0001752724-21-042615.txt : 20210226
0001752724-21-042615.hdr.sgml : 20210226
20210226110112
ACCESSION NUMBER: 0001752724-21-042615
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: 21685239
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
S000001434
Thrivent Diversified Income Plus Portfolio
C000003841
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000790166
XXXXXXXX
S000001434
C000003841
Thrivent Series Funds, Inc.
811-04603
0000790166
549300VNHRP1O3O9AF57
901 Marquette Avenue
Suite 2500
Minneapolis
55402-3211
612-844-5168
THRIVENT DIVERSIFIED INCOME PLUS PORTFOLIO
S000001434
549300ZIJQKZPRFJHN13
2020-12-31
2020-12-31
N
936189478.37
96776355.70
839413122.67
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
95838454.32000000
0.00000000
0.00000000
484005.26
USD
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AE6
725000.00000000
PA
USD
754935.25000000
0.089936079102
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.04875000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc., 5.000%
00206R508
6825.00000000
NS
USD
185230.50000000
0.022066667174
Long
EP
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137ASKJ2
2395361.40600000
PA
USD
149648.29000000
0.017827728201
Long
ABS-CBDO
USGSE
US
N
2
2027-07-15
Fixed
0.03000000
N
N
N
N
N
N
Credit Suisse Group AG
549300PXR5FKNXF0OH19
Credit Suisse Group Funding (Guernsey), Ltd.
225433AH4
325000.00000000
PA
USD
343250.08000000
0.040891674281
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
0.03800000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAV3
55000.00000000
PA
USD
57436.89000000
0.006842505608
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.02250000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
N/A
Prime Security Services Borrower, LLC
74166MAF3
150000.00000000
PA
USD
148875.00000000
0.017735605505
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
0.03375000
N
N
N
N
N
N
Lehman Brothers Holdings, Inc.
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579WZ7
146063.31800000
PA
USD
117341.18000000
0.013978954680
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
0.03230100
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816CC1
113000.00000000
PA
USD
122722.36000000
0.014620019235
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
0.03400000
N
N
N
N
N
N
RALI Series 2007-QS6 Trust
N/A
Residential Accredit Loans, Inc. Trust
75116CAF3
336226.68700000
PA
USD
330880.14000000
0.039418032797
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Fixed
0.06250000
N
N
N
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
618.00000000
NS
USD
253546.86000000
0.030205253307
Long
EC
CORP
US
N
1
N
N
N
Carnival Corporation & Plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BC5
300000.00000000
PA
USD
346896.00000000
0.041326015835
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
0.11500000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
392.00000000
NS
USD
58133.60000000
0.006925505264
Long
EC
CORP
US
N
1
N
N
N
Fair Isaac Corporation
RI6HET5SJUEY30V1PS26
Fair Isaac Corporation
303250104
452.00000000
NS
USD
230990.08000000
0.027518044900
Long
EC
CORP
US
N
1
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AL9
460000.00000000
PA
USD
478975.00000000
0.057060699560
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
0.07500000
N
N
N
N
N
N
Ventas, Inc.
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92277GAK3
112000.00000000
PA
USD
117519.34000000
0.014000179032
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03100000
N
N
N
N
N
N
Bunge Limited
5493007M0RIN8HY3MM77
Bunge, Ltd.
G16962105
8348.00000000
NS
USD
547461.84000000
0.065219595121
Long
EC
CORP
BM
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
372000.00000000
PA
USD
413571.00000000
0.049269065354
Long
DBT
CORP
CH
N
2
2023-12-11
Variable
0.07500000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
2214.00000000
NS
USD
183297.06000000
0.021836334821
Long
EC
CORP
US
N
1
N
N
N
Teva Pharmaceutical Industries Limited
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
440000.00000000
PA
USD
435600.00000000
0.051893398880
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
0.02800000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAG0
565000.00000000
PA
USD
580537.50000000
0.069159926658
Long
DBT
CORP
US
N
2
2023-06-15
Variable
0.05650000
N
N
N
N
N
N
ManpowerGroup Inc.
ERO1WSFOSR0JJ6CRQ987
Manpower, Inc.
