0001752724-21-042598.txt : 20210226
0001752724-21-042598.hdr.sgml : 20210226
20210226110101
ACCESSION NUMBER: 0001752724-21-042598
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: 21685223
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
S000001441
Thrivent Moderately Conservative Allocation Portfolio
C000003848
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000790166
XXXXXXXX
S000001441
C000003848
Thrivent Series Funds, Inc.
811-04603
0000790166
549300VNHRP1O3O9AF57
901 Marquette Avenue
Suite 2500
Minneapolis
55402-3211
612-844-5168
THRIVENT MODERATELY CONSERVATIVE ALLOCATION PORTFOLIO
S000001441
NICPJC1U48LDC5GTHF52
2020-12-31
2020-12-31
N
6290619063.30
632735762.91
5657883300.39
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
626189880.63000000
0.00000000
0.00000000
1385337.56000000
USD
N
Stifel Financial Corp.
549300E5F07FE5GHJX84
Stifel Financial Corporation
860630102
2662.00000000
NS
USD
134324.52000000
0.002374112594
Long
EC
CORP
US
N
1
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BB2
110000.00000000
PA
USD
115016.00000000
0.002032845039
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04125000
N
N
N
N
N
N
Mettler-Toledo International Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
984.00000000
NS
USD
1121445.12000000
0.019820930557
Long
EC
CORP
US
N
1
N
N
N
First American Financial Corporation
549300B6VEZK3N0A1P55
First American Financial Corporation
31847R102
1228.00000000
NS
USD
63401.64000000
0.001120589390
Long
EC
CORP
US
N
1
N
N
N
NorthWestern Corporation
3BPWMBHR1R9SHUN7J795
NorthWestern Corporation
668074305
5848.00000000
NS
USD
340996.88000000
0.006026933782
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
610.00000000
NS
USD
11089.80000000
0.000196006163
Long
EC
CORP
US
N
1
N
N
N
Carlisle Companies Incorporated
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339100
13948.00000000
NS
USD
2178398.64000000
0.038502007276
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
53983.00000000
NS
USD
4415809.40000000
0.078047021572
Long
EC
CORP
US
N
1
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
590000.00000000
PA
USD
588985.20000000
0.010409992018
Long
DBT
CORP
US
N
2
2027-11-08
Floating
0.04500000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corporation
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
637432NS0
1000000.00000000
PA
USD
1168774.36000000
0.020657449048
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03700000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
15971.00000000
NS
USD
1748664.79000000
0.030906695970
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DowDuPont, Inc.
26078JAC4
1275000.00000000
PA
USD
1488062.61000000
0.026300694641
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04493000
N
N
N
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670G102
1508.00000000
NS
USD
71313.32000000
0.001260424017
Long
EC
CORP
US
N
1
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887BW8
865000.00000000
PA
USD
992314.88000000
0.017538624028
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
0.03700000
N
N
N
N
N
N
General Electric Company
549300XAGH9TOLX5XM67
GE Capital Funding, LLC
36166NAB9
2675000.00000000
PA
USD
3151759.20000000
0.055705624041
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04400000
N
N
N
N
N
N
Regal Beloit Corporation
QH78R09VCJGQKPBPYU33
Regal-Beloit Corporation
758750103
33442.00000000
NS
USD
4107012.02000000
0.072589196382
Long
EC
CORP
US
N
1
N
N
N
J.B. Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
355.00000000
NS
USD
48510.75000000
0.000857401035
Long
EC
CORP
US
N
1
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
7098.00000000
NS
USD
1180184.46000000
0.020859116339
Long
EC
CORP
US
N
1
N
N
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
49123.00000000
NS
USD
3080994.56000000
0.054454897643
Long
EC
CORP
US
N
1
N
N
N
Omnicell, Inc.
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213N109
2253.00000000
NS
USD
270405.06000000
0.004779261883
Long
EC
CORP
US
N
1
N
N
N
CBAM 2019-9 Limited
254900Q3N8LV0KJICN72
CBAM, Ltd.
14987VAA7
3500000.00000000
PA
USD
3500122.50000000
0.061862755277
Long
ABS-O
CORP
KY
N
2
2030-02-12
Floating
0.01516900
N
N
N
N
N
N
F.N.B. Corporation
PCYSKIGYNYFDTBLVZU83
F.N.B. Corporation
302520101
39189.00000000
NS
USD
372295.50000000
0.006580119812
Long
EC
CORP
US
N
1
N
N
N
NBT Bancorp Inc.
N/A
NBT Bancorp, Inc.
628778102
437.00000000
NS
USD
14027.70000000
0.000247931943
Long
EC
CORP
US
N
1
N
N
N
ADMA Biologics, Inc.
N/A
ADMA Biologics, Inc.
000899104
16198.00000000
NS
USD
31586.10000000
0.000558267081
Long
EC
CORP
US
N
1
N
N
U.S. FOODSERVICE
5493000JOOFAOUY1JZ87
US Foods, Inc., Term Loan
N/A
476259.75000000
PA
USD
468630.07000000
0.008282780770
Long
DBT
CORP
US
N
2
2023-06-27
Floating
0.01896800
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
290000.00000000
PA
USD
316950.06000000
0.005601919360
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
Equity LifeStyle Properties, Inc.
529900PEQG66LENB6798
Equity Lifestyle Properties, Inc.
29472R108
6098.00000000
NS
USD
386369.28000000
0.006828866194
Long
EC
CORP
US
N
1
N
N
N
Bio-Techne Corporation
54930073RLKQ51TILZ35
Bio-Techne Corporation
09073M104
10785.00000000
NS
USD
3424776.75000000
0.060531060260
Long
EC
CORP
US
N
1
N
N
N
LHC Group, Inc.
5299009NPLWAMRQYZX73
LHC Group, Inc.
50187A107
22014.00000000
NS
USD
4696026.48000000
0.082999705555
Long
EC
CORP
US
N
1
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco, Inc., Term Loan
N/A
879805.12000000
PA
USD
856340.72000000
0.015135354946
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03146800
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076BH4
840000.00000000
PA
USD
1112561.86000000
0.019663923784
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
0.04250000
N
N
N
N
N
N
Facebook, Inc.
BQ4BKCS1HXDV9HN80Z93
Facebook, Inc.
30303M102
35600.00000000
NS
USD
9724496.00000000
0.171875160439
Long
EC
CORP
US
N
1
N
N
N
Trustmark Corporation
5493000HPQ4D2RZ79739
Trustmark Corporation
898402102
3621.00000000
NS
USD
98889.51000000
0.001747818128
Long
EC
CORP
US
N
1
N
N
N
The Scotts Miracle-Gro Company
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Company
810186106
1953.00000000
NS
USD
388920.42000000
0.006873956201
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
2767.00000000
NS
USD
257635.37000000
0.004553564580
Long
EC
CORP
US
N
1
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES Corporation
00130H105
10859.00000000
NS
USD
255186.50000000
0.004510282140
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385BS4
1100000.00000000
PA
USD
1099909.56000000
0.019440301285
Long
STIV
USGSE
US
N
2
N
N
N
Great Southern Bancorp, Inc.
5493000ZL7DLNMN1AB26
Great Southern Bancorp, Inc.
390905107
17278.00000000
NS
USD
844894.20000000
0.014933043951
Long
EC
CORP
US
N
1
N
N
N
Investors Real Estate Trust
5493002LG2SH9EEHT720
Centerspace
15202L107
2457.00000000
NS
USD
173562.48000000
0.003067622126
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QH4
1075000.00000000
PA
USD
1629254.89000000
0.028796191146
Long
DBT
UST
US
N
2
2040-05-15
Fixed
0.04375000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CAT2
520000.00000000
PA
USD
605053.90000000
0.010693997523
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
0.03750000
N
N
N
N
N
N
HCP ACQUISITION LLC
N/A
HCP Acquisition, LLC, Term Loan
N/A
1360189.66000000
PA
USD
1359618.38000000
0.024030512964
Long
DBT
CORP
US
N
2
2024-05-16
Floating
0.04000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DD9
1975000.00000000
PA
USD
2471439.83000000
0.043681350405
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
0.03750000
N
N
N
N
N
N
Gran Tierra Energy Inc.
549300IH2S17MAIUCM32
Gran Tierra Energy, Inc.
38500T101
26268.00000000
NS
USD
9556.30000000
0.000168902387
Long
EC
CORP
US
N
1
N
N
N
Owl Rock Capital Partners LP
2549000BD79OOCPF2L94
Owl Rock Capital Corporation
69121KAE4
1250000.00000000
PA
USD
1266967.70000000
0.022392962751
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03400000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HMN7
25000.00000000
PA
USD
28399.42000000
0.000501944251
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03900000
N
N
N
N
N
N
Berkshire Hathaway Inc.
N/A
Burlington Northern Santa Fe, LLC
12189LAN1
900000.00000000
PA
USD
1210771.40000000
0.021399723813
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.04450000
N
N
N
N
N
N
Thrivent Mutual Funds
5493003JW6B3SQSY6578
Thrivent Global Stock Portfolio
88589M162
3478328.47900000
NS
USD
49222869.80000000
0.869987364295
Long
RF
US
N
1
N
N
N
Raytheon Technologies Corporation
549300JE3W6CWY2NAN77
Carrier Global Corporation
14448C104
55901.00000000
NS
USD
2108585.72000000
0.037268102010
Long
EC
CORP
US
N
1
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
INEOS U.S. Finance, LLC, Term Loan
N/A
476317.14000000
PA
USD
470496.54000000
0.008315769608
Long
DBT
CORP
US
N
2
2024-03-31
Floating
0.02146800
N
N
N
N
N
N
BFLD Trust 2020-EYP
N/A
BFLD Trust
05493AAA8
2250000.00000000
PA
USD
2256334.20000000
0.039879475772
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
0.01309000
N
N
N
N
N
N
Joy Town Inc.
549300HFRIPQDYU3GU60
Global Medical REIT, Inc.
37954A204
5433.00000000
NS
USD
70954.98000000
0.001254090553
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
26088711.00000000
PA
USD
26088711.00000000
0.461103731110
Long
STIV
PF
US
N
2
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AW4
715000.00000000
PA
USD
927266.24000000
0.016388924811
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09500000
N
N
N
N
N
N
Inspire Medical Systems, Inc.
549300XQQCQ7HCJKTW25
Inspire Medical Systems, Inc.
457730109
4794.00000000
NS
USD
901703.46000000
0.015937116623
Long
EC
CORP
US
N
1
N
N
N
WESCO International, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
210000.00000000
PA
USD
238830.90000000
0.004221205834
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.07250000
N
N
N
N
N
N
Equitrans Midstream Corporation
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAC4
220000.00000000
PA
USD
240427.00000000
0.004249416031
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05500000
N
N
N
N
N
N
The Children's Place, Inc.
549300BGVK2OO5O7TC19
Children's Place, Inc.
168905107
1154.00000000
NS
USD
57815.40000000
0.001021855646
Long
EC
CORP
US
N
1
N
N
Ollie's Bargain Outlet Holdings, Inc.
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
7708.00000000
NS
USD
630283.16000000
0.011139910926
Long
EC
CORP
US
N
1
N
N
N
Old Second Bancorp, Inc.
549300XVJC1MPUT81C04
Old Second Bancorp, Inc.
680277100
8515.00000000
NS
USD
86001.50000000
0.001520029584
Long
EC
CORP
US
N
1
N
N
N
FRONERI US INC
N/A
Froneri U.S., Inc., Term Loan
N/A
417900.00000000
PA
USD
413303.10000000
0.007304906765
Long
DBT
CORP
US
N
2
2027-01-31
Floating
0.02396700
N
N
N
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094104
11267.00000000
NS
USD
3069243.47000000
0.054247203539
Long
EC
CORP
US
N
1
N
N
N
Medifast, Inc.
5299000YHQJ21T5KKI80
Medifast, Inc.
58470H101
754.00000000
NS
USD
148040.36000000
0.002616532581
Long
EC
CORP
US
N
1
N
N
N
Sarepta Therapeutics, Inc.
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607100
4384.00000000
NS
USD
747428.16000000
0.013210384879
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
Northrop Grumman Corporation
666807BJ0
1960000.00000000
PA
USD
2385925.19000000
0.042169925806
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
0.03850000
N
N
N
N
N
N
Wyndham Destinations, Inc.
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations, Inc.
98310WAS7
350000.00000000
PA
USD
400750.00000000
0.007083037572
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
0.06625000
N
N
N
N
N
N
Evolution Petroleum Corporation
549300P9ZXGJZ6SSM116
Evolution Petroleum Corporation
30049A107
1994.00000000
NS
USD
5682.90000000
0.000100442156
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
1704000.00000000
PA
USD
1944683.93000000
0.034371227308
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.03591000
N
N
N
N
N
N
MidWestOne Financial Group, Inc.
N/A
MidWestOne Financial Group, Inc.
598511103
23046.00000000
NS
USD
564627.00000000
0.009979474125
Long
EC
CORP
US
N
1
N
N
N
Talos Energy Inc.
549300OKFHZ84SFJFT95
Talos Energy, Inc.
87484T108
10110.00000000
NS
USD
83306.40000000
0.001472395162
Long
EC
CORP
US
N
1
N
N
N
Meredith Corporation
549300YC8BC386CCTS24
Meredith Corporation
589433101
3682.00000000
NS
USD
70694.40000000
0.001249484944
Long
EC
CORP
US
N
1
N
N
N
Bright Horizons Family Solutions Inc.
N/A
Bright Horizons Family Solutions, Inc.
109194100
15920.00000000
NS
USD
2754000.80000000
0.048675461365
Long
EC
CORP
US
N
1
N
N
N
Ventas, Inc.
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92277GAK3
200000.00000000
PA
USD
209855.97000000
0.003709089757
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03100000
N
N
N
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
4515.00000000
NS
USD
1128117.90000000
0.019938868302
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America, Incorporated
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
12039.00000000
NS
USD
1395320.10000000
0.024661521383
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
1015000.00000000
PA
USD
1089856.25000000
0.019262614517
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.06000000
N
N
N
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABM8
750000.00000000
PA
USD
758835.56000000
0.013412004449
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
0.01250000
N
N
N
N
N
N
Medical Properties Trust, Inc.
254900U6E39J1MQCCY14
Medical Properties Trust, Inc.
58463J304
40903.00000000
NS
USD
891276.37000000
0.015752823497
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAL5
250000.00000000
PA
USD
269281.45000000
0.004759402690
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
1250000.00000000
PA
USD
1451570.06000000
0.025655708732
Long
DBT
CORP
US
N
2
2031-04-01
Variable
0.03622000
N
N
N
N
N
N
Carlyle Global Market Strategies Clo 2014-5 Ltd
549300ODZUR61VZRRZ07
Carlyle Global Market Strategies CLO, Ltd.
14311AAU6
3425000.00000000
PA
USD
3415721.68000000
0.060371016838
Long
ABS-O
CORP
KY
N
2
2031-07-15
Floating
0.01686900
N
N
N
N
N
N
Lumen Technologies, Inc.
N/A
Embarq Corporation
29078EAA3
700000.00000000
PA
USD
863415.00000000
0.015260388985
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
0.07995000
N
N
N
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAE5
840000.00000000
PA
USD
874020.00000000
0.015447826573
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.07250000
N
N
N
N
N
N
Biogen Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
5622.00000000
NS
USD
1376602.92000000
0.024330705440
Long
EC
CORP
US
N
1
N
N
N
Altimmune, Inc.
549300EOYCQ8SW3NVE64
Altimmune, Inc.
02155H200
3724.00000000
NS
USD
42006.72000000
0.000742445854
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd.
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AU1
568000.00000000
PA
USD
630431.85000000
0.011142538941
Long
DBT
CORP
LU
N
2
2027-08-15
Fixed
0.03125000
N
N
N
N
N
N
GRAHAM PACKAGING/GPC CAPITAL
N/A
Graham Packaging Company, Inc., Term Loan
N/A
578000.00000000
PA
USD
579375.64000000
0.010240148289
Long
DBT
CORP
US
N
2
2027-08-04
Floating
0.04500000
N
N
N
N
N
N
Old National Bancorp
549300MMK90CL5KMVX16
Old National Bancorp
680033107
4312.00000000
NS
USD
71406.72000000
0.001262074811
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918BT0
1700000.00000000
PA
USD
2152505.66000000
0.038044362983
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
0.03700000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAR2
64370000.00000000
PA
USD
64377543.52000000
1.137837952853
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.00125000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk AS ADR
670100205
30943.00000000
NS
USD
2161368.55000000
0.038201009728
Long
EC
CORP
DK
N
1
N
N
N
Commerce Bancshares, Inc.
N/A
Commerce Bancshares, Inc.
200525103
1563.00000000
NS
USD
102689.10000000
0.001814973808
Long
EC
CORP
US
N
1
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
N/A
2980000.00000000
PA
USD
2955176.60000000
0.052231133855
Long
DBT
CORP
US
N
2
2025-10-02
Floating
0.05750000
N
N
N
N
N
N
DICK'S Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
7031.00000000
NS
USD
395212.51000000
0.006985165458
Long
EC
CORP
US
N
1
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
Navistar, Inc., Term Loan
N/A
1497650.00000000
PA
USD
1494280.29000000
0.026410588742
Long
DBT
CORP
US
N
2
2024-11-06
Floating
0.03660000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
6434.00000000
NS
USD
1032206.62000000
0.018243688764
Long
EC
CORP
US
N
1
N
N
N
Avalara, Inc.
N/A
Avalara, Inc.
05338G106
6850.00000000
NS
USD
1129496.50000000
0.019963234305
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BGQ7
930000.00000000
PA
USD
1237916.72000000
0.021879502532
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
0.04900000
N
N
N
N
N
N
Agile Therapeutics, Inc.
529900AJZBQ4SDDB0T37
Agile Therapeutics, Inc.
00847L100
6846.00000000
NS
USD
19648.02000000
0.000347268032
Long
EC
CORP
US
N
1
N
N
International Bancshares Corporation
549300Y16R531AU8TX77
International Bancshares Corporation
459044103
1155.00000000
NS
USD
43243.20000000
0.000764299963
Long
EC
CORP
US
N
1
N
N
N
Progress Software Corporation
549300R65B3JG6972S24
Progress Software Corporation
743312100
1222.00000000
NS
USD
55222.18000000
0.000976021898
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187109
8319.00000000
NS
USD
418528.89000000
0.007397269752
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial N.V.
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
700000.00000000
PA
USD
788300.09000000
0.013932773939
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
0.03850000
N
N
N
N
N
N
Duke Energy Corporation
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida, LLC
26444HAC5
775000.00000000
PA
USD
864903.63000000
0.015286699708
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03200000
N
N
N
N
N
N
Allied Universal Security Services LLC
N/A
Allied Universal Holdco, LLC
019576AA5
440000.00000000
PA
USD
469172.00000000
0.008292359087
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06625000
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AR5
320000.00000000
PA
USD
343200.00000000
0.006065872726
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.09750000
N
N
N
N
N
N
Innospec Inc.
213800SQBACNY5IWJO68
Innospec, Inc.
45768S105
15914.00000000
NS
USD
1443877.22000000
0.025519741983
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385BZ8
100000.00000000
PA
USD
99990.22000000
0.001767272576
Long
STIV
USGSE
US
N
2
N
N
N
Stryker Corporation
5493002F0SC4JTBU5137
Stryker Corporation
863667101
17802.00000000
NS
USD
4362202.08000000
0.077099541443
Long
EC
CORP
US
N
1
N
N
N
DELOS FINANCE SARL
549300HX549YWOJQT076
Delos Finance SARL, Term Loan
N/A
600000.00000000
PA
USD
598998.00000000
0.010586962795
Long
DBT
CORP
US
N
2
2023-10-06
Floating
0.02003900
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFH7
1000000.00000000
PA
USD
1121791.88000000
0.019827059351
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
0.04200000
N
N
N
N
N
N
Middlesex Water Company
N/A
Middlesex Water Company
596680108
798.00000000
NS
USD
57831.06000000
0.001022132428
Long
EC
CORP
US
N
1
N
N
N
Triumph Bancorp, Inc.
5493003RNRMEVYDZ1Q52
Triumph Bancorp, Inc.
89679E300
24524.00000000
NS
USD
1190640.20000000
0.021043915838
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109104
15973.00000000
NS
USD
993041.41000000
0.017551465049
Long
EC
CORP
US
N
1
N
N
N
Syros Pharmaceuticals, Inc.
549300512PURS7IGVT96
Syros Pharmaceuticals, Inc.
87184Q107
1317.00000000
NS
USD
14289.45000000
0.000252558231
Long
EC
CORP
US
N
1
N
N
N
Fertitta Entertainment, Inc.
91D14OD6M4H1RVBN7R43
Landry's, Inc.
38113YAE9
460000.00000000
PA
USD
456697.20000000
0.008071873804
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.06750000
N
N
N
N
N
N
Dell Technologies Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563402
5493.00000000
NS
USD
770448.18000000
0.013617251171
Long
EC
CORP
US
N
1
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings, Inc., Term Loan
N/A
418843.62000000
PA
USD
416749.40000000
0.007365818237
Long
DBT
CORP
US
N
2
2023-02-05
Floating
0.02896800
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
419477.95000000
PA
USD
413605.26000000
0.007310247278
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01896800
N
N
N
N
N
N
TherapeuticsMD, Inc.
5299004JS7RE49QHRW30
TherapeuticsMD, Inc.
88338N107
5290.00000000
NS
USD
6400.90000000
0.000113132414
Long
EC
CORP
US
N
1
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787107
14030.00000000
NS
USD
1597876.70000000
0.028241598759
Long
EC
CORP
US
N
1
N
N
N
Guidewire Software, Inc.
549300WXSG0J8IXZCK32
Guidewire Software, Inc.
40171V100
1044.00000000
NS
USD
134394.12000000
0.002375342736
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corporation
52990090AP0E7HCB6F33
Monster Beverage Corporation
61174X109
17064.00000000
NS
USD
1578078.72000000
0.027891680266
Long
EC
CORP
US
N
1
N
N
N
GCAT 2019 - NQM1 Trust
N/A
GCAT Trust
36166PAA6
118631.91500000
PA
USD
121009.50000000
0.002138776881
Long
ABS-CBDO
CORP
US
N
2
2059-02-25
Variable
0.02985000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
1030000.00000000
PA
USD
1082839.00000000
0.019138588452
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746101
162975.00000000
NS
USD
4918585.50000000
0.086933314790
Long
EC
CORP
US
N
1
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DD6
705000.00000000
PA
USD
791911.99000000
0.013996612301
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
0.03750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
6000000.00000000
PA
USD
5979375.00000000
0.105682190362
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.00250000
N
N
N
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222AL9
560000.00000000
PA
USD
636698.75000000
0.011253302979
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03300000
N
N
N
N
N
N
Spire Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
10398.00000000
NS
USD
665887.92000000
0.011769205631
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini Russell 2000 Index
N/A
-2703.00000000
NC
USD
-8947336.71000000
-0.15813929406
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
Russell 2000 Index
RTY
2021-03-22
-257946883.29000100
USD
-8947336.71000000
N
N
N
Ladder Capital Corp
549300Q6LLV2QCV67C06
Ladder Capital Corporation
505743104
13469.00000000
NS
USD
131726.82000000
0.002328199664
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop, Inc.
N/A
Walker & Dunlop, Inc.
93148P102
1456.00000000
NS
USD
133981.12000000
0.002368043186
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions, Inc.
N/A
Broadridge Financial Solutions, Inc.
11133T103
5993.00000000
NS
USD
918127.60000000
0.016227404335
Long
EC
CORP
US
N
1
N
N
N
AdvanSix Inc.
5493009TPRODMCAZLF67
AdvanSix, Inc.
00773T101
2363.00000000
NS
USD
47236.37000000
0.000834877064
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385BA8
430000.00000000
PA
USD
459708.14000000
0.008125090525
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
0.02950000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
810000.00000000
PA
USD
942842.07000000
0.016664219107
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
Kraton Corporation
N/A
Kraton Polymers, LLC
50076XAC5
540000.00000000
PA
USD
550854.00000000
0.009736043865
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04250000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
1000000.00000000
PA
USD
1376508.30000000
0.024329033083
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
0.04750000
N
N
N
N
N
N
BP PLC
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBP4
1450000.00000000
PA
USD
1477726.26000000
0.026118005295
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
0.02939000
N
N
N
N
N
N
1st Source Corporation
N/A
1st Source Corporation
336901103
397.00000000
NS
USD
15999.10000000
0.000282775362
Long
EC
CORP
US
N
1
N
N
N
Quaker Chemical Corporation
549300PJQ1R3WCWCPS54
Quaker Chemical Corporation
747316107
8135.00000000
NS
USD
2061327.65000000
0.036432841410
Long
EC
CORP
US
N
1
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
3438.00000000
NS
USD
743983.20000000
0.013149497091
Long
EC
CORP
US
N
1
N
N
N
Four Seasons Holdings Inc.
5493009FUVX8LHYY2202
Four Seasons Hotels, Ltd., Term Loan
N/A
911515.12000000
PA
USD
904186.54000000
0.015981003707
Long
DBT
CORP
US
N
2
2023-11-30
Floating
0.02146800
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AX7
290000.00000000
PA
USD
293016.00000000
0.005178897910
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03750000
N
N
N
N
N
N
Berkshire Hathaway Inc.
N/A
Burlington Northern Santa Fe, LLC
12189LAA9
850000.00000000
PA
USD
1258705.42000000
0.022246931461
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05750000
N
N
N
N
N
N
Loews Corporation
R8V1FN4M5ITGZOG7BS19
Loews Corporation
540424108
4189.00000000
NS
USD
188588.78000000
0.003333203779
Long
EC
CORP
US
N
1
N
N
N
Abraxas Petroleum Corporation
MZ7PUO5D10MMXGVVPY36
Abraxas Petroleum Corporation
003830304
1158.00000000
NS
USD
2651.82000000
0.000046869471
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corporation
254900Q4WEDMZBOZ0002
Cincinnati Financial Corporation
172062101
2794.00000000
NS
USD
244111.78000000
0.004314542507
Long
EC
CORP
US
N
1
N
N
N
Endo International plc
5493007TBMWZWGZIB256
Endo International plc, Term Loan
N/A
632801.15000000
PA
USD
621727.13000000
0.010988687765
Long
DBT
CORP
LU
N
2
2024-04-27
Floating
0.05000000
N
N
N
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAK0
830000.00000000
PA
USD
1071336.90000000
0.018935295111
Long
DBT
CORP
US
N
2
2048-02-26
Fixed
0.03950000
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
165000.00000000
PA
USD
167475.00000000
0.002960029238
Long
DBT
CORP
US
N
3
2028-11-06
Floating
0.07500000
N
N
N
N
N
N
Cigna Corporation
5493003UA6VMND084504
Express Scripts Holding Company
30219GAP3
1685000.00000000
PA
USD
1904957.32000000
0.033669081153
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
0.04800000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
12648.00000000
NS
USD
1355233.20000000
0.023953007300
Long
EC
CORP
US
N
1
N
N
N
Carpenter Technology Corporation
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corporation
144285103
1919.00000000
NS
USD
55881.28000000
0.000987671131
Long
EC
CORP
US
N
1
N
N
N
Progress Residential 2019-SFR1 Trust
N/A
Progress Residential Trust
74333BAA6
1998026.64000000
PA
USD
2051917.01000000
0.036266513483
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
0.03422000
N
N
N
N
N
N
Qualys, Inc.
549300EMBXYOW9W1XA17
Qualys, Inc.
74758T303
507.00000000
NS
USD
61788.09000000
0.001092070774
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
1984.00000000
NS
USD
188698.24000000
0.003335138425
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397ZX4
1420000.00000000
PA
USD
1491809.40000000
0.026366917110
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04063000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AH0
170000.00000000
PA
USD
175191.80000000
0.003096419468
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
0.05000000
N
N
N
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAL4
360000.00000000
PA
USD
373050.00000000
0.006593455187
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
0.06000000
N
N
N
N
N
N
Valeant Pharmaceuticals International, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc., Term Loan
N/A
1684785.91000000
PA
USD
1677423.40000000
0.029647543276
Long
DBT
CORP
US
N
2
2025-06-01
Floating
0.03148000
N
N
N
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212B103
79955.00000000
NS
USD
651633.25000000
0.011517262117
Long
EC
CORP
US
N
1
N
N
N
Five9, Inc.
254900MXP6EWY0SFFR59
Five9, Inc.
338307101
7016.00000000
NS
USD
1223590.40000000
0.021626292644
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corporation
549300GLF98S992BC502
Northern Trust Corporation
665859104
6347.00000000
NS
USD
591159.58000000
0.010448422998
Long
EC
CORP
US
N
1
N
N
N
Bravo Residential Funding Trust 2019-1
N/A
BRAVO Residential Funding Trust
10568GAD9
331831.89000000
PA
USD
341957.04000000
0.006043904086
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Fixed
0.03500000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAC7
450000.00000000
PA
USD
484990.12000000
0.008571935726
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
The Sherwin-Williams Company
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Company
824348106
1729.00000000
NS
USD
1270659.39000000
0.022458211358
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
G5960L103
52030.00000000
NS
USD
6094794.20000000
0.107722161741
Long
EC
CORP
US
N
1
N
N
N
BFLD Trust 2020-EYP
N/A
BFLD Trust
05493AAG5
825000.00000000
PA
USD
827674.07000000
0.014628687550
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
0.01859000
N
N
N
N
N
N
Standard Motor Products, Inc.
THGK1EO5B5HK0JHQVZ90
Standard Motor Products, Inc.
853666105
9251.00000000
NS
USD
374295.46000000
0.006615468013
Long
EC
CORP
US
N
1
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US, LLC, Term Loan
N/A
703215.18000000
PA
USD
702040.81000000
0.012408188234
Long
DBT
CORP
US
N
2
2024-05-06
Floating
0.04413564
N
N
N
N
N
N
Bohai Leasing Co., Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAD3
700000.00000000
PA
USD
761227.65000000
0.013454283335
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
0.05250000
N
N
N
N
N
N
Lumentum Holdings Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
25733.00000000
NS
USD
2439488.40000000
0.043116626315
Long
EC
CORP
US
N
1
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
270000.00000000
PA
USD
294975.00000000
0.005213522166
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
BlackRock, Inc.
N/A
BlackRock, Inc.
09247X101
2873.00000000
NS
USD
2072984.42000000
0.036638868459
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BC1
960000.00000000
PA
USD
1038077.62000000
0.018347455486
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02650000
N
N
N
N
N
N
Avery Dennison Corporation
549300PW7VPFCYKLIV37
Avery Dennison Corporation
053611109
3098.00000000
NS
USD
480530.78000000
0.008493119325
Long
EC
CORP
US
N
1
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AE6
210000.00000000
PA
USD
226246.65000000
0.003998786082
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
0.04750000
N
N
N
N
N
N
National Fuel Gas Company
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180101
1809.00000000
NS
USD
74404.17000000
0.001315053104
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912828Z94
13290000.00000000
PA
USD
14051579.33000000
0.248353997139
Long
DBT
UST
US
N
2
2030-02-15
Fixed
0.01500000
N
N
N
N
N
N
Chevron Corporation
N/A
Chevron Corporation
166764100
24017.00000000
NS
USD
2028235.65000000
0.035847958367
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corporation
5299005C4HZL4UWROC14
United Therapeutics Corporation
91307C102
2312.00000000
NS
USD
350938.48000000
0.006202646137
Long
EC
CORP
US
N
1
N
N
N
Watsco, Inc.
549300F1Y3LN5BX5WN75
Watsco, Inc.
942622200
4622.00000000
NS
USD
1047114.10000000
0.018507170339
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385DS2
5600000.00000000
PA
USD
5598810.00000000
0.098955911650
Long
STIV
USGSE
US
N
2
N
N
N
American Financial Group, Inc.
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932104
25954.00000000
NS
USD
2274089.48000000
0.040193290657
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918BK9
1575000.00000000
PA
USD
2066359.18000000
0.036521770957
Long
DBT
CORP
US
N
2
2035-11-03
Fixed
0.04200000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Put on 10-Yr. U.S. Treasury Bond Futures
TYH1P1365
206.00000000
NC
USD
48281.25000000
0.000853344748
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Put
Purchased
N/A
N/A
Board of Trade of the City of Chicago, Inc.
549300EX04Q2QBFQTQ27
10-Yr. U.S. Treasury Bond Futures
N/A
206
NC
USD
N/A
N/A
DIR
CORP
US
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
28444094.78
USD
1000.00000000
136.50000000
USD
2021-02-19
XXXX
-48800.37000000
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832Q109
40293.00000000
NS
USD
1931243.49000000
0.034133674865
Long
EC
CORP
US
N
1
N
N
N
VEREIT, Inc.
5493005TQOUJE1LCS698
VEREIT Operating Partnership, LP
92340LAG4
1000000.00000000
PA
USD
1044956.69000000
0.018469039294
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
0.02850000
N
N
N
N
N
N
Bridge Bancorp, Inc.
N/A
Bridge Bancorp, Inc.
108035106
1698.00000000
NS
USD
41057.64000000
0.000725671383
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599105
7670.00000000
NS
USD
132767.70000000
0.002346596650
Long
EC
CORP
US
N
1
N
N
N
G Holdings Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
1040000.00000000
PA
USD
1112519.20000000
0.019663169792
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04375000
N
N
N
N
N
N
QuinStreet, Inc.
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
54691.00000000
NS
USD
1172575.04000000
0.020724623993
Long
EC
CORP
US
N
1
N
N
N
Bellemeade Re 2019-3 Ltd.
254900SCWI9IDKK5LV64
Bellemeade Re, Ltd.
07877GAA7
605573.70000000
PA
USD
605573.64000000
0.010703183643
Long
ABS-CBDO
CORP
BM
N
2
2029-07-25
Floating
0.01248000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022618
74375000.00000000
PA
USD
78389991.58000000
1.385500326148
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02500000
N
N
N
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
Solaredge Technology, Ltd.
83417M104
1275.00000000
NS
USD
406878.00000000
0.007191346629
Long
EC
CORP
US
N
1
N
N
N
Trex Company, Inc.
N/A
Trex Company, Inc.
89531P105
19772.00000000
NS
USD
1655311.84000000
0.029256733518
Long
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
210000.00000000
PA
USD
226275.00000000
0.003999287153
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05500000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
7488.00000000
NS
USD
1415381.76000000
0.025016100277
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAU9
380000.00000000
PA
USD
388487.30000000
0.006866301041
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.04500000
N
N
N
N
N
N
Banner Corporation
N/A
Banner Corporation
06652V208
13271.00000000
NS
USD
618295.89000000
0.010928042470
Long
EC
CORP
US
N
1
N
N
N
TRI Pointe Group, Inc.
N/A
Tri Pointe Homes, Inc.
87265H109
7569.00000000
NS
USD
130565.25000000
0.002307669548
Long
EC
CORP
US
N
1
N
N
N
Target Corporation
8WDDFXB5T1Z6J0XC1L66
Target Corporation
87612EBL9
1000000.00000000
PA
USD
1072212.68000000
0.018950774045
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
N
N
Eldorado Resorts, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
4891.00000000
NS
USD
363254.57000000
0.006420326307
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAK6
840000.00000000
PA
USD
929931.82000000
0.016436037483
Long
DBT
CORP
JP
N
2
2026-10-19
Fixed
0.03010000
N
N
N
N
N
N
Galaxy XX CLO Ltd.
549300S1CAKZT00VQL17
Galaxy XX CLO, Ltd.
36320MAL2
2650000.00000000
PA
USD
2628876.85000000
0.046463963825
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
0.01218400
N
N
N
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Gas Partners, LP
958254AB0
1120000.00000000
PA
USD
1150800.00000000
0.020339762043
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.04000000
N
N
N
N
N
N
WesBanco, Inc.
N/A
WesBanco, Inc.
950810101
5851.00000000
NS
USD
175295.96000000
0.003098260439
Long
EC
CORP
US
N
1
N
N
N
Territorial Bancorp Inc.
5493003VDUGN5KBPTN24
Territorial Bancorp, Inc.
88145X108
3627.00000000
NS
USD
87156.81000000
0.001540449057
Long
EC
CORP
US
N
1
N
N
N
Camping World Holdings, Inc.
549300E828QQI7MWI432
Camping World Holdings, Inc.
13462K109
1194.00000000
NS
USD
31103.70000000
0.000549740925
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385CR5
2000000.00000000
PA
USD
1999700.00000000
0.035343606324
Long
STIV
USGSE
US
N
2
N
N
N
Alliant Energy Corporation
5493009ML300G373MZ12
Alliant Energy Corporation
018802108
4559.00000000
NS
USD
234925.27000000
0.004152175955
Long
EC
CORP
US
N
1
N
N
N
Tronox Holdings plc
N/A
Tronox Finance plc
89705PAA3
320000.00000000
PA
USD
332000.00000000
0.005867918837
Long
DBT
CORP
GB
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HBJ3
1000000.00000000
PA
USD
1140520.09000000
0.020158070243
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
0.04200000
N
N
N
N
N
N
Colliers International Group Inc.
D3O8K13PHLEXXD1DT480
Colliers International Group, Inc.
194693107
9228.00000000
NS
USD
822491.64000000
0.014537090928
Long
EC
CORP
CA
N
1
N
N
N
HealthStream, Inc.
529900OJ88H8635JNH64
HealthStream, Inc.
42222N103
277.00000000
NS
USD
6049.68000000
0.000106924792
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories Inc.
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919102
2992.00000000
NS
USD
381001.28000000
0.006733989723
Long
EC
CORP
US
N
1
N
N
N
Getty Realty Corp.
N/A
Getty Realty Corporation
374297109
9581.00000000
NS
USD
263860.74000000
0.004663594598
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCU3
1250000.00000000
PA
USD
1538359.39000000
0.027189662782
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04250000
N
N
N
N
N
N
Sinclair Broadcast Group, Inc.
N/A
Diamond Sports Group, LLC
25277LAC0
790000.00000000
PA
USD
477950.00000000
0.008447505447
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.06625000
N
N
N
N
N
N
Cummins Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
3934.00000000
NS
USD
893411.40000000
0.015790558987
Long
EC
CORP
US
N
1
N
N
N
Black Hills Corporation
3MGELCRSTNSAMJ962671
Black Hills Corporation
092113109
6139.00000000
NS
USD
377241.55000000
0.006667538547
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
6VYVH6PNTVA8ZH23ET87
Thrivent Limited Maturity Bond Portfolio
88589M295
25338402.93000000
NS
USD
256031892.41000100
4.525223989550
Long
RF
US
N
1
N
N
N
Restaurant Brands International Inc.
N/A
1011778 B.C., ULC
68245XAJ8
1210000.00000000
PA
USD
1246300.00000000
0.022027672432
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
Adient plc
5493002QLDY8O75RTR78
Adient plc
G0084W101
7116.00000000
NS
USD
247423.32000000
0.004373072169
Long
EC
CORP
IE
N
1
N
N
N
Earnest Student Loan Program 2016-D LLC
N/A
Earnest Student Loan Program 2016-D, LLC
27034MAB0
349360.82000000
PA
USD
352466.22000000
0.006229648108
Long
ABS-O
CORP
US
N
2
2041-01-25
Fixed
0.02720000
N
N
N
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc.
169656105
5149.00000000
NS
USD
7140169.79000000
0.126198604865
Long
EC
CORP
US
N
1
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications, Inc., Term Loan
N/A
694736.82000000
PA
USD
682578.93000000
0.012064210125
Long
DBT
CORP
US
N
2
2026-05-01
Floating
0.03146800
N
N
N
N
N
N
Culp, Inc.
549300BIJZDD8EVS1U89
Culp, Inc.
230215105
10317.00000000
NS
USD
163730.79000000
0.002893852370
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corporation (REIT)
5299001HX8ZN8Y8QIT49
SBA Communications Corporation
78410G104
4337.00000000
NS
USD
1223597.81000000
0.021626423611
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127963T4
300000.00000000
PA
USD
299999.25000000
0.005302323043
Long
STIV
UST
US
N
2
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAJ1
220000.00000000
PA
USD
213950.00000000
0.003781449504
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AM2
1350000.00000000
PA
USD
1669543.11000000
0.029508263450
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
0.04375000
N
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Company
291011104
11279.00000000
NS
USD
906493.23000000
0.016021773194
Long
EC
CORP
US
N
1
N
N
N
Ciena Corporation
W0CZ7N0GH8UIGXDM1H41
Ciena Corporation
171779309
16232.00000000
NS
USD
857861.20000000
0.015162228601
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
17654.00000000
NS
USD
1763987.68000000
0.031177519689
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCE3
490000.00000000
PA
USD
513887.50000000
0.009082681149
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04125000
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231G102
20113.00000000
NS
USD
829057.86000000
0.014653145283
Long
EC
CORP
US
N
1
N
N
N
Revolution Medicines, Inc.
549300JU3X0LBCQ65892
Revolution Medicines, Inc.
76155X100
2247.00000000
NS
USD
88958.73000000
0.001572297010
Long
EC
CORP
US
N
1
N
N
N
PDC Energy, Inc.
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327R101
1284.00000000
NS
USD
26360.52000000
0.000465907806
Long
EC
CORP
US
N
1
N
N
N
Cerner Corporation
549300L4UJ40IEVVI304
Cerner Corporation
156782104
32139.00000000
NS
USD
2522268.72000000
0.044579723300
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GVS0
460000.00000000
PA
USD
639643.15000000
0.011305343642
Long
DBT
CORP
US
N
2
2045-10-21
Fixed
0.04750000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081102
14812.00000000
NS
USD
258469.40000000
0.004568305606
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
75513E101
24754.00000000
NS
USD
1770158.54000000
0.031286586272
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
11611.00000000
NS
USD
37816214.23000000
0.668380951360
Long
EC
CORP
US
N
1
N
N
N
State Street Corporation
549300Y3ODFMPD5XXL58
SPDR S&P Biotech ETF
78464A870
1946.00000000
NS
USD
273957.88000000
0.004842056038
Long
RF
US
N
1
N
N
Berkshire Hathaway Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
6201.00000000
NS
USD
1437825.87000000
0.025412787674
Long
EC
CORP
US
N
1
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBM3
1100000.00000000
PA
USD
1150581.66000000
0.020335903003
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.03550000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
675000.00000000
PA
USD
687555.38000000
0.012152166163
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
0.02100000
N
N
N
N
N
N
Cisco Systems, Inc.
