0001752724-21-042593.txt : 20210226
0001752724-21-042593.hdr.sgml : 20210226
20210226110056
ACCESSION NUMBER: 0001752724-21-042593
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210226
PERIOD START: 20201231
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: 21685218
BUSINESS ADDRESS:
STREET 1: 901 MARQUETTE AVENUE, SUITE 2500
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-3211
BUSINESS PHONE: 612-844-7190
MAIL ADDRESS:
STREET 1: 901 MARQUETTE AVENUE, SUITE 2500
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-3211
FORMER COMPANY:
FORMER CONFORMED NAME: LB SERIES FUND INC
DATE OF NAME CHANGE: 19950428
FORMER COMPANY:
FORMER CONFORMED NAME: LBVIP SERIES FUND INC/
DATE OF NAME CHANGE: 19940824
FORMER COMPANY:
FORMER CONFORMED NAME: LBVIP SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000790166
S000001437
Thrivent Limited Maturity Bond Portfolio
C000003844
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000790166
XXXXXXXX
S000001437
C000003844
Thrivent Series Funds, Inc.
811-04603
0000790166
549300VNHRP1O3O9AF57
901 Marquette Avenue
Suite 2500
Minneapolis
55402-3211
612-844-5168
THRIVENT LIMITED MATURITY BOND PORTFOLIO
S000001437
6VYVH6PNTVA8ZH23ET87
2020-12-31
2020-12-31
N
1316056205.30
172003180.39
1144053024.91
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
169642765.80000000
0.00000000
0.00000000
19745.62
USD
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12668AMF9
223139.63400000
PA
USD
207290.49000000
0.018118958255
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
0.05500000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875PAK7
1025000.00000000
PA
USD
1069600.83000000
0.093492242641
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02625000
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231GBH4
1100000.00000000
PA
USD
1203728.10000000
0.105216110948
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
0.02992000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
N/A
GSAA Home Equity Trust
36242DNF6
844140.54900000
PA
USD
901003.63000000
0.078755408218
Long
ABS-CBDO
CORP
US
N
2
2034-08-25
Variable
0.04554200
N
N
N
N
N
N
Owl Rock Technology Finance Corp.
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AE8
750000.00000000
PA
USD
753895.54000000
0.065896905439
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
0.03750000
N
N
N
N
N
N
Federation Nationale du Credit Agricole
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
935000.00000000
PA
USD
969588.95000000
0.084750350629
Long
DBT
CORP
FR
N
2
2026-06-16
Variable
0.01907000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Upjohn, Inc.
91533BAB6
700000.00000000
PA
USD
723373.78000000
0.063229043081
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
0.01650000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057CR3
550000.00000000
PA
USD
635250.00000000
0.055526272486
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.05875000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AJ2
1025000.00000000
PA
USD
1096075.78000000
0.095806379261
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02375000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Bear Stearns Adjustable Rate Mortgage Trust
073882AA0
560367.23800000
PA
USD
556024.06000000
0.048601249058
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Variable
0.04753200
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832QAE9
675000.00000000
PA
USD
742506.75000000
0.064901427978
Long
DBT
CORP
US
N
2
2025-09-01
Variable
0.04950000
N
N
N
N
N
N
Assurant CLO III, Ltd.
549300HKB0UTKU91DG08
Assurant CLO III, Ltd.
04624WAC1
4500000.00000000
PA
USD
4498137.00000000
0.393175569843
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.01448400
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
960000.00000000
PA
USD
1025637.54000000
0.089649475825
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
0.02819000
N
N
N
N
N
N
Chevron Corporation
N/A
Chevron Corporation
166764BV1
1275000.00000000
PA
USD
1301765.13000000
0.113785384213
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.01141000
N
N
N
N
N
N
JPMorgan MBS, Series 2006-R2
N/A
J.P. Morgan Alternative Loan Trust
46627MCU9
948030.07900000
PA
USD
887150.81000000
0.077544553502
Long
ABS-CBDO
CORP
US
N
2
2036-03-25
Variable
0.03682500
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EQ7
1400000.00000000
PA
USD
1497824.96000000
0.130922686919
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
0.02250000
N
N
N
N
N
N
Kilroy Realty Corporation
5493008CT3N3JR7P1552
Kilroy Realty, LP
49427RAL6
450000.00000000
PA
USD
504693.27000000
0.044114499853
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.04375000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CT0
2350000.00000000
PA
USD
2678281.96000000
0.234104705086
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04875000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes, TIPS
912828YL8
3146159.00100000
PA
USD
3372762.33000000
0.294808217500
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.00125000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGQ6
500000.00000000
PA
USD
519199.29000000
0.045382449824
Long
DBT
CORP
US
N
2
2023-07-21
Variable
0.02816000
N
N
N
N
N
N
Bunge Limited
549300QHC068L40NNM71
Bunge, Ltd. Finance Corporation
120568BB5
1100000.00000000
PA
USD
1136625.78000000
0.099350795395
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
0.01630000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EAC9
1500000.00000000
PA
USD
1668628.73000000
0.145852394396
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
0.04375000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
N/A
GSAA Home Equity Trust
36228F4K9
1025867.40100000
PA
USD
1094273.06000000
0.095648806145
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Floating
0.02098000
N
N
N
N
N
N
RCO V Mortgage LLC 2019-2
N/A
RCO Mortgage, LLC
74937DAA2
3917523.11500000
PA
USD
3922457.24000000
0.342856244823
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Variable
0.03474800
N
N
N
N
N
N
Capital One Financial Corporation
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
14042TCS4
1875000.00000000
PA
USD
1907140.61000000
0.166700368643
Long
DBT
CORP
US
N
2
2023-01-27
Variable
0.02014000
N
N
N
N
N
N
Volt LXXIX LLC
N/A
Vericrest Opportunity Loan Transferee
91834DAA0
2570456.33000000
PA
USD
2573748.06000000
0.224967549926
Long
ABS-O
CORP
US
N
2
2049-09-25
Variable
0.03351500
N
N
N
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAR2
1500000.00000000
PA
USD
1589383.62000000
0.138925695347
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
0.04400000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
06406RAN7
900000.00000000
PA
USD
940741.77000000
0.082228860858
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
0.01600000
N
N
N
N
N
N
Small Business Lending Trust 2020-A
N/A
Small Business Lending Trust
83165WAA4
864970.83000000
PA
USD
860292.46000000
0.075196904450
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.02620000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QCK2
1375000.00000000
PA
USD
1379837.83000000
0.120609604621
Long
DBT
CORP
CA
N
2
2025-09-11
Fixed
0.00750000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB (publ.)
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAN8
1155000.00000000
PA
USD
1156778.70000000
0.101112332629
Long
DBT
CORP
SE
N
2
2023-09-01
Fixed
0.00550000
N
N
N
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
45685EAG1
500000.00000000
PA
USD
530000.00000000
0.046326524073
Long
DBT
CORP
US
N
2
2053-05-15
Variable
0.05650000
N
N
N
N
N
N
National Australia Bank Limited
N7LGVZM7X4UQ66T7LT74
Bank of New Zealand
06407EAB1
875000.00000000
PA
USD
921569.81000000
0.080553067902
Long
DBT
CORP
NZ
N
2
2025-02-21
Fixed
0.02000000
N
N
N
N
N
N
Mylan N.V.
254900JOFV74IJ7H9933
Mylan NV
62854AAM6
975000.00000000
PA
USD
984421.72000000
0.086046861339
Long
DBT
CORP
NL
N
2
2021-06-15
Fixed
0.03150000
N
N
N
N
N
N
Skymiles Ip Ltd. & Delta Air Lines Inc.
N/A
Delta Air Lines, Inc.
830867AA5
2150000.00000000
PA
USD
2297695.22000000
0.200838175326
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
0.04500000
N
N
N
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
1140000.00000000
PA
USD
1168545.00000000
0.102140807686
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.01800000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust, LLC 2020-12
N/A
Preston Ridge Partners Mortgage Trust, LLC
693587AA5
3279598.73000000
PA
USD
3282041.38000000
0.286878432077
Long
ABS-O
CORP
US
N
2
2025-11-25
Variable
0.02363000
N
N
N
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAA0
875000.00000000
PA
USD
936850.26000000
0.081888709666
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02650000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
1900000.00000000
PA
USD
2211604.85000000
0.193313142122
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAZ7
1350000.00000000
PA
USD
1357816.19000000
0.118684725308
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
0.00631000
N
N
N
N
N
N
Upstart Securitization Trust 2019-3
N/A
Upstart Securitization Trust
91678WAA7
1845562.91000000
PA
USD
1861934.53000000
0.162748971372
Long
ABS-O
CORP
US
N
2
2030-01-21
Fixed
0.02684000
N
N
N
N
N
N
Sofi Professional Loan Program 2016-E Llc
549300E92LV3L3L4EW68
SoFi Professional Loan Program, LLC
78470RAA5
159025.90000000
PA
USD
158848.82000000
0.013884742799
Long
ABS-O
CORP
US
N
2
2039-07-25
Floating
0.00998000
N
N
N
N
N
N
Commonbond Student Loan Trust 2015-A
N/A
Commonbond Student Loan Trust
202679AA4
84963.22000000
PA
USD
85179.69000000
0.007445431998
Long
ABS-O
CORP
US
N
2
2032-06-25
Fixed
0.03200000
N
N
N
N
N
N
Tokyo Century Corporation
549300ODEK8HY3445C77
Aviation Capital Group, LLC
05369AAH4
950000.00000000
PA
USD
1051536.45000000
0.091913261632
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.05500000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAK1
920000.00000000
PA
USD
925359.38000000
0.080884308668
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00950000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDL2
930000.00000000
PA
USD
951516.50000000
0.083170664233
Long
DBT
CORP
US
N
2
2025-07-08
Fixed
0.01200000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887BA6
2050000.00000000
PA
USD
2095416.27000000
0.183157268446
Long
DBT
CORP
US
N
2
2021-11-08
Fixed
0.03125000
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076AW2
1900000.00000000
PA
USD
1900000.00000000
0.166076218377
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
0.04400000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2019-GS1
N/A
Legacy Mortgage Asset Trust
52473VAA8
2931849.71900000
PA
USD
2977424.15000000
0.260252285966
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Fixed
0.04000000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBW5
1900000.00000000
PA
USD
2069208.38000000
0.180866475149
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
0.03950000
N
N
N
N
N
N
Cox Enterprises, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CH8
1500000.00000000
PA
USD
1626061.22000000
0.142131630667
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03150000
N
N
N
N
N
N
Owl Rock Capital Partners LP
2549000BD79OOCPF2L94
Owl Rock Capital Corporation
69121KAE4
1000000.00000000
PA
USD
1013574.16000000
0.088595033440
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03400000
N
N
N
N
N
N
Csmc 2020-Rpl6 Trust
N/A
Credit Suisse Mortgage Trust
12656HAC8
3665672.12000000
PA
USD
3667081.94000000
0.320534263723
Long
ABS-CBDO
CORP
US
N
2
2059-03-25
Fixed
0.02687500
N
N
N
N
N
N
Banco Santander, S.A.
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAM7
925000.00000000
PA
USD
938743.83000000
0.082054223848
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
0.01532000
N
N
N
N
N
N
CNH Industrial N.V.
549300PNSJ5B81UMVO28
CNH Industrial Capital, LLC
12592BAK0
1020000.00000000
PA
USD
1049966.54000000
0.091776038097
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
0.01950000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAP7
667000.00000000
PA
USD
666999.96000000
0.058301490007
Long
DBT
CORP
US
N
2
2021-03-19
Floating
0.00988600
N
N
N
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AN6
700000.00000000
PA
USD
777676.56000000
0.067975569581
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.03844000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFS8
2600000.00000000
PA
USD
2619828.33000000
0.228995358865
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.00850000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AY6
1250000.00000000
PA
USD
1259161.51000000
0.110061464161
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.00875000
N
N
N
N
N
N
UBS Group AG
N/A
Master Asset Securitization Trust
55274QBN4
791921.03000000
PA
USD
182521.72000000
0.015953956331
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Floating
0.00648000
N
N
N
N
N
N
New York Life Insurance Company
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDL4
950000.00000000
PA
USD
999337.77000000
0.087350651433
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.02000000
N
N
N
N
N
N
The Williams Companies, Inc.
N/A
Transcontinental Gas Pipe Line Company, LLC
893574AH6
600000.00000000
PA
USD
786324.89000000
0.068731507445
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.07850000
N
N
N
N
N
N
Apidos CLO XXVI LLC
549300RV409NJP65MP20
Apidos CLO XXVI
03766GAC6
2250000.00000000
PA
USD
2249993.25000000
0.196668615965
Long
ABS-O
CORP
KY
N
2
2029-07-18
Floating
0.01567700
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AJ6
1420000.00000000
PA
USD
1475390.74000000
0.128961744593
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02950000
N
N
N
N
N
N
General Electric Company
549300XAGH9TOLX5XM67
GE Capital Funding, LLC
36166NAA1
875000.00000000
PA
USD
965750.08000000
0.084414800623
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03450000
N
N
N
N
N
N
Residential Funding Mortgage Securities I Inc.