56418H100
5087.00000000
NS
USD
458745.66000000
0.054650761062
Long
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954M101
4230.00000000
NS
USD
575026.20000000
0.068503360797
Long
EC
CORP
US
N
1
N
N
N
PPL Corporation
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAK9
220000.00000000
PA
USD
240112.95000000
0.028604860171
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03950000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
BB&T Corporation
05531FBH5
105000.00000000
PA
USD
111816.23000000
0.013320762682
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.02500000
N
N
N
N
N
N
Capital One Financial Corporation
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
165000.00000000
PA
USD
174437.51000000
0.020780889086
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03375000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48126HAA8
240000.00000000
PA
USD
254400.00000000
0.030306888602
Long
DBT
CORP
US
N
2
2023-08-01
Variable
0.06000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
5124.00000000
NS
USD
561026.76000000
0.066835595590
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corporation
N/A
First Horizon Alternative Mortgage Securities Trust
32051GPM1
245973.19000000
PA
USD
244226.63000000
0.029094926372
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Variable
0.02976500
N
N
N
N
N
N
Eaton Vance Corp.
NZ7KR43H6Z5W1GY0QX46
Eaton Vance Limited Duration Income Fund
27828H105
12716.00000000
NS
USD
159331.48000000
0.018981294871
Long
RF
US
N
1
N
N
N
UPC FINANCING PARTNERSHIP
213800DXWIS9KORQ3X94
UPC Financing Partnership, Term Loan
N/A
770000.00000000
PA
USD
770385.00000000
0.091776620974
Long
DBT
CORP
US
N
2
2029-01-31
Floating
0.00000000
N
N
N
N
N
N
Albertsons Investor Holdings LLC
N/A
Albertson's Companies, Inc.
013092AE1
190000.00000000
PA
USD
209357.20000000
0.024940901487
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
Bio-Techne Corporation
54930073RLKQ51TILZ35
Bio-Techne Corporation
09073M104
184.00000000
NS
USD
58429.20000000
0.006960720344
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667G5Z2
229511.98900000
PA
USD
220755.76000000
0.026298821645
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
0.02714000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
2391.00000000
NS
USD
1113679.98000000
0.132673644231
Long
EC
CORP
US
N
1
N
N
N
RCO V Mortgage LLC 2019-2
N/A
RCO Mortgage, LLC
74937DAA2
783504.62000000
PA
USD
784491.44000000
0.093457133181
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Variable
0.03474800
N
N
N
N
N
N
Invesco Ltd.
UJGJ6DJQ6L11ZHIVZG65
Invesco Dynamic Credit Opportunities Fund
46132R104
16899.00000000
NS
USD
181495.26000000
0.021621684853
Long
RF
US
N
1
N
N
N
Open Text Corporation
N/A
Open Text Corporation
683720AA4
410000.00000000
PA
USD
436158.00000000
0.051959873895
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04125000
N
N
N
N
N
N
Discovery, Inc.
5493006ZCRFWKF6B1K26
Discovery, Inc., Class A
25470F104
14177.00000000
NS
USD
426585.93000000
0.050819545046
Long
EC
CORP
US
N
1
N
N
Community Healthcare Trust Incorporated
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
440.00000000
NS
USD
20728.40000000
0.002469391940
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group Plc
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
423000.00000000
PA
USD
441506.25000000
0.052597015471
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.05500000
N
N
N
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAL4
259000.00000000
PA
USD
268388.75000000
0.031973380300
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
0.06000000
N
N
N
N
N
N
V.F. Corporation
CWAJJ9DJ5Z7P057HV541
VF Corporation
918204AZ1
116000.00000000
PA
USD
118488.55000000
0.014115641845
Long
DBT
CORP
US
N
2
2022-04-23
Fixed
0.02050000
N
N
N
N
N
N
Mp (Thrift) Llc
549300Q22V2Y3J4R2715
Flagstar Bancorp, Inc.
337930705
1683.00000000
NS
USD
68599.08000000
0.008172266807
Long
EC
CORP
US
N
1
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
461.00000000
NS
USD
68103.53000000
0.008113231513
Long
EC
CORP
US
N
1
N
N
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
4053.00000000
NS
USD
254204.16000000
0.030283558016
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAE5
110000.00000000
PA
USD
116119.30000000
0.013833391075
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04125000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AE3
410000.00000000
PA
USD
441775.00000000
0.052629031887
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCV6
171000.00000000
PA
USD
182580.74000000
0.021750999009
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
0.02900000
N
N
N
N
N
N
McKesson Corporation
549300WZWOM80UCFSF54
McKesson Corporation
581557BQ7
111000.00000000
PA
USD
111560.53000000
0.013290300924
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.00900000
N
N
N
N
N
N
RALI Series 2005-QS13 Trust
N/A
Residential Accredit Loans, Inc. Trust
761118HC5
267291.68200000
PA
USD
267671.85000000
0.031887975392
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Fixed
0.05750000
N
N
N
N
N
N
Eaton Vance Corp.