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc.
17275R102
116743.00000000
NS
USD
5224249.25000000
0.092335754780
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RGQ9
822000.00000000
PA
USD
981895.44000000
0.017354466111
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
N
N
N
N
N
N
Crown Castle International Corp. (REIT)
54930012H97VSM0I2R19
Crown Castle International Corporation
22822VAG6
836000.00000000
PA
USD
908120.11000000
0.016050527410
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.03200000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCF0
520000.00000000
PA
USD
560300.00000000
0.009902996761
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04250000
N
N
N
N
N
N
WH Group Limited
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BA5
820000.00000000
PA
USD
827238.25000000
0.014620984670
Long
DBT
CORP
US
N
2
2021-10-03
Fixed
0.02650000
N
N
N
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
494368BW2
710000.00000000
PA
USD
918418.25000000
0.016232541415
Long
DBT
CORP
US
N
2
2047-05-04
Fixed
0.03900000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAJ5
2950000.00000000
PA
USD
3588126.36000000
0.063418175481
Long
DBT
CORP
US
N
2
2038-07-24
Variable
0.03882000
N
N
N
N
N
N
The Point, LLC
5299005W5W1R5POQJL03
Groupon, Inc.
399473206
1908.00000000
NS
USD
72494.46000000
0.001281300022
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
V7780T103
572.00000000
NS
USD
42722.68000000
0.000755100056
Long
EC
CORP
LR
N
1
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
United Technologies Corporation
913017CJ6
1000000.00000000
PA
USD
1184722.09000000
0.020939316474
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
0.03750000
N
N
N
N
N
N
Dana Incorporated
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
5814.00000000
NS
USD
113489.28000000
0.002005861096
Long
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAW1
580000.00000000
PA
USD
614742.00000000
0.010865229404
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.03000000
N
N
N
N
N
N
China National Chemical Corporation Ltd.
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAE4
1200000.00000000
PA
USD
1208050.69000000
0.021351636749
Long
DBT
NUSS
NL
N
2
2021-04-23
Fixed
0.03933000
N
N
N
N
N
N
Duke Energy Corporation
MWIUSDMN17TCR56VW396
Duke Energy Carolinas, LLC
26442CAT1
960000.00000000
PA
USD
1157225.55000000
0.020453330133
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
0.03700000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
72183998.48300000
PA
USD
721839984.83000100
12.75812784580
Long
STIV
PF
US
N
2
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BFN5
1200000.00000000
PA
USD
1310753.89000000
0.023166859767
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.04125000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc., Term Loan
N/A
1347163.13000000
PA
USD
1336560.96000000
0.023622985647
Long
DBT
CORP
US
N
2
2026-09-19
Floating
0.02904750
N
N
N
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAL6
310000.00000000
PA
USD
332575.75000000
0.005878094904
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04750000
N
N
N
N
N
N
Eastman Chemical Company
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Company
277432100
29728.00000000
NS
USD
2981123.84000000
0.052689737163
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
6096.00000000
NS
USD
859231.20000000
0.015186442603
Long
EC
CORP
US
N
1
N
N
N
Laurel Road Prime Student Loan Trust 2018-D
N/A
Laurel Road Prime Student Loan Trust
51889BAA2
1956462.39600000
PA
USD
2027528.35000000
0.035835457225
Long
ABS-O
CORP
US
N
2
2043-11-25
Variable
0.05600000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertson's Companies, Inc.
013092AG6
715000.00000000
PA
USD
722150.00000000
0.012763607194
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03500000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
2188.00000000
NS
USD
289691.20000000
0.005120133884
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
6492.00000000
NS
USD
232153.92000000
0.004103193856
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
330000.00000000
PA
USD
364566.97000000
0.006443522261
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
Centennial Resource Development, Inc.
529900NXUJPOKU7OJ511
Centennial Resource Development, Inc.
15136A102
26258.00000000
NS
USD
39387.00000000
0.000696143732
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy, Inc.
3QRVFYR22IUIEOORTK28
South Carolina Electric & Gas Company
837004CJ7
1560000.00000000
PA
USD
2453065.32000000
0.043356590968
Long
DBT
CORP
US
N
2
2065-06-01
Fixed
0.05100000
N
N
N
N
N
N
MultiPlan Corporation
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC
553283AC6
280000.00000000
PA
USD
273700.00000000
0.004837498150
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.05750000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
1212.00000000
NS
USD
159887.04000000
0.002825916186
Long
EC
CORP
US
N
1
N
N
N
AZZ Inc.
549300HD1X2NFLWPYC83
AZZ, Inc.
002474104
18207.00000000
NS
USD
863740.08000000
0.015266134597
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corporation
52990044W9UMFJO2FB97
Meritage Homes Corporation
59001A102
3107.00000000
NS
USD
257321.74000000
0.004548021341
Long
EC
CORP
US
N
1
N
N
N
Medallia, Inc.
5493009P6W6C5BK60J60
Medallia, Inc.
584021109
52013.00000000
NS
USD
1727871.86000000
0.030539192278
Long
EC
CORP
US
N
1
N
N
Emerald Holding, Inc.
N/A
Emerald Holding, Inc.
29103W104
14856.00000000
NS
USD
80519.52000000
0.001423138578
Long
EC
CORP
US
N
1
N
N
N
CCM Futures, LLC
N/A
Put on 30-Yr. U.S. Treasury Bond Futures
USH1P1680
200.00000000
NC
USD
121875.00000000
0.002154074121
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Put
Purchased
N/A
N/A
Board of Trade of the City of Chicago, Inc.
549300EX04Q2QBFQTQ27
20-Yr. U.S. Treasury Bond Futures
N/A
200
NC
USD
N/A
N/A
DIR
CORP
US
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
34637500.00
USD
1000.00000000
168.00000000
USD
2021-02-19
XXXX
-28729.00000000
N
N
N
Elastic N.V.
N/A
Elastic NV
N14506104
32392.00000000
NS
USD
4733442.96000000
0.083661021422
Long
EC
CORP
NL
N
1
N
N
N
JAB Cosmetics B.V.
549300BO9IWPF3S48F93
Coty, Inc.
222070203
33010.00000000
NS
USD
231730.20000000
0.004095704836
Long
EC
CORP
US
N
1
N
N
N
Community Healthcare Trust Incorporated
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
5560.00000000
NS
USD
261931.60000000
0.004629498101
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCD3
1230000.00000000
PA
USD
1327170.00000000
0.023457005553
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
Biohaven Pharmaceutical Holding Company Ltd.
5299007STZTNN32O9920
Biohaven Pharmaceutical Holding Company, Ltd.
G11196105
18935.00000000
NS
USD
1622918.85000000
0.028684205096
Long
EC
CORP
VG
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
262681.00000000
NS
USD
34855141.89000000
0.616045613517
Long
EC
CORP
US
N
1
N
N
N
Cenovus Energy Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAS8
180000.00000000
PA
USD
202903.23000000
0.003586203872
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.05375000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
5471.00000000
NS
USD
843026.39000000
0.014900031429
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CBOT 2-Yr. U.S. Treasury Note
N/A
208.00000000
NC
USD
49734.88000000
0.000879036865
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
45913389.60000000
USD
49734.88000000
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
40202.00000000
NS
USD
685444.10000000
0.012114850441
Long
EC
CORP
US
N
1
N
N
N
Liberty Oilfield Services Inc.
N/A
Liberty Oilfield Services, Inc.
53115L104
10686.00000000
NS
USD
110172.66000000
0.001947241647
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp, Inc.
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
23936.00000000
NS
USD
252524.80000000
0.004463238044
Long
EC
CORP
US
N
1
N
N
N
Kinsale Capital Group, Inc.
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
10621.00000000
NS
USD
2125580.73000000
0.037568479538
Long
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
1400000.00000000
PA
USD
1635287.70000000
0.028902817770
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
0.08125000
N
N
N
N
N
N
Alexion Pharmaceuticals, Inc.
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals, Inc.
015351109
1641.00000000
NS
USD
256389.84000000
0.004531550517
Long
EC
CORP
US
N
1
N
N
N
TerraForm Power, Inc.
5493000S2OLR3UT5BE13
TerraForm Power Operating, LLC
88104LAE3
510000.00000000
PA
USD
573061.50000000
0.010128549310
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.05000000
N
N
N
N
N
N
Glencore plc
213800STG1QDNBY87K49
Glencore Funding, LLC
378272AF5
160000.00000000
PA
USD
173032.00000000
0.003058246181
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
0.04125000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
7355.00000000
NS
USD
282652.65000000
0.004995731353
Long
EC
CORP
US
N
1
N
N
N
Harley-Davidson, Inc.
ZDNAWZWXIKMWI51R2A08
Harley-Davidson, Inc.
412822108
12831.00000000
NS
USD
470897.70000000
0.008322859892
Long
EC
CORP
US
N
1
N
N
N
Talen Energy Corporation
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC, Term Loan
N/A
517275.00000000
PA
USD
507358.84000000
0.008967290646
Long
DBT
CORP
US
N
2
2026-07-08
Floating
0.03896800
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCG4
430000.00000000
PA
USD
424625.00000000
0.007505015170
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.04250000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KHMS2
33291143.35500000
PA
USD
34940075.32000000
0.617546765547
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Fixed
0.03000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBP9
1250000.00000000
PA
USD
1354425.00000000
0.023938722806
Long
DBT
CORP
GB
N
2
2035-09-23
Variable
0.03564000
N
N
N
N
N
N
Churchill Downs Incorporated
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484108
727.00000000
NS
USD
141612.33000000
0.002502920659
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
3407.00000000
NS
USD
854509.67000000
0.015102992137
Long
EC
CORP
US
N
1
N
N
N
Industrial Logistics Properties Trust
5493004XH9PJW009HR47
Industrial Logistics Properties Trust
456237106
19592.00000000
NS
USD
456297.68000000
0.008064812506
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates, Inc.
529900Q1GJP7KD52SW51
Manhattan Associates, Inc.
562750109
3187.00000000
NS
USD
335208.66000000
0.005924630152
Long
EC
CORP
US
N
1
N
N
N
CSW Industrials, Inc.
549300SYOEO3RVQ7FB83
CSW Industrials, Inc.
126402106
11648.00000000
NS
USD
1303527.68000000
0.023039140448
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Partners, LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners, LP
65342QAL6
1260000.00000000
PA
USD
1345050.00000000
0.023773024797
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03875000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJX9
1040000.00000000
PA
USD
1148943.39000000
0.020306947474
Long
DBT
CORP
US
N
2
2024-05-13
Fixed
0.03625000
N
N
N
N
N
N
First Industrial Realty Trust, Inc.
N/A
First Industrial Realty Trust, Inc.
32054K103
48753.00000000
NS
USD
2053963.89000000
0.036302690970
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Company
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Company
194162103
19412.00000000
NS
USD
1659920.12000000
0.029338182353
Long
EC
CORP
US
N
1
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC, Term Loan
N/A
2608789.67000000
PA
USD
2594128.27000000
0.045849801635
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.03750000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569109
8912.00000000
NS
USD
769729.44000000
0.013604547834
Long
EC
CORP
US
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corporation
693656100
694.00000000
NS
USD
65159.66000000
0.001151661434
Long
EC
CORP
US
N
1
N
N
N
Deciphera Pharmaceuticals, Inc.
529900QR4WAPYY0CBF25
Deciphera Pharmaceuticals, Inc.
24344T101
1110.00000000
NS
USD
63347.70000000
0.001119636030
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAH8
370000.00000000
PA
USD
432674.30000000
0.007647282155
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.07125000
N
N
N
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc.
885160101
8576.00000000
NS
USD
797482.24000000
0.014095063430
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
HCP, Inc.
40414LAM1
520000.00000000
PA
USD
574314.55000000
0.010150696285
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03400000
N
N
N
N
N
N
Murphy Oil Corporation
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AM4
240000.00000000
PA
USD
236400.00000000
0.004178241003
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
United States Steel Corporation
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909108
3974.00000000
NS
USD
66643.98000000
0.001177895980
Long
EC
CORP
US
N
1
N
N
N
New Senior Investment Group Inc.
549300H8A719CGNNEW69
New Senior Investment Group, Inc.
648691103
9553.00000000
NS
USD
49484.54000000
0.000874612242
Long
EC
CORP
US
N
1
N
N
N
Uniti Group Inc.
549300V3NU625PJUVA84
Uniti Group, Inc.
91325V108
16850.00000000
NS
USD
197650.50000000
0.003493364735
Long
EC
CORP
US
N
1
N
N
N
Apergy Corporation
549300EP2909K6DYYP38
ChampionX Corporation
15872M104
14996.00000000
NS
USD
229438.80000000
0.004055205592
Long
EC
CORP
US
N
1
N
N
N
National HealthCare Corporation
N/A
National Healthcare Corporation
635906100
7694.00000000
NS
USD
510958.54000000
0.009030913380
Long
EC
CORP
US
N
1
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
1104161.94000000
PA
USD
1090503.46000000
0.019274053601
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01896800
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830BK4
1024000.00000000
PA
USD
1347705.23000000
0.023819954538
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
0.04500000
N
N
N
N
N
N
ASGN Incorporated
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
35987.00000000
NS
USD
3005994.11000000
0.053129305614
Long
EC
CORP
US
N
1
N
N
N
Primerica, Inc.
254900621R686KJR7022
Primerica, Inc.
74164M108
7184.00000000
NS
USD
962153.12000000
0.017005531378
Long
EC
CORP
US
N
1
N
N
N
Morningstar Australasia Pty Limited
529900YGNQPOVAXQ7F29
Morningstar, Inc.
617700109
378.00000000
NS
USD
87533.46000000
0.001547106141
Long
EC
CORP
US
N
1
N
N
N
CTS Corporation
549300YV1HQLBVHOI649
CTS Corporation
126501105
3869.00000000
NS
USD
132822.77000000
0.002347569982
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
1360.00000000
NS
USD
242379.20000000
0.004283920101
Long
EC
CORP
US
N
1
N
N
N
UGI Corporation
DX6GCWD4Q1JO9CRE5I40
UGI Corporation
902681105
14095.00000000
NS
USD
492761.20000000
0.008709285325
Long
EC
CORP
US
N
1
N
N
N
FWD Securitization Trust 2019-INV1
N/A
FWD Securitization Trust
302980AA5
2130521.86700000
PA
USD
2182584.15000000
0.038575983881
Long
ABS-CBDO
CORP
US
N
2
2049-06-25
Variable
0.02810000
N
N
N
N
N
N
TPG RE Finance Trust, Inc.
N/A
TPG RE Finance Trust, Inc.
87266M107
14876.00000000
NS
USD
157983.12000000
0.002792265439
Long
EC
CORP
US
N
1
N
N
N
Spirit Airlines, Inc.
549300DCAFIXFNFR3304
Spirit Airlines, Inc.
848577102
3023.00000000
NS
USD
73912.35000000
0.001306360454
Long
EC
CORP
US
N
1
N
N
N
STERIS plc
N/A
STERIS plc
G8473T100
715.00000000
NS
USD
135521.10000000
0.002395261492
Long
EC
CORP
IE
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140Q83V5
7350455.59400000
PA
USD
7990133.48000000
0.141221249286
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
Silver Hill Trust 2019-SBC1
N/A
Silver Hill Trust
82773XAA8
1114999.54000000
PA
USD
1152278.77000000
0.020365898496
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
0.03102000
N
N
N
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
820000.00000000
PA
USD
890725.00000000
0.015743078333
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.04875000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HQW3
105000.00000000
PA
USD
117491.70000000
0.002076601685
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03300000
N
N
N
N
N
N
FLEETCOR Technologies, Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
33.00000000
NS
USD
9003.39000000
0.000159130005
Long
EC
CORP
US
N
1
N
N
N
FLEX ACQUISITION CO INC
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc. Term Loan
N/A
1315493.72000000
PA
USD
1298063.43000000
0.022942562811
Long
DBT
CORP
US
N
2
2025-06-29
Floating
0.03225130
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
350000.00000000
PA
USD
361375.00000000
0.006387105933
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.03375000
N
N
N
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665AJ5
805000.00000000
PA
USD
842142.70000000
0.014884412690
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05125000
N
N
N
N
N
N
Hess Midstream LP
N/A
Hess Midstream, LP
428103105
148.00000000
NS
USD
2896.36000000
0.000051191582
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VCV4
3054000.00000000
PA
USD
3783558.06000000
0.066872324138
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
0.04272000
N
N
N
N
N
N
Tupperware Brands Corporation
G8NWFN4YP7CR6FOP4886
Tupperware Brands Corporation
899896104
593.00000000
NS
USD
19207.27000000
0.000339478016
Long
EC
CORP
US
N
1
N
N
N
Home Partners America 2019-1 Trust
N/A
Home Partners of America Trust
43731QAA6
3787250.63000000
PA
USD
3982465.98000000
0.070387913086
Long
ABS-O
CORP
US
N
2
2039-09-17
Fixed
0.02908000
N
N
N
N
N
N
Federation Nationale du Credit Agricole
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AM7
850000.00000000
PA
USD
932143.57000000
0.016475128957
Long
DBT
CORP
FR
N
2
2030-01-14
Fixed
0.03250000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VAJ9
1680000.00000000
PA
USD
1940130.54000000
0.034290748624
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.04875000
N
N
N
N
N
N
Carnival Corporation & Plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658300
7033.00000000
NS
USD
152334.78000000
0.002692434112
Long
EC
CORP
PA
N
1
N
N
N
Mirati Therapeutics, Inc.
529900GYRW59IDQV6N54
Mirati Therapeutics, Inc.
60468T105
429.00000000
NS
USD
94225.56000000
0.001665385356
Long
EC
CORP
US
N
1
N
N
N
Travere Therapeutics Inc.
N/A
Travere Therapeutics, Inc.
89422G107
5922.00000000
NS
USD
161404.11000000
0.002852729570
Long
EC
CORP
US
N
1
N
N
N
Umpqua Holdings Corporation
5299002ENJ7CY215BW86
Umpqua Holdings Corporation
904214103
13365.00000000
NS
USD
202346.10000000
0.003576356903
Long
EC
CORP
US
N
1
N
N
N
ManTech International Corporation
5299007N03CAU4SWNR02
ManTech International Corporation
564563104
1922.00000000
NS
USD
170942.68000000
0.003021318590
Long
EC
CORP
US
N
1
N
N
N
The Gorman-Rupp Company
N/A
Gorman-Rupp Company
383082104
7545.00000000
NS
USD
244835.25000000
0.004327329444
Long
EC
CORP
US
N
1
N
N
N
Bellemeade Re 2020-1 Ltd.
N/A
Bellemeade Re, Ltd.
07876TAA0
1309052.93000000
PA
USD
1312307.24000000
0.023194314380
Long
ABS-CBDO
CORP
BM
N
2
2030-06-25
Floating
0.02798000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Home Loans, Inc.
12543RBC2
261620.01600000
PA
USD
189946.88000000
0.003357207455
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Fixed
0.05750000
N
N
N
N
N
N
Allison Transmission Holdings, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc
019736AG2
590000.00000000
PA
USD
603643.75000000
0.010669073891
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.03750000
N
N
N
N
N
N
Kilroy Realty Corporation
549300CXXI18B214UN80
Kilroy Realty Corporation
49427F108
32250.00000000
NS
USD
1851150.00000000
0.032718066133
Long
EC
CORP
US
N
1
N
N
N
Sensient Technologies Corporation
CMMZHMFZQG86EI7WZU92
Sensient Technologies Corporation
81725T100
5864.00000000
NS
USD
432587.28000000
0.007645744124
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312BY1
960000.00000000
PA
USD
1200235.32000000
0.021213504349
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04450000
N
N
N
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAB6
220000.00000000
PA
USD
226167.15000000
0.003997380963
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03625000
N
N
N
N
N
N
TechnipFMC plc
549300D5I93QWCJTCK36
TechnipFMC plc
G87110105
53884.00000000
NS
USD
506509.60000000
0.008952280793
Long
EC
CORP
GB
N
1
N
N
N
CBIZ, Inc.
529900D5X8CFM8O1N813
CBIZ, Inc.
124805102
24276.00000000
NS
USD
645984.36000000
0.011417421069
Long
EC
CORP
US
N
1
N
N
N
WideOpenWest Finance, LLC
54930045JY28O5B5WE54
WideOpenWest Finance, LLC, Term Loan
N/A
1113020.08000000
PA
USD
1107143.33000000
0.019568154223
Long
DBT
CORP
US
N
2
2023-08-19
Floating
0.04250000
N
N
N
N
N
N
Credit Acceptance Corporation
N/A
Credit Acceptance Corporation
225310AN1
450000.00000000
PA
USD
468000.00000000
0.008271644626
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
0.05125000
N
N
N
N
N
N
HollyFrontier Corporation
549300J3U2WK73C9ZK26
HollyFrontier Corporation
436106108
11333.00000000
NS
USD
292958.05000000
0.005177873675
Long
EC
CORP
US
N
1
N
N
N
Dorman Products, Inc.
N/A
Dorman Products, Inc.
258278100
2279.00000000
NS
USD
197862.78000000
0.003497116668
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
3137FCBJ2
1153815.58000000
PA
USD
1193927.75000000
0.021102021491
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corporation
337932AG2
350000.00000000
PA
USD
355724.03000000
0.006287228122
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.02850000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ, LLC
092174AA9
105000.00000000
PA
USD
107493.75000000
0.001899893375
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03625000
N
N
N
N
N
N
Ares XXVIIIR CLO Ltd.
635400KWVNFDFINX3H10
Ares CLO, Ltd.
04017QAC9
3000000.00000000
PA
USD
2998314.00000000
0.052993563861
Long
ABS-O
CORP
KY
N
2
2030-10-17
Floating
0.01617800
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385AU0
2700000.00000000
PA
USD
2699921.24000000
0.047719634652
Long
STIV
USGSE
US
N
2
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
1265.00000000
NS
USD
1499581.60000000
0.026504286504
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585ABA9
1680000.00000000
PA
USD
1859640.00000000
0.032868122251
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04750000
N
N
N
N
N
N
AnaptysBio, Inc.
529900HH4WQT03IG1A12
AnaptysBio, Inc.
032724106
6653.00000000
NS
USD
143039.50000000
0.002528145110
Long
EC
CORP
US
N
1
N
N
N
Zymeworks Inc.
894500AHOYAGYLYZJL67
Zymeworks, Inc.
98985W102
14188.00000000
NS
USD
670524.88000000
0.011851161369
Long
EC
CORP
CA
N
1
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
Popular, Inc.
733174700
37561.00000000
NS
USD
2115435.52000000
0.037389168487
Long
EC
CORP
PR
N
1
N
N
N
Chemed Corporation
54930020031IDJT2IM79
Chemed Corporation
16359R103
1415.00000000
NS
USD
753643.15000000
0.013320231436
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association
3136BDGU6
36000000.00000000
PA
USD
1967569.20000000
0.034775711967
Long
ABS-CBDO
USGSE
US
N
2
2035-11-25
Fixed
0.01500000
N
N
N
N
N
N
Beyond Meat, Inc.
549300XQ946NCE51DR09
Beyond Meat, Inc.
08862E109
413.00000000
NS
USD
51625.00000000
0.000912443704
Long
EC
CORP
US
N
1
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F020620
13125000.00000000
PA
USD
13607941.99000000
0.240512949234
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02000000
N
N
N
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109AR5
1120000.00000000
PA
USD
1318292.30000000
0.023300097050
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.04125000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300C89ZJ5IWOT1F21
Whitebox CLO II, Ltd.
96466CAE8
1350000.00000000
PA
USD
1351696.95000000
0.023890506011
Long
ABS-O
CORP
KY
N
2
2031-10-24
Floating
0.02491660
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BM1
725000.00000000
PA
USD
761572.47000000
0.013460377840
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.03375000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Ultra Long Term U.S. Treasury Bond
N/A
-178.00000000
NC
USD
-212763.92000000
-0.00376048618
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
-37801361.08000000
USD
-212763.92000000
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
3122.00000000
NS
USD
2885602.16000000
0.051001443592
Long
EC
CORP
US
N
1
N
N
N
Groupe BPCE
9695005MSX1OYEMGDF46
BPCE SA
05583JAC6
1310000.00000000
PA
USD
1460438.03000000
0.025812445263
Long
DBT
CORP
FR
N
2
2027-10-23
Fixed
0.03500000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Partners, LP
29273RAT6
600000.00000000
PA
USD
635328.45000000
0.011229083674
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
0.05150000
N
N
N
N
N
N
Delek US Holdings, Inc.
5493003O53JMENV1N385
Delek US Holdings, Inc.
24665A103
5400.00000000
NS
USD
86778.00000000
0.001533753797
Long
EC
CORP
US
N
1
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Corporation
125523AJ9
1325000.00000000
PA
USD
1724173.94000000
0.030473833560
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
0.04800000
N
N
N
N
N
N
S&P Global Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
14370.00000000
NS
USD
4723850.10000000
0.083491472856
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
N/A
Allegion plc
G0176J109
6766.00000000
NS
USD
787427.08000000
0.013917343964
Long
EC
CORP
IE
N
1
N
N
N
W&T Offshore, Inc.
549300Q7EOY2YIO3YK85
W&T Offshore, Inc.
92922PAL0
465000.00000000
PA
USD
328987.50000000
0.005814674544
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.09750000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation
34960PAB7
290000.00000000
PA
USD
303081.90000000
0.005356807199
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
Express, Inc.
N/A
Express, Inc.
30219E103
7444.00000000
NS
USD
6774.04000000
0.000119727460
Long
EC
CORP
US
N
1
N
N
N
U.S. Physical Therapy, Inc.
529900KL1UXQYFIOMY96
U.S. Physical Therapy, Inc.
90337L108
1797.00000000
NS
USD
216089.25000000
0.003819259580
Long
EC
CORP
US
N
1
N
N
N
The Macerich Company
529900PSWCB5KI0JYU46
Macerich Company
554382101
20923.00000000
NS
USD
223248.41000000
0.003945793826
Long
EC
CORP
US
N
1
N
N
N
Sabre Corporation
529900VKCYZW8GZ4WW58
Sabre Corporation
78573M104
6441.00000000
NS
USD
77420.82000000
0.001368370747
Long
EC
CORP
US
N
1
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
5731.00000000
NS
USD
1485704.44000000
0.026259015273
Long
EC
CORP
US
N
1
N
N
N
Myers Industries, Inc.
549300I2H9XMVTCW4Q51
Myers Industries, Inc.
628464109
16625.00000000
NS
USD
345467.50000000
0.006105949551
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
02147RAQ3
596420.25000000
PA
USD
326243.67000000
0.005766178846
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Fixed
0.06500000
N
N
N
N
N
N
Sony Corporation
529900R5WX9N2OI2N910
Sony Corporation ADR
835699307
26137.00000000
NS
USD
2642450.70000000
0.046703874217
Long
EC
CORP
JP
N
1
N
N
N
Range Resources Corporation
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABG3
210000.00000000
PA
USD
219450.00000000
0.003878659002
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.09250000
N
N
N
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918CD4
1043000.00000000
PA
USD
1127581.72000000
0.019929391614
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
0.02675000
N
N
N
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAV3
792000.00000000
PA
USD
1008298.42000000
0.017821124375
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.04450000
N
N
N
N
N
N
Gladstone Land Corporation
54930002B3Q17H38FG74
Gladstone Land Corporation
376549101
3972.00000000
NS
USD
58150.08000000
0.001027770933
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty, Inc.
549300MSLO0DF0EMX355
Rexford Industrial Realty, Inc.
76169C100
21929.00000000
NS
USD
1076933.19000000
0.019034206483
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp.
N/A
Targa Resources Partners, LP
87612BBE1
210000.00000000
PA
USD
220577.70000000
0.003898590484
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05375000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AF3
564000.00000000
PA
USD
672399.14000000
0.011884287891
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04200000
N
N
N
N
N
N
Cullen/Frost Bankers, Inc.
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc.
229899109
1512.00000000
NS
USD
131891.76000000
0.002331114888
Long
EC
CORP
US
N
1
N
N
N
Preferred Apartment Communities, Inc.
549300KTZLVOW5TLLN89
Preferred Apartment Communities, Inc.
74039L103
9150.00000000
NS
USD
67710.00000000
0.001196737302
Long
EC
CORP
US
N
1
N
N
N
Hubbell Incorporated
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
11045.00000000
NS
USD
1731745.55000000
0.030607657635
Long
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAT8
490000.00000000
PA
USD
544002.90000000
0.009614954411
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBR3
570000.00000000
PA
USD
590662.50000000
0.010439637380
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZZ4
220000.00000000
PA
USD
251255.80000000
0.004440809162
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.07375000
N
N
N
N
N
N
Loews Corporation
549300YX2GSZD7YG1R84
CNA Financial Corporation
126117AV2
450000.00000000
PA
USD
535194.25000000
0.009459266329
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.03900000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
VRX Escrow Corporation
91831AAC5
1585000.00000000
PA
USD
1633596.10000000
0.028872919663
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.06125000
N
N
N
N
N
N
Mr. Cooper Group Inc.
549300KD8C6DPXYC2M26
Mr. Cooper Group, Inc.
62482R107
8967.00000000
NS
USD
278246.01000000
0.004917846396
Long
EC
CORP
US
N
1
N
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411105
11403.00000000
NS
USD
161808.57000000
0.002859878180
Long
EC
CORP
US
N
1
N
N
N
Flushing Financial Corporation
N/A
Flushing Financial Corporation
343873105
2065.00000000
NS
USD
34361.60000000
0.000607322529
Long
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings, Inc.
549300JM0MJETDD30O20
Spectrum Brands Holdings, Inc.
84790A105
1114.00000000
NS
USD
87983.72000000
0.001555064240
Long
EC
CORP
US
N
1
N
N
N
American Public Education, Inc.
N/A
American Public Education, Inc.
02913V103
466.00000000
NS
USD
14203.68000000
0.000251042293
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P 500 Index
N/A
995.00000000
NC
USD
4503090.90000000
0.079589674458
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
S&P 500 INDEX
SPX
2021-03-22
181999709.10000100
USD
4503090.90000000
N
N
N
Extended Stay America, Inc.
549300IESZBC3BJUJW64
Extended Stay America, Inc.
30224P200
5846.00000000
NS
USD
86579.26000000
0.001530241176
Long
EC
CORP
US
N
1
N
N
N
Ardelyx, Inc.
549300F542QR4SXHCY32
Ardelyx, Inc.
039697107
63764.00000000
NS
USD
412553.08000000
0.007291650571
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv plc
G6095L109
69613.00000000
NS
USD
9069877.77000000
0.160305140429
Long
EC
CORP
JE
N
1
N
N
N
Invitae Corporation
549300MYI59DZW1WIX92
Invitae Corporation
46185L103
6546.00000000
NS
USD
273688.26000000
0.004837290652
Long
EC
CORP
US
N
1
N
N
N
Hancock Whitney Corporation
549300GRNBWY8HIICT41
Hancock Whitney Corporation
410120109
49126.00000000
NS
USD
1671266.52000000
0.029538723781
Long
EC
CORP
US
N
1
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475101
2383.00000000
NS
USD
179964.16000000
0.003180768327
Long
EC
CORP
US
N
1
N
N
N
Balchem Corporation
549300VR70OPMHUI3557
Balchem Corporation
057665200
382.00000000
NS
USD
44014.04000000
0.000777924139
Long
EC
CORP
US
N
1
N
N
N
McCormick & Company, Incorporated
549300JQQA6MQ4OJP259
McCormick & Company, Inc.
579780206
4906.00000000
NS
USD
469013.60000000
0.008289559453
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings, Inc.
N/A
Southwest Gas Holdings, Inc.
844895102
2799.00000000
NS
USD
170039.25000000
0.003005350958
Long
EC
CORP
US
N
1
N
N
N
FLIR Systems, Inc.
VOBD35NEPH6WISIRTJ85
FLIR Systems, Inc.
302445101
16345.00000000
NS
USD
716401.35000000
0.012662002942
Long
EC
CORP
US
N
1
N
N
N
Lamar Advertising Company (REIT)
529900Y8WW4MKVPTB543
Lamar Advertising Company
512816109
1588.00000000
NS
USD
132153.36000000
0.002335738525
Long
EC
CORP
US
N
1
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation
131347CM6
710000.00000000
PA
USD
738400.00000000
0.013050817077
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BC5
590000.00000000
PA
USD
640150.00000000
0.011314301939
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
0.09125000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFM6
1580000.00000000
PA
USD
1775381.09000000
0.031378891994
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.04000000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385BC9
9000000.00000000
PA
USD
8999597.52000000
0.159062975360
Long
STIV
USGSE
US
N
2
N
N
N
Voya CLO 2012-4, LLC
N/A
Voya CLO, Ltd.
92916GAL8
1497660.58000000
PA
USD
1495676.18000000
0.026435260336
Long
ABS-O
CORP
KY
N
2
2030-10-15
Floating
0.01436900
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Debt Fund
N/A
19138507.17300000
NS
USD
198466319.38000100
3.507783898022
Long
RF
US
N
2
N
N
N
Sempra Energy
KNIRVXKVNJJ4P8OTMS63
San Diego Gas and Electric Company
797440BW3
1450000.00000000
PA
USD
1820316.11000000
0.032173093953
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
0.04150000
N
N
N
N
N
N
Srm Escrow Issuer LLC
N/A
SRM Escrow Issuer, LLC
85236FAA1
640000.00000000
PA
USD
669974.40000000
0.011841431935
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06000000
N
N
N
N
N
N
Oak Street Investment Grade Net Lease Fund Series 2020-1 Llc
N/A
Oak Street Investment
67181DAA9
1797384.15000000
PA
USD
1811711.46000000
0.032021011459
Long
ABS-CBDO
CORP
US
N
2
2050-11-20
Fixed
0.01850000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618M106
53914.00000000
NS
USD
955895.22000000
0.016894926410
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corporation
YM4O38W15AX4YLLQKU27
Brunswick Corporation
117043109
1578.00000000
NS
USD
120306.72000000
0.002126355628
Long
EC
CORP
US
N
1
N
N
N
DSP Group, Inc.
N/A
DSP Group, Inc.
23332B106
2575.00000000
NS
USD
42719.25000000
0.000755039433
Long
EC
CORP
US
N
1
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
250000.00000000
PA
USD
250691.25000000
0.004430831049
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03625000
N
N
N
N
N
N
BJ's Restaurants, Inc.
5299000EOW66I1OJNQ23
BJ's Restaurants, Inc.
09180C106
5044.00000000
NS
USD
194143.56000000
0.003431381484
Long
EC
CORP
US
N
1
N
N
N
Transocean Ltd.
N/A
Transocean Guardian, Ltd.
893800AA0
315899.98000000
PA
USD
265355.98000000
0.004690022149
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
Golden Entertainment, Inc.
549300P8YYCKQVJ0Y638
Golden Entertainment, Inc., Term Loan
N/A
1992725.00000000
PA
USD
1943225.71000000
0.034345454065
Long
DBT
CORP
US
N
2
2024-10-20
Floating
0.03750000
N
N
N
N
N
N
Nu Skin Enterprises, Inc.
54930050DETB6CP71D38
Nu Skin Enterprises, Inc.
67018T105
1117.00000000
NS
USD
61021.71000000
0.001078525426
Long
EC
CORP
US
N
1
N
N
N
Utz Brands Inc
N/A
Utz Brands, Inc.
918090101
2065.00000000
NS
USD
45553.90000000
0.000805140325
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023105
3688.00000000
NS
USD
789453.28000000
0.013953155943
Long
EC
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan
N/A
588521.30000000
PA
USD
604705.64000000
0.010687842217
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.08500000
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076BS0
700000.00000000
PA
USD
892444.14000000
0.015773463194
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
0.03900000
N
N
N
N
N
N
TNS Inc.
N/A
TNS, Inc., Term Loan
N/A
534139.84000000
PA
USD
528798.44000000
0.009346223877
Long
DBT
CORP
US
N
2
2022-08-14
Floating
0.04150000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027X100
17424.00000000
NS
USD
3910991.04000000
0.069124632523
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
3202.00000000
NS
USD
561854.94000000
0.009930479477
Long
EC
CORP
US
N
1
N
N
N
SLM Corporation
N/A
SLM Corporation
78442P106
7177.00000000
NS
USD
88923.03000000
0.001571666032
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F012619
13800000.00000000
PA
USD
13940677.48000000
0.246393867456
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.01500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Eurex Euro STOXX 50 Index
N/A
-736.00000000
NC
-334728.37000000
-0.00591614128
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
EURO STOXX 50 Price EUR
SX5E
2021-03-22
-31503428.42000000
EUR
-334728.37000000
N
N
N
Dell Technologies Inc.
549300BUDHS3LRWBE814
Vmware, Inc.
928563AE5
550000.00000000
PA
USD
643341.67000000
0.011370712965
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.04650000
N
N
N
N
N
N
FirstService Corporation
5493000XUDIV75BCF118
FirstService Corporation
33767E202
3948.00000000
NS
USD
539928.48000000
0.009542941261
Long
EC
CORP
CA
N
1
N
N
N
Assured Guaranty Ltd.
549300BBOQUJEPH87M14
Assured Guaranty, Ltd.
G0585R106
39145.00000000
NS
USD
1232676.05000000
0.021786876550
Long
EC
CORP
BM
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746SH5
1140000.00000000
PA
USD
1263351.77000000
0.022329053162
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
0.03000000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Diamond 1 Finance Corporation
25272KAK9
2320000.00000000
PA
USD
2832079.56000000
0.050055460843
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06020000
N
N
N
N
N
N
Guardant Health, Inc.
254900M8C3E5VC8BR186
Guardant Health, Inc.
40131M109
24515.00000000
NS
USD
3159493.20000000
0.055842318270
Long
EC
CORP
US
N
1
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AE3
580000.00000000
PA
USD
624950.00000000
0.011045650233
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
Lam Research Corporation
549300I4GMO6D34U1T02
Lam Research Corporation
512807108
3421.00000000
NS
USD
1615635.67000000
0.028555478864
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Limited
213800ZUA17OK3QLGM62
Schlumberger, Ltd.
806857108
20244.00000000
NS
USD
441926.52000000
0.007810810095
Long
EC
CORP
CW
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
170000.00000000
PA
USD
167875.00000000
0.002967099020
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.04750000
N
N
N
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385AZ4
340000.00000000
PA
USD
356581.11000000
0.006302376543
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
Leggett & Platt, Incorporated
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc.
524660107
16575.00000000
NS
USD
734272.50000000
0.012977865767
Long
EC
CORP
US
N
1
N
N
N
Peapack-Gladstone Financial Corporation
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corporation
704699107
934.00000000
NS
USD
21257.84000000
0.000375720722
Long
EC
CORP
US
N
1
N
N
N
SOTERA HEALTH HLDGS LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC, Term Loan
N/A
711061.55000000
PA
USD
713137.85000000
0.012604322361
Long
DBT
CORP
US
N
2
2026-12-13
Floating
0.05500000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
170000.00000000
PA
USD
180943.75000000
0.003198082045
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04125000
N
N
N
N
N
N
Boston Private Financial Holdings, Inc.
9LC5YYBM83TLRL460X73
Boston Private Financial Holdings, Inc.
101119105
80855.00000000
NS
USD
683224.75000000
0.012075624641
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
11428.00000000
NS
USD
20029169.92000000
0.354004649028
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAE2
1350000.00000000
PA
USD
1502437.73000000
0.026554767043
Long
DBT
CORP
NO
N
2
2027-04-06
Fixed
0.03000000
N
N
N
N
N
N
Liberty Mutual Holding Company Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EAW4
560000.00000000
PA
USD
592557.52000000
0.010473130825
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
0.04950000
N
N
N
N
N
N
Halliburton Company
ENYF8GB5SMQZ25S06U51
Halliburton Company
406216101
37264.00000000
NS
USD
704289.60000000
0.012447934370
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCN9
1325000.00000000
PA
USD
2007650.59000000
0.035484128664
Long
DBT
CORP
US
N
2
2058-10-15
Fixed
0.04950000
N
N
N
N
N
N
Atlassian Corporation Plc
549300AGBII4MWBVJY22
Atlassian Corporation plc
G06242104
6723.00000000
NS
USD
1572308.01000000
0.027789686116
Long
EC
CORP
GB
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
1525000.00000000
PA
USD
1665098.32000000
0.029429704212
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AT8
200000.00000000
PA
USD
202500.00000000
0.003579077001
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.04125000
N
N
N
N
N
N
Brookfield Asset Management Inc.
N/A
Brookfield Property REIT, Inc.
11284DAA3
195000.00000000
PA
USD
192382.13000000
0.003400249170
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05750000
N
N
N
N
N
N
Mersana Therapeutics, Inc.
529900VWD5VDZ7PVOS22
Mersana Therapeutics, Inc.
59045L106
2720.00000000
NS
USD
72379.20000000
0.001279262864
Long
EC
CORP
US
N
1
N
N
N
The Descartes Systems Group Inc
875500NEPA7JI5EOMN45
Descartes Systems Group, Inc.