N/A
Residential Funding Mortgage Security I Trust
74958DAH1
214377.79100000
PA
USD
200331.22000000
0.017510658652
Long
ABS-CBDO
CORP
US
N
2
2021-10-25
Fixed
0.05500000
N
N
N
N
N
N
KeyCorp
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M3A0
1250000.00000000
PA
USD
1251377.40000000
0.109381066502
Long
DBT
CORP
US
N
2
2024-01-03
Variable
0.00423000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBQ7
1600000.00000000
PA
USD
1610700.50000000
0.140788972620
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
0.01007000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BW3
990000.00000000
PA
USD
1093950.00000000
0.095620567944
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04875000
N
N
N
N
N
N
UBS Group AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674YA2
450000.00000000
PA
USD
457995.45000000
0.040032711773
Long
DBT
CORP
CH
N
2
2022-04-21
Fixed
0.01750000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
1800000.00000000
PA
USD
1953408.76000000
0.170744599897
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
0.04100000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAU1
1750000.00000000
PA
USD
1913816.12000000
0.167283865199
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.03850000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285Z9
17345000.00000000
PA
USD
18581508.75000000
1.624182476285
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.02500000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-C
N/A
Navient Student Loan Trust
63940JAB5
2016568.99000000
PA
USD
2016157.81000000
0.176229402492
Long
ABS-O
CORP
US
N
2
2066-07-26
Floating
0.00748000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
064058AH3
700000.00000000
PA
USD
771960.00000000
0.067475893441
Long
DBT
CORP
US
N
2
2025-09-20
Variable
0.04700000
N
N
N
N
N
N
THL Credit Wind River 2017-2 CLO Ltd.
254900O4MB1WR6URTC91
THL Credit Wind River CLO, Ltd.
88433RAC6
2500000.00000000
PA
USD
2499992.50000000
0.218520684405
Long
ABS-O
CORP
KY
N
2
2030-07-20
Floating
0.01448400
N
N
N
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
1250000.00000000
PA
USD
1321765.03000000
0.115533546192
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
0.02450000
N
N
N
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824CBC2
1750000.00000000
PA
USD
1786938.18000000
0.156193650214
Long
DBT
CORP
US
N
2
2021-10-05
Fixed
0.03500000
N
N
N
N
N
N
Sofi Consumer Loan Program 2019-2 Trust
N/A
SoFi Consumer Loan Program Trust
83406CAA7
1188761.20000000
PA
USD
1200726.56000000
0.104953750731
Long
ABS-O
CORP
US
N
2
2028-04-25
Fixed
0.03010000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCV9
2000000.00000000
PA
USD
2202998.68000000
0.192560889402
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03850000
N
N
N
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EJ8
945000.00000000
PA
USD
978121.99000000
0.085496211163
Long
DBT
CORP
AU
N
2
2023-01-13
Fixed
0.02000000
N
N
N
N
N
N
Cargill, Incorporated
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BL7
800000.00000000
PA
USD
819917.66000000
0.071667802291
Long
DBT
CORP
US
N
2
2023-07-23
Fixed
0.01375000
N
N
N
N
N
N
Banco Santander, S.A.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBB1
350000.00000000
PA
USD
382732.14000000
0.033454056032
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
0.03450000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAC0
1140000.00000000
PA
USD
1145618.81000000
0.100136862982
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.00550000
N
N
N
N
N
N
Preston Ridge Partners Mortgage
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359NAA9
837258.11000000
PA
USD
840332.52000000
0.073452235316
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Variable
0.03351000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAB9
1175000.00000000
PA
USD
1192712.55000000
0.104253257849
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
0.01200000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YE4
2575000.00000000
PA
USD
2670858.39000000
0.233455821701
Long
DBT
UST
US
N
2
2024-08-31
Fixed
0.01250000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2C6
1500000.00000000
PA
USD
1637310.92000000
0.143114950474
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
0.03750000
N
N
N
N
N
N
Nymt Loan Trust 2020-Sp2
N/A
New York Mortgage Trust
62955DAA4
2647761.40000000
PA
USD
2662580.92000000
0.232732300166
Long
ABS-CBDO
CORP
US
N
2
2060-10-25
Variable
0.02943900
N
N
N
N
N
N
Volt LXXXII LLC
N/A
Vericrest Opportunity Loan Transferee
91833HAB0
2500000.00000000
PA
USD
2495925.25000000
0.218165172037
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
0.04090000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT U.S. Long Bond
N/A
-64.00000000
NC
USD
20486.08000000
0.001790658260
N/A
DIR
CORP
US
N
1
Morgan Stanley & Co.
N/A
Ccm Futures, Llc
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
-11104486.08000000
USD
20486.08000000
N
N
N
Conns Receivables Funding 2020-A LLC
N/A
Conn's Receivables Funding
20825XAA6
2171724.49000000
PA
USD
2173739.42000000
0.190003380321
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
0.01710000
N
N
N
N
N
N
Invitation Homes 2018-SFR4
N/A
Invitation Homes Trust
46187XAA3
5011264.06090000
PA
USD
5048585.95000000
0.441289506698
Long
ABS-O
CORP
US
N
2
2038-01-17
Floating
0.01253000
N
N
N
N
N
N
OZLM VIII Ltd
N/A
OZLM VIII, Ltd.
67107FBC0
4067983.44000000
PA
USD
4063065.25000000
0.355146585126
Long
ABS-O
CORP
KY
N
2
2029-10-17
Floating
0.01387700
N
N
N
N
N
N
Marlette Funding Trust 2019-1
549300FK0U6W6777SM18
Marlette Funding Trust
57109XAA5
842043.01000000
PA
USD
848749.80000000
0.074187977438
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
0.03440000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537TAA3
1357415.56000000
PA
USD
1376331.82000000
0.120303149419
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
0.01977000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36259WAB7
1622823.02000000
PA
USD
1631373.19000000
0.142595942187
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
0.01791000
N
N
N
N
N
N
National Fuel Gas Company
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180BQ3
1370000.00000000
PA
USD
1579878.81000000
0.138094893820
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association Conventional 15-Yr. Pass Through
31398RXB6
13227.68000000
PA
USD
13247.41000000
0.001157936713
Long
ABS-CBDO
USGSE
US
N
2
2025-06-25
Fixed
0.02250000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5CX9
488709.11900000
PA
USD
516301.13000000
0.045129125902
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.03500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
3138EKPQ2
206589.52400000
PA
USD
212559.02000000
0.018579472749
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Floating
0.02595000
N
N
N
N
N
N
Citigroup Inc.
N/A
Citigroup Capital XIII, 6.584%
173080201
66000.00000000
NS
USD
1881000.00000000
0.164415456193
Long
EP
CORP
US
N
1
N
N
N
Cargill, Incorporated
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BG8
1000000.00000000
PA
USD
1060430.53000000
0.092690680144
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.03250000
N
N
N
N
N
N
Omnicom Group Inc.
N/A
Omnicom Group, Inc.
681919AZ9
1242000.00000000
PA
USD
1295345.73000000
0.113224273857
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
0.03625000
N
N
N
N
N
N
Bank of America Corporation
N/A
Merrill Lynch Mortgage Investors Trust
59020UMH5
224158.02200000
PA
USD
224091.58000000
0.019587516935
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Floating
0.01333000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0U43
3000000.00000000
PA
USD
3214289.19000000
0.280956312339
Long
DBT
USGSE
US
N
2
2023-09-12
Fixed
0.02875000
N
N
N
N
N
N
CBAM 2019-9 Limited
254900Q3N8LV0KJICN72
CBAM, Ltd.
14987VAA7
5000000.00000000
PA
USD
5000175.00000000
0.437057976433
Long
ABS-O
CORP
KY
N
2
2030-02-12
Floating
0.01516900
N
N
N
N
N
N
Hyundai Motor Company
549300MALMDAGL2ZJJ27
Hyundai Capital Services, Inc.
44920UAK4
1500000.00000000
PA
USD
1555420.11000000
0.135956994661
Long
DBT
CORP
KR
N
2
2022-08-29
Fixed
0.03000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AX1
1000000.00000000
PA
USD
1054583.73000000
0.092179619916
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.02750000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BV5
1100000.00000000
PA
USD
1256750.00000000
0.109850677602
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.04750000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 5-Yr. U.S. Treasury Note
N/A
-855.00000000
NC
USD
-309159.45000000
-0.02702317491
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-31
-107561111.85000100
USD
-309159.45000000
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXL3
1700000.00000000
PA
USD
1706813.69000000
0.149190085847
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.00627000
N
N
N
N
N
N
Credit Suisse Group AG
ANGGYXNX0JLX3X63JN86
Credit Suisse Group AG
22546DAA4
1500000.00000000
PA
USD
1687176.00000000
0.147473584114
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
0.06500000
N
N
N
N
N
N
NorthStar Education Funding I, LLC
25490059JOHYRUHEXW19
Northstar Education Finance, Inc.
66705EAA6
720591.38000000
PA
USD
722864.56000000
0.063184532907
Long
ABS-O
CORP
US
N
2
2031-12-26
Floating
0.00848000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385BC9
100000.00000000
PA
USD
99995.53000000
0.008740462882
Long
STIV
USGSE
US
N
2
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHW2
1900000.00000000
PA
USD
2025099.44000000
0.177010977280
Long
DBT
CORP
US
N
2
2025-10-22
Variable
0.02456000
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2020-2
N/A
Starwood Mortgage Residential Trust
85573DAA7
2300600.97000000
PA
USD
2342972.98000000
0.204795838041
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
0.02718000
N
N
N
N
N
N
LyondellBasell Industries N.V.
N/A
LYB International Finance III, LLC
50249AAF0
1100000.00000000
PA
USD
1119023.49000000
0.097812204997
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.01250000
N
N
N
N
N
N
Otis Worldwide Corporation
549300ZLBKR8VSU25153
Otis Worldwide Corporation
68902VAH0
1875000.00000000
PA
USD
1986821.79000000
0.173665183932
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
0.02056000
N
N
N
N
N
N
New Residential Investment Corp.
N/A
New Residential Mortgage, LLC
64829TAH4
2172330.60900000
PA
USD
2174836.61000000
0.190099284093
Long
ABS-CBDO
CORP
US
N
2
2054-07-25
Fixed
0.03790000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHR3
1000000.00000000
PA
USD
1088631.54000000
0.095155689141
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636AAY7
915000.00000000
PA
USD
919084.84000000
0.080335860313
Long
DBT
CORP
DK
N
2
2023-12-08
Variable
0.01171000
N
N
N
N
N
N
Starbucks Corporation
OQSJ1DU9TAOC51A47K68
Starbucks Corporation
855244AY5
900000.00000000
PA
USD
912566.57000000
0.079766107875
Long
DBT
CORP
US
N
2
2022-05-07
Fixed
0.01300000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
9650000.00000000
PA
USD
9616828.13000000
0.840592867691
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.00250000
N
N
N
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BH6
500000.00000000
PA
USD
518435.06000000
0.045315649599
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
0.01375000
N
N
N
N
N
N
The Depository Trust & Clearing Corporation
549300RYC9NELN2ICA34
National Securities Clearing Corporation
637639AA3
1350000.00000000
PA
USD
1376856.58000000
0.120349017923
Long
DBT
CORP
US
N
2
2023-04-23
Fixed
0.01200000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
06406RAM9
1885000.00000000
PA
USD
1943747.14000000
0.169900091838
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
0.01850000
N
N
N
N
N
N
Svenska Handelsbanken AB (publ)
549300UOX05QGUJJ5707
Stadshypotek AB
85235XAF2
2000000.00000000
PA
USD
2053749.38000000
0.179515226592
Long
DBT
CORP
SE
N
2
2022-04-05
Fixed
0.02500000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAP4
1890000.00000000
PA
USD
2018087.51000000
0.176398074744
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
0.02648000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HCA1
1500000.00000000
PA
USD
1642840.14000000
0.143598251499
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
0.03900000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust
682696AA7
3500000.00000000
PA
USD
3562737.50000000
0.311413668984
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
0.01750000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2H5
1890000.00000000
PA
USD
1998076.82000000
0.174648969627
Long
DBT
CORP
US
N
2
2025-10-30
Variable
0.02406000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BF1
1150000.00000000
PA
USD
1165100.82000000
0.101839756954
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.00900000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBK1
900000.00000000
PA
USD
950324.97000000
0.083066514340
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
Target Corporation
8WDDFXB5T1Z6J0XC1L66
Target Corporation
87612EBL9
940000.00000000
PA
USD
1007879.92000000
0.088097308258
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159TE6
1175000.00000000
PA
USD
1213402.28000000
0.106061716859
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
0.01950000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385BB1
100000.00000000
PA
USD
99995.72000000
0.008740479490
Long
STIV
USGSE
US
N
2
N
N
N
Simon Property Group, Inc.
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807CW5
1250000.00000000
PA
USD
1372602.98000000
0.119977216974
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03300000
N
N
N
N
N
N
Earnest Student Loan Program 2017-A LLC
549300RPRMBC4KSBJ337
Earnest Student Loan Program, LLC
27035BAB3
650059.32000000
PA
USD
659094.56000000
0.057610490567
Long
ABS-O
CORP
US
N
2
2041-01-25
Fixed
0.02650000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LH2
1500000.00000000
PA
USD
1513390.07000000
0.132283210397
Long
DBT
CORP
US
N
2
2022-04-25
Floating
0.01174700
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
General Electric Company
36962G7K4
795000.00000000
PA
USD
867591.92000000
0.075834939562
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03450000
N
N
N
N
N
N
Freed Abs Trust 2020-1
N/A
Freedom ABS Trust
35634TAA4
1310113.99000000
PA
USD
1319247.97000000
0.115313533662
Long
ABS-O
CORP
US
N
2
2027-03-18
Fixed
0.02520000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCV6
1420000.00000000
PA
USD
1516167.54000000
0.132525984983
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
0.02900000
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
255051.33100000
PA
USD
246224.28000000
0.021522103839
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Fixed
0.05500000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385CW4
600000.00000000
PA
USD
599902.50000000
0.052436599260
Long
STIV
USGSE
US
N
2
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022626
17000000.00000000
PA
USD
17886501.38000000
1.563432899572
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02500000
N
N
N
N
N
N
Deere & Company
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EVJ5
1100000.00000000
PA
USD
1105416.37000000
0.096622826558
Long
DBT
CORP
US
N
2
2023-10-10
Fixed
0.00400000
N
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CB0
925000.00000000
PA
USD
957217.96000000
0.083669020504
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01350000
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAV5
924000.00000000
PA
USD
1001445.87000000
0.087534917367
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.04250000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AGWK7
3000000.00000000
PA
USD
3142115.43000000
0.274647709641
Long
DBT
USGSE
US
N
2
2024-08-15
Fixed
0.01500000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CZ6
1575000.00000000
PA
USD
1621533.22000000
0.141735844816
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.01950000
N
N
N
N
N
N
Sofi Consumer Loan Program 2020-1 Trust
N/A
SoFi Consumer Loan Program Trust
83407AAA0
534718.83000000
PA
USD
540312.47000000
0.047227921978
Long
ABS-O
CORP
US
N
2
2029-01-25
Fixed
0.02020000
N
N
N
N
N
N
VEREIT, Inc.
