0001752724-20-041762.txt : 20200228
0001752724-20-041762.hdr.sgml : 20200228
20200228104632
ACCESSION NUMBER: 0001752724-20-041762
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200228
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: THRIVENT SERIES FUND INC
CENTRAL INDEX KEY: 0000790166
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04603
FILM NUMBER: 20666530
BUSINESS ADDRESS:
STREET 1: 625 FOURTH AVE SOUTH
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55415
BUSINESS PHONE: 612-844-7190
MAIL ADDRESS:
STREET 1: 625 FOURTH AVE SOUTH
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55415
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
S000001439
Thrivent Opportunity Income Plus Portfolio
C000003846
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000790166
XXXXXXXX
S000001439
C000003846
Thrivent Series Funds, Inc.
811-04603
0000790166
549300VNHRP1O3O9AF57
625 Fourth Avenue South
Minneapolis
55415
612-844-5168
THRIVENT OPPORTUNITY INCOME PLUS PORTFOLIO
S000001439
H4GRY3EB6CW3HHHY7W77
2019-12-31
2019-12-31
N
251341753.89
30301351.94
221040401.95
0
0
0
0
0
0
0
0
0
0
30061061.04
0
0
1087021.1
USD
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BQ6
40000.00000000
PA
USD
43016.37000000
0.019460863091
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
82000.00000000
PA
USD
84283.79000000
0.038130490741
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
0.03125000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation
62886EAV0
220000.00000000
PA
USD
238726.40000000
0.108001251306
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
12543RAT6
112711.10500000
PA
USD
92279.95000000
0.041748001354
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Fixed
0.06000000
N
N
N
N
N
N
Bank of America Corporation
N/A
Merrill Lynch Alternative Note Asset Trust
59023YAB0
101591.52500000
PA
USD
73583.17000000
0.033289466247
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Fixed
0.06000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2C6
36000.00000000
PA
USD
38023.61000000
0.017202108603
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
0.03750000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
31325VQ72
896567.45200000
PA
USD
111901.05000000
0.050624704358
Long
ABS-CBDO
USGSE
US
N
2
2035-08-15
Fixed
0.03500000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Diamond 1 Finance Corporation
25272KAG8
112000.00000000
PA
USD
121414.58000000
0.054928682235
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.05450000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XAV2
42000.00000000
PA
USD
42909.91000000
0.019412699950
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02950000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFH7
69000.00000000
PA
USD
74063.57000000
0.033506802080
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
0.04200000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2019-GS7
N/A
Legacy Mortgage Asset Trust
52474MAA7
669756.00000000
PA
USD
669996.31000000
0.303110338241
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
0.03250000
N
N
N
N
N
N
Bank of America Corporation
N/A
Merrill Lynch Mortgage Investors Trust
59020UYW9
213060.67400000
PA
USD
225324.40000000
0.101938106342
Long
ABS-CBDO
CORP
US
N
2
2035-06-25
Variable
0.04325900
N
N
N
N
N
N
MCGRAW-HILL GLOBAL ED
549300GFUEPUHPGB8P06
McGraw-Hill Global Education Holdings, LLC, Term Loan
N/A
1124116.85000000
PA
USD
1071969.07000000
0.484965219273
Long
DBT
CORP
US
N
2
2022-05-04
Floating
0.05799400
N
N
N
N
N
N
UBS Group AG
N/A
Master Asset Securitization Trust
55274QBN4
443621.84200000
PA
USD
181210.52000000
0.081980723162
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Floating
0.02292000
N
N
N
N
N
N
BlackRock, Inc.
8DZAUY8151XS5PISSX42
BlackRock Resources & Commodities Strategy Trust
09257A108
8685.00000000
NS
USD
70087.95000000
0.031708207812
Long
RF
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667GXE8
80434.25000000
PA
USD
72510.23000000
0.032804061773
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Fixed
0.05750000
N
N
N
N
N
N
MONEYGRAM INTERNATIONAL INC
5299002DLX0Q04KC4156
MoneyGram International, Inc., Term Loan
N/A
347074.90000000
PA
USD
312367.41000000
0.141316884716
Long
DBT
CORP
US
N
3
2023-06-30
Floating
0.07799400
N
N
N
N
N
N
Credit Suisse Group AG
N/A
Home Equity Asset Trust
22541NP52
395687.50400000
PA
USD
395681.92000000
0.179008867387
Long
ABS-CBDO
CORP
US
N
2
2033-08-25
Floating
0.03112000
N
N
N
N
N
N
Anglo American plc
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AG5
74000.00000000
PA
USD
76936.75000000
0.034806645898
Long
DBT
CORP
GB
N
2
2022-09-27
Fixed
0.04125000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
260000.00000000
PA
USD
279500.00000000
0.126447471835
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05125000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3132DMES0
1408958.71800000
PA
USD
1441723.84000000
0.652244488917
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
0.03000000
N
N
N
N
N
N
United Technologies Corporation
I07WOS4YJ0N7YRFE7309
United Technologies Corporation
913017DD8
80000.00000000
PA
USD
87202.11000000
0.039450756165
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
0.03950000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XAT7
60000.00000000
PA
USD
62264.38000000
0.028168777947
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03375000
N
N
N
N
N
N
GMAC ResCap, Inc., Asset Management Arm
N/A
Residential Accredit Loans, Inc. Trust
761118CW6
260445.34200000
PA
USD
259585.87000000
0.117438200306
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Fixed
0.06000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 5.000%
06055H202
2200.00000000
NS
USD
57596.00000000
0.026056774911
Long
EP
CORP
US
N
1
N
N
N
Fox Corporation
549300DDU6FDRBIELS05
Fox Corporation
35137LAB1
73000.00000000
PA
USD
77778.32000000
0.035187377200
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.04030000
N
N
N
N
N
N
Ally Financial Inc.
N/A
GMAC Capital Trust I, 7.695%
361860208
5000.00000000
NS
USD
130250.00000000
0.058925879093
Long
EP
CORP
US
N
1
N
N
N
Sun Life Financial Inc.
WGVMPY7PP3OZCAPKRD65
MFS Intermediate Income Trust
55273C107
21822.00000000
NS
USD
82923.60000000
0.037515132649
Long
RF
US
N
1
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136A73W0
1391469.72000000
PA
USD
89579.06000000
0.040526102563
Long
ABS-CBDO
USGSE
US
N
2
2027-08-25
Fixed
0.03000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JM4
42000.00000000
PA
USD
45832.50000000
0.020734897148
Long
DBT
CORP
US
N
2
2025-05-15
Variable
0.05950000
N
N
N
N
N
N
Ventas, Inc.
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92277GAK3
42000.00000000
PA
USD
42965.87000000
0.019438016589
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03100000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159QD1
71000.00000000
PA
USD
72028.69000000
0.032586210197
Long
DBT
CORP
CA
N
2
2023-01-18
Fixed
0.02375000
N
N
N
N
N
N
Arch Capital Group Ltd.
W47HVZ7Q6FXL86RELH91
Arch Coal, Inc., Term Loan
N/A
550101.02000000
PA
USD
525346.47000000
0.237669885398
Long
DBT
CORP
US
N
2
2024-03-07
Floating
0.04549400
N
N
N
N
N
N
CoBank, ACB
P0J8I7M2E0A77CKF1705
Cobank ACB, 6.250%
19075Q805
1445.00000000
NS
USD
151725.00000000
0.068641297546
Long
EP
CORP
US
N
2
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WHH9
103000.00000000
PA
USD
107282.07000000
0.048535050177
Long
DBT
CORP
CA
N
2
2024-02-05
Fixed
0.03300000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAB9
52000.00000000
PA
USD
53504.21000000
0.024205624640
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03250000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LG4
37000.00000000
PA
USD
37564.92000000
0.016994594503
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
0.02750000
N
N
N
N
N
N
Hertz Global Holdings, Inc.
549300PD0C69OJ0NLB27
Hertz Corporation
428040CZ0
90000.00000000
PA
USD
90000.00000000
0.040716538336
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06000000
N
N
N
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAM1
82000.00000000
PA
USD
82423.09000000
0.037288698931
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02650000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAL3
38000.00000000
PA
USD
38762.21000000
0.017536255660
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
0.02900000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHC6
65000.00000000
PA
USD
66566.41000000
0.030115042052
Long
DBT
CORP
US
N
2
2023-12-20
Variable
0.03004000
N
N
N
N
N
N
Park Avenue Institutional Advisers CLO Ltd 2018-1
N/A
Park Avenue Institutional Advisers CLO, Ltd.
70016RAC9
700000.00000000
PA
USD
692606.60000000
0.313339368680
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.03465900
N
N
N
N
N
N
Volt LXXXIII LLC
N/A
Vericrest Opportunity Loan Transferee
92870EAB9
500000.00000000
PA
USD
498538.80000000
0.225541935140
Long
ABS-CBDO
CORP
US
N
2
2049-11-26
Variable
0.04090000
N
N
N
N
N
N
First Horizon National Corporation
COOWI3L2W9TPYR3WJX37
First Tennessee Bank NA, 3.750%
337158208
220.00000000
NS
USD
162250.00000000
0.073402870501
Long
EP
CORP
US
N
2
N
N
N
Deutsche Telekom AG
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAV5
34000.00000000
PA
USD
34219.93000000
0.015481301019
Long
DBT
CORP
NL
N
2
2023-09-19
Fixed
0.02485000
N
N
N
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AE6
200000.00000000
PA
USD
209000.00000000
0.094552850137
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.04875000
N
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BH6
60000.00000000
PA
USD
61686.00000000
0.027907115376
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.04625000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
VRX Escrow Corporation
91831AAC5
455000.00000000
PA
USD
470119.65000000
0.212684941690
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.06125000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AH9
37000.00000000
PA
USD
39739.55000000
0.017978410122
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.06250000
N
N
N
N
N
N
Mattamy Group Corporation
5493008TNY7A82WCXU31
Mattamy Group Corporation
57701RAJ1
195000.00000000
PA
USD
202800.00000000
0.091747933052
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
0.05250000
N
N
N
N
N
N
CenturyLink, Inc.
N/A
Level 3 Financing, Inc
527298BN2
80000.00000000
PA
USD
81904.00000000
0.037053859510
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04625000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AL8
38000.00000000
PA
USD
38712.39000000
0.017513716794
Long
DBT
CORP
JP
N
2
2022-02-22
Fixed
0.02998000
N
N
N
N
N
N
BP p.l.c.
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QCX4
38000.00000000
PA
USD
38008.63000000
0.017195331561
Long
DBT
CORP
GB
N
2
2020-02-13
Fixed
0.02315000
N
N
N
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corporation
101137AV9
72000.00000000
PA
USD
75277.76000000
0.034056108899
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.03450000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KC62
74000.00000000
PA
USD
74027.10000000
0.033490302834
Long
DBT
CORP
CA
N
2
2020-03-02
Fixed
0.02125000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746SJ1
80000.00000000
PA
USD
81423.20000000
0.036836342714
Long
DBT
CORP
US
N
2
2023-10-31
Floating
0.03157100
N
N
N
N
N
N
Viacom Inc.
5KYC8KF17ROCY24M3H09
Viacom, Inc.
92553PBD3
85000.00000000
PA
USD
88400.00000000
0.039992688766
Long
DBT
CORP
US
N
2
2057-02-28
Variable
0.05875000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
26000.00000000
PA
USD
27854.11000000
0.012601365973
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.04875000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136ABC35
568501.02800000
PA
USD
67055.89000000
0.030336485732
Long
ABS-CBDO
USGSE
US
N
2
2033-02-25
Fixed
0.03000000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP / VICI Note Company, Inc.
92564RAA3
40000.00000000
PA
USD
41200.00000000
0.018639126438
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F032617
785000.00000000
PA
USD
807098.17000000
0.365136039782
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.03500000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397XW8
57000.00000000
PA
USD
57417.55000000
0.025976043064
Long
DBT
CORP
US
N
2
2021-03-18
Fixed
0.03336000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AAQ32
524433.90000000
PA
USD
33886.24000000
0.015330337667
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
0.02500000
N
N
N
N
N
N
Bank of America Corporation
N/A
Banc of America Mortgage Securities Trust
05949CGB6
360245.07800000
PA
USD
357011.16000000
0.161513984253
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
0.03986000
N
N
N
N
N
N
United Airlines Holdings, Inc.
N/A
United Continental Holdings, Inc.
910047AK5
230000.00000000
PA
USD
243800.00000000
0.110296578294
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.04875000
N
N
N
N
N
N
Kraton Corporation
N/A
Krayton Polymers, LLC
50077DAE4
110000.00000000
PA
USD
113300.00000000
0.051257597706
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC, Term Loan
N/A
1155000.00000000
PA
USD
1158846.15000000
0.524268929922
Long
DBT
CORP
US
N
2
2027-04-15
Floating
0.04239700
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AL9
240000.00000000
PA
USD
245400.00000000
0.111020427865
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
0.07500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBB8
34000.00000000
PA
USD
35759.34000000
0.016177739311
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
0.03800000
N
N
N
N
N
N
BP p.l.c.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBA7
162000.00000000
PA
USD
164054.99000000
0.074219458774
Long
DBT
CORP
US
N
2
2022-09-19
Fixed
0.02520000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057CC6
57000.00000000
PA
USD
57142.50000000
0.025851608799
Long
DBT
CORP
US
N
2
2020-11-29
Fixed
0.02950000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
714264AA6
50000.00000000
PA
USD
52327.85000000
0.023673432340
Long
DBT
CORP
FR
N
2
2021-04-07
Fixed
0.05750000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816BU2
44000.00000000
PA
USD
44832.18000000
0.020282346396
Long
DBT
CORP
US
N
2
2021-05-17
Fixed
0.03375000
N
N
N
N
N
N
Deutsche Telekom AG
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAU9
340000.00000000
PA
USD
348500.00000000
0.157663484560
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.04500000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Hospitality Properties Trust
44106MAU6
40000.00000000
PA
USD
40569.79000000
0.018354015665
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
0.04250000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance, Ltd., Term Loan
N/A
1386346.67000000
PA
USD
1393929.99000000
0.630622265297
Long
DBT
CORP
US
N
2
2026-01-31
Floating
0.05049400
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816CC1
36000.00000000
PA
USD
37629.76000000
0.017023928507
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
0.03400000
N
N
N
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109AL8
57000.00000000
PA
USD
58635.75000000
0.026527164030
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
0.05750000
N
N
N
N
N
N
Invesco Ltd.
549300INXEJOUVOV7Z07
Invesco Variable Rate Preferred ETF
46138G870
13800.00000000
NS
USD
356454.00000000
0.161261921737
Long
RF
US
N
1
N
N
N
Chesapeake Energy Corporation
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corporation
165167DD6
68000.00000000
PA
USD
64260.00000000
0.029071608372
Long
DBT
CORP
US
N
2
2025-01-01
Fixed
0.11500000
N
N
N
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094AM6
71000.00000000
PA
USD
72475.29000000
0.032788254708
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.02700000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHL6
147000.00000000
PA
USD
154683.03000000
0.069979528011
Long
DBT
CORP
US
N
2
2024-07-23
Variable
0.03864000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
220000.00000000
PA
USD
246400.00000000
0.111472833846
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BP3
42000.00000000
PA
USD
46200.00000000
0.020901156346
Long
DBT
CORP
GB
N
2
2028-03-23
Variable
0.06500000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
International Lease Finance Corporation
459745GN9
76000.00000000
PA
USD
82761.84000000
0.037441951457
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.05875000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 5-Yr. U.S. Treasury Note
N/A
22.00000000
NC
USD
-10037.28000000
-0.00454092551
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2020-03-31
2619443.64
USD
-10037.28
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AW9
15000.00000000
PA
USD
15000.96000000
0.006786524032
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
0.02400000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AV1
80000.00000000
PA
USD
83755.83000000
0.037891638479
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03550000
N
N
N
N
N
N
Six Flags Entertainment Corporation
549300JYTDUAA4JQ3717
Six Flags Entertainment Corporation
83001AAC6
120000.00000000
PA
USD
127950.00000000
0.057885345335
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
N
CD&R WATERWORKS MERGER
549300ZSLF8Q660SCD17
Core and Main, LP, Term Loan
N/A
411600.00000000
PA
USD
411427.13000000
0.186132094572
Long
DBT
CORP
US
N
2
2024-08-01
Floating
0.04530000
N
N
N
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
5299006ZHG3IXU0PNJ56
BMW Finance NV
05600LAA4
40000.00000000
PA
USD
40166.47000000
0.018171551284
Long
DBT
CORP
NL
N
2
2022-08-12
Fixed
0.02250000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AUUT4
925999.47000000
PA
USD
118567.66000000
0.053640718598
Long
ABS-CBDO
USGSE
US
N
2
2032-10-15
Fixed
0.03500000
N
N
N
N
N
N
Diamondback Energy, Inc.
