216843469 Long ABS-MBS CORP US N 2 2036-11-15 Floating 6.26500000 N N N N N N A&D Mortgage Trust 984500L072D83D1AA637 A&D Mortgage Trust 2023-NQM5 00249XAA6 729298.28000000 PA USD 739398.11000000 0.129257311721 Long ABS-MBS CORP US N 2 2068-11-25 Variable 7.04900000 N N N N N N OCP CLO Ltd 254900NXH68CRC058O44 OCP CLO 2014-5 Ltd 67102SAL8 1227314.26000000 PA USD 1228999.80000000 0.214846654469 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 6.66600000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162CJ7 250000.00000000 PA USD 236947.70000000 0.041421829872 Long DBT CORP US N 2 2026-08-19 Fixed 2.60000000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2024-A 831943AA3 1726129.53000000 PA USD 1721650.91000000 0.300969079227 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.24000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 American Express Co 025816CS6 25000.00000000 PA USD 23372.07000000 0.004085770435 Long DBT CORP US N 2 2027-03-04 Fixed 2.55000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U3G6 2210000.00000000 PA USD 2293827.44000000 0.400993679098 Long DBT CORP US N 2 2029-10-23 Fixed 6.30300000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBR5 404000.00000000 PA USD 362086.64000000 0.063297897389 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040WAW8 108000.00000000 PA USD 110407.86000000 0.019300865100 Long DBT CORP US N 2 2029-02-01 Fixed 5.95000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38145GAM2 5000000.00000000 PA USD 5003378.80000000 0.874661815422 Long DBT CORP US N 2 2026-08-10 Fixed 5.79800000 N N N N N N BRAVO Residential Funding Trust N/A BRAVO Residential Funding Trust 2020-NQM1 105699AC6 343547.64000000 PA USD 329141.93000000 0.057538693257 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.40600000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680BH5 1385000.00000000 PA USD 1391074.33000000 0.243179588734 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N BX Trust N/A BX Trust 2021-ARIA 05608RAA3 1000000.00000000 PA USD 988334.60000000 0.172774952694 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.34300000 N N N N N N ENBRIDGE ENERGY PARTNERS CZ6VG2MNE1J6YDI02G48 Enbridge Energy Partners LP 29250RAW6 150000.00000000 PA USD 150415.49000000 0.026294768157 Long DBT CORP US N 2 2025-10-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XMKG0 3003908.84000000 PA USD 2814632.93000000 0.492037890135 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)SEP24 000000000 -46.00000000 NC USD -21549.69000000 -0.00376719247 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU4 Comdty 2024-09-19 -5037731.56000000 USD -21549.69000000 N N N Octagon Investment Partners XXI Ltd 549300XIS9D4AHDX5A35 Octagon Investment Partners XXI Ltd 67590QBK2 1433788.86000000 PA USD 1434762.33000000 0.250816872841 Long ABS-CBDO CORP KY N 2 2031-02-14 Floating 6.58400000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-BOBL FUTURE SEP24 000000000 -46.00000000 NC -60633.79000000 -0.01059964934 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short CME 1 Year Mid-Curve 3 Month Eurodollar Option OEU4 Comdty 2024-09-06 -5299623.20000000 EUR -60633.79000000 N N N Octagon Investment Partners XVII LTD 54930007Y57X4ONHQV20 Octagon Investment Partners XVII Ltd 67590GBG3 172015.64000000 PA USD 172453.85000000 0.030147387105 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 6.58500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCK0 295000.00000000 PA USD 291893.88000000 0.051027204054 Long DBT CORP US N 2 2025-04-09 Fixed 4.35000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081EA7 325000.00000000 PA USD 310217.65000000 0.054230459809 Long DBT CORP US N 2 2026-12-15 Fixed 3.00000000 N N N N N N Social Professional Loan Program LLC N/A SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST 83405YAA0 194247.43000000 PA USD 166735.95000000 0.029147816815 Long ABS-O CORP US N 2 2043-08-17 Fixed 1.03000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LP4 220000.00000000 PA USD 209773.56000000 0.036671403495 Long DBT CORP US N 2 2028-07-24 Fixed 3.66800000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 Florida Power & Light Co 341081GR2 293000.00000000 PA USD 289573.32000000 0.050621537143 Long DBT CORP US N 2 2026-05-15 Fixed 4.