5493005TQOUJE1LCS698
VEREIT Operating Partnership, LP
03879QAF1
200000.00000000
PA
USD
219927.65000000
0.019223553909
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
0.04600000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
1625000.00000000
PA
USD
1659006.08000000
0.145011292647
Long
DBT
CORP
NL
N
2
2026-06-24
Variable
0.01339000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EAS4
1000000.00000000
PA
USD
1030627.67000000
0.090085655783
Long
DBT
CORP
GB
N
2
2023-01-10
Fixed
0.03684000
N
N
N
N
N
N
Crown Castle International Corp. (REIT)
54930012H97VSM0I2R19
Crown Castle International Corporation
22822VAG6
1000000.00000000
PA
USD
1086268.08000000
0.094949102563
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.03200000
N
N
N
N
N
N
Gs Mortgage-Backed Securities Trust 2019-Sl1
N/A
GS Mortgage-Backed Securities Trust
36257EAA1
861165.05000000
PA
USD
875342.75000000
0.076512428265
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Variable
0.02625000
N
N
N
N
N
N
NextEra Energy, Inc.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Company
341081FZ5
1150000.00000000
PA
USD
1251252.29000000
0.109370130820
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02850000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAC1
1200000.00000000
PA
USD
1200599.08000000
0.104942607891
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.00500000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
549300AM6U7J7ZZI1G88
Mizuho Financial Group Cayman 3, Ltd.
60688UAB2
825000.00000000
PA
USD
908882.53000000
0.079444091332
Long
DBT
CORP
JP
N
2
2024-03-27
Fixed
0.04600000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank, Ltd.
86563VAQ2
1150000.00000000
PA
USD
1160302.62000000
0.101420353317
Long
DBT
CORP
JP
N
2
2023-09-12
Fixed
0.00800000
N
N
N
N
N
N
Upstart Securitization Trust 2020-1
N/A
Upstart Securitization Trust
91679UAA0
2363080.95000000
PA
USD
2381586.24000000
0.208170966567
Long
ABS-O
CORP
US
N
2
2030-04-22
Fixed
0.02322000
N
N
N
N
N
N
U.S. Bancorp
N/A
USB Realty Corporation
903312AA4
95000.00000000
PA
USD
71012.50000000
0.006207098661
Long
DBT
CORP
US
N
2
2022-01-15
Floating
0.01383900
N
N
N
N
N
N
Caterpillar Inc.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corporation
14913Q3C1
1420000.00000000
PA
USD
1465015.79000000
0.128054885403
Long
DBT
CORP
US
N
2
2022-11-18
Fixed
0.01950000
N
N
N
N
N
N
Bank Of The West Auto Trust 2017-1
549300N8XX93UD1PEO56
Bank of the West Auto Trust
064229AC1
573055.58000000
PA
USD
575434.39000000
0.050297877587
Long
ABS-O
CORP
US
N
2
2023-01-15
Fixed
0.02110000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
Australia and New Zealand Banking Group, Ltd.
052528AL0
1890000.00000000
PA
USD
1993725.05000000
0.174268587783
Long
DBT
CORP
AU
N
2
2030-07-22
Variable
0.02950000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AL5
1900000.00000000
PA
USD
1959090.00000000
0.171241188768
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.04500000
N
N
N
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corporation
320517AC9
1325000.00000000
PA
USD
1407699.40000000
0.123044943665
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.03550000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2R3
1525000.00000000
PA
USD
1566613.42000000
0.136935385501
Long
DBT
CORP
US
N
2
2024-06-02
Variable
0.01654000
N
N
N
N
N
N
Arkansas Student Loan Authority
N/A
Arkansas Student Loan Authority
041150DJ9
3524768.39700000
PA
USD
3539466.68000000
0.309379600677
Long
ABS-O
CORP
US
N
2
2043-11-25
Floating
0.01106500
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022618
14000000.00000000
PA
USD
14755763.12000000
1.289779651704
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBT6
1700000.00000000
PA
USD
1810234.14000000
0.158229915972
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 Conventional 30-Yr. Pass Through
01F020612
10600000.00000000
PA
USD
11009494.11000000
0.962323762123
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
Glencore plc
213800STG1QDNBY87K49
Glencore Funding, LLC
378272AP3
1500000.00000000
PA
USD
1556006.66000000
0.136008264138
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
0.03000000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159VK9
1050000.00000000
PA
USD
1080147.47000000
0.094414109003
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
0.01625000
N
N
N
N
N
N
Small Business Lending Trust 2019-A
N/A
Small Business Lending Trust
831645AA4
416406.36000000
PA
USD
415271.49000000
0.036298272978
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
0.02850000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AV1
1875000.00000000
PA
USD
2042441.79000000
0.178526846704
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03550000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VAJ9
1500000.00000000
PA
USD
1732259.42000000
0.151414259853
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.04875000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AS7
2000000.00000000
PA
USD
2147246.78000000
0.187687697444
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.02750000
N
N
N
N
N
N
Navient Corporation
549300WLW67V4O2Z6P70
SLM Student Loan Trust
78445XAA4
2532789.93400000
PA
USD
2464927.37000000
0.215455692728
Long
ABS-O
CORP
US
N
2
2025-03-25
Floating
0.00548000
N
N
N
N
N
N
Tvc Mortgage Trust 2020-Rtl1
N/A
TVC Mortgage Trust
90114YAA7
2800000.00000000
PA
USD
2827130.32000000
0.247115322318
Long
ABS-CBDO
CORP
US
N
2
2024-09-25
Fixed
0.03474000
N
N
N
N
N
N
Toorak Mortgage Corp 2019-1 Ltd
N/A
Toorak Mortgage Corporation
89052KAA3
5250000.00000000
PA
USD
5331145.58000000
0.465987630286
Long
ABS-CBDO
CORP
US
N
2
2022-03-25
Variable
0.04458300
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBX5
1250000.00000000
PA
USD
1423292.39000000
0.124407904092
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
0.04150000
N
N
N
N
N
N
McKesson Corporation
549300WZWOM80UCFSF54
McKesson Corporation
581557BQ7
1500000.00000000
PA
USD
1507574.79000000
0.131774905286
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.00900000
N
N
N
N
N
N
Volt LXXXIII LLC
N/A
Vericrest Opportunity Loan Transferee
92870EAB9
2000000.00000000
PA
USD
1996740.20000000
0.174532137630
Long
ABS-CBDO
CORP
US
N
2
2049-11-26
Variable
0.04090000
N
N
N
N
N
N
Reinsurance Group of America, Incorporated
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AL3
2000000.00000000
PA
USD
2209319.46000000
0.193113379528
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04700000
N
N
N
N
N
N
Toorak Mortgage corp 2019-2 LTD
N/A
Toorak Mortgage Corporation
89052LAA1
1500000.00000000
PA
USD
1522146.45000000
0.133048592753
Long
ABS-CBDO
CORP
US
N
2
2022-09-25
Fixed
0.03721000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAC5
3010000.00000000
PA
USD
3010352.74000000
0.263130525810
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.00125000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AU4
1250000.00000000
PA
USD
1334628.33000000
0.116657908413
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02500000
N
N
N
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corporation
101137AV9
1840000.00000000
PA
USD
1992888.36000000
0.174195453935
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.03450000
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAH8
800000.00000000
PA
USD
808029.98000000
0.070628717586
Long
DBT
CORP
ES
N
2
2023-04-12
Floating
0.01344100
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122DB1
2000000.00000000
PA
USD
2192397.72000000
0.191634275008
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03625000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAA0
1500000.00000000
PA
USD
1627639.35000000
0.142269572699
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04250000
N
N
N
N
N
N
VEREIT, Inc.
5493005TQOUJE1LCS698
VEREIT Operating Partnership, LP
92340LAD1
440000.00000000
PA
USD
506339.49000000
0.044258393533
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.04625000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GLZ5
1875000.00000000
PA
USD
1991283.81000000
0.174055202568
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
0.02250000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
1100000.00000000
PA
USD
1125009.42000000
0.098335426374
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
0.02129000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAR9
1000000.00000000
PA
USD
1028481.66000000
0.089898076191
Long
DBT
CORP
US
N
2
2022-05-09
Fixed
0.02700000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
1000000.00000000
PA
USD
1016664.58000000
0.088865162528
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
0.01589000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CY4
1900000.00000000
PA
USD
2021642.50000000
0.176708811216
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
0.02375000
N
N
N
N
N
N
New Hampshire Higher Education Loan Corp
254900HSRKF2XFNCHT93
New Hampshire Higher Education Loan Corporation
644622AC6
3861385.61000000
PA
USD
3938329.51000000
0.344243616707
Long
ABS-O
CORP
US
N
2
2060-09-25
Floating
0.01348000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AM1
350000.00000000
PA
USD
400210.15000000
0.034981783299
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
0.04582000
N
N
N
N
N
N
Verus Securitization Trust 2017-1
N/A
Verus Securitization Trust
92537HAA9
2755338.55400000
PA
USD
2830383.23000000
0.247399654419
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
0.02913000
N
N
N
N
N
N
Textron Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203BV2
2000000.00000000
PA
USD
2197033.78000000
0.192039506225
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.03875000
N
N
N
N
N
N
Marvell Technology Group Ltd.
8DF36O58U3QIHUCGZB18
Marvell Technology Group, Ltd.
57385LAA6
1000000.00000000
PA
USD
1082092.29000000
0.094584102872
Long
DBT
CORP
BM
N
2
2023-06-22
Fixed
0.04200000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VBK5
500000.00000000
PA
USD
525110.03000000
0.045899098954
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.03500000
N
N
N
N
N
N
HCA Healthcare, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AG0
2000000.00000000
PA
USD
2197500.00000000
0.192080257833
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.05875000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AG4
925000.00000000
PA
USD
1043196.50000000
0.091184278812
Long
DBT
CORP
GB
N
2
2024-06-27
Variable
0.07500000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CV0
1320000.00000000
PA
USD
1387191.08000000
0.121252341438
Long
DBT
CORP
US
N
2
2025-02-21
Fixed
0.01900000
N
N
N
N
N
N
TRIANGLE RE 2019-1 Limited
N/A
Genworth Mortgage Insurance Corporation
89600TAA1
2000000.00000000
PA
USD
1995228.00000000
0.174399958442
Long
ABS-CBDO
CORP
US
N
2
2029-11-26
Floating
0.02048000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Y79
2000000.00000000
PA
USD
2232109.38000000
0.195105413070
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.02875000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAM3
1825000.00000000
PA
USD
1927656.25000000
0.168493610700
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE Energy Company
233331AW7
1500000.00000000
PA
USD
1597970.63000000
0.139676273320
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.02529000
N
N
N
N
N
N
Upstart Securitization Trust 2019-2
549300PN2KS41LBX8D66
Upstart Securitization Trust
916780AA7
1218482.09000000
PA
USD
1226432.81000000
0.107200696409
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
0.02897000
N
N
N
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AW4
1911000.00000000
PA
USD
2478329.77000000
0.216627176891
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09500000
N
N
N
N
N
N
Peachtree Corners Funding Trust
N/A
Peachtree Corners Funding Trust
70466WAA7
1375000.00000000
PA
USD
1524344.81000000
0.133240748182
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03976000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300C89ZJ5IWOT1F21
Whitebox CLO II, Ltd.
96466CAC2
2250000.00000000
PA
USD
2261382.75000000
0.197664155485
Long
ABS-O
CORP
KY
N
2
2031-10-24
Floating
0.02191660
N
N
N
N
N
N
Truist Financial Corporation
JJKC32MCHWDI71265Z06
Branch Banking and Trust Company
07330NAT2
1800000.00000000
PA
USD
1907357.78000000
0.166719351155
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
0.02150000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAV3
1250000.00000000
PA
USD
1305383.88000000
0.114101693853
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.02250000
N
N
N
N
N
N
Toorak Mortgage Corp 2018-1 Ltd
N/A
Toorak Mortgage Corporation
89051QAA1
2480423.83000000
PA
USD
2485993.62000000
0.217297062799
Long
ABS-CBDO
CORP
US
N
2
2021-08-25
Variable
0.04335600
N
N
N
N
N
N
Fox Corporation
549300DDU6FDRBIELS05
Fox Corporation
35137LAM7
940000.00000000
PA
USD
1028219.86000000
0.089875192636
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
0.03050000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corporation
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
637432MT9
1150000.00000000
PA
USD
1210375.00000000
0.105797106746
Long
DBT
CORP
US
N
2
2043-04-30
Variable
0.04750000
N
N
N
N
N
N
Cenovus Energy Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAS8
2000000.00000000
PA
USD
2254480.34000000
0.197060825933
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.05375000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BR3
1050000.00000000
PA
USD
1094053.28000000
0.095629595497
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
0.02497000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 2-Yr. U.S. Treasury Note
N/A
398.00000000
NC
USD
95165.78000000
0.008318301505
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-31
87853505.10000000
USD
95165.78000000
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAR2
22645000.00000000
PA
USD
22647653.77000000
1.979598259598
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.00125000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BE0
1000000.00000000
PA
USD
1038220.00000000
0.090749290233
Long
DBT
CORP
GB
N
2
2023-05-15
Variable
0.03498000
N
N
N
N
N
N
Radnor Re 2018-1 Limited
549300ED4YNDE7SVU538
Radnor RE, Ltd.