5493002EIY4NK3I3E865
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
27829F108
20808.00000000
NS
USD
182486.16000000
0.021739731613
Long
RF
US
N
1
N
N
N
Hilton Worldwide Holdings Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
920000.00000000
PA
USD
1005100.00000000
0.119738418766
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
Caterpillar Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
487.00000000
NS
USD
88643.74000000
0.010560204219
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
2295549.01100000
PA
USD
2408828.55000000
0.286965796095
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
Tutor Perini Corporation
549300FHXYVPW8LJ6D98
Tutor Perini Corporation
901109108
3600.00000000
NS
USD
46620.00000000
0.005553880293
Long
EC
CORP
US
N
1
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc., Convertible
48242WAB2
456000.00000000
PA
USD
623877.76000000
0.074323088733
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.02500000
N
N
N
N
Y
KBR Inc
KBR Inc
USD
XXXX
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBT1
166000.00000000
PA
USD
178233.78000000
0.021233141963
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02500000
N
N
N
N
N
N
Saxon Capital, Inc.
N/A
Saxon Asset Securities Trust
805564QB0
399056.05300000
PA
USD
401131.30000000
0.047787113301
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
0.03622570
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
200000.00000000
PA
USD
216052.00000000
0.025738458711
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc., Convertible
00971TAL5
635000.00000000
PA
USD
707566.26000000
0.084292970992
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.00375000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AYPJ4
1689983.60000000
PA
USD
92805.96000000
0.011056053032
Long
ABS-CBDO
USGSE
US
N
2
2028-02-15
Fixed
0.02500000
N
N
N
N
N
N
Cox Enterprises, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CA3
171000.00000000
PA
USD
179872.98000000
0.021428421255
Long
DBT
CORP
US
N
2
2023-06-30
Fixed
0.02950000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967GD7
480000.00000000
PA
USD
503807.58000000
0.060019025959
Long
DBT
CORP
US
N
2
2023-01-30
Variable
0.05950000
N
N
N
N
N
N
Schlumberger Limited
213800ZUA17OK3QLGM62
Schlumberger, Ltd.
806857108
6495.00000000
NS
USD
141785.85000000
0.016891069030
Long
EC
CORP
CW
N
1
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAQ8
110000.00000000
PA
USD
114060.43000000
0.013588116139
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
0.02900000
N
N
N
N
N
N
Univision Holdings, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
520000.00000000
PA
USD
558428.00000000
0.066526003098
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06625000
N
N
N
N
N
N
Oaktown Re II Ltd - Series 2018-1
254900KOPN6EP9T3LD85
Oaktown Re II, Ltd.
67400CAA6
413106.46000000
PA
USD
412367.74000000
0.049125719965
Long
ABS-CBDO
CORP
BM
N
2
2028-07-25
Floating
0.01698000
N
N
N
N
N
N
VEREIT, Inc.
5493005TQOUJE1LCS698
VEREIT Operating Partnership, LP
92340LAD1
110000.00000000
PA
USD
126584.87000000
0.015080163340
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.04625000
N
N
N
N
N
N
Bank of America Corporation
N/A
Merrill Lynch Alternative Note Asset Trust
59023YAB0
331070.93900000
PA
USD
213983.79000000
0.025492071093
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Fixed
0.06000000
N
N
N
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
3130.00000000
NS
USD
174841.80000000
0.020829052498
Long
EC
CORP
US
N
1
N
N
N
CenturyLink, Inc.
N/A
Level 3 Financing, Inc., Term Loan
N/A
1030000.00000000
PA
USD
1011758.70000000
0.120531675366
Long
DBT
CORP
US
N
2
2027-03-01
Floating
0.01896800
N
N
N
N
N
N
Sony Corporation
529900R5WX9N2OI2N910
Sony Corporation ADR
835699307
6298.00000000
NS
USD
636727.80000000
0.075853924939
Long
EC
CORP
JP
N
1
N
N
N
Hanmi Financial Corporation
549300MSZ7RCG7EA6587
Hanmi Financial Corporation
410495204
383.00000000
NS
USD
4343.22000000
0.000517411496
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
113000.00000000
PA
USD
123223.95000000
0.014679774079
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.03650000
N
N
N
N
N
N
Alleghany Corporation
549300DCJE6AYX159479
Alleghany Corporation
017175100
85.00000000
NS
USD
51313.65000000
0.006113038814
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AV0
110000.00000000
PA
USD
109392.82000000
0.013032059786
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.00700000
N
N
N
N
N
N
Eagle Re 2019-1 LTD
254900L82OLW9QTLJ788
Eagle Re, Ltd.