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAP8 1943000.00000000 PA USD 1895957.27000000 0.331440311443 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 Long: BRYUPV4Z0 TRS USD R E RESC EQUATY / Short: BRYUPV4Z0 TRS USD P V 00MSOFR 1D SOFR+38BPS 000000000 83514992.01000000 OU Notional Amount USD 2812216.49000000 0.491615462036 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Russell Midcap Total Return Index RUMCINTR INDEX Y Russell MidCap Index 2024-07-19 0.00000000 USD 0.00000000 USD 83514992.01000000 USD 2812216.49000000 N N N Galaxy CLO Ltd 5493000B2531UL3WQV87 Galaxy XIX CLO Ltd 36319QBN1 476109.19000000 PA USD 476893.58000000 0.083367784275 Long ABS-CBDO CORP KY N 2 2030-07-24 Floating 6.53500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DG7 2575000.00000000 PA USD 2421387.78000000 0.423293041793 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 Florida Power & Light Co 341081GK7 109000.00000000 PA USD 109445.01000000 0.019132545218 Long DBT CORP US N 2 2028-04-01 Fixed 5.05000000 N N N N N N Nissan Auto Receivables Owner Trust N/A Nissan Auto Receivables 2023-B Owner Trust 65480MAD5 2190000.00000000 PA USD 2211185.62000000 0.386546712918 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.93000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA 61690U7W4 1135000.00000000 PA USD 1149251.20000000 0.200905464317 Long DBT CORP US N 2 2026-10-30 Fixed 5.88200000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAN2 1246000.00000000 PA USD 1255306.03000000 0.219445357827 Long DBT CORP US N 2 2027-06-08 Fixed 6.04700000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAR1 468000.00000000 PA USD 474314.26000000 0.082916882433 Long DBT CORP US N 2 2026-12-01 Fixed 6.05000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040WAQ1 1110000.00000000 PA USD 1043268.08000000 0.182378106735 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 Exelon Corp 30161NBB6 142000.00000000 PA USD 133141.89000000 0.023275097063 Long DBT CORP US N 2 2027-03-15 Fixed 2.75000000 N N N N N N Westlake Automobile Receivables Trust N/A Westlake Automobile Receivables Trust 2023-4 96041AAG1 1731000.00000000 PA USD 1744373.36000000 0.304941286842 Long ABS-O CORP US N 2 2027-07-15 Fixed 6.24000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 VMware LLC 928563AJ4 983000.00000000 PA USD 905351.72000000 0.158268364372 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N Dryden Senior Loan Fund 5493008NBEE3C4AF3K95 Dryden 50 Senior Loan Fund 262431AH2 428037.66000000 PA USD 428356.81000000 0.074882866170 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ACN6 1567086.87000000 PA USD 1498249.02000000 0.261915249708 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.50000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc 31620MBD7 863000.00000000 PA 872510.33000000 0.152527222046 Long DBT CORP US N 2 2027-05-21 Fixed 1.50000000 N N N N N N CENT Trust 2023-CITY N/A CENT Trust 2023-CITY 12516WAA9 1000000.00000000 PA USD 1007161.40000000 0.176066145251 Long ABS-MBS CORP US N 2 2038-09-15 Floating 7.94900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U3L5 1715000.00000000 PA USD 1730235.60000000 0.302469805205 Long DBT CORP US N 2 2028-04-22 Fixed 5.70700000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 FirstEnergy Corp 337932AH0 360000.00000000 PA USD 345693.17000000 0.060432085544 Long DBT CORP US N 2 2027-07-15 Fixed 4.15000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 Ryder System Inc 78355HLA5 108000.00000000 PA USD 108169.54000000 0.018909574911 Long DBT CORP US N 2 2027-03-15 Fixed 5.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U3J0 1856000.00000000 PA USD 1848577.91000000 0.323157725077 Long DBT CORP US N 2 2030-01-23 Fixed 5.19800000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 Consumers Energy Co 210518DW3 411000.00000000 PA USD 404608.10000000 0.070731253704 Long DBT CORP US N 2 2029-05-30 Fixed 4.60000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A GM Financial Consumer Automobile Receivables Trust 2024-1 36268GAD7 556000.00000000 PA USD 552979.64000000 0.096668710315 Long ABS-O CORP US N 2 2028-12-18 Fixed 4.85000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NCA1 100000.00000000 PA USD 100021.69000000 0.017485214782 Long DBT CORP CA N 2 2027-04-05 Fixed 5.25000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 Motorola Solutions Inc 620076BY4 861000.00000000 PA USD 854578.85000000 0.149392544166 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp 655844BS6 1740000.00000000 PA USD 1662747.55000000 0.290671933668 Long DBT CORP US N 2 2026-06-15 Fixed 2.90000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967PF2 1100000.00000000 PA USD 1093814.23000000 0.191214293058 Long DBT CORP US N 2 2030-02-13 Fixed 5.17400000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) SEP24 000000000 -505.00000000 NC USD -148785.39000000 -0.02600980348 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU4 Comdty 2024-09-30 -102981683.36000000 USD -148785.39000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DZ5 1406000.00000000 PA USD 1507691.76000000 0.263565975036 Long DBT CORP US N 2 2027-07-15 Fixed 8.50000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 Realty Income Corp 756109CF9 301000.00000000 PA USD 295927.71000000 0.051732374942 Long DBT US N 2 2029-02-15 Fixed 4.75000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834AH0 223000.00000000 PA USD 216560.70000000 0.037857892153 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp 539830CC1 821000.00000000 PA USD 808732.23000000 0.141377902565 Long DBT CORP US N 2 2029-02-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MMVG5 3000861.21000000 PA USD 2809397.29000000 0.491122625757 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N CIFC Funding Ltd N/A CIFC Funding 2019-V Ltd 12554XAJ1 500000.00000000 PA USD 500484.92000000 0.087491886226 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 6.73000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PDG8 790000.00000000 PA USD 782096.89000000 0.136721666095 Long DBT CORP US N 2 2028-07-25 Fixed 4.85100000 N N N N N N Oak Hill Credit Partners N/A OHA Credit Funding 2 LTD 67707EAU8 1000000.00000000 PA USD 1002313.38000000 0.175218642364 Long ABS-CBDO CORP KY N 2 2034-04-21 Floating 6.73600000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BU2 1523000.00000000 PA USD 1488603.20000000 0.260229023106 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BT5 2012000.00000000 PA USD 2004099.06000000 0.350345035260 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BK9 1920000.00000000 PA USD 1815156.17000000 0.317315129313 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 Foundry JV Holdco LLC 350930AB9 590000.00000000 PA USD 598846.90000000 0.104686960082 Long DBT CORP US N 2 2030-01-25 Fixed 5.90000000 N N N N N N Regatta XII Funding Ltd. 2549001ZYXDVCT6R4I31 Regatta XII Funding Ltd 75888HAL5 790000.00000000 PA USD 791354.31000000 0.138339994850 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 6.69000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBQ8 585000.00000000 PA USD 566641.12000000 0.099056931430 Long DBT CORP US N 2 2026-10-06 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137H5ZQ3 1747979.17000000 PA USD 1598055.70000000 0.279362877683 Long ABS-MBS USGSE US N 2 2033-12-25 Fixed 2.00000000 N N N N N N Rockford Tower CLO Ltd 549300GGUAM1ZV2SKK63 Rockford Tower CLO 2019-1 Ltd 77342MAN6 1775000.00000000 PA USD 1776232.93000000 0.310510793059 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.70600000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAS9 1209000.00000000 PA USD 1246611.99000000 0.217925515913 Long DBT CORP US N 2 2028-12-01 Fixed 6.10000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2022-CSMO 05610MAA0 396000.00000000 PA USD 397446.87000000 0.069479368791 Long ABS-MBS CORP US N 2 2027-06-15 Floating 7.44400000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VDY7 1413000.00000000 PA USD 1377733.74000000 0.240847463757 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Long: BRYRHM7X8 TRS USD R E / Short: BRYRHM7X8 TRS USD P V 03MSOFR 000000000 233603483.78000000 OU Notional Amount USD 5274545.22000000 0.922065564504 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Russell Midcap Total Return Index RUMCINTR INDEX Y Russell MidCap Index 2024-11-01 0.00000000 USD 0.00000000 USD 233603483.78000000 USD 5274545.22000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78016FZY3 1482000.00000000 PA USD 1475196.42000000 0.257885327175 Long DBT CORP CA N 2 2025-04-25 Fixed 4.95000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513CJ2 865000.00000000 PA USD 899920.92000000 0.157318983248 Long DBT CORP US N 2 2029-11-17 Fixed 6.19600000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2021-A 63942BAA2 258099.46000000 PA USD 228252.53000000 0.039901790419 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 Welltower OP LLC 42217KBF2 1067000.00000000 PA USD 1050023.38000000 0.183559029307 Long DBT US N 2 2025-06-01 Fixed 4.00000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAA3 735000.00000000 PA USD 709435.67000000 0.124019450825 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 Crown Castle Inc 22822VBA8 366000.00000000 PA USD 361690.12000000 0.063228580050 Long DBT US N 2 2028-01-11 Fixed 5.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 88339WAB2 297000.00000000 PA USD 293047.13000000 0.051228808566 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 2023-B 44933XAD9 1365000.00000000 PA USD 1369526.89000000 0.239412789588 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.48000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFQ3 890000.00000000 PA USD 905286.58000000 0.158256976973 Long DBT CORP US N 2 2030-04-18 Fixed 5.65600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797JS7 25000000.00000000 PA USD 24937961.75000000 4.359510596557 Long STIV UST US N 2 2024-07-18 None 0.