750496AA9
176634.43400000
PA
USD
176609.40000000
0.015437169095
Long
ABS-CBDO
CORP
BM
N
2
2028-03-25
Floating
0.01548000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WHH9
1500000.00000000
PA
USD
1626679.31000000
0.142185657009
Long
DBT
CORP
CA
N
2
2024-02-05
Fixed
0.03300000
N
N
N
N
N
N
Marathon Oil Corporation
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849AK2
340000.00000000
PA
USD
349464.69000000
0.030546196932
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.02800000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corporation
14913R2F3
925000.00000000
PA
USD
928498.99000000
0.081158737382
Long
DBT
CORP
US
N
2
2023-09-14
Fixed
0.00450000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385AM8
600000.00000000
PA
USD
599990.66000000
0.052444305197
Long
STIV
USGSE
US
N
2
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAQ8
1375000.00000000
PA
USD
1440930.48000000
0.125949623717
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
0.03150000
N
N
N
N
N
N
Verus Securitization Trust 2019-1
N/A
Verus Securitization Trust
92537DAA8
1862221.00200000
PA
USD
1871825.78000000
0.163613551054
Long
ABS-CBDO
CORP
US
N
2
2059-02-25
Variable
0.03836000
N
N
N
N
N
N
Credit Suisse Group AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2B6
675000.00000000
PA
USD
696819.40000000
0.060907963602
Long
DBT
CORP
CH
N
2
2022-04-08
Fixed
0.02800000
N
N
N
N
N
N
W.W. Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802AE4
875000.00000000
PA
USD
921396.95000000
0.080537958463
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.01850000
N
N
N
N
N
N
Public Service Enterprise Group Incorporated
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AN6
2000000.00000000
PA
USD
2152812.98000000
0.188174230837
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.02875000
N
N
N
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Partners, LP
96949LAA3
1325000.00000000
PA
USD
1367941.18000000
0.119569735861
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.03600000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
Northrop Grumman Corporation
666807BQ4
2000000.00000000
PA
USD
2077182.46000000
0.181563477808
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
0.02550000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137BCBV9
1184097.95000000
PA
USD
1202545.49000000
0.105112740739
Long
ABS-CBDO
USGSE
US
N
2
2040-08-15
Fixed
0.03000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Ultra Long Term U.S. Treasury Bond
N/A
-7.00000000
NC
USD
-26925.99000000
-0.00235356136
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
-1468011.51000000
USD
-26925.99000000
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DQ7
1050000.00000000
PA
USD
1128518.48000000
0.098642148172
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
0.02500000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAT8
800000.00000000
PA
USD
880908.82000000
0.076998950295
Long
DBT
CORP
BM
N
2
2025-08-11
Fixed
0.05250000
N
N
N
N
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364GAM5
870000.00000000
PA
USD
869512.43000000
0.076002808529
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.00900000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BH0
1975000.00000000
PA
USD
2146468.59000000
0.187619676996
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
0.04750000
N
N
N
N
N
N
Genesis Private Label Amortiza
N/A
Genesis Private Label Amortizing Trust
37187PAA9
2412685.92000000
PA
USD
2416728.86000000
0.211242731532
Long
ABS-O
CORP
US
N
2
2030-07-20
Fixed
0.02080000
N
N
N
N
N
N
Dell Technologies Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AB1
1000000.00000000
PA
USD
1037320.73000000
0.090670686359
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
0.02950000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703DBB6
340000.00000000
PA
USD
408348.06000000
0.035693106098
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05850000
N
N
N
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAW1
1250000.00000000
PA
USD
1300204.84000000
0.113649001548
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.03497000
N
N
N
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
Nucor Corporation
670346AR6
800000.00000000
PA
USD
847046.41000000
0.074039086611
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.02000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
600000.00000000
PA
USD
601367.87000000
0.052564685106
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.00560000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAL5
450000.00000000
PA
USD
484706.61000000
0.042367495163
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
State Street Corporation
857477BL6
250000.00000000
PA
USD
258009.69000000
0.022552249273
Long
DBT
CORP
US
N
2
2023-03-30
Variable
0.02825000
N
N
N
N
N
N
BCC Funding XIV LLC, Series 2018-1
549300UOGJDZQ0HU5P22
BCC Funding XIV, LLC
055377AB1
72413.93000000
PA
USD
72501.21000000
0.006337224623
Long
ABS-O
CORP
US
N
2
2023-06-20
Fixed
0.02960000
N
N
N
N
N
N
Panasonic Corporation
254900GE1G59KGWPHX32
Panasonic Corporation
69832AAA4
1000000.00000000
PA
USD
1027931.13000000
0.089849955169
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
3136AQLS7
37773.62000000
PA
USD
37769.94000000
0.003301415159
Long
ABS-CBDO
USGSE
US
N
2
2041-01-25
Fixed
0.03000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HKK5
1250000.00000000
PA
USD
1245887.50000000
0.108901202380
Long
DBT
CORP
US
N
2
2021-05-01
Floating
0.04014400
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAG0
1250000.00000000
PA
USD
1284375.00000000
0.112265338409
Long
DBT
CORP
US
N
2
2023-06-15
Variable
0.05650000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
1485000.00000000
PA
USD
1640551.34000000
0.143398190842
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
Neuberger Berman CLO XVII, Ltd.
549300XVEYZNG956Y145
Neuberger Berman CLO, Ltd.
64129UBS3
3000000.00000000
PA
USD
2992419.00000000
0.261562963852
Long
ABS-O
CORP
KY
N
2
2029-04-22
Floating
0.01245800
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AE6
1250000.00000000
PA
USD
1356185.00000000
0.118542145378
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.03650000
N
N
N
N
N
N
OneMain Financial Issuance Trust 2020-1
N/A
OneMain Financial Issuance Trust
68269LAA4
860000.00000000
PA
USD
907020.33000000
0.079281319156
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
0.03840000
N
N
N
N
N
N
Toorak Mortgage Corp. 2020-1 Ltd.
N/A
Toorak Mortgage Corporation
89052WAA7
2500000.00000000
PA
USD
2506380.25000000
0.219079028281
Long
ABS-CBDO
CORP
US
N
2
2023-03-25
Variable
0.02734300
N
N
N
N
N
N
Alibaba Group Holding Limited
5493001NTNQJDH60PM02
Alibaba Group Holding, Ltd.
01609WAS1
500000.00000000
PA
USD
525964.49000000
0.045973786052
Long
DBT
CORP
KY
N
2
2023-06-06
Fixed
0.02800000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAZ2
1500000.00000000
PA
USD
1584209.25000000
0.138473411241
Long
DBT
CORP
JP
N
2
2025-09-13
Variable
0.02555000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CA8
1750000.00000000
PA
USD
1958210.21000000
0.171164287612
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.04300000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJG5
1125000.00000000
PA
USD
1137038.55000000
0.099386875017
Long
DBT
CORP
US
N
2
2025-09-25
Variable
0.00981000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAD7
1000000.00000000
PA
USD
1043313.55000000
0.091194509981
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
0.03300000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBH8
800000.00000000
PA
USD
840150.30000000
0.073436307732
Long
DBT
CORP
US
N
2
2026-03-13
Variable
0.02005000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-C
N/A
Navient Private Education Loan Trust
63940YAA4
336472.00000000
PA
USD
337263.55000000
0.029479713147
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
0.02820000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBM0
1900000.00000000
PA
USD
1969756.01000000
0.172173489087
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.02300000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BA7
1263000.00000000
PA
USD
1296962.16000000
0.113365563637
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02550000
N
N
N
N
N
N
BP PLC
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAD2
1000000.00000000
PA
USD
1092687.57000000
0.095510220785
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
0.03790000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BJ7
2000000.00000000
PA
USD
2067041.68000000
0.180677087074
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
0.03262000
N
N
N
N
N
N
Wells Fargo & Company
N/A
Wachovia Asset Securitization, Inc.
92976YAA0
353486.00500000
PA
USD
324374.95000000
0.028353139490
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Floating
0.00288000
N
N
N
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187BD0
1000000.00000000
PA
USD
1090702.12000000
0.095336675508
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.04000000
N
N
N
N
N
N
Banco Santander, S.A.
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA
05969BAD5
320000.00000000
PA
USD
367635.20000000
0.032134454609
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
0.05375000
N
N
N
N
N
N
Fox Corporation
549300DDU6FDRBIELS05
Fox Corporation
35137LAF2
1000000.00000000
PA
USD
1034914.28000000
0.090460342087
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
0.03666000
N
N
N
N
N
N
Novartis AG
5493002KF87V5RSRQS84
Novartis Capital Corporation
66989HAP3
2100000.00000000
PA
USD
2202610.31000000
0.192526942549
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
0.01750000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571900BB4
1150000.00000000
PA
USD
1225810.56000000
0.107146306448
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03600000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAM6
1150000.00000000
PA
USD
1157766.07000000
0.101198637195
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.00700000
N
N
N
N
N
N
Nissan Motor Co., Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Company, Ltd.
654744AA9
675000.00000000
PA
USD
705727.71000000
0.061686625937
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
0.03043000
N
N
N
N
N
N
Oaktown Re II Ltd - Series 2018-1
254900KOPN6EP9T3LD85
Oaktown Re II, Ltd.
67400CAA6
206553.22500000
PA
USD
206183.87000000
0.018022230221
Long
ABS-CBDO
CORP
BM
N
2
2028-07-25
Floating
0.01698000
N
N
N
N
N
N
Aimco
549300VLRW0CEQ83RF89
Aimco CLO 11, Ltd.
00140NAA8
5000000.00000000
PA
USD
5005875.00000000
0.437556205088
Long
ABS-O
CORP
KY
N
2
2031-10-15
Floating
0.01604610
N
N
N
N
N
N
Wind River 2020-1 CLO Ltd.
N/A
THL Credit Wind River CLO, Ltd.
973142AA0
1500000.00000000
PA
USD
1505940.00000000
0.131632010685
Long
ABS-O
CORP
KY
N
2
2033-10-20
Floating
0.01652200
N
N
N
N
N
N
Bank of America Corporation
N/A
Mortgage Equity Conversion Asset Trust
61910AAA6
2436239.95000000
PA
USD
2349563.65000000
0.205371918857
Long
ABS-CBDO
CORP
US
N
2
2042-01-25
Floating
0.00580000
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
N/A
Penske Truck Leasing Company, LP
709599BD5
750000.00000000
PA
USD
761571.51000000
0.066567850739
Long
DBT
CORP
US
N
2
2021-07-29
Fixed
0.03650000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBT2
2500000.00000000
PA
USD
2527671.75000000
0.220940087125
Long
DBT
CORP
US
N
2
2026-11-19
Variable
0.01045000
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122DT2
1300000.00000000
PA
USD
1302250.40000000
0.113827800953
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.00537000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Whole Loan Securities Trust
3137G1BW6
51638.12100000
PA
USD
51566.82000000
0.004507380241
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
0.03500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5DP5
553644.10000000
PA
USD
585136.05000000
0.051145885484
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03500000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
1750000.00000000
PA
USD
1769015.13000000
0.154627022653
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.01841000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AB4
1375000.00000000
PA
USD
1388201.27000000
0.121340640667
Long
DBT
CORP
CH
N
2
2024-07-30
Variable
0.01008000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
1400000.00000000
PA
USD
1411120.23000000
0.123343953407
Long
DBT
CORP
FR
N
2
2026-12-14
Variable
0.01488000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
1839740.00000000
PA
USD
1839740.00000000
0.160808979998
Long
STIV
PF
US
N
2
N
N
Fortis Inc.
549300HTO5U9D3SLE207
ITC Holdings Corporation
465685AM7
1500000.00000000
PA
USD
1560861.39000000
0.136432608980
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.02700000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BL3
775000.00000000
PA
USD
823558.65000000
0.071986055896
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.02400000
N
N
N
N
N
N
Sofi Consumer Loan Program 2017-3 Llc
N/A
SoFi Consumer Loan Program, LLC
83404JAA4
95063.36700000
PA
USD
95341.93000000
0.008333698519
Long
ABS-O
CORP
US
N
2
2026-05-25
Fixed
0.02770000
N
N
N
N
N
N
Comcast Corporation
2138003TS48MQKF4BZ29
British Sky Broadcasting Group plc
111013AL2
1503000.00000000
PA
USD
1672993.55000000
0.146233916922
Long
DBT
CORP
GB
N
2
2024-09-16
Fixed
0.03750000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDM1
1000000.00000000
PA
USD
1094067.60000000
0.095630847187
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.03500000
N
N
N
N
N
N
Ovintiv Inc.
N/A
Encana Corporation
292505AJ3
1000000.00000000
PA
USD
1012559.94000000
0.088506381955
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
0.03900000
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2018-IMC2
N/A
Starwood Mortgage Residential Trust
85572PAA1
1967787.22000000
PA
USD
2041419.85000000
0.178437520425
Long
ABS-CBDO
CORP
US
N
2
2048-10-25
Variable
0.04121000
N
N
N
N
N
N
Banco Santander, S.A.