249906108
7999.00000000
NS
USD
467781.52000000
0.008267783111
Long
EC
CORP
CA
N
1
N
N
N
STORE Capital Corporation
5493004EA6C9IHDZ7N66
Store Capital Corporation
862121100
14836.00000000
NS
USD
504127.28000000
0.008910174587
Long
EC
CORP
US
N
1
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BA0
860000.00000000
PA
USD
896477.70000000
0.015844754166
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.02200000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
710000.00000000
PA
USD
741431.70000000
0.013104400720
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
Insulet Corporation
549300TZTYD2PYN92D43
Insulet Corporation
45784P101
9133.00000000
NS
USD
2334668.79000000
0.041263996905
Long
EC
CORP
US
N
1
N
N
N
Aegion Corporation
549300AG3DVJURRIT691
Aegion Corporation
00770F104
4393.00000000
NS
USD
83423.07000000
0.001474457240
Long
EC
CORP
US
N
1
N
N
N
W. R. Grace & Co.
5493003X5Z6TVAXIPW56
W. R. Grace & Company
38388F108
13122.00000000
NS
USD
719348.04000000
0.012714084080
Long
EC
CORP
US
N
1
N
N
N
Okta, Inc.
549300N8J06I8MRHU620
Okta, Inc.
679295105
5419.00000000
NS
USD
1377834.94000000
0.024352480721
Long
EC
CORP
US
N
1
N
N
N
Sinclair Broadcast Group, Inc.
N/A
Diamond Sports Group, LLC
25277LAA4
440000.00000000
PA
USD
357500.00000000
0.006318617423
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
QEP Resources, Inc.
Q6JQDZPXKEDQKVK58165
QEP Resources, Inc.
74733VAD2
290000.00000000
PA
USD
317999.50000000
0.005620467639
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.05625000
N
N
N
N
N
N
QUALCOMM Incorporated
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
42676.00000000
NS
USD
6501261.84000000
0.114906255481
Long
EC
CORP
US
N
1
N
N
N
Atrion Corporation
N/A
Atrion Corporation
049904105
189.00000000
NS
USD
121383.36000000
0.002145384652
Long
EC
CORP
US
N
1
N
N
N
National Storage Affiliates Trust
N/A
National Storage Affiliates Trust
637870106
69238.00000000
NS
USD
2494645.14000000
0.044091491597
Long
EC
CORP
US
N
1
N
N
N
The Interpublic Group of Companies, Inc.
5493008IUOJ5VWTRC333
Interpublic Group of Companies, Inc.
460690100
14190.00000000
NS
USD
333748.80000000
0.005898827923
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537WAA6
4438533.63000000
PA
USD
4565956.83000000
0.080700795466
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
0.03626000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300PDHUGWPWGOT525
El Paso Pipeline Partners Operating Company, LLC
28370TAG4
140000.00000000
PA
USD
154627.54000000
0.002732957393
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.04300000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAH6
670000.00000000
PA
USD
916154.77000000
0.016192535642
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
0.04700000
N
N
N
N
N
N
BrightSphere Investment Group Inc.
5493004FTLQNQTBOP608
BrightSphere Investment Group
10948W103
26982.00000000
NS
USD
520212.96000000
0.009194480203
Long
EC
CORP
GB
N
1
N
N
N
F&P Holdings, Inc.
N/A
CANPACK SA
13805AAA5
540000.00000000
PA
USD
542700.00000000
0.009591926365
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
0.03125000
N
N
N
N
N
N
Laboratory Corporation of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corporation of America Holdings
50540R409
1633.00000000
NS
USD
332397.15000000
0.005874938247
Long
EC
CORP
US
N
1
N
N
N
JBS S.A.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corporation
72147KAE8
290000.00000000
PA
USD
314536.90000000
0.005559268074
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05875000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 B.C., LLC, Term Loan
N/A
1492462.31000000
PA
USD
1469612.71000000
0.025974602726
Long
DBT
CORP
US
N
2
2026-11-19
Floating
0.01896800
N
N
N
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
24156.00000000
NS
USD
2311004.52000000
0.040845743846
Long
EC
CORP
US
N
1
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation
62886EAV0
1280000.00000000
PA
USD
1417600.00000000
0.025055306458
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
10249.00000000
NS
USD
441936.88000000
0.007810993202
Long
EC
CORP
US
N
1
N
N
N
Novanta Inc.
N/A
Novanta, Inc.
67000B104
2762.00000000
NS
USD
326523.64000000
0.005771127163
Long
EC
CORP
CA
N
1
N
N
N
Miller Industries, Inc.
549300F1O74SPUJ7UU94
Miller Industries, Inc.
600551204
16916.00000000
NS
USD
643146.32000000
0.011367260260
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Small Cap Stock Portfolio
88589M170
3003419.48400000
NS
USD
62850757.49000000
1.110852842893
Long
RF
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285V8
2000000.00000000
PA
USD
2048981.48000000
0.036214629592
Long
DBT
UST
US
N
2
2022-01-15
Fixed
0.02500000
N
N
N
N
N
N
Playa Hotels & Resorts N.V.
529900BUP3KWPCJNLS49
Playa Hotels and Resorts NV
N70544106
33515.00000000
NS
USD
199414.25000000
0.003524538054
Long
EC
CORP
NL
N
1
N
N
N
Evercore Inc.
529900P6KLPT95DW3W58
Evercore, Inc.
29977A105
10266.00000000
NS
USD
1125564.24000000
0.019893733755
Long
EC
CORP
US
N
1
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884L109
37472.00000000
NS
USD
476269.12000000
0.008417796810
Long
EC
CORP
US
N
1
N
N
Iovance Biotherapeutics, Inc.
549300220Z2GHH33XL82
Iovance Biotherapeutics, Inc.
462260100
3887.00000000
NS
USD
180356.80000000
0.003187708024
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CY9
600000.00000000
PA
USD
726101.98000000
0.012833456284
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05150000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
360000.00000000
PA
USD
361800.00000000
0.006394617576
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.04500000
N
N
N
N
N
N
Adobe Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
22668.00000000
NS
USD
11336720.16000000
0.200370342725
Long
EC
CORP
US
N
1
N
N
N
Atara Biotherapeutics, Inc.
549300WBXUXZRE03MS38
Atara Biotherapeutics, Inc.
046513107
7424.00000000
NS
USD
145733.12000000
0.002575753373
Long
EC
CORP
US
N
1
N
N
N
Talen Energy Corporation
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC
87422VAJ7
570000.00000000
PA
USD
614175.00000000
0.010855207988
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.07625000
N
N
N
N
N
N
Bridgewater Bancshares, Inc.
5493001FLSBTVILKXZ71
Bridgewater Bancshares, Inc.
108621103
42080.00000000
NS
USD
525579.20000000
0.009289325567
Long
EC
CORP
US
N
1
N
N
N
Fortis Inc.
549300HTO5U9D3SLE207
ITC Holdings Corporation
465685AG0
284000.00000000
PA
USD
305973.64000000
0.005407917126
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.04050000
N
N
N
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
6104.00000000
NS
USD
408845.92000000
0.007226128541
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385AP1
1500000.00000000
PA
USD
1499970.84000000
0.026511166108
Long
STIV
USGSE
US
N
2
N
N
N
Safety Insurance Group, Inc.
254900LDCFLA3J746840
Safety Insurance Group, Inc.
78648T100
1816.00000000
NS
USD
141466.40000000
0.002500341426
Long
EC
CORP
US
N
1
N
N
N
Central Garden & Pet Company
5493004DVZLD37DJ0H83
Central Garden & Pet Company
153527AN6
500000.00000000
PA
USD
521250.00000000
0.009212809319
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04125000
N
N
N
N
N
N
Alcoa Corporation
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
540000.00000000
PA
USD
590905.80000000
0.010443937575
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150185106
18321.00000000
NS
USD
720748.14000000
0.012738830084
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
41108.00000000
NS
USD
3816877.80000000
0.067461232361
Long
EC
CORP
US
N
1
N
N
N
Prosperity Bancshares, Inc.
N/A
Prosperity Bancshares, Inc.
743606105
1529.00000000
NS
USD
106051.44000000
0.001874401332
Long
EC
CORP
US
N
1
N
N
N
Redwood Trust, Inc.
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075402
22245.00000000
NS
USD
195311.10000000
0.003452017117
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286F2
22580000.00000000
PA
USD
25026754.80000000
0.442334234753
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
Aimco
549300VLRW0CEQ83RF89
Aimco CLO 11, Ltd.
00140NAA8
3475000.00000000
PA
USD
3479083.13000000
0.061490895893
Long
ABS-O
CORP
KY
N
2
2031-10-15
Floating
0.01604610
N
N
N
N
N
N
Crown Castle International Corp. (REIT)
54930012H97VSM0I2R19
Crown Castle International Corporation
228227BD5
792000.00000000
PA
USD
866601.28000000
0.015316704746
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.05250000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BH0
960000.00000000
PA
USD
1043346.76000000
0.018440584660
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
0.04750000
N
N
N
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAF2
1125000.00000000
PA
USD
1211953.35000000
0.021420614135
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.05500000
N
N
N
N
N
N
Ceridian HCM Holding Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677J108
1417.00000000
NS
USD
150995.52000000
0.002668763422
Long
EC
CORP
US
N
1
N
N
N
Ritchie Bros. Auctioneers Incorporated
5493002H8U24DJXQ4886
Ritchie Brothers Auctioneers, Inc.
767744105
38685.00000000
NS
USD
2690541.75000000
0.047553857284
Long
EC
CORP
CA
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAU0
1030000.00000000
PA
USD
1100273.91000000
0.019446740973
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284D9
6540000.00000000
PA
USD
6885904.65000000
0.121704607260
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.02500000
N
N
N
N
N
N
Dole Food Company, Inc.
549300BHY23LFYB85T03
Dole Food Company, Inc., Term Loan
N/A
1183949.31000000
PA
USD
1180989.44000000
0.020873343922
Long
DBT
CORP
US
N
2
2024-04-06
Floating
0.03750000
N
N
N
N
N
N
Nielsen Holdings plc
N/A
Nielsen Finance, LLC
65409QBD3
470000.00000000
PA
USD
510678.50000000
0.009025963825
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05625000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285Z9
65780000.00000000
PA
USD
70469394.37000000
1.245508092490
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.02500000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
29952.00000000
NS
USD
2358420.48000000
0.041683795065
Long
EC
CORP
US
N
1
N
N
N
Adverum Biotechnologies, Inc.
529900ZEDOOZL1EWHJ89
Adverum Biotechnologies, Inc.
00773U108
6069.00000000
NS
USD
65787.96000000
0.001162766294
Long
EC
CORP
US
N
1
N
N
N
Nova Measuring Instruments Ltd.
529900B2DSWE5V3SC292
Nova Measuring Instruments, Ltd.
M7516K103
4813.00000000
NS
USD
339797.80000000
0.006005740697
Long
EC
CORP
IL
N
1
N
N
N
Norfolk Southern Corporation
54930036C8MWP850MI84
Norfolk Southern Corporation
655844108
10925.00000000
NS
USD
2595889.25000000
0.045880925996
Long
EC
CORP
US
N
1
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming, Inc., Term Loan
N/A
1027397.34000000
PA
USD
1013147.34000000
0.017906826390
Long
DBT
CORP
US
N
2
2025-10-15
Floating
0.03000000
N
N
N
N
N
N
Dow Inc.
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Company
260543CY7
600000.00000000
PA
USD
737312.44000000
0.013031595048
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
0.04800000
N
N
N
N
N
N
Encompass Health Corporation
549300FVRPM9DRQZRG64
Encompass Health Corporation
29261AAA8
770000.00000000
PA
USD
804650.00000000
0.014221749677
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04500000
N
N
N
N
N
N
Raven Industries, Inc.
ZN4TZXB8X0VUOSZJ5442
Raven Industries, Inc.
754212108
31385.00000000
NS
USD
1038529.65000000
0.018355444869
Long
EC
CORP
US
N
1
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331ABN8
1150000.00000000
PA
USD
1240152.67000000
0.021919021728
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.02600000
N
N
N
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAG0
500000.00000000
PA
USD
532500.00000000
0.009411646930
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
3900.00000000
NS
USD
1512537.00000000
0.026733266129
Long
EC
CORP
US
N
1
N
N
N
Unitil Corporation
N/A
Unitil Corporation
913259107
3104.00000000
NS
USD
137414.08000000
0.002428718881
Long
EC
CORP
US
N
1
N
N
N
The First of Long Island Corporation
N/A
First of Long Island Corporation
320734106
1411.00000000
NS
USD
25186.35000000
0.000445154992
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics, Inc.
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637H109
31579.00000000
NS
USD
1348739.09000000
0.023838227449
Long
EC
CORP
US
N
1
N
N
N
New Residential Investment Corp.
549300WNTHGEO5LP2G31
New Residential Investment Corporation
64828T201
30023.00000000
NS
USD
298428.62000000
0.005274563015
Long
EC
CORP
US
N
1
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665205
11412.00000000
NS
USD
280278.72000000
0.004953773436
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAY5
490000.00000000
PA
USD
537775.00000000
0.009504879677
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04800000
N
N
N
N
N
N
eBay Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
2225.00000000
NS
USD
111806.25000000
0.001976114459
Long
EC
CORP
US
N
1
N
N
N
Wind River 2020-1 CLO Ltd.
N/A
THL Credit Wind River CLO, Ltd.
973142AA0
950000.00000000
PA
USD
953762.00000000
0.016857222911
Long
ABS-O
CORP
KY
N
2
2033-10-20
Floating
0.01652200
N
N
N
N
N
N
CommScope Holding Company, Inc.
M4TWC4QDOKW45N7T6Y12
CommScope Technologies Finance, LLC
20337YAA5
1145000.00000000
PA
USD
1170762.50000000
0.020692588338
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06000000
N
N
N
N
N
N
Apartment Income REIT Corp.
N/A
Apartment Income REIT Corporation
03750L109
4577.00000000
NS
USD
175802.57000000
0.003107214494
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology Group Ltd.
8DF36O58U3QIHUCGZB18
Marvell Technology Group, Ltd.
57385LAA6
825000.00000000
PA
USD
892726.14000000
0.015778447391
Long
DBT
CORP
BM
N
2
2023-06-22
Fixed
0.04200000
N
N
N
N
N
N
Fulton Financial Corporation
5493005QLZ6O1BNC0C11
Fulton Financial Corporation
360271100
87418.00000000
NS
USD
1111956.96000000
0.019653232506
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corporation
5493008PTR2GAOYBXW28
Regency Centers, LP
75884RAX1
1680000.00000000
PA
USD
1914906.35000000
0.033844924830
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04125000
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
2597.00000000
NS
USD
5784220.19000000
0.102232935585
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners, LP
494550BD7
1400000.00000000
PA
USD
1814598.76000000
0.032072042911
Long
DBT
CORP
US
N
2
2039-09-01
Fixed
0.06500000
N
N
N
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc.
67020Y100
38167.00000000
NS
USD
1682783.03000000
0.029742271811
Long
EC
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BL5
150000.00000000
PA
USD
163423.50000000
0.002888421187
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
TrustCo Bank Corp NY
N/A
TrustCo Bank Corporation
898349105
24658.00000000
NS
USD
164468.86000000
0.002906897354
Long
EC
CORP
US
N
1
N
N
N
BioXcel Therapeutics, Inc.
549300Y25FYZ0E8LW260
BioXcel Therapeutics, Inc.
09075P105
1916.00000000
NS
USD
88519.20000000
0.001564528557
Long
EC
CORP
US
N
1
N
N
N
Worthington Industries, Inc.
1WRCIANKYOIK6KYE5E82
Worthington Industries, Inc.
981811102
1902.00000000
NS
USD
97648.68000000
0.001725887135
Long
EC
CORP
US
N
1
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International, Inc.
127190304
1163.00000000
NS
USD
289970.79000000
0.005125075485
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
6154.00000000
NS
USD
1277508.86000000
0.022579272002
Long
EC
CORP
US
N
1
N
N
N
Porsche Automobil Holding SE
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668AR3
1500000.00000000
PA
USD
1649611.94000000
0.029155990896
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.04250000
N
N
N
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corporation
87161C501
42925.00000000
NS
USD
1389482.25000000
0.024558340570
Long
EC
CORP
US
N
1
N
N
N
Plantronics, Inc.
5493006O3W5M472F6668
Plantronics, Inc.
727493AB4
710000.00000000
PA
USD
711775.00000000
0.012580234731
Long
DBT
CORP
US
N
2
2023-05-31
Fixed
0.05500000
N
N
N
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAR0
1100000.00000000
PA
USD
1211938.79000000
0.021420356795
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03500000
N
N
N
N
N
N
Mfa 2020-Nqm1 Trust
N/A
MFA NQM1 Trust
552754AB9
880550.67100000
PA
USD
886168.41000000
0.015662543091
Long
ABS-CBDO
CORP
US
N
2
2049-08-25
Variable
0.01787000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
1287.00000000
NS
USD
190862.10000000
0.003373383469
Long
EC
CORP
US
N
1
N
N
N
Pulmonx Corporation
549300WZMFR0ZK7RJY40
Pulmonx Corporation
745848101
6066.00000000
NS
USD
418675.32000000
0.007399857822
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Company
9N0FWODEJVKHC2DYLO03
DTE Electric Company
23338VAE6
760000.00000000
PA
USD
916777.26000000
0.016203537813
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.03700000
N
N
N
N
N
N
DENTSPLY SIRONA Inc.
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA, Inc.
24906PAA7
1375000.00000000
PA
USD
1530566.37000000
0.027051925406
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.03250000
N
N
N
N
N
N
Ortho-Clinical Diagnostics, Inc.
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA, Term Loan
N/A
2991241.37000000
PA
USD
2944877.13000000
0.052049096343
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.03397630
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385AG1
100000.00000000
PA
USD
99999.42000000
0.001767435181
Long
STIV
USGSE
US
N
2
N
N
N
Stoneridge, Inc.
PNBCIH9LE7WI83VJIF08
Stoneridge, Inc.
86183P102
23698.00000000
NS
USD
716390.54000000
0.012661811882
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corporation
N/A
Antero Midstream Corporation
03676B102
19376.00000000
NS
USD
149388.96000000
0.002640368350
Long
EC
CORP
US
N
1
N
N
N
Ligand Pharmaceuticals Incorporated
5493008K7TB0IKP37H79
Ligand Pharmaceuticals, Inc.
53220K504
1986.00000000
NS
USD
197507.70000000
0.003490840823
Long
EC
CORP
US
N
1
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AYWN7
2352348.64600000
PA
USD
227355.91000000
0.004018391648
Long
ABS-CBDO
USGSE
US
N
2
2033-02-15
Fixed
0.03000000
N
N
N
N
N
N
CytomX Therapeutics, Inc.
5493004VW2FW0QLL3345
CytomX Therapeutics, Inc.
23284F105
7418.00000000
NS
USD
48587.90000000
0.000858764619
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
520000.00000000
PA
USD
613600.00000000
0.010845045177
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06875000
N
N
N
N
N
N
PROG Holdings, Inc.
549300DHYTLBOVRXIG52
PROG Holdings, Inc.
74319R101
2314.00000000
NS
USD
124655.18000000
0.002203212285
Long
EC
CORP
US
N
1
N
N
N
Domo, Inc.
549300X57AGT5JULJ761
Domo, Inc.
257554105
1781.00000000
NS
USD
113574.37000000
0.002007365015
Long
EC
CORP
US
N
1
N
N
N
ProShare Advisors LLC
UT59PM4NN1V3JAKZPS19
ProShares Ultra S&P 500
74347R107
6430.00000000
NS
USD
587380.50000000
0.010381629821
Long
RF
US
N
1
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161N101
25124.00000000
NS
USD
1060735.28000000
0.018747917263
Long
EC
CORP
US
N
1
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
210000.00000000
PA
USD
220106.25000000
0.003890257863
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04000000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
United Technologies Corporation
913017CW7
775000.00000000
PA
USD
976022.61000000
0.017250667045
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
0.04450000
N
N
N
N
N
N
Casey's General Stores, Inc.
549300CAFWSI86V66Q65
Casey's General Stores, Inc.
147528103
8545.00000000
NS
USD
1526307.90000000
0.026976659272
Long
EC
CORP
US
N
1
N
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
11083.00000000
NS
USD
2463750.90000000
0.043545452763
Long
EC
CORP
US
N
1
N
N
N
BlackRock, Inc.
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
53000.00000000
NS
USD
7320890.00000000
0.129392735963
Long
RF
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
-432.00000000
NC
USD
-122891.04000000
-0.00217203207
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
-59526861.12000000
USD
-122891.04000000
N
N
N
Lumen Technologies, Inc.
N/A
Level 3 Financing, Inc.
527298BN2
915000.00000000
PA
USD
955658.03000000
0.016890734206
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04625000
N
N
N
N
N
N
British American Tobacco p.l.c.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BA3
1563000.00000000
PA
USD
1974050.96000000
0.034890273538
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
0.05700000
N
N
N
N
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
7745.00000000
NS
USD
356347.45000000
0.006298246730
Long
EC
CORP
US
N
1
N
N
N
Saia, Inc.
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
4977.00000000
NS
USD
899841.60000000
0.015904209263
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
6837.00000000
NS
USD
1963312.92000000
0.034700484541
Long
EC
CORP
US
N
1
N
N
N
Aramark
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AR9
280000.00000000
PA
USD
299250.00000000
0.005289080458
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06375000
N
N
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BD5
1380000.00000000
PA
USD
1843210.11000000
0.032577732910
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
0.04150000
N
N
N
N
N
N
Wingstop Inc.
549300SSH3F8HPIM3Q47
Wingstop, Inc.
974155103
6162.00000000
NS
USD
816773.10000000
0.014436018854
Long
EC
CORP
US
N
1
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554102
742.00000000
NS
USD
28900.90000000
0.000510807637
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corporation
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066G104
15902.00000000
NS
USD
8304024.40000000
0.146769100017
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc.
549300W3R20NM4KQPH86
IQVIA Holding, Inc.
46266C105
7012.00000000
NS
USD
1256340.04000000
0.022205124660
Long
EC
CORP
US
N
1
N
N
N
Air Canada 2015-1 Pass Through Trusts
N/A
Air Canada Pass Through Trust
009090AB7
193487.52000000
PA
USD
188405.51000000
0.003329964582
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
0.03875000
N
N
N
N
N
N
Methanex Corporation
549300TSJHRXT9QXRD13
Methanex Corporation
59151KAL2
780000.00000000
PA
USD
845301.60000000
0.014940244524
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
0.05250000
N
N
N
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAJ5
405000.00000000
PA
USD
384750.00000000
0.006800246303
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.05000000
N
N
N
N
N
Suburban Propane Partners, L.P.
N/A
Suburban Propane Partners, LP
864486AK1
560000.00000000
PA
USD
585200.00000000
0.010343090674
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05875000
N
N
N
N
N
N
Performance Food Group Company
549300EUK8GR9IT1YK57
Performance Food Group Company
71377A103
3114.00000000
NS
USD
148257.54000000
0.002620371119
Long
EC
CORP
US
N
1
N
N
N
CSMC 2018-RPL9 Trust
N/A
Credit Suisse Mortgage Trust
12654PAA6
2765714.57300000
PA
USD
2957663.74000000
0.052275092697
Long
ABS-CBDO
CORP
US
N
2
2057-09-25
Variable
0.03850000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAJ0
690000.00000000
PA
USD
708098.70000000
0.012515258134
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.04750000
N
N
N
N
N
N
BP PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDN5
1960000.00000000
PA
USD
2199887.63000000
0.038881813448
Long
DBT
CORP
GB
N
2
2027-09-19
Fixed
0.03279000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
1280000.00000000
PA
USD
1424422.40000000
0.025175888656
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05125000
N
N
N
N
N
N
Whirlpool Corporation
WHENKOULSSK7WUM60H03
Whirlpool Corporation
963320106
791.00000000
NS
USD
142767.59000000
0.002523339249
Long
EC
CORP
US
N
1
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BL4
850000.00000000
PA
USD
1011340.42000000
0.017874890065
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
0.04445000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537TAA3
1357415.56000000
PA
USD
1376331.82000000
0.024325913896
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
0.01977000
N
N
N
N
N
N
SBA Communications Corporation (REIT)
5299001HX8ZN8Y8QIT49
SBA Communications Corporation
78410GAC8
440000.00000000
PA
USD
462132.00000000
0.008167930928
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03875000
N
N
N
N
N
N
Crown Holdings, Inc.
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Company, Inc.
228255AH8
1100000.00000000
PA
USD
1339250.00000000
0.023670512962
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.07375000
N
N
N
N
N
N
PerkinElmer, Inc.
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046109
2122.00000000
NS
USD
304507.00000000
0.005381995064
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Incorporated
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LBC3
1200000.00000000
PA
USD
1314839.28000000
0.023239066806
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
0.02800000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
668.00000000
NS
USD
361207.64000000
0.006384147937
Long
EC
CORP
US
N
1
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AA3
430000.00000000
PA
USD
450511.00000000
0.007962536094
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05375000
N
N
N
N
N
BigCommerce Holdings Inc
549300MOVEFQ78DMPG58
BigCommerce Holdings, Inc.
08975P108
40952.00000000
NS
USD
2627070.80000000
0.046432042877
Long
EC
CORP
US
N
1
N
N
Cinemark Holdings, Inc.
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc.
17243V102
10956.00000000
NS
USD
190743.96000000
0.003371295409
Long
EC
CORP
US
N
1
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Term Loan
N/A
980000.00000000
PA
USD
980000.00000000
0.017320965243
Long
DBT
CORP
US
N
3
2027-11-20
Floating
0.04500000
N
N
N
N
N
N
Celsius Holdings, Inc.
N/A
Celsius Holdings, Inc.
15118V207
2351.00000000
NS
USD
118278.81000000
0.002090513425
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation
477143101
9077.00000000
NS
USD
131979.58000000
0.002332667059
Long
EC
CORP
US
N
1
N
N
N
At Home Group Inc.
549300LGPR0P05O30I24
At Home Group, Inc.
04650Y100
6271.00000000
NS
USD
96949.66000000
0.001713532338
Long
EC
CORP
US
N
1
N
N
N
Univest Financial Corporation
4WII2HCR8UEWNU03U507
Univest Financial Corporation
915271100
1178.00000000
NS
USD
24243.24000000
0.000428486038
Long
EC
CORP
US
N
1
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797103
6809.00000000
NS
USD
1992790.03000000
0.035221476375
Long
EC
CORP
US
N
1
N
N
N
Vector Group Ltd.
549300TUIF4WWN6NDN50
Vector Group, Ltd.
92240M108
2924.00000000
NS
USD
34064.60000000
0.000602073216
Long
EC
CORP
US
N
1
N
N
N
AVROBIO, Inc.
N/A
AVROBIO, Inc.
05455M100
1193.00000000
NS
USD
16630.42000000
0.000293933598
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAZ6
975000.00000000
PA
USD
1056262.96000000
0.018668871447
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
Gladstone Commercial Corporation
529900EVVV534W8R0T32
Gladstone Commercial Corporation
376536108
4246.00000000
NS
USD
76428.00000000
0.001350823195
Long
EC
CORP
US
N
1
N
N
N
Chico's FAS, Inc.
5299003ESGN5T1MFXY13
Chico's FAS, Inc.
168615102
69459.00000000
NS
USD
110439.81000000
0.001951963378
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corporation
N/A
Antero Midstream Partners, LP
03690AAD8
220000.00000000
PA
USD
216150.00000000
0.003820333303
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corporation
320517AD7
1375000.00000000
PA
USD
1535834.38000000
0.027145034608
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
0.04000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SK5
1000000.00000000
PA
USD
1172304.69000000
0.020719845704
Long
DBT
UST
US
N
2
2049-11-15
Fixed
0.02375000
N
N
N
N
N
N
W. P. Carey Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
7442.00000000
NS
USD
525256.36000000
0.009283619546
Long
EC
CORP
US
N
1
N
N
N
Kinross Gold Corporation
549300UEBMAQDN0K0R06
Kinross Gold Corporation
496902AQ0
900000.00000000
PA
USD
1040499.48000000
0.018390260540
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
0.04500000
N
N
N
N
N
N
Jack in the Box Inc.
5493002OJW26P0SUUP68
Jack in the Box, Inc.
466367109
3474.00000000
NS
USD
322387.20000000
0.005698017843
Long
EC
CORP
US
N
1
N
N
N
Oceaneering International, Inc.
549300L6PH74701W0R30
Oceaneering International, Inc.
675232102
19735.00000000
NS
USD
156893.25000000
0.002773002581
Long
EC
CORP
US
N
1
N
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments, Inc.
55306N104
16563.00000000
NS
USD
2491903.35000000
0.044043031955
Long
EC
CORP
US
N
1
N
N
N
Nordson Corporation
14OS6Q5N55N95WM84M53
Nordson Corporation
655663102
1306.00000000
NS
USD
262440.70000000
0.004638496166
Long
EC
CORP
US
N
1
N
N
N
Diamond Hill Investment Group, Inc.
549300AQ6779A0B7VZ57
Diamond Hill Investment Group, Inc.
25264R207
453.00000000
NS
USD
67619.31000000
0.001195134406
Long
EC
CORP
US
N
1
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587CX3
85000.00000000
PA
USD
106754.82000000
0.001886833190
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
0.04400000
N
N
N
N
N
N
Eventbrite, Inc.
549300N6XBV2B1FAUF55
Eventbrite, Inc.
29975E109
9563.00000000
NS
USD
173090.30000000
0.003059276602
Long
EC
CORP
US
N
1
N
N
N
Zendesk, Inc.
549300SLI6BN94BKKO36
Zendesk, Inc.
98936J101
1286.00000000
NS
USD
184052.32000000
0.003253024324
Long
EC
CORP
US
N
1
N
N
N
Rock Holdings Inc.
N/A
Quicken Loans, LLC
74841CAB7
340000.00000000
PA
USD
352750.00000000
0.006234663765
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.03875000
N
N
N
N
N
N
CIT Group Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group, Inc.
125581GW2
230000.00000000
PA
USD
261050.00000000
0.004613916302
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
0.05250000
N
N
N
N
N
N
STAG Industrial, Inc.
549300QWYX2W6FASVQ07
STAG Industrial, Inc.
85254J102
15219.00000000
NS
USD
476659.08000000
0.008424689140
Long
EC
CORP
US
N
1
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc.
26907YAB0
220000.00000000
PA
USD
225500.00000000
0.003985589451
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04625000
N
N
N
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
27308.00000000
NS
USD
693623.20000000
0.012259411570
Long
EC
CORP
US
N
1
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AR2
160000.00000000
PA
USD
163200.00000000
0.002884470946
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.04125000
N
N
N
N
N
N
Orthofix Medical Inc.
N/A
Orthifix Medical, Inc.
68752M108
1925.00000000
NS
USD
82736.50000000
0.001462322490
Long
EC
CORP
CW
N
1
N
N
N
Markel Corporation
549300SCNO12JLWIK605
Markel Corporation
570535104
190.00000000
NS
USD
196327.00000000
0.003469972595
Long
EC
CORP
US
N
1
N
N
N
Fox Factory Holding Corp.
529900GE1HSV0617R721
Fox Factory Holding Corporation
35138V102
685.00000000
NS
USD
72411.35000000
0.001279831098
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS Energy Corporation
125896100
6678.00000000
NS
USD
407424.78000000
0.007201010667
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
475000.00000000
PA
USD
501615.09000000
0.008865772999
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
General Electric Company
549300G6UZOB126GBY72
GE Capital International Funding Company
36164QNA2
1615000.00000000
PA
USD
1925793.83000000
0.034037355098
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
0.04418000
N
N
N
N
N
N
Spirit Realty Capital, Inc.
549300LTU6LVPZSHMJ25
Spirit Realty Capital, Inc.
84860W300
12399.00000000
NS
USD
498067.83000000
0.008803077114
Long
EC
CORP
US
N
1
N
N
N
Mesa Laboratories, Inc.
549300ZCG738WLX8ZW79
Mesa Laboratories, Inc.
59064R109
988.00000000
NS
USD
283200.32000000
0.005005411122
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CV5
1250000.00000000
PA
USD
1616390.61000000
0.028568822016
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05705000
N
N
N
N
N
N
UFP Technologies, Inc.
549300RJ8LY41HS70C91
UFP Technologies, Inc.
902673102
14540.00000000
NS
USD
677564.00000000
0.011975573973
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
10315.00000000
NS
USD
2929150.55000000
0.051771137623
Long
EC
CORP
US
N
1
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
676734.66000000
PA
USD
654199.40000000
0.011562617418
Long
DBT
CORP
US
N
2
2026-04-12
Floating
0.05214400
N
N
N
N
N
N
Seacoast Banking Corporation of Florida
549300V6IC06XYQYPG88
Seacoast Banking Corporation of Florida
811707801
34972.00000000
NS
USD
1029925.40000000
0.018203369446
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
7043.00000000
NS
USD
236081.36000000
0.004172609215
Long
EC
CORP
US
N
1
N
N
N
Corteva, Inc.
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours & Company
263534CP2
675000.00000000
PA
USD
717602.68000000
0.012683235795
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.02300000
N
N
N
N
N
N
Tenneco Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349105
7598.00000000
NS
USD
80538.80000000
0.001423479342
Long
EC
CORP
US
N
1
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
150000.00000000
PA
USD
151125.00000000
0.002671051910
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
QCR Holdings, Inc.
549300MWKWM7KWJVQO33
QCR Holdings, Inc.
74727A104
12514.00000000
NS
USD
495429.26000000
0.008756441829
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini Russell 2000 Index
N/A
17.00000000
NC
USD
1206.51000000
0.000021324405
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
Russell 2000 Index
RTY
2021-03-22
1677373.49000000
USD
1206.51000000
N
N
N
Laurel Road Prime Student Loan Trust 2017-C
N/A
Laurel Road Prime Student Loan Trust
518889AC4
812594.86000000
PA
USD
827231.32000000
0.014620862186
Long
ABS-O
CORP
US
N
2
2042-11-25
Fixed
0.02810000
N
N
N
N
N
N
Silk Road Medical, Inc
549300VL8KC0ZPDQHE14
Silk Road Medical, Inc.
82710M100
12654.00000000
NS
USD
796948.92000000
0.014085637290
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
6608.00000000
NS
USD
1373076.32000000
0.024268374710
Long
EC
CORP
US
N
1
N
N
N
Southside Bancshares, Inc.
549300TC83207VQA2K65
Southside Bancshares, Inc.
84470P109
2030.00000000
NS
USD
62990.90000000
0.001113329785
Long
EC
CORP
US
N
1
N
N
N
GoodRx Holdings, Inc.
N/A
GoodRx Holdings, Inc.
38246G108
25245.00000000
NS
USD
1018383.30000000
0.017999369126
Long
EC
CORP
US
N
1
N
N
State Street Corporation
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
23767.00000000
NS
USD
2589176.98000000
0.045762290286
Long
RF
US
N
1
N
N
N
Kimco Realty Corporation
549300EA7I6T15IBYS12
Kimco Realty Corporation
49446RAU3
1072000.00000000
PA
USD
1171560.17000000
0.020706686720
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03300000
N
N
N
N
N
N
Boston Properties, Inc.
BVHHEFJI6SHNOKQT2572
Boston Properties, LP
10112RBA1
850000.00000000
PA
USD
1016189.13000000
0.017960588369
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.04500000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CM0
2545000.00000000
PA
USD
3296175.33000000
0.058258100335
Long
DBT
CORP
US
N
2
2035-07-20
Fixed
0.04875000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
25004.00000000
NS
USD
482577.20000000
0.008529288682
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
2732.00000000
NS
USD
170394.84000000
0.003011635817
Long
EC
CORP
US
N
1
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc.
98919VAA3
870000.00000000
PA
USD
872175.00000000
0.015415217205
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBQ3
550000.00000000
PA
USD
741803.39000000
0.013110970138
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
0.04600000
N
N
N
N
N
N
U.S. Small Business Administration
N/A
U.S. Small Business Administration
831641FA8
98230.03000000
PA
USD
101481.93000000
0.001793637737
Long
ABS-O
CORP
US
N
2
2024-03-10
Fixed
0.03191000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc., Term Loan
N/A
730000.00000000
PA
USD
730459.90000000
0.012910480142
Long
DBT
CORP
US
N
2
2027-11-06
Floating
0.03500000
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Company
549300K1IE3K7YU6VG29
MassMutual Global Funding
57629WCE8
920000.00000000
PA
USD
987834.06000000
0.017459427979
Long
DBT
CORP
US
N
2
2024-06-22
Fixed
0.02750000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
290000.00000000
PA
USD
304500.00000000
0.005381871343
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AH9
840000.00000000
PA
USD
884036.29000000
0.015624859034
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.06250000
N
N
N
N
N
N
Orchid Island Capital, Inc.
549300KBIHGT19K9DY89
Orchid Island Capital, Inc.
68571X103
133.00000000
NS
USD
694.26000000
0.000012270666
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903100
2178.00000000
NS
USD
299475.00000000
0.005293057210
Long
EC
CORP
US
N
1
N
N
N
Patterson-UTI Energy, Inc.
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481101
37793.00000000
NS
USD
198791.18000000
0.003513525632
Long
EC
CORP
US
N
1
N
N
N
Teck Resources Limited
T8KI5SQ2JRWHL7XY0E11
Teck Resources, Ltd.
878742AE5
964000.00000000
PA
USD
1242206.39000000
0.021955320109
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
0.06125000
N
N
N
N
N
N
Celanese Corporation
549300FHJQTDPPN41627
Celanese Corporation
150870103
2073.00000000
NS
USD
269365.62000000
0.004760890348
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153AZ5
210000.00000000
PA
USD
245500.50000000
0.004339087375
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
0.11500000
N
N
N
N
N
N
American States Water Company
529900L26LIS2V8PWM23
American States Water Company
029899101
623.00000000
NS
USD
49534.73000000
0.000875499323
Long
EC
CORP
US
N
1
N
N
N
Del Taco Restaurants, Inc.
5299004IBCSPGYGOI790
Del Taco Restaurants, Inc.
245496104
166.00000000
NS
USD
1503.96000000
0.000026581672
Long
EC
CORP
US
N
1
N
N
N
MILEAGE PLUS HOLDINGS INC
N/A
Mileage Plus Holdings, LLC, Term Loan
N/A
655000.00000000
PA
USD
680793.90000000
0.012032660694
Long
DBT
CORP
US
N
2
2027-06-20
Floating
0.06250000
N
N
N
N
N
N
Williams-Sonoma, Inc.
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
3285.00000000
NS
USD
334544.40000000
0.005912889719
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Incorporated
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
14233.00000000
NS
USD
3363827.22000000
0.059453810575
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp, Inc.
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc.
084680107
33970.00000000
NS
USD
581566.40000000
0.010278868776
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc.
922475108
21726.00000000
NS
USD
5914903.50000000
0.104542691780
Long
EC
CORP
US
N
1
N
N
N
Tenneco Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AR6
290000.00000000
PA
USD
266800.00000000
0.004715544415
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05000000
N
N
N
N
N
N
Cenovus Energy Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAF6
140000.00000000
PA
USD
184881.34000000
0.003267676800
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
0.06750000
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAJ7
220000.00000000
PA
USD
242000.00000000
0.004277217947
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.05250000
N
N
N
N
N
N
Douglas Emmett, Inc.
N/A
Douglas Emmett, Inc.
25960P109
12638.00000000
NS
USD
368776.84000000
0.006517929416
Long
EC
CORP
US
N
1
N
N
N
PRA Health Sciences, Inc.
549300R1HR1VWWHIAK47
PRA Health Sciences, Inc.
69354M108
16828.00000000
NS
USD
2110904.32000000
0.037309081999
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHJ4
1550000.00000000
PA
USD
1847336.31000000
0.032650661244
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04350000
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAH1
290000.00000000
PA
USD
308850.00000000
0.005458755219
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
Akebia Therapeutics, Inc.
549300CBQEHMKEEGNX42
Akebia Therapeutics, Inc.
00972D105
9487.00000000
NS
USD
26563.60000000
0.000469497135
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AM1
470000.00000000
PA
USD
493030.00000000
0.008714036218
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.07500000
N
N
N
N
N
N
MicroStrategy Incorporated
549300WQTWEJUEHXQX21
MicroStrategy, Inc.
594972408
2615.00000000
NS
USD
1016058.25000000
0.017958275136
Long
EC
CORP
US
N
1
N
N
N
EW SCRIPPS CO
549300U1OW41QPKYW028
E.W. Scripps Company, Term Loan
N/A
880000.00000000
PA
USD
880000.00000000
0.015553519810
Long
DBT
CORP
US
N
2
2027-12-15
Floating
0.00000000
N
N
N
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
1564.00000000
NS
USD
218193.64000000
0.003856453525
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CS2
525000.00000000
PA
USD
480464.25000000
0.008491943444
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03500000
N
N
N
N
N
N
Healthcare Realty Trust Incorporated
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc.
421946104
20031.00000000
NS
USD
592917.60000000
0.010479495042
Long
EC
CORP
US
N
1
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BQ9
885000.00000000
PA
USD
915532.50000000
0.016181537359
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.06375000
N
N
N
N
N
N
iHeartMedia, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBG1
780000.00000000
PA
USD
803400.00000000
0.014199656609
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
Ingevity Corporation
5493009UTFC4B5IMGF87
Ingevity Corporation
45688CAB3
610000.00000000
PA
USD
614575.00000000
0.010862277770
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03875000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAB1
250000.00000000
PA
USD
267500.00000000
0.004727916533
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CR1
150000.00000000
PA
USD
154320.00000000
0.002727521792
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03625000
N
N
N
N
N
N
Insmed Incorporated
529900Q55QAG41CCAC11
Insmed, Inc.
457669307
3007.00000000
NS
USD
100103.03000000
0.001769266432
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
983.00000000
NS
USD
134110.69000000
0.002370333265
Long
EC
CORP
US
N
1
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FY7
1400000.00000000
PA
USD
1643409.91000000
0.029046373400
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
0.03500000
N
N
N
N
N
N
Trane Technologies plc
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance SA
456873AE8
1225000.00000000
PA
USD
1381125.27000000
0.024410635509
Long
DBT
CORP
LU
N
2
2026-03-21
Fixed
0.03500000
N
N
N
N
N
N
JELD-WEN Holding, Inc.