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834AK3 285000.00000000 PA USD 286568.90000000 0.050096321773 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAH2 210000.00000000 PA USD 203238.20000000 0.035528929565 Long DBT CORP XX N 2 2027-01-15 Fixed 3.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCC7 1740000.00000000 PA USD 1631831.21000000 0.285267317477 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: B96HYC3S3 CDS USD R V 03MEVENT 1 CCPCDX / Short: B96HYC3S3 CDS USD P F 1.00000 2 CCPCDX 000000000 6170000.00000000 OU Notional Amount USD -126945.71000000 -0.02219191662 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S42 2I65BYEE1 Y buy protection 2029-06-20 0.00000000 USD -139552.15000000 USD 6170000.00000000 USD 12606.44000000 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZX9 1480000.00000000 PA USD 1491455.56000000 0.260727656225 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BF9 593000.00000000 PA USD 576668.77000000 0.100809907350 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJD2 135000.00000000 PA USD 129377.93000000 0.022617103292 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBY5 150000.00000000 PA USD 138234.86000000 0.024165420695 Long DBT CORP US N 2 2027-01-15 Fixed 1.87500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US Bancorp 91159HJQ4 699000.00000000 PA USD 701012.94000000 0.122547037760 Long DBT CORP US N 2 2030-01-23 Fixed 5.38400000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AU1 425000.00000000 PA USD 420287.01000000 0.073472150292 Long DBT CORP US N 2 2025-08-15 Fixed 4.70000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2019-D 63941CAC7 1635889.42000000 PA USD 1638689.41000000 0.286466228434 Long ABS-O CORP US N 2 2059-12-15 Floating 6.49300000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) SEP24 000000000 -1117.00000000 NC USD -625284.37000000 -0.10930860606 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU4 Comdty 2024-09-30 -118422481.26000000 USD -625284.37000000 N N N PENSKE TRUCK LEASING/PTL N/A Penske Truck Leasing Co Lp / PTL Finance Corp 709599BU7 632000.00000000 PA USD 633849.22000000 0.110805863723 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N Allegro CLO Ltd 254900E0ZQX4DLP7HF87 Allegro CLO XII Ltd 01750TAC0 1430583.38000000 PA USD 1432649.84000000 0.250447579527 Long ABS-CBDO CORP KY N 2 2032-01-21 Floating 6.83600000 N N N N N N Galaxy CLO Ltd 549300S1CAKZT00VQL17 Galaxy XX CLO Ltd 36320MAL2 329729.13000000 PA USD 330005.88000000 0.057689724012 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.58600000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XCG3 349000.00000000 PA USD 347921.98000000 0.060821713249 Long DBT US N 2 2029-02-15 Fixed 5.20000000 N N N N N N COMM Mortgage Trust N/A COMM 2024-WCL1 MORTGAGE TRUST 20047DAA2 740000.00000000 PA USD 739385.80000000 0.129255159758 Long ABS-MBS CORP US N 2 2041-06-15 Floating 7.14100000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 Chesapeake Funding II LLC 165183DE1 828422.95000000 PA USD 828495.02000000 0.144832719493 Long ABS-O CORP US N 2 2036-05-15 Fixed 5.52000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 2023-C19 05553RAZ3 2000000.00000000 PA USD 1997995.00000000 0.349277958707 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.75300000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2024-C 83206EAA5 190280.17000000 PA USD 192057.94000000 0.033574461015 Long ABS-O CORP US N 2 2052-06-17 Fixed 5.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122DP0 890000.00000000 PA USD 785526.82000000 0.137321266669 Long DBT CORP US N 2 2027-11-13 Fixed 1.12500000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAX7 1851000.00000000 PA USD 1851943.27000000 0.323746037896 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GLV9 1267000.00000000 PA USD 1280929.80000000 0.223924757465 Long DBT CORP US N 2 2027-09-15 Fixed 5.93300000 N N N N N N BX Trust N/A BX Trust 2024-VLT4 05612TAA3 710000.00000000 PA USD 710260.71000000 0.124163679558 Long ABS-MBS CORP US N 2 2029-07-15 Floating 6.81100000 N N N N N N OCP CLO Ltd N/A OCP CLO 2019-16 Ltd 67570QAK7 498546.52000000 PA USD 498937.78000000 0.087221424137 Long ABS-CBDO CORP KY N 2 2033-04-10 Floating 6.55900000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XBY5 790000.00000000 PA USD 795059.00000000 0.138987627382 Long DBT US N 2 2028-03-15 Fixed 