5299009LINL232255G03
Viper Energy Partners, LP
92763MAA3
170000.00000000
PA
USD
176800.00000000
0.079985377532
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05375000
N
N
N
N
N
N
PPL Corporation
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAK9
69000.00000000
PA
USD
72616.30000000
0.032852048475
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03950000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
BB&T Corporation
05531FAZ6
81000.00000000
PA
USD
81216.25000000
0.036742717296
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
0.02150000
N
N
N
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAB8
35000.00000000
PA
USD
35124.03000000
0.015890321267
Long
DBT
CORP
US
N
2
2020-12-14
Fixed
0.02200000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
49000.00000000
PA
USD
49149.21000000
0.022235396591
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
0.02633000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation, Term Loan
N/A
483606.17000000
PA
USD
485796.91000000
0.219777427888
Long
DBT
CORP
US
N
2
2024-01-15
Floating
0.04200000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAQ6
157000.00000000
PA
USD
165635.00000000
0.074934264749
Long
DBT
CORP
FR
N
2
2021-03-30
Variable
0.07625000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBY1
38000.00000000
PA
USD
38715.24000000
0.017515006152
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
0.03150000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation, 5.000%
14040H824
2500.00000000
NS
USD
62725.00000000
0.028377165190
Long
EP
CORP
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDB2
34000.00000000
PA
USD
34994.54000000
0.015831739216
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03071000
N
N
N
N
N
N
Suncor Energy Inc.
N/A
Canadian Oil Sands, Ltd.
13643EAA3
40000.00000000
PA
USD
44110.84000000
0.019956007865
Long
DBT
CORP
CA
N
2
2021-09-01
Fixed
0.09400000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBW5
80000.00000000
PA
USD
83584.52000000
0.037814136810
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
0.03950000
N
N
N
N
N
N
Packaging Holdings Limited
N/A
Reynolds Group Issuer, Inc.
761735AT6
240000.00000000
PA
USD
245700.00000000
0.111156149659
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.05125000
N
N
N
N
N
N
CenturyLink, Inc.
N/A
Embarq Corporation
29078EAA3
120000.00000000
PA
USD
126900.00000000
0.057410319055
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
0.07995000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
81000.00000000
PA
USD
85508.63000000
0.038684615683
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
0.04100000
N
N
N
N
N
N
GMACM Mortgage Loan Trust 2005-AR2
N/A
GMAC Mortgage Corporation Loan Trust
36185N6Q8
85275.83100000
PA
USD
82806.02000000
0.037461938753
Long
ABS-CBDO
CORP
US
N
2
2035-05-25
Variable
0.03993900
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BM2
340000.00000000
PA
USD
350621.60000000
0.158623309090
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
0.07500000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LBF5
34000.00000000
PA
USD
35108.15000000
0.015883137060
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.02950000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5CX9
1212882.44800000
PA
USD
1256650.03000000
0.568515990250
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.03500000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17308CC46
160000.00000000
PA
USD
160464.47000000
0.072595086049
Long
DBT
CORP
US
N
2
2022-11-04
Variable
0.02312000
N
N
N
N
N
N
CONSOL ENERGY INC
549300YJCTPJBTK7IJ81
CONSOL Energy, Inc., Term Loan
N/A
372187.50000000
PA
USD
328455.47000000
0.148595219291
Long
DBT
CORP
US
N
2
2024-09-28
Floating
0.06300000
N
N
N
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187AY5
65000.00000000
PA
USD
65299.91000000
0.029542069876
Long
DBT
CORP
US
N
2
2020-02-15
Fixed
0.06250000
N
N
N
N
N
N
Credit Suisse Group AG
549300PXR5FKNXF0OH19
Credit Suisse Group Funding (Guernsey), Ltd.
225433AH4
114000.00000000
PA
USD
118629.27000000
0.053668591331
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
0.03800000
N
N
N
N
N
N
Volt LXXVII LLC
N/A
Vericrest Opportunity Loan Trust
92872LAA3
172069.33000000
PA
USD
172952.39000000
0.078244695754
Long
ABS-CBDO
CORP
US
N
2
2049-03-25
Variable
0.03967200
N
N
N
N
N
N
BlackRock, Inc.
N/A
iShares iBoxx $ High Yield Corporate Bond ETF
464288513
3915.00000000
NS
USD
344285.10000000
0.155756638588
Long
RF
US
N
1
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AL8
85000.00000000
PA
USD
89037.50000000
0.040281097579
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.05500000
N
N
N
N
N
N
Contura Energy, Inc.
N/A
Contura Energy, Inc.
21241B100
5383.00000000
NS
USD
48716.15000000
0.022039477656
Long
EC
CORP
US
N
1
N
N
N
Brookfield Asset Management Inc.
N/A
GGP Nimbus, LLC, Term Loan
N/A
883812.50000000
PA
USD
877369.51000000
0.396927214328
Long
DBT
CORP
US
N
2
2025-08-24
Floating
0.04299400
N
N
N
N
N
N
W&T Offshore, Inc.
549300Q7EOY2YIO3YK85
W&T Offshore, Inc.
92922PAL0
200000.00000000
PA
USD
190750.00000000
0.086296440975
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.09750000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAE6
91000.00000000
PA
USD
92402.40000000
0.041803398466
Long
DBT
CORP
US
N
2
2023-04-25
Variable
0.02776000
N
N
N
N
N
N
Farm Credit System
I0JS1G88CFNZT8P31C22
Agribank FCB, 6.875%
00850L203
1870.00000000
NS
USD
201025.00000000
0.090944912435
Long
EP
CORP
US
N
2
N
N
N
Assurant CLO III, Ltd.
635400CQOZFHCREPDQ50
Assurant CLO III, Ltd.
04624WAC1
450000.00000000
PA
USD
448241.40000000
0.202787090525
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.03195900
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667G7B3
85816.96800000
PA
USD
81308.92000000
0.036784641759
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Fixed
0.05500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBE4
76000.00000000
PA
USD
79352.31000000
0.035899459691
Long
DBT
CORP
GB
N
2
2023-02-15
Variable
0.04610000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBA2
115000.00000000
PA
USD
125637.50000000
0.056839156503
Long
DBT
CORP
GB
N
2
2023-09-15
Variable
0.07750000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
233036.25000000
PA
USD
234537.00000000
0.106105941688
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.04049400
N
N
N
N
N
N
China National Chemical Corporation Limited
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAE4
75000.00000000
PA
USD
76263.00000000
0.034501837368
Long
DBT
NUSS
NL
N
2
2021-04-23
Fixed
0.03933000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
Australia and New Zealand Banking Group, Ltd.
05254HAA2
68000.00000000
PA
USD
77605.00000000
0.035108966195
Long
DBT
CORP
AU
N
2
2026-06-15
Variable
0.06750000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc., Term Loan
N/A
335750.00000000
PA
USD
337247.45000000
0.152572763632
Long
DBT
CORP
US
N
2
2025-05-30
Floating
0.03549400
N
N
N
N
N
N
Daimler AG
549300423Z16BB673J12
Daimler Finance North America, LLC
233851DU5
39000.00000000
PA
USD
39273.22000000
0.017767439641
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02550000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAF8
144000.00000000
PA
USD
149760.00000000
0.067752319792
Long
DBT
CORP
US
N
2
2024-08-01
Variable
0.05000000
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830BF5
35000.00000000
PA
USD
35182.56000000
0.015916800589
Long
DBT
CORP
US
N
2
2020-11-23
Fixed
0.02500000
N
N
N
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
126694MH8
246861.32400000
PA
USD
225686.82000000
0.102102067318
Long
ABS-CBDO
CORP
US
N
2
2035-11-20
Variable
0.03446700
N
N
N
N
N
N
MEDIACOM ILLINOIS LLC
549300C5ZH26WTW5DM15
Mediacom Illinois, LLC, Term Loan
N/A
289837.50000000
PA
USD
290562.09000000
0.131452027519
Long
DBT
CORP
US
N
2
2024-02-15
Floating
0.03380000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAA7
240000.00000000
PA
USD
255600.00000000
0.115634968876
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06375000
N
N
N
N
N
N
Jab Forest B.V.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAE0
84000.00000000
PA
USD
85775.15000000
0.038805190925
Long
DBT
CORP
US
N
2
2021-05-25
Fixed
0.03551000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXE9
72000.00000000
PA
USD
75522.77000000
0.034166952889
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
0.03625000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CW8
69000.00000000
PA
USD
74012.29000000
0.033483602702
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31418CYM0
2147573.46000000
PA
USD
2238316.75000000
1.012627886238
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
58013MFE9
72000.00000000
PA
USD
74948.75000000
0.033907262807
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.03350000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 7.125%
61762V200
3700.00000000
NS
USD
105857.00000000
0.047890339985
Long
EP
CORP
US
N
1
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani, LLC, Term Loan
N/A
461434.98000000
PA
USD
461319.62000000
0.208703755481
Long
DBT
CORP
US
N
2
2023-10-10
Floating
0.05299400
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746SA0
35000.00000000
PA
USD
35049.69000000
0.015856689406
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
0.02100000
N
N
N
N
N
N
GOLDEN NUGGET
91D14OD6M4H1RVBN7R43
Golden Nugget, LLC, Term Loan
N/A
629263.06000000
PA
USD
630836.22000000
0.285394079288
Long
DBT
CORP
US
N
2
2023-10-04
Floating
0.04692300
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBX5
59000.00000000
PA
USD
64188.47000000
0.029039247772
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
0.04150000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDQ4
86000.00000000
PA
USD
87886.62000000
0.039760432583
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02946000
N
N
N
N
N
N
Madison Park Funding XIV, Ltd.
N/A
Madison Park Funding XIV, Ltd.
55818RAY2
425000.00000000
PA
USD
421079.38000000
0.190498830207
Long
ABS-O
CORP
KY
N
2
2030-10-22
Floating
0.03353200
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AJ6
108000.00000000
PA
USD
108043.87000000
0.048879693054
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02950000
N
N
N
N
N
Rock Holdings Inc.
549300FGXN1K3HLB1R50
Quicken Loans, Inc.
74840LAA0
255000.00000000
PA
USD
263606.25000000
0.119257044266
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05750000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZK7
57000.00000000
PA
USD
57008.85000000
0.025791144739
Long
DBT
CORP
US
N
2
2020-03-13
Fixed
0.02875000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group Funding Jersey, Ltd.
90351DAD9
74000.00000000
PA
USD
74971.79000000
0.033917686241
Long
DBT
CORP
JE
N
2
2021-04-15
Fixed
0.03000000
N
N
N
N
N
N
MOMENTIVE PERFORMANCE
54930021ZH8MCUXACZ50
Momentive Performance Materials USA, LLC, Term Loan
N/A
291535.00000000
PA
USD
289532.15000000
0.130986076502
Long
DBT
CORP
US
N
2
2024-05-15
Floating
0.05050000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HBL8
115000.00000000
PA
USD
117368.20000000
0.053098075720
Long
DBT
CORP
US
N
2
2022-03-09
Fixed
0.03050000
N
N
N
N
N
N
Ameren Corporation
XRZQ5S7HYJFPHJ78L959
Ameren Corporation
023608AF9
35000.00000000
PA
USD
35185.77000000
0.015918252812
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
0.02700000
N
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
40000.00000000
PA
USD
41649.20000000
0.018842347205
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04875000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175AY0
34000.00000000
PA
USD
37425.74000000
0.016931628638
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
0.04908000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
36000.00000000
PA
USD
36435.96000000
0.016483846246
Long
DBT
CORP
US
N
2
2025-07-22
Variable
0.02720000
N
N
N
N
N
N
PIXELLE SPECIALTY SOLUTI
N/A
Pixelle Specialty Solutions, LLC, Term Loan
N/A
371250.00000000
PA
USD
361040.63000000
0.163336940584
Long
DBT
CORP
US
N
2
2024-10-31
Floating
0.07799400
N
N
N
N
N
N
Liberty Mutual Holding Company Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EAV6
10000.00000000
PA
USD
10330.56000000
0.004673607136
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.05000000
N
N
N
N
N
N
Parsley Energy, Inc.
N/A
Parsley Energy, LLC
701885AH8
180000.00000000
PA
USD
190350.00000000
0.086115478582
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05625000
N
N
N
N
N
N
AMSTED Industries Incorporated
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
150000.00000000
PA
USD
159000.00000000
0.071932551061
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.05625000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCN0
35000.00000000
PA
USD
36235.77000000
0.016393279093
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.03350000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBT6
48000.00000000
PA
USD
48079.01000000
0.021751231709
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
0.02448000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140Q83V5
613201.22700000
PA
USD
646451.10000000
0.292458344400
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076BG6
35000.00000000
PA
USD
35694.74000000
0.016148513884
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.02625000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AH0
30000.00000000
PA
USD
30791.70000000
0.013930349261
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
0.05000000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AD9
100000.00000000
PA
USD
110000.00000000
0.049764657967
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
Hess Corporation
UASVRYNXNK17ULIGK870
Hess Corporation
42809HAF4
42000.00000000
PA
USD
42906.21000000
0.019411026048
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03500000
N
N
N
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBB7
21000.00000000
PA
USD
21200.77000000
0.009591355160
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
0.02850000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
120000.00000000
PA
USD
124500.00000000
0.056324544699
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137B2CJ7
993758.67700000
PA
USD
79442.96000000
0.035940470293
Long
ABS-CBDO
USGSE
US
N
2
2033-04-15
Fixed
0.03000000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZU5
41000.00000000
PA
USD
41017.63000000
0.018556621159
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
0.02900000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148BAB4
74000.00000000
PA
USD
74915.38000000
0.033892166019
Long
DBT
CORP
US
N
2
2020-05-10
Variable
0.05375000
N
N
N
N
N
N
Kinross Gold Corporation
549300UEBMAQDN0K0R06
Kinross Gold Corporation
496902AJ6
38000.00000000
PA
USD
39520.00000000
0.017879084389
Long
DBT
CORP
CA
N
2
2021-09-01
Fixed
0.05125000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AD8
37000.00000000
PA
USD
40247.99000000
0.018208431420
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.05625000
N
N
N
N
N
N
BALL METALPACK FINCO LLC
N/A
Ball Metalpack Finco, LLC, Term Loan
N/A
83725.00000000
PA
USD
73468.69000000
0.033237674810
Long
DBT
CORP
US
N
2
2025-07-31
Floating
0.06408600
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YAW0
110000.00000000
PA
USD
115225.00000000
0.052128479220
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
33000.00000000
PA
USD
35193.28000000
0.015921650381
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HRW2
71000.00000000
PA
USD
72207.50000000
0.032667104910
Long
DBT
CORP
US
N
2
2023-10-24
Floating
0.03166000
N
N
N
N
N
N
Air Canada 2015-1 Pass Through Trusts
N/A
Air Canada Pass Through Trust
009090AB7
10515.31000000
PA
USD
10603.17000000
0.004796937531
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
0.03875000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
N/A
Prime Security Services Borrower, LLC
74166MAC0
240000.00000000
PA
USD
260851.20000000
0.118010643166
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
CenturyLink, Inc.
N/A
Level 3 Financing, Inc.
527298BM4
220000.00000000
PA
USD
228800.00000000
0.103510488572
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05250000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AS8
88000.00000000
PA
USD
94710.00000000
0.042847370509
Long
DBT
CORP
GB
N
2
2024-09-17
Variable
0.06375000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148YAC2
63000.00000000
PA
USD
63879.60000000
0.028899513137
Long
DBT
CORP
US
N
2
2022-10-31
Variable
0.02876000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAQ6
34000.00000000
PA
USD
34403.60000000
0.015564394425
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
0.02850000
N
N
N
N
N
N
GMACM Mortgage Loan Trust 2005-AR5
N/A
GMAC Mortgage Corporation Loan Trust
76112BYF1
15639.17700000
PA
USD
14813.69000000
0.006701801964
Long
ABS-CBDO
CORP
US
N
2
2035-09-19
Variable
0.04036900
N
N
N
N
N
N
Allison Transmission Holdings, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AD9
245000.00000000
PA
USD
250818.75000000
0.113471902777
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.05000000
N
N
N
N
N
N
Countrywide Home Loans Servicing LP Countrywide Alternative Loan Trust, Series 2005-85CB
N/A
Countrywide Alternative Loan Trust
12668BEG4
29934.01800000
PA
USD
28742.36000000
0.013003215587
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Fixed
0.05500000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAM5
69000.00000000
PA
USD
76337.04000000
0.034535333507
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
Ortho-Clinical Diagnostics, Inc.
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA, Term Loan
N/A
1166058.25000000
PA
USD
1151237.65000000
0.520826799012
Long
DBT
CORP
US
N
2
2025-06-01
Floating
0.05306400
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
60000.00000000
PA
USD
62850.00000000
0.028433715938
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04750000
N
N
N
N
N
N
Loews Corporation
549300YX2GSZD7YG1R84
CNA Financial Corporation
126117AS9
36000.00000000
PA
USD
38445.57000000
0.017393005830
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03950000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
213925.00000000
PA
USD
210316.09000000
0.095148257126
Long
DBT
CORP
US
N
2
2024-09-12
Floating
0.06191100
N
N
N
N
N
N
Renaissance Home Equity Loan Trust 2006-2
N/A
Renaissance Home Equity Loan Trust
759676AF6
223444.67000000
PA
USD
122148.51000000
0.055260716557
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Variable
0.05797000
N
N
N
N
N
N
Precision Drilling Corporation
549300WF2OE8T5BP4B84
Precision Drilling Corporation
740212AL9
80000.00000000
PA
USD
76000.00000000
0.034382854595
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
0.07125000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAQ3
37000.00000000
PA
USD
37621.86000000
0.017020354499
Long
DBT
CORP
JP
N
2
2022-07-12
Fixed
0.02784000
N
N
N
N
N
N
Plains All American Pipeline, L.P.