549300XWE6NM0N1HFW16
Jeld-Wen, Inc.
475795AC4
500000.00000000
PA
USD
510255.00000000
0.009018478694
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04625000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
825000.00000000
PA
USD
924982.12000000
0.016348554236
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03950000
N
N
N
N
N
N
GMAC ResCap, Inc., Asset Management Arm
N/A
Residential Accredit Loans, Inc. Trust
761118CW6
840156.55900000
PA
USD
836268.06000000
0.014780581634
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Fixed
0.06000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
64078.00000000
NS
USD
3951049.48000000
0.069832643591
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corporation
Q774KI4AW80FHFW33O61
Wintrust Financial Corporation
97650W108
15197.00000000
NS
USD
928384.73000000
0.016408693511
Long
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954M101
3007.00000000
NS
USD
408771.58000000
0.007224814622
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CW3
860000.00000000
PA
USD
827750.00000000
0.014630029572
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BN9
1225000.00000000
PA
USD
1261972.78000000
0.022304680266
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.01650000
N
N
N
N
N
N
Thrivent Mutual Funds
54930040IF45CD6DYC47
Thrivent Mid Cap Stock Portfolio
88589M121
5379170.13300000
NS
USD
122036156.97000100
2.156922483035
Long
RF
US
N
1
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
15801.00000000
NS
USD
1076522.13000000
0.019026941222
Long
EC
CORP
US
N
1
N
N
N
O-I Glass, Inc.
N/A
O-I Glass, Inc.
67098H104
6289.00000000
NS
USD
74839.10000000
0.001322740255
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
1040.00000000
NS
USD
465420.80000000
0.008226058674
Long
EC
CORP
US
N
1
N
N
N
Brinker International, Inc.
52990067JY6PBGJNTG76
Brinker International, Inc.
109641100
2211.00000000
NS
USD
125076.27000000
0.002210654821
Long
EC
CORP
US
N
1
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAA3
290000.00000000
PA
USD
302323.55000000
0.005343403777
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03875000
N
N
N
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals, Inc.
G50871105
3124.00000000
NS
USD
515616.20000000
0.009113234978
Long
EC
CORP
IE
N
1
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AR8
290000.00000000
PA
USD
290000.00000000
0.005125591755
Long
DBT
CORP
BM
N
2
2024-09-01
Fixed
0.08750000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMC3
1129000.00000000
PA
USD
1124696.27000000
0.019878392859
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
0.03500000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
370000.00000000
PA
USD
394050.00000000
0.006964618728
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
62581.00000000
NS
USD
2915648.79000000
0.051532501382
Long
EC
CORP
IE
N
1
N
N
N
Cintas Corporation
N/A
Cintas Corporation
172908105
2504.00000000
NS
USD
885063.84000000
0.015643020419
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCE1
510000.00000000
PA
USD
541237.50000000
0.009566077475
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04500000
N
N
N
N
N
N
Tompkins Financial Corporation
N/A
Tompkins Financial Corporation
890110109
169.00000000
NS
USD
11931.40000000
0.000210880984
Long
EC
CORP
US
N
1
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAB6
900000.00000000
PA
USD
957375.00000000
0.016921080714
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
0.06250000
N
N
N
N
N
N
Ball Corporation
N/A
Ball Corporation
058498106
4993.00000000
NS
USD
465247.74000000
0.008222999932
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
1587.00000000
NS
USD
308401.71000000
0.005450831938
Long
EC
CORP
US
N
1
N
N
N
Benefit Street Partners Clo IV Limited
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV, Ltd.
08180FAY7
2200000.00000000
PA
USD
2200099.00000000
0.038885549298
Long
ABS-O
CORP
KY
N
2
2029-01-20
Floating
0.01968400
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corporation
87612G101
13359.00000000
NS
USD
352410.42000000
0.006228661873
Long
EC
CORP
US
N
1
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI, LLC, Term Loan
N/A
1395000.00000000
PA
USD
1387592.55000000
0.024524941154
Long
DBT
CORP
US
N
2
2025-10-15
Floating
0.03500000
N
N
N
N
N
N
First Financial Bancorp.
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
32043.00000000
NS
USD
561713.79000000
0.009927984728
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137ATTH5
1384965.78500000
PA
USD
76344.58000000
0.001349348792
Long
ABS-CBDO
USGSE
US
N
2
2031-07-15
Fixed
0.04000000
N
N
N
N
N
N
Tootsie Roll Industries, Inc.
529900SBKOV9XX4M4Q35
Tootsie Roll Industries, Inc.
890516107
725.00000000
NS
USD
21532.50000000
0.000380575187
Long
EC
CORP
US
N
1
N
N
N
Allakos Inc.
549300S6ZD1W6BPMDY37
Allakos, Inc.
01671P100
537.00000000
NS
USD
75180.00000000
0.001328765476
Long
EC
CORP
US
N
1
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AY6
610000.00000000
PA
USD
635925.00000000
0.011239627370
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05500000
N
N
N
N
N
N
U.S. Xpress Enterprises, Inc.
549300NXY19K1OZN4915
U.S. Xpress Enterprises, Inc.
90338N202
184.00000000
NS
USD
1258.56000000
0.000022244361
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAW7
1100000.00000000
PA
USD
1169614.59000000
0.020672299655
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.02500000
N
N
N
N
N
N
Carrier Global Corporation
549300JE3W6CWY2NAN77
Carrier Global Corporation
14448CAL8
875000.00000000
PA
USD
939575.54000000
0.016606484971
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02700000
N
N
N
N
N
N
Innophos Holdings, Inc.
XQ0331QX53IRX25OY417
Innophos Holdings, Inc., Term Loan
N/A
595500.00000000
PA
USD
594011.25000000
0.010498824709
Long
DBT
CORP
US
N
3
2027-02-07
Floating
0.03646700
N
N
N
N
N
N
Rackspace Hosting, Inc.
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc., Term Loan
N/A
2657356.58000000
PA
USD
2651377.53000000
0.046861651066
Long
DBT
CORP
US
N
2
2023-11-03
Floating
0.04000000
N
N
N
N
N
N
CCI BUYER INC
N/A
CCI Buyer, Inc., Term Loan
N/A
225000.00000000
PA
USD
224624.25000000
0.003970111048
Long
DBT
CORP
US
N
2
2027-12-12
Floating
0.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Colt Merger Sub, Inc.
28470RAH5
900000.00000000
PA
USD
958500.00000000
0.016940964475
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06250000
N
N
N
N
N
N
CRA International, Inc.
N/A
CRA International, Inc.
12618T105
3367.00000000
NS
USD
171481.31000000
0.003030838582
Long
EC
CORP
US
N
1
N
N
N
First Busey Corporation
549300X4ZNLYSX7GUY60
First Busey Corporation
319383204
23358.00000000
NS
USD
503364.90000000
0.008896699936
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255104
17997.00000000
NS
USD
732297.93000000
0.012942966320
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Company of New York, Inc.
209111FV0
900000.00000000
PA
USD
1110644.42000000
0.019630034078
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
0.04125000
N
N
N
N
N
N
Global Net Lease, Inc.
N/A
Global Net Lease, Inc.
37892AAA8
690000.00000000
PA
USD
711648.75000000
0.012578003331
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.03750000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
675000.00000000
PA
USD
746667.21000000
0.013196935503
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
0.02950000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BC6
560000.00000000
PA
USD
639427.72000000
0.011301536034
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
0.03550000
N
N
N
N
N
N
PG&E Corporation
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Company
694308HW0
800000.00000000
PA
USD
853870.27000000
0.015091691091
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03300000
N
N
N
N
N
N
Exelon Corporation
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Company
202795JF8
1025000.00000000
PA
USD
1206062.72000000
0.021316500464
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
0.03700000
N
N
N
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert, LLC, Term Loan
N/A
379050.00000000
PA
USD
379762.61000000
0.006712096906
Long
DBT
CORP
US
N
2
2027-09-04
Floating
0.02646800
N
N
N
N
N
N
Hess Midstream LP
N/A
Hess Midstream Operations, LP
428102AC1
350000.00000000
PA
USD
364000.00000000
0.006433501376
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034T103
110737.00000000
NS
USD
1529277.97000000
0.027029153639
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAJ3
675000.00000000
PA
USD
725625.00000000
0.012825025923
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
MasterCard, Inc.
57636Q104
41261.00000000
NS
USD
14727701.34000000
0.260304084726
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust 2020-2
N/A
Verus Securitization Trust
92537UAA0
1380600.18000000
PA
USD
1407698.46000000
0.024880302142
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
0.02226000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
2154.00000000
NS
USD
285921.96000000
0.005053514624
Long
EC
CORP
US
N
1
N
N
N
Global Blood Therapeutics, Inc.
549300U4G0QKK99GRT15
Global Blood Therapeutics, Inc.
37890U108
8583.00000000
NS
USD
371729.73000000
0.006570120136
Long
EC
CORP
US
N
1
N
N
Fortis Inc.
549300HTO5U9D3SLE207
ITC Holdings Corporation
465685AH8
560000.00000000
PA
USD
747007.85000000
0.013202956129
Long
DBT
CORP
US
N
2
2043-07-01
Fixed
0.05300000
N
N
N
N
N
N
Six Flags Entertainment Corporation
549300JYTDUAA4JQ3717
Six Flags Entertainment Corporation
83001AAC6
400000.00000000
PA
USD
411000.00000000
0.007264200729
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
14556.00000000
NS
USD
5381644.32000000
0.095117626756
Long
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
24098.00000000
NS
USD
5588567.18000000
0.098774875395
Long
EC
CORP
US
N
1
N
N
N
UniFirst Corporation
5493003XBTNWBC8UK019
UniFirst Corporation
904708104
2095.00000000
NS
USD
443490.55000000
0.007838453471
Long
EC
CORP
US
N
1
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AR1
850000.00000000
PA
USD
938898.75000000
0.016594523077
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.02900000
N
N
N
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
349.00000000
NS
USD
23117.76000000
0.000408593793
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
02151GAK3
1244657.28200000
PA
USD
682722.03000000
0.012066739339
Long
ABS-CBDO
CORP
US
N
2
2037-10-25
Fixed
0.07000000
N
N
N
N
N
N
Shopify Inc.
549300HGQ43STJLLP808
Shopify Inc.
82509L107
2124.00000000
NS
USD
2404261.80000000
0.042494015382
Long
EC
CORP
CA
N
1
N
N
N
Charter Communications, Inc.
N/A
Time Warner Entertainment Company, LP
88731EAF7
1341000.00000000
PA
USD
1567374.44000000
0.027702487958
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.08375000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P Mid-Cap 400 Index
N/A
6.00000000
NC
USD
19974.00000000
0.000353029550
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
S&P Midcap 400 Index
MID
2021-03-22
1362126.00000000
USD
19974.00000000
N
N
N
Morgan Stanley
N/A
Morgan Stanley Capital I Trust
61692BBU3
14885722.43900000
PA
USD
2150203.90000000
0.038003680631
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
0.01973300
N
N
N
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AD4
460000.00000000
PA
USD
606500.80000000
0.010719570691
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
James River Group Holdings, Ltd.
N/A
James River Group Holdings, Ltd.
G5005R107
10928.00000000
NS
USD
537111.20000000
0.009493147374
Long
EC
CORP
BM
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636AAV3
900000.00000000
PA
USD
962910.56000000
0.017018918717
Long
DBT
CORP
DK
N
2
2025-12-20
Variable
0.03244000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363NAA3
153098.56200000
PA
USD
150198.22000000
0.002654671579
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Variable
0.03019000
N
N
N
N
N
N
Xylem Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
2805.00000000
NS
USD
285520.95000000
0.005046426991
Long
EC
CORP
US
N
1
N
N
N
Century Casinos, Inc.
549300H2L4Y24HXY7M50
Century Casinos, Inc.
156492100
2567.00000000
NS
USD
16403.13000000
0.000289916372
Long
EC
CORP
US
N
1
N
N
N
AptarGroup, Inc.
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
7025.00000000
NS
USD
961652.25000000
0.016996678774
Long
EC
CORP
US
N
1
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
23225.00000000
NS
USD
2808831.50000000
0.049644564068
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Companies, Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748102
2840.00000000
NS
USD
332280.00000000
0.005872867684
Long
EC
CORP
US
N
1
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
Altice France SA
02156LAC5
440000.00000000
PA
USD
460024.40000000
0.008130680248
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
TowneBank
54930039UO39UJGI7078
Towne Bank
89214P109
3319.00000000
NS
USD
77930.12000000
0.001377372346
Long
EC
CORP
US
N
1
N
N
N
CAESARS RESORT COLLECTION
549300V3UCT773B1KR38
Caesars Resort Collection, LLC, Term Loan
N/A
1172062.50000000
PA
USD
1172425.84000000
0.020721986964
Long
DBT
CORP
US
N
2
2025-07-20
Floating
0.04646800
N
N
N
N
N
N
Premier Financial Corporation
N/A
Premier Financial Corporation
74052F108
21382.00000000
NS
USD
491786.00000000
0.008692049197
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64831AAA6
1912012.43000000
PA
USD
1935292.90000000
0.034205245977
Long
ABS-CBDO
CORP
US
N
2
2060-07-25
Variable
0.04335000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408HR7
900000.00000000
PA
USD
1022020.07000000
0.018063647052
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
0.03350000
N
N
N
N
N
N
Bandwidth Inc.
549300QC70JB7MUGXM66
Bandwidth, Inc.
05988J103
12647.00000000
NS
USD
1943464.49000000
0.034349674371
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corporation
5299009UDLLGLKOOJE30
Taylor Morrison Home Corporation
87724P106
29479.00000000
NS
USD
756136.35000000
0.013364297385
Long
EC
CORP
US
N
1
N
N
N
Archrock, Inc.
549300K3RIHMHDVFTL28
Archrock, Inc.
03957W106
34369.00000000
NS
USD
297635.54000000
0.005260545758
Long
EC
CORP
US
N
1
N
N
N
Argo Group International Holdings, Ltd.
549300M4T8Y5TTWI6O03
Argo Group International Holdings, Ltd.
G0464B107
2790.00000000
NS
USD
121923.00000000
0.002154922495
Long
EC
CORP
BM
N
1
N
N
N
TMX Group Limited
549300N65GFVKSHGJW59
TMX Group, Ltd.
87262K956
4353.00000000
NS
434787.04000000
0.007684623681
Long
EC
CORP
CA
N
2
N
N
N
Berkshire Hathaway Inc.
N/A
Burlington Northern Santa Fe, LLC
12189LAC5
685000.00000000
PA
USD
953263.42000000
0.016848410781
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
0.05050000
N
N
N
N
N
N
PPL Corporation
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAJ2
1275000.00000000
PA
USD
1643691.88000000
0.029051357066
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
0.05000000
N
N
N
N
N
N
Berkshire Hathaway Inc.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Company
084659AF8
900000.00000000
PA
USD
1137737.83000000
0.020108895316
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
0.04500000
N
N
N
N
N
N
TriCo Bancshares
N/A
TriCo Bancshares
896095106
7272.00000000
NS
USD
256556.16000000
0.004534490133
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America, Incorporated
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AL3
965000.00000000
PA
USD
1065996.64000000
0.018840908930
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04700000
N
N
N
N
N
N
Aon Plc
635400FALWQYX5E6QC64
Aon plc
G0403H108
2747.00000000
NS
USD
580358.69000000
0.010257523161
Long
EC
CORP
GB
N
1
N
N
N
Tokyo Century Corporation
549300ODEK8HY3445C77
Aviation Capital Group, LLC
05367AAJ2
1135000.00000000
PA
USD
1149245.04000000
0.020312278974
Long
DBT
CORP
US
N
2
2022-01-20
Fixed
0.02875000
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
58013MFC3
1365000.00000000
PA
USD
1770726.59000000
0.031296626246
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
0.04450000
N
N
N
N
N
N
HCA Healthcare, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
1750000.00000000
PA
USD
1967927.50000000
0.034782044724
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05375000
N
N
N
N
N
N
Innovative Industrial Properties, Inc.
5493008BQ0545EZXRR30
Innovative Industrial Properties, Inc.
45781V101
2549.00000000
NS
USD
466798.37000000
0.008250406472
Long
EC
CORP
US
N
1
N
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BE4
460000.00000000
PA
USD
478850.80000000
0.008463426595
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CW3
600000.00000000
PA
USD
827551.32000000
0.014626518011
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.05805000
N
N
N
N
N
N
FirstEnergy Corp.
N/A
Monongahela Power Company
610202BP7
780000.00000000
PA
USD
1054764.84000000
0.018642392993
Long
DBT
CORP
US
N
2
2043-12-15
Fixed
0.05400000
N
N
N
N
N
N
Cintas Corporation
549300QVUQTTKMTE0G41
Cintas Corporation No. 2
17252MAN0
840000.00000000
PA
USD
967482.86000000
0.017099731624
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03700000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan
N/A
2089347.74000000
PA
USD
2044740.17000000
0.036139666752
Long
DBT
CORP
US
N
2
2025-12-09
Floating
0.02396700
N
N
N
N
N
N
Chubb Limited
CZCBJZWDMLTHWJDXU843
ACE INA Holdings, Inc.
00440EAW7
737000.00000000
PA
USD
997847.06000000
0.017636402290
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
0.04350000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust 2006-3
N/A
Renaissance Home Equity Loan Trust
75971EAE6
2223345.49500000
PA
USD
1175991.24000000
0.020785003464
Long
ABS-CBDO
CORP
US
N
2
2036-11-25
Variable
0.05580000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
775000.00000000
PA
USD
872056.07000000
0.015413115182
Long
DBT
CORP
CH
N
2
2025-09-12
Variable
0.07250000
N
N
N
N
N
N
TCR2 Therapeutics Inc.
5493007TR1ORJAZ8YK34
TCR2 Therapeutics, Inc.
87808K106
210.00000000
NS
USD
6495.30000000
0.000114800883
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Incorporated
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
2046.00000000
NS
USD
243821.82000000
0.004309417622
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon Corporation
320517105
9758.00000000
NS
USD
124512.08000000
0.002200683071
Long
EC
CORP
US
N
1
N
N
N
Inovio Pharmaceuticals, Inc.
529900B9W875XDZXTM97
Inovio Pharmaceuticals, Inc.
45773H201
11764.00000000
NS
USD
104111.40000000
0.001840112184
Long
EC
CORP
US
N
1
N
N
Olympic Steel, Inc.
549300GQ061U6N6KWJ49
Olympic Steel, Inc.
68162K106
2143.00000000
NS
USD
28566.19000000
0.000504891820
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CF7
720000.00000000
PA
USD
818523.50000000
0.014466956219
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04133000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
4227.00000000
NS
USD
443792.73000000
0.007843794338
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust 2019-INV3
N/A
Verus Securitization Trust
92537MAD2
1516888.90300000
PA
USD
1552505.45000000
0.027439686673
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
0.02947000
N
N
N
N
N
N
J.P. Morgan
N/A
ICE mini MSCI EAFE Index
N/A
-915.00000000
NC
USD
-1342780.80000000
-0.02373291792
N/A
DE
CORP
US
N
1
J.P. Morgan
N/A
Short
MSCI EAFE Index
MXEA
2021-03-22
-96141319.20000000
USD
-1342780.80000000
N
N
N
MAXIMUS, Inc.
549300DQCDS8HJ7QF202
MAXIMUS, Inc.
577933104
1488.00000000
NS
USD
108906.72000000
0.001924866848
Long
EC
CORP
US
N
1
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
16414.00000000
NS
USD
9034758.02000000
0.159684418011
Long
EC
CORP
US
N
1
N
N
N
Mercantile Bank Corporation
P16VZZCKTJ5IONL6XE37
Mercantile Bank Corporation
587376104
3933.00000000
NS
USD
106859.61000000
0.001888685296
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AP5
1875000.00000000
PA
USD
2448943.20000000
0.043283734746
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
0.04750000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5SU8
11193048.84900000
PA
USD
11837415.43000000
0.209219858408
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03500000
N
N
N
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Company BV, Term Loan
N/A
249629.99000000
PA
USD
161635.42000000
0.002856817848
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.00000000
N
N
Y
N
N
N
ProSight Global, Inc.
N/A
Prosight Global, Inc.
74349J103
8210.00000000
NS
USD
105334.30000000
0.001861726274
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818108
7009.00000000
NS
USD
1459413.98000000
0.025794345738
Long
EC
CORP
US
N
1
N
N
N
Cree, Inc.
549300OGU88P3AW3TO93
Cree, Inc.
225447101
7077.00000000
NS
USD
749454.30000000
0.013246195798
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource Finance Corporation
65473QBD4
675000.00000000
PA
USD
969494.74000000
0.017135290505
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
0.05650000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
International Lease Finance Corporation
459745GN9
550000.00000000
PA
USD
594257.74000000
0.010503181286
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.05875000
N
N
N
N
N
N
Ecolab Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
21508.00000000
NS
USD
4653470.88000000
0.082247558546
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corporation
2549009GZDBNY1KE9O81
Duke Realty, LP
26441YBC0
700000.00000000
PA
USD
773517.44000000
0.013671498667
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.02875000
N
N
N
N
N
N
Summit Materials, Inc.
N/A
Summit Materials, Inc.
86614U100
34311.00000000
NS
USD
688964.88000000
0.012177078306
Long
EC
CORP
US
N
1
N
N
N
Magellan Midstream Partners, L.P.
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AK2
750000.00000000
PA
USD
893628.83000000
0.015794401944
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.05000000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BQ6
700000.00000000
PA
USD
776324.55000000
0.013721112804
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAD9
650000.00000000
PA
USD
675148.50000000
0.011932881329
Long
DBT
CORP
GB
N
2
2023-04-26
Variable
0.03622000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BQ3
875000.00000000
PA
USD
958448.75000000
0.016940058659
Long
DBT
CORP
GB
N
2
2025-12-29
Variable
0.06000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
4875.00000000
NS
USD
529230.00000000
0.009353851465
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CD9
1700000.00000000
PA
USD
1843552.69000000
0.032583787825
Long
DBT
CORP
DE
N
2
2031-09-18
Variable
0.03547000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BW3
1985000.00000000
PA
USD
2193425.00000000
0.038767589989
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04875000
N
N
N
N
N
N
ICF International, Inc.
5493003KYFDDC5B3WY64
ICF International, Inc.
44925C103
2427.00000000
NS
USD
180398.91000000
0.003188452296
Long
EC
CORP
US
N
1
N
N
N
Anavex Life Sciences Corp.
549300K1I5L8COCQ8W36
Anavex Life Sciences Corporation
032797300
1275.00000000
NS
USD
6885.00000000
0.000121688618
Long
EC
CORP
US
N
1
N
N
Byline Bancorp, Inc.
549300W7ODP4YL2H4823
Byline Bancorp, Inc.
124411109
4242.00000000
NS
USD
65538.90000000
0.001158364294
Long
EC
CORP
US
N
1
N
N
N
Siemens Aktiengesellschaft
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAT0
455000.00000000
PA
USD
607007.61000000
0.010728528281
Long
DBT
CORP
NL
Y
2
2047-03-16
Fixed
0.04200000
N
N
N
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
600000.00000000
PA
USD
622500.00000000
0.011002347820
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
0.04625000
N
N
N
N
N
N
Mylan N.V.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BK2
1250000.00000000
PA
USD
1485396.21000000
0.026253567476
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04550000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664100
18967.00000000
NS
USD
591960.07000000
0.010462571222
Long
EC
CORP
US
N
1
N
N
American Water Works Company, Inc.
549300DXHIJQMD5WFW18
American Water Works Company, Inc.
030420103
56.00000000
NS
USD
8594.32000000
0.000151899916
Long
EC
CORP
US
N
1
N
N
N
Forward Air Corporation
N/A
Forward Air Corporation
349853101
18001.00000000
NS
USD
1383196.84000000
0.024447249378
Long
EC
CORP
US
N
1
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AG1
630000.00000000
PA
USD
667800.00000000
0.011803000601
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04250000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
1250000.00000000
PA
USD
1335025.00000000
0.023595838392
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05500000
N
N
N
N
N
N
The Middleby Corporation
JDFO86U9VQRBKW5KYA35
Middleby Corporation
596278101
23863.00000000
NS
USD
3076417.96000000
0.054374008735
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
55372.00000000
NS
USD
2143450.12000000
0.037884311255
Long
EC
CORP
US
N
1
N
N
N
PPM CLO 3 Ltd.
549300UEAJV6RALDS969
PPM CLO 3, Ltd.
69355EAA3
2000000.00000000
PA
USD
2000004.00000000
0.035348979358
Long
ABS-O
CORP
GB
N
2
2030-07-17
Floating
0.01617800
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AT8
290000.00000000
PA
USD
321894.20000000
0.005689304337
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05750000
N
N
N
N
N
N
MSC Industrial Direct Co., Inc.
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Company, Inc.
553530106
6467.00000000
NS
USD
545750.13000000
0.009645835748
Long
EC
CORP
US
N
1
N
N
N
Simmons First National Corporation
549300IVR5AJKUVOGN05
Simmons First National Corporation
828730200
19237.00000000
NS
USD
415326.83000000
0.007340675089
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RFW7
1090000.00000000
PA
USD
1365300.01000000
0.024130932674
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
0.04900000
N
N
N
N
N
N
Tricida, Inc.
549300QVPFFJC8SZXG25
Tricida, Inc.
89610F101
195.00000000
NS
USD
1374.75000000
0.000024297956
Long
EC
CORP
US
N
1
N
N
N
MoneyGram International, Inc.
5299002DLX0Q04KC4156
MoneyGram International, Inc., Term Loan
N/A
837249.99000000
PA
USD
837040.68000000
0.014794237271
Long
DBT
CORP
US
N
2
2023-06-30
Floating
0.07000000
N
N
N
N
N
N
Cascades Inc.
N/A
Cascades USA, Inc.
14739LAA0
660000.00000000
PA
USD
697125.00000000
0.012321303975
Long
DBT
CORP
XX
N
2
2026-01-15
Fixed
0.05125000
N
N
N
N
N
N
Equitrans Midstream Corporation
549300RH0NLJNZ5SXU64
Equitrans Midstream Corporation
294600101
25793.00000000
NS
USD
207375.72000000
0.003665252692
Long
EC
CORP
US
N
1
N
N
N
Cifc Funding 2020-III Ltd.
N/A
CIFC Funding, Ltd.
12560EAC0
1225000.00000000
PA
USD
1227550.45000000
0.021696284366
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.01805110
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings, LLC
599191AA1
440000.00000000
PA
USD
473000.00000000
0.008360016898
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.06500000
N
N
N
N
N
N
Douglas Dynamics, Inc.
529900CDFLKNQ0QT6580
Douglas Dynamics, Inc.
25960R105
2720.00000000
NS
USD
116334.40000000
0.002056147039
Long
EC
CORP
US
N
1
N
N
N
Fluor Corporation
CQ7WZ4NOFWT7FAE6Q943
Fluor Corporation
343412102
7109.00000000
NS
USD
113530.73000000
0.002006593702
Long
EC
CORP
US
N
1
N
N
N
Imperial Brands PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAC7
1200000.00000000
PA
USD
1340652.43000000
0.023695300147
Long
DBT
CORP
GB
N
2
2029-07-26
Fixed
0.03875000
N
N
N
N
N
N
ZIGGO FINANCING PARTNERSHIP
N/A
Ziggo Financing Partnership, Term Loan
N/A
1320000.00000000
PA
USD
1310509.20000000
0.023162535005
Long
DBT
CORP
US
N
2
2028-04-30
Floating
0.02658600
N
N
N
N
N
N
SPX FLOW, Inc.
5493003YXEKRBINIEM78
SPX FLOW, Inc.
78469X107
1162.00000000
NS
USD
67349.52000000
0.001190366015
Long
EC
CORP
US
N
1
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corporation
313148306
965.00000000
NS
USD
71651.25000000
0.001266396745
Long
EC
USGSE
US
N
1
N
N
N
MFA 2018-NPL2 LLC
N/A
MFRA Trust
55281WAA1
1371024.84700000
PA
USD
1376211.57000000
0.024323788543
Long
ABS-CBDO
CORP
US
N
2
2048-07-25
Variable
0.04163700
N
N
N
N
N
N
Mattamy Group Corporation
5493008TNY7A82WCXU31
Mattamy Group Corporation
57701RAJ1
1130000.00000000
PA
USD
1194975.00000000
0.021120531063
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
0.05250000
N
N
N
N
N
N
EXGEN RENEWABLES IV LLC
5493004JBPWTPTK8LB51
Exgen Renewables IV, LLC, Term Loan
N/A
1175000.00000000
PA
USD
1173237.50000000
0.020736332612
Long
DBT
CORP
US
N
2
2027-12-11
Floating
0.03750000
N
N
N
N
N
N
Thrivent Mutual Funds
54930093O2M0NDDLJ146
Thrivent International Index Portfolio
88589M428
1549170.67700000
NS
USD
19605529.50000000
0.346517035772
Long
RF
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AL5
61000.00000000
PA
USD
62897.10000000
0.001111671921
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.04500000
N
N
N
N
N
N
Equity Residential
DX5HQV5MLU50FEWZ5072
ERP Operating, LP
26884ABD4
267000.00000000
PA
USD
295036.42000000
0.005214607731
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03375000
N
N
N
N
N
N
Sierra Wireless Inc.
549300E33RZ5BJ726L53
Sierra Wireless Inc.
826516106
2320.00000000
NS
USD
33895.20000000
0.000599079164
Long
EC
CORP
CA
N
1
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc., Term Loan
N/A
540000.00000000
PA
USD
535177.80000000
0.009458975584
Long
DBT
CORP
US
N
2
2024-02-07
Floating
0.02404750
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617474AA9
560000.00000000
PA
USD
554400.00000000
0.009798717480
Long
DBT
CORP
US
N
2
2021-04-15
Floating
0.04046900
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BA1
1320000.00000000
PA
USD
1870419.80000000
0.033058649333
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
0.06484000
N
N
N
N
N
N
Lincoln Electric Holdings, Inc.
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
31169.00000000
NS
USD
3623396.25000000
0.064041551541
Long
EC
CORP
US
N
1
N
N
N
Axonics Modulation Technologies, Inc.
549300LJY4X7N57VJL05
Axonics Modulation Technologies, Inc.
05465P101
11419.00000000
NS
USD
570036.48000000
0.010075083732
Long
EC
CORP
US
N
1
N
N
Plains GP Holdings, L.P.
549300O56BSKRD8FAM12
Plains GP Holdings, LP
72651A207
14209.00000000
NS
USD
120066.05000000
0.002122101917
Long
EC
CORP
US
N
1
N
N
N
Semtech Corporation
549300J7WUY317SW6O61
Semtech Corporation
816850101
4123.00000000
NS
USD
297227.07000000
0.005253326274
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Company, Inc.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Company
845437BN1
460000.00000000
PA
USD
538107.95000000
0.009510764387
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
0.03900000
N
N
N
N
N
N
Cargill, Incorporated
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BK9
1200000.00000000
PA
USD
1355791.81000000
0.023962880427
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
0.03250000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
N/A
Prime Security Services Borrower, LLC
74166MAC0
1140000.00000000
PA
USD
1248300.00000000
0.022063021340
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
Tronox Holdings plc
549300LMZ1DX1PWSP524
Tronox Finance, LLC, Term Loan
N/A
518759.28000000
PA
USD
515454.78000000
0.009110381968
Long
DBT
CORP
US
N
2
2024-09-22
Floating
0.03196565
N
N
N
N
N
N
The Procter & Gamble Company
2572IBTT8CCZW6AU4141
Procter & Gamble Company
742718109
9433.00000000
NS
USD
1312507.62000000
0.023197855988
Long
EC
CORP
US
N
1
N
N
N
Sunrun Inc.
54930007SJ77CI66U531
Sunrun, Inc.
86771W105
559.00000000
NS
USD
38783.42000000
0.000685475785
Long
EC
CORP
US
N
1
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol, LLC, Term Loan
N/A
710000.00000000
PA
USD
708849.80000000
0.012528533417
Long
DBT
CORP
US
N
2
2029-01-31
Floating
0.00000000
N
N
N
N
N
N
The Gap, Inc.
T2ZG1WRWZ4BUCMQL9224
Gap, Inc.
364760108
25397.00000000
NS
USD
512765.43000000
0.009062849174
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc.
N/A
American Airlines Group, Inc.
02376R102
14703.00000000
NS
USD
231866.31000000
0.004098110506
Long
EC
CORP
US
N
1
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
1350000.00000000
PA
USD
1591905.10000000
0.028136053988
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
0.04350000
N
N
N
N
N
N
IQVIA Holdings Inc.
549300PLWY28YB00C717
IQVIA, Inc., Term Loan
N/A
327461.52000000
PA
USD
325169.29000000
0.005747189765
Long
DBT
CORP
US
N
2
2025-01-01
Floating
0.01896800
N
N
N
N
N
N
BP PLC
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAT7
245000.00000000
PA
USD
271064.21000000
0.004790912000
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
0.03119000
N
N
N
N
N
N
Euronet Worldwide, Inc.
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc.
298736109
16420.00000000
NS
USD
2379586.40000000
0.042057891152
Long
EC
CORP
US
N
1
N
N
N
MI WINDOWS AND DOORS INC
N/A
MI Windows and Doors, Inc., Term Loan
N/A
825000.00000000
PA
USD
826031.25000000
0.014599651603
Long
DBT
CORP
US
N
2
2027-12-15
Floating
0.04500000
N
N
N
N
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
Two Harbors Investment Corporation
90187B408
16549.00000000
NS
USD
105417.13000000
0.001863190249
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group, Inc.
N/A
MDU Resources Group, Inc.
552690109
3825.00000000
NS
USD
100750.50000000
0.001780710111
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc ADR
37733W105
32504.00000000
NS
USD
1196147.20000000
0.021141249058
Long
EC
CORP
GB
N
1
N
N
N
H&E Equipment Services, Inc.
N/A
H&E Equipment Services, Inc.
404030AJ7
720000.00000000
PA
USD
725421.60000000
0.012821430939
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.03875000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137FXNX2
25876974.39000000
PA
USD
2959663.42000000
0.052310435950
Long
ABS-CBDO
USGSE
US
N
2
2050-11-25
Fixed
0.02000000
N
N
N
N
N
N
Dominion Energy, Inc.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Company
927804GA6
750000.00000000
PA
USD
1051892.51000000
0.018591626128
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
0.04600000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
5701.00000000
NS
USD
1212488.68000000
0.021430075800
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands, Inc.
N/A
Acuity Brands, Inc.
00508Y102
749.00000000
NS
USD
90696.41000000
0.001603009556
Long
EC
CORP
US
N
1
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752AR9
940000.00000000
PA
USD
1039555.67000000
0.018373579213
Long
DBT
CORP
KY
N
2
2030-04-07
Fixed
0.03425000
N
N
N
N
N
N
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
6157.00000000
NS
USD
1120881.85000000
0.019810975067
Long
EC
CORP
US
N
1
N
N
N
RCO V Mortgage LLC 2019-2
N/A
RCO Mortgage, LLC
74937DAA2
3340203.91800000
PA
USD
3344410.90000000
0.059110637714
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Variable
0.03474800
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
20136.00000000
NS
USD
2371819.44000000
0.041920614372
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
600000.00000000
PA
USD
634447.21000000
0.011213508238
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
0.02450000
N
N
N
N
N
N
Bank of Marin Bancorp
N/A
Bank of Marin Bancorp
063425102
2434.00000000
NS
USD
83583.56000000
0.001477293813
Long
EC
CORP
US
N
1
N
N
N
NEWCO FINANCING PARTNERSHIP
213800WOI14YQDY3SW28
Newco Financing Partnership, Term Loan
N/A
952500.00000000
PA
USD
952976.25000000
0.016843335208
Long
DBT
CORP
US
N
2
2029-01-31
Floating
0.00000000
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
3871.00000000
NS
USD
658302.26000000
0.011635133230
Long
EC
CORP
US
N
1
N
N
N
InterDigital, Inc.
N/A
InterDigital, Inc.
45867G101
3131.00000000
NS
USD
189989.08000000
0.003357953317
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp, Inc.
N/A
East West Bancorp, Inc.
27579R104
5895.00000000
NS
USD
298935.45000000
0.005283520958
Long
EC
CORP
US
N
1
N
N
N
Neenah, Inc.
8SR38IKUT3O1F1I6VH65
Neenah, Inc.
640079109
9437.00000000
NS
USD
522054.84000000
0.009227034427
Long
EC
CORP
US
N
1
N
N
N
AAR Corp.
MP76T5YQX3YK5VVAQ802
AAR Corporation
000361105
299.00000000
NS
USD
10829.78000000
0.000191410452
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2S1
1200000.00000000
PA
USD
1277017.60000000
0.022570589250
Long
DBT
CORP
US
N
2
2028-06-02
Variable
0.02393000
N
N
N
N
N
N
Kaiser Aluminum Corporation
N/A
Kaiser Aluminum Corporation
483007704
13102.00000000
NS
USD
1295787.80000000
0.022902342293
Long
EC
CORP
US
N
1
N
N
N
GEMINI HDPE LLC
N/A
Gemini HDPE, LLC, Term Loan
N/A
885000.00000000
PA
USD
878362.50000000
0.015524577891
Long
DBT
CORP
US
N
2
2027-12-28
Floating
0.00000000
N
N
N
N
N
N
Hanmi Financial Corporation
549300MSZ7RCG7EA6587
Hanmi Financial Corporation
410495204
8302.00000000
NS
USD
94144.68000000
0.001663955847
Long
EC
CORP
US
N
1
N
N
N
OneMain Financial Issuance Trust 2020-1
N/A
OneMain Financial Issuance Trust
68269LAA4
2730000.00000000
PA
USD
2879262.20000000
0.050889388259
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
0.03840000
N
N
N
N
N
N
UBS Group AG
N/A
MASTR Alternative Loans Trust
576434W34
1057624.51300000
PA
USD
166417.64000000
0.002941340977
Long
ABS-CBDO
CORP
US
N
2
2035-12-25
Floating
0.00598000
N
N
N
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAY7
575000.00000000
PA
USD
763291.22000000
0.013490755808
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.04700000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
4044.00000000
NS
USD
119217.12000000
0.002107097542
Long
EC
CORP
US
N
1
N
N
N
Lowe's Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661107
30248.00000000
NS
USD
4855106.48000000
0.085811357750
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Company, Inc.
3SCHO1ABYYIG382BEI70
Appalachian Power Company
037735CW5
560000.00000000
PA
USD
625013.63000000
0.011046774859
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.03300000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAU4
1150000.00000000
PA
USD
1477311.53000000
0.026110675168
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.06800000
N
N
N
N
N
N
Rock Holdings Inc.
N/A
Quicken Loans, LLC
74841CAA9
340000.00000000
PA
USD
346800.00000000
0.006129500761
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03625000
N
N
N
N
N
N
Marathon Oil Corporation
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849106
46011.00000000
NS
USD
306893.37000000
0.005424172852
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
1500000.00000000
PA
USD
1687879.91000000
0.029832356384
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.03150000
N
N
N
N
N
N
Jones Lang LaSalle Incorporated
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
3812.00000000
NS
USD
565586.44000000
0.009996431703
Long
EC
CORP
US
N
1
N
N
N
News Corporation
549300ITS31QK8VRBQ14
News Corporation
65249B208
4908.00000000
NS
USD
87215.16000000
0.001541480362
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corporation
670837103
24757.00000000
NS
USD
788758.02000000
0.013940867602
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AJ5
1140000.00000000
PA
USD
1303171.56000000
0.023032846222
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.05750000
N
N
N
N
N
N
Apartment Investment and Management Company
549300O8FT5GJ4RU1D57
Apartment Investment & Management Company
03748R747
4577.00000000
NS
USD
24166.56000000
0.000427130761
Long
EC
CORP
US
N
1
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035Q102
2200.00000000
NS
USD
76076.00000000
0.001344601787
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141G104
3517.00000000
NS
USD
927468.07000000
0.016392492046
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZA1
3990000.00000000
PA
USD
4037069.55000000
0.071353001390
Long
DBT
UST
US
N
2
2022-02-28
Fixed
0.01125000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Wal-Mart Stores, Inc.
931142103
38523.00000000
NS
USD
5553090.45000000
0.098147843551
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
18571.00000000
NS
USD
534101.96000000
0.009439960699
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corporation
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corporation
723484101
116.00000000
NS
USD
9274.20000000
0.000163916424
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FF0
14120000.00000000
PA
USD
19028906.25000000
0.336325534474
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.05250000
N
N
N
N
N
N
Spectrum Pharmaceuticals, Inc.
549300COU30WSP3O5I07
Spectrum Pharmaceuticals, Inc.
84763A108
9259.00000000
NS
USD
31573.19000000
0.000558038904
Long
EC
CORP
US
N
1
N
N
N
Kinross Gold Corporation
549300UEBMAQDN0K0R06
Kinross Gold Corporation
496902AN7
470000.00000000
PA
USD
534691.81000000
0.009450385976
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
0.05950000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3131XXDN8
17555762.41900000
PA
USD
18629710.73000000
0.329269971487
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.03500000
N
N
N
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
Nucor Corporation
670346105
28422.00000000
NS
USD
1511766.18000000
0.026719642306
Long
EC
CORP
US
N
1
N
N
N
e.l.f. Beauty, Inc.
549300U2K9TCON25C029
e.l.f. Beauty, Inc.