5.50000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834AJ6 440000.00000000 PA USD 442489.68000000 0.077353492966 Long DBT CORP US N 2 2027-06-01 Fixed 5.90000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2020-VKNG 12433YAA5 666519.68000000 PA USD 663074.44000000 0.115914848072 Long ABS-MBS CORP US N 2 2037-10-15 Floating 6.37300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEX9 3407000.00000000 PA USD 3430442.82000000 0.599690222264 Long DBT CORP US N 2 2026-10-16 Fixed 6.13800000 N N N N N N SMB Private Education Loan Trust 549300164ZV2301BC703 SMB Private Education Loan Trust 2020-PTB 78449DAC0 437526.69000000 PA USD 436743.87000000 0.076349043612 Long ABS-O CORP US N 2 2054-09-15 Floating 6.31000000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing 2024-1 LLC 29375PAB6 581000.00000000 PA USD 579562.37000000 0.101315749807 Long ABS-O CORP US N 2 2030-03-20 Fixed 5.23000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272BR8 569000.00000000 PA USD 568067.30000000 0.099306247989 Long DBT CORP US N 2 2027-04-04 Fixed 5.33800000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 BAT International Finance PLC 05530QAQ3 2091000.00000000 PA USD 2140693.10000000 0.374223617270 Long DBT CORP GB N 2 2029-02-02 Fixed 5.93100000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 Ford Credit Floorplan Master Owner Trust A 34528PAK2 727000.00000000 PA USD 698972.62000000 0.122190360789 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.06000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AQ0 515000.00000000 PA USD 510233.52000000 0.089196080235 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UBR6 1275000.00000000 PA USD 1129719.95000000 0.197491123875 Long DBT US N 2 2028-05-15 Fixed 2.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PDX1 145000.00000000 PA USD 149856.78000000 0.026197097698 Long DBT CORP US N 2 2029-10-23 Fixed 6.08700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797KQ9 30000000.00000000 PA USD 29903841.60000000 5.227617061886 Long STIV UST US N 2 2024-07-23 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT SEP24 000000000 -65.00000000 NC USD -9513.63000000 -0.00166311790 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYU4 Comdty 2024-09-19 -7370017.62000000 USD -9513.63000000 N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Co LLC 65480CAF2 295000.00000000 PA USD 307149.64000000 0.053694128001 Long DBT CORP US N 2 2028-09-15 Fixed 7.05000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GVR2 51000.00000000 PA USD 50128.36000000 0.008763150685 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2024-XL4 05611VAA9 195021.49000000 PA USD 194649.51000000 0.034027504331 Long ABS-MBS CORP US N 2 2039-02-15 Floating 6.77100000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 Virginia Electric and Power Co 927804GH1 740000.00000000 PA USD 712980.90000000 0.124639207480 Long DBT CORP US N 2 2027-05-15 Fixed 3.75000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89115A2U5 15000.00000000 PA USD 15190.86000000 0.002655578503 Long DBT CORP CA N 2 2028-07-17 Fixed 5.52300000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 Ford Credit Floorplan Master Owner Trust A 34528QHG2 75000.00000000 PA USD 74338.25000000 0.012995383979 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.64000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 AEP Texas Inc 00108WAS9 1130000.00000000 PA USD 1136249.92000000 0.198632655556 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAJ9 203000.00000000 PA USD 201265.54000000 0.035184080525 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PEE2 865000.00000000 PA USD 872190.30000000 0.152471276248 Long DBT CORP US N 2 2028-04-22 Fixed 5.57100000 N N N N N N MUFG Bank Ltd/New York NY C3GTMMZIHMY46P4OIX74 MUFG Bank Ltd/New York NY 62479LHG3 3000000.00000000 PA USD 2978322.12000000 0.520653089946 Long STIV CORP JP N 2 2024-08-16 None 0.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE 46646GAA5 595000.00000000 PA USD 558431.36000000 0.097621748552 Long ABS-MBS CORP US N 2 2038-09-06 Variable 2.94900000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co 797440CE2 95000.00000000 PA USD 94597.56000000 0.016536999669 Long DBT CORP US N 2 2028-08-15 Fixed 4.95000000 N N N N N N CNH Equipment Trust N/A CNH Equipment Trust 2024-B 18978JAD0 918000.00000000 PA USD 921661.90000000 0.161119615940 Long ABS-O CORP US N 2 2029-09-17 Fixed 5.19000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 NTT Finance Corp 62954WAK1 495000.00000000 PA USD 484357.17000000 0.084672526018 Long DBT CORP JP N 2 2027-07-27 Fixed 4.37200000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162DP2 