5521FA2ITF25TVH63740
Plains All American Pipeline, LP
726503AE5
87000.00000000
PA
USD
81127.50000000
0.036702566265
Long
DBT
CORP
US
N
2
2022-11-15
Variable
0.06125000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AG5
150000.00000000
PA
USD
162952.50000000
0.073720685703
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.06750000
N
N
N
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752AF5
40000.00000000
PA
USD
40142.00000000
0.018160480910
Long
DBT
CORP
KY
N
2
2020-06-30
Fixed
0.03000000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWQ3
61000.00000000
PA
USD
63096.30000000
0.028545143531
Long
DBT
CORP
US
N
2
2025-09-29
Variable
0.03272000
N
N
N
N
N
N
Cascade Funding Mortgage Trust 2018-RM1
N/A
Cascade Funding Mortgage Trust
147278AA3
177614.88000000
PA
USD
177292.58000000
0.080208223671
Long
ABS-CBDO
CORP
US
N
2
2048-06-25
Fixed
0.04580000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBB0
99000.00000000
PA
USD
104317.55000000
0.047193883597
Long
DBT
CORP
GB
N
2
2024-05-16
Variable
0.04338000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
BB&T Corporation
05531FBH5
34000.00000000
PA
USD
34407.49000000
0.015566154285
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.02500000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587CS4
37000.00000000
PA
USD
37175.67000000
0.016818495475
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
0.02350000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875PAK7
45000.00000000
PA
USD
45811.08000000
0.020725206611
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02625000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGY9
82000.00000000
PA
USD
82611.64000000
0.037374000079
Long
DBT
CORP
US
N
2
2022-01-23
Variable
0.02738000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAS0
90000.00000000
PA
USD
94846.50000000
0.042909123926
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
General Electric Company
369604BQ5
133000.00000000
PA
USD
130268.18000000
0.058934103833
Long
DBT
CORP
US
N
2
2021-01-21
Variable
0.05000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
466247MQ3
70115.20300000
PA
USD
77827.17000000
0.035209477232
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Fixed
0.06500000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BY9
22000.00000000
PA
USD
22550.00000000
0.010201754883
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.04125000
N
N
N
N
N
N
Macy's, Inc.
549300JMONK27O4SQQ19
Macy's Retail Holdings, Inc.
55616XAH0
30000.00000000
PA
USD
29889.19000000
0.013522048338
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.02875000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
170000.00000000
PA
USD
186575.00000000
0.084407646002
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.06000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
N/A
Anheuser-Busch Companies, LLC
03522AAG5
36000.00000000
PA
USD
38348.75000000
0.017349203883
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.03650000
N
N
N
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC, Term Loan
N/A
472875.00000000
PA
USD
473139.81000000
0.214051280139
Long
DBT
CORP
US
N
2
2025-07-17
Floating
0.03989800
N
N
N
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AC0
230000.00000000
PA
USD
244744.15000000
0.110723717402
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.05875000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BQ2
60000.00000000
PA
USD
60374.73000000
0.027313888984
Long
DBT
CORP
GB
N
2
2022-09-10
Variable
0.02744000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
49000.00000000
PA
USD
49535.24000000
0.022410038872
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
0.02819000
N
N
N
N
N
N
TerraForm Power, Inc.
5493000S2OLR3UT5BE13
TerraForm Power Operating, LLC
88104LAE3
225000.00000000
PA
USD
237894.75000000
0.107625007872
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.05000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AS6H2
659317.98000000
PA
USD
47953.98000000
0.021694667389
Long
ABS-CBDO
USGSE
US
N
2
2027-07-15
Fixed
0.03000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAG1
57000.00000000
PA
USD
57092.51000000
0.025828993024
Long
DBT
CORP
US
N
2
2021-06-01
Floating
0.02586900
N
N
N
N
N
N
Crown Castle International Corp. (REIT)
54930012H97VSM0I2R19
Crown Castle International Corporation
22822VAJ0
42000.00000000
PA
USD
43315.95000000
0.019596394875
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.03150000
N
N
N
N
N
N
Antler Mortgage Trust 2018 - RTL 1
N/A
Antler Mortgage Trust
03719KAA9
1075000.00000000
PA
USD
1081965.14000000
0.489487501133
Long
ABS-CBDO
CORP
US
N
2
2022-07-25
Fixed
0.04335000
N
N
N
N
N
N
Oha Credit Funding 1, Ltd.
N/A
OHA Credit Funding 1, Ltd.
67115WAE0
360000.00000000
PA
USD
357026.04000000
0.161520716054
Long
ABS-O
CORP
KY
N
2
2030-10-20
Floating
0.03415900
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAQ4
40000.00000000
PA
USD
41150.00000000
0.018616506139
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
The PNC Financial Services Group, Inc.
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REU8
75000.00000000
PA
USD
75349.38000000
0.034088510215
Long
DBT
CORP
US
N
2
2020-11-05
Fixed
0.02450000
N
N
N
N
N
N
Wells Fargo & Company
N/A
Wachovia Capital Trust II
929768AA7
50000.00000000
PA
USD
47000.00000000
0.021263081131
Long
DBT
CORP
US
N
2
2027-01-15
Floating
0.02500900
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2B6
63000.00000000
PA
USD
65056.88000000
0.029432121651
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
0.04000000
N
N
N
N
N
N
Bayer Aktiengesellschaft
529900XWNEXYNJ3X6T40
Bayer U.S. Finance II, LLC
07274NAA1
38000.00000000
PA
USD
38684.66000000
0.017501171577
Long
DBT
CORP
US
N
2
2021-06-25
Fixed
0.03500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31418DET5
1559764.98500000
PA
USD
1603045.59000000
0.725227413566
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03500000
N
N
N
N
N
N
Liberty Global Plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAM7
200000.00000000
PA
USD
210000.00000000
0.095005256119
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
0.05500000
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122BM9
59000.00000000
PA
USD
62306.83000000
0.028187982581
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03625000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAJ0
225000.00000000
PA
USD
233714.25000000
0.105733724666
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.04750000
N
N
N
N
N
N
Pacific Drilling S.A.
549300VEJMMZCY6OBU06
Pacific Drilling SA
L7257P205
8182.00000000
NS
USD
33382.56000000
0.015102469822
Long
EC
CORP
LU
N
1
N
N
N
Crown Holdings, Inc.
N/A
Crown Americas Capital Corporation IV
228189AB2
120000.00000000
PA
USD
126150.00000000
0.057071014568
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.04500000
N
N
N
N
N
N
Bunge Limited
549300QHC068L40NNM71
Bunge, Ltd. Finance Corporation
120568AW0
35000.00000000
PA
USD
35434.70000000
0.016030870233
Long
DBT
CORP
US
N
2
2020-11-24
Fixed
0.03500000
N
N
N
N
N
N
STARFRUIT FINCO/STAR US
549300K7VB5G6LULFT41
Nouryon USA LLC, Term Loan
N/A
193512.28000000
PA
USD
193351.66000000
0.087473447521
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.04960100
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AT8
42000.00000000
PA
USD
42028.92000000
0.019014134804
Long
DBT
CORP
DE
N
2
2020-07-13
Fixed
0.02700000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBL2
81000.00000000
PA
USD
81384.21000000
0.036818703405
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.02300000
N
N
N
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824CAG4
96000.00000000
PA
USD
97086.36000000
0.043922449988
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
0.03600000
N
N
N
N
N
N
JBS USA LUX SA
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA, Term Loan
N/A
755000.00000000
PA
USD
759401.65000000
0.343557848836
Long
DBT
CORP
US
N
2
2026-05-01
Floating
0.0379938
N
N
N
N
N
N
Chubb Limited
CZCBJZWDMLTHWJDXU843
ACE INA Holdings, Inc.
00440EAU1
35000.00000000
PA
USD
35893.92000000
0.016238624108
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
0.02875000
N
N
N
N
N
N
AIR MEDICAL GROUP HOLDINGS
N/A
Air Medical Group Holdings, Inc., Term Loan
N/A
166600.00000000
PA
USD
161185.50000000
0.072921284334
Long
DBT
CORP
US
N
2
2025-03-14
Floating
0.06049400
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corporation
337932AG2
59000.00000000
PA
USD
59934.68000000
0.027114807732
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.02850000
N
N
N
N
N
N
Endo International plc
5493007TBMWZWGZIB256
Endo International plc, Term Loan
N/A
1231793.36000000
PA
USD
1176362.66000000
0.532193503822
Long
DBT
CORP
LU
N
2
2024-04-27
Floating
0.06062500
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAC7
42000.00000000
PA
USD
44073.49000000
0.019939110502
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
Public Service Enterprise Group Incorporated
N/A
PSEG Power, LLC
69362BBB7
75000.00000000
PA
USD
75839.10000000
0.034310062473
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.03000000
N
N
N
N
N
N
Apidos Clo XXIV
549300PPHIOJQEKPJH29
Apidos CLO XXIV
03759CAG5
460000.00000000
PA
USD
455814.92000000
0.206213396274
Long
ABS-O
CORP
KY
N
2
2030-10-20
Floating
0.03415900
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAA6
43000.00000000
PA
USD
43241.83000000
0.019562862543
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
0.02500000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780099CE5
34000.00000000
PA
USD
37195.82000000
0.016827611455
Long
DBT
CORP
GB
N
2
2022-12-15
Fixed
0.06125000
N
N
N
N
N
N
Caterpillar Inc.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corporation
14913Q3A5
55000.00000000
PA
USD
55082.67000000
0.024919729386
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
0.01900000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CE2
34000.00000000
PA
USD
35803.21000000
0.016197586361
Long
DBT
CORP
US
N
2
2023-10-17
Fixed
0.03700000
N
N
N
N
N
N
J.B. Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
J.B. Hunt Transport Services, Inc.
445658CE5
35000.00000000
PA
USD
36036.45000000
0.016303105532
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.03300000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816BW8
34000.00000000
PA
USD
35723.06000000
0.016161326022
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.03700000
N
N
N
N
N
N
PRP Depositor 2019-1 LLC
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359AAA7
122910.41000000
PA
USD
123206.46000000
0.055739339466
Long
ABS-CBDO
CORP
US
N
2
2024-01-25
Variable
0.04500000
N
N
N
N
N
N
Macy's, Inc.
549300JMONK27O4SQQ19
Macy's Retail Holdings, Inc.
55616XAF4
10000.00000000
PA
USD
10188.16000000
0.004609184524
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.03875000
N
N
N
N
N
N
UNIVAR USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA, Inc., Term Loan
N/A
125000.00000000
PA
USD
125437.50000000
0.056748675307
Long
DBT
CORP
US
N
2
2026-11-22
Floating
0.03799400
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAW5
139000.00000000
PA
USD
150758.01000000
0.068203825486
Long
DBT
CORP
CA
N
2
2078-03-01
Variable
0.06250000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc., Term Loan
N/A
922745.23000000
PA
USD
923400.38000000
0.417751855250
Long
DBT
CORP
US
N
2
2025-05-31
Floating
0.04799400
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136A65L4
603868.74600000
PA
USD
45093.29000000
0.020400474122
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
0.03000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAY2
141000.00000000
PA
USD
150278.97000000
0.067987104924
Long
DBT
CORP
US
N
2
2024-12-05
Variable
0.04023000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWK6
39000.00000000
PA
USD
39401.86000000
0.017825637147
Long
DBT
CORP
US
N
2
2023-06-05
Floating
0.02941500
N
N
N
N
N
N
Bank of America Corporation
N/A
Alternative Loan Trust 2007-6
02150AAD3
189249.24400000
PA
USD
164047.30000000
0.074215979772
Long
ABS-CBDO
CORP
US
N
2
2047-04-25
Fixed
0.05750000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAF0
15000.00000000
PA
USD
15011.78000000
0.006791419065
Long
DBT
CORP
US
N
2
2020-02-03
Floating
0.03132200
N
N
N
N
N
N
Bayview Opportunity Master Fund LIIB Trust 2019-LT1
N/A
Bayview Opportunity Master Fund Trust
07334HAA2
140297.07200000
PA
USD
140324.71000000
0.063483738159
Long
ABS-O
CORP
US
N
2
2034-08-28
Fixed
0.03228300
N
N
N
N
N
N
Crestwood Equity Partners LP
549300CUY0F1TYDLDL45
Crestwood Equity Partners, LP, 9.250%
226344307
17735.00000000
NS
USD
163694.05000000
0.074056167359
Long
EP
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 4.750%
48128B622
1750.00000000
NS
USD
45062.50000000
0.020386544542
Long
EP
CORP
US
N
1
N
N
Frontier Communications Corporation
549300ZCZ76HYCS0H445
Frontier Communications Corporation, Term Loan
N/A
767287.95000000
PA
USD
769950.44000000
0.348330184530
Long
DBT
CORP
US
N
2
2024-06-15
Floating
0.05550000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BB6
108000.00000000
PA
USD
116780.40000000
0.052832151484
Long
DBT
CORP
GB
N
2
2021-08-15
Variable
0.08625000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC, Term Loan
N/A
1241682.46000000
PA
USD
1222386.71000000
0.553015059335
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.04694600
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
N/A
Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
251510EL3
189206.10000000
PA
USD
194077.34000000
0.087801749493
Long
ABS-CBDO
CORP
US
N
2
2035-06-25
Fixed
0.05250000
N
N
N
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAF4
220000.00000000
PA
USD
206250.00000000
0.093308733688
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.04850000
N
N
N
N
N
N
Wells Fargo & Company
N/A
Wachovia Asset Securitization, Inc.
92976YAA0
173536.01000000
PA
USD
163124.39000000
0.073798449767
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Floating
0.01848000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Home Loan Mortgage Pass Through Trust
126694LU0
130170.20600000
PA
USD
117859.11000000
0.053320166340
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Variable
0.03625300
N
N
N
N
N
N
Bank of America Corporation
549300QO5OB3VGJT6S64
BAC Capital Trust XIV
05518VAA3
42000.00000000
PA
USD
38430.00000000
0.017385961869
Long
DBT
CORP
US
N
2
2020-01-21
Floating
0.04000000
N
N
N
N
N
N
United Technologies Corporation
XO75O7GICH1NPWLBRL05
Rockwell Collins, Inc.
774341AH4
42000.00000000
PA
USD
42721.74000000
0.019327570716
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02800000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VAE0
58000.00000000
PA
USD
61600.96000000
0.027868642771
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.04500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3132DV3J2
1053362.51000000
PA
USD
1082323.73000000
0.489649729394
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.03500000
N
N
N
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RAY8
92000.00000000
PA
USD
94108.71000000
0.042575343317
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
0.05000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2H5
80000.00000000
PA
USD
80000.00000000
0.036192478521
Long
DBT
CORP
US
N
2
2025-10-30
Variable
0.02406000
N
N
N
N
N
N
Verso Corporation
549300FODXCTQ8DGT594
Verso Corporation
92531L207
3878.00000000
NS
USD
69920.34000000
0.031632380045
Long
EC
CORP
US
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAV1
52000.00000000
PA
USD
52600.15000000
0.023796622488
Long
DBT
CORP
JP
N
2
2023-07-16
Variable
0.02721000
N
N
N
N
N
N
Targa Resources Corp.
N/A
Targa Resources Partners, LP
87612BBE1
120000.00000000
PA
USD
124500.00000000
0.056324544699
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05375000
N
N
N
N
N
N
RALI Series 2007-QS1 Trust
N/A
Residential Accredit Loans, Inc. Trust
74922KAA3
99705.84000000
PA
USD
93579.10000000
0.042335744585
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Fixed
0.06000000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 B.C., LLC, Term Loan
N/A
1095000.00000000
PA
USD
1096084.05000000
0.495874980469
Long
DBT
CORP
US
N
2
2026-11-19
Floating
0.00000000
N
N
N
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
Intel Corporation
458140AW0
60000.00000000
PA
USD
59948.09000000
0.027120874496
Long
DBT
CORP
US
N
2
2021-05-19
Fixed
0.01700000
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
N/A
Penske Truck Leasing Company, LP
709599AS3
36000.00000000
PA
USD
36752.60000000
0.016627096076
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.03375000
N
N
N
N
N
N
WideOpenWest Finance, LLC
54930045JY28O5B5WE54
WideOpenWest Finance, LLC, Term Loan
N/A
464312.50000000
PA
USD
460444.78000000
0.208307972632
Long
DBT
CORP
US
N
2
2023-08-19
Floating
0.05029900
N
N
N
N
N
N
Eldorado Resorts Inc.
5299000BKFWWVND5L441
Eldorado Resorts, Inc., Term Loan
N/A
85991.38000000
PA
USD
85910.55000000
0.038866446695
Long
DBT
CORP
US
N
2
2024-04-17
Floating
0.04050000
N
N
N
N
N
N
Gray Escrow Inc
529900TM5726KDN7UU35
Gray Escrow, Inc.
389284AA8
215000.00000000
PA
USD
238918.75000000
0.108088271597
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.07000000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Bear Stearns Adjustable Rate Mortgage Trust
07387AEG6
63879.38300000
PA
USD
65494.04000000
0.029629895449
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Floating
0.04270000
N
N
N
N
N
N
Archrock, Inc.
N/A
Archrock Partners, LP
03959KAC4
70000.00000000
PA
USD
72100.00000000
0.032618471267
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.06250000
N
N
N
N
N
N
Volt LXXXIII LLC
N/A
Vericrest Opportunity Loan Transferee
92870FAA8
150000.00000000
PA
USD
149927.39000000
0.067828048029
Long
ABS-CBDO
CORP
US
N
2
2049-12-27
Variable
0.03425500
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital, Ltd.