26856L103
27308.00000000
NS
USD
687888.52000000
0.012158054231
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
20680000.00000000
PA
USD
20557212.50000000
0.363337513493
Long
DBT
UST
US
N
2
2050-11-15
Fixed
0.01625000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XBC3
1150000.00000000
PA
USD
1179672.38000000
0.020850065605
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.02100000
N
N
N
N
N
N
Bluegreen Vacations Holding Corporation
549300HWTUPNFVNT5B06
Bluegreen Vacations Holding Corporations
096308101
530.00000000
NS
USD
7170.90000000
0.000126741744
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corporation
KMRURHT0VWKYS6Z5KU67
Webster Financial Corporation
947890109
8228.00000000
NS
USD
346810.20000000
0.006129681041
Long
EC
CORP
US
N
1
N
N
N
First Bancorp
N/A
First Bancorp
318910106
1294.00000000
NS
USD
43776.02000000
0.000773717266
Long
EC
CORP
US
N
1
N
N
N
Aspen Technology, Inc.
529900B0MZWTVFG7CB96
Aspen Technology, Inc.
045327103
3417.00000000
NS
USD
445064.25000000
0.007866267760
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
40507.00000000
NS
USD
6703908.50000000
0.118487924619
Long
EC
CORP
US
N
1
N
N
N
Moody's Corporation
549300GCEDD8YCF5WU84
Moody's Corporation
615369105
2155.00000000
NS
USD
625467.20000000
0.011054791461
Long
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
7121.00000000
NS
USD
267393.55000000
0.004726035087
Long
EC
CORP
US
N
1
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
4456.00000000
NS
USD
602852.24000000
0.010655084383
Long
EC
CORP
US
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
7022.00000000
NS
USD
2254693.98000000
0.039850485778
Long
EC
CORP
US
N
1
N
N
N
Reata Pharmaceuticals, Inc.
5299005F094GH9QDDD80
Reata Pharmaceuticals, Inc.
75615P103
4571.00000000
NS
USD
565067.02000000
0.009987251238
Long
EC
CORP
US
N
1
N
N
N
Argos Holdings L.P
N/A
Chewy, Inc.
16679L109
18831.00000000
NS
USD
1692718.59000000
0.029917877413
Long
EC
CORP
US
N
1
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAT3
1090000.00000000
PA
USD
1246666.10000000
0.022034143049
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
0.04625000
N
N
N
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAP6
1650000.00000000
PA
USD
1758642.73000000
0.031083050615
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
0.05000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I 2020-Npl2 Llc
N/A
Pretium Mortgage Credit Partners, LLC
74142CAA5
2008854.07000000
PA
USD
2022650.28000000
0.035749240000
Long
ABS-O
CORP
US
N
2
2060-02-27
Variable
0.03721000
N
N
N
N
N
N
MarketAxess Holdings Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
408.00000000
NS
USD
232788.48000000
0.004114409358
Long
EC
CORP
US
N
1
N
N
N
Helmerich & Payne, Inc.
254900NAOGHJ88RZ4C73
Helmerich & Payne, Inc.
423452101
62748.00000000
NS
USD
1453243.68000000
0.025685289053
Long
EC
CORP
US
N
1
N
N
N
F5 Networks, Inc.
N/A
F5 Networks, Inc.
315616102
4153.00000000
NS
USD
730678.82000000
0.012914349434
Long
EC
CORP
US
N
1
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
Vertiv Group Corporation, Term Loan
N/A
2014875.00000000
PA
USD
2000710.43000000
0.035361465123
Long
DBT
CORP
US
N
2
2027-03-02
Floating
0.03153380
N
N
N
N
N
N
Mountain View CLO IX Ltd
549300URXZ1TS31FK720
Mountain View CLO, Ltd.
62432BAN3
1825000.00000000
PA
USD
1815962.60000000
0.032096148039
Long
ABS-O
CORP
KY
N
2
2031-07-15
Floating
0.01356900
N
N
N
N
N
N
Lexington Realty Trust
549300S4MH2ICXDBFV43
Lexington Realty Trust
529043101
8756.00000000
NS
USD
92988.72000000
0.001643524884
Long
EC
CORP
US
N
1
N
N
N
MacroGenics, Inc.
5493001KJQUA83L8MH79
MacroGenics, Inc.
556099109
4106.00000000
NS
USD
93863.16000000
0.001658980134
Long
EC
CORP
US
N
1
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy, Inc.
69318G106
17733.00000000
NS
USD
125904.30000000
0.002225289800
Long
EC
CORP
US
N
1
N
N
N
BALL METALPACK FINCO LLC
N/A
Ball Metalpack Finco, LLC, Term Loan
N/A
502125.00000000
PA
USD
491831.44000000
0.008692852324
Long
DBT
CORP
US
N
2
2025-07-31
Floating
0.04733000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
950000.00000000
PA
USD
1041675.00000000
0.018411037214
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04750000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879Q109
1985.00000000
NS
USD
553735.60000000
0.009786974573
Long
EC
CORP
US
N
1
N
N
N
The Michaels Companies, Inc.
549300H9LWMBP7HYLR98
Michaels Companies, Inc.
59408Q106
6754.00000000
NS
USD
87869.54000000
0.001553046171
Long
EC
CORP
US
N
1
N
N
N
First BanCorp.
N/A
First BanCorp
318672706
18731.00000000
NS
USD
172699.82000000
0.003052375081
Long
EC
CORP
PR
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
50816.00000000
NS
USD
7997422.08000000
0.141350071314
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
51444.00000000
NS
USD
12048184.80000000
0.212945092012
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
27658000.00000000
PA
USD
32977843.44000000
0.582865387798
Long
DBT
UST
US
N
2
2046-05-15
Fixed
0.02500000
N
N
N
N
N
N
US Foods Holding Corp.
549300UGOZSO64CFPR97
US Foods Holding Corporation
912008109
4181.00000000
NS
USD
139269.11000000
0.002461505524
Long
EC
CORP
US
N
1
N
N
N
Vale S.A.
254900BA3U6G5DNV5V04
Vale Overseas, Ltd.
91911TAH6
401000.00000000
PA
USD
587717.63000000
0.010387588410
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
0.06875000
N
N
N
N
N
N
Central Pacific Financial Corp.
549300W3YEAOZ4KGG849
Central Pacific Financial Corporation
154760409
15655.00000000
NS
USD
297601.55000000
0.005259945004
Long
EC
CORP
US
N
1
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
290000.00000000
PA
USD
313275.40000000
0.005536971750
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDD0
200000.00000000
PA
USD
211756.82000000
0.003742686244
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.02150000
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787AM9
500000.00000000
PA
USD
578084.43000000
0.010217326857
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.04450000
N
N
N
N
N
N
Windstream Holdings, Inc.
N/A
Windstream Services, LLC, Warrants (Expires 12/31/2049)
N/A
6476.00000000
NC
USD
78793.49000000
0.001392631940
N/A
DE
CORP
US
N
2
Windstream Holdings, Inc.
N/A
Call
Purchased
Windstream Holdings, Inc.
Windstream Services, LLC
1.00000000
1.00000000
USD
2049-12-31
XXXX
-1101564.14000000
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MD0
828000.00000000
PA
USD
1139331.98000000
0.020137071047
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
0.04650000
N
N
N
N
N
N
Cooper-Standard Holdings Inc.
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
47890.00000000
NS
USD
1660346.30000000
0.029345714852
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDA4
450000.00000000
PA
USD
594649.54000000
0.010510106137
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
0.04850000
N
N
N
N
N
N
Flowers Foods, Inc.
7YNCQQNDK8FBM9BBTK25
Flowers Foods, Inc.
343498101
3207.00000000
NS
USD
72574.41000000
0.001282713095
Long
EC
CORP
US
N
1
N
N
N
bluebird bio, Inc.
N/A
Bluebird Bio, Inc.
09609G100
2467.00000000
NS
USD
106747.09000000
0.001886696567
Long
EC
CORP
US
N
1
N
N
N
Waters Corporation
5T547R1474YC9HOD8Q74
Waters Corporation
941848103
871.00000000
NS
USD
215502.82000000
0.003808894750
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
91078.00000000
NS
USD
6692411.44000000
0.118284720357
Long
EC
CORP
US
N
1
N
N
N
ScanSource, Inc.
7FHBAN017QDY4K2KP156
ScanSource, Inc.
806037107
6198.00000000
NS
USD
163503.24000000
0.002889830548
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman CLO XVII, Ltd.
549300XVEYZNG956Y145
Neuberger Berman CLO, Ltd.
64129UBS3
1000000.00000000
PA
USD
997473.00000000
0.017629790984
Long
ABS-O
CORP
KY
N
2
2029-04-22
Floating
0.01245800
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
14140.00000000
NS
USD
1090901.00000000
0.019281079903
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien, Ltd.
67077M108
6987.00000000
NS
USD
336493.92000000
0.005947346421
Long
EC
CORP
CA
N
1
N
N
N
Corevest American Finance 2019-3 Trust
N/A
CoreVest American Finance Trust
21872NAA8
3893513.36000000
PA
USD
4103400.98000000
0.072525373220
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
0.02705000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAS8
560000.00000000
PA
USD
731442.58000000
0.012927848475
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
0.04700000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408HS5
720000.00000000
PA
USD
888760.69000000
0.015708360226
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.03800000
N
N
N
N
N
N
Omnicom Group Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919BC9
330000.00000000
PA
USD
396174.94000000
0.007002175883
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04200000
N
N
N
N
N
SENSATA TECHNOLOGIES INC
N/A
Sensata Technologies, Inc.
81728UAB0
750000.00000000
PA
USD
777435.00000000
0.013740739402
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
ICU Medical, Inc.
5493003NRW7LS2QZRH60
ICU Medical, Inc.
44930G107
52.00000000
NS
USD
11153.48000000
0.000197131672
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
8343.00000000
NS
USD
317618.01000000
0.005613725012
Long
EC
CORP
US
N
1
N
N
N
TriMas Corporation
75G1WUQ8QK4P5MZOYD78
TriMas Corporation
896215209
21659.00000000
NS
USD
685940.53000000
0.012123624570
Long
EC
CORP
US
N
1
N
N
N
Endava plc
213800JJ6CRPCWCQVZ25
Endava plc ADR
29260V105
9145.00000000
NS
USD
701878.75000000
0.012405323912
Long
EC
CORP
GB
N
1
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
490000.00000000
PA
USD
515725.00000000
0.009115157959
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04375000
N
N
N
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047109
3041.00000000
NS
USD
131523.25000000
0.002324601675
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza, Inc.
5299004V0Y8MI5D9FF45
Domino's Pizza, Inc.
25754A201
7104.00000000
NS
USD
2724099.84000000
0.048146978213
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJB6
700000.00000000
PA
USD
750113.74000000
0.013257851040
Long
DBT
CORP
US
N
2
2031-04-29
Variable
0.02592000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BB4
1040000.00000000
PA
USD
1186819.86000000
0.020976393414
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
0.03900000
N
N
N
N
N
N
Columbia Property Trust, Inc.
549300J5GYF2C9BGCC39
Columbia Property Trust, Inc.
198287203
4902.00000000
NS
USD
70294.68000000
0.001242420111
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385BR6
3200000.00000000
PA
USD
3199744.00000000
0.056553729197
Long
STIV
USGSE
US
N
2
N
N
N
Quidel Corporation
549300X2FQ6S98OQLQ46
Quidel Corporation
74838J101
1023.00000000
NS
USD
183781.95000000
0.003248245682
Long
EC
CORP
US
N
1
N
N
N
The Marcus Corporation
549300NL0OKPNEMP6B79
Marcus Corporation
566330106
4625.00000000
NS
USD
62345.00000000
0.001101913855
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
7752.00000000
NS
USD
177830.88000000
0.003143063767
Long
EC
CORP
US
N
1
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream, LP
417558AA1
530000.00000000
PA
USD
563787.50000000
0.009964636420
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.07500000
N
N
N
N
N
N
SEI Investments Company
5LJTIFADGZ6XH1RVOC11
SEI Investments Company
784117103
18311.00000000
NS
USD
1052333.17000000
0.018599414553
Long
EC
CORP
US
N
1
N
N
N
Strategic Education, Inc.
0PYXF82EO1UCNGL5I740
Strategic Education, Inc.
86272C103
398.00000000
NS
USD
37941.34000000
0.000670592481
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
7787.00000000
NS
USD
387636.86000000
0.006851269978
Long
EC
CORP
US
N
1
N
N
N
Primo Water Corporation
5493005TMUI9D3MY9I37
Cott Corporation
74167P108
71025.00000000
NS
USD
1113672.00000000
0.019683544903
Long
EC
CORP
CA
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BB3
1650000.00000000
PA
USD
1757768.68000000
0.031067602258
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.02250000
N
N
N
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
10015.00000000
NS
USD
627539.90000000
0.011091425303
Long
EC
CORP
US
N
1
N
N
N
Salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce.com, Inc.
79466L302
29859.00000000
NS
USD
6644523.27000000
0.117438323083
Long
EC
CORP
US
N
1
N
N
N
GRIFOLS WORLDWIDE OPERATIONS
N/A
Grifols Worldwide Operations USA, Inc., Term Loan
N/A
822921.91000000
PA
USD
815211.13000000
0.014408411886
Long
DBT
CORP
US
N
2
2027-11-15
Floating
0.02102200
N
N
N
N
N
N
Rayonier Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc. REIT
754907103
10616.00000000
NS
USD
311898.08000000
0.005512628370
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
78704.00000000
NS
USD
904308.96000000
0.015983167414
Long
EC
CORP
US
N
1
N
N
N
CIT Group Inc.
N/A
Residential Asset Securitization Trust
45660LSX8
1137780.61300000
PA
USD
990628.26000000
0.017508813939
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Fixed
0.05375000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBR9
840000.00000000
PA
USD
952097.34000000
0.016827800954
Long
DBT
CORP
FR
N
2
2025-11-24
Fixed
0.04750000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
11570.00000000
NS
USD
250374.80000000
0.004425237968
Long
EC
CORP
US
N
1
N
N
N
New Jersey Resources Corporation
549300QKBSQBIX4DQ583
New Jersey Resources Corporation
646025106
6841.00000000
NS
USD
243197.55000000
0.004298383990
Long
EC
CORP
US
N
1
N
N
N
Consolidated Communications Holdings, Inc.
529900F6S64KOO8CXH48
Consolidated Communications Holdings, Inc.
209034107
2301.00000000
NS
USD
11251.89000000
0.000198871015
Long
EC
CORP
US
N
1
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184L102
94766.00000000
NS
USD
5131578.90000000
0.090697856911
Long
EC
CORP
US
N
1
N
N
N
Legacy Mortgage Asset Trust 2020-GS4
N/A
Legacy Mortgage Asset Trust
52474KAA1
568083.92000000
PA
USD
578072.09000000
0.010217108754
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.03250000
N
N
N
N
N
N
West Pharmaceutical Services, Inc.
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
3321.00000000
NS
USD
940872.51000000
0.016629408208
Long
EC
CORP
US
N
1
N
N
N
Overstock.com, Inc.
549300ACR0DL9U7EI710
Overstock.com, Inc.
690370101
2653.00000000
NS
USD
127264.41000000
0.002249329002
Long
EC
CORP
US
N
1
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
Samsung Electronics Company, Ltd. GDR
796050888
1744.00000000
NS
USD
3171968.61000000
0.056062814335
Long
EC
CORP
KR
N
2
N
N
N
Thermon Group Holdings, Inc.
529900ZNZBBLDE77MZ38
Thermon Group Holdings, Inc.
88362T103
2933.00000000
NS
USD
45842.79000000
0.000810246298
Long
EC
CORP
US
N
1
N
N
N
Midland States Bancorp, Inc.
5493006RHXW9TTBWYC94
Midland States Bancorp, Inc.
597742105
5506.00000000
NS
USD
98392.22000000
0.001739028798
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corporation
5493008LG4W3I6K8J118
Deckers Outdoor Corporation
243537107
1469.00000000
NS
USD
421279.82000000
0.007445890938
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
3568.00000000
NS
USD
1186360.00000000
0.020968265639
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CX6
140000.00000000
PA
USD
197575.00000000
0.003492030314
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
0.09625000
N
N
N
N
N
N
Thrivent Mutual Funds
5493000QLC8KHZJUMH19
Thrivent Large Cap Value Portfolio
88589M303
10802676.96700000
NS
USD
207208307.44000100
3.662293766746
Long
RF
US
N
1
N
N
N
CDW Corporation
9845001B052ABF0B6755
CDW Corporation
12514G108
3601.00000000
NS
USD
474575.79000000
0.008387868126
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
549300NCYVA6VP517Q16
Thrivent International Allocation Portfolio
88589M378
17978733.33400000
NS
USD
182192887.86000100
3.220159875822
Long
RF
US
N
1
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179M103
157655.00000000
NS
USD
2492525.55000000
0.044054029001
Long
EC
CORP
US
N
1
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210C104
12120.00000000
NS
USD
268942.80000000
0.004753417236
Long
EC
CORP
US
N
1
N
N
N
Palmer Square Clo 2015-1 Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO, Ltd.
69689ABG4
2500000.00000000
PA
USD
2500000.00000000
0.044186135826
Long
ABS-O
CORP
US
N
2
2029-05-21
Floating
0.02226000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAU1
435000.00000000
PA
USD
475720.01000000
0.008408091590
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.03850000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AN0
150000.00000000
PA
USD
189501.86000000
0.003349341970
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
0.04600000
N
N
N
N
N
N
Xerox Holdings Corporation
5493000Y33XDVO2CXC18
Xerox Holdings Corporation
98421MAA4
410000.00000000
PA
USD
436350.70000000
0.007712260519
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.05000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
1270000.00000000
PA
USD
1255649.00000000
0.022192910905
Long
DBT
CORP
US
N
2
2026-12-18
Floating
0.00000000
N
N
N
N
N
N
Hill-Rom Holdings, Inc.
JLZ01A0E2071OH26RE45
Hill-Rom Holdings, Inc.
431475102
7115.00000000
NS
USD
697056.55000000
0.012320094158
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
35275000.00000000
PA
USD
45452388.50000000
0.803346164755
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
HEICO Corporation
529900O1DTDLCJ7L0I14
Heico Corporation
422806109
2663.00000000
NS
USD
352581.20000000
0.006231680317
Long
EC
CORP
US
N
1
N
N
N
Watts Water Technologies, Inc.
549300REJOO94ERQN318
Watts Water Technologies, Inc.
942749102
655.00000000
NS
USD
79713.50000000
0.001408892615
Long
EC
CORP
US
N
1
N
N
N
EnLink Midstream, LLC
54930000GY1H533OBE23
EnLink Midstream, LLC
29336T100
30051.00000000
NS
USD
111489.21000000
0.001970510950
Long
EC
CORP
US
N
1
N
N
N
MGM Growth Properties LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAJ4
260000.00000000
PA
USD
291686.20000000
0.005155394420
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05750000
N
N
N
N
N
N
The Bank of N.T. Butterfield & Son Limited
549300V8RVM0EMTDPF28
Bank of N.T. Butterfield & Son, Ltd.
G0772R208
16597.00000000
NS
USD
517162.52000000
0.009140565341
Long
EC
CORP
BM
N
1
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
494368CB7
650000.00000000
PA
USD
748131.77000000
0.013222820802
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
0.03100000
N
N
N
N
N
N
American Axle & Manufacturing Holdings, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
660000.00000000
PA
USD
694650.00000000
0.012277559700
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06500000
N
N
N
N
N
N
Octagon Investment Partners XVI Ltd
N/A
Octagon Investment Partners XVI, Ltd.
67590BAS9
600000.00000000
PA
USD
599682.60000000
0.010599062726
Long
ABS-O
CORP
KY
N
2
2030-07-17
Floating
0.01617800
N
N
N
N
N
N
Eaton Corporation plc
549300VDIGTMXUNT7H71
Eaton Corporation plc
G29183103
8027.00000000
NS
USD
964363.78000000
0.017044603587
Long
EC
CORP
IE
N
1
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
3678.00000000
NS
USD
438123.36000000
0.007743591317
Long
EC
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBE2
2725000.00000000
PA
USD
3586214.29000000
0.063384380687
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
0.05800000
N
N
N
N
N
N
National Instruments Corporation
549300TP4OOPCYWDUP86
National Instruments Corporation
636518102
20128.00000000
NS
USD
884424.32000000
0.015631717252
Long
EC
CORP
US
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
94973VAY3
1400000.00000000
PA
USD
1822881.38000000
0.032218433700
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
0.04625000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAB7
575000.00000000
PA
USD
630159.09000000
0.011137718057
Long
DBT
CORP
US
N
2
2050-04-28
Fixed
0.03250000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
1200000.00000000
PA
USD
1279029.79000000
0.022606153610
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.02300000
N
N
N
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems, Ltd.
G0750C108
54452.00000000
NS
USD
1554604.60000000
0.027476788004
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AF5
1065000.00000000
PA
USD
1205721.59000000
0.021310471177
Long
DBT
CORP
CH
N
2
2029-01-12
Variable
0.03869000
N
N
N
N
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BJ3
270000.00000000
PA
USD
286200.00000000
0.005058428829
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04875000
N
N
N
N
N
N
Helios Technologies, Inc.
5493000BCJSMIDRNTI78
Helios Technologies, Inc.
42328H109
13675.00000000
NS
USD
728740.75000000
0.012880095104
Long
EC
CORP
US
N
1
N
N
N
A. O. Smith Corporation
549300XG4US7UJNECY36
A.O. Smith Corporation
831865209
18784.00000000
NS
USD
1029738.88000000
0.018200072806
Long
EC
CORP
US
N
1
N
N
N
Redwood Trust, Inc.
N/A
Sequoia Mortgage Trust
81744HAH6
989525.59000000
PA
USD
766868.58000000
0.013553983694
Long
ABS-CBDO
CORP
US
N
2
2046-09-20
Variable
0.03117600
N
N
N
N
N
N
The Goodyear Tire & Rubber Company
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550101
22276.00000000
NS
USD
243031.16000000
0.004295443138
Long
EC
CORP
US
N
1
N
N
N
Six Flags Entertainment Corporation
549300JYTDUAA4JQ3717
Six Flags Entertainment Corporation
83001A102
7050.00000000
NS
USD
240405.00000000
0.004249027193
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385AM8
7300000.00000000
PA
USD
7299886.41000000
0.129021508971
Long
STIV
USGSE
US
N
2
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CA6
630000.00000000
PA
USD
807975.00000000
0.014280517237
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
0.07450000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
Australia and New Zealand Banking Group, Ltd.
052528AM8
750000.00000000
PA
USD
764684.84000000
0.013515387281
Long
DBT
CORP
AU
N
2
2035-11-25
Variable
0.02570000
N
N
N
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
Springleaf Finance Corporation
85172FAM1
680000.00000000
PA
USD
789650.00000000
0.013956632862
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
BP PLC
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBK5
500000.00000000
PA
USD
568820.50000000
0.010053591949
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
0.03543000
N
N
N
N
N
N
CD&R WATERWORKS MERGER
549300ZSLF8Q660SCD17
Core and Main, LP, Term Loan
N/A
1267100.00000000
PA
USD
1259712.81000000
0.022264736529
Long
DBT
CORP
US
N
2
2024-08-01
Floating
0.03750000
N
N
N
N
N
N
Janus Henderson Group plc
2138009WPYMWJN3RVF44
Janus Henderson Group plc
G4474Y214
4347.00000000
NS
USD
141320.97000000
0.002497771030
Long
EC
CORP
JE
N
1
N
N
N
Earnest Student Loan Program 2016-B LLC
N/A
Earnest Student Loan Program, LLC
27034JAB7
310058.20000000
PA
USD
311636.71000000
0.005508008798
Long
ABS-O
CORP
US
N
2
2034-05-25
Fixed
0.03020000
N
N
N
N
N
N
Bank of America Corporation
N/A
Alternative Loan Trust
02146TAJ6
839478.98300000
PA
USD
685297.50000000
0.012112259366
Long
ABS-CBDO
CORP
US
N
2
2036-08-01
Fixed
0.06000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AN6
750000.00000000
PA
USD
759188.30000000
0.013418238936
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.01400000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
1255000.00000000
PA
USD
1415263.50000000
0.025014010096
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04875000
N
N
N
N
N
N
DTE Energy Company
9N0FWODEJVKHC2DYLO03
DTE Electric Company
23338VAF3
890000.00000000
PA
USD
1081986.01000000
0.019123512319
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
0.03700000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Euro Foreign Exchange Currency
N/A
-200.00000000
NC
USD
-365065.79000000
-0.00645233863
N/A
DFE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
N/A
Spot Exchange Rate between US Dollar and Euro
2021-03-16
-30249934.21000000
USD
-365065.79000000
N
N
N
Endo International plc
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
660000.00000000
PA
USD
716100.00000000
0.012656676746
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.07500000
N
N
N
N
N
N
Lululemon Athletica Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
1737.00000000
NS
USD
604528.11000000
0.010684704471
Long
EC
CORP
US
N
1
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Term Loan
N/A
130000.00000000
PA
USD
130000.00000000
0.002297679062
Long
DBT
CORP
US
N
3
2027-11-20
Floating
0.00000000
N
N
N
N
N
N
Paylocity Holding Corporation
549300VH75FTB4DIEE07
Paylocity Holding Corporation
70438V106
58.00000000
NS
USD
11942.78000000
0.000211082119
Long
EC
CORP
US
N
1
N
N
N
O-I Glass, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAR4
370000.00000000
PA
USD
396362.50000000
0.007005490904
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.05875000
N
N
N
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
6743.00000000
NS
USD
5516448.30000000
0.097500213544
Long
EC
CORP
US
N
1
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc.
76680R206
8119.00000000
NS
USD
3076857.43000000
0.054381776127
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030N101
96955.00000000
NS
USD
5080442.00000000
0.089794040107
Long
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
215000.00000000
PA
USD
223395.75000000
0.003948397981
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04375000
N
N
N
N
N
N
Scholastic Corporation
N/A
Scholastic Corporation
807066105
3255.00000000
NS
USD
81375.00000000
0.001438258721
Long
EC
CORP
US
N
1
N
N
N
LSF5 BI-LO Holdings, LLC
N/A
SEG Holding, LLC
78397KAA0
560000.00000000
PA
USD
590800.00000000
0.010442067618
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.05625000
N
N
N
N
N
N
Ivanhoe Mines Ltd.
5299006XZISURYIA4G32
Ivanhoe Mines, Ltd.
46579R955
146706.00000000
NS
790638.04000000
0.013974095929
Long
EC
CORP
CA
N
2
N
N
N
Rogers Corporation
PW0CN80KNFR7RUOOKJ84
Rogers Corporation
775133101
4274.00000000
NS
USD
663709.46000000
0.011730702539
Long
EC
CORP
US
N
1
N
N
N
Lakeland Bancorp, Inc.
549300NF90LR9ETZDR73
Lakeland Bancorp, Inc.
511637100
6724.00000000
NS
USD
85394.80000000
0.001509306492
Long
EC
CORP
US
N
1
N
N
N
Six Flags Entertainment Corporation
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
270000.00000000
PA
USD
291600.00000000
0.005153870882
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07000000
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABC8
1100000.00000000
PA
USD
1252680.00000000
0.022140435450
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.03750000
N
N
N
N
N
N
Ellington Residential Mortgage REIT
549300KA3MR2ZCRGA787
Ellington Residential Mortgage REIT
288578107
7138.00000000
NS
USD
93079.52000000
0.001645129725
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity, Ltd.
H84989104
2878.00000000
NS
USD
348439.46000000
0.006158477322
Long
EC
CORP
CH
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283J7
8000000.00000000
PA
USD
8582187.52000000
0.151685481377
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.02125000
N
N
N
N
N
N
Carnival Corporation & Plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BG6
300000.00000000
PA
USD
349500.00000000
0.006177221788
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
0.10500000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
14506.00000000
NS
USD
517283.96000000
0.009142711726
Long
EC
CORP
US
N
1
N
N
N
ORBCOMM Inc.
529900PSC8WVCY267I23
ORBCOMM, Inc.
68555P100
17966.00000000
NS
USD
133307.72000000
0.002356141209
Long
EC
CORP
US
N
1
N
N
N
Willdan Group, Inc.
529900YQO0LF5VAEKN05
Willdan Group, Inc.
96924N100
13524.00000000
NS
USD
563950.80000000
0.009967522659
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
06739FFU0
264000.00000000
PA
USD
274571.73000000
0.004852905502
Long
DBT
CORP
GB
N
2
2021-06-12
Fixed
0.10179000
N
N
N
N
N
N
IAC/InterActiveCorp
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
5640.00000000
NS
USD
852711.60000000
0.015071212231
Long
EC
CORP
US
N
1
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC, Term Loan
N/A
2643687.83000000
PA
USD
2650297.05000000
0.046842554172
Long
DBT
CORP
US
N
2
2026-09-23
Floating
0.04250000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BU7
1350000.00000000
PA
USD
1411028.45000000
0.024939157898
Long
DBT
CORP
JP
N
2
2030-07-17
Fixed
0.02048000
N
N
N
N
N
N
Marathon Oil Corporation
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849AP1
900000.00000000
PA
USD
1000099.87000000
0.017676219478
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04400000
N
N
N
N
N
N
Computer Services, Inc.
N/A
Computer Services, Inc.
20539A105
12641.00000000
NS
USD
750875.40000000
0.013271312965
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
8529.00000000
NS
USD
309773.28000000
0.005475073690
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corporation
529900W0TZQLBT2DSS66
Sleep Number Corporation
83125X103
6249.00000000
NS
USD
511543.14000000
0.009041245866
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison, Inc.
209111FG3
384000.00000000
PA
USD
496944.65000000
0.008783225521
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
0.04500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F020612
154980000.00000100
PA
USD
160967112.97000100
2.845005886899
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
Golden Nugget Inc New
N/A
Golden Nugget, LLC, Term Loan
N/A
588360.18000000
PA
USD
566755.59000000
0.010017095792
Long
DBT
CORP
US
N
2
2023-10-04
Floating
0.03364690
N
N
N
N
N
N
Chegg, Inc.
549300AKX7O8JG0O3G77
Chegg, Inc.
163092109
11546.00000000
NS
USD
1042950.18000000
0.018433575325
Long
EC
CORP
US
N
1
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
837.00000000
NS
USD
447276.06000000
0.007905360295
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZX1
92605000.00000000
PA
USD
92615852.38000000
1.636934653169
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.00125000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAJ1
135000.00000000
PA
USD
144441.56000000
0.002552925755
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.05000000
N
N
N
N
N
N
Generac Holdings Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
6614.00000000
NS
USD
1504089.74000000
0.026583965418
Long
EC
CORP
US
N
1
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
6715.00000000
NS
USD
1468771.95000000
0.025959742752
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Company Limited
5493000JW8DCO3T45R55
Baxalta, Inc.
07177MAB9
569000.00000000
PA
USD
642571.80000000
0.011357105933
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.04000000
N
N
N
N
N
N
Packaging Holdings Limited
N/A
Reynolds Group Issuer, Inc.
761735AT6
48000.00000000
PA
USD
48590.40000000
0.000858808805
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.05125000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331A109
19516.00000000
NS
USD
1345042.72000000
0.023772896127
Long
EC
CORP
US
N
1
N
N
N
NexTier Oilfield Solutions Inc.
529900L27H2D4QT0IT24
NexTier Oilfield Solutions, Inc.
65290C105
2082.00000000
NS
USD
7162.08000000
0.000126585855
Long
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
8879.00000000
NS
USD
1812470.27000000
0.032034423012
Long
EC
CORP
US
N
1
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106B101
2789.00000000
NS
USD
286067.73000000
0.005056091029
Long
EC
CORP
CA
N
1
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc., Term Loan
N/A
1134256.92000000
PA
USD
1124332.17000000
0.019871957590
Long
DBT
CORP
US
N
2
2026-04-04
Floating
0.03396700
N
N
N
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP Group, Inc., Term Loan
N/A
1479800.00000000
PA
USD
1399239.69000000
0.024730797998
Long
DBT
CORP
US
N
2
2025-10-20
Floating
0.03396700
N
N
N
N
N
N
Snap-on Incorporated
HHWAT5TDOYZMM26KKQ73
Snap-On, Inc.
833034101
3202.00000000
NS
USD
547990.28000000
0.009685429177
Long
EC
CORP
US
N
1
N
N
N
Cognex Corporation
549300JQTYZCLC43S226
Cognex Corporation
192422103
5070.00000000
NS
USD
407044.95000000
0.007194297379
Long
EC
CORP
US
N
1
N
N
N
NICE Ltd.
254900YTY4EF5Z4W0A51
Nice, Ltd. ADR
653656108
6600.00000000
NS
USD
1871364.00000000
0.033075337553
Long
EC
CORP
IL
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd.
UNZWILHE4KMRP9K2L524
Norwegian Cruise Line Holdings, Ltd.
62886HAY7
290000.00000000
PA
USD
339300.00000000
0.005996942354
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
0.10250000
N
N
N
N
N
N
Cedar Realty Trust, Inc.
54930056URX93R2RSN82
Cedar Realty Trust, Inc.
150602605
4979.00000000
NS
USD
50437.27000000
0.000891451225
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CW8
250000.00000000
PA
USD
307212.50000000
0.005429813301
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.09000000
N
N
N
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AW4
600000.00000000
PA
USD
667500.00000000
0.011797698265
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.06625000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHZ5
1200000.00000000
PA
USD
1273788.00000000
0.022513507832
Long
DBT
CORP
US
N
2
2031-02-13
Variable
0.02496000
N
N
N
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
13503.00000000
NS
USD
9528662.01000000
0.168413901526
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations, LP
86765BAU3
700000.00000000
PA
USD
765689.67000000
0.013533147103
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04000000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
11742.00000000
NS
USD
585573.54000000
0.010349692789
Long
EC
CORP
US
N
1
N
N
N
Jab Forest B.V.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr. Pepper, Inc.
49271VAJ9
875000.00000000
PA
USD
990171.60000000
0.017500742723
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03200000
N
N
N
N
N
N
Q2 Holdings, Inc.
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736L109
5377.00000000
NS
USD
680351.81000000
0.012024846994
Long
EC
CORP
US
N
1
N
N
N
Fox Corporation
549300DDU6FDRBIELS05
Fox Corporation
35137LAL9
680000.00000000
PA
USD
772011.71000000
0.013644885711
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
0.03500000
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830AR0
284000.00000000
PA
USD
431224.92000000
0.007621665154
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
0.06150000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Ultra 10-Yr. U.S. Treasury Note
N/A
89.00000000
NC
USD
-55911.58000000
-0.00098820666
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
13971896.40000000
USD
-55911.58000000
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CU7
1250000.00000000
PA
USD
1460793.10000000
0.025818720932
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
The Southern Company
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Company
605417CB8
800000.00000000
PA
USD
932079.72000000
0.016474000443
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
0.03950000
N
N
N
N
N
N
Houlihan Lokey, Inc.
549300S3CNGTQ1QZVY46
Houlihan Lokey, Inc.
441593100
1514.00000000
NS
USD
101786.22000000
0.001799015896
Long
EC
CORP
US
N
1
N
N
N
YETI Holdings, Inc.
549300DSQICIGNT5GO63
YETI Holdings, Inc.
98585X104
1570.00000000
NS
USD
107497.90000000
0.001899966724
Long
EC
CORP
US
N
1
N
N
N
Columbia Banking System, Inc.
N/A
Columbia Banking System, Inc.
197236102
29576.00000000
NS
USD
1061778.40000000
0.018766353839
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAP6
23100000.00000000
PA
USD
23081953.13000000
0.407960926454
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.00125000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXE9
1000000.00000000
PA
USD
1088163.06000000
0.019232688308
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
0.03625000
N
N
N
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
13584.00000000
NS
USD
2926265.28000000
0.051720142050
Long
EC
CORP
US
N
1
N
N
N
PQ CORP
2H1FRGMQKKSWC9PFJY28
PQ Corporation, Term Loan
N/A
506141.59000000
PA
USD
505615.20000000
0.008936472761
Long
DBT
CORP
US
N
2
2027-02-07
Floating
0.04000000
N
N
N
N
N
N
Valmont Industries, Inc.
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253101
9272.00000000
NS
USD
1621950.96000000
0.028667098168
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DZ5
270000.00000000
PA
USD
311593.50000000
0.005507245085
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.08500000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
1940.00000000
NS
USD
279786.80000000
0.004945079018
Long
EC
CORP
US
N
1
N
N
N
The TJX Companies, Inc.
V167QI9I69W364E2DY52
TJX Companies, Inc.
872540AT6
675000.00000000
PA
USD
809527.51000000
0.014307957004
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03875000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
250000.00000000
PA
USD
265592.50000000
0.004694202511
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05000000
N
N
N
N
N
N
Open Text Corporation
N/A
Open Text Corporation
683720AA4
830000.00000000
PA
USD
882954.00000000
0.015605730148
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04125000
N
N
N
N
N
N
Gannett Co., Inc.
549300JQ2PU0RI3ZBA32
Gannett Company, Inc.
36472T109
7907.00000000
NS
USD
26567.52000000
0.000469566418
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824CBF5
650000.00000000
PA
USD
737693.65000000
0.013038332726
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.04650000
N
N
N
N
N
N
Vodafone Group Plc
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
634000.00000000
PA
USD
661737.50000000
0.011695849222
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.05500000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAC9
980000.00000000
PA
USD
1040355.26000000
0.018387711530
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
0.03500000
N
N
N
N
N
N
American Eagle Outfitters, Inc.
5299001Z9HXK01DHW793
American Eagle Outfitters, Inc.
02553E106
7908.00000000
NS
USD
158713.56000000
0.002805175567
Long
EC
CORP
US
N
1
N
N
Dave & Buster's Entertainment, Inc.
529900WTVU85QZLYHR86
Dave & Buster's Entertainment, Inc.
238337109
2276.00000000
NS
USD
68325.52000000
0.001207616282
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
N/A
GS Mortgage Securities Trust
36253GAD4
4000000.00000000
PA
USD
4260262.40000000
0.075297813224
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Fixed
0.03666000
N
N
N
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAF3
120000.00000000
PA
USD
117600.00000000
0.002078515829
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.05625000
N
N
N
N
N
Public Service Enterprise Group Incorporated
549300RUHPVD434XUK18
Public Service Electric & Gas Company
74456QBS4
410000.00000000
PA
USD
455934.69000000
0.008058396856
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03000000
N
N
N
N
N
N
TE Connectivity Ltd.
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AR8
284000.00000000
PA
USD
307328.54000000
0.005431864244
Long
DBT
CORP
LU
N
2
2024-08-01
Fixed
0.03450000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP plc ADR
055622104
65701.00000000
NS
USD
1348184.52000000
0.023828425727
Long
EC
CORP
GB
N
1
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236101
3779.00000000
NS
USD
179162.39000000
0.003166597479
Long
EC
CORP
US
N
1
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887CK3
1350000.00000000
PA
USD
1600725.87000000
0.028291956284
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
0.03794000
N
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings, Ltd.
G66721104
10580.00000000
NS
USD
269049.40000000
0.004755301332
Long
EC
CORP
BM
N
1
N
N
Thrivent Mutual Funds
549300RBU4OUI2SDQ826
Thrivent Income Portfolio
88589M360
40940322.53900000
NS
USD
468488298.88000100
8.280275042924
Long
RF
US
N
1
N
N
N
Sprouts Farmers Market, Inc.
529900P8F4G77Q52XE24
Sprouts Farmers Markets, Inc.
85208M102
6601.00000000
NS
USD
132680.10000000
0.002345048368
Long
EC
CORP
US
N
1
N
N
N
Brookfield Asset Management Inc.
5493006ZQ6LH85EKNL31
BPR Nimbus, LLC, Term Loan
N/A
759608.75000000
PA
USD
715505.87000000
0.012646175822
Long
DBT
CORP
US
N
2
2025-08-24
Floating
0.02646800
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAF4
1450000.00000000
PA
USD
1465008.46000000
0.025893225120
Long
DBT
CORP
GB
N
2
2031-02-15
Fixed
0.01900000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFF1
1056000.00000000
PA
USD
1172051.14000000
0.020715364346
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04000000
N
N
N
N
N
N
JBS S.A.
N/A
JBS USA, LLC
466112AR0
610000.00000000
PA
USD
629825.00000000
0.011131813198
Long
DBT
CORP
BR
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc., Term Loan
N/A
1395900.00000000
PA
USD
1379847.15000000
0.024388045435
Long
DBT
CORP
US
N
2
2027-03-15
Floating
0.02396700
N
N
N
N
N
N
Standex International Corporation
RCX52GR0JW2LRRMH9Z54
Standex International Corporation
854231107
19007.00000000
NS
USD
1473422.64000000
0.026041941160
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corporation
549300D3L3G0R4U4VT04
Amphenol Corporation
032095101
28609.00000000
NS
USD
3741198.93000000
0.066123649629
Long
EC
CORP
US
N
1
N
N
N
Masonite International Corporation
549300H0H07ZFT4JYM32
Masonite International Corporation
575385109
1757.00000000
NS
USD
172783.38000000
0.003053851958
Long
EC
CORP
CA
N
1
N
N
N
Verus Securitization Trust 2017-1
549300KJ08SBZIO7LD46
Verus Securitization Trust
92536BAA3
376120.82000000
PA
USD
377501.94000000
0.006672140798
Long
ABS-CBDO
CORP
US
N
2
2047-01-25
Variable
0.02853000
N
N
N
N
N
N
Energy Solutions, LLC
549300X3SKIUYR2MFH75
EnergySolutions, LLC, Term Loan
N/A
726375.00000000
PA
USD
713358.36000000
0.012608219755
Long
DBT
CORP
US
N
2
2025-05-11
Floating
0.04750000
N
N
N
N
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364G103
17054.00000000
NS
USD
1702671.36000000
0.030093787192
Long
EC
CORP
US
N
1
N
N
N
Crane Co.
549300X1RO9ID7AUCA83
Crane Company
224399105
18675.00000000
NS
USD
1450300.50000000
0.025633269952
Long
EC
CORP
US
N
1
N
N
N
First Solar, Inc.
549300NPYMLM4NHTOF27
First Solar, Inc.