501000.00000000 PA USD 501017.52000000 0.087584992285 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N CIFC Funding Ltd N/A CIFC Funding 2020-IV Ltd 12562RAA3 500000.00000000 PA USD 501056.60000000 0.087591824026 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.91000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KY6 3550000.00000000 PA USD 3386240.84000000 0.591963087138 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBS8 667000.00000000 PA USD 668680.35000000 0.116894840915 Long DBT CORP US N 2 2025-09-01 Fixed 5.74900000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABU8 1934000.00000000 PA USD 1841119.46000000 0.321853881879 Long DBT CORP US N 2 2026-04-15 Fixed 2.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYM0 1372000.00000000 PA USD 1267230.28000000 0.221529886416 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEG6 726000.00000000 PA USD 715589.53000000 0.125095233126 Long DBT CORP US N 2 2025-10-21 Fixed 1.16400000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 502431AS8 425000.00000000 PA USD 422158.00000000 0.073799225970 Long DBT CORP US N 2 2029-06-01 Fixed 5.05000000 N N N N N N GM Financial Revolving Receivables Trust N/A GM Financial Revolving Receivables Trust 2023-2 36268DAA0 1380000.00000000 PA USD 1418561.34000000 0.247984709239 Long ABS-O CORP US N 2 2036-08-11 Fixed 5.77000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 Pfizer Investment Enterprises Pte Ltd 716973AC6 1050000.00000000 PA USD 1031798.91000000 0.180373132606 Long DBT CORP SG N 2 2028-05-19 Fixed 4.45000000 N N N N N N OZLM Ltd 5493002SZMQH8ZTTHX49 OZLM XVIII Ltd 67112GAA6 341582.60000000 PA USD 342029.50000000 0.059791623891 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.61000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738ECF0 1735000.00000000 PA USD 1738380.14000000 0.303893586699 Long DBT CORP GB N 2 2027-05-09 Fixed 5.82900000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 494553AD2 755000.00000000 PA USD 746783.33000000 0.130548353273 Long DBT CORP US N 2 2029-02-01 Fixed 5.00000000 N N N N N N MMAF Equipment Finance LLC N/A MMAF Equipment Finance LLC 2024-A 55318CAC8 202027.00000000 PA USD 200948.96000000 0.035128737836 Long ABS-O CORP US N 2 2031-07-14 Fixed 4.95000000 N N N N N N Navistar Financial Dealer Note Master Trust N/A Navistar Financial Dealer Note Master Owner Trust 63938PBW8 554000.00000000 PA USD 555682.28000000 0.097141170247 Long ABS-O CORP US N 2 2029-04-25 Fixed 5.59000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corportation Trust 2021-IP 36262MAA6 500000.00000000 PA USD 494180.60000000 0.086389801376 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.39300000 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 NXP BV / NXP Funding LLC / NXP USA Inc 62954HAV0 18000.00000000 PA USD 17279.11000000 0.003020634320 Long DBT CORP XX N 2 2029-06-18 Fixed 4.30000000 N N N N N N Octagon Investment Partners XVI LTD N/A Octagon Investment Partners XVI Ltd 67590BAQ3 230937.51000000 PA USD 231256.30000000 0.040426892160 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 6.59900000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397C35 1820000.00000000 PA USD 1897297.82000000 0.331674658660 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBM6 445000.00000000 PA USD 421840.62000000 0.073743743429 Long DBT CORP US N 2 2026-07-15 Fixed 2.65000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2024-V5 Mortgage Trust 08163XAY9 420000.00000000 PA USD 427119.50000000 0.074666566775 Long ABS-MBS CORP US N 2 2057-01-10 Fixed 5.80500000 N N N N N N American Express Credit Account Master Trust N/A American Express Credit Account Master Trust 2023-1 02582JJZ4 2590000.00000000 PA USD 2579964.27000000 0.451014468887 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.87000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AM8 768000.00000000 PA USD 766592.23000000 0.134011230886 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 Long: BYD3BFRP5 TRS USD R E REC EQTY / Short: BYD3BFRP5 TRS USD P V 00MSOFR 1D SOFR +71 BPS 000000000 75661216.00000000 OU Notional Amount USD 22912.00000000 0.004005343651 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Russell Midcap Total Return Index RUMCINTR INDEX Y Russell Midcap Total Return Index 2024-09-03 0.00000000 USD 0.00000000 USD 75661216.00000000 USD 22912.00000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797KD8 28580000.00000000 PA USD 28334092.82000000 4.953202636643 Long STIV UST US N 2 2024-08-29 None 0.