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAD7
750000.00000000
PA
USD
750162.16000000
0.065570576159
Long
DBT
CORP
GB
N
2
2021-01-08
Fixed
0.03125000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BF7
2000000.00000000
PA
USD
2022338.34000000
0.176769633571
Long
DBT
CORP
GB
N
2
2023-05-15
Floating
0.01691000
N
N
N
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAZ3
1350000.00000000
PA
USD
1353734.65000000
0.118327963872
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.00500000
N
N
N
N
N
N
Volt XXXVIII LLC
N/A
Vericrest Opportunity Loan Transferee
91835LAA1
2228063.86000000
PA
USD
2230570.43000000
0.194970895704
Long
ABS-CBDO
CORP
US
N
2
2050-03-25
Variable
0.02981100
N
N
N
N
N
N
The Coca-Cola Company
UWJKFUJFZ02DKWI3RY53
Coca-Cola Company
191216CN8
900000.00000000
PA
USD
991840.25000000
0.086695304186
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.02950000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MAV5
1150000.00000000
PA
USD
1351366.62000000
0.118120977837
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.05850000
N
N
N
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAQ3
925000.00000000
PA
USD
980747.70000000
0.085725720630
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
0.02250000
N
N
N
N
N
N
Enel SpA
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAD0
2000000.00000000
PA
USD
2092515.70000000
0.182903733868
Long
DBT
CORP
NL
N
2
2023-04-06
Fixed
0.02750000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
1050000.00000000
PA
USD
1097082.07000000
0.095894337597
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
0.02193000
N
N
N
N
N
N
WH Group Limited
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BA5
2000000.00000000
PA
USD
2017654.26000000
0.176360204996
Long
DBT
CORP
US
N
2
2021-10-03
Fixed
0.02650000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria, S.A.
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAH4
1400000.00000000
PA
USD
1409720.80000000
0.123221631279
Long
DBT
CORP
ES
N
2
2023-09-18
Fixed
0.00875000
N
N
N
N
N
N
Toll Brothers, Inc.
N/A
Toll Brothers Finance Corporation
88947EAN0
1700000.00000000
PA
USD
1804125.00000000
0.157695924989
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.04375000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XAJ9
1000000.00000000
PA
USD
1157849.15000000
0.101205899096
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.04400000
N
N
N
N
N
N
Groupe BPCE
9695005MSX1OYEMGDF46
BPCE SA
05583JAB8
1000000.00000000
PA
USD
1011497.59000000
0.088413523497
Long
DBT
CORP
FR
N
2
2022-05-22
Floating
0.01432600
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBL8
1090000.00000000
PA
USD
1190825.00000000
0.104088269867
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
0.04550000
N
N
N
N
N
N
BFLD Trust 2020-EYP
N/A
BFLD Trust
05493AAA8
3000000.00000000
PA
USD
3008445.60000000
0.262963825495
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
0.01309000
N
N
N
N
N
N
Oak Street Investment Grade Net Lease Fund Series 2020-1 Llc
N/A
Oak Street Investment
67181DAA9
2196802.85000000
PA
USD
2214314.00000000
0.193549944957
Long
ABS-CBDO
CORP
US
N
2
2050-11-20
Fixed
0.01850000
N
N
N
N
N
N
Groupe BPCE
9695005MSX1OYEMGDF46
BPCE SA
05583JAG7
950000.00000000
PA
USD
1003824.96000000
0.087742870141
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
0.02375000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
124857AM5
1250000.00000000
PA
USD
1370378.81000000
0.119782805531
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03700000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912XBE3
1750000.00000000
PA
USD
1800904.53000000
0.157414428421
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.03500000
N
N
N
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752AQ1
880000.00000000
PA
USD
939505.60000000
0.082120809048
Long
DBT
CORP
KY
N
2
2025-04-07
Fixed
0.03075000
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAN5
1300000.00000000
PA
USD
1553788.57000000
0.135814384138
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
0.06500000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
1000000.00000000
PA
USD
1010100.00000000
0.088291362201
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
0.01319000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AV0
1550000.00000000
PA
USD
1541444.28000000
0.134735387821
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.00700000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HV6
1800000.00000000
PA
USD
2003017.68000000
0.175080842966
Long
DBT
CORP
US
N
2
2024-08-05
Fixed
0.04000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136A67D0
1712329.14000000
PA
USD
1758990.79000000
0.153750809770
Long
ABS-CBDO
USGSE
US
N
2
2029-03-25
Fixed
0.04000000
N
N
N
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109AN4
2000000.00000000
PA
USD
2085028.16000000
0.182249258959
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
0.03250000
N
N
N
N
N
N
Banco Santander, S.A.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KAS5
1000000.00000000
PA
USD
1050328.91000000
0.091807712328
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
0.03400000
N
N
N
N
N
N
Porsche Automobil Holding SE
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BA9
1500000.00000000
PA
USD
1601721.15000000
0.140004100782
Long
DBT
CORP
US
N
2
2024-09-26
Fixed
0.02850000
N
N
N
N
N
N
Bank of America Corporation
N/A
Specialty Underwriting and Residential Finance Trust
84751PCX5
3069670.37000000
PA
USD
2897938.28000000
0.253304542438
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Floating
0.01148000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CR8
1350000.00000000
PA
USD
1355274.60000000
0.118462568647
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.00875000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F012411
10950000.00000000
PA
USD
11264890.90000000
0.984647621633
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.01500000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJH3
1800000.00000000
PA
USD
1816685.57000000
0.158793826024
Long
DBT
CORP
US
N
2
2024-10-24
Variable
0.00810000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BW2
1375000.00000000
PA
USD
1379064.43000000
0.120542002859
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.00750000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
HCP, Inc.
40414LAJ8
1175000.00000000
PA
USD
1286026.22000000
0.112409669132
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04250000
N
N
N
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385AZ4
1400000.00000000
PA
USD
1468275.17000000
0.128339783037
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
Macquarie Group Limited
ACMHD8HWFMFUIQQ8Y590
Macquarie Group, Ltd.
55608JAJ7
1500000.00000000
PA
USD
1510965.00000000
0.132071238579
Long
DBT
CORP
AU
N
2
2023-11-28
Floating
0.01244400
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17308CC46
1890000.00000000
PA
USD
1920273.53000000
0.167848297953
Long
DBT
CORP
US
N
2
2022-11-04
Variable
0.02312000
N
N
N
N
N
N
Voya CLO 2012-4, LLC
N/A
Voya CLO, Ltd.
92916GAL8
1248050.49000000
PA
USD
1246396.82000000
0.108945721296
Long
ABS-O
CORP
KY
N
2
2030-10-15
Floating
0.01436900
N
N
N
N
N
N
BlueMountain CLO 2013-1 Ltd
54930003J8R1CBTM3M23
BlueMountain CLO, Ltd.
09626UAU2
4208699.18900000
PA
USD
4208686.56000000
0.367875130641
Long
ABS-O
CORP
KY
N
2
2029-01-20
Floating
0.01448400
N
N
N
N
N
N
Bank of America Corporation
N/A
Specialty Underwriting and Residential Finance Trust
84751PEB1
3156086.24800000
PA
USD
3105620.43000000
0.271457735120
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Floating
0.01128000
N
N
N
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FV3
1165000.00000000
PA
USD
1220965.56000000
0.106722812091
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
0.01750000
N
N
N
N
N
N
National Fuel Gas Company
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180BM2
750000.00000000
PA
USD
841371.57000000
0.073543057155
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05200000
N
N
N
N
N
N
British American Tobacco p.l.c.
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
2500000.00000000
PA
USD
2558440.45000000
0.223629534146
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537AR2
1075000.00000000
PA
USD
1087551.57000000
0.095061290545
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.01000000
N
N
N
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
Intel Corporation
458140BP4
900000.00000000
PA
USD
1000671.28000000
0.087467211590
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.03400000
N
N
N
N
N
N
Porsche Automobil Holding SE
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668AR3
2000000.00000000
PA
USD
2199482.58000000
0.192253552248
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.04250000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
1800000.00000000
PA
USD
1906902.23000000
0.166679532196
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
0.02625000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
1000000.00000000
PA
USD
1007121.14000000
0.088030984409
Long
DBT
CORP
US
N
2
2026-12-10
Variable
0.00985000
N
N
N
N
N
N
Berkshire Hathaway Inc.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Company
084659AS0
1575000.00000000
PA
USD
1782989.24000000
0.155848479150
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04050000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFH7
1775000.00000000
PA
USD
1991180.59000000
0.174046180259
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
0.04200000
N
N
N
N
N
N
Nationstar HECM Loan Trust
N/A
Nationstar HECM Loan Trust
63862UAA6
2154941.12000000
PA
USD
2159521.02000000
0.188760570793
Long
ABS-O
CORP
US
N
2
2029-11-25
Variable
0.02272200
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224AC1
930000.00000000
PA
USD
978465.90000000
0.085526271833
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
0.02800000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587CU9
1500000.00000000
PA
USD
1588350.08000000
0.138835355129
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.02950000
N
N
N
N
N
N
GoldenTree Loan Opportunities IX, Limited
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities, Ltd.
38123HAQ7
3000000.00000000
PA
USD
2995119.00000000
0.261798966899
Long
ABS-O
CORP
KY
N
2
2029-10-29
Floating
0.01513200
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep NV
456837AJ2
2600000.00000000
PA
USD
2627558.34000000
0.229671027722
Long
DBT
CORP
NL
N
2
2022-03-29
Floating
0.01401000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
990000.00000000
PA
USD
1100632.50000000
0.096204675485
Long
DBT
CORP
CH
N
2
2023-12-11
Variable
0.07500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BN8
1500000.00000000
PA
USD
1571250.00000000
0.137340662171
Long
DBT
CORP
GB
N
2
2023-03-23
Variable
0.06250000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VBR0
1100000.00000000
PA
USD
1138129.49000000
0.099482232485
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340AS6
750000.00000000
PA
USD
809082.11000000
0.070720682729
Long
DBT
CORP
US
N
2
2023-07-31
Fixed
0.03700000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAB9
1450000.00000000
PA
USD
1525164.46000000
0.133312392589
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03250000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CQ0
900000.00000000
PA
USD
917716.44000000
0.080216250472
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.01125000
N
N
N
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
96122WAN0
500000.00000000
PA
USD
528011.07000000
0.046152674614
Long
DBT
CORP
AU
N
2
2025-01-16
Fixed
0.02000000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Bear Stearns Adjustable Rate Mortgage Trust
07387AEG6
187857.05700000
PA
USD
187968.14000000
0.016430019929
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Floating
0.02410000
N
N
N
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBJ0
750000.00000000
PA
USD
838318.15000000
0.073276162183
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.04650000
N
N
N
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867AW1
1750000.00000000
PA
USD
2082351.25000000
0.182015274175
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.05500000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RFY3
2000000.00000000
PA
USD
2023587.84000000
0.176878850537
Long
DBT
CORP
US
N
2
2023-02-15
Floating
0.01111000
N
N
N
N
N
N
CCG Receivables Trust 2018-1
N/A
CCG Receivables Trust
12508VAB9
146941.78000000
PA
USD
147183.07000000
0.012865056670
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
0.02500000
N
N
N
N
N
N
Corevest American Finance 2018-1 Trust
N/A
CoreVest American Finance Trust
21872BAA4
1657122.74100000
PA
USD
1731901.90000000
0.151383009553
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
0.03804000
N
N
N
N
N
N
BP PLC
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBD1
1500000.00000000
PA
USD
1502675.82000000
0.131346693490
Long
DBT
CORP
US
N
2
2022-09-19
Floating
0.00888600
N
N
N
N
N
N
Bravo Residential Funding Trust 2019-1
N/A
BRAVO Residential Funding Trust
10568GAD9
1382632.76000000
PA
USD
1424820.90000000
0.124541508914
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Fixed
0.03500000
N
N
N
N
N
N
Daimler AG
549300423Z16BB673J12
Daimler Finance North America, LLC
233851DY7
875000.00000000
PA
USD
898288.01000000
0.078518039849
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
0.01750000
N
N
N
N
N
N
Chevron Corporation
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AH8
1015000.00000000
PA
USD
1132093.03000000
0.098954594354
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.03900000
N
N
N
N
N
N
Galaxy XX CLO Ltd.
549300S1CAKZT00VQL17
Galaxy XX CLO, Ltd.
36320MAL2
3000000.00000000
PA
USD
2976087.00000000
0.260135407642
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
0.01218400
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Long Beach Mortgage Loan Trust
542514KB9
455356.58200000
PA
USD
455518.32000000
0.039816189466
Long
ABS-CBDO
CORP
US
N
2
2035-02-25
Floating
0.01018000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JQK8
1000000.00000000
PA
USD
992800.00000000
0.086779194528
Long
DBT
CORP
US
N
2
2021-04-15
Floating
0.03846900
N
N
N
N
N
N
Discovery, Inc.
L2Z2MO2EQURH3BREWI15
Discovery Communications, LLC
25470DAQ2
1050000.00000000
PA
USD
1106194.90000000
0.096690876726
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
0.02950000
N
N
N
N
N
N
Synovus Financial Corp.
DX0JX77PRMOELF7VG772
Synovus Bank
87164DQS2
940000.00000000
PA
USD
951925.60000000
0.083206423065
Long
DBT
CORP
US
N
2
2023-02-10
Variable
0.02289000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F020414
82000000.00000000
PA
USD
85716212.12000000
7.492328611844
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.02000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2018 - 4
N/A
Deephaven Residential Mortgage Trust
24381LAA0
1211950.62000000
PA
USD
1221635.20000000
0.106781344343
Long
ABS-O
CORP
US
N
2
2058-10-25
Variable
0.04080000
N
N
N
N
N
N
Benefit Street Partners Clo IV Limited
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV, Ltd.