336433107
5561.00000000
NS
USD
550094.12000000
0.009722613401
Long
EC
CORP
US
N
1
N
N
N
Pool Corporation
5493005VZK1KMN6CO617
Pool Corporation
73278L105
1879.00000000
NS
USD
699927.50000000
0.012370836633
Long
EC
CORP
US
N
1
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBW5
560000.00000000
PA
USD
609871.94000000
0.010779153750
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
0.03950000
N
N
N
N
N
N
Citigroup Inc.
N/A
Citicorp Mortgage Securities, Inc.
173103AD4
1876914.38000000
PA
USD
1839407.81000000
0.032510529332
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Fixed
0.06000000
N
N
N
N
N
N
FBL Financial Group, Inc.
N/A
FBL Financial Group, Inc.
30239F106
3574.00000000
NS
USD
187670.74000000
0.003316977923
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAB9
675000.00000000
PA
USD
727076.50000000
0.012850680394
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02875000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875PAU5
875000.00000000
PA
USD
1062895.52000000
0.018786098326
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04375000
N
N
N
N
N
N
Plantronics, Inc.
5493006O3W5M472F6668
Plantronics, Inc., Term Loan
N/A
719279.90000000
PA
USD
702419.98000000
0.012414889857
Long
DBT
CORP
US
N
2
2025-07-02
Floating
0.02646800
N
N
N
N
N
N
AMSTED Industries Incorporated
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
925000.00000000
PA
USD
982812.50000000
0.017370674646
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.05625000
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP BV/NXP Funding, LLC
62947QAZ1
1250000.00000000
PA
USD
1409702.98000000
0.024915730939
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
0.04875000
N
N
N
N
N
N
Columbia Cent CLO 27 Limited
549300066YASG4MIU864
Cent CLO, LP
19736RAJ0
775000.00000000
PA
USD
765249.73000000
0.013525371404
Long
ABS-O
CORP
KY
N
2
2028-10-25
Floating
0.02514800
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CA8
935000.00000000
PA
USD
1046243.74000000
0.018491787201
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.04300000
N
N
N
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
Intel Corporation
458140BK5
1350000.00000000
PA
USD
1482937.38000000
0.026210108997
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
0.03100000
N
N
N
N
N
N
Curtiss-Wright Corporation
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corporation
231561101
26503.00000000
NS
USD
3083624.05000000
0.054501372444
Long
EC
CORP
US
N
1
N
N
N
RPC, Inc.
N/A
RPC, Inc.
749660106
6886.00000000
NS
USD
21690.90000000
0.000383374821
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
30696.00000000
NS
USD
5038134.48000000
0.089046277777
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
18683KAM3
370000.00000000
PA
USD
375550.00000000
0.006637641323
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.05750000
N
N
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EP4
1750000.00000000
PA
USD
1802780.00000000
0.031863152777
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
0.02668000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BR3
450000.00000000
PA
USD
468879.98000000
0.008287197792
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
0.02497000
N
N
N
N
N
N
Hawaiian Electric Industries, Inc.
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries, Inc.
419870100
4099.00000000
NS
USD
145063.61000000
0.002563920149
Long
EC
CORP
US
N
1
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
1399.00000000
NS
USD
206674.27000000
0.003652854946
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BC2
1075000.00000000
PA
USD
1093812.50000000
0.019332539077
Long
DBT
CORP
GB
N
2
2021-06-01
Variable
0.06875000
N
N
N
N
N
N
Ares XXXIIR CLO Ltd.
N/A
Ares XXXIIR CLO, Ltd.
04017EAS1
2600000.00000000
PA
USD
2600624.00000000
0.045964610118
Long
ABS-O
CORP
KY
N
2
2030-05-15
Floating
0.02221000
N
N
N
N
N
N
Palmer Square Loan Funding 2018-5 Ltd
N/A
Palmer Square Loan Funding, Ltd.
69700PAA0
2023553.72000000
PA
USD
2020318.06000000
0.035708019284
Long
ABS-O
CORP
KY
N
2
2027-01-20
Floating
0.01068400
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS
549300GHXFJ3EKF50583
Change Healthcare Holdings, LLC, Term Loan
N/A
669898.25000000
PA
USD
666213.81000000
0.011774965559
Long
DBT
CORP
US
N
2
2024-03-01
Floating
0.03500000
N
N
N
N
N
N
Verus Securitization Trust 2019-2
N/A
Verus Securitization Trust
92537GAC7
779553.40000000
PA
USD
785277.19000000
0.013879345831
Long
ABS-CBDO
CORP
US
N
2
2059-05-25
Variable
0.03345000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEMS
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc., Term Loan
N/A
205568.44000000
PA
USD
204968.18000000
0.003622700736
Long
DBT
CORP
US
N
2
2026-09-24
Floating
0.02437500
N
N
N
N
N
N
United Bankshares, Inc.
5299005O3BAMJ9Z92V62
United Bankshares, Inc.
909907107
13551.00000000
NS
USD
439052.40000000
0.007760011592
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness, Inc.
549300LLE5HUPF6H8G33
Planet Fitness, Inc.
72703H101
37130.00000000
NS
USD
2882401.90000000
0.050944880743
Long
EC
CORP
US
N
1
N
N
N
ALLETE, Inc.
549300NNLSIMY6Z8OT86
ALLETE, Inc.
018522300
3109.00000000
NS
USD
192571.46000000
0.003403595475
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KHVG8
21262812.56200000
PA
USD
22312078.57000000
0.394353813703
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
Golub Capital Partners CLO 23 B-R Ltd
N/A
Golub Capital Partners, Ltd.
38175GAA1
2569000.00000000
PA
USD
2560899.94000000
0.045262509034
Long
ABS-O
CORP
KY
N
2
2031-01-20
Floating
0.01418400
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231GBM3
1200000.00000000
PA
USD
1368894.04000000
0.024194455193
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
0.03452000
N
N
N
N
N
N
Toll Brothers, Inc.
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
16512.00000000
NS
USD
717776.64000000
0.012686310443
Long
EC
CORP
US
N
1
N
N
N
Suncor Energy Inc.
N/A
Canadian Oil Sands, Ltd.
13643EAA3
750000.00000000
PA
USD
781039.47000000
0.013804446442
Long
DBT
CORP
CA
N
2
2021-09-01
Fixed
0.09400000
N
N
N
N
N
N
EAGLE BROADBAND INVESTMENTS
N/A
Eagle Broadband Investments, LLC, Term Loan
N/A
1475000.00000000
PA
USD
1472241.75000000
0.026021069573
Long
DBT
CORP
US
N
2
2027-11-12
Floating
0.03750000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397XL2
1100000.00000000
PA
USD
1153625.00000000
0.020389692377
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
0.04134000
N
N
N
N
N
N
Anterix Inc.
549300QIX2QHFGIEQG40
Anterix, Inc.
03676C100
102.00000000
NS
USD
3835.20000000
0.000067785067
Long
EC
CORP
US
N
1
N
N
N
IDACORP, Inc.
N134NUJDWN8UEFA8B673
IDACORP, Inc.
451107106
2887.00000000
NS
USD
277238.61000000
0.004900041151
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS Energy Corporation
125896BR0
840000.00000000
PA
USD
912207.96000000
0.016122777928
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.02950000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
H. J. Heinz Company
50077LAM8
140000.00000000
PA
USD
166231.71000000
0.002938054766
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
0.05200000
N
N
N
N
N
N
Change Healthcare Inc.
549300GS1BPJEDOZHM07
Change Healthcare, Inc.
15912K100
44199.00000000
NS
USD
824311.35000000
0.014569253309
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958667AB3
440000.00000000
PA
USD
453450.80000000
0.008014495455
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.04100000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
Australia and New Zealand Banking Group, Ltd.
052528AL0
500000.00000000
PA
USD
527440.49000000
0.009322222852
Long
DBT
CORP
AU
N
2
2030-07-22
Variable
0.02950000
N
N
N
N
N
N
Designer Brands Inc.
549300X8J6FI8PPRK859
Designer Brands, Inc.
250565108
10065.00000000
NS
USD
76997.25000000
0.001360884378
Long
EC
CORP
US
N
1
N
N
N
Carnival Corporation & Plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BC5
430000.00000000
PA
USD
497217.60000000
0.008788049763
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
0.11500000
N
N
N
N
N
N
British American Tobacco p.l.c.
2138005GYEXN7XRHFA84
BAT Capital Corporation
05526DBF1
1136000.00000000
PA
USD
1259531.78000000
0.022261536923
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.04540000
N
N
N
N
N
N
Health Catalyst, Inc.
549300223PL6GWKVJG92
Health Catalyst, Inc.
42225T107
8462.00000000
NS
USD
368350.86000000
0.006510400452
Long
EC
CORP
US
N
1
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corporation
749607107
474.00000000
NS
USD
49367.10000000
0.000872536554
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust 2017-1
N/A
Verus Securitization Trust
92537HAA9
2238712.55100000
PA
USD
2299686.35000000
0.040645701367
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
0.02913000
N
N
N
N
N
N
Bruker Corporation
LEBZ6VLQ6I8XB1NHVY15
Bruker Corporation
116794108
1662.00000000
NS
USD
89964.06000000
0.001590065669
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
13559.00000000
NS
USD
6315511.02000000
0.111623211096
Long
EC
CORP
US
N
1
N
N
N
NuVasive, Inc.
549300C5ZB4NZ6TWM881
NuVasive, Inc.
670704105
1565.00000000
NS
USD
88156.45000000
0.001558117149
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
001107539
4544.00000000
NS
1914938.28000000
0.033845489175
Long
EC
CORP
CH
N
2
N
N
N
Core Laboratories N.V.
724500MDYY5VBSAF5W50
Core Laboratories NV
N22717107
22497.00000000
NS
USD
596395.47000000
0.010540964497
Long
EC
CORP
NL
N
1
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FX9
1650000.00000000
PA
USD
1807849.21000000
0.031952748298
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
0.02650000
N
N
N
N
N
N
Simmons Foods, Inc.
5493002Z1TVWRIL6NM97
Simmons Foods, Inc.
82873LAA3
435000.00000000
PA
USD
444243.75000000
0.007851765870
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.05750000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AR5
1420000.00000000
PA
USD
1601844.15000000
0.028311721273
Long
DBT
CORP
JP
N
2
2027-07-25
Fixed
0.03287000
N
N
N
N
N
N
Helen of Troy Limited
N/A
Helen of Troy, Ltd.
G4388N106
2124.00000000
NS
USD
471931.56000000
0.008341132804
Long
EC
CORP
BM
N
1
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158AZ9
1150000.00000000
PA
USD
1237597.31000000
0.021873857135
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
0.02700000
N
N
N
N
N
N
Four Corners Property Trust, Inc.
549300SVTPZPBDVNER42
Four Corners Property Trust, Inc.
35086T109
39020.00000000
NS
USD
1161625.40000000
0.020531095081
Long
EC
CORP
US
N
1
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
12948.00000000
NS
USD
723275.28000000
0.012783495904
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BK3
875000.00000000
PA
USD
1040516.79000000
0.018390566484
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05125000
N
N
N
N
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918A105
12972.00000000
NS
USD
2593881.12000000
0.045845433394
Long
EC
CORP
US
N
1
N
N
Range Resources Corporation
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281A109
11597.00000000
NS
USD
77699.90000000
0.001373303334
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAV9
750000.00000000
PA
USD
888261.11000000
0.015699530422
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.04250000
N
N
N
N
N
N
Arrowhead Pharmaceuticals, Inc.
549300O3CSB8T7OZ3D66
Arrowhead Research Corporation
04280A100
6168.00000000
NS
USD
473270.64000000
0.008364800312
Long
EC
CORP
US
N
1
N
N
N
Mp (Thrift) Llc
549300Q22V2Y3J4R2715
Flagstar Bancorp, Inc.
337930705
22564.00000000
NS
USD
919708.64000000
0.016255348355
Long
EC
CORP
US
N
1
N
N
N
Wayfair Inc.
54930027N9ZAVYFDHK53
Wayfair, Inc.
94419L101
384.00000000
NS
USD
86711.04000000
0.001532570316
Long
EC
CORP
US
N
1
N
N
N
AIMCO CLO 10, Ltd.
5493004I93856WYBB035
Aimco CLO 10, Ltd.
00901AAA5
2150000.00000000
PA
USD
2150715.95000000
0.038012730836
Long
ABS-O
CORP
KY
N
2
2032-07-22
Floating
0.01535700
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
1704000.00000000
PA
USD
1931075.91000000
0.034130712980
Long
DBT
CORP
US
N
2
2028-07-24
Variable
0.03668000
N
N
N
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAR5
875000.00000000
PA
USD
997887.84000000
0.017637123055
Long
DBT
CORP
US
N
2
2027-03-26
Fixed
0.03300000
N
N
N
N
N
N
Switch, Inc.
N/A
Switch, Ltd.
87105NAA8
440000.00000000
PA
USD
446600.00000000
0.007893411303
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.03750000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AG5
728000.00000000
PA
USD
773500.00000000
0.013671190424
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.06750000
N
N
N
N
N
N
John B. Sanfilippo & Son, Inc.
5299007IBEYVXKYDUX28
John B. Sanfilippo & Son, Inc.
800422107
4756.00000000
NS
USD
375058.16000000
0.006628948320
Long
EC
CORP
US
N
1
N
N
N
IAC/InterActiveCorp
5493003ENY577E6SZL06
ANGI Homeservices, Inc.
00183L102
12370.00000000
NS
USD
163222.15000000
0.002884862435
Long
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAR2
210000.00000000
PA
USD
222600.00000000
0.003934333533
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
Marvell Technology Group Ltd.
8DF36O58U3QIHUCGZB18
Marvell Technology Group, Ltd.
57385LAB4
1090000.00000000
PA
USD
1287003.52000000
0.022747084937
Long
DBT
CORP
BM
N
2
2028-06-22
Fixed
0.04875000
N
N
N
N
N
N
State Street Corporation
549300EFWJBKUN6WJX52
SPDR S&P Regional Banking ETF
78464A698
7300.00000000
NS
USD
379235.00000000
0.006702771688
Long
RF
US
N
1
N
N
N
MaxLinear, Inc.
549300EMOI0SM2IY4F64
MaxLinear, Inc.
57776J100
2200.00000000
NS
USD
84018.00000000
0.001484972303
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282P4
22230000.00000000
PA
USD
22843061.61000000
0.403738649194
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.01875000
N
N
N
N
N
N
AG Mortgage Investment Trust, Inc.
549300SNP0PBR2XTFR48
AG Mortgage Investment Trust, Inc.
001228105
12334.00000000
NS
USD
36385.30000000
0.000643090323
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
540000.00000000
PA
USD
569700.00000000
0.010069136632
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.04875000
N
N
N
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FW1
1200000.00000000
PA
USD
1283857.08000000
0.022691473327
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
0.02200000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
23212.00000000
NS
USD
1123460.80000000
0.019856556601
Long
EC
CORP
US
N
1
N
N
N
JAGUAR HOLDING CO II
N/A
Jaguar Holding Company II, Term Loan
N/A
882664.91000000
PA
USD
881896.99000000
0.015587048073
Long
DBT
CORP
US
N
2
2022-08-18
Floating
0.03500000
N
N
N
N
N
N
Teledyne Technologies Incorporated
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
1650.00000000
NS
USD
646767.00000000
0.011431253803
Long
EC
CORP
US
N
1
N
N
N
Colony Credit Real Estate, Inc.
549300BOIFLLMVU37752
Colony Credit Real Estate, Inc.
19625T101
2908.00000000
NS
USD
21810.00000000
0.000385479848
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
903.00000000
NS
USD
246717.66000000
0.004360600014
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918104
141383.00000000
NS
USD
31446406.86000000
0.555798081905
Long
EC
CORP
US
N
1
N
N
N
Teva Pharmaceutical Industries Limited
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
590000.00000000
PA
USD
584100.00000000
0.010323648774
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
0.02800000
N
N
N
N
N
N
Nevro Corp.
254900SH91I4BOYKUE38
Nevro Corporation
64157F103
13363.00000000
NS
USD
2313135.30000000
0.040883404220
Long
EC
CORP
US
N
1
N
N
N
United Airlines Holdings, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc., Term Loan
N/A
890745.49000000
PA
USD
870703.72000000
0.015389213134
Long
DBT
CORP
US
N
2
2024-04-01
Floating
0.01895100
N
N
N
N
N
N
Western Alliance Bancorporation
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
61885.00000000
NS
USD
3710005.75000000
0.065572327194
Long
EC
CORP
US
N
1
N
N
N
UPC FINANCING PARTNERSHIP
213800DXWIS9KORQ3X94
UPC Financing Partnership, Term Loan
N/A
952500.00000000
PA
USD
952976.25000000
0.016843335208
Long
DBT
CORP
US
N
2
2029-01-31
Floating
0.00000000
N
N
N
N
N
N
Roivant SCIENCES Ltd.
N/A
Immunovant, Inc.
45258J102
3726.00000000
NS
USD
172103.94000000
0.003041843227
Long
EC
CORP
US
N
1
N
N
N
Edison International
9R1Z5I36FERIBVKW4P77
Southern California Edison Company
842400GG2
1135000.00000000
PA
USD
1330984.54000000
0.023524425466
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
0.04000000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
13884.00000000
NS
USD
511903.08000000
0.009047607609
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation
12653C108
9846.00000000
NS
USD
106336.80000000
0.001879444915
Long
EC
CORP
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015101
10494.00000000
NS
USD
171052.20000000
0.003023254297
Long
EC
CORP
US
N
1
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BS4
250000.00000000
PA
USD
253776.37000000
0.004485358861
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
0.01500000
N
N
N
N
N
N
Red Rock Resorts, Inc.
N/A
Red Rock Resorts, Inc.
75700L108
15381.00000000
NS
USD
385140.24000000
0.006807143582
Long
EC
CORP
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AT2
350000.00000000
PA
USD
384223.85000000
0.006790946889
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
0.02750000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AL0
750000.00000000
PA
USD
746655.16000000
0.013196722526
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.01750000
N
N
N
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAM4
150000.00000000
PA
USD
149250.00000000
0.002637912308
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.08000000
N
N
N
N
N
N
Integra LifeSciences Holdings Corporation
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corporation
457985208
1828.00000000
NS
USD
118673.76000000
0.002097493951
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial N.V.
549300PNSJ5B81UMVO28
CNH Industrial Capital, LLC
12592BAF1
1120000.00000000
PA
USD
1130956.92000000
0.019989046432
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
0.04875000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
475000.00000000
PA
USD
520216.99000000
0.009194551431
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.02875000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135B101
30354.00000000
NS
USD
1822150.62000000
0.032205517916
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830BC2
586000.00000000
PA
USD
707134.33000000
0.012498213421
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
0.03600000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829BM8
1200000.00000000
PA
USD
1753220.52000000
0.030987216012
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.06600000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBW4
1200000.00000000
PA
USD
1404174.23000000
0.024818013300
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.03600000
N
N
N
N
N
N
DRB Prime Student Loan Trust 2015-B
5493007XMCQZSUDOLZ66
DRB Prime Student Loan Trust
23340LAA2
269772.59700000
PA
USD
270342.01000000
0.004778147509
Long
ABS-O
CORP
US
N
2
2031-10-27
Floating
0.02043000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912XBE3
435000.00000000
PA
USD
447653.41000000
0.007912029750
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.03500000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAN7
385000.00000000
PA
USD
415800.00000000
0.007349038110
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05875000
N
N
N
N
N
N
Granite Point Mortgage Trust Inc.
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust, Inc.
38741L107
19122.00000000
NS
USD
191028.78000000
0.003376329447
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KU4
840000.00000000
PA
USD
982252.29000000
0.017360773240
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
0.04125000
N
N
N
N
N
N
AMN Healthcare Services, Inc.
529900W3ARRTCNFH2I39
AMN Healthcare Services, Inc.
001744101
12499.00000000
NS
USD
853056.75000000
0.015077312569
Long
EC
CORP
US
N
1
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
09257W100
4491.00000000
NS
USD
123637.23000000
0.002185220575
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650DH0
1200000.00000000
PA
USD
1365047.20000000
0.024126464395
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03625000
N
N
N
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BD8
2100000.00000000
PA
USD
2191875.00000000
0.038740194585
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04625000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667G5Z2
800013.21100000
PA
USD
769491.51000000
0.013600342551
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
0.02714000
N
N
N
N
N
N
Bank of America Corporation
N/A
Merrill Lynch Alternative Note Asset Trust
59023YAB0
224655.27000000
PA
USD
145203.28000000
0.002566388740
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Fixed
0.06000000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385CW4
1400000.00000000
PA
USD
1399772.50000000
0.024740215124
Long
STIV
USGSE
US
N
2
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Low Volatility Equity Fund
N/A
13625902.42900000
NS
USD
171686370.61000100
3.034462916514
Long
RF
US
N
2
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc.
92552VAK6
300000.00000000
PA
USD
306840.00000000
0.005423229566
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.05625000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAH5
650000.00000000
PA
USD
682725.88000000
0.012066807386
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
0.06000000
N
N
N
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
4058.00000000
NS
USD
1476300.40000000
0.026092803997
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Partners L.P.
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners, LP
293792107
45865.00000000
NS
USD
898495.35000000
0.015880415029
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc.
N/A
Omnicom Group, Inc.
68217FAA0
530000.00000000
PA
USD
604644.41000000
0.010686760010
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03600000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZN3
1100000.00000000
PA
USD
1096863.28000000
0.019386459949
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.00500000
N
N
N
N
N
N
CBS RADIO INC
549300S5JUSXRHNCHD80
Entercom Media Corporation, Term Loan
N/A
896742.36000000
PA
USD
874323.80000000
0.015453196073
Long
DBT
CORP
US
N
2
2024-11-17
Floating
0.02648000
N
N
N
N
N
N
The Aaron's Company, Inc.
N/A
Aaron's Company, Inc.
00258W108
2081.00000000
NS
USD
39455.76000000
0.000697359028
Long
EC
CORP
US
N
1
N
N
N
Wyndham Destinations, Inc.
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations, Inc.
98310W108
2096.00000000
NS
USD
94026.56000000
0.001661868140
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings, Inc.
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc.
302081104
5101.00000000
NS
USD
434248.13000000
0.007675098741
Long
EC
CORP
US
N
1
N
N
N
Cushman & Wakefield plc
N/A
Cushman and Wakefield plc
G2717B108
27521.00000000
NS
USD
408136.43000000
0.007213588692
Long
EC
CORP
GB
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFT6
1450000.00000000
PA
USD
1464290.82000000
0.025880541224
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
0.02650000
N
N
N
N
N
N
USA Compression Partners, LP
N/A
USA Compression Partners, LP
91740PAC2
210000.00000000
PA
USD
219450.00000000
0.003878659002
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.06875000
N
N
N
N
N
N
BlackLine, Inc.
N/A
Blackline, Inc.
09239B109
11520.00000000
NS
USD
1536537.60000000
0.027157463638
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corporation
529900053A7X7FJ97S58
Regency Centers Corporation
758849103
4481.00000000
NS
USD
204288.79000000
0.003610692889
Long
EC
CORP
US
N
1
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
31564.00000000
NS
USD
1481929.80000000
0.026192300571
Long
EC
CORP
US
N
1
N
N
N
Anglo American plc
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AP5
720000.00000000
PA
USD
832704.82000000
0.014717603311
Long
DBT
CORP
GB
N
2
2025-05-14
Fixed
0.04875000
N
N
N
N
N
N
Mylan N.V.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530AV9
260000.00000000
PA
USD
272895.29000000
0.004823275340
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03125000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corporation, Term Loan
N/A
763082.70000000
PA
USD
766516.57000000
0.013547762110
Long
DBT
CORP
US
N
2
2025-01-31
Floating
0.05250000
N
N
N
N
N
N
Avnet, Inc.
XJI53DCPL7QABOWK4Z75
Avnet, Inc.
053807AT0
820000.00000000
PA
USD
839818.82000000
0.014843339379
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
0.03750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
9128284N7
31750000.00000000
PA
USD
36769228.60000000
0.649876051658
Long
DBT
UST
US
N
2
2028-05-15
Fixed
0.02875000
N
N
N
N
N
N
Cox Enterprises, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CG0
1400000.00000000
PA
USD
1572639.92000000
0.027795552444
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.03350000
N
N
N
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
2914.00000000
NS
USD
243552.12000000
0.004304650822
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Company
291011BL7
1150000.00000000
PA
USD
1214710.56000000
0.021469346317
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.01800000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV, Term Loan
N/A
1022437.48000000
PA
USD
1025566.14000000
0.018126321904
Long
DBT
CORP
US
N
2
2025-07-10
Floating
0.03753900
N
N
N
N
N
N
Chevron Corporation
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AJ4
1250000.00000000
PA
USD
1754565.39000000
0.031010985855
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
0.05050000
N
N
N
N
N
N
Skyline Champion Corporation
N/A
Skyline Corporation
830830105
14034.00000000
NS
USD
434211.96000000
0.007674459456
Long
EC
CORP
US
N
1
N
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores, Inc., Term Loan
N/A
832912.50000000
PA
USD
825624.52000000
0.014592462872
Long
DBT
CORP
US
N
2
2027-10-01
Floating
0.04250000
N
N
N
N
N
N
Sinclair Broadcast Group, Inc.
5493002K6DHWNZH8YA34
Diamond Sports Group, LLC, Term Loan
N/A
1786506.60000000
PA
USD
1573983.77000000
0.027819304259
Long
DBT
CORP
US
N
2
2026-08-24
Floating
0.03400000
N
N
N
N
N
N
ECMC Group Student Loan Trust
N/A
ECMC Group Student Loan Trust
26829HAA4
1573965.04000000
PA
USD
1580481.26000000
0.027934143850
Long
ABS-O
CORP
US
N
2
2069-11-25
Floating
0.01298000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z52
3750000.00000000
PA
USD
3918164.06000000
0.069251411737
Long
DBT
UST
US
N
2
2025-01-31
Fixed
0.01375000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QW1
600000.00000000
PA
USD
770414.06000000
0.013616648119
Long
DBT
UST
US
N
2
2042-05-15
Fixed
0.03000000
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAW5
900000.00000000
PA
USD
1098333.00000000
0.019412436448
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.04375000
N
N
N
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
9469.00000000
NS
USD
401485.60000000
0.007096038901
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBD2
460000.00000000
PA
USD
558903.65000000
0.009878317037
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05000000
N
N
N
N
N
N
Dryden 65 CLO, Ltd.
N/A
Dryden Senior Loan Fund
26251YAC0
3000000.00000000
PA
USD
2999991.00000000
0.053023203921
Long
ABS-O
CORP
KY
N
2
2030-07-18
Floating
0.01617800
N
N
N
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc.
12685JAC9
220000.00000000
PA
USD
228525.00000000
0.004039054675
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.04000000
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Holding Company
125523100
12593.00000000
NS
USD
2621610.74000000
0.046335539296
Long
EC
CORP
US
N
1
N
N
N
SYNNEX Corporation
5493004HI6PFLF46NS53
SYNNEX Corporation
87162W100
2571.00000000
NS
USD
209382.24000000
0.003700716838
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
Q0U252S3ZZ0J2LYUWZ80
Thrivent High Yield Portfolio
88589M352
30555052.11700000
NS
USD
142591261.71000100
2.520222743020
Long
RF
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCS8
750000.00000000
PA
USD
861482.36000000
0.015226230628
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958667AA5
230000.00000000
PA
USD
253000.00000000
0.004471636945
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
0.06250000
N
N
N
N
N
N
Mercury Systems, Inc.
549300P3B84SGK7HH679
Mercury Systems, Inc.
589378108
24779.00000000
NS
USD
2182038.74000000
0.038566344057
Long
EC
CORP
US
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Foods Group, Inc.
50076QAE6
670000.00000000
PA
USD
785038.93000000
0.013875134715
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
0.05000000
N
N
N
N
N
N
ILLUMINATE BUYER LLC
549300K1Y0YC1YC1H809
Lummus Technology Holdings V, LLC, Term Loan
N/A
997500.00000000
PA
USD
997081.05000000
0.017622863482
Long
DBT
CORP
US
N
2
2027-06-30
Floating
0.04146700
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
1375000.00000000
PA
USD
1436655.10000000
0.025392094953
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
0.02193000
N
N
N
N
N
N
Marriott Vacations Worldwide Corporation
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corporation
57164Y107
1000.00000000
NS
USD
137220.00000000
0.002425288623
Long
EC
CORP
US
N
1
N
N
N
McDermott International, Inc.
54930004RAXI4B3L4752
McDermott International, Inc.
G5924V106
109538.00000000
NS
USD
88725.78000000
0.001568179746
Long
EC
CORP
PA
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BJ4
852000.00000000
PA
USD
1123106.78000000
0.019850299491
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
0.04050000
N
N
N
N
N
N
The Williams Companies, Inc.
N/A
Blue Racer Midstream, LLC
095796AH1
290000.00000000
PA
USD
308850.00000000
0.005458755219
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.07625000
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC, Term Loan
N/A
2100000.00000000
PA
USD
2100987.00000000
0.037133798780
Long
DBT
CORP
US
N
2
2026-09-25
Floating
0.04250000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corporation, Term Loan
N/A
1145000.00000000
PA
USD
1136412.50000000
0.020085470831
Long
DBT
CORP
US
N
2
2027-12-16
Floating
0.02650000
N
N
N
N
N
N
Consolidated Water Co. Ltd.
5299001BMEW8X9VIJA73
Consolidated Water Company, Ltd.
G23773107
5228.00000000
NS
USD
62997.40000000
0.001113444669
Long
EC
CORP
KY
N
1
N
N
N
Citigroup Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17307GL22
221815.13200000
PA
USD
227820.20000000
0.004026597720
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
0.05500000
N
N
N
N
N
N
Edwards Lifesciences Corporation
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corporation
28176E108
39712.00000000
NS
USD
3622925.76000000
0.064033235887
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts Inc.
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc.
700517105
25061.00000000
NS
USD
429796.15000000
0.007596412424
Long
EC
CORP
US
N
1
N
N
N
Octagon Investment Partners 32, Ltd.
N/A
Octagon Investment Partners 32, Ltd.
67573CAJ8
1150000.00000000
PA
USD
1139252.10000000
0.020135659212
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
0.02486900
N
N
N
N
N
N
ManpowerGroup Inc.
ERO1WSFOSR0JJ6CRQ987
Manpower, Inc.
56418H100
18423.00000000
NS
USD
1661386.14000000
0.029364093456
Long
EC
CORP
US
N
1
N
N
N
Acadia Healthcare Company, Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Company, Inc.
00404A109
2218.00000000
NS
USD
111476.68000000
0.001970289489
Long
EC
CORP
US
N
1
N
N
N
The RMR Group Inc.
549300JP4L34E48UJM16
RMR Group, Inc.
74967R106
714.00000000
NS
USD
27574.68000000
0.000487367422
Long
EC
CORP
US
N
1
N
N
N
Farmland Partners Inc.
549300LB188CHPZ4IL37
Farmland Partners, Inc.
31154R109
5526.00000000
NS
USD
48076.20000000
0.000849720601
Long
EC
CORP
US
N
1
N
N
N
The Southern Company
E8CD46SWUD2TSN8PA636
Southern Company Gas Capital Corporation
8426EPAC2
1400000.00000000
PA
USD
1755198.65000000
0.031022178380
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
0.04400000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Partners, LP
29273RBE8
765000.00000000
PA
USD
841492.49000000
0.014872920583
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
0.04900000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912828YB0
38250000.00000000
PA
USD
40894628.72000000
0.722790247674
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.01625000
N
N
N
N
N
N
Bluerock Residential Growth REIT, Inc.
549300KWLV0TGICOUU26
Bluerock Residential Growth REIT, Inc.
09627J102
197.00000000
NS
USD
2495.99000000
0.000044115261
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EN9
825000.00000000
PA
USD
959678.56000000
0.016961794880
Long
DBT
CORP
US
N
2
2029-07-08
Fixed
0.03250000
N
N
N
N
N
N
Neogen Corporation
549300HJT9FC36N4UW43
Neogen Corporation
640491106
2169.00000000
NS
USD
172001.70000000
0.003040036191
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CBOT U.S. Long Bond
N/A
565.00000000
NC
USD
-775682.93000000
-0.01370977252
N/A
DIR
CORP
US
N
1
Ccm Futures, Llc
N/A
Morgan Stanley & Co.
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
98626620.43000000
USD
-775682.93000000
N
N
N
eXp World Holdings, Inc.
549300TWVVZC283VEC32
eXp World Holdings, Inc.
30212W100
1851.00000000
NS
USD
116835.12000000
0.002064996992
Long
EC
CORP
US
N
1
N
N
N
Texas Roadhouse, Inc.
5299002Y1CNRPDGXTQ75
Texas Roadhouse, Inc.
882681109
15868.00000000
NS
USD
1240242.88000000
0.021920616141
Long
EC
CORP
US
N
1
N
N
N
FDS Pharma ASS
N/A
VBI Vaccines, Inc.
91822J103
41866.00000000
NS
USD
115131.50000000
0.002034886438
Long
EC
CORP
CA
N
1
N
N
Vale S.A.
254900BA3U6G5DNV5V04
Vale Overseas, Ltd.
91911TAP8
840000.00000000
PA
USD
1041600.00000000
0.018409711630
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
0.06250000
N
N
N
N
N
N
Nexstar Media Group, Inc.
5493006PK6I4I2OOT688
Nexstar Escrow Corporation
65343HAA9
550000.00000000
PA
USD
589187.50000000
0.010413567560
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AJ0
320000.00000000
PA
USD
376400.00000000
0.006652664609
Long
DBT
CORP
US
N
2
2025-10-17
Fixed
0.09875000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
18737.00000000
NS
USD
4308011.04000000
0.076141744381
Long
EC
CORP
US
N
1
N
N
N
Sunstone Hotel Investors, Inc.
529900ZQ2V52V96ATF67
Sunstone Hotel Investors, Inc.
867892101
71516.00000000
NS
USD
810276.28000000
0.014321191105
Long
EC
CORP
US
N
1
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBC8
965000.00000000
PA
USD
1059496.81000000
0.018726027981
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.02950000
N
N
N
N
N
N
Duke Energy Corporation
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana, LLC
26443TAA4
1085000.00000000
PA
USD
1298757.00000000
0.022954821282
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
0.03750000
N
N
N
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAF4
440000.00000000
PA
USD
426800.00000000
0.007543457108
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.04850000
N
N
N
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
12164.00000000
NS
USD
2000491.44000000
0.035357594594
Long
EC
CORP
US
N
1
N
N
N
Napco Security Technologies, Inc.
529900KV21J4YY9YST76
NAPCO Security Technologies, Inc.
630402105
8204.00000000
NS
USD
215108.88000000
0.003801932075
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
7027.00000000
NS
USD
2497325.53000000
0.044138866028
Long
EC
CORP
US
N
1
N
N
N
Nymt Loan Trust 2020-Sp2
N/A
New York Mortgage Trust
62955DAA4
2206467.84000000
PA
USD
2218817.44000000
0.039216387510
Long
ABS-CBDO
CORP
US
N
2
2060-10-25
Variable
0.02943900
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
21685WDF1
810000.00000000
PA
USD
860808.47000000
0.015214319990
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
0.03950000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA, Term Loan
N/A
622425.00000000
PA
USD
608370.64000000
0.010752619092
Long
DBT
CORP
FR
N
2
2025-07-31
Floating
0.02896800
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAA3
250000.00000000
PA
USD
259287.50000000
0.004582765077
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
Replimune Group, Inc.
549300AY704NEIRC4K64
Replimune Group, Inc.
76029N106
2738.00000000
NS
USD
104454.70000000
0.001846179824
Long
EC
CORP
US
N
1
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
28609.00000000
NS
USD
2977338.63000000
0.052622835642
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
300000.00000000
PA
USD
324000.00000000
0.005726523203
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05250000
N
N
N
N
N
N
Century Communities, Inc.
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504300
3106.00000000
NS
USD
135980.68000000
0.002403384318
Long
EC
CORP
US
N
1
N
N
N
The Scotts Miracle-Gro Company
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Company
810186AS5
720000.00000000
PA
USD
775800.00000000
0.013711841669
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137B15G3
2589770.96000000
PA
USD
267734.41000000
0.004732059602
Long
ABS-CBDO
USGSE
US
N
2
2033-03-15
Fixed
0.03000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DF9
280000.00000000
PA
USD
293160.00000000
0.005181443031
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corporation
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
637432NQ4
500000.00000000
PA
USD
586904.17000000
0.010373210949
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03900000
N
N
N
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
395.00000000
NS
USD
55880.65000000
0.000987659996
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BGH7
1040000.00000000
PA
USD
1130417.09000000
0.019979505231
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
0.03000000
N
N
N
N
N
N
Liberty Broadband Corporation
549300N3IE9H88Q20221
GCI, LLC
36166TAB6
400000.00000000
PA
USD
426620.00000000
0.007540275706
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
Costco Wholesale Corporation
29DX7H14B9S6O3FD6V18
Costco Wholesale Corporation
22160K105
5707.00000000
NS
USD
2150283.46000000
0.038005086811
Long
EC
CORP
US
N
1
N
N
N
First Financial Corporation
N/A
First Financial Corporation
320218100
7828.00000000
NS
USD
304117.80000000
0.005375116167
Long
EC
CORP
US
N
1
N
N
N
Bohai Leasing Co., Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings, Ltd.
70014LAC4
700000.00000000
PA
USD
733499.79000000
0.012964208539
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
0.04500000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion, Inc., Term Loan
N/A
597153.14000000
PA
USD
591181.61000000
0.010448812366
Long
DBT
CORP
US
N
2
2026-07-01
Floating
0.03730000
N
N
N
N
N
N
Dine Brands Global, Inc.
529900HKM8OWSHLKJY75
Dine Brands Global, Inc.
254423106
2289.00000000
NS
USD
132762.00000000
0.002346495905
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCQ3
2470000.00000000
PA
USD
3309118.45000000
0.058486862918
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
0.04625000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc., Term Loan
N/A
1013766.11000000
PA
USD
973935.24000000
0.017213773920
Long
DBT
CORP
US
N
2
2026-08-21
Floating
0.03714400
N
N
N
N
N
N
IDEX Corporation
549300U5Y5EL6PHYLF13
IDEX Corporation
45167R104
19023.00000000
NS
USD
3789381.60000000
0.066975252030
Long
EC
CORP
US
N
1
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
11770.00000000
NS
USD
1781860.30000000
0.031493408495
Long
EC
CORP
US
N
1
N
N
N
Scientific Games Corporation
529900JXALYBOHXKFM62
Scientific Games Corporation
80874P109
2652.00000000
NS
USD
110031.48000000
0.001944746368
Long
EC
CORP
US
N
1
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAV2
1200000.00000000
PA
USD
1455271.25000000
0.025721125246
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06125000
N
N
N
N
N
N
American Water Works Company, Inc.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corporation
03040WAW5
1150000.00000000
PA
USD
1268782.38000000
0.022425036230
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.02800000
N
N
N
N
N
N
AmerisourceBergen Corporation
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corporation
03073E105
3166.00000000
NS
USD
309508.16000000
0.005470387838
Long
EC
CORP
US
N
1
N
N
N
Herc Holdings Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
350000.00000000
PA
USD
371000.00000000
0.006557222556
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05500000
N
N
N
N
N
N
Tyler Technologies, Inc.
N/A
Tyler Technologies, Inc.
902252105
238.00000000
NS
USD
103891.76000000
0.001836230167
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
58321.00000000
NS
USD
2174206.88000000
0.038427920205
Long
EC
CORP
US
N
1
N
N
N
CDK Global, Inc.
5493000L10CYRTHIJ385
CDK Global, Inc.
12508E101
18859.00000000
NS
USD
977461.97000000
0.017276106948
Long
EC
CORP
US
N
1
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457BB5
1400000.00000000
PA
USD
1902186.76000000
0.033620113017
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.07500000
N
N
N
N
N
N
Acceleron Pharma Inc.
529900TQRID2UY164805
Acceleron Pharma, Inc.
00434H108
1053.00000000
NS
USD
134720.82000000
0.002381116980
Long
EC
CORP
US
N
1
N
N
N
Aerojet Rocketdyne Holdings, Inc.
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings, Inc.
007800105
11526.00000000
NS
USD
609149.10000000
0.010766377948
Long
EC
CORP
US
N
1
N
N
N
Lear Corporation
549300UPNBTXA1SYTQ33
Lear Corporation
521865204
8879.00000000
NS
USD
1412027.37000000
0.024956813264
Long
EC
CORP
US
N
1
N
N
N
WD-40 Company
549300UZHTN0CNKBOB19
WD-40 Company
929236107
367.00000000
NS
USD
97504.56000000
0.001723339892
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
9128283F5
16975000.00000000
PA
USD
18840923.91000000
0.333003049191
Long
DBT
UST
US
N
2
2027-11-15
Fixed
0.02250000
N
N
N
N
N
N
argenx SE
7245009C5FZE6G9ODQ71
Argenx SE ADR
04016X101
6012.00000000
NS
USD
1768069.08000000
0.031249656207
Long
EC
CORP
NL
N
1
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
BWAY Holding Company
12429TAD6
490000.00000000
PA
USD
499667.70000000
0.008831353944
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.05500000
N
N
N
N
N
N
Palmer Square Loan Funding 2019-1 Ltd
N/A
Palmer Square Loan Funding, Ltd.
69700VAC3
1700000.00000000
PA
USD
1700086.70000000
0.030048104737
Long
ABS-O
CORP
KY
N
2
2027-04-20
Floating
0.01868400
N
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
25972.00000000
NS
USD
5524244.40000000
0.097638005358
Long
EC
CORP
US
N
1
N
N
N
HARBOR FREIGHT TOOLS
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc., Term Loan
N/A
1145000.00000000
PA
USD
1143087.85000000
0.020203454000
Long
DBT
CORP
US
N
2
2027-10-19
Floating
0.04000000
N
N
N
N
N
N
CenturyLink, Inc.