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680BJ1 266000.00000000 PA USD 270094.12000000 0.047216295782 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 Intel Corp 458140CE8 654000.00000000 PA USD 651819.80000000 0.113947376839 Long DBT CORP US N 2 2028-02-10 Fixed 4.87500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AR8 150000.00000000 PA USD 148942.03000000 0.026037186381 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400HQ9 249000.00000000 PA USD 245606.57000000 0.042935523569 Long DBT CORP US N 2 2027-06-01 Fixed 4.70000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HDB8 1160000.00000000 PA USD 1199130.42000000 0.209625061785 Long DBT CORP US N 2 2027-10-29 Fixed 7.14900000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing 2023-1 LLC 29375CAB5 769742.21000000 PA USD 768608.53000000 0.134363708819 Long ABS-O CORP US N 2 2029-01-22 Fixed 5.51000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 Exelon Corp 30161NBJ9 960000.00000000 PA USD 958149.64000000 0.167498192135 Long DBT CORP US N 2 2028-03-15 Fixed 5.15000000 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables 2023-D Owner Trust 89239FAD4 3662000.00000000 PA USD 3690280.89000000 0.645113614557 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418AAV0 1177715.78000000 PA USD 1128342.20000000 0.197250273569 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.50000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 DTE Electric Co 23338VAN6 208000.00000000 PA USD 186572.34000000 0.032615500072 Long DBT CORP US N 2 2028-04-01 Fixed 1.90000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAG6 695000.00000000 PA USD 662520.70000000 0.115818046440 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ACZ6 1196000.00000000 PA USD 1188357.61000000 0.207741821293 Long DBT CORP US N 2 2028-03-15 Fixed 4.95000000 N N N N N N Bluemountain CLO Ltd N/A BlueMountain CLO XXII Ltd 09629PAA4 209130.74000000 PA USD 209325.97000000 0.036593158394 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.67000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 BAE Systems PLC 05523RAH0 978000.00000000 PA USD 971089.50000000 0.169760263805 Long DBT CORP GB N 2 2027-03-26 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397D26 975000.00000000 PA USD 994120.83000000 0.173786468039 Long DBT CORP US N 2 2026-06-10 Fixed 6.95000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XBV1 2235000.00000000 PA USD 2141107.27000000 0.374296020079 Long DBT US N 2 2027-03-15 Fixed 3.65000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBL3 590000.00000000 PA USD 588144.47000000 0.102816023016 Long DBT CORP US N 2 2024-09-01 Fixed 4.25500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140EVT23 264188.54000000 PA USD 250653.57000000 0.043817810991 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 3.00000000 N N N N N N ARI Fleet Lease Trust N/A ARI Fleet Lease Trust 2024-A 00218KAB9 406000.00000000 PA USD 404681.47000000 0.070744079824 Long ABS-O CORP US N 2 2032-11-15 Fixed 5.30000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 Targa Resources Corp 87612KAA0 2936000.00000000 PA USD 2931305.04000000 0.512433835280 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 7085.51000000 0.001238647979 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4400000.00000000 EUR 4736841.56000000 USD 2024-09-18 7085.51000000 N N N MED Trust N/A Med Trust 2021-MDLN 58403YAD8 995223.68000000 PA USD 993682.68000000 0.173709873184 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.39300000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280EF2 780000.00000000 PA USD 783251.50000000 0.136923508354 Long DBT CORP GB N 2 2028-05-17 Fixed 5.59700000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272BS6 465000.00000000 PA USD 462991.78000000 0.080937551804 Long DBT CORP US N 2 2029-04-04 Fixed 5.37100000 N N N N N N Sixth Street CLO LTD. N/A Sixth Street CLO XVII Ltd 83012FAA6 500000.00000000 PA USD 500665.59000000 0.087523469913 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 6.82600000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAR1 295000.00000000 PA USD 282364.19000000 0.049361278629 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LS8 1500000.00000000 PA USD 1418278.70000000 0.247935299745 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I 2017-HR2 61691NAE5 656000.00000000 PA USD 616410.79000000 0.107757377999 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.58700000 N N N N N N Dryden Senior Loan Fund 549300AS2O1RYPD2ED41 Dryden 30 Senior Loan Fund 26249BAQ4 429504.05000000 PA USD 430089.59000000 0.075185780773 Long ABS-CBDO CORP KY N 2 2028-11-15 Floating 6.40400000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBX2 645000.00000000 PA USD 664628.73000000 0.116186560082 Long DBT CORP CA N 2 2028-11-15 Fixed 6.00000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 Nasdaq, Inc. 000000000 678000.00000000 PA 672072.01000000 0.117487751349 Long DBT CORP US N 2 2029-03-28 Fixed 1.