00774MAC9
41000.00000000
PA
USD
42232.98000000
0.019106452769
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
0.03500000
N
N
N
N
N
N
United Airlines Pass Through Trust Series 2015-1 -A
N/A
United Airlines Pass Through Trust
90932LAB3
35000.00000000
PA
USD
35982.29000000
0.016278603224
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.03700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F022410
3100000.00000000
PA
USD
3126191.53000000
1.414307747552
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.02500000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep NV
456837AK9
66000.00000000
PA
USD
70166.39000000
0.031743694537
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
0.04100000
N
N
N
N
N
N
Prudential Financial, Inc.
N/A
Five Corners Funding Trust
33829TAA4
100000.00000000
PA
USD
108492.10000000
0.049082474987
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04419000
N
N
N
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585ABA9
34000.00000000
PA
USD
36924.27000000
0.016704760611
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04750000
N
N
N
N
N
N
Groupe BPCE
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
34000.00000000
PA
USD
34598.26000000
0.015652459774
Long
DBT
CORP
FR
N
2
2022-05-22
Fixed
0.03000000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BM2
33000.00000000
PA
USD
33673.01000000
0.015233871139
Long
DBT
CORP
GB
N
2
2029-11-01
Variable
0.03754000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
48000.00000000
PA
USD
47975.30000000
0.021704312685
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
0.02625000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBG9
63000.00000000
PA
USD
66058.65000000
0.029885328391
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.04875000
N
N
N
N
N
N
The Hartford Financial Services Group, Inc.
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515BC7
34000.00000000
PA
USD
32045.00000000
0.014497349677
Long
DBT
CORP
US
N
2
2047-02-12
Floating
0.04034900
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT U.S. Long Bond
N/A
-17.00000000
NC
USD
27538.16000000
0.012458428304
N/A
DIR
CORP
US
N
1
Mizuho Securities
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2020-03-23
-2677944.41
USD
27538.16
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159LH7
42000.00000000
PA
USD
42139.29000000
0.019064066853
Long
DBT
CORP
CA
N
2
2021-04-20
Floating
0.02405900
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284PAQ7
64810.00000000
PA
USD
66187.21000000
0.029943489704
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.06000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAF9
69000.00000000
PA
USD
72698.79000000
0.032889367445
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03550000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat, LLC
87952VAP1
120000.00000000
PA
USD
122100.00000000
0.055238770343
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.04875000
N
N
N
N
N
N
Porsche Automobil Holding SE
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668AR3
63000.00000000
PA
USD
67089.52000000
0.030351700145
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.04250000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XAQ9
57000.00000000
PA
USD
59051.57000000
0.026715283486
Long
DBT
CORP
US
N
2
2021-09-25
Fixed
0.04375000
N
N
N
N
N
N
Volt LXXIX LLC
N/A
Vericrest Opportunity Loan Transferee
91834DAA0
411378.99000000
PA
USD
411173.51000000
0.186017355367
Long
ABS-O
CORP
US
N
2
2049-09-25
Variable
0.03351500
N
N
N
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAJ3
120000.00000000
PA
USD
123600.00000000
0.055917379316
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
The Chemours Company
549300M1BOLNXL8DOV14
Chemours Company
163851AB4
130000.00000000
PA
USD
130497.90000000
0.059038030535
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.06625000
N
N
N
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
Navistar, Inc., Term Loan
N/A
628800.00000000
PA
USD
626177.90000000
0.283286627456
Long
DBT
CORP
US
N
2
2024-11-06
Floating
0.05240000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2019-GS1
N/A
Legacy Mortgage Asset Trust
52473VAA8
385255.35000000
PA
USD
388870.66000000
0.175927412622
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Fixed
0.04000000
N
N
N
N
N
N
VERTIV GROUP CORP
549300ZT8RQ5VK10E643
Vertiv Group Corporation, Term Loan
N/A
883351.89000000
PA
USD
880357.33000000
0.398278921967
Long
DBT
CORP
US
N
2
2023-11-15
Floating
0.05927100
N
N
N
N
N
N
Franklin Resources, Inc.
QU1AAXOSV5K4OVMXJP19
Templeton Global Income Fund
880198106
16600.00000000
NS
USD
101758.00000000
0.046035927867
Long
RF
US
N
1
N
N
N
Volt LXXVIII LLC
N/A
Vericrest Opportunity Loan Trust
92872NAA9
202268.56000000
PA
USD
201917.38000000
0.091348630485
Long
ABS-CBDO
CORP
US
N
2
2049-08-25
Variable
0.03351500
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDC3
144000.00000000
PA
USD
155985.36000000
0.070568709893
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04450000
N
N
N
N
N
N
Oaktown Re II Ltd - Series 2018-1
254900KOPN6EP9T3LD85
Oaktown Re II, Ltd.
67400CAA6
147626.93600000
PA
USD
147656.09000000
0.066800498324
Long
ABS-CBDO
CORP
BM
N
2
2028-07-25
Floating
0.03342000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136ACZY0
2497036.03500000
PA
USD
165826.42000000
0.075020864302
Long
ABS-CBDO
USGSE
US
N
2
2028-03-25
Fixed
0.03000000
N
N
N
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAJ2
60000.00000000
PA
USD
63300.00000000
0.028637298630
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05250000
N
N
N
N
N
N
State Street Corporation
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
5600.00000000
NS
USD
613424.00000000
0.277516686808
Long
RF
US
N
1
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Corporation
125523AG5
76000.00000000
PA
USD
82391.10000000
0.037274226464
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04125000
N
N
N
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE Energy Company
233331AV9
54000.00000000
PA
USD
55254.47000000
0.024997452733
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.03300000
N
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BD5
170000.00000000
PA
USD
176640.63000000
0.079913277591
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05500000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHH5
84000.00000000
PA
USD
85668.92000000
0.038757131838
Long
DBT
CORP
US
N
2
2022-05-17
Variable
0.03499000
N
N
N
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAC0
140000.00000000
PA
USD
124950.00000000
0.056528127391
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.05125000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P 500 Index
N/A
-16.00000000
NC
USD
-28354.56000000
-0.01282777254
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
S&P 500 Index
SPX
2020-03-23
-2556525.44
USD
-28354.56
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJY7
87000.00000000
PA
USD
93070.73000000
0.042105754956
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.03875000
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2018-IMC2
N/A
Starwood Mortgage Residential Trust
85572PAA1
309796.66000000
PA
USD
314963.85000000
0.142491529702
Long
ABS-CBDO
CORP
US
N
2
2048-10-25
Variable
0.04121000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAF2
59000.00000000
PA
USD
61423.00000000
0.027788132602
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.03650000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV, Term Loan
N/A
794691.42000000
PA
USD
800953.59000000
0.362356195036
Long
DBT
CORP
US
N
2
2025-07-10
Floating
0.05444600
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331ABL2
62000.00000000
PA
USD
62269.86000000
0.028171257132
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
0.02550000
N
N
N
N
N
N
HARLAND CLARKE HOLDINGS
549300J73P7FL8TVF308
Harland Clarke Holdings Corporation, Term Loan
N/A
712811.17000000
PA
USD
565793.87000000
0.255968531095
Long
DBT
CORP
US
N
2
2023-11-03
Floating
0.06694600
N
N
N
N
N
N
Gmacm Home Equity Loan Trust 2005-HE1
N/A
GMAC Mortgage Corporation Loan Trust
361856EB9
42969.02100000
PA
USD
52034.85000000
0.023540877387
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Floating
0.02292000
N
N
N
N
N
N
Banco Santander, S.A.
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAE5
85000.00000000
PA
USD
85792.03000000
0.038812827538
Long
DBT
CORP
GB
N
2
2021-08-05
Fixed
0.02875000
N
N
N
N
N
N
Stanwich Mortgage Loan Co 2019-NPL-B-2 LLC
N/A
Stanwich Mortgage Loan Trust
85503DAA2
246469.34000000
PA
USD
246024.56000000
0.111302982545
Long
ABS-CBDO
CORP
US
N
2
2024-11-16
Variable
0.03475000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP / VICI Note Company, Inc.
92564RAB1
40000.00000000
PA
USD
41800.00000000
0.018910570027
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665AJ5
200000.00000000
PA
USD
208500.00000000
0.094326647147
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05125000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
3539848.26400000
PA
USD
35398482.64000000
16.01448528310
Long
STIV
PF
US
N
2
N
N
N
Norwegian Cruise Line Holdings Ltd.
UNZWILHE4KMRP9K2L524
NCL Corporation, Ltd.
62886HAP6
120000.00000000
PA
USD
121650.00000000
0.055035187652
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
0.03625000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAG0
95000.00000000
PA
USD
97375.00000000
0.044053032450
Long
DBT
CORP
US
N
2
2023-06-15
Variable
0.05650000
N
N
N
N
N
N
Sinclair Broadcast Group, Inc.
N/A
Diamond Sports Group, LLC, Term Loan
N/A
773062.50000000
PA
USD
771454.53000000
0.349010643843
Long
DBT
CORP
US
N
2
2026-08-24
Floating
0.05030000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc., Term Loan
N/A
1481541.12000000
PA
USD
1486726.51000000
0.672603966009
Long
DBT
CORP
US
N
2
2025-01-31
Floating
0.04549400
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHF9
117000.00000000
PA
USD
121425.84000000
0.054933776327
Long
DBT
CORP
US
N
2
2024-03-05
Variable
0.03550000
N
N
N
N
N
N
Bellemeade Re 2018-1 Ltd
549300O2GEH6GH9NO762
Bellemeade Re 2018-1, Ltd.
078768AD0
653080.85100000
PA
USD
653972.83000000
0.295861220044
Long
ABS-CBDO
CORP
BM
N
2
2028-04-25
Floating
0.03392000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CAW5
80000.00000000
PA
USD
80774.07000000
0.036542672419
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02400000
N
N
N
N
N
N
ALBERTSON'S LLC
549300MBYHQDK18CKL60
Albertson's LLC, Term Loan
N/A
1306975.00000000
PA
USD
1317470.01000000
0.596031312998
Long
DBT
CORP
US
N
2
2026-08-17
Floating
0.04549400
N
N
N
N
N
N
Encana Corporation
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AQ1
34000.00000000
PA
USD
37331.07000000
0.016888799364
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
Windstream Holdings, Inc.
549300L3SXBFJVGRCF66
Windstream Services, LLC, Term Loan
N/A
183591.37000000
PA
USD
175371.98000000
0.079339332743
Long
DBT
CORP
US
N
2
2021-03-30
Floating
0.09750000
N
N
N
N
N
N
Sprint Corporation
549300JKU50UT08ZWD77
Sprint Communications, Inc., Term Loan
N/A
648450.00000000
PA
USD
645207.75000000
0.291895845423
Long
DBT
CORP
US
N
2
2024-02-03
Floating
0.04812500
N
N
N
N
N
N
TRONOX FINANCE LLC
549300LMZ1DX1PWSP524
Tronox Finance, LLC, Term Loan
N/A
649276.20000000
PA
USD
650087.80000000
0.294103609233
Long
DBT
CORP
US
N
2
2024-09-22
Floating
0.04609500
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC, Term Loan
N/A
1456650.00000000
PA
USD
1459563.30000000
0.660315167328
Long
DBT
CORP
US
N
2
2026-09-23
Floating
0.04943800
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AQ0
21000.00000000
PA
USD
21492.30000000
0.009723245076
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.03550000
N
N
N
N
N
N
The Southern Company
D981X4Z4RWS7PDMJUZ03
Georgia Power Company
373334KK6
35000.00000000
PA
USD
34972.15000000
0.015821609846
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02200000
N
N
N
N
N
N
Golden Entertainment, Inc.
549300P8YYCKQVJ0Y638
Golden Entertainment, Inc., Term Loan
N/A
825075.00000000
PA
USD
827137.69000000
0.374202038497
Long
DBT
CORP
US
N
2
2024-10-20
Floating
0.04800000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDA5
170000.00000000
PA
USD
179562.50000000
0.081235149056
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05125000
N
N
N
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE Energy Company
233331AW7
53000.00000000
PA
USD
53207.84000000
0.024071545079
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.02529000
N
N
N
N
N
N
Endo International plc
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
110000.00000000
PA
USD
109450.00000000
0.049515834677
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.07500000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAL2
69000.00000000
PA
USD
73297.34000000
0.033160155045
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.04250000
N
N
N
N
N
N
Transocean Ltd.
N/A
Transocean Guardian, Ltd.
893800AA0
160200.00000000
PA
USD
163804.50000000
0.074106135600
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
691800.00000000
PA
USD
679091.63000000
0.307225115412
Long
DBT
CORP
US
N
2
2026-04-12
Floating
0.06691100
N
N
N
N
N
N
Reinsurance Group of America, Incorporated
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AL3
57000.00000000
PA
USD
61793.67000000
0.027955825928
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04700000
N
N
N
N
N
N
Hertz Global Holdings, Inc.
549300PD0C69OJ0NLB27
Hertz Corporation
428040CS6
120000.00000000
PA
USD
123000.00000000
0.055645935727
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.05500000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BZ6
270000.00000000
PA
USD
285187.50000000
0.129020530855
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
0.04500000
N
N
N
N
N
N
R.R. Donnelley & Sons Company
SU4X0P4WWRGOQDTSV032
R.R. Donnelley & Sons Company, Term Loan
N/A
79597.98000000
PA
USD
79995.97000000
0.036190655325
Long
DBT
CORP
US
N
2
2024-01-15
Floating
0.06799400
N
N
N
N
N
N
Plantronics, Inc.
5493006O3W5M472F6668
Plantronics, Inc.
727493AB4
200000.00000000
PA
USD
195500.00000000
0.088445369387
Long
DBT
CORP
US
N
2
2023-05-31
Fixed
0.05500000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation, Term Loan
N/A
528675.00000000
PA
USD
533961.75000000
0.241567489603
Long
DBT
CORP
US
N
3
2026-08-28
Floating
0.04300000
N
N
N
N
N
N
Viking Cruises, Ltd.
549300IJP90T4MV2GL84
Viking Cruises, Ltd.
92676XAD9
160000.00000000
PA
USD
171000.00000000
0.077361422840
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
0.05875000
N
N
N
N
N
N
RCO V Mortgage LLC 2019-2
N/A
RCO Mortgage, LLC
74937DAA2
318013.62000000
PA
USD
317575.43000000
0.143673024116
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Variable
0.03474800
N
N
N
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAD3
34000.00000000
PA
USD
36133.59000000
0.016347052249
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
0.04200000
N
N
N
N
N
N
PRPM Trust 2019-GS1
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359CAA3
582438.53000000
PA
USD
581785.56000000
0.263203267306
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Variable
0.03500000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCS8
39000.00000000
PA
USD
42532.37000000
0.019241898596
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
Sprint Corporation
549300JKU50UT08ZWD77
Sprint Communications, Inc., Term Loan
N/A
1035712.50000000
PA
USD
1025614.30000000
0.463994044053
Long
DBT
CORP
US
N
2
2024-02-03
Floating
0.04312500
N
N
N
N
N
N
Pinnacle West Capital Corporation
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corporation
723484AG6
40000.00000000
PA
USD
40056.89000000
0.018121976637
Long
DBT
CORP
US
N
2
2020-11-30
Fixed
0.02250000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust 2006-4
N/A
Renaissance Home Equity Loan Trust
75970HAE0
183009.66000000
PA
USD
92157.04000000
0.041692396135
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Variable
0.05285000
N
N
N
N
N
N
PRPM Trust 2019-GS1
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359NAA9
198265.33000000
PA
USD
198258.65000000
0.089693399148
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Variable
0.03351000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAJ2
57000.00000000
PA
USD
57612.31000000
0.026064153653
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
0.03450000
N
N
N
N
N
N
Windstream Holdings, Inc.
549300L3SXBFJVGRCF66
Windstream Services, LLC, Term Loan
N/A
325000.00000000
PA
USD
324493.00000000
0.146802574161
Long
DBT
CORP
US
N
2
2021-02-26
Floating
0.04300000
N
N
N
N
N
N
RCO 2017-INV1 Trust
N/A
RCO 2017-INV1 Trust
74937VAA2
258854.88600000
PA
USD
257862.13000000
0.116658370019
Long
ABS-CBDO
CORP
US
N
2
2052-11-25
Variable
0.03197000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CA8
38000.00000000
PA
USD
40894.90000000
0.018501097373
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.04300000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
J.P. Morgan Mortgage Trust
46630GAC9
91018.56900000
PA
USD
92993.74000000
0.042070924220
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Variable
0.04256900
N
N
N
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAP5
42000.00000000
PA
USD
44433.21000000
0.020101849982
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.03800000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAR8
40000.00000000
PA
USD
40312.40000000
0.018237570889
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.02500000
N
N
N
N
N
N
Moody's Corporation
549300GCEDD8YCF5WU84
Moody's Corporation
615369AG0
38000.00000000
PA
USD
38576.89000000
0.017452415784
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
0.02750000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AT6
63000.00000000
PA
USD
68512.50000000
0.030995464808
Long
DBT
CORP
GB
N
2
2025-03-30
Variable
0.06375000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
ILFC E-Capital Trust II
44965UAA2
63000.00000000
PA
USD
50990.63000000
0.023068466013
Long
DBT
CORP
US
N
2
2065-12-21
Floating
0.04150000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAL1
120000.00000000
PA
USD
124500.00000000
0.056324544699
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
39000.00000000
PA
USD
39109.26000000
0.017693263156
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
Viacom, Inc.
92553PAT9
58000.00000000
PA
USD
61733.46000000
0.027928586563
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.04250000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
369820.00000000
PA
USD
369820.00000000
0.167308780086
Long
STIV
PF
US
N
2
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAH6
155000.00000000
PA
USD
165462.50000000
0.074856224717
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.05750000
N
N
N
N
N
N
CommScope Holding Company, Inc.