08180FAW1
6470000.00000000
PA
USD
6470161.75000000
0.565547366172
Long
ABS-O
CORP
KY
N
2
2029-01-20
Floating
0.01468400
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526BY4
1200000.00000000
PA
USD
1290662.48000000
0.112814917831
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
0.03700000
N
N
N
N
N
N
The Unilever Group
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corporation
904764BJ5
915000.00000000
PA
USD
917815.54000000
0.080224912658
Long
DBT
CORP
US
N
2
2023-09-14
Fixed
0.00375000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAP8
950000.00000000
PA
USD
1004869.51000000
0.087834172728
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.02900000
N
N
N
N
N
N
Genesis Sales Finance Master T
N/A
Genesis Sales Finance Master Trust
37186XAE5
3500000.00000000
PA
USD
3498658.80000000
0.305812643629
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
0.01650000
N
N
N
N
N
N
U.S. Bancorp
6BYL5QZYBDK8S7L73M02
U.S. Bank NA
90331HPL1
1800000.00000000
PA
USD
1904449.01000000
0.166465099827
Long
DBT
CORP
US
N
2
2025-01-21
Fixed
0.02050000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CC1
910000.00000000
PA
USD
936086.82000000
0.081821978493
Long
DBT
CORP
DE
N
2
2024-09-18
Variable
0.02222000
N
N
N
N
N
N
Air Canada 2015-1 Pass Through Trusts
N/A
Air Canada Pass Through Trust
009090AB7
929988.32000000
PA
USD
905561.90000000
0.079153839925
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
0.03875000
N
N
N
N
N
N
Imperial Brands PLC
2138008L3B3MCG1DFS50
Imperial Tobacco Finance plc
453140AE5
1500000.00000000
PA
USD
1563832.73000000
0.136692329459
Long
DBT
CORP
GB
N
2
2022-07-21
Fixed
0.03750000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust
22535FAA2
668716.46000000
PA
USD
672612.27000000
0.058792053808
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
0.03470000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363RAA4
1622652.95600000
PA
USD
1484435.38000000
0.129752323334
Long
ABS-CBDO
CORP
US
N
2
2046-10-25
Floating
0.01489430
N
N
N
N
N
N
The Crawford Group, Inc.
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance, LLC
26884TAQ5
1600000.00000000
PA
USD
1627644.00000000
0.142269979149
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
0.02600000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GVR2
272000.00000000
PA
USD
311899.32000000
0.027262662936
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
0.04250000
N
N
N
N
N
N
Vanquish Capital Group, LLC
N/A
National Collegiate Trust
63543YAA5
1179467.34800000
PA
USD
1154133.69000000
0.100881136177
Long
ABS-O
CORP
US
N
2
2031-05-25
Floating
0.00443000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAL3
950000.00000000
PA
USD
998418.13000000
0.087270267047
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.02875000
N
N
N
N
N
N
Ralph Lauren Corporation
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corporation
731572AA1
700000.00000000
PA
USD
712712.99000000
0.062297199035
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.01700000
N
N
N
N
N
N
The TJX Companies, Inc.
V167QI9I69W364E2DY52
TJX Companies, Inc.
872540AR0
1175000.00000000
PA
USD
1311628.59000000
0.114647534811
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
Education Funding Trust 2019-A
N/A
Education Funding Trust
28141PAA3
2987574.37000000
PA
USD
3078307.30000000
0.269070334414
Long
ABS-O
CORP
US
N
2
2041-07-25
Fixed
0.02790000
N
N
N
N
N
N
Wells Fargo & Company
N/A
Wachovia Mortgage Loan Trust, LLC
92977TAC6
233137.47900000
PA
USD
234398.99000000
0.020488472552
Long
ABS-CBDO
CORP
US
N
2
2036-05-20
Variable
0.02688800
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MQ1
925000.00000000
PA
USD
1010424.21000000
0.088319700922
Long
DBT
CORP
US
N
2
2026-04-08
Variable
0.03106000
N
N
N
N
N
N
F.N.B. Corporation
PCYSKIGYNYFDTBLVZU83
FNB Corporation
30260NAA9
1315000.00000000
PA
USD
1339334.82000000
0.117069295813
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
0.02200000
N
N
N
N
N
N
Schlumberger Limited
529900IKZG65COT1D505
Schlumberger Holdings Corporation
806851AJ0
1500000.00000000
PA
USD
1634704.62000000
0.142887137606
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03750000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBL3
1000000.00000000
PA
USD
1020748.17000000
0.089222103152
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.01450000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158BB1
775000.00000000
PA
USD
807627.12000000
0.070593504183
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.01500000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2J3
950000.00000000
PA
USD
981200.56000000
0.085765304460
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
0.02100000
N
N
N
N
N
N
Kinross Gold Corporation
549300UEBMAQDN0K0R06
Kinross Gold Corporation
496902AN7
1000000.00000000
PA
USD
1137642.15000000
0.099439634809
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
0.05950000
N
N
N
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBD3
2000000.00000000
PA
USD
2138302.04000000
0.186905850816
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.03850000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XAT7
1500000.00000000
PA
USD
1631404.77000000
0.142598702549
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03375000
N
N
N
N
N
N
Ameren Corporation
XRZQ5S7HYJFPHJ78L959
Ameren Corporation
023608AH5
750000.00000000
PA
USD
799174.47000000
0.069854670421
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02500000
N
N
N
N
N
N
Nestle S.A.
549300EAEU8YV8MQXP30
Nestle Holdings, Inc.
641062AQ7
1145000.00000000
PA
USD
1145610.27000000
0.100136116513
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.00375000
N
N
N
N
N
N
Kilroy Realty Corporation
5493008CT3N3JR7P1552
Kilroy Realty, LP
49427RAJ1
750000.00000000
PA
USD
785322.89000000
0.068643924092
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03800000
N
N
N
N
N
N
China Petrochemical Corporation
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018, Ltd.
82939GAN8
2050000.00000000
PA
USD
2111129.34000000
0.184530724890
Long
DBT
NUSS
VG
N
2
2025-05-13
Fixed
0.02150000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703DAY7
1500000.00000000
PA
USD
1653681.30000000
0.144545861423
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7G3
900000.00000000
PA
USD
925459.43000000
0.080893053892
Long
DBT
CORP
CA
N
2
2023-04-17
Fixed
0.01600000
N
N
N
N
N
N
Bank of America Corporation
N/A
Banc of America Funding Trust
05946XND1
379068.54400000
PA
USD
387699.67000000
0.033888260557
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Variable
0.03989900
N
N
N
N
N
N
Ares XXXVII CLO Ltd.
635400YF4AHA6NB2CU53
Ares XXXVII CLO, Ltd.
04015NAG9
3400000.00000000
PA
USD
3398867.80000000
0.297090058414
Long
ABS-O
CORP
KY
N
2
2030-10-15
Floating
0.01406900
N
N
N
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
State Street Corporation
857477BE2
1415000.00000000
PA
USD
1509976.34000000
0.131984821255
Long
DBT
CORP
US
N
2
2025-11-01
Variable
0.02354000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-F
N/A
Navient Student Loan Trust
63935CAA9
179438.78000000
PA
USD
179608.92000000
0.015699352747
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
0.02180000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCT7
1200000.00000000
PA
USD
1388425.48000000
0.121360238535
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
0.04125000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAQ2
1920000.00000000
PA
USD
2139479.39000000
0.187008761256
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
0.03600000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAD4
925000.00000000
PA
USD
1010097.43000000
0.088291137561
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
0.02875000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468R3
1300000.00000000
PA
USD
1310448.82000000
0.114544412843
Long
DBT
CORP
US
N
2
2025-10-21
Variable
0.00864000
N
N
N
N
N
N
Cascade Funding Mortgage Trust 2018-RM2
N/A
Cascade Funding Mortgage Trust
14727QAA3
2231525.47000000
PA
USD
2304028.40000000
0.201391749318
Long
ABS-CBDO
CORP
US
N
2
2068-10-25
Variable
0.04000000
N
N
N
N
N
N
Verus Securitization Trust 2020-2
N/A
Verus Securitization Trust
92537UAA0
1421206.06000000
PA
USD
1449101.35000000
0.126663827501
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
0.02226000
N
N
N
N
N
N
China National Chemical Corporation Ltd.
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAG9
1000000.00000000
PA
USD
1073061.13000000
0.093794702398
Long
DBT
NUSS
NL
N
2
2025-04-24
Fixed
0.04892000
N
N
N
N
N
N
Terwin Advisors LLC.
N/A
Terwin Mortgage Trust
881561PB4
1402918.87500000
PA
USD
1401494.07000000
0.122502544854
Long
ABS-CBDO
CORP
US
N
2
2034-12-25
Floating
0.01648000
N
N
N
N
N
N
PRPM Trust 2019-GS1
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359CAA3
3316366.20000000
PA
USD
3356618.26000000
0.293397087977
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Variable
0.03500000
N
N
N
N
N
N
Sofi Professional Loan Program 2015-C LLC
N/A
SoFi Professional Loan Program, LLC
834016AB3
357549.53000000
PA
USD
359039.33000000
0.031383102197
Long
ABS-O
CORP
US
N
2
2033-08-25
Fixed
0.02510000
N
N
N
N
N
N
Vodafone Group Plc
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBC3
1875000.00000000
PA
USD
1970335.74000000
0.172224162438
Long
DBT
CORP
GB
N
2
2023-02-19
Fixed
0.02950000
N
N
N
N
N
N
Bohai Leasing Co., Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAK7
1644000.00000000
PA
USD
1862113.61000000
0.162764624493
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
Commonbond Student Loan Trust 2018 - A - Gs
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust
20269DAB1
1559997.00000000
PA
USD
1544406.39000000
0.134994301520
Long
ABS-O
CORP
US
N
2
2044-02-25
Floating
0.00648000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CW8
241000.00000000
PA
USD
272871.00000000
0.023851254623
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04100000
N
N
N
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAH8
2450000.00000000
PA
USD
2865005.50000000
0.250425936352
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.07125000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AM8
675000.00000000
PA
USD
682996.58000000
0.059699731142
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAB9
1000000.00000000
PA
USD
1033206.47000000
0.090311064916
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
0.02200000
N
N
N
N
N
N
Diageo plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBC2
600000.00000000
PA
USD
617222.68000000
0.053950530837
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
0.01375000
N
N
N
N
N
N
Progress Residential 2019-SFR1 Trust
N/A
Progress Residential Trust
74333BAA6
2997039.96000000
PA
USD
3077875.52000000
0.269032593156
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
0.03422000
N
N
N
N
N
N
Ventas, Inc.
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92277GAK3
2000000.00000000
PA
USD
2098559.70000000
0.183432031060
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03100000
N
N
N
N
N
N
International Consolidated Airlines Group, S.A.
N/A
British Airways plc
11042AAA2
937271.32000000
PA
USD
932042.56000000
0.081468475648
Long
DBT
CORP
GB
N
2
2024-06-20
Fixed
0.04625000
N
N
N
N
N
N
J.B. Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
J.B. Hunt Transport Services, Inc.
445658CE5
1175000.00000000
PA
USD
1222961.82000000
0.106897302255
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.03300000
N
N
N
N
N
N
Neuberger Berman CLO XIV Ltd
549300Z5ZNFT7IECFZ07
Neuberger Berman CLO XIV, Ltd.
64129JBE9
2500000.00000000
PA
USD
2492670.00000000
0.217880635401
Long
ABS-O
CORP
KY
N
2
2030-01-28
Floating
0.01252200
N
N
N
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAL5
1232000.00000000
PA
USD
1342633.60000000
0.117357637344
Long
DBT
CORP
KY
N
2
2025-01-01
Fixed
0.04750000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
500000.00000000
PA
USD
587938.92000000
0.051390880247
Long
DBT
CORP
NL
N
2
2026-01-06
Fixed
0.04625000
N
N
N
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EM1
940000.00000000
PA
USD
985251.14000000
0.086119359727
Long
DBT
CORP
AU
N
2
2030-02-04
Variable
0.02894000
N
N
N
N
N
N
Bank of America Corporation
N/A
Banc of America Funding Trust
058931AF3
1375527.65500000
PA
USD
1423800.70000000
0.124452334725
Long
ABS-CBDO
CORP
US
N
2
2036-03-25
Fixed
0.05750000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJY7
1750000.00000000
PA
USD
1959200.57000000
0.171250853530
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.03875000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BN3
875000.00000000
PA
USD
924613.24000000
0.080819089663
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
0.02193000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CV0
755000.00000000
PA
USD
808206.38000000
0.070644136451
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.03700000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAC7
1000000.00000000
PA
USD
1068449.51000000
0.093391607446
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.02400000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331ABN8
800000.00000000
PA
USD
862714.90000000
0.075408646384
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.02600000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
15825279.40600000
PA
USD
158252794.06000100
13.83264504479
Long
STIV
PF
US
N
2
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903AP8
686000.00000000
PA
USD
742667.36000000
0.064915466663
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.03750000
N
N
N
N
N
N
Bank of America Corporation
N/A
Mortgage Equity Conversion Asset Trust
61911CAA1
2414588.89000000
PA
USD
2339382.41000000
0.204481991574
Long
ABS-CBDO
CORP
US
N
2
2042-02-25
Floating
0.00560000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
1750000.00000000
PA
USD
2092556.52000000
0.182907301885
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.05000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
750000.00000000
PA
USD
802051.27000000
0.070106127297
Long
DBT
CORP
US
N
2
2025-07-22
Variable
0.02720000
N
N
N
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616CHQ6
940000.00000000
PA
USD
967231.72000000
0.084544308606
Long
DBT
CORP
US
N
2
2024-02-12
Variable
0.01912000
N
N
N
N
N
N
Amur Equipment Finance Receivables VII LLC
5493008OAETJ1UTO4Q72
Axis Equipment Finance Receivables Trust
03237MAB6
1543246.28000000
PA
USD
1571348.18000000
0.137349243941
Long
ABS-O
CORP
US
N
2
2024-06-20
Fixed
0.02630000
N
N
N
N
N
N
Mello Warehouse Securitization Trust 2020-2
N/A
Mello Warehouse Securitization Trust
58551VAA0
2300000.00000000
PA
USD
2301424.39000000
0.201164136616
Long
ABS-CBDO
CORP
US
N
2
2053-11-25
Floating
0.00952500
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAQ6
250000.00000000
PA
USD
258154.61000000
0.022564916518
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
0.02850000
N
N
N
N
N
N
BlueMountain CLO 2015-3 Ltd
5493009UJ1T6R11V4458
BlueMountain CLO, Ltd.