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 225401AT5 1000000.00000000 PA USD 933120.00000000 0.163122654876 Long DBT CORP CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAG0 7418000.00000000 PA USD 7327215.03000000 1.280901458056 Long DBT US N 2 2025-06-15 Fixed 4.62500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBQ5 1754000.00000000 PA USD 1819895.68000000 0.318143663107 Long DBT CORP US N 2 2028-11-01 Fixed 6.20000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KCH1 376000.00000000 PA USD 369979.42000000 0.064677667652 Long DBT CORP US N 2 2027-07-15 Fixed 4.62500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XEU6 615000.00000000 PA USD 615172.72000000 0.107540945745 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076DC3 155000.00000000 PA USD 154136.29000000 0.026945216946 Long DBT CORP US N 2 2029-06-25 Fixed 4.75000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Co LLC 654740BS7 220000.00000000 PA USD 206037.47000000 0.036018281796 Long DBT CORP US N 2 2026-03-09 Fixed 2.00000000 N N N N N N ING US Funding LLC 254900QX5Y2ZDZ6XBT08 ING US Funding LLC 45685QJA8 3000000.00000000 PA USD 2966780.16000000 0.518635391089 Long STIV CORP US N 2 2024-09-10 None 0.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027XAP5 265000.00000000 PA USD 251537.06000000 0.043972257616 Long DBT US N 2 2027-07-15 Fixed 3.55000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UBK1 1737000.00000000 PA USD 1644932.00000000 0.287557522002 Long DBT US N 2 2025-09-15 Fixed 1.00000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 Realty Income Corp 756109BG8 67000.00000000 PA USD 64633.02000000 0.011298771663 Long DBT US N 2 2027-08-15 Fixed 3.95000000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2020-PT-A 78449VAB2 1104142.42000000 PA USD 1007154.88000000 0.176065005462 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.60000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NAY1 445000.00000000 PA USD 437205.62000000 0.076429764083 Long DBT CORP CA N 2 2025-01-15 Fixed 2.50000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 Canadian Pacific Railway Co 13645RAY0 129000.00000000 PA USD 124567.90000000 0.021776241598 Long DBT CORP CA N 2 2028-06-01 Fixed 4.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCD5 1662000.00000000 PA USD 1503052.49000000 0.262754964620 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N General Motors N/A GMF Floorplan Owner Revolving Trust 361886CR3 3450000.00000000 PA USD 3457397.15000000 0.604402222725 Long ABS-O CORP US N 2 2028-06-15 Fixed 5.34000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBN9 445000.00000000 PA USD 430796.53000000 0.075309363945 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78016HZV5 131000.00000000 PA USD 130430.73000000 0.022801147714 Long DBT CORP CA N 2 2029-02-01 Fixed 4.95000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 American Express Credit Account Master Trust 02582JKD1 3243000.00000000 PA USD 3255976.54000000 0.569191033756 Long ABS-O CORP US N 2 2028-09-15 Fixed 5.23000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CAS4 220000.00000000 PA USD 208038.82000000 0.036368146257 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N ING US Funding LLC 254900QX5Y2ZDZ6XBT08 ING US Funding LLC 45685QLT4 3000000.00000000 PA USD 2932423.32000000 0.512629326537 Long STIV CORP US N 2 2024-11-27 None 0.00000000 N N N N N N Babson CLO Ltd 549300QR3VQZ1T0JUI29 Barings CLO Ltd 2015-I 056162AN0 709293.93000000 PA USD 709825.74000000 0.124087640612 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 6.57600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J9VC2 20508.29000000 PA USD 19519.82000000 0.003412342315 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 000000000 1180000.00000000 PA 1303746.58000000 0.227913455306 Long DBT CORP US N 2 2029-03-02 Fixed 4.65600000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017BE3 463000.00000000 PA USD 459393.46000000 0.080308514261 Long DBT CORP US N 2 2029-03-15 Fixed 5.05000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 Rogers Communications Inc 775109DE8 841000.00000000 PA USD 830803.41000000 0.145236258915 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA 61690U8A1 935000.00000000 PA USD 928165.20000000 0.162256485326 Long DBT CORP US N 2 2028-01-14 Fixed 4.95200000 N N N N N N 2024-07-19 PACIFIC SELECT FUND Trevor Smith Trevor Smith Assistant Vice President