M4TWC4QDOKW45N7T6Y12
CommScope Technologies Finance, LLC
20337YAA5
195000.00000000
PA
USD
195220.35000000
0.088318854054
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06000000
N
N
N
N
N
N
Precision Drilling Corporation
549300WF2OE8T5BP4B84
Precision Drilling Corporation
740212AK1
50000.00000000
PA
USD
49875.00000000
0.022563748328
Long
DBT
CORP
CA
N
2
2023-12-15
Fixed
0.07750000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCOH Safari, LLC
1248EPBM4
185000.00000000
PA
USD
195178.70000000
0.088300011345
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05750000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc., Term Loan
N/A
1568238.28000000
PA
USD
1570857.24000000
0.710665211491
Long
DBT
CORP
US
N
2
2024-08-14
Floating
0.04549400
N
N
N
N
N
N
CIT Group Inc.
N/A
IndyMac INDA Mortgage Loan Trust
45662BAA7
900820.85700000
PA
USD
869447.79000000
0.393343380816
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Variable
0.03882200
N
N
N
N
N
N
U.S. Bancorp
N/A
USB Realty Corporation
903312AA4
84000.00000000
PA
USD
72450.00000000
0.032776813361
Long
DBT
CORP
US
N
2
2022-01-15
Floating
0.03147900
N
N
N
N
N
N
PRPM 2019-2 LLC
N/A
Preston Ridge Partners Mortgage Trust, LLC
69358XAA8
399134.58000000
PA
USD
400061.13000000
0.180990048186
Long
ABS-CBDO
CORP
US
N
2
2024-04-25
Variable
0.03967000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAQ8
39000.00000000
PA
USD
39721.49000000
0.017970239670
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
0.02900000
N
N
N
N
N
N
NextEra Energy, Inc.
549300KJEC5IUVJWR786
NextEra Energy Operating Partners, LP
65342QAL6
220000.00000000
PA
USD
220825.00000000
0.099902550869
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03875000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AN9
120000.00000000
PA
USD
127800.00000000
0.057817484438
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05625000
N
N
N
N
N
N
Ralph Lauren Corporation
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corporation
751212AB7
35000.00000000
PA
USD
35132.81000000
0.015894293391
Long
DBT
CORP
US
N
2
2020-08-18
Fixed
0.02625000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GCS7
50000.00000000
PA
USD
51187.50000000
0.023157531179
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
The Chemours Company
549300M1BOLNXL8DOV14
Chemours Company, Term Loan
N/A
550200.00000000
PA
USD
536445.00000000
0.242690926757
Long
DBT
CORP
US
N
2
2025-04-03
Floating
0.03550000
N
N
N
N
N
N
Oaktown Re III Ltd.
2549008N2FD0KB1Y5E03
Oaktown Re III, Ltd.
67400KAA8
601791.71000000
PA
USD
602551.65000000
0.272597970635
Long
ABS-CBDO
CORP
BM
N
2
2029-07-25
Floating
0.03192000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131AS1
34000.00000000
PA
USD
36742.91000000
0.016622712262
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.04875000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Debt Fund
N/A
3275826.79000000
NS
USD
32561718.29000000
14.73111612299
Long
RF
US
N
2
N
N
N
Bank of America Corporation
N/A
Banc of America Funding Trust
05946XX57
344467.53200000
PA
USD
331405.39000000
0.149929780744
Long
ABS-CBDO
CORP
US
N
2
2036-01-25
Fixed
0.05500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 2-Yr. U.S. Treasury Note
N/A
45.00000000
NC
USD
-7872.75000000
-0.00356167919
N/A
DIR
CORP
US
N
1
Mizuho Securities
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2020-03-31
9705372.75
USD
-7872.75
N
N
N
Thl Credit Wind River 2016-1 Clo Ltd.
635400WBNY8VGBBADK15
THL Credit Wind River CLO, Ltd.
88433AAQ2
325000.00000000
PA
USD
315038.10000000
0.142525120847
Long
ABS-O
CORP
KY
N
2
2028-07-15
Floating
0.04836100
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Ultra Long Term U.S. Treasury Bond
N/A
10.00000000
NC
USD
-56361.30000000
-0.02549818924
N/A
DIR
CORP
US
N
1
Mizuho Securities
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2020-03-23
1872923.8
USD
-56361.3
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
50000.00000000
PA
USD
51625.00000000
0.023355458796
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
FWD Securitization Trust 2019-INV1
N/A
FWD Securitization Trust
302980AA5
454689.01000000
PA
USD
453873.57000000
0.205335117922
Long
ABS-CBDO
CORP
US
N
2
2049-06-25
Variable
0.02810000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650BZ2
38000.00000000
PA
USD
38597.29000000
0.017461644866
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.02750000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AA7
75000.00000000
PA
USD
76833.35000000
0.034759867120
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
0.04950000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
76000.00000000
PA
USD
79725.96000000
0.036068501186
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175AX2
98000.00000000
PA
USD
98623.13000000
0.044617693928
Long
DBT
CORP
US
N
2
2020-07-23
Fixed
0.03579000
N
N
N
N
N
N
Lehman Brothers Holdings, Inc.
N/A
Wells Fargo Home Equity Trust
86359BND9
117247.33400000
PA
USD
115567.61000000
0.052283478034
Long
ABS-CBDO
CORP
US
N
2
2034-04-25
Floating
0.02292000
N
N
N
N
N
N
UBS Group AG
N/A
MASTR Alternative Loans Trust
576434VW1
78431.22400000
PA
USD
77275.91000000
0.034960083911
Long
ABS-CBDO
CORP
US
N
2
2020-01-27
Fixed
0.05000000
N
N
N
N
N
N
Ventas, Inc.
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92277GAD9
34000.00000000
PA
USD
35685.94000000
0.016144532712
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03750000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5DP5
1375000.00000000
PA
USD
1427955.39000000
0.646015559781
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03500000
N
N
N
N
N
N
Exelon Corporation
S2PEWKCZFFECR4533P43
Exelon Generation Company, LLC
30161MAP8
55000.00000000
PA
USD
55008.84000000
0.024886328252
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
0.02950000
N
N
N
N
N
N
Toorak Mortgage Corp 2018-1 Ltd
N/A
Toorak Mortgage Corporation
89051QAA1
550000.00000000
PA
USD
552476.38000000
0.249943618961
Long
ABS-CBDO
CORP
US
N
2
2021-08-25
Variable
0.04375000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
63000.00000000
PA
USD
70796.25000000
0.032028646969
Long
DBT
CORP
CH
N
2
2023-12-11
Variable
0.07500000
N
N
N
N
N
N
Cheniere Energy, Inc.
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings, LLC
16412XAD7
305000.00000000
PA
USD
351478.95000000
0.159011179358
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
0.07000000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAD3
280000.00000000
PA
USD
296100.00000000
0.133957411128
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.05625000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AF7
80000.00000000
PA
USD
82584.00000000
0.037361495577
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.06125000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer, Inc., Term Loan
N/A
375000.00000000
PA
USD
378517.50000000
0.171243581110
Long
DBT
CORP
US
N
2
2026-12-17
Floating
0.00000000
N
N
N
N
N
N
CIM Trust 2018 - R3
N/A
CIM Trust
12553WAA3
230453.59000000
PA
USD
240562.74000000
0.108832022507
Long
ABS-CBDO
CORP
US
N
2
2057-12-25
Variable
0.05000000
N
N
N
N
N
N
Tronox Holdings plc
N/A
Tronox Finance plc
89705PAA3
130000.00000000
PA
USD
132433.60000000
0.059913752794
Long
DBT
CORP
GB
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
Valeant Pharmaceuticals International, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Companies, Inc., Term Loan
N/A
932379.71000000
PA
USD
937041.61000000
0.423923229298
Long
DBT
CORP
US
N
2
2025-06-01
Floating
0.04739800
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol, LLC, Term Loan
N/A
1010000.00000000
PA
USD
1015686.30000000
0.459502557468
Long
DBT
CORP
US
N
2
2028-01-31
Floating
0.04239700
N
N
N
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818ES3
63000.00000000
PA
USD
67487.39000000
0.030531698913
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03750000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397ZM8
75000.00000000
PA
USD
79010.86000000
0.035744985669
Long
DBT
CORP
US
N
2
2022-01-07
Fixed
0.05596000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CU2
57000.00000000
PA
USD
57700.43000000
0.026104019668
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.02600000
N
N
N
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508AZ7
30000.00000000
PA
USD
29982.31000000
0.013564176383
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
0.01750000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2B8
38000.00000000
PA
USD
38548.71000000
0.017439666983
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
0.02625000
N
N
N
N
N
N
Volt LXXXII LLC
N/A
Vericrest Opportunity Loan Trust
91833HAB0
800000.00000000
PA
USD
798202.08000000
0.361111395454
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
0.04090000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAA4
35000.00000000
PA
USD
35177.03000000
0.015914298784
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02450000
N
N
N
N
N
N
GRIFOLS WORLDWIDE OPERAT
N/A
Grifols Worldwide Operations USA, Inc., Term Loan
N/A
425000.00000000
PA
USD
428319.25000000
0.193774190700
Long
DBT
CORP
US
N
2
2027-11-15
Floating
0.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136ABCF8
1573216.60500000
PA
USD
107246.65000000
0.048519025958
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
0.03000000
N
N
N
N
N
N
Energy Solutions, LLC
549300X3SKIUYR2MFH75
EnergySolutions, LLC, Term Loan
N/A
290575.00000000
PA
USD
273776.86000000
0.123858289066
Long
DBT
CORP
US
N
2
2025-05-11
Floating
0.05694600
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408GZ0
34000.00000000
PA
USD
36082.26000000
0.016323830250
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.03700000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBV7
57000.00000000
PA
USD
57070.65000000
0.025819103429
Long
DBT
CORP
US
N
2
2020-04-13
Fixed
0.02650000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAH1
37000.00000000
PA
USD
37665.82000000
0.017040242266
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
0.02750000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAB9
43000.00000000
PA
USD
40635.00000000
0.018383517059
Long
DBT
CORP
US
N
2
2028-02-15
Variable
0.06625000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CW3
53000.00000000
PA
USD
53818.64000000
0.024347874653
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
N
N
N
N
N
N
Owens-Illinois, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
690872AA4
270000.00000000
PA
USD
280257.30000000
0.126790078884
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.05000000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AH4
21000.00000000
PA
USD
21139.94000000
0.009563835304
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.05000000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667GDE0
199869.56000000
PA
USD
187512.64000000
0.084831839946
Long
ABS-CBDO
CORP
US
N
2
2035-05-25
Fixed
0.05500000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
165000.00000000
PA
USD
170362.50000000
0.077073014026
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04875000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CV0
128000.00000000
PA
USD
133251.14000000
0.060283612780
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.03700000
N
N
N
N
N
N
Toorak Mortgage Corp 2019-1 Ltd
N/A
Toorak Mortgage Corporation
89052KAA3
450000.00000000
PA
USD
454006.85000000
0.205395414591
Long
ABS-CBDO
CORP
US
N
2
2022-03-25
Variable
0.04458300
N
N
N
N
N
N
Loews Corporation
549300YX2GSZD7YG1R84
CNA Financial Corporation
126117AR1
32000.00000000
PA
USD
33817.68000000
0.015299320713
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
0.05750000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397ZU0
73000.00000000
PA
USD
73702.79000000
0.033343583050
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.03350000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AE4H7
1085387.83000000
PA
USD
68336.13000000
0.030915673966
Long
ABS-CBDO
USGSE
US
N
2
2031-11-25
Fixed
0.03000000
N
N
N
N
N
N
Berkshire Hathaway Inc.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Company
084659AB7
83000.00000000
PA
USD
83026.65000000
0.037561753085
Long
DBT
CORP
US
N
2
2020-02-01
Fixed
0.02400000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DE7
80000.00000000
PA
USD
81280.96000000
0.036771992487
Long
DBT
CORP
US
N
2
2023-01-13
Fixed
0.02400000
N
N
N
N
N
N
SoftBank Group Corp.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAJ4
405000.00000000
PA
USD
444426.75000000
0.201061320047
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148BAE8
86000.00000000
PA
USD
92020.00000000
0.041630398419
Long
DBT
CORP
US
N
2
2024-08-10
Variable
0.05500000
N
N
N
N
N
N
Teva Pharmaceutical Industries Limited
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAC5
12000.00000000
PA
USD
11621.40000000
0.005257590873
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
0.02200000
N
N
N
N
N
N
FIELDWOOD ENERGY LLC
549300KTQCELOBO6BF21
Fieldwood Energy, LLC, Term Loan
N/A
500000.00000000
PA
USD
416110.00000000
0.188250652970
Long
DBT
CORP
US
N
2
2022-04-11
Floating
0.07177100
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QBX5
74000.00000000
PA
USD
74540.00000000
0.033722341862
Long
DBT
CORP
CA
N
2
2021-01-25
Fixed
0.02550000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco, Inc., Term Loan
N/A
292050.00000000
PA
USD
285052.48000000
0.128959446999
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.04799400
N
N
N
N
N
N
Mondelez International, Inc.
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAC8
58000.00000000
PA
USD
57989.91000000
0.026234982151
Long
DBT
CORP
NL
N
2
2021-10-28
Fixed
0.02000000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKJ7
78000.00000000
PA
USD
79584.01000000
0.036004282157
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.03500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48124BAC9
57000.00000000
PA
USD
59565.00000000
0.026947562289
Long
DBT
CORP
US
N
2
2023-05-01
Variable
0.05150000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAH5
120000.00000000
PA
USD
126600.00000000
0.057274597260
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
0.06000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747WAL3
75000.00000000
PA
USD
79004.62000000
0.035742162655
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
0.05500000
N
N
N
N
N
N
SAS Rue La Boetie
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
64300.00000000
PA
USD
77963.75000000
0.035271266841
Long
DBT
CORP
FR
N
2
2025-12-23
Variable
0.08125000
N
N
N
N
N
N
Digital Realty Trust, Inc.
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust, LP
25389JAS5
60000.00000000
PA
USD
60598.10000000
0.027414942908
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.02750000
N
N
N
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AQ7
129000.00000000
PA
USD
129000.00000000
0.058360371616
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06694000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAQ2
120000.00000000
PA
USD
126558.43000000
0.057255790743
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
0.03600000
N
N
N
N
N
N
Panasonic Corporation
254900GE1G59KGWPHX32
Panasonic Corporation
69832AAA4
52000.00000000
PA
USD
52426.77000000
0.023718184339
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
0.02536000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AFXT6
928071.96000000
PA
USD
59016.75000000
0.026699530709
Long
ABS-CBDO
USGSE
US
N
2
2028-06-25
Fixed
0.02500000
N
N
N
N
N
N
Alliance Resource Partners, L.P.
N/A
Alliance Resource Operating Partners, LP
01879NAA3
170000.00000000
PA
USD
154700.00000000
0.069987205341
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07500000
N
N
N
N
N
N
SOTERA HEALTH HOLDINGS LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC, Term Loan
N/A
400000.00000000
PA
USD
400876.00000000
0.181358700248
Long
DBT
CORP
US
N
2
2026-12-13
Floating
0.06289000
N
N
N
N
N
N
CSMC Trust 2019-RPL8
N/A
Credit Suisse Mortgage Capital Certificates
12596YAC4
489789.43000000
PA
USD
490226.76000000
0.221781518525
Long
ABS-CBDO
CORP
US
N
2
2058-10-25
Variable
0.03322000
N
N
N
N
N
N
M&F Worldwide Corp.
549300J73P7FL8TVF308
Harland Clarke Holdings Corporation
412690AF6
120000.00000000
PA
USD
97800.00000000
0.044245304992
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.08375000
N
N
N
N
N
N
Restaurant Brands International Inc.
N/A
1011778 B.C., ULC
68245XAJ8
230000.00000000
PA
USD
230575.00000000
0.104313509189
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
Diamond BC BV, Term Loan
N/A
480200.00000000
PA
USD
469155.40000000
0.212248709222
Long
DBT
CORP
US
N
2
2024-09-06
Floating
0.04927100
N
N
N
N
N
N
Ryman Hospitality Properties, Inc.
529900GCCWW9SRMPJR11
Ryman Hospitality Properties, Inc.
749571AE5
130000.00000000
PA
USD
134225.00000000
0.060724192869
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04750000
N
N
N
N
N
N
CNH Industrial N.V.
549300PNSJ5B81UMVO28
CNH Industrial Capital, LLC
12592BAF1
60000.00000000
PA
USD
61950.00000000
0.028026550555
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
0.04875000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251541AQ1
112000.00000000
PA
USD
115158.69000000
0.052098480180
Long
DBT
CORP
DE
N
2
2021-10-14
Fixed
0.04250000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AC0
60000.00000000
PA
USD
60876.09000000
0.027540707247
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
0.02800000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBB0
30000.00000000
PA
USD
30380.81000000
0.013744460167
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
0.02500000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505FP4
87000.00000000
PA
USD
92028.60000000
0.041634289111
Long
DBT
CORP
US
N
2
2024-06-20
Variable
0.05125000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
40000.00000000
PA
USD
42043.92000000
0.019020920894
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
0.03400000
N
N
N
N
N
N
ServiceMaster Global Holdings, Inc.