09628JAL5
1350000.00000000
PA
USD
1338503.40000000
0.116996622608
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
0.01218400
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABA2
1900000.00000000
PA
USD
2099462.00000000
0.183510899782
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
FWD Securitization Trust 2019-INV1
N/A
FWD Securitization Trust
302980AA5
2911713.22300000
PA
USD
2982865.01000000
0.260727863573
Long
ABS-CBDO
CORP
US
N
2
2049-06-25
Variable
0.02810000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-C
N/A
Navient Student Loan Trust
63940NAB6
1061685.73000000
PA
USD
1062047.76000000
0.092832039850
Long
ABS-O
CORP
US
N
2
2066-07-26
Floating
0.00898000
N
N
N
N
N
N
Bellemeade Re 2020-1 Ltd.
N/A
Bellemeade Re, Ltd.
07876TAA0
2161738.77000000
PA
USD
2167112.85000000
0.189424161539
Long
ABS-CBDO
CORP
BM
N
2
2030-06-25
Floating
0.02798000
N
N
N
N
N
N
Antler Mortgage Trust 2019-RTL 1
N/A
Antler Mortgage Trust
03720BAA6
1245702.57000000
PA
USD
1246445.38000000
0.108949965854
Long
ABS-CBDO
CORP
US
N
2
2022-06-27
Fixed
0.04458000
N
N
N
N
N
N
The Mosaic Company
2YD5STGSJNMUB7H76907
Mosaic Company
61945CAF0
650000.00000000
PA
USD
679221.61000000
0.059369766541
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.03250000
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DowDuPont, Inc.
26078JAB6
2000000.00000000
PA
USD
2206324.82000000
0.192851622430
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04205000
N
N
N
N
N
N
Toll Brothers, Inc.
N/A
Toll Brothers Finance Corporation
88947EAK6
1250000.00000000
PA
USD
1300000.00000000
0.113631096784
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.05875000
N
N
N
N
N
N
V.F. Corporation
CWAJJ9DJ5Z7P057HV541
VF Corporation
918204AZ1
900000.00000000
PA
USD
919307.72000000
0.080355341927
Long
DBT
CORP
US
N
2
2022-04-23
Fixed
0.02050000
N
N
N
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585ABH4
1000000.00000000
PA
USD
1145340.00000000
0.100112492608
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04700000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M80
1585000.00000000
PA
USD
1641713.28000000
0.143499754316
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.02000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31418CYM0
1131001.59800000
PA
USD
1208089.00000000
0.105597290833
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
Morgan Stanley
N/A
Morgan Stanley BAML Trust
61690KAE2
2000000.00000000
PA
USD
2077811.40000000
0.181618452533
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
0.02918000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Q3
1100000.00000000
PA
USD
1108397.39000000
0.096883393152
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
0.01200000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXJ8
940000.00000000
PA
USD
1045299.59000000
0.091368106830
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03500000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria, S.A.
C90VT034M03BN29IRA40
Compass Bank
20453KAB1
1500000.00000000
PA
USD
1554376.13000000
0.135865741897
Long
DBT
CORP
US
N
2
2022-06-29
Fixed
0.02875000
N
N
N
N
N
N
Palmer Square Clo 2015-1 Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO, Ltd.
69689ABE9
2250000.00000000
PA
USD
2250000.00000000
0.196669205972
Long
ABS-O
CORP
US
N
2
2029-05-21
Floating
0.01626000
N
N
N
N
N
N
Daimler AG
549300423Z16BB673J12
Daimler Finance North America, LLC
233851DM3
1000000.00000000
PA
USD
1005697.06000000
0.087906507662
Long
DBT
CORP
US
N
2
2023-05-04
Floating
0.01060100
N
N
N
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
Total System Services, Inc.
891906AB5
925000.00000000
PA
USD
988702.39000000
0.086421028437
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.03750000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175AY0
1000000.00000000
PA
USD
1161851.39000000
0.101555729035
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
0.04908000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2019-4
N/A
Deephaven Residential Mortgage Trust
24381MAA8
2985773.05000000
PA
USD
3035561.41000000
0.265333978749
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Variable
0.02791000
N
N
N
N
N
N
Csmc 2020-Bpl2 Ltd.
N/A
Credit Suisse Mortgage Trust
126394AA3
1913743.77000000
PA
USD
1912358.03000000
0.167156415687
Long
ABS-CBDO
CORP
US
N
2
2026-03-25
Fixed
0.03452600
N
N
N
N
N
N
GCAT 2019 - NQM1 Trust
N/A
GCAT Trust
36166PAA6
2669218.12300000
PA
USD
2722713.79000000
0.237988426298
Long
ABS-CBDO
CORP
US
N
2
2059-02-25
Variable
0.02985000
N
N
N
N
N
N
Lowe's Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661DT1
700000.00000000
PA
USD
795197.03000000
0.069507008214
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04000000
N
N
N
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE Energy Company
233331BA4
1500000.00000000
PA
USD
1619792.37000000
0.141583679666
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.03700000
N
N
N
N
N
N
Sound Point CLO XX Ltd
549300RTEBF0FW35D815
Sound Point CLO XX, Ltd.
83611JAA3
4000000.00000000
PA
USD
3977732.00000000
0.347687730672
Long
ABS-O
CORP
KY
N
2
2031-07-26
Floating
0.01314700
N
N
N
N
N
N
Banco Santander, S.A.
PTCQB104N23FMNK2RZ28
Santander UK plc
80283LAY9
950000.00000000
PA
USD
981567.58000000
0.085797385141
Long
DBT
CORP
GB
N
2
2023-01-13
Fixed
0.02100000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CC6
1500000.00000000
PA
USD
1524430.74000000
0.133248259198
Long
DBT
CORP
US
N
2
2023-10-17
Floating
0.01227800
N
N
N
N
N
N
Commonbond Student Loan Trust 2017-A - GS
549300LRCNJYVPZRKK63
Commonbond Student Loan Trust
20267VAA5
667426.24000000
PA
USD
685432.60000000
0.059912660084
Long
ABS-O
CORP
US
N
2
2041-05-25
Fixed
0.02550000
N
N
N
N
N
N
Mello Warehouse Securitization Trust 2020-1
N/A
Mello Warehouse Securitization Trust
585505AA8
4500000.00000000
PA
USD
4501881.45000000
0.393502866735
Long
ABS-CBDO
CORP
US
N
2
2053-10-25
Floating
0.01048000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48129AAA0
1500000.00000000
PA
USD
1520045.15000000
0.132864921197
Long
DBT
CORP
US
N
2
2025-01-10
Floating
0.01074100
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03464WAA0
4362619.74000000
PA
USD
4392960.02000000
0.383982204001
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
0.01373000
N
N
N
N
N
N
Cheniere Energy, Inc.
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings, LLC
16412XAC9
1766000.00000000
PA
USD
2054892.06000000
0.179615106577
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
0.05875000
N
N
N
N
N
N
Schlumberger Limited
549300P4EXZFF0LRNF59
Schlumberger Finance Canada, Ltd.
80685XAC5
225000.00000000
PA
USD
231327.00000000
0.020219954404
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
0.01400000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBT1
1055000.00000000
PA
USD
1132750.84000000
0.099012092563
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02500000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corporation
14913R2H9
1300000.00000000
PA
USD
1310084.18000000
0.114512540194
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.00800000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC 2018-2
N/A
Angel Oak Mortgage Trust I, LLC
03463VAA3
1549237.55600000
PA
USD
1570387.13000000
0.137265239967
Long
ABS-CBDO
CORP
US
N
2
2048-07-27
Variable
0.03674000
N
N
N
N
N
N
Toyota Motor Corporation
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corporation
89236THF5
1375000.00000000
PA
USD
1381929.57000000
0.120792440552
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.00500000
N
N
N
N
N
PPL Corporation
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAE3
1580000.00000000
PA
USD
1656758.41000000
0.144814827103
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.03500000
N
N
N
N
N
N
Homeward Opportunities Fund Trust 2020-BPL1
N/A
Homeward Opportunities Fund Trust
43789YAA0
4500000.00000000
PA
USD
4499593.65000000
0.393302893487
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
0.03228200
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254AJ9
1175000.00000000
PA
USD
1236113.91000000
0.108046907187
Long
DBT
CORP
GB
N
2
2023-01-11
Fixed
0.03950000
N
N
N
N
N
N
Corteva, Inc.
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours & Company
263534CN7
700000.00000000
PA
USD
729324.28000000
0.063749167575
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.01700000
N
N
N
N
N
N
Stanwich Mortgage Loan Co 2019-NPL-B-2 LLC
N/A
Stanwich Mortgage Loan Trust
85503DAA2
2820064.61000000
PA
USD
2829033.26000000
0.247281655517
Long
ABS-CBDO
CORP
US
N
2
2024-11-16
Variable
0.03475000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
-92.00000000
NC
USD
-26171.24000000
-0.00228758977
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
-12677016.72000000
USD
-26171.24000000
N
N
N
Penske Truck Leasing Co., L.P.
N/A
Penske Truck Leasing Company, LP
709599BG8
1000000.00000000
PA
USD
1071156.99000000
0.093628264309
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.02700000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - ACES
3136B1XP4
1182184.63000000
PA
USD
1187857.70000000
0.103828902519
Long
ABS-MBS
USGSE
US
N
2
2021-09-25
Variable
0.03560000
N
N
N
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958667AB3
750000.00000000
PA
USD
772927.50000000
0.067560461199
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.04100000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7D0
1900000.00000000
PA
USD
1962027.29000000
0.171497932987
Long
DBT
CORP
CA
N
2
2023-01-17
Fixed
0.01950000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corporation
020002BH3
1300000.00000000
PA
USD
1306268.08000000
0.114178980480
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.00750000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAX6
500000.00000000
PA
USD
528327.19000000
0.046180306200
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03200000
N
N
N
N
N
N
Garrison Bsl CLO 2018-1 Ltd
549300JEA0UEC1002Z71
Garrison BSL CLO, Ltd.
36656AAC2
4892971.92000000
PA
USD
4871946.82000000
0.425849738947
Long
ABS-O
CORP
KY
N
2
2028-07-17
Floating
0.01187800
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2020-GS4
N/A
Legacy Mortgage Asset Trust
52474KAA1
1420209.83000000
PA
USD
1445180.24000000
0.126321089017
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.03250000
N
N
N
N
N
N
Golub Capital Partners CLO 39(B), Ltd.
254900UTQO35BUTIHC49
Golub Capital Partners, Ltd.
38176LAA9
6000000.00000000
PA
USD
5994426.00000000
0.523964000748
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
0.01368400
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAK9
1500000.00000000
PA
USD
1541483.70000000
0.134738833466
Long
DBT
CORP
GB
N
2
2023-03-17
Variable
0.02858000
N
N
N
N
N
N
Upstart Securitization Trust 2020-3
N/A
Upstart Securitization Trust
91680EAA3
2310452.10000000
PA
USD
2322188.50000000
0.202979097073
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
0.01702000
N
N
N
N
N
N
Bellemeade Re 2020-3 Ltd.
N/A
Bellemeade Re, Ltd.
07877KAA8
3000000.00000000
PA
USD
3002633.70000000
0.262455815825
Long
ABS-CBDO
CORP
BM
N
2
2030-10-25
Floating
0.02148000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397ZC0
1000000.00000000
PA
USD
965032.02000000
0.084352036049
Long
DBT
CORP
US
N
2
2023-02-15
Floating
0.01456000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBB8
2000000.00000000
PA
USD
2183669.44000000
0.190871348832
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
0.03800000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AP4
2000000.00000000
PA
USD
2089601.62000000
0.182649018402
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
0.02907000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBC8
2000000.00000000
PA
USD
2026960.00000000
0.177173606106
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
0.01601000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBT8
983250.00000000
PA
USD
1024230.76000000
0.089526511245
Long
DBT
NUSS
MX
N
2
2025-04-15
Fixed
0.02378000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BD6
400000.00000000
PA
USD
445500.00000000
0.038940502782
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.05375000
N
N
N
N
N
N
Imperial Brands PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAA1
1750000.00000000
PA
USD
1873860.00000000
0.163791359246
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
0.03125000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397A78
1840000.00000000
PA
USD
1876413.60000000
0.164014565683
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.03370000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Ultra 10-Yr. U.S. Treasury Note
N/A
-17.00000000
NC
USD
10464.35000000
0.000914673513
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
-2668573.81000000
USD
10464.35000000
N
N
N
CK Hutchison Holdings Limited
254900F7C0PB6TKONV55
CK Hutchison International, Ltd.