N/A
Level 3 Financing, Inc.
527298BR3
740000.00000000
PA
USD
760350.00000000
0.013438771350
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04250000
N
N
N
N
N
N
National Western Life Group, Inc.
549300HPXNVHFT1BJ192
National Western Life Group, Inc.
638517102
206.00000000
NS
USD
42526.64000000
0.000751635156
Long
EC
CORP
US
N
1
N
N
N
UMH Properties, Inc.
529900OM5K3PJ11F0Q09
UMH Properties, Inc.
903002103
5019.00000000
NS
USD
74331.39000000
0.001313766757
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AQ1
570000.00000000
PA
USD
611746.94000000
0.010812293352
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
Seneca Foods Corporation
N/A
Seneca Foods Corporation
817070501
2529.00000000
NS
USD
100907.10000000
0.001783477930
Long
EC
CORP
US
N
1
N
N
N
Discovery, Inc.
5493006ZCRFWKF6B1K26
Discovery, Inc., Class A
25470F104
58114.00000000
NS
USD
1748650.26000000
0.030906439160
Long
EC
CORP
US
N
1
N
N
Peoples Bancorp Inc.
N/A
Peoples Bancorp, Inc.
709789101
2816.00000000
NS
USD
76285.44000000
0.001348303525
Long
EC
CORP
US
N
1
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AQ4
480000.00000000
PA
USD
486240.00000000
0.008594026673
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03950000
N
N
N
N
N
N
General Dynamics Corporation
9C1X8XOOTYY2FNYTVH06
General Dynamics Corporation
369550108
21818.00000000
NS
USD
3246954.76000000
0.057388153618
Long
EC
CORP
US
N
1
N
N
N
National Health Investors, Inc.
549300ZPKZIG6DKDEC02
National Health Investors, Inc.
63633D104
1221.00000000
NS
USD
84456.57000000
0.001492723789
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDR0
1100000.00000000
PA
USD
1430019.69000000
0.025274817702
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
0.05250000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
220000.00000000
PA
USD
224400.00000000
0.003966147551
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
State Street Corporation
549300EJNY3KKJHPOY44
Health Care Select Sector SPDR Fund
81369Y209
5102.00000000
NS
USD
578770.88000000
0.010229459486
Long
RF
US
N
1
N
N
Medtronic plc
D56MRZY2INAN94ZONZ37
Medtronic, Inc.
585055BU9
80000.00000000
PA
USD
113322.68000000
0.002002916532
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04625000
N
N
N
N
N
N
HERCULES MERGER SUB LLC
549300C1PQJLVEIUBK50
Buckeye Partners, LP, Term Loan
N/A
953919.36000000
PA
USD
951982.90000000
0.016825778289
Long
DBT
CORP
US
N
2
2026-11-01
Floating
0.02896800
N
N
N
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467109
27382.00000000
NS
USD
81598.36000000
0.001442206487
Long
EC
CORP
US
N
1
N
N
N
CryoLife, Inc.
549300YTKV8DMSMG6K81
CryoLife, Inc.
228903100
7687.00000000
NS
USD
181490.07000000
0.003207737953
Long
EC
CORP
US
N
1
N
N
N
Tactile Systems Technology, Inc.
54930069VDTITHOTKJ98
Tactile Systems Technology, Inc.
87357P100
27233.00000000
NS
USD
1223851.02000000
0.021630898960
Long
EC
CORP
US
N
1
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905106
1409.00000000
NS
USD
150382.57000000
0.002657929865
Long
EC
CORP
US
N
1
N
N
N
Five Below, Inc.
529900AAXP5Z6BGI7418
Five Below, Inc.
33829M101
10797.00000000
NS
USD
1889259.06000000
0.033391622974
Long
EC
CORP
US
N
1
N
N
N
Ameren Corporation
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Company
02361DAT7
720000.00000000
PA
USD
977662.84000000
0.017279657216
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.04500000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
Pacific Gas and Electric Company, Term Loan
N/A
1487525.00000000
PA
USD
1502772.13000000
0.026560677380
Long
DBT
CORP
US
N
2
2025-06-23
Floating
0.05500000
N
N
N
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group, Ltd.
G0450A105
21175.00000000
NS
USD
763782.25000000
0.013499434496
Long
EC
CORP
BM
N
1
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
8363.00000000
NS
USD
2187342.65000000
0.038660087772
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store, Inc.
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store, Inc.
22410J106
3244.00000000
NS
USD
427948.48000000
0.007563755865
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group, Inc.
5493004DT6DCDUZNDM53
Interactive Brokers Group, Inc.
45841N107
8511.00000000
NS
USD
518490.12000000
0.009164029946
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31418CYM0
23401753.72200000
PA
USD
24996782.86000000
0.441804497068
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
2071.00000000
NS
USD
1370070.05000000
0.024215240528
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corporation
549300BX623VURJZ5269
Envista Holdings Corporation
29415F104
5112.00000000
NS
USD
172427.76000000
0.003047566569
Long
EC
CORP
US
N
1
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AC0
830000.00000000
PA
USD
867350.00000000
0.015329937963
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.05875000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BV5
1225000.00000000
PA
USD
1399562.50000000
0.024736503488
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.04750000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
610000.00000000
PA
USD
622328.10000000
0.010999309582
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
0.03500000
N
N
N
N
N
N
Goodgreen 2019-1
N/A
Goodgreen
38218DAA7
2582688.53000000
PA
USD
2729686.38000000
0.048245717259
Long
ABS-O
CORP
US
N
2
2054-10-15
Fixed
0.03860000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc., Term Loan
N/A
3773055.04000000
PA
USD
3679671.93000000
0.065036193477
Long
DBT
CORP
US
N
2
2024-08-14
Floating
0.02896800
N
N
N
N
N
N
Equitrans Midstream Corporation
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAE0
210000.00000000
PA
USD
217875.00000000
0.003850821737
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
0.06500000
N
N
N
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
5728.00000000
NS
USD
927878.72000000
0.016399750060
Long
EC
CORP
US
N
1
N
N
N
CenturyLink, Inc.
N/A
Level 3 Financing, Inc., Term Loan
N/A
1355000.00000000
PA
USD
1331002.95000000
0.023524750853
Long
DBT
CORP
US
N
2
2027-03-01
Floating
0.01896800
N
N
N
N
N
N
Ares XXXIIR CLO Ltd.
N/A
Ares XXXIIR CLO, Ltd.
04017EAC6
1500000.00000000
PA
USD
1489473.00000000
0.026325622515
Long
ABS-O
CORP
KY
N
2
2030-05-15
Floating
0.01161000
N
N
N
N
N
N
ACADIA Pharmaceuticals Inc.
529900O3044NO0PEA039
ACADIA Pharmaceuticals, Inc.
004225108
46586.00000000
NS
USD
2490487.56000000
0.044018008639
Long
EC
CORP
US
N
1
N
N
N
The Hanover Insurance Group, Inc.
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc.
410867105
11657.00000000
NS
USD
1362936.44000000
0.024089157864
Long
EC
CORP
US
N
1
N
N
N
Beazer Homes USA, Inc.
549300DUPYT2T0F60I45
Beazer Homes USA, Inc.
07556Q881
681.00000000
NS
USD
10317.15000000
0.000182349996
Long
EC
CORP
US
N
1
N
N
N
Arena Pharmaceuticals, Inc.
529900CVGQMPJ3A3NI85
Arena Pharmaceuticals, Inc.
040047607
2636.00000000
NS
USD
202523.88000000
0.003579499067
Long
EC
CORP
US
N
1
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797104
12997.00000000
NS
USD
483358.43000000
0.008543096496
Long
EC
CORP
US
N
1
N
N
N
Norbord Inc.
549300VL705RQ5PHI407
Norbord, Inc.
65548PAF3
710000.00000000
PA
USD
763264.20000000
0.013490278244
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
0.05750000
N
N
N
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585AAF9
636000.00000000
PA
USD
852871.20000000
0.015074033074
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
0.06500000
N
N
N
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAJ4
1255000.00000000
PA
USD
1500772.93000000
0.026525342611
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329W102
3352.00000000
NS
USD
233936.08000000
0.004134692562
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorporation, National Association
8WH0EE09O9V05QJZ3V89
Zions Bancorporations NA
989701107
44679.00000000
NS
USD
1940855.76000000
0.034303566492
Long
EC
CORP
US
N
1
N
N
N
Flatiron Clo 20 Limited
N/A
Flatiron CLO, Ltd.
33883MAB0
1225000.00000000
PA
USD
1226814.23000000
0.021683272080
Long
ABS-O
CORP
KY
N
2
2033-11-20
Floating
0.01998270
N
N
N
N
N
N
Vodafone Group Plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBS8
1250000.00000000
PA
USD
1668340.48000000
0.029487007621
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
0.04875000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer, Inc., Term Loan
N/A
318400.00000000
PA
USD
317604.00000000
0.005613477393
Long
DBT
CORP
US
N
2
2026-12-17
Floating
0.04396700
N
N
N
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
452.00000000
NS
USD
263488.88000000
0.004657022176
Long
EC
CORP
US
N
1
N
N
N
Ingevity Corporation
5493009UTFC4B5IMGF87
Ingevity Corporation
45688C107
3539.00000000
NS
USD
268008.47000000
0.004736903463
Long
EC
CORP
US
N
1
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAE5
950000.00000000
PA
USD
1026215.56000000
0.018137800048
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
0.03875000
N
N
N
N
N
Hemisphere Media Group, Inc.
549300PUEQ0HSP3IRZ09
Hemisphere Media Group, Inc.
42365Q103
2250.00000000
NS
USD
23310.00000000
0.000411991530
Long
EC
CORP
US
N
1
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408103
15254.00000000
NS
USD
1384300.50000000
0.024466755966
Long
EC
CORP
US
N
1
N
N
N
Polaris Inc.
549300QJSN8UVWN1EI78
Polaris, Inc.
731068102
2324.00000000
NS
USD
221430.72000000
0.003913667148
Long
EC
CORP
US
N
1
N
N
N
People's United Financial, Inc.
ROPY7PEPIPIDJNF0BO69
People's United Financial, Inc.
712704105
41521.00000000
NS
USD
536866.53000000
0.009488822966
Long
EC
CORP
US
N
1
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816109
37238.00000000
NS
USD
4502446.58000000
0.079578286453
Long
EC
CORP
US
N
1
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc.
26907YAA2
440000.00000000
PA
USD
451000.00000000
0.007971178903
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05250000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385BB1
4000000.00000000
PA
USD
3999828.88000000
0.070694792869
Long
STIV
USGSE
US
N
2
N
N
N
Upstart Securitization Trust 2020-3
N/A
Upstart Securitization Trust
91680EAA3
1802152.63000000
PA
USD
1811307.02000000
0.032013863203
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
0.01702000
N
N
N
N
N
N
Toorak Mortgage Corp 2019-1 Ltd
N/A
Toorak Mortgage Corporation
89052KAA3
2450000.00000000
PA
USD
2487867.94000000
0.043971708285
Long
ABS-CBDO
CORP
US
N
2
2022-03-25
Variable
0.04458300
N
N
N
N
N
N
Accenture plc
N/A
Accenture plc
G1151C101
9822.00000000
NS
USD
2565604.62000000
0.045345661686
Long
EC
CORP
IE
N
1
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035QAA0
290000.00000000
PA
USD
311663.00000000
0.005508473460
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.05500000
N
N
N
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani, LLC, Term Loan
N/A
453862.50000000
PA
USD
452273.98000000
0.007993695804
Long
DBT
CORP
US
N
2
2027-10-23
Floating
0.04500000
N
N
N
N
N
N
CORAL-US CO-BORROWER LLC
N/A
Coral-US Co-Borrower, LLC, Term Loan
N/A
2495000.00000000
PA
USD
2461217.70000000
0.043500679836
Long
DBT
CORP
US
N
2
2028-01-31
Floating
0.02396700
N
N
N
N
N
N
GTT HOLDINGS LIMITED
N/A
Ferroglobe Representation & Warranty Insurance Trust
G33990329
19660.00000000
NS
USD
1.97000000
0.000000034818
Long
EC
CORP
US
N
3
N
N
N
Sabra Health Care REIT, Inc.
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
29723.00000000
NS
USD
516288.51000000
0.009125117691
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
Springleaf Finance Corporation
85172FAQ2
410000.00000000
PA
USD
486875.00000000
0.008605249952
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06625000
N
N
N
N
N
N
Glencore plc
213800STG1QDNBY87K49
Glencore Funding, LLC
378272AN8
1064000.00000000
PA
USD
1203147.73000000
0.021264979606
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
0.04000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc., Term Loan
N/A
915000.00000000
PA
USD
915759.45000000
0.016185548576
Long
DBT
CORP
US
N
2
2025-05-31
Floating
0.00000000
N
N
N
N
N
N
Albertsons Investor Holdings LLC
N/A
Albertson's Companies, Inc.
013092AA9
770000.00000000
PA
USD
861668.50000000
0.015229520551
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.07500000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, Inc.
74460D109
5512.00000000
NS
USD
1272886.16000000
0.022497568302
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corporation
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066GAG9
1100000.00000000
PA
USD
1319179.92000000
0.023315785249
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.03500000
N
N
N
N
N
N
State Street Corporation
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
42356.00000000
NS
USD
15836061.28000000
0.279893741868
Long
RF
US
N
1
N
N
N
Chesapeake Utilities Corporation
254900WW0FDCKAOCKE74
Chesapeake Utilities Corporation
165303108
603.00000000
NS
USD
65250.63000000
0.001153269279
Long
EC
CORP
US
N
1
N
N
N
NewAge Inc
549300IIPSJSHQ4KSR37
NewAge, Inc.
650194103
17037.00000000
NS
USD
44807.31000000
0.000791944754
Long
EC
CORP
US
N
1
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411AW5
350000.00000000
PA
USD
375375.00000000
0.006634548294
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
0.05100000
N
N
N
N
N
N
Zumiez Inc.
549300J0PDF58P6HZD25
Zumiez, Inc.
989817101
17009.00000000
NS
USD
625591.02000000
0.011056979912
Long
EC
CORP
US
N
1
N
N
N
Chubb Limited
E0JAN6VLUDI1HITHT809
Chubb, Ltd.
H1467J104
22130.00000000
NS
USD
3406249.60000000
0.060203602993
Long
EC
CORP
CH
N
1
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224AA5
780000.00000000
PA
USD
860339.06000000
0.015206023424
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.03600000
N
N
N
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
7974.00000000
NS
USD
297749.16000000
0.005262553930
Long
EC
CORP
US
N
1
N
N
N
Life Storage, Inc.
W9EE01AFDDF9DQCQZC68
Life Storage, Inc.
53223X107
1514.00000000
NS
USD
180756.46000000
0.003194771797
Long
EC
CORP
US
N
1
N
N
N
Carvana Auto Receivables Trust 2019-3
N/A
Carvana Auto Receivables Trust
14686XAC3
123784.85000000
PA
USD
124487.35000000
0.002200245982
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
0.02340000
N
N
N
N
N
N
IPG Photonics Corporation
5493002KZ51CADQ94G15
IPG Photonics Corporation
44980X109
175.00000000
NS
USD
39163.25000000
0.000692189073
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
680000.00000000
PA
USD
720800.00000000
0.012739746681
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
Agree Realty Corporation
N/A
Agree Realty Corporation
008492100
38378.00000000
NS
USD
2555207.24000000
0.045161893668
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAV8
1350000.00000000
PA
USD
1613335.35000000
0.028514821963
Long
DBT
CORP
US
N
2
2029-07-23
Variable
0.04203000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
N/A
Cablevision Lightpath, LLC, Term Loan
N/A
885000.00000000
PA
USD
882513.15000000
0.015597938365
Long
DBT
CORP
US
N
2
2027-12-01
Floating
0.03750000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDA5
970000.00000000
PA
USD
1026987.50000000
0.018151443666
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05125000
N
N
N
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAH2
851000.00000000
PA
USD
956208.42000000
0.016900462049
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03875000
N
N
N
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
3898.00000000
NS
USD
1480655.30000000
0.026169774479
Long
EC
CORP
US
N
1
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower 1 US, LLC, Term Loan
N/A
717274.30000000
PA
USD
711450.03000000
0.012574491063
Long
DBT
CORP
US
N
2
2025-01-15
Floating
0.02500000
N
N
N
N
N
N
CDW Corporation
N/A
CDW, LLC
12513GBD0
280000.00000000
PA
USD
295612.80000000
0.005224794933
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04250000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VAG5
1200000.00000000
PA
USD
1376878.36000000
0.024335573692
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.04875000
N
N
N
N
N
N
Proofpoint, Inc.
529900C5FODDK0WSR085
Proofpoint, Inc.
743424103
886.00000000
NS
USD
120859.26000000
0.002136121471
Long
EC
CORP
US
N
1
N
N
N
American Campus Communities, Inc.
529900MR3ZXRO3W6UX26
American Campus Communities, Inc.
024835100
49538.00000000
NS
USD
2118740.26000000
0.037447577963
Long
EC
CORP
US
N
1
N
N
N
PG&E Corporation
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Company
694308HY6
800000.00000000
PA
USD
826561.64000000
0.014609025957
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
0.03950000
N
N
N
N
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings, Inc., Term Loan
N/A
625000.00000000
PA
USD
619531.25000000
0.010949876784
Long
DBT
CORP
US
N
2
2026-02-16
Floating
0.03396700
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
580135101
6782.00000000
NS
USD
1455281.56000000
0.025721307470
Long
EC
CORP
US
N
1
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc., Term Loan
N/A
630487.50000000
PA
USD
625443.60000000
0.011054374344
Long
DBT
CORP
US
N
2
2025-05-30
Floating
0.01896800
N
N
N
N
N
N
The Clorox Company
54930044KVSC06Z79I06
Clorox Company
189054AV1
1180000.00000000
PA
USD
1326634.80000000
0.023447546185
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03100000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650100
22374.00000000
NS
USD
1528144.20000000
0.027009114873
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJL4
1250000.00000000
PA
USD
1265775.00000000
0.022371882430
Long
DBT
CORP
US
N
2
2031-10-24
Variable
0.01922000
N
N
N
N
N
N
Encore Wire Corporation
N/A
Encore Wire Corporation
292562105
5224.00000000
NS
USD
316417.68000000
0.005592509834
Long
EC
CORP
US
N
1
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings, Inc., Term Loan
N/A
171666.67000000
PA
USD
171345.65000000
0.003028440865
Long
DBT
CORP
US
N
2
2027-12-16
Floating
0.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group Funding Jersey, Ltd.
90351DAB3
768000.00000000
PA
USD
879220.30000000
0.015539739038
Long
DBT
CORP
JE
N
2
2025-09-24
Fixed
0.04125000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
87999.00000000
NS
USD
5169941.25000000
0.091375890514
Long
EC
CORP
US
N
1
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI, Inc.
902104108
6230.00000000
NS
USD
473230.80000000
0.008364096162
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127964C0
500000.00000000
PA
USD
499968.34000000
0.008836667592
Long
STIV
UST
US
N
2
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
21684AAA4
1330000.00000000
PA
USD
1482244.93000000
0.026197870321
Long
DBT
CORP
NL
N
2
2023-12-01
Fixed
0.04625000
N
N
N
N
N
N
Dynavax Technologies Corporation
549300T5URIXWDILX594
Dynavax Technologies Corporation
268158201
4374.00000000
NS
USD
19464.30000000
0.000344020881
Long
EC
CORP
US
N
1
N
N
N
The Timken Company
B0I35MLPFXZSE70ASS73
Timken Company
887389104
6161.00000000
NS
USD
476614.96000000
0.008423909343
Long
EC
CORP
US
N
1
N
N
N
Berry Global Group, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
085770AA3
470000.00000000
PA
USD
504869.30000000
0.008923289385
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.04875000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505104
136618.00000000
NS
USD
4140891.58000000
0.073187999118
Long
EC
CORP
US
N
1
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
639057AB4
1750000.00000000
PA
USD
1809867.50000000
0.031988420472
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
0.03032000
N
N
N
N
N
N
Sterling Bancorp
549300LQK6SKH5ZXO648
Sterling Bancorp
85917A100
4328.00000000
NS
USD
77817.44000000
0.001375380789
Long
EC
CORP
US
N
1
N
N
N
International Paper Company
824LMFJDH41EY779Q875
International Paper Company
460146CS0
1420000.00000000
PA
USD
1856584.37000000
0.032814115658
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
0.04350000
N
N
N
N
N
STMicroelectronics N.V.
213800Z8NOHIKRI42W10
STMicroelectronics NV ADR
861012102
51884.00000000
NS
USD
1925934.08000000
0.034039833940
Long
EC
CORP
NL
N
1
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
199437.62000000
PA
USD
194651.12000000
0.003440352330
Long
DBT
CORP
US
N
2
2024-09-12
Floating
0.04714400
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AM9
650000.00000000
PA
USD
668330.00000000
0.011812368062
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.05000000
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance, LLC, Term Loan
N/A
487550.00000000
PA
USD
489885.36000000
0.008658456422
Long
DBT
CORP
US
N
2
2025-06-04
Floating
0.04750000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBU8
1300000.00000000
PA
USD
1433181.19000000
0.025330695489
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.02800000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
N/A
Anheuser-Busch Companies, LLC
03522AAH3
2240000.00000000
PA
USD
2841229.96000000
0.050217189170
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
0.04700000
N
N
N
N
N
N
HomeTrust Bancshares, Inc.
N/A
Hometrust Bancshares, Inc.
437872104
14718.00000000
NS
USD
284204.58000000
0.005023160869
Long
EC
CORP
US
N
1
N
N
N
BankFinancial Corporation
N/A
BankFinancial Corporation
06643P104
10331.00000000
NS
USD
90706.18000000
0.001603182235
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912X302
22565.00000000
NS
USD
1002337.30000000
0.017715764832
Long
EC
CORP
US
N
1
N
N
N
ePlus inc.
529900FFY8AAFJ21NE91
ePlus, Inc.
294268107
5662.00000000
NS
USD
497972.90000000
0.008801399278
Long
EC
CORP
US
N
1
N
N
N
Saxon Capital, Inc.
N/A
Saxon Asset Securities Trust
805564QB0
860034.59800000
PA
USD
864507.12000000
0.015279691610
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
0.03622570
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F012411
34400000.00000000
PA
USD
35389246.30000000
0.625485617519
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.01500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286A3
33790000.00000000
PA
USD
37625692.80000000
0.665013589046
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.02625000
N
N
N
N
N
N
Haemonetics Corporation
549300ZEL6TXZS6F5F95
Haemonetics Corporation
405024100
2494.00000000
NS
USD
296162.50000000
0.005234510580
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
150000.00000000
PA
USD
153570.00000000
0.002714265951
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
Discovery, Inc.
L2Z2MO2EQURH3BREWI15
Discovery Communications, LLC
25470DAL3
1420000.00000000
PA
USD
1674163.12000000
0.029589919606
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.04900000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
5017.00000000
NS
USD
278493.67000000
0.004922223651
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Company
549300D46DQVEU651W04
Genuine Parts Company
372460105
4423.00000000
NS
USD
444201.89000000
0.007851026018
Long
EC
CORP
US
N
1
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
12207.00000000
NS
USD
1214840.64000000
0.021471645410
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties, Inc.
N/A
Hudson Pacific Properties, Inc.
444097109
5091.00000000
NS
USD
122285.82000000
0.002161335140
Long
EC
CORP
US
N
1
N
N
N
Hope Bancorp, Inc.
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
75977.00000000
NS
USD
828909.07000000
0.014650515501
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385AF3
4000000.00000000
PA
USD
3999984.44000000
0.070697542307
Long
STIV
USGSE
US
N
2
N
N
N
Littelfuse, Inc.
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
3859.00000000
NS
USD
982732.94000000
0.017369268467
Long
EC
CORP
US
N
1
N
N
N
Great Western Bancorp, Inc.
5493004X4OTHDTFBHI90
Great Western Bancorp, Inc.
391416104
15372.00000000
NS
USD
321274.80000000
0.005678356780
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RBA9
450000.00000000
PA
USD
597601.09000000
0.010562273173
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
0.05550000
N
N
N
N
N
N
QAD Inc.
N/A
QAD, Inc.
74727D306
5685.00000000
NS
USD
359178.30000000
0.006348280459
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033G407
6423.00000000
NS
USD
256470.39000000
0.004532974195
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corporation
549300I4GMO6D34U1T02
Lam Research Corporation
512807AW8
1200000.00000000
PA
USD
1290517.21000000
0.022809187490
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.02875000
N
N
N
N
N
N
Repligen Corporation
54930006QJ0T5AUO1E71
Repligen Corporation
759916109
4938.00000000
NS
USD
946268.94000000
0.016724787164
Long
EC
CORP
US
N
1
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687106
10603.00000000
NS
USD
1921051.54000000
0.033953537710
Long
EC
CORP
US
N
1
N
N
N
The Chemours Company
549300M1BOLNXL8DOV14
Chemours Company
163851108
18422.00000000
NS
USD
456681.38000000
0.008071594194
Long
EC
CORP
US
N
1
N
N
N
LCPR LOAN FINANCING LLC
N/A
LCPR Loan Financing, LLC, Term Loan
N/A
2345000.00000000
PA
USD
2351354.95000000
0.041558915678
Long
DBT
CORP
US
N
2
2026-10-15
Floating
0.05158600
N
N
N
N
N
N
Otis Worldwide Corporation
549300ZLBKR8VSU25153
Otis Worldwide Corporation
68902V107
13461.00000000
NS
USD
909290.55000000
0.016071214299
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
6902.00000000
NS
USD
571416.58000000
0.010099476246
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
2360.00000000
NS
USD
4134436.80000000
0.073073914403
Long
EC
CORP
US
N
1
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Partners, LP
96950FAL8
710000.00000000
PA
USD
782712.57000000
0.013834017572
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04500000
N
N
N
N
N
N
Western Asset Mortgage Capital Corporation
549300JOQRROR5SZYY83
Western Asset Mortgage Capital Corporation
95790D105
28940.00000000
NS
USD
94344.40000000
0.001667485789
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AK5
1656000.00000000
PA
USD
1825015.90000000
0.032256160176
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.03950000
N
N
N
N
N
N
Schlumberger Limited
529900IKZG65COT1D505
Schlumberger Holdings Corporation
806851AG6
880000.00000000
PA
USD
999746.49000000
0.017669973679
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
0.04000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M80
53005000.00000000
PA
USD
54901585.16000000
0.970355559582
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.02000000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
8195.00000000
NS
USD
2873822.60000000
0.050793246297
Long
EC
CORP
US
N
1
N
N
N
Buttermilk Park Clo, Ltd.
N/A
Buttermilk Park CLO, Ltd.
124166AC3
5250000.00000000
PA
USD
5247091.50000000
0.092739479084
Long
ABS-O
CORP
KY
N
2
2031-10-15
Floating
0.01636880
N
N
N
N
N
N
The Hain Celestial Group, Inc.
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc.
405217100
16871.00000000
NS
USD
677370.65000000
0.011972156618
Long
EC
CORP
US
N
1
N
N
N
Madison Square Garden Sports Corp.
N/A
Madison Square Garden Sports Corporation
55825T103
1983.00000000
NS
USD
365070.30000000
0.006452418344
Long
EC
CORP
US
N
1
N
N
N
EchoStar Corporation
N/A
Hughes Satellite Systems Corporation
444454AF9
210000.00000000
PA
USD
237608.70000000
0.004199604116
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
Kura Oncology, Inc.
5493005QORQTZCZYOP39
Kura Oncology, Inc.
50127T109
6539.00000000
NS
USD
213563.74000000
0.003774622569
Long
EC
CORP
US
N
1
N
N
N
Denny's Corporation
54930037V56XOULXM917
Denny's Corporation
24869P104
7081.00000000
NS
USD
103949.08000000
0.001837243267
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories, Inc.
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc.
25659T107
34646.00000000
NS
USD
3365165.98000000
0.059477472428
Long
EC
CORP
US
N
1
N
N
N
Foot Locker, Inc.
549300X383CBNP6MTV94
Foot Locker, Inc.
344849104
4472.00000000
NS
USD
180847.68000000
0.003196384060
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBK6
1115000.00000000
PA
USD
1524369.46000000
0.026942398403
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
0.04750000
N
N
N
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
6684.00000000
NS
USD
241994.22000000
0.004277115789
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AR9
560000.00000000
PA
USD
600841.43000000
0.010619544414
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.05375000
N
N
N
N
N
N
Standard Diversified Inc.
549300IYG00QF0VVP302
Turning Point Brands, Inc.
90041L105
41909.00000000
NS
USD
1867465.04000000
0.033006425563
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan
N/A
FNMA Conventional 30-Yr. Pass Through Call Option
01F991799
-13.12500000
NC
USD
-57421.88000000
-0.00101490039
N/A
DIR
CORP
US
N
3
J.P. Morgan
N/A
Call
Written
Federal National Mortgage Association
Federal National Mortgage Association Conventional 30-Yr. Pass Through
1000000.00000000
103.43750000
USD
2021-01-07
XXXX
-13842.78000000
N
N
N
Dana Incorporated
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
560000.00000000
PA
USD
602968.80000000
0.010657144518
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05625000
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments, LLC
82453AAA5
150000.00000000
PA
USD
156000.00000000
0.002757214875
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04625000
N
N
N
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
7902.00000000
NS
USD
3241953.54000000
0.057299759784
Long
EC
CORP
US
N
1
N
N
N
Ajax Mortgage Loan Trust, Series 2018-C
N/A
Ajax Mortgage Loan Trust
00969GAA1
2607150.54000000
PA
USD
2644554.03000000
0.046741049427
Long
ABS-CBDO
CORP
US
N
2
2065-09-25
Variable
0.04360000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDE9
1400000.00000000
PA
USD
1572001.05000000
0.027784260765
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.02950000
N
N
N
N
N
N
Surmodics, Inc.
549300H76KXCAAGUS878
Surmodics, Inc.
868873100
733.00000000
NS
USD
31900.16000000
0.000563817921
Long
EC
CORP
US
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AM5
900000.00000000
PA
USD
986120.07000000
0.017429134141
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.03125000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P Mid-Cap 400 Index
N/A
-458.00000000
NC
USD
-3036062.23000000
-0.05366074322
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
S&P Midcap 400 Index
MID
2021-03-22
-102464237.77000100
USD
-3036062.23000000
N
N
N
Hovnanian Enterprises, Inc.
549300805N4EF0ROBT53
Hovnanian Enterprises, Inc.
442487401
1104.00000000
NS
USD
36277.44000000
0.000641183956
Long
EC
CORP
US
N
1
N
N
N
Ruth's Hospitality Group, Inc.
529900JQW9JP41OHOD14
Ruth's Hospitality Group, Inc.
783332109
13754.00000000
NS
USD
243858.42000000
0.004310064507
Long
EC
CORP
US
N
1
N
N
N
First Mid Bancshares, Inc.
N/A
First Mid-Illinois Bancshares, Inc.
320866106
838.00000000
NS
USD
28207.08000000
0.000498544747
Long
EC
CORP
US
N
1
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer, Inc., Term Loan
N/A
792000.00000000
PA
USD
791754.48000000
0.013993828397
Long
DBT
CORP
US
N
2
2026-12-17
Floating
0.04396700
N
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BN3
1370000.00000000
PA
USD
1441925.00000000
0.025485237560
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BS1
2550000.00000000
PA
USD
2570671.55000000
0.045435216909
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
0.02600000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBD0
2000000.00000000
PA
USD
2701198.44000000
0.047742208465
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
0.04875000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
327233.29000000
PA
USD
322652.02000000
0.005702698392
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01896800
N
N
N
N
N
N
Simpson Manufacturing Co., Inc.
529900EJUNNL15LZ8056
Simpson Manufacturing Company, Inc.
829073105
3188.00000000
NS
USD
297918.60000000
0.005265548689
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource Finance Corporation
65473QBE2
560000.00000000
PA
USD
634764.80000000
0.011219121468
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03490000
N
N
N
N
N
N
Rush Enterprises, Inc.
529900V3XHTN7A6DFT17
Rush Enterprises, Inc.
781846209
14603.00000000
NS
USD
604856.26000000
0.010690504343
Long
EC
CORP
US
N
1
N
N
N
Cantel Medical Corp.
549300ZFW3JXCDHTGW91
Cantel Medical Corporation
138098108
3620.00000000
NS
USD
285473.20000000
0.005045583035
Long
EC
CORP
US
N
1
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
360000.00000000
PA
USD
387450.00000000
0.006847967330
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
Corevest American Finance 2019-2 Trust
N/A
Colony American Finance Trust
21872GAA3
3358191.31000000
PA
USD
3577644.41000000
0.063232912735
Long
ABS-O
CORP
US
N
2
2052-06-15
Fixed
0.02835000
N
N
N
N
N
N
SeaWorld Parks and Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks and Entertainment, Inc.
81282UAE2
290000.00000000
PA
USD
314831.25000000
0.005564470549
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.09500000
N
N
N
N
N
N
Forrester Research, Inc.
549300UUSFXYLJ80Z897
Forrester Research, Inc.
346563109
15975.00000000
NS
USD
669352.50000000
0.011830440192
Long
EC
CORP
US
N
1
N
N
N
Frank's International N.V.
724500LJYA8QIT73H017
Frank's International NV
N33462107
24277.00000000
NS
USD
66518.98000000
0.001175686674
Long
EC
CORP
NL
N
1
N
N
N
Ethan Allen Interiors Inc.
N/A
Ethan Allen Interiors, Inc.
297602104
4267.00000000
NS
USD
86236.07000000
0.001524175480
Long
EC
CORP
US
N
1
N
N
N
Materion Corporation
549300CJ5RI351SUYT02
Materion Corporation
576690101
5177.00000000
NS
USD
329878.44000000
0.005830421422
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
1400000.00000000
PA
USD
1582132.03000000
0.027963320309
Long
DBT
CORP
US
N
2
2028-10-27
Variable
0.03520000
N
N
N
N
N
N
NexPoint Residential Trust, Inc.
549300U2J6XVYBF87166
NexPoint Residential Trust, Inc.
65341D102
5780.00000000
NS
USD
244551.80000000
0.004322319620
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corporation
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAH3
500000.00000000
PA
USD
563017.50000000
0.009951027091
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.06500000
N
N
N
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE Energy Company
233331107
2292.00000000
NS
USD
278271.72000000
0.004918300806
Long
EC
CORP
US
N
1
N
N
N
CorePoint Lodging Inc.
549300VM1I60JN1Z8171
Corepoint Lodging, Inc.
21872L104
4177.00000000
NS
USD
28737.76000000
0.000507924226
Long
EC
CORP
US
N
1
N
N
N
Home Partners America 2019-2 Trust
N/A
Home Partners of America Trust
43732TAA9
3722676.08000000
PA
USD
3914713.30000000
0.069190421437
Long
ABS-O
CORP
US
N
2
2039-10-19
Fixed
0.02703000
N
N
N
N
N
N
Caterpillar Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
1449.00000000
NS
USD
263746.98000000
0.004661583952
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core International Equity Fund
N/A
5618928.47800000
NS
USD
55121688.37000000
0.974245763715
Long
RF
US
N
2
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc.
59001K100
69743.00000000
NS
USD
1946527.13000000
0.034403804862
Long
EC
CORP
US
N
1
N
N
N
Ingredion Incorporated
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187102
1923.00000000
NS
USD
151282.41000000
0.002673834046
Long
EC
CORP
US
N
1
N
N
N
Duluth Holdings Inc.
549300B6G8G3WGHFYU15
Duluth Holdings, Inc.
26443V101
49216.00000000
NS
USD
519720.96000000
0.009185784372
Long
EC
CORP
US
N
1
N
N
Starwood Mortgage Residential Trust 2020-2
N/A
Starwood Mortgage Residential Trust
85573DAA7
843553.69000000
PA
USD
859090.09000000
0.015183948561
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
0.02718000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022626
84800000.00000000
PA
USD
89222077.47000000
1.576951533515
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02500000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BK9
1400000.00000000
PA
USD
1614769.32000000
0.028540166600
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04200000
N
N
N
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
11320.00000000
NS
USD
1524351.20000000
0.026942075668
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AE4
440000.00000000
PA
USD
448800.00000000
0.007932295103
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03950000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBY1
1250000.00000000
PA
USD
1294122.89000000
0.022872915917
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
0.03150000
N
N
N
N
N
N
Lennox International Inc.
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
6409.00000000
NS
USD
1755873.73000000
0.031034110050
Long
EC
CORP
US
N
1
N
N
N
CareTrust REIT, Inc.
5493001NVXE2B9GPLU96
CareTrust REIT, Inc.
14174T107
12729.00000000
NS
USD
282329.22000000
0.004990014905
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CBOT 5-Yr. U.S. Treasury Note
N/A
971.00000000
NC
USD
277647.74000000
0.004907272300
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
122227654.52000100
USD
277647.74000000
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBN7
1025000.00000000
PA
USD
1312090.83000000
0.023190489452
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
0.04050000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
43241.00000000
NS
USD
1738720.61000000
0.030730938014
Long
EC
CORP
US
N
1
N
N
N
Lattice Semiconductor Corporation
549300LRBBPZDQ2II567
Lattice Semiconductor Corporation
518415104
21431.00000000
NS
USD
981968.42000000
0.017355755993
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corporation
N/A
Independent Bank Corporation
453838609
17601.00000000
NS
USD
325090.47000000
0.005745796665
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5CX9
13276597.43500000
PA
USD
14026180.32000000
0.247905083497
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.03500000
N
N
N
N
N
N
Hamilton Lane Incorporated
5493006OKN3V1NORM833
Hamilton Lane, Inc.
407497106
5734.00000000
NS
USD
447538.70000000
0.007910002314
Long
EC
CORP
US
N
1
N
N
N
Lancaster Colony Corporation
529900X4O13HED1ZAS58
Lancaster Colony Corporation
513847103
411.00000000
NS
USD
75513.03000000
0.001334651600
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
21116.00000000
NS
USD
1911631.48000000
0.033787043289
Long
EC
CORP
US
N
1
N
N
N
Jbs Usa Llc Jbs Usa Finance Inc
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA, Term Loan
N/A
1257600.00000000
PA
USD
1246596.00000000
0.022032904070
Long
DBT
CORP
US
N
2
2026-05-01
Floating
0.02146800
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556HAD9
1200000.00000000
PA
USD
1445298.43000000
0.025544861094
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
0.04200000
N
N
N
N
N
N
H&R Block, Inc.
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
7409.00000000
NS
USD
117506.74000000
0.002076867509
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust, Inc.
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
1205.00000000
NS
USD
286091.10000000
0.005056504081
Long
EC
CORP
US
N
1
N
N
N
Advanced Energy Industries, Inc.
549300756XI3QLFT2U27
Advanced Energy Industries, Inc.
007973100
11590.00000000
NS
USD
1123882.30000000
0.019864006384
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman CLO XIV Ltd
549300Z5ZNFT7IECFZ07
Neuberger Berman CLO XIV, Ltd.
64129JBE9
2375000.00000000
PA
USD
2368036.50000000
0.041853752972
Long
ABS-O
CORP
KY
N
2
2030-01-28
Floating
0.01252200
N
N
N
N
N
N
Anaplan, Inc.
N/A
Anaplan, Inc.
03272L108
37369.00000000
NS
USD
2684962.65000000
0.047455249736
Long
EC
CORP
US
N
1
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
440000.00000000
PA
USD
464200.00000000
0.008204481700
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04500000
N
N
N
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAK8
1150000.00000000
PA
USD
1253556.42000000
0.022155925695
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.02700000
N
N
N
N
N
N
Access Funding 2013-1 LLC
N/A
Access Group, Inc.
00434QAA6
448238.49000000
PA
USD
443926.53000000
0.007846159180
Long
ABS-O
CORP
US
N
2
2036-02-25
Floating
0.00648000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership, LP
55342UAM6
480000.00000000
PA
USD
495600.00000000
0.008759459566
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.03500000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
640000.00000000
PA
USD
738778.57000000
0.013057508095
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
Ovintiv Inc.
N/A
Encana Corporation
292505AE4
220000.00000000
PA
USD
245446.50000000
0.004338132954
Long
DBT
CORP
CA
N
2
2037-08-15
Fixed
0.06625000
N
N
N
N
N
N
Sage Therapeutics, Inc.
5493000JX4BJS9W6CN35
Sage Therapeutics, Inc.
78667J108
1687.00000000
NS
USD
145942.37000000
0.002579451753
Long
EC
CORP
US
N
1
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AL9
695000.00000000
PA
USD
723668.75000000
0.012790450272
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
0.07500000
N
N
N
N
N
N
Agios Pharmaceuticals, Inc.
529900ONJHY8EOGYT555
Agios Pharmaceuticals, Inc.
00847X104
21489.00000000
NS
USD
931118.37000000
0.016457009106
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345102
22504.00000000
NS
USD
328108.32000000
0.005799135517
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AN7
1450000.00000000
PA
USD
1734566.52000000
0.030657516740
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05750000
N
N
N
N
N
N
Univision Holdings, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
740000.00000000
PA
USD
794686.00000000
0.014045641414
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06625000
N
N
N
N
N
N
Archrock, Inc.
N/A
Archrock Partners, LP
03959KAC4
480000.00000000
PA
USD
499660.80000000
0.008831231990
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.06250000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAQ7
1400000.00000000
PA
USD
2162623.53000000
0.038223190815
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
0.06500000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793100
5950.00000000
NS
USD
709240.00000000
0.012535429989
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAE3
1340000.00000000
PA
USD
1592603.64000000
0.028148400301
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.06000000
N
N
N
N
N
N
Tetra Tech, Inc.