HZPA4EQ289DXC7NQGK91
ServiceMaster Company, LLC
817610AA6
220000.00000000
PA
USD
228250.00000000
0.103261665282
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.05125000
N
N
N
N
N
N
Sinclair Broadcast Group, Inc.
N/A
Diamond Sports Group, LLC
25277LAC0
230000.00000000
PA
USD
223675.00000000
0.101191907916
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.06625000
N
N
N
N
N
Verus Securitization Trust 2019-2
N/A
Verus Securitization Trust
92537GAC7
395584.20000000
PA
USD
397916.80000000
0.180019940467
Long
ABS-CBDO
CORP
US
N
2
2059-05-25
Variable
0.03345000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAU4
144000.00000000
PA
USD
146598.49000000
0.066322033757
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
0.02778000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBT9
110000.00000000
PA
USD
116050.00000000
0.052501714155
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
220000.00000000
PA
USD
232100.00000000
0.105003428311
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
160000.00000000
PA
USD
170800.00000000
0.077270941643
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05500000
N
N
N
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
Intel Corporation
458140AR1
35000.00000000
PA
USD
36101.02000000
0.016332317387
Long
DBT
CORP
US
N
2
2022-07-29
Fixed
0.03100000
N
N
N
N
N
N
Cinemark Holdings, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441AZ0
230000.00000000
PA
USD
233737.50000000
0.105744243105
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.04875000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDC2
55000.00000000
PA
USD
55207.20000000
0.024976067503
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
0.02050000
N
N
N
N
N
N
AMC Networks Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAD5
125000.00000000
PA
USD
127500.00000000
0.057681762643
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.05000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BFN5
69000.00000000
PA
USD
73243.44000000
0.033135770363
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.04125000
N
N
N
N
N
N
Myers Park Clo, Ltd.
N/A
Myers Park CLO, Ltd.
62848FAC6
425000.00000000
PA
USD
420240.85000000
0.190119474219
Long
ABS-O
CORP
KY
N
2
2030-10-20
Floating
0.03365900
N
N
N
N
N
N
SS&C EUROPEAN HOLDINGS SARL
N/A
SS&C Technologies Holdings Europe SARL, Term Loan
N/A
161575.54000000
PA
USD
162616.09000000
0.073568491807
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.04049400
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
933638AA6
79510.65600000
PA
USD
77360.39000000
0.034998303168
Long
ABS-CBDO
CORP
US
N
2
2047-01-25
Floating
0.02979480
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
06406RAA5
76000.00000000
PA
USD
77126.33000000
0.034892413024
Long
DBT
CORP
US
N
2
2022-02-07
Fixed
0.02600000
N
N
N
N
N
N
Nexstar Media Group, Inc.
5493006PK6I4I2OOT688
Nexstar Escrow Corporation
65343HAA9
100000.00000000
PA
USD
105380.00000000
0.047674542332
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
Harley Marine Financing Llc
5493005HW7HO5Y757M86
Harley Marine Financing, LLC
41284LAA2
260417.49000000
PA
USD
230469.48000000
0.104265771310
Long
ABS-O
CORP
US
N
2
2043-05-15
Fixed
0.05682000
N
N
N
N
N
N
Hainan Traffic Administration Holding Co., Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings, Ltd.
70014LAC4
18000.00000000
PA
USD
18846.00000000
0.008526043127
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
0.04500000
N
N
N
N
N
N
BlackRock, Inc.
549300YX74JNY54XCY80
iShares S&P U.S. Preferred Stock Index Fund
464288687
17525.00000000
NS
USD
658764.75000000
0.298029113315
Long
RF
US
N
1
N
N
N
G Holdings Inc.
54930064UHXCIUWVI755
Building Materials Corporation of America
120111BN8
175000.00000000
PA
USD
183968.75000000
0.083228562912
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.06000000
N
N
N
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corporation
23317HAA0
21000.00000000
PA
USD
21894.14000000
0.009905039896
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.04625000
N
N
N
N
N
N
Barings CLO Ltd. 2018-III
N/A
Babson CLO, Ltd.
06760PAJ0
650000.00000000
PA
USD
621741.25000000
0.281279460458
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
0.04865900
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAB7
45000.00000000
PA
USD
46620.00000000
0.021091166858
Long
DBT
CORP
US
N
2
2025-02-10
Variable
0.04950000
N
N
N
N
N
N
AIR MEDICAL GROUP HOLDINGS
N/A
Air Medical Group Holdings, Inc., Term Loan
N/A
1367100.00000000
PA
USD
1336121.51000000
0.604469363162
Long
DBT
CORP
US
N
2
2022-04-28
Floating
0.05035100
N
N
N
N
N
N
Rackspace Hosting, Inc.
549300QTYCKLMFSE8I97
Rackspace Hosting, Inc., Term Loan
N/A
1290238.36000000
PA
USD
1250279.68000000
0.565634005806
Long
DBT
CORP
US
N
2
2023-11-03
Floating
0.04902200
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJJ0
69000.00000000
PA
USD
71665.56000000
0.032421928013
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.03375000
N
N
N
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAE4
110000.00000000
PA
USD
112887.50000000
0.051070980238
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.05500000
N
N
N
N
N
N
CYXTERA DC HOLDINGS INC
N/A
Cyxtera DC Holdings, Inc., Term Loan
N/A
586962.50000000
PA
USD
516163.08000000
0.233515264832
Long
DBT
CORP
US
N
2
2024-05-01
Floating
0.04740000
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL
549300MQQ92LN1A0B514
Mallinckrodt International Finance SA, Term Loan
N/A
697774.02000000
PA
USD
564324.74000000
0.255303887896
Long
DBT
CORP
US
N
2
2025-02-24
Floating
0.04909200
N
N
N
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187AS8
40000.00000000
PA
USD
35200.00000000
0.015924690549
Long
DBT
CORP
US
N
2
2066-05-17
Floating
0.04261600
N
N
N
N
N
N
Columbia Cent Clo 27 Limited
549300066YASG4MIU864
Cent CLO, LP
19736RAJ0
875000.00000000
PA
USD
857655.75000000
0.388008591385
Long
ABS-O
CORP
KY
N
2
2028-10-25
Floating
0.04239600
N
N
N
N
N
N
Ameren Corporation
XRZQ5S7HYJFPHJ78L959
Ameren Corporation
023608AH5
40000.00000000
PA
USD
40311.23000000
0.018237041574
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02500000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
ChaseFlex Trust
16165TAE3
245537.91300000
PA
USD
242686.82000000
0.109792969004
Long
ABS-CBDO
CORP
US
N
2
2035-02-25
Fixed
0.06500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136A9XR4
2009541.28000000
PA
USD
143932.39000000
0.065115874170
Long
ABS-CBDO
USGSE
US
N
2
2027-11-25
Fixed
0.03000000
N
N
N
N
N
N
Nabors Industries Ltd.
549300VFQWRKICUFNU92
Nabors Industries, Inc.
62957HAF2
180000.00000000
PA
USD
162000.00000000
0.073289769006
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05750000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KV2
69000.00000000
PA
USD
69408.33000000
0.031400743659
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
0.02350000
N
N
N
N
N
N
Enagas, S.A.
N/A
Enagas SA
87470LAD3
355000.00000000
PA
USD
347900.00000000
0.157392040971
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MF5
105000.00000000
PA
USD
109201.11000000
0.049403235352
Long
DBT
CORP
US
N
2
2025-04-24
Variable
0.03352000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation
131347CM6
210000.00000000
PA
USD
211862.70000000
0.095847952741
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097AY7
34000.00000000
PA
USD
37412.15000000
0.016925480441
Long
DBT
CORP
GB
N
2
2023-06-10
Fixed
0.06100000
N
N
N
N
N
N
Reckitt Benckiser Group plc
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Company
582839AJ5
35000.00000000
PA
USD
35305.57000000
0.015972451049
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
0.03000000
N
N
N
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corporation, 5.875%
87161C709
425.00000000
NS
USD
11347.50000000
0.005133676875
Long
EP
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance, Inc.
035242AL0
34000.00000000
PA
USD
35199.85000000
0.015924622688
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03300000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAW7
34000.00000000
PA
USD
34018.43000000
0.015390141213
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.02500000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCR0
39000.00000000
PA
USD
41552.16000000
0.018798445729
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03700000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7C2
41000.00000000
PA
USD
41189.31000000
0.018634290218
Long
DBT
CORP
CA
N
2
2024-11-01
Fixed
0.02250000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc., Term Loan
N/A
962587.50000000
PA
USD
967053.91000000
0.437500973337
Long
DBT
CORP
US
N
2
2026-08-21
Floating
0.05299400
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887BV0
72000.00000000
PA
USD
74955.49000000
0.033910312023
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
0.03363000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BD5
36000.00000000
PA
USD
37517.80000000
0.016973277133
Long
DBT
CORP
JP
N
2
2024-03-07
Fixed
0.03407000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
N/A
GSAA Home Equity Trust
36242DNF6
76740.05000000
PA
USD
79363.62000000
0.035904576403
Long
ABS-CBDO
CORP
US
N
2
2034-08-25
Variable
0.04483600
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363RAA4
343058.34200000
PA
USD
327181.60000000
0.148018912883
Long
ABS-CBDO
CORP
US
N
2
2046-10-25
Floating
0.03119480
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
21685WDF1
74000.00000000
PA
USD
77331.79000000
0.034985364357
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
0.03950000
N
N
N
N
N
N
Caterpillar Inc.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corporation
14913Q2A6
62000.00000000
PA
USD
61970.82000000
0.028035969647
Long
DBT
CORP
US
N
2
2020-09-04
Fixed
0.01850000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN SA
549300PUNIS0USNSL750
Consolidated Energy Finance SA, Term Loan
N/A
315200.00000000
PA
USD
308896.00000000
0.139746398067
Long
DBT
CORP
US
N
3
2025-05-07
Floating
0.04547200
N
N
N
N
N
N
CEMEX, S.A.B. de C.V.
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BV4
220000.00000000
PA
USD
229900.00000000
0.104008135151
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
0.05450000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AAKZ7
1194781.96500000
PA
USD
81949.86000000
0.037074606848
Long
ABS-CBDO
USGSE
US
N
2
2027-12-25
Fixed
0.03000000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWC4
76000.00000000
PA
USD
76935.27000000
0.034805976337
Long
DBT
CORP
US
N
2
2022-04-26
Fixed
0.03000000
N
N
N
N
N
N
Allergan plc
6T6CAG8O6TSUTMO6BA21
Allergan, Inc.
018490AQ5
34000.00000000
PA
USD
34247.97000000
0.015493986482
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02800000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AV1
114000.00000000
PA
USD
115783.82000000
0.052381292731
Long
DBT
CORP
GB
N
2
2021-03-08
Fixed
0.03400000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - ACES
3136B6XA6
6993667.77000000
PA
USD
778833.73000000
0.352349038062
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
0.01467700
N
N
N
N
N
N
OZLM IX Ltd
N/A
OZLM IX, Ltd.
67109KBA1
550000.00000000
PA
USD
544595.15000000
0.246378103367
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.03515900
N
N
N
N
N
N
Fertitta Entertainment, Inc.
N/A
Landry's, Inc.
38113YAE9
120000.00000000
PA
USD
124200.00000000
0.056188822904
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.06750000
N
N
N
N
N
N
Wells Fargo & Company
N/A
Central Fidelity Capital Trust I
15346WAC4
175000.00000000
PA
USD
166250.00000000
0.075212494427
Long
DBT
CORP
US
N
2
2027-04-15
Floating
0.03000900
N
N
N
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAV3
18000.00000000
PA
USD
18624.67000000
0.008425912111
Long
DBT
CORP
KY
N
2
2022-03-01
Fixed
0.04250000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBC6
36000.00000000
PA
USD
39080.95000000
0.017680455543
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
0.04400000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP, 7.600%
29278N509
825.00000000
NS
USD
20889.00000000
0.009450308547
Long
EP
CORP
US
N
1
N
N
N
NORTHRIVER MIDSTREAM FIN
N/A
Grizzly Finco, Term Loan
N/A
513699.49000000
PA
USD
513915.24000000
0.232498328570
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.05348600
N
N
N
N
N
N
First Horizon National Corporation
N/A
First Horizon Alternative Mortgage Securities Trust
32051GPM1
84753.98000000
PA
USD
83647.26000000
0.037842520761
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Variable
0.04152400
N
N
N
N
N
N
Hainan Traffic Administration Holding Co., Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAD3
18000.00000000
PA
USD
19648.44000000
0.008889071783
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
0.05250000
N
N
N
N
N
N
AXA SA
549300FIBAKMNHPZ4009
AXA Equitable Holdings, Inc.
054561204
2775.00000000
NS
USD
72427.50000000
0.032766634226
Long
EP
CORP
US
N
1
N
N
N
Allergan plc
254900TUPGX2F5Y3AU71
Forest Laboratories, LLC
345838AE6
19000.00000000
PA
USD
19550.74000000
0.008844871719
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
0.04875000
N
N
N
N
N
N
JBS S.A.
N/A
JBS USA
46590XAB2
240000.00000000
PA
USD
257784.00000000
0.116623023540
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
Business Jet Securities LLC Series 2018-2
N/A
Business Jet Securities, LLC
12326RAA0
295048.37000000
PA
USD
299344.54000000
0.135425260431
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
0.04447000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I 2019-Npl1 LLC
N/A
Pretium Mortgage Credit Partners, LLC
74137YAA4
281793.08000000
PA
USD
282299.10000000
0.127713801418
Long
ABS-CBDO
CORP
US
N
2
2060-07-25
Variable
0.04213200
N
N
N
N
N
N
Glencore plc
5493005TTO0UJ33KCK70
Xstrata Finance Canada, Ltd.
98417EAK6
57000.00000000
PA
USD
59608.97000000
0.026967454580
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
0.04950000
N
N
N
N
N
N
Four Seasons Holdings Inc.
5493009FUVX8LHYY2202
Four Seasons Hotels, Ltd., Term Loan
N/A
485000.00000000
PA
USD
488094.30000000
0.220816780866
Long
DBT
CORP
US
N
2
2023-11-30
Floating
0.03799400
N
N
N
N
N
N
Kellogg Company
LONOZNOJYIBXOHXWDB86
Kellogg Company
487836BJ6
90000.00000000
PA
USD
92012.77000000
0.041627127524
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
0.03125000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833AS9
120000.00000000
PA
USD
127337.39000000
0.057608196907
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
0.03450000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Washington Mutual Mortgage Pass-Through Certificates
9393362K8
114608.02700000
PA
USD
113318.51000000
0.051265971741
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Fixed
0.06000000
N
N
N
N
N
N
Saxon Capital, Inc.
N/A
Saxon Asset Securities Trust
805564QB0
51602.07600000
PA
USD
50145.20000000
0.022685988424
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
0.0362378
N
N
N
N
N
N
Invesco Ltd.
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
20000.00000000
NS
USD
456400.00000000
0.206478089966
Long
RF
US
N
1
N
N
N
BLACKSTONE CQP HOLDCO LP
N/A
Blackstone CQP Holdco, LP, Term Loan
N/A
308450.00000000
PA
USD
309656.04000000
0.140090244710
Long
DBT
CORP
US
N
2
2024-09-30
Floating
0.05408000
N
N
N
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
State Street Corporation
857477BE2
41000.00000000
PA
USD
41141.03000000
0.018612448057
Long
DBT
CORP
US
N
2
2025-11-01
Variable
0.02354000
N
N
N
N
N
N
Enterprise Products Partners L.P.
5493004LGN656HWLDA30
Enterprise Products Operating, LLC
29379VBM4
105000.00000000
PA
USD
103687.50000000
0.046908845208
Long
DBT
CORP
US
N
2
2077-08-16
Variable
0.04875000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GGQ1
76000.00000000
PA
USD
79741.93000000
0.036075726110
Long
DBT
CORP
US
N
2
2021-07-27
Fixed
0.05250000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep NV
456837AE3
80000.00000000
PA
USD
80424.00000000
0.036384298657
Long
DBT
CORP
NL
N
2
2020-04-16
Variable
0.06000000
N
N
N
N
N
N
Peabody Energy Corporation
EJCO258LNNVSKAR2JX59
Peabody Energy Corporation, Term Loan
N/A
388087.50000000
PA
USD
339254.45000000
0.153480742437
Long
DBT
CORP
US
N
2
2025-03-31
Floating
0.04549400
N
N
N
N
N
N
Macquarie Group Limited
4ZHCHI4KYZG2WVRT8631
Macquarie Bank, Ltd.
556079AB7
93000.00000000
PA
USD
96255.00000000
0.043546337751
Long
DBT
CORP
AU
N
2
2027-03-08
Variable
0.06125000
N
N
N
N
N
N
Vodafone Group Plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBH2
51000.00000000
PA
USD
53906.10000000
0.024387442080
Long
DBT
CORP
GB
N
2
2024-01-16
Fixed
0.03750000
N
N
N
N
N
N
Palmer Square Loan Funding 2019-1 Ltd
N/A
Palmer Square Loan Funding, Ltd.
69700VAE9
250000.00000000
PA
USD
245967.75000000
0.111277281361
Long
ABS-O
CORP
KY
N
2
2027-04-20
Floating
0.04215900
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LR0
40000.00000000
PA
USD
40314.15000000
0.018238362599
Long
DBT
CORP
US
N
2
2022-10-27
Floating
0.02625600
N
N
N
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAF3
80000.00000000
PA
USD
64200.00000000
0.029044464013
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.05625000
N
N
N
N
N
N
H&E Equipment Services, Inc.