12563XAB7
2000000.00000000
PA
USD
2083952.66000000
0.182155251078
Long
DBT
CORP
KY
N
2
2023-03-29
Fixed
0.02750000
N
N
N
N
N
N
Homeward Opportunities Fund I Trust 2019-1
N/A
Homeward Opportunities Fund I Trust
43789EAA4
2850730.83900000
PA
USD
2880006.42000000
0.251737144808
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Variable
0.03454000
N
N
N
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340AU1
585000.00000000
PA
USD
647887.50000000
0.056630897859
Long
DBT
CORP
US
N
2
2025-07-01
Variable
0.05625000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3137EAEV7
2000000.00000000
PA
USD
2003025.70000000
0.175081543983
Long
DBT
USGSE
US
N
2
2023-08-24
Fixed
0.00250000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CF7
700000.00000000
PA
USD
795786.74000000
0.069558553902
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04133000
N
N
N
N
N
N
DRB Prime Student Loan Trust 2015-B
5493007XMCQZSUDOLZ66
DRB Prime Student Loan Trust
23340LAA2
472102.09800000
PA
USD
473098.56000000
0.041352852507
Long
ABS-O
CORP
US
N
2
2031-10-27
Floating
0.02043000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKG3
1000000.00000000
PA
USD
1059331.45000000
0.092594611170
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.03400000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAZ4
1750000.00000000
PA
USD
2004610.58000000
0.175220076023
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
TTX Company
549300I8CNSYS1OGX775
TTX Company
87305QCE9
800000.00000000
PA
USD
874479.42000000
0.076436965853
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
0.04125000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MT5
2500000.00000000
PA
USD
2516031.35000000
0.219922616803
Long
DBT
CORP
US
N
2
2024-10-30
Variable
0.00776000
N
N
N
N
N
N
Bayerische Motoren Werke AG
KK5MZM9DIXLXZL9DZL15
BMW U.S. Capital, LLC
05565EBH7
2000000.00000000
PA
USD
2156225.30000000
0.188472496733
Long
DBT
CORP
US
N
2
2024-04-18
Fixed
0.03150000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAV2
1000000.00000000
PA
USD
1212726.04000000
0.106002607710
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06125000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159VJ2
935000.00000000
PA
USD
1012296.45000000
0.088483350680
Long
DBT
CORP
CA
N
2
2025-06-04
Variable
0.04900000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes, TIPS
91282CAQ4
8008089.59600000
PA
USD
8705782.47000000
0.760959700332
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.00125000
N
N
N
N
N
N
United Airlines Holdings, Inc.
N/A
Continental Airlines, Inc.
210795PZ7
2050293.72000000
PA
USD
2063405.35000000
0.180359240793
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
0.04150000
N
N
N
N
N
N
Corporate Office Properties Trust
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties, LP
22003BAL0
450000.00000000
PA
USD
469008.52000000
0.040995348099
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.02250000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAC7
1660000.00000000
PA
USD
1789074.68000000
0.156380398551
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
GMACM Home Equity Loan Trust 2005-HE1
N/A
GMAC Mortgage Corporation Loan Trust
361856EB9
34239.50200000
PA
USD
40895.00000000
0.003574572079
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Floating
0.00648000
N
N
N
N
N
N
ECMC Group Student Loan Trust
N/A
ECMC Group Student Loan Trust
26829HAA4
4769591.02000000
PA
USD
4789337.13000000
0.418628946886
Long
ABS-O
CORP
US
N
2
2069-11-25
Floating
0.01298000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BQ6
1875000.00000000
PA
USD
2079440.76000000
0.181760872505
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AK0
1400000.00000000
PA
USD
1411619.51000000
0.123387594741
Long
DBT
CORP
JP
N
2
2022-02-22
Floating
0.01124900
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587DF1
900000.00000000
PA
USD
953167.37000000
0.083314964363
Long
DBT
CORP
US
N
2
2051-01-15
Variable
0.04000000
N
N
N
N
N
N
Tencent Holdings Limited
254900N4SLUMW4XUYY11
Tencent Holdings, Ltd.
88032WAT3
875000.00000000
PA
USD
894265.72000000
0.078166457369
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
0.01810000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDH1
950000.00000000
PA
USD
985168.26000000
0.086112115308
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
0.01950000
N
N
N
N
N
N
Harley-Davidson, Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41283LAU9
511000.00000000
PA
USD
528837.78000000
0.046224936124
Long
DBT
CORP
US
N
2
2022-02-04
Fixed
0.04050000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Y61
7350000.00000000
PA
USD
7841531.25000000
0.685416766466
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.02750000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AH9
750000.00000000
PA
USD
798431.24000000
0.069789705775
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02350000
N
N
N
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824CBG3
950000.00000000
PA
USD
1045009.55000000
0.091342754858
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.04450000
N
N
N
N
N
N
Progress Residential 2020-SFR2 Trust
N/A
Progress Residential Trust
74333LAA4
2000000.00000000
PA
USD
2050775.40000000
0.179255275354
Long
ABS-O
CORP
US
N
2
2037-06-18
Fixed
0.02078000
N
N
N
N
N
N
Bohai Leasing Co., Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAF8
1500000.00000000
PA
USD
1584018.83000000
0.138456766907
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
0.03950000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCX2
925000.00000000
PA
USD
988908.84000000
0.086439073929
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
0.02750000
N
N
N
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAE3
1100000.00000000
PA
USD
1198197.00000000
0.104732645595
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.05250000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDM0
910000.00000000
PA
USD
915686.63000000
0.080038827752
Long
DBT
CORP
US
N
2
2023-09-08
Fixed
0.00650000
N
N
N
N
N
N
FirstEnergy Corp.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Company
476556DC6
1500000.00000000
PA
USD
1677002.54000000
0.146584336869
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.04300000
N
N
N
N
N
N
Cfmt 2020-Hb4 LLC
N/A
Cascade Funding Mortgage Trust
12529LAA8
3650000.00000000
PA
USD
3646350.00000000
0.318722115199
Long
ABS-CBDO
CORP
US
N
3
2030-12-26
Variable
0.00946100
N
N
N
N
N
N
Hess Corporation
UASVRYNXNK17ULIGK870
Hess Corporation
42809HAF4
1824000.00000000
PA
USD
1918669.89000000
0.167708126129
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03500000
N
N
N
N
N
N
Toyota Motor Corporation
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corporation
89236TGT6
925000.00000000
PA
USD
969761.18000000
0.084765405001
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
0.01800000
N
N
N
N
N
N
PACCAR Inc
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corporation
69371RQ74
1150000.00000000
PA
USD
1211488.52000000
0.105894437899
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.02650000
N
N
N
N
N
N
Prpm 2020-3 LLC
N/A
Preston Ridge Partners Mortgage Trust, LLC
693585AA9
3810821.30600000
PA
USD
3841879.88000000
0.335813095752
Long
ABS-CBDO
CORP
US
N
2
2025-09-25
Variable
0.02857000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z52
24800000.00000000
PA
USD
25912125.00000000
2.264940910587
Long
DBT
UST
US
N
2
2025-01-31
Fixed
0.01375000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AFW94
6500000.00000000
PA
USD
6966461.39000000
0.608928191116
Long
DBT
USGSE
US
N
2
2024-02-13
Fixed
0.02500000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJD2
1275000.00000000
PA
USD
1301925.46000000
0.113799398424
Long
DBT
CORP
US
N
2
2026-06-19
Variable
0.01319000
N
N
N
N
N
N
HSBC Holdings plc
N/A
HSI Asset Securitization Corporation Trust
40430HEA2
83359.43100000
PA
USD
83762.74000000
0.007321578473
Long
ABS-O
CORP
US
N
2
2036-01-25
Floating
0.00703000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBQ8
925000.00000000
PA
USD
949632.58000000
0.083005993544
Long
DBT
CORP
US
N
2
2024-06-01
Variable
0.01514000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64831AAA6
1912012.43000000
PA
USD
1935292.90000000
0.169161119096
Long
ABS-CBDO
CORP
US
N
2
2060-07-25
Variable
0.04335000
N
N
N
N
N
N
Antler Mortgage Trust 2018 - RTL 1
N/A
Antler Mortgage Trust
03719KAA9
1073323.26000000
PA
USD
1075320.93000000
0.093992228208
Long
ABS-CBDO
CORP
US
N
2
2022-07-25
Fixed
0.04335000
N
N
N
N
N
N
Volt LXXXIII LLC
N/A
Vericrest Opportunity Loan Transferee
92870FAA8
1572737.08000000
PA
USD
1576635.11000000
0.137811366752
Long
ABS-CBDO
CORP
US
N
2
2049-12-27
Variable
0.03425500
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAA5
2000000.00000000
PA
USD
2129083.18000000
0.186100043760
Long
DBT
CORP
GB
N
2
2024-03-08
Variable
0.03766000
N
N
N
N
N
N
Business Jet Securities 2020-1 LLC
N/A
Business Jet Securities, LLC
12327FAA5
2621133.52000000
PA
USD
2656545.82000000
0.232204780911
Long
ABS-CBDO
CORP
US
N
2
2035-11-15
Fixed
0.02981000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636AAT8
1500000.00000000
PA
USD
1692009.59000000
0.147896081139
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
0.05375000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I 2020-NPL1
N/A
Pretium Mortgage Credit Partners, LLC
74142DAA3
4842424.66700000
PA
USD
4861516.89000000
0.424938074035
Long
ABS-CBDO
CORP
US
N
2
2059-05-27
Variable
0.02857900
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2F7
2000000.00000000
PA
USD
2014839.22000000
0.176114146471
Long
DBT
CORP
US
N
2
2022-07-01
Floating
0.01464000
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
N/A
Penske Truck Leasing Company, LP
709599BL7
800000.00000000
PA
USD
806663.15000000
0.070509244976
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.01200000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWQ3
1915000.00000000
PA
USD
2098273.12000000
0.183406981522
Long
DBT
CORP
US
N
2
2025-09-29
Variable
0.03272000
N
N
N
N
N
N
GMAC Mortgage, LLC, Asset Management Arm
N/A
GMAC Mortgage Corporation Loan Trust
38012TAB8
231713.57500000
PA
USD
242534.11000000
0.021199551482
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Variable
0.05750000
N
N
N
N
N
N
Hyundai Motor Company
549300MALMDAGL2ZJJ27
Hyundai Capital Services, Inc.
44920UAJ7
1000000.00000000
PA
USD
1026674.55000000
0.089740119351
Long
DBT
CORP
KR
N
2
2022-03-06
Fixed
0.03000000
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62954HAE8
1342000.00000000
PA
USD
1444114.30000000
0.126227916762
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
0.02700000
N
N
N
N
N
N
Mra Issuance Trust 2020-12
N/A
MRA Issuance Trust
62477HAA4
5800000.00000000
PA
USD
5800000.00000000
0.506969508730
Long
ABS-O
CORP
US
N
3
2021-07-15
Floating
0.01500000
N
N
N
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAB2
1625000.00000000
PA
USD
1645053.77000000
0.143791741657
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.00950000
N
N
N
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AP3
1000000.00000000
PA
USD
1038629.39000000
0.090785074413
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
0.05750000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KHMS2
1644007.08000000
PA
USD
1725435.82000000
0.150817818967
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Fixed
0.03000000
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
N/A
Penske Truck Leasing Company, LP
709599AZ7
1000000.00000000
PA
USD
1119869.30000000
0.097886136010
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
0.03950000
N
N
N
N
N
N
The Southern Company
D981X4Z4RWS7PDMJUZ03
Georgia Power Company
373334KM2
950000.00000000
PA
USD
992205.91000000
0.086727265991
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
0.02100000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AS4
775000.00000000
PA
USD
804905.82000000
0.070355639334
Long
DBT
CORP
US
N
2
2023-04-13
Fixed
0.02125000
N
N
N
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AQ1
550000.00000000
PA
USD
590282.14000000
0.051595697677
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2018-RPL1
N/A
GS Mortgage-Backed Securities Trust
36256BAC4
2631997.01700000
PA
USD
2806736.09000000
0.245332692531
Long
ABS-CBDO
CORP
US
N
2
2057-10-25
Fixed
0.03750000
N
N
N
N
N
N
Porsche Automobil Holding SE
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BG6
1000000.00000000
PA
USD
1002956.10000000
0.087666924361
Long
DBT
CORP
US
N
2
2022-11-23
Fixed
0.00750000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
1325000.00000000
PA
USD
1354888.95000000
0.118428859545
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
0.01645000
N
N
N
N
N
N
Panasonic Corporation
254900GE1G59KGWPHX32
Panasonic Corporation
69832AAB2
1000000.00000000
PA
USD
1069918.70000000
0.093520027193
Long
DBT
CORP
JP
N
2
2024-07-19
Fixed
0.02679000
N
N
N
N
N
N
Credit Mortgage Pretium LLC, Series 2019-Cfl1
N/A
Pretium Mortgage Credit Partners, LLC
74142QAA4
3087658.64200000
PA
USD
3086246.66000000
0.269764302248
Long
ABS-O
CORP
US
N
2
2059-01-25
Variable
0.03721100
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397B28
1100000.00000000
PA
USD
1126466.00000000
0.098462743900
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.03375000
N
N
N
N
N
N
Toyota Motor Corporation
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corporation
89236THP3
875000.00000000
PA
USD
881068.91000000
0.077012943527
Long
DBT
CORP
US
N
2
2025-10-16
Fixed
0.00800000
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAZ6
750000.00000000
PA
USD
812509.97000000
0.071020306953
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBJ3
915000.00000000
PA
USD
917013.66000000
0.080154821501
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.00900000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BFJ4
750000.00000000
PA
USD
794777.72000000
0.069470356941
Long
DBT
CORP
US
N
2
2023-02-13
Fixed
0.03450000
N
N
N
N
N
N
Silver Hill Trust 2019-SBC1
N/A
Silver Hill Trust
82773XAA8
3716665.16400000
PA
USD
3840929.26000000
0.335730003449
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
0.03102000
N
N
N
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAP4
2000000.00000000
PA
USD
2159185.36000000
0.188731231244
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.03125000
N
N
N
N
N
N
2021-01-27
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Head of Fund Accounting & Assistant Treasurer