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
1654.00000000
NS
USD
191500.12000000
0.003384660125
Long
EC
CORP
US
N
1
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLA Corporation
482480AJ9
1440000.00000000
PA
USD
1621942.83000000
0.028666954475
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.03300000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747206
2703.00000000
NS
USD
230079.36000000
0.004066527140
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040H105
33633.00000000
NS
USD
3324622.05000000
0.058760880588
Long
EC
CORP
US
N
1
N
N
N
Banco Santander, S.A.
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA
05969BAD5
675000.00000000
PA
USD
775480.50000000
0.013706194681
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
0.05375000
N
N
N
N
N
N
EchoStar Corporation
549300EE20907QZ9GT38
EchoStar Corporation
278768106
4195.00000000
NS
USD
88892.05000000
0.001571118478
Long
EC
CORP
US
N
1
N
N
N
Washington Trust Bancorp, Inc.
J66MZFCNJPP3PERHZW54
Washington Trust Bancorp, Inc.
940610108
4322.00000000
NS
USD
193625.60000000
0.003422226824
Long
EC
CORP
US
N
1
N
N
N
Roche Holding AG
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BH4
768000.00000000
PA
USD
1017871.59000000
0.017990324931
Long
DBT
CORP
CH
N
2
2044-11-28
Fixed
0.04000000
N
N
N
N
N
N
Plexus Corp.
549300W7HCBI5YT25I79
Plexus Corporation
729132100
7262.00000000
NS
USD
567961.02000000
0.010038401109
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems, Inc.
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
12845.00000000
NS
USD
4704224.35000000
0.083144598434
Long
EC
CORP
US
N
1
N
N
N
Megalith Financial Acquisition Corp.
N/A
Megalith Financial Acquisition Corporation
58518F109
79.86000000
NS
USD
1121.23000000
0.000019817128
Long
EC
CORP
US
N
1
N
N
N
Banco Santander, S.A.
5493004SHNXEHHZ58X76
Santander Consumer USA Holdings, Inc.
80283M101
20923.00000000
NS
USD
460724.46000000
0.008143053427
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BF2
1420000.00000000
PA
USD
1769251.80000000
0.031270560138
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
0.03875000
N
N
N
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
7141.00000000
NS
USD
2939021.37000000
0.051945598980
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363EAB1
154190.20300000
PA
USD
147132.41000000
0.002600485061
Long
ABS-CBDO
CORP
US
N
2
2036-09-25
Variable
0.03038500
N
N
N
N
N
N
Plymouth Industrial REIT, Inc.
N/A
Plymouth Industrial REIT, Inc.
729640102
2348.00000000
NS
USD
35220.00000000
0.000622494281
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
330000.00000000
PA
USD
380572.50000000
0.006726411270
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.11750000
N
N
N
N
N
N
Galton Funding Mortgage Trust 2018-2
N/A
Galton Funding Mortgage Trust 2017-1
36418GAU8
1043492.11000000
PA
USD
1062450.90000000
0.018778239910
Long
ABS-CBDO
CORP
US
N
2
2058-10-25
Variable
0.04500000
N
N
N
N
N
N
Magnetite XII, Ltd.
549300Z6VW568TT64K70
Magnetite XII, Ltd.
55953HAS2
2600000.00000000
PA
USD
2600070.20000000
0.045954822005
Long
ABS-O
CORP
KY
N
2
2031-10-15
Floating
0.01336900
N
N
N
N
N
N
Westwood Holdings Group, Inc.
N/A
Westwood Holdings Group, Inc.
961765104
494.00000000
NS
USD
7163.00000000
0.000126602116
Long
EC
CORP
US
N
1
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde Public Limited Company
G5494J103
5835.00000000
NS
USD
1537580.85000000
0.027175902512
Long
EC
CORP
IE
N
1
N
N
N
MAUSER PACKAGING SOLUTIONS
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Company, Term Loan
N/A
924510.52000000
PA
USD
890997.01000000
0.015747885961
Long
DBT
CORP
US
N
2
2024-04-03
Floating
0.03479500
N
N
N
N
N
N
Highwoods Properties, Inc.
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties, Inc.
431284108
962.00000000
NS
USD
38124.06000000
0.000673821957
Long
EC
CORP
US
N
1
N
N
N
Knoll, Inc.
549300R7T7KP3H4DHH46
Knoll, Inc.
498904200
11557.00000000
NS
USD
169656.76000000
0.002998590656
Long
EC
CORP
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DK3
2250000.00000000
PA
USD
2535382.35000000
0.044811499555
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
0.03000000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAD3
1365000.00000000
PA
USD
1423012.50000000
0.025150969442
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.05625000
N
N
N
N
N
N
DISH Network Corporation
529900U350CWHH15G169
DISH Network Corporation
25470M109
8110.00000000
NS
USD
262277.40000000
0.004635609928
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAE5
140000.00000000
PA
USD
147788.20000000
0.002612075791
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04125000
N
N
N
N
N
N
ZF Friedrichshafen AG
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAC9
290000.00000000
PA
USD
312506.90000000
0.005523388932
Long
DBT
CORP
DE
N
2
2025-04-29
Fixed
0.04750000
N
N
N
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
3708.00000000
NS
USD
1328761.80000000
0.023485139750
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GCS7
350000.00000000
PA
USD
358757.00000000
0.006340834212
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YAW0
650000.00000000
PA
USD
670728.50000000
0.011854760241
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05000000
N
N
N
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBL5
1200000.00000000
PA
USD
1343765.44000000
0.023750320900
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.04500000
N
N
N
N
N
N
Illinois Tool Works Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
800.00000000
NS
USD
163104.00000000
0.002882774199
Long
EC
CORP
US
N
1
N
N
N
Enagas, S.A.
N/A
Enagas SA
87470LAD3
870000.00000000
PA
USD
888487.50000000
0.015703531741
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS
254900V3NB5MGOZS4O08
Xplornet Communications, Inc., Term Loan
N/A
910786.59000000
PA
USD
911014.29000000
0.016101680463
Long
DBT
CORP
US
N
2
2027-06-10
Floating
0.04896700
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5DP5
15059119.52000000
PA
USD
15915700.61000000
0.281301323569
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03500000
N
N
N
N
N
N
Artesian Resources Corporation
N/A
Artesian Resources Corporation
043113208
6151.00000000
NS
USD
228079.08000000
0.004031173283
Long
EC
CORP
US
N
1
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076AU6
1330000.00000000
PA
USD
1942425.92000000
0.034331318213
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
0.05400000
N
N
N
N
N
N
Fair Isaac Corporation
RI6HET5SJUEY30V1PS26
Fair Isaac Corporation
303250104
2880.00000000
NS
USD
1471795.20000000
0.026013177046
Long
EC
CORP
US
N
1
N
N
N
Workiva Inc.
529900RTOQ8GRWHY1O58
Workiva, Inc.
98139A105
18173.00000000
NS
USD
1665010.26000000
0.029428147800
Long
EC
CORP
US
N
1
N
N
N
Kellogg Company
LONOZNOJYIBXOHXWDB86
Kellogg Company
487836BX5
1200000.00000000
PA
USD
1259802.30000000
0.022266318216
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02100000
N
N
N
N
N
N
Coupa Software Incorporated
549300Q95ICR2GFL2K37
Coupa Software, Inc.
22266L106
7256.00000000
NS
USD
2459130.96000000
0.043463797845
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAD7
140000.00000000
PA
USD
143150.00000000
0.002530098137
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03750000
N
N
N
N
N
N
SKYMILES IP LTD
N/A
SkyMiles IP, Ltd., Term Loan
N/A
745000.00000000
PA
USD
771328.30000000
0.013632806812
Long
DBT
CORP
US
N
2
2027-10-20
Floating
0.04750000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
ICE US mini MSCI Emerging Markets Index
N/A
2905.00000000
NC
USD
5015372.96000000
0.088643980331
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
MSCI Emerging Markets Index
MXEF
2021-03-22
182095677.04000100
USD
5015372.96000000
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625H100
49620.00000000
NS
USD
6305213.40000000
0.111441206282
Long
EC
CORP
US
N
1
N
N
N
Exterran Corporation
549300PVC7ZU5RSQHZ60
Exterran Corporation
30227H106
16406.00000000
NS
USD
72514.52000000
0.001281654572
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
5303.00000000
NS
USD
98317.62000000
0.001737710284
Long
EC
CORP
PR
N
1
N
N
N
Inberdon Enterprises Ltd.
549300VGDEEG8RT7VC89
United States Lime & Minerals, Inc.
911922102
7104.00000000
NS
USD
809856.00000000
0.014313762886
Long
EC
CORP
US
N
1
N
N
N
Alliance Data Systems Corporation
549300G8S4PO686J7H97
Alliance Data Systems Corporation
018581108
14236.00000000
NS
USD
1054887.60000000
0.018644562710
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding XIV, Ltd.
254900Q2IOW6JYPYIV98
Madison Park Funding XIV, Ltd.
55818RAY2
2375000.00000000
PA
USD
2361526.63000000
0.041738694572
Long
ABS-O
CORP
KY
N
2
2030-10-22
Floating
0.01615700
N
N
N
N
N
N
Liberty Global plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAM7
550000.00000000
PA
USD
571312.50000000
0.010097636689
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
0.05500000
N
N
N
N
N
N
Cimarex Energy Co.
11KYOFXPU1C4CQL1CL44
Cimarex Energy Company
171798101
23122.00000000
NS
USD
867306.22000000
0.015329164175
Long
EC
CORP
US
N
1
N
N
N
BT Group plc
549300OWFMSO9NYV4H90
British Telecommunications plc
111021AM3
1225000.00000000
PA
USD
1356421.93000000
0.023974017454
Long
DBT
CORP
GB
N
2
2023-12-04
Fixed
0.04500000
N
N
N
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
3205.00000000
NS
USD
223420.55000000
0.003948836307
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417106
22872.00000000
NS
USD
935922.24000000
0.016541914887
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830109
9676.00000000
NS
USD
3434786.48000000
0.060707976775
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HKC3
1040000.00000000
PA
USD
1138871.02000000
0.020128923831
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
0.03125000
N
N
N
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAP5
280000.00000000
PA
USD
293946.80000000
0.005195349292
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
Artisan Partners Asset Management Inc.
549300T1FUI6JF63XU51
Artisan Partners Asset Management, Inc.
04316A108
7320.00000000
NS
USD
368488.80000000
0.006512838466
Long
EC
CORP
US
N
1
N
N
N
Heartland Financial USA, Inc.
549300QF7B0DFZT32C73
Heartland Financial USA, Inc.
42234Q102
31990.00000000
NS
USD
1291436.30000000
0.022825431905
Long
EC
CORP
US
N
1
N
N
N
Arthur J. Gallagher & Co.
54930049QLLMPART6V29
Arthur J. Gallagher & Company
363576109
21904.00000000
NS
USD
2709743.84000000
0.047893243747
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Company
5493007JDSMX8Z5Z1902
Campbell Soup Company
134429BJ7
345000.00000000
PA
USD
364229.60000000
0.006437559431
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
0.02375000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
5174.00000000
NS
USD
2310346.22000000
0.040834108753
Long
EC
CORP
US
N
1
N
N
N
Shackleton 2015-VII-R CLO, Ltd.
549300NCJRO2LKFZ8G86
Shackleton CLO, Ltd.
81883AAA7
1750000.00000000
PA
USD
1745941.75000000
0.030858567724
Long
ABS-O
CORP
KY
N
2
2031-07-15
Floating
0.01406900
N
N
N
N
N
N
EastGroup Properties, Inc.
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
6536.00000000
NS
USD
902360.16000000
0.015948723437
Long
EC
CORP
US
N
1
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089AD2
979000.00000000
PA
USD
1057861.07000000
0.018697117169
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03125000
N
N
N
N
N
N
Brookline Bancorp, Inc.
N/A
Brookline Bancorp, Inc.
11373M107
17399.00000000
NS
USD
209483.96000000
0.003702514683
Long
EC
CORP
US
N
1
N
N
N
PIXELLE SPECIALTY SOLUTIONS
5493002S74PA4Q8Y8Z86
Pixelle Specialty Solutions, LLC, Term Loan
N/A
1078860.44000000
PA
USD
1073735.85000000
0.018977695243
Long
DBT
CORP
US
N
2
2024-10-31
Floating
0.07500000
N
N
N
N
N
N
Altra Industrial Motion Corp.
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corporation
02208R106
41185.00000000
NS
USD
2282884.55000000
0.040348738720
Long
EC
CORP
US
N
1
N
N
N
State Street Corporation
5493001H1FSSB667C124
SPDR S&P Oil & Gas Exploration ETF
78468R556
6849.00000000
NS
USD
400666.50000000
0.007081561756
Long
RF
US
N
1
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
1200000.00000000
PA
USD
1300546.87000000
0.022986456258
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.02000000
N
N
N
N
N
N
BOK Financial Corporation
GRI2NT5QHYW751NMR949
BOK Financial Corporation
05561Q201
652.00000000
NS
USD
44648.96000000
0.000789146004
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
8584.00000000
NS
USD
1675425.12000000
0.029612224767
Long
EC
CORP
US
N
1
N
N
N
Textron Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203BY6
710000.00000000
PA
USD
783054.07000000
0.013840053398
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03375000
N
N
N
N
N
N
Editas Medicine, Inc.
5299000AON4Q9NT2JE42
Editas Medicine, Inc.
28106W103
3159.00000000
NS
USD
221477.49000000
0.003914493782
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJY7
1200000.00000000
PA
USD
1343451.82000000
0.023744777837
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.03875000
N
N
N
N
N
N
Aflac Incorporated
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
36272.00000000
NS
USD
1613015.84000000
0.028509174798
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCG4
850000.00000000
PA
USD
1085076.08000000
0.019178127621
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
0.04049000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Trust
22946BAP1
6010990.40700000
PA
USD
6029007.75000000
0.106559422135
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.03496080
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389X105
39932.00000000
NS
USD
2583201.08000000
0.045656669514
Long
EC
CORP
US
N
1
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corporation
589433AC5
440000.00000000
PA
USD
466400.00000000
0.008243365499
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06500000
N
N
N
N
N
N
The Toro Company
YJKE4YIT6BWQHVEW0D14
Toro Company
891092108
143.00000000
NS
USD
13562.12000000
0.000239703070
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CS7
1200000.00000000
PA
USD
1338250.42000000
0.023652845931
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
0.03375000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc., Term Loan
N/A
1710315.79000000
PA
USD
1697488.42000000
0.030002181555
Long
DBT
CORP
US
N
2
2027-03-09
Floating
0.03146800
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBL2
1250000.00000000
PA
USD
1280492.38000000
0.022632004090
Long
DBT
CORP
JP
N
2
2031-09-08
Variable
0.01979000
N
N
N
N
N
N
Valero Energy Corporation
549300XTO5VR8SKV1V74
Valero Energy Corporation
91913Y100
3713.00000000
NS
USD
210044.41000000
0.003712420331
Long
EC
CORP
US
N
1
N
N
N
SailPoint Technologies Holdings, Inc.
529900809B15HNZH5H79
SailPoint Technologies Holdings, Inc.
78781P105
10306.00000000
NS
USD
548691.44000000
0.009697821797
Long
EC
CORP
US
N
1
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAN6
220000.00000000
PA
USD
224551.80000000
0.003968830533
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.08375000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741108
11434.00000000
NS
USD
532938.74000000
0.009419401421
Long
EC
CORP
US
N
1
N
N
N
Vistra Energy Corp.
549300ZH5GKBTJZ7NM23
Vistra Operations Company, LLC
92840VAF9
800000.00000000
PA
USD
848000.00000000
0.014987937272
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
8524.00000000
NS
USD
669134.00000000
0.011826578323
Long
EC
CORP
US
N
1
N
N
N
TopBuild Corp.
N/A
TopBuild Corporation
89055F103
6483.00000000
NS
USD
1193390.64000000
0.021092528365
Long
EC
CORP
US
N
1
N
N
N
PotlatchDeltic Corporation
54930084YA8UJOTXDM59
PotlatchDeltic Corporation
737630103
2852.00000000
NS
USD
142657.04000000
0.002521385338
Long
EC
CORP
US
N
1
N
N
N
Entercom Communications Corp.
549300S5JUSXRHNCHD80
Entercom Media Corporation
29365DAA7
360000.00000000
PA
USD
365850.00000000
0.006466199116
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.06500000
N
N
N
N
N
N
Herbalife Nutrition Ltd.
N/A
HLF Financing SARL, LLC
40390DAA3
420000.00000000
PA
USD
445592.70000000
0.007875607826
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.07250000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBH7
1400000.00000000
PA
USD
1688650.84000000
0.029845982151
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
0.03850000
N
N
N
N
N
N
Universal Health Realty Income Trust
549300L4MWZL4IH6H172
Universal Health Realty Income Trust
91359E105
293.00000000
NS
USD
18831.11000000
0.000332829593
Long
EC
CORP
US
N
1
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XBA7
700000.00000000
PA
USD
762636.04000000
0.013479175859
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.02900000
N
N
N
N
N
N
Juniper Networks, Inc.
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
10536.00000000
NS
USD
237165.36000000
0.004191768324
Long
EC
CORP
US
N
1
N
N
N
Benchmark Electronics, Inc.
549300W18RHYZOZKOP53
Benchmark Electronics, Inc.
08160H101
13406.00000000
NS
USD
362096.06000000
0.006399850275
Long
EC
CORP
US
N
1
N
N
N
Bellemeade Re 2018-1 Ltd
549300O2GEH6GH9NO762
Bellemeade Re, Ltd.
078768AD0
448037.57100000
PA
USD
447342.49000000
0.007906534409
Long
ABS-CBDO
CORP
BM
N
2
2028-04-25
Floating
0.01748000
N
N
N
N
N
N
FMC Corporation
CKDHZ2X64EEBQCSP7013
FMC Corporation
302491303
2728.00000000
NS
USD
313529.04000000
0.005541454698
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAL7
1500000.00000000
PA
USD
1654208.97000000
0.029237240893
Long
DBT
CORP
GB
N
2
2025-07-09
Variable
0.03870000
N
N
N
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
SFR Group SA
67054KAA7
930000.00000000
PA
USD
978825.00000000
0.017300197760
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
0.07375000
N
N
N
N
N
N
EMCOR Group, Inc.
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
10073.00000000
NS
USD
921276.58000000
0.016283060838
Long
EC
CORP
US
N
1
N
N
N
The Boston Beer Company, Inc.
529900Q02MQ0DCQNRM58
Boston Beer Company, Inc.
100557107
358.00000000
NS
USD
355955.82000000
0.006291324884
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBL9
700000.00000000
PA
USD
751987.04000000
0.013290960595
Long
DBT
CORP
US
N
2
2031-04-22
Variable
0.02522000
N
N
N
N
N
N
SBA SENIOR FINANCE II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II, LLC, Term Loan
N/A
1071466.30000000
PA
USD
1058362.27000000
0.018705975606
Long
DBT
CORP
US
N
2
2025-04-11
Floating
0.01900000
N
N
N
N
N
N
Enterprise Financial Services Corp
5493001XTU5DLD632129
Enterprise Financial Services Corporation
293712105
4007.00000000
NS
USD
140044.65000000
0.002475212770
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109BA1
450000.00000000
PA
USD
451923.91000000
0.007987508508
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.01800000
N
N
N
N
N
N
Otter Tail Corporation
N/A
Otter Tail Corporation
689648103
3117.00000000
NS
USD
132815.37000000
0.002347439191
Long
EC
CORP
US
N
1
N
N
N
First Midwest Bancorp, Inc.
7XRS7ORI584PF41IVU88
First Midwest Bancorp, Inc.
320867104
23342.00000000
NS
USD
371604.64000000
0.006567909238
Long
EC
CORP
US
N
1
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DH7
1560000.00000000
PA
USD
1778458.52000000
0.031433283890
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03900000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings, Inc., Term Loan
N/A
85000.00000000
PA
USD
84841.05000000
0.001499519263
Long
DBT
CORP
US
N
2
2027-12-16
Floating
0.00000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
24211.00000000
NS
USD
397302.51000000
0.007022105068
Long
EC
CORP
US
N
1
N
N
N
Prime Security Services Borrower, LLC
N/A
Prime Security Services Borrower, LLC
74166MAF3
215000.00000000
PA
USD
213387.50000000
0.003771507623
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
0.03375000
N
N
N
N
N
N
SYNNEX Corporation
N/A
Concentrix Corporation
20602D101
2571.00000000
NS
USD
253757.70000000
0.004485028879
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corporation
N/A
Duke Realty Corporation
264411505
6916.00000000
NS
USD
276432.52000000
0.004885793950
Long
EC
CORP
US
N
1
N
N
N
OZLM VIII Ltd
N/A
OZLM VIII, Ltd.
67107FBC0
818557.65000000
PA
USD
817568.01000000
0.014450068454
Long
ABS-O
CORP
KY
N
2
2029-10-17
Floating
0.01387700
N
N
N
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAH6
540000.00000000
PA
USD
567675.00000000
0.010033345862
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.05750000
N
N
N
N
N
N
Purple Innovation, Inc.
N/A
Purple Innovation, Inc.
74640Y106
2548.00000000
NS
USD
83931.12000000
0.001483436747
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KY6
1120000.00000000
PA
USD
1251332.94000000
0.022116626900
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
0.03200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F020414
121650000.00000100
PA
USD
127163136.64000100
2.247539051065
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.02000000
N
N
N
N
N
N
Horizon Bancorp, Inc.
549300U2OQ2EIT5MXG39
Horizon Bancorp, Inc.
440407104
17517.00000000
NS
USD
277819.62000000
0.004910310185
Long
EC
CORP
US
N
1
N
N
N
MGM Growth Properties LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAK1
300000.00000000
PA
USD
321300.00000000
0.005678802176
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.04625000
N
N
N
N
N
N
Apollo Commercial Real Estate Finance, Inc.
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc.
03762U105
22586.00000000
NS
USD
252285.62000000
0.004459010668
Long
EC
CORP
US
N
1
N
N
N
BBCMS Mortgage Trust 2020-C8
N/A
BBCMS Mortgage Trust
05552ABG2
14591217.87000000
PA
USD
2033316.85000000
0.035937765804
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Variable
0.01975900
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAH8
1200000.00000000
PA
USD
1212044.98000000
0.021422233645
Long
DBT
CORP
ES
N
2
2023-04-12
Floating
0.01344100
N
N
N
N
N
N
ImmunoGen, Inc.
54930084U0R1OP766Y02
ImmunoGen, Inc.
45253H101
5337.00000000
NS
USD
34423.65000000
0.000608419229
Long
EC
CORP
US
N
1
N
N
N
Quad/Graphics, Inc.
W2D68G5NJH4X0NW8PT65
Quad/Graphics, Inc.
747301109
6747.00000000
NS
USD
25773.54000000
0.000455533255
Long
EC
CORP
US
N
1
N
N
N
Nine Energy Service, Inc.
549300KRLJCZBPZMKT65
Nine Energy Service, Inc.
65441V101
44854.00000000
NS
USD
122002.88000000
0.002156334330
Long
EC
CORP
US
N
1
N
N
N
Frontier Communications Corporation
549300ZCZ76HYCS0H445
Frontier Communications Corporation
35906ABE7
320000.00000000
PA
USD
346000.00000000
0.006115361198
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Arconic, Inc.
443201108
116338.00000000
NS
USD
3320286.52000000
0.058684252461
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685103
2233.00000000
NS
USD
202711.74000000
0.003582819390
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp, Inc.
N/A
Community Trust Bancorp, Inc.
204149108
16103.00000000
NS
USD
596616.15000000
0.010544864896
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
Greenpoint Mortgage Funding Trust
39538WBZ0
708269.53500000
PA
USD
634795.07000000
0.011219656473
Long
ABS-CBDO
CORP
US
N
2
2045-10-25
Floating
0.00348000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corporation
337932107
9228.00000000
NS
USD
282469.08000000
0.004992486854
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
37501.00000000
NS
USD
759395.25000000
0.013421896664
Long
EC
CORP
US
N
1
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
28023.00000000
NS
USD
7443469.26000000
0.131559257496
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
36500000.00000000
PA
USD
36026640.63000000
0.636751214496
Long
DBT
UST
US
N
2
2040-11-15
Fixed
0.01375000
N
N
N
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corporation
78440X101
4990.00000000
NS
USD
297304.20000000
0.005254689505
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAV1
1250000.00000000
PA
USD
1537284.49000000
0.027170664511
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
0.04300000
N
N
N
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation
12653CAJ7
400000.00000000
PA
USD
409794.00000000
0.007242885337
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
GENESEE & WYOMING INC
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc., Term Loan
N/A
1191000.00000000
PA
USD
1187462.73000000
0.020987755790
Long
DBT
CORP
US
N
2
2026-12-30
Floating
0.02253900
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
900000.00000000
PA
USD
947250.00000000
0.016742126864
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04750000
N
N
N
N
N
N
Alleghany Corporation
549300DCJE6AYX159479
Alleghany Corporation
017175100
2282.00000000
NS
USD
1377620.58000000
0.024348692025
Long
EC
CORP
US
N
1
N
N
N
Capricor Therapeutics, Inc.
5493002ZI5PDLXV4DX14
Capricor Therapeutics, Inc.
14070B309
1846.00000000
NS
USD
6331.78000000
0.000111910756
Long
EC
CORP
US
N
1
N
N
N
The Bancorp, Inc.
N/A
Bancorp, Inc.
05969A105
6275.00000000
NS
USD
85653.75000000
0.001513883292
Long
EC
CORP
US
N
1
N
N
N
Vanquish Capital Group, LLC
N/A
National Collegiate Trust
63543YAA5
1113941.35700000
PA
USD
1090015.12000000
0.019265422457
Long
ABS-O
CORP
US
N
2
2031-05-25
Floating
0.00443000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGF0
2410000.00000000
PA
USD
2767094.81000000
0.048906890847
Long
DBT
CORP
US
N
2
2028-01-20
Variable
0.03824000
N
N
N
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AV6
715000.00000000
PA
USD
769197.94000000
0.013595153861
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
0.05550000
N
N
N
N
N
N
Bed Bath & Beyond Inc.
529900ZBUWWUV7BKGX39
Bed Bath & Beyond, Inc.
075896100
12521.00000000
NS
USD
222372.96000000
0.003930320725
Long
EC
CORP
US
N
1
N
N
Essent Group Ltd.
254900QUO860OUT6ZF83
Essent Group, Ltd.
G3198U102
10535.00000000
NS
USD
455112.00000000
0.008043856259
Long
EC
CORP
BM
N
1
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Company
759509102
497.00000000
NS
USD
59515.75000000
0.001051908405
Long
EC
CORP
US
N
1
N
N
N
Northwest Natural Holding Company
N/A
Northwest Natural Holding Company
66765N105
1566.00000000
NS
USD
72020.34000000
0.001272920210
Long
EC
CORP
US
N
1
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
31656.00000000
NS
USD
308646.00000000
0.005455149631
Long
EC
CORP
US
N
1
N
N
N
Gs Mortgage-Backed Securities Trust 2019-Sl1
N/A
GS Mortgage-Backed Securities Trust
36257EAA1
674579.29000000
PA
USD
685685.16000000
0.012119111045
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Variable
0.02625000
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
58013MFM1
1200000.00000000
PA
USD
1264511.09000000
0.022349543510
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02125000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc., Term Loan
N/A
427850.00000000
PA
USD
433886.96000000
0.007668715259
Long
DBT
CORP
US
N
2
2023-04-29
Floating
0.05750000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBT9
640000.00000000
PA
USD
679161.60000000
0.012003810682
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587CV7
665000.00000000
PA
USD
745805.27000000
0.013181701184
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.03250000
N
N
N
N
N
N
Minerals Technologies Inc.
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158106
6482.00000000
NS
USD
402661.84000000
0.007116828301
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc.
5493001JFHKQOPP6XA71
Torchmark Corporation
37959E102
191.00000000
NS
USD
18137.36000000
0.000320567940
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
494368103
8297.00000000
NS
USD
1118684.51000000
0.019772138282
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385DC7
4500000.00000000
PA
USD
4499201.25000000
0.079520927016
Long
STIV
USGSE
US
N
2
N
N
N
CMS Energy Corporation
7NKTFWJ1G6MELP9TU740
Consumers Energy Company
210518DD5
1025000.00000000
PA
USD
1414488.22000000
0.025000307445
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.04350000
N
N
N
N
N
N
Etsy, Inc.
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
6391.00000000
NS
USD
1137022.81000000
0.020096257728
Long
EC
CORP
US
N
1
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAR8
220000.00000000
PA
USD
228800.00000000
0.004043915150
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04500000
N
N
N
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAC1
405000.00000000
PA
USD
325012.50000000
0.005744418588
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.05600000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
FNMA Conventional 30-Yr. Pass Through Call Option
01F991699
-13.12500000
NC
USD
-92088.68000000
-0.00162761716
N/A
DIR
CORP
US
N
3
Morgan Stanley & Company
N/A
Call
Written
Federal National Mortgage Association
Federal National Mortgage Association Conventional 30-Yr. Pass Through
1000000.00000000
103.25000000
USD
2021-02-04
XXXX
-29539.85000000
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP Group, Inc., Term Loan
N/A
140000.00000000
PA
USD
118720.00000000
0.002098311218
Long
DBT
CORP
US
N
2
2026-10-19
Floating
0.07146800
N
N
N
N
N
N
Essential Properties Realty Trust, Inc.
N/A
Essential Properties Realty Trust, Inc.
29670E107
57411.00000000
NS
USD
1217113.20000000
0.021511811668
Long
EC
CORP
US
N
1
N
N
N
NORTHRIVER MIDSTREAM FINANCE
549300SOLNLY3BL6GF18
Northriver Midstream Finance, LP, Term Loan
N/A
819520.20000000
PA
USD
805063.86000000
0.014229064426
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03475130
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513105
124845.00000000
NS
USD
6621778.80000000
0.117036326987
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282N9
12780000.00000000
PA
USD
13651635.87000000
0.241285214720
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.02125000
N
N
N
N
N
N
Square, Inc.
549300OHIIUWSTIZME52
Square, Inc.
852234103
33037.00000000
NS
USD
7190172.68000000
0.127082378661
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AD8
1000000.00000000
PA
USD
1098572.49000000
0.019416669303
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.05625000
N
N
N
N
N
N
Kemper Corporation
549300FNI1JKTRY2PV09
Kemper Corporation
488401100
11746.00000000
NS
USD
902445.18000000
0.015950226119
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBP5
690000.00000000
PA
USD
882282.11000000
0.015593854859
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
0.04400000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
N/A
Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
25150NAV6
94892.16300000
PA
USD
83576.85000000
0.001477175218
Long
ABS-CBDO
CORP
US
N
2
2021-10-25
Fixed
0.06000000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Equity Fund
N/A
3610831.35000000
NS
USD
42571701.62000000
0.752431596054
Long
RF
US
N
2
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
10869.00000000
NS
USD
353242.50000000
0.006243368433
Long
EC
CORP
US
N
1
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
752.00000000
NS
USD
3068054.72000000
0.054226193032
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746RW3
600000.00000000
PA
USD
660201.53000000
0.011668701790
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
0.03000000
N
N
N
N
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150190AE6
490000.00000000
PA
USD
504479.50000000
0.008916399883
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05250000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHR3
1450000.00000000
PA
USD
1578515.73000000
0.027899404179
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
Heritage Commerce Corp
549300CLIS851ELSR406
Heritage Commerce Corporation
426927109
74176.00000000
NS
USD
657941.12000000
0.011628750277
Long
EC
CORP
US
N
1
N
N
N
ADTRAN, Inc.
549300XWTHXJVGKWU616
ADTRAN, Inc.
00738A106
1426.00000000
NS
USD
21062.02000000
0.000372259710
Long
EC
CORP
US
N
1
N
N
N
Viking Therapeutics, Inc.
529900IVC72YPFA25M37
Viking Therapeutics, Inc.
92686J106
1306.00000000
NS
USD
7352.78000000
0.000129956374
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266101
12571.00000000
NS
USD
725095.28000000
0.012815663411
Long
EC
CORP
US
N
1
N
N
N
The Gap, Inc.
T2ZG1WRWZ4BUCMQL9224
Gap, Inc.
364760AM0
280000.00000000
PA
USD
312275.60000000
0.005519300830
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.08625000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CH6
300000.00000000
PA
USD
286021.50000000
0.005055273939
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03400000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AAJ63
4703002.38200000
PA
USD
275027.35000000
0.004860958337
Long
ABS-CBDO
USGSE
US
N
2
2027-12-25
Fixed
0.03000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAY4
1120000.00000000
PA
USD
1278883.45000000
0.022603567131
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03600000
N
N
N
N
N
N
One Liberty Properties, Inc.
549300QII1CQZGZBZR14
One Liberty Properties, Inc.
682406103
4282.00000000
NS
USD
85939.74000000
0.001518938009
Long
EC
CORP
US
N
1
N
N
N
OptiNose, Inc.
549300CPBME7Z3CYMN16
Optinose, Inc.
68404V100
21709.00000000
NS
USD
89875.26000000
0.001588496178
Long
EC
CORP
US
N
1
N
N
N
ProPetro Holding Corp.
N/A
ProPetro Holding Corporation
74347M108
7193.00000000
NS
USD
53156.27000000
0.000939508066
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828G38
15100000.00000000
PA
USD
16264351.64000000
0.287463540276
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.02250000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAF6
780000.00000000
PA
USD
774891.00000000
0.013695775590
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03900000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
74432QCF0
900000.00000000
PA
USD
1089973.69000000
0.019264690205
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
0.03700000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAN9
975000.00000000
PA
USD
1041088.92000000
0.018400678570
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.03500000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
Viacom, Inc.
92553PAU6
840000.00000000
PA
USD
1166854.76000000
0.020623521165
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
0.05850000
N
N
N
N
N
N
Navient Corporation
549300WLW67V4O2Z6P70
SLM Student Loan Trust
78445XAA4
1024556.87200000
PA
USD
997105.30000000
0.017623292087
Long
ABS-O
CORP
US
N
2
2025-03-25
Floating
0.00548000
N
N
N
N
N
N
Agilysys, Inc.
5299001XWB5V3B5IPN93
Agilysys, Inc.
00847J105
24089.00000000
NS
USD
924535.82000000
0.016340666127
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
1250000.00000000
PA
USD
1328137.50000000
0.023474105588
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
1290000.00000000
PA
USD
1409325.00000000
0.024909050349
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
JBS S.A.
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAB5
130000.00000000
PA
USD
139101.30000000
0.002458539574
Long
DBT
CORP
AT
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
PRPM Trust 2019-GS1
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359CAA3
1824001.41800000
PA
USD
1846140.05000000
0.032629518001
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Variable
0.03500000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JT9
1990000.00000000
PA
USD
2275395.55000000
0.040216374732
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
0.04400000
N
N
N
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
8438.00000000
NS
USD
1685152.98000000
0.029784159384
Long
EC
CORP
US
N
1
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Nouryon USA, LLC, Term Loan
N/A
1467775.81000000
PA
USD
1450646.87000000
0.025639391853
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03153100
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan
N/A
581771.59000000
PA
USD
556714.69000000
0.009839628363
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.05250000
N
N
N
N
N
N
Ryerson Holding Corporation
549300JMA41B3ZHOVE45
Ryerson Holding Corporation
783754104
9776.00000000
NS
USD
133344.64000000
0.002356793749
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
50373.00000000
NS
USD
3452061.69000000
0.061013306685
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148BAB4
1975000.00000000
PA
USD
1971010.50000000
0.034836535067
Long
DBT
CORP
US
N
2
2021-02-04
Floating
0.04127900
N
N
N
N
N
N
Golub Capital Partners CLO 22(B), Ltd.
254900G3CLXNLPLMNH95
Golub Capital Partners, Ltd.
38174BAL9
1750000.00000000
PA
USD
1743288.75000000
0.030811677396
Long
ABS-O
CORP
KY
N
2
2031-01-20
Floating
0.01398400
N
N
N
N
N
N
Meridian Bancorp, Inc.
N/A
Meridian Bancorp, Inc.
58958U103
24990.00000000
NS
USD
372600.90000000
0.006585517590
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Company
GJOUP9M7C39GLSK9R870
Portland General Electric Company
736508847
12108.00000000
NS
USD
517859.16000000
0.009152878073
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - ACES
3136B86Y0
23993344.60400000
PA
USD
2734619.86000000
0.048332913826
Long
ABS-MBS
USGSE
US
N
2
2028-12-25
Variable
0.01894500
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CL6
550000.00000000
PA
USD
609510.55000000
0.010772766379
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.02875000
N
N
N
N
N
N
Mra Issuance Trust 2020-12
N/A
MRA Issuance Trust
62477HAA4
4350000.00000000
PA
USD
4350000.00000000
0.076883876337
Long
ABS-O
CORP
US
N
3
2021-07-15
Floating
0.01500000
N
N
N
N
N
N
Dryden 36 Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
1800000.00000000
PA
USD
1800930.60000000
0.031830465642
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
0.02203820
N
N
N
N
N
N
BELLRING BRANDS LLC
5493001E28R2L3L44631
Bellring Brands, LLC, Term Loan
N/A
331330.20000000
PA
USD
332324.19000000
0.005873648719
Long
DBT
CORP
US
N
2
2024-10-21
Floating
0.06000000
N
N
N
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585A102
36106.00000000
NS
USD
1493344.16000000
0.026394043155
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AT9
290000.00000000
PA
USD
459178.75000000
0.008115733846
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
N
N
N
N
N
N
Invesco Ltd.
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
437650.00000000
NS
USD
9750842.00000000
0.172340811612
Long
RF
US
N
1
N
N
N
Armada Hoffler Properties, Inc.
549300WQRSIV6XZT9313
Armada Hoffler Properties, Inc.
04208T108
7902.00000000
NS
USD
88660.44000000
0.001567024897
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CJ2
710000.00000000
PA
USD
618740.15000000
0.010935894523
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.04400000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887BF5
214000.00000000
PA
USD
237218.95000000
0.004192715498
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.03734000
N
N
N
N
N
N
Commonbond Student Loan Trust 2018 - A - Gs
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust
20269DAB1
647545.93000000
PA
USD
641074.36000000
0.011330639498
Long
ABS-O
CORP
US
N
2
2044-02-25
Floating
0.00648000
N
N
N
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation
235851102
3583.00000000
NS
USD
795927.62000000
0.014067586370
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
119364.00000000
NS
USD
6087564.00000000
0.107594371901
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Ltd.
11135F101
2941.00000000
NS
USD
1287716.85000000
0.022759692655
Long
EC
CORP
SG
N
1
N
N
N
Verus Securitization Trust 2019-1
N/A
Verus Securitization Trust
92537DAA8
327135.88300000
PA
USD
328823.15000000
0.005811769747
Long
ABS-CBDO
CORP
US
N
2
2059-02-25
Variable
0.03836000
N
N
N
N
N
N
RALI Series 2005-QS13 Trust
N/A
Residential Accredit Loans, Inc. Trust
761118HC5
296990.74300000
PA
USD
297413.15000000
0.005256615136
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Fixed
0.05750000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441C204
23395.00000000
NS
USD
2142046.20000000
0.037859497735
Long
EC
CORP
US
N
1
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887109
5616.00000000
NS
USD
1405235.52000000
0.024836771021
Long
EC
CORP
US
N
1
N
N
N
Endeavor Energy Resources, LP
N/A
Endeavor Energy Resources, LP
29260FAE0
530000.00000000
PA
USD
571711.00000000
0.010104679959
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAJ4
875000.00000000
PA
USD
1011997.59000000
0.017886505187
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03600000
N
N
N
N
N
N
Financial Institutions, Inc.
N/A
Financial Institutions, Inc.
317585404
11701.00000000
NS
USD
263272.50000000
0.004653197777
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
81969.00000000
NS
USD
1199206.47000000
0.021195319986
Long
EC
CORP
US
N
1
N
N
N
Cabot Corporation
K05C0SER542GQ6VLRO68
Cabot Corporation
127055101
4985.00000000
NS
USD
223726.80000000
0.003954249109
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
1410000.00000000
PA
USD
1498830.00000000
0.026491002384
Long
DBT
CORP
US
N
2
2028-08-09
Variable
0.04682000
N
N
N
N
N
N
Shift4 Payments, Inc.
N/A
Shift4 Payments, Inc.
82452J109
1027.00000000
NS
USD
77435.80000000
0.001368635510
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
549300SP2X2BS1KERD24
Oncor Electric Delivery Company, LLC
68233JBB9
1140000.00000000
PA
USD
1390193.49000000
0.024570911349
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
0.03750000
N
N
N
N
N
N
PPL Corporation
N/A
PPL Electric Utilities Corporation
69351UAU7
840000.00000000
PA
USD
1043955.92000000
0.018451351231
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
0.03950000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CF4
1100000.00000000
PA
USD
1376244.23000000
0.024324365790
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
0.04950000
N
N
N
N
N
N
JBS S.A.
N/A
JBS USA, LLC
46590XAB2
630000.00000000
PA
USD
723718.80000000
0.012791334878
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
Empire Community Corp
549300JM1L6KK2QFP273
Empire Communities Corporation
29163VAC7
180000.00000000
PA
USD
189694.80000000
0.003352752079
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
0.07000000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
783549108
2930.00000000
NS
USD
180956.80000000
0.003198312697
Long
EC
CORP
US
N
1
N
N
N
Qurate Retail, Inc.
549300PSXEKU4PHLCR04
Qurate Retail, Inc.
74915M100
15236.00000000
NS
USD
167138.92000000
0.002954089208
Long
EC
CORP
US
N
1
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc.
92552V100
2330.00000000
NS
USD
76074.50000000
0.001344575275
Long
EC
CORP
US
N
1
N
N
N
Cavco Industries, Inc.
N/A
Cavco Industries, Inc.
149568107
139.00000000
NS
USD
24387.55000000
0.000431036638
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
N53745100
10013.00000000
NS
USD
917791.58000000
0.016221465365
Long
EC
CORP
NL
N
1
N
N
N
2021-01-27
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Head of Fund Accounting & Assistant Treasurer