N/A
H&E Equipment Services, Inc.
404030AH1
220000.00000000
PA
USD
230450.00000000
0.104256958441
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.05625000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93362FAA1
15975.35000000
PA
USD
15424.64000000
0.006978199398
Long
ABS-CBDO
CORP
US
N
2
2046-08-25
Variable
0.03880300
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JH3
75000.00000000
PA
USD
75039.95000000
0.033948522233
Long
DBT
CORP
AU
N
2
2020-03-10
Fixed
0.02250000
N
N
N
N
N
N
Textron Inc.
4E8B2CNXPE5P5AY03O18
Textron Financial Corporation
883199AR2
200000.00000000
PA
USD
159000.00000000
0.071932551061
Long
DBT
CORP
US
N
2
2042-02-15
Floating
0.03644900
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BA7
76000.00000000
PA
USD
77213.31000000
0.034931763297
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02550000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
SunTrust Banks, Inc.
867914BK8
35000.00000000
PA
USD
35359.92000000
0.015997039314
Long
DBT
CORP
US
N
2
2021-03-03
Fixed
0.02900000
N
N
N
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
126694QG6
153805.02600000
PA
USD
151382.01000000
0.068486126818
Long
ABS-CBDO
CORP
US
N
2
2035-12-20
Variable
0.03855200
N
N
N
N
N
N
SBA SENIOR FINANCE II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II, LLC, Term Loan
N/A
413949.37000000
PA
USD
415158.10000000
0.187820007716
Long
DBT
CORP
US
N
2
2025-04-11
Floating
0.03550000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CH6
70000.00000000
PA
USD
72175.11000000
0.032652451480
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.03100000
N
N
N
N
N
N
Benefit Street Partners Clo IV Limited
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV, Ltd.
08180FAY7
250000.00000000
PA
USD
250041.75000000
0.113120383329
Long
ABS-O
CORP
KY
N
2
2029-01-20
Floating
0.03715900
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AU4
34000.00000000
PA
USD
34358.88000000
0.015544162830
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02500000
N
N
N
N
N
N
NATGASOLINE
549300OHXDYMQYZOWC24
Natgasoline, LLC, Term Loan
N/A
371250.00000000
PA
USD
372642.19000000
0.168585555723
Long
DBT
CORP
US
N
3
2025-11-14
Floating
0.05437500
N
N
N
N
N
N
Hilton Worldwide Holdings Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
230000.00000000
PA
USD
243663.15000000
0.110234666536
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
Sound Point CLO XXI, Ltd.
5493001O6AOY43J70E72
Sound Point CLO XXI, Ltd.
83613HAC1
700000.00000000
PA
USD
691041.40000000
0.312631262838
Long
ABS-O
CORP
KY
N
2
2031-10-26
Floating
0.03385600
N
N
N
N
N
N
American International Group, Inc.
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAD0
78000.00000000
PA
USD
78073.73000000
0.035321022451
Long
DBT
CORP
US
N
2
2020-07-02
Fixed
0.02150000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AS7
73000.00000000
PA
USD
74233.04000000
0.033583471322
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.02750000
N
N
N
N
N
N
CIT Group Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group, Inc.
125581GY8
220000.00000000
PA
USD
234850.00000000
0.106247544760
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
0.04750000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636AAS0
56000.00000000
PA
USD
58778.69000000
0.026591830941
Long
DBT
CORP
DK
N
2
2022-01-12
Fixed
0.05000000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WBM2
57000.00000000
PA
USD
56997.83000000
0.025786159225
Long
DBT
CORP
US
N
2
2020-02-14
Fixed
0.02000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc., Term Loan
N/A
191400.00000000
PA
USD
192194.31000000
0.086949855458
Long
DBT
CORP
US
N
2
2026-01-02
Floating
0.04000000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159JG2
57000.00000000
PA
USD
57983.95000000
0.026232285812
Long
DBT
CORP
CA
N
2
2022-03-07
Fixed
0.02700000
N
N
N
N
N
N
iHeartMedia, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBG1
170000.00000000
PA
USD
174250.00000000
0.078831742280
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
BHP Group
5493003NUVITP3TMY274
BHP Billiton Finance USA, Ltd.
055451AX6
75000.00000000
PA
USD
88062.75000000
0.039840114849
Long
DBT
CORP
AU
N
2
2075-10-19
Variable
0.06750000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887BZ4
38000.00000000
PA
USD
39203.44000000
0.017735870752
Long
DBT
CORP
US
N
2
2021-10-22
Fixed
0.03800000
N
N
N
N
N
N
BIG RIVER STEEL LLC
549300FDOTXSG1N4RG27
Big River Steel, LLC, Term Loan
N/A
332350.00000000
PA
USD
331519.13000000
0.149981237400
Long
DBT
CORP
US
N
2
2023-08-23
Floating
0.06944600
N
N
N
N
N
N
Cascades Inc.
N/A
Cascades USA, Inc.
14739LAA0
120000.00000000
PA
USD
123300.00000000
0.055781657521
Long
DBT
CORP
XX
N
2
2026-01-15
Fixed
0.05125000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAL3
40000.00000000
PA
USD
40429.38000000
0.018290493341
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.02875000
N
N
N
N
N
N
Mylan N.V.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BD8
34000.00000000
PA
USD
35978.44000000
0.016276861461
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
0.04200000
N
N
N
N
N
N
Simon Property Group, Inc.
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807DG9
35000.00000000
PA
USD
34800.01000000
0.015743732680
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.02000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAH6
75000.00000000
PA
USD
79138.10000000
0.035802549806
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
0.03900000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AL5
60000.00000000
PA
USD
62653.79000000
0.028344949360
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.04500000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38145GAF7
55000.00000000
PA
USD
55428.01000000
0.025075963267
Long
DBT
CORP
US
N
2
2021-11-15
Floating
0.03079900
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, Convertible, 7.500%
949746804
213.00000000
NS
USD
308850.00000000
0.139725587392
Long
EP
CORP
US
N
1
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC/ EMC Corporation
24703DAY7
54000.00000000
PA
USD
56529.25000000
0.025574170830
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG of New York
251526BR9
40000.00000000
PA
USD
40997.81000000
0.018547654473
Long
DBT
CORP
DE
N
2
2023-02-27
Fixed
0.03950000
N
N
N
N
N
N
Takeda Pharmaceutical Company Limited
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland Designated Activity Company
82481LAB5
74000.00000000
PA
USD
74401.48000000
0.033659674586
Long
DBT
CORP
IE
N
2
2021-09-23
Fixed
0.02400000
N
N
N
N
N
N
Nexstar Media Group, Inc.
5493006PK6I4I2OOT688
Nexstar Escrow Corporation
65341XAA6
73000.00000000
PA
USD
76102.50000000
0.034429226208
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.05625000
N
N
N
N
N
N
Brookfield Asset Management Inc.
N/A
Brookfield Property REIT, Inc.
11284DAA3
110000.00000000
PA
USD
116050.00000000
0.052501714155
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05750000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F030413
7252000.00000000
PA
USD
7429957.48000000
3.361357206399
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.03000000
N
N
N
N
N
N
The Southern Company
0RL818ELFOHP5JHOFU19
Alabama Power Company
010392FQ6
38000.00000000
PA
USD
38451.22000000
0.017395561924
Long
DBT
CORP
US
N
2
2022-03-30
Fixed
0.02450000
N
N
N
N
N
N
Allianz SE
549300535GECAFITZP67
AllianzGI NFJ Dividend Interest & Premium Strategy Fund
01883A107
6450.00000000
NS
USD
83850.00000000
0.037934241550
Long
RF
US
N
1
N
N
N
Capital One Financial Corporation
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
51000.00000000
PA
USD
52661.21000000
0.023824246398
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03375000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAN7
115000.00000000
PA
USD
122107.58000000
0.055242199581
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05875000
N
N
N
N
N
N
Legg Mason, Inc.
549300S7N70O2ERKYG47
Western Asset High Income Opportunity Fund, Inc.
95766K109
38821.00000000
NS
USD
196822.47000000
0.089043662725
Long
RF
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AQGC6
824633.80000000
PA
USD
54706.37000000
0.024749489015
Long
ABS-CBDO
USGSE
US
N
2
2027-05-15
Fixed
0.03000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
200000.00000000
PA
USD
223750.00000000
0.101225838365
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BQ9
105000.00000000
PA
USD
110118.75000000
0.049818381177
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.06375000
N
N
N
N
N
N
Energy Transfer LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations, LP
86765BAR0
35000.00000000
PA
USD
35835.39000000
0.016212144786
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
0.04400000
N
N
N
N
N
N
British American Tobacco p.l.c.
2138005GYEXN7XRHFA84
BAT Capital Corporation
05526DAV7
41000.00000000
PA
USD
41583.91000000
0.018812809619
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02764000
N
N
N
N
N
N
Credit Mortgage Pretium LLC, Series 2019-Cfl1
N/A
Pretium Mortgage Credit Partners, LLC
74142QAA4
581412.52000000
PA
USD
579318.80000000
0.262087290327
Long
ABS-O
CORP
US
N
2
2059-01-25
Variable
0.03721100
N
N
N
N
N
N
Citigroup Inc.
N/A
Citigroup Mortgage Loan Trust, Inc.
17311LAA9
486092.90200000
PA
USD
483387.55000000
0.218687419012
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Variable
0.04738400
N
N
N
N
N
N
BWAY CORP
549300DNGHXL0OMHW304
BWAY Holding Company, Term Loan
N/A
437920.49000000
PA
USD
436006.78000000
0.197252075255
Long
DBT
CORP
US
N
2
2024-04-03
Floating
0.05234300
N
N
N
N
N
N
Crown Holdings, Inc.
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Company, Inc.
228255AH8
170000.00000000
PA
USD
201875.00000000
0.091329457519
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.07375000
N
N
N
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAF2
62000.00000000
PA
USD
66723.59000000
0.030186151224
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.05500000
N
N
N
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAP6
62000.00000000
PA
USD
66272.63000000
0.029982134223
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
0.05000000
N
N
N
N
N
N
Discovery, Inc.
L2Z2MO2EQURH3BREWI15
Discovery Communications, LLC
25470DAQ2
75000.00000000
PA
USD
76392.82000000
0.034560568713
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
0.02950000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QCB2
36000.00000000
PA
USD
37665.49000000
0.017040092972
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
0.03250000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BC2
76000.00000000
PA
USD
79705.00000000
0.036059018757
Long
DBT
CORP
GB
N
2
2021-06-01
Variable
0.06875000
N
N
N
N
N
N
Frontier Communications Corporation
549300ZCZ76HYCS0H445
Frontier Communications Corporation
35906ABC1
200000.00000000
PA
USD
209000.00000000
0.094552850137
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.08000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA, Term Loan
N/A
258375.00000000
PA
USD
256168.48000000
0.115892152629
Long
DBT
CORP
FR
N
2
2025-07-31
Floating
0.04549400
N
N
N
N
N
N
JPMorgan Chase & Co. Series 2006-S1
N/A
J.P. Morgan Alternative Loan Trust
46627MER4
90015.71900000
PA
USD
73879.22000000
0.033423401038
Long
ABS-CBDO
CORP
US
N
2
2036-03-25
Fixed
0.06500000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBV2
76000.00000000
PA
USD
75795.26000000
0.034290228994
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.01625000
N
N
N
N
N
N
Cox Enterprises, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CA3
54000.00000000
PA
USD
54984.97000000
0.024875529321
Long
DBT
CORP
US
N
2
2023-06-30
Fixed
0.02950000
N
N
N
N
N
N
The Hartford Financial Services Group, Inc.
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc., 7.875%
416518504
1950.00000000
NS
USD
55360.50000000
0.025045421339
Long
EP
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BL7
52000.00000000
PA
USD
52684.91000000
0.023834968419
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
0.02623000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
02148JAQ0
43557.03180000
PA
USD
43767.45000000
0.019800656175
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Fixed
0.06000000
N
N
N
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAL4
220000.00000000
PA
USD
230725.00000000
0.104381370086
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
0.06000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc., Term Loan
N/A
788025.00000000
PA
USD
792209.41000000
0.358400275701
Long
DBT
CORP
US
N
2
2026-04-04
Floating
0.05049400
N
N
N
N
N
N
Cigna Corporation
5493003UA6VMND084504
Express Scripts Holding Company
30219GAE8
38000.00000000
PA
USD
39822.74000000
0.018016045776
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
0.04750000
N
N
N
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214DB6
75000.00000000
PA
USD
75672.13000000
0.034234524246
Long
DBT
CORP
AU
N
2
2021-08-19
Floating
0.02752600
N
N
N
N
N
N
Peabody Energy Corporation
EJCO258LNNVSKAR2JX59
Peabody Securities Finance Corporation
70457LAB0
170000.00000000
PA
USD
156400.00000000
0.070756295509
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
0.06375000
N
N
N
N
N
N
Aegon N.V.
KEIOKM01PSK5VZ5CCI74
Aegon Funding Corporation II, 5.100%
00775V104
1250.00000000
NS
USD
32437.50000000
0.014674919025
Long
EP
CORP
US
N
1
N
N
N
British American Tobacco p.l.c.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713AY2
34000.00000000
PA
USD
36839.07000000
0.016666215621
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04850000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAC7
81000.00000000
PA
USD
82273.55000000
0.037221046140
Long
DBT
CORP
GB
N
2
2022-01-11
Fixed
0.03000000
N
N
N
N
N
N
Huntington Bancshares Incorporated
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AJ3
55000.00000000
PA
USD
55672.62000000
0.025186626294
Long
DBT
CORP
US
N
2
2021-03-14
Fixed
0.03150000
N
N
N
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABA4
51000.00000000
PA
USD
51542.78000000
0.023318261976
Long
DBT
CORP
US
N
2
2022-06-20
Fixed
0.03000000
N
N
N
N
N
N
The Vanguard Group, Inc.
N/A
Vanguard Short-Term Corporate Bond ETF
92206C409
44525.00000000
NS
USD
3607860.75000000
1.632217783795
Long
RF
US
N
1
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BK6
81000.00000000
PA
USD
85992.20000000
0.038903385644
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
0.04269000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363NAA3
136426.39200000
PA
USD
133875.66000000
0.060566149364
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Variable
0.03686000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832QAD1
60000.00000000
PA
USD
61950.00000000
0.028026550555
Long
DBT
CORP
US
N
2
2024-09-01
Variable
0.04800000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MG3
84000.00000000
PA
USD
87990.00000000
0.039807202314
Long
DBT
CORP
US
N
2
2024-09-12
Variable
0.05000000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AJ6
30000.00000000
PA
USD
31110.00000000
0.014074350085
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
0.05250000
N
N
N
N
N
N
The Allstate Corporation
OBT0W1ED8G0NWVOLOJ77
Allstate Corporation, 5.100%
020002838
2400.00000000
NS
USD
62736.00000000
0.028382141656
Long
EP
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918BW3
76000.00000000
PA
USD
77043.92000000
0.034855130247
Long
DBT
CORP
US
N
2
2022-02-06
Fixed
0.02400000
N
N
N
N
N
N
Crown Castle International Corp. (REIT)
54930012H97VSM0I2R19
Crown Castle International Corporation
22822VAB7
40000.00000000
PA
USD
43782.70000000
0.019807555367
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.04450000
N
N
N
N
N
N
Simon Property Group, Inc.
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807CX3
60000.00000000
PA
USD
60460.80000000
0.027352827567
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
0.02500000
N
N
N
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAU9
170000.00000000
PA
USD
177440.90000000
0.080275324526
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05750000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AT1
82000.00000000
PA
USD
85007.50000000
0.038457901474
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
0.03455000
N
N
N
N
N
N
TRIANGLE RE 2019-1 Limited
N/A
Genworth Mortgage Insurance Corporation
89600TAA1
250000.00000000
PA
USD
250906.68000000
0.113511682835
Long
ABS-CBDO
CORP
US
N
2
2029-11-26
Floating
0.03692000
N
N
N
N
N
N
TC Energy Corporation
N/A
TransCanada Trust
89356BAB4
165000.00000000
PA
USD
177589.50000000
0.080342552055
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
0.05875000
N
N
N
N
N
N
Altice USA, Inc.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AU1
135000.00000000
PA
USD
142929.90000000
0.064662341698
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05500000
N
N
N
N
N
N
Digicel Group Limited
N/A
Digicel International Finance, Ltd., Term Loan
N/A
835091.25000000
PA
USD
742813.67000000
0.336053347463
Long
DBT
CORP
US
N
2
2024-05-27
Floating
0.05340000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136A66D1
924995.68000000
PA
USD
60975.81000000
0.027585821172
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
0.03000000
N
N
N
N
N
N
Plantronics, Inc.
5493006O3W5M472F6668
Plantronics, Inc., Term Loan
N/A
526184.55000000
PA
USD
513556.12000000
0.232335860534
Long
DBT
CORP
US
N
2
2025-07-02
Floating
0.04299400
N
N
N
N
N
N
OZLM Funding II Ltd
N/A
OZLM Funding II, Ltd.
67108BAY1
710000.00000000
PA
USD
705364.41000000
0.319111078236
Long
ABS-O
CORP
KY
N
2
2031-07-30
Floating
0.03435500
N
N
N
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385AW1
40000.00000000
PA
USD
40782.30000000
0.018450156460
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
0.02950000
N
N
N
N
N
N
Advanced Disposal Services, Inc.
549300ML1GEF4BKIM713
Advanced Disposal Services, Inc., Term Loan
N/A
576660.99000000
PA
USD
578390.97000000
0.261667534485
Long
DBT
CORP
US
N
2
2023-11-10
Floating
0.03852500
N
N
N
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
Nustar Logistics, LP, 8.734%
67059T204
3736.00000000
NS
USD
96314.08000000
0.043573065896
Long
EP
CORP
US
N
1
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AF6
80000.00000000
PA
USD
95315.20000000
0.043121166609
Long
DBT
CORP
GB
N
2
2037-05-21
Variable
0.06657000
N
N
N
N
N
N
MCDERMOTT INTERNATIONAL I
549300MSF84ZAB7RHN59
McDermott Technology (Americas), Inc., Term Loan
N/A
795825.00000000
PA
USD
463369.11000000
0.209630957016
Long
DBT
CORP
US
N
2
2025-05-10
Floating
0.06944600
N
N
N
N
N
N
Mohegan Tribe of Indians of Connecticut LLC
549300UB083Z2NRDHC48
Mohegan Gaming and Entertainment, Term Loan
N/A
524626.60000000
PA
USD
504764.24000000
0.228358361433
Long
DBT
CORP
US
N
2
2023-10-13
Floating
0.05799400
N
N
N
N
N
N
Riserva Clo Ltd.
549300640C8OB2I8SN35
Riserva CLO, Ltd.
76761RAQ2
375000.00000000
PA
USD
374823.00000000
0.169572167211
Long
ABS-O
CORP
KY
N
2
2028-10-18
Floating
0.03703300
N
N
N
N
N
N
Cintas Corporation
549300QVUQTTKMTE0G41
Cintas Corporation No. 2
17252MAM2
57000.00000000
PA
USD
58122.93000000
0.026295161195
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
0.02900000
N
N
N
N
N
N
Sound Point Clo X, Ltd.
5493004LEP80CTDZQ594
Sound Point CLO X, Ltd.
83609WAW0
375000.00000000
PA
USD
358774.50000000
0.162311729817
Long
ABS-O
CORP
KY
N
2
2028-01-20
Floating
0.04665900
N
N
N
N
N
N
IndyMac Bank MBS, Inc.
N/A
IndyMac INDX Mortgage Loan Trust
45661EAB0
122299.63500000
PA
USD
115248.11000000
0.052138934322
Long
ABS-CBDO
CORP
US
N
2
2046-04-25
Floating
0.02002000
N
N
N
N
N
N
TNS, Inc.
N/A
TNS, Inc., Term Loan
N/A
464656.49000000
PA
USD
450716.80000000
0.203906976292
Long
DBT
CORP
US
N
3
2022-08-14
Floating
0.05930000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AH9
39000.00000000
PA
USD
39188.19000000
0.017728971560
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02350000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912XAZ7
78000.00000000
PA
USD
78344.83000000
0.035443669713
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
0.02500000
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP BV/NXP Funding, LLC
62947QAZ1
51000.00000000
PA
USD
55581.27000000
0.025145299008
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
0.04875000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AR0
135000.00000000
PA
USD
139725.00000000
0.063212425768
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04750000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners, LP
494550BM7
76000.00000000
PA
USD
78348.61000000
0.035445379807
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03450000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Ultra 10-Yr. U.S. Treasury Note
N/A
-4.00000000
NC
USD
6705.84000000
0.003033762127
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2020-03-23
-569518.36
USD
6705.84
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XAF7
30000.00000000
PA
USD
30086.32000000
0.013611231129
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
0.02800000
N
N
N
N
N
N
Mr. Cooper Group Inc.
N/A
Long Beach Mortgage Loan Trust
542514HF4
303964.42000000
PA
USD
306623.35000000
0.138718237614
Long
ABS-CBDO
CORP
US
N
2
2034-09-25
Floating
0.03292000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334BT0
34000.00000000
PA
USD
35720.60000000
0.016160213103
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.03650000
N
N
N
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824CBE8
35000.00000000
PA
USD
34942.22000000
0.015808069335
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.02250000
N
N
N
N
N
N
Imperial Brands PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAA1
34000.00000000
PA
USD
34328.34000000
0.015530346351
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
0.03125000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCP9
37000.00000000
PA
USD
38353.86000000
0.017351515678
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
0.04200000
N
N
N
N
N
N
CBS RADIO INC
549300S5JUSXRHNCHD80
Entercom Media Corporation, Term Loan
N/A
380000.00000000
PA
USD
382375.00000000
0.172988737184
Long
DBT
CORP
US
N
2
2024-11-17
Floating
0.00000000
N
N
N
N
N
N
The Scotts Miracle-Gro Company
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Company
810186AQ9
130000.00000000
PA
USD
132886.00000000
0.060118421260
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04500000
N
N
N
N
N
N
College Avenue Student Loans 2017-A Llc
N/A
College Ave Student Loans, LLC
194204AA1
196292.23000000
PA
USD
195891.72000000
0.088622585858
Long
ABS-O
CORP
US
N
2
2046-11-26
Floating
0.03442000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDA4
34000.00000000
PA
USD
34249.72000000
0.015494778193
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
0.02715000
N
N
N
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AM1
205000.00000000
PA
USD
189625.00000000
0.085787484245
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.07500000
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC, Term Loan
N/A
1278702.80000000
PA
USD
1282538.91000000
0.580228274417
Long
DBT
CORP
US
N
2
2024-02-01
Floating
0.04799400
N
N
N
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Gas Partners, LP
958254AB0
39000.00000000
PA
USD
39960.21000000
0.018078238026
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.04000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDD8
64000.00000000
PA
USD
65290.88000000
0.029537984650
Long
DBT
CORP
US
N
2
2024-12-15
Variable
0.04650000
N
N
N
N
N
N
Radnor Re 2018-1 Limited
549300ED4YNDE7SVU538
Radnor RE, Ltd.
750496AA9
425691.39200000
PA
USD
425691.05000000
0.192585177299
Long
ABS-CBDO
CORP
BM
N
2
2028-03-25
Floating
0.03192000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JB32
76000.00000000
PA
USD
76281.44000000
0.034510179735
Long
DBT
CORP
US
N
2
2020-06-16
Fixed
0.02800000
N
N
N
N
N
N
Antler Mortgage Trust 2019-RTL 1
N/A
Antler Mortgage Trust
03720BAA6
350000.00000000
PA
USD
351651.79000000
0.159089373208
Long
ABS-CBDO
CORP
US
N
2
2022-06-27
Fixed
0.04458000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEP5
84000.00000000
PA
USD
85925.10000000
0.038873029202
Long
DBT
CORP
US
N
2
2025-05-15
Floating
0.03009900
N
N
N
N
N
N
The PNC Financial Services Group, Inc.
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475AV7
34000.00000000
PA
USD
35781.18000000
0.016187619857
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
0.03500000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CZ6
16000.00000000
PA
USD
16478.94000000
0.007455171025
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
0.04850000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LV1
81000.00000000
PA
USD
82648.53000000
0.037390689335
Long
DBT
CORP
US
N
2
2023-01-24
Variable
0.03142000
N
N
N
N
N
N
Outfront Media Inc.
N/A
Outfront Media Cap, LLC
69007TAC8
120000.00000000
PA
USD
122100.00000000
0.055238770343
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.04625000
N
N
N
N
N
N
The Kroger Co.
6CPEOKI6OYJ13Q6O7870
Kroger Company
501044DH1
38000.00000000
PA
USD
38721.65000000
0.017517906074
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
0.02800000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
2.00000000
NC
USD
-2239.80000000
-0.00101329891
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2020-03-23
259083.56
USD
-2239.8
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 15-Yr. Pass Through
3132CWC93
1509123.24400000
PA
USD
1568807.85000000
0.709738055197
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
0.03500000
N
N
N
N
N
N
Harley-Davidson, Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41283LAU9
54000.00000000
PA
USD
55731.92000000
0.025213453969
Long
DBT
CORP
US
N
2
2022-02-04
Fixed
0.04050000
N
N
N
N
N
N
Mylan N.V.
549300A0CD4KNFGIIS89
Mylan NV
62854AAM6
42000.00000000
PA
USD
42542.76000000
0.019246599094
Long
DBT
CORP
NL
N
2
2021-06-15
Fixed
0.03150000
N
N
N
N
N
N
Bank of America Corporation
N/A
Banc of America Mortgage Securities Trust
05949YAE8
381181.27500000
PA
USD
374566.18000000
0.169455980307
Long
ABS-CBDO
CORP
US
N
2
2036-05-25
Fixed
0.06000000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
N/A
Federal Home Loan Bank Discount Notes
313384RN1
400000.00000000
PA
USD
399899.33000000
0.180916848898
Long
STIV
USGSE
US
N
2
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
170000.00000000
PA
USD
179987.50000000
0.081427421599
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.04875000
N
N
N
N
N
N
BCP RAPTOR II LLC
254900ZZQV4TQNP45753
BCP Raptor II, LLC, Term Loan
N/A
154225.00000000
PA
USD
141887.00000000
0.064190527500
Long
DBT
CORP
US
N
2
2025-12-19
Floating
0.06549400
N
N
N
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP Group, Inc., Term Loan
N/A
613800.00000000
PA
USD
601781.80000000
0.272249685890
Long
DBT
CORP
US
N
2
2025-10-20
Floating
0.05049400
N
N
N
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation, 5.700%
7591EP704
2000.00000000
NS
USD
55780.00000000
0.025235205649
Long
EP
CORP
US
N
1
N
N
N
British American Tobacco p.l.c.
2138005GYEXN7XRHFA84
BAT Capital Corporation
05526DAZ8
59000.00000000
PA
USD
60298.01000000
0.027279180397
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03222000
N
N
N
N
N
N
The Guardian Life Insurance Company of America
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LAA1
40000.00000000
PA
USD
40046.64000000
0.018117339475
Long
DBT
CORP
US
N
2
2021-04-26
Fixed
0.02000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
225000.00000000
PA
USD
233707.50000000
0.105730670926
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04875000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397ZX4
33000.00000000
PA
USD
33655.63000000
0.015226008323
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04063000
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan
N/A
455117.42000000
PA
USD
433499.34000000
0.196117694401
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.06049400
N
N
N
N
N
N
Six Flags Entertainment Corporation
549300JYTDUAA4JQ3717
Six Flags Entertainment Corporation
83001AAB8
100000.00000000
PA
USD
103625.00000000
0.046880569835
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
0.04875000
N
N
N
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
Neptune Finco Corporation
64072TAA3
115000.00000000
PA
USD
128512.50000000
0.058139823700
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.10875000
N
N
N
N
N
N
Crown Castle International Corp. (REIT)
54930012H97VSM0I2R19
Crown Castle International Corporation
22822VAA9
35000.00000000
PA
USD
35470.40000000
0.016047021126
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
0.03400000
N
N
N
N
N
N
HCP ACQUISITION LLC
N/A
HCP Acquisition, LLC, Term Loan
N/A
592067.20000000
PA
USD
593547.37000000
0.268524380504
Long
DBT
CORP
US
N
2
2024-05-16
Floating
0.04799400
N
N
N
N
N
N
Murphy Oil Corporation
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AM4
120000.00000000
PA
USD
126000.00000000
0.057003153671
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Partners, LP
96950FAH7
54000.00000000
PA
USD
55499.58000000
0.025108341963
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
0.04000000
N
N
N
N
N
N
JBS S.A.
N/A
JBS USA, LLC
466112AR0
60000.00000000
PA
USD
62100.00000000
0.028094411452
Long
DBT
CORP
BR
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHR3
36000.00000000
PA
USD
37579.79000000
0.017001321780
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
Marvell Technology Group Ltd.
8DF36O58U3QIHUCGZB18
Marvell Technology Group, Ltd.
57385LAA6
42000.00000000
PA
USD
44325.65000000
0.020053189194
Long
DBT
CORP
BM
N
2
2023-06-22
Fixed
0.04200000
N
N
N
N
N
N
HCA Healthcare, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
320000.00000000
PA
USD
353865.60000000
0.160090914094
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05375000
N
N
N
N
N
N
CYXTERA DC HOLDINGS INC
N/A
Cyxtera DC Holdings, Inc., Term Loan
N/A
80000.00000000
PA
USD
48177.60000000
0.021795834415
Long
DBT
CORP
US
N
2
2025-05-01
Floating
0.08990000
N
N
N
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
59000.00000000
PA
USD
58815.13000000
0.026608316615
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
0.02450000
N
N
N
N
N
N
Public Service Enterprise Group Incorporated
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AN6
34000.00000000
PA
USD
34730.93000000
0.015712480475
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.02875000
N
N
N
N
N
N
Albertsons Investor Holdings LLC
N/A
Albertson's Companies, LLC
013093AB5
240000.00000000
PA
USD
251198.40000000
0.113643658708
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.06625000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
J.P. Morgan Mortgage Trust
46628LAG3
100437.08200000
PA
USD
90523.65000000
0.040953440729
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Variable
0.04088400
N
N
N
N
N
N
Simmons Foods, Inc.
5493002Z1TVWRIL6NM97
Simmons Foods, Inc.
82873LAA3
205000.00000000
PA
USD
206025.00000000
0.093206942342
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.05750000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F030611
12038000.00000000
PA
USD
12201139.58000000
5.519868527365
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.03000000
N
N
N
N
N
N
Eagle Re 2019-1 LTD
254900L82OLW9QTLJ788
Eagle Re, Ltd.
269822AB8
750000.00000000
PA
USD
751052.70000000
0.339780733917
Long
ABS-CBDO
CORP
BM
N
2
2029-04-25
Floating
0.03592000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBC3
40000.00000000
PA
USD
42800.00000000
0.019362976009
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.07000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
36000.00000000
PA
USD
37933.40000000
0.017161297059
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.03650000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan
N/A
461477.28000000
PA
USD
462727.88000000
0.209340860728
Long
DBT
CORP
US
N
2
2023-06-09
Floating
0.04299400
N
N
N
N
N
N
B&G Foods, Inc.
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508WAB1
180000.00000000
PA
USD
181800.00000000
0.082247407440
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05250000
N
N
N
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAB6
235000.00000000
PA
USD
247925.00000000
0.112162752968
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
0.06250000
N
N
N
N
N
N
Intelsat S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA, Term Loan
N/A
500000.00000000
PA
USD
500445.00000000
0.226404311422
Long
DBT
CORP
US
N
2
2023-11-27
Floating
0.05682000
N
N
N
N
N
N
CHS Inc.
XEIEFTLYDQ1MZ6TZV015
CHS, Inc., 7.100%
12542R506
5280.00000000
NS
USD
143827.20000000
0.065068285585
Long
EP
CORP
US
N
1
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
General Electric Capital Corporation
36962G6S8
81000.00000000
PA
USD
82711.37000000
0.037419118527
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
0.03100000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CP8
71000.00000000
PA
USD
71721.01000000
0.032447013924
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02700000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBR3
275000.00000000
PA
USD
289781.25000000
0.131098770832
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
Foundation Finance Trust 2017-1
549300RIQ1R4PTXR5G48
Foundation Finance Trust
35040UAA9
150370.62000000
PA
USD
151021.44000000
0.068323002793
Long
ABS-O
CORP
US
N
2
2033-07-15
Fixed
0.03300000
N
N
N
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAA0
17000.00000000
PA
USD
17060.75000000
0.007718385349
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02650000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAK9
59000.00000000
PA
USD
59717.67000000
0.027016631110
Long
DBT
CORP
GB
N
2
2023-03-17
Variable
0.02858000
N
N
N
N
N
N
SAS Rue La Boetie
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAA5
37000.00000000
PA
USD
37847.86000000
0.017122598251
Long
DBT
CORP
FR
N
2
2022-01-10
Fixed
0.03375000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower 1 US, LLC, Term Loan
N/A
626140.34000000
PA
USD
629790.74000000
0.284921097882
Long
DBT
CORP
US
N
2
2025-01-15
Floating
0.03514600
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Bear Stearns Adjustable Rate Mortgage Trust
07384MZX3
142865.92300000
PA
USD
143305.32000000
0.064832183951
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
0.03971200
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
135000.00000000
PA
USD
158625.00000000
0.071762898818
Long
DBT
CORP
FR
N
2
2025-09-29
Variable
0.08000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EH3
125000.00000000
PA
USD
138906.25000000
0.062842018370
Long
DBT
CORP
US
N
2
2024-09-05
Variable
0.06250000
N
N
N
N
N
N
LCPR LOAN FINANCING LLC
N/A
LCPR Loan Financing, LLC, Term Loan
N/A
965000.00000000
PA
USD
975856.25000000
0.441483204604
Long
DBT
CORP
US
N
2
2026-10-25
Floating
0.06739700
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc., Term Loan
N/A
635000.00000000
PA
USD
636987.55000000
0.288176977774
Long
DBT
CORP
US
N
2
2027-03-01
Floating
0.03549400
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Structured Asset Mortgage Investments, Inc.
86359LLZ0
180818.90300000
PA
USD
184889.82000000
0.083645260490
Long
ABS-CBDO
CORP
US
N
2
2035-12-25
Floating
0.02102000
N
N
N
N
N
N
FLEX ACQUISITION CO INC
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc. Term Loan
N/A
613770.31000000
PA
USD
608270.93000000
0.275185407117
Long
DBT
CORP
US
N
2
2025-06-29
Floating
0.05348600
N
N
N
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BM8
75000.00000000
PA
USD
77812.50000000
0.035202840437
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.06750000
N
N
N
N
N
N
2020-01-28
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Head of Fund Accounting & Assistant Treasurer