269822AB8
812112.43000000
PA
USD
808326.36000000
0.096296607495
Long
ABS-CBDO
CORP
BM
N
2
2029-04-25
Floating
0.01948000
N
N
N
N
N
N
Elanco Animal Health Incorporated
549300SHPNDCE059M934
Elanco Animal Health, Inc., Term Loan
N/A
267879.75000000
PA
USD
265257.21000000
0.031600317273
Long
DBT
CORP
US
N
2
2027-08-01
Floating
0.01904750
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAQ6
240000.00000000
PA
USD
243000.00000000
0.028948796895
Long
DBT
CORP
FR
N
2
2021-03-30
Variable
0.07625000
N
N
N
N
N
N
Heartland Financial USA, Inc.
549300QF7B0DFZT32C73
Heartland Financial USA, Inc.
42234Q102
11751.00000000
NS
USD
474387.87000000
0.056514230858
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787107
5176.00000000
NS
USD
589494.64000000
0.070226998372
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies, Inc.
N/A
Level 3 Financing, Inc.
527298BN2
580000.00000000
PA
USD
605772.30000000
0.072166169867
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04625000
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2018-IMC2
N/A
Starwood Mortgage Residential Trust
85572PAA1
934698.97000000
PA
USD
969674.47000000
0.115518145215
Long
ABS-CBDO
CORP
US
N
2
2048-10-25
Variable
0.04121000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
21502.00000000
NS
USD
1263242.50000000
0.150491154579
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corporation
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
370000.00000000
PA
USD
404879.90000000
0.048233687211
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
Volt LXXXIII LLC
N/A
Vericrest Opportunity Loan Transferee
92870FAA8
208965.05000000
PA
USD
209482.97000000
0.024955884574
Long
ABS-CBDO
CORP
US
N
2
2049-12-27
Variable
0.03425500
N
N
N
N
N
N
Harley-Davidson, Inc.
ZDNAWZWXIKMWI51R2A08
Harley-Davidson, Inc.
412822108
12438.00000000
NS
USD
456474.60000000
0.054380207751
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650BZ2
108000.00000000
PA
USD
112269.33000000
0.013374740871
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.02750000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
250000.00000000
PA
USD
251250.00000000
0.029931626420
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.04500000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep NV
456837AK9
225000.00000000
PA
USD
247172.57000000
0.029445878712
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
0.04100000
N
N
N
N
N
N
Bank of America Corporation
N/A
Banc of America Mortgage Securities Trust
05949CGB6
591139.00600000
PA
USD
579016.10000000
0.068978680981
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
0.02500400
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAF8
382000.00000000
PA
USD
401875.69000000
0.047875793116
Long
DBT
CORP
US
N
2
2024-08-01
Variable
0.05000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHF9
328000.00000000
PA
USD
350448.82000000
0.041749266307
Long
DBT
CORP
US
N
2
2024-03-05
Variable
0.03550000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.125%
74460W537
17650.00000000
NS
USD
478844.50000000
0.057045152984
Long
EP
CORP
US
N
1
N
N
N
Wayfair Inc.
54930027N9ZAVYFDHK53
Wayfair, Inc.
94419L101
119.00000000
NS
USD
26871.39000000
0.003201211569
Long
EC
CORP
US
N
1
N
N
N
Liberty Global plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAM7
455000.00000000
PA
USD
472631.25000000
0.056304963222
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
0.05500000
N
N
N
N
N
N
Crestwood Equity Partners LP
549300CUY0F1TYDLDL45
Crestwood Equity Partners, LP, 9.250%
226344307
49859.00000000
NS
USD
372446.73000000
0.044369896054
Long
EP
CORP
US
N
1
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAE3
111000.00000000
PA
USD
120908.97000000
0.014403988540
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.05250000
N
N
N
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Term Loan
N/A
440000.00000000
PA
USD
440000.00000000
0.052417574626
Long
DBT
CORP
US
N
3
2027-11-20
Floating
0.04500000
N
N
N
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Partners, LP
96950FAL8
215000.00000000
PA
USD
237018.60000000
0.028236227621
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EAC9
111000.00000000
PA
USD
123478.53000000
0.014710102411
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
0.04375000
N
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BN3
1010000.00000000
PA
USD
1063025.00000000
0.126639073334
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04000000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331ABN8
56000.00000000
PA
USD
60390.04000000
0.007194316882
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.02600000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 2-Yr. U.S. Treasury Note
N/A
123.00000000
NC
USD
29410.53000000
0.003503701479
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
27150706.35000000
USD
29410.53000000
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AN2
589000.00000000
PA
USD
625580.29000000
0.074525912581
Long
DBT
CORP
US
N
2
2044-03-15
Variable
0.05200000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust 2006-2
N/A
Renaissance Home Equity Loan Trust
759676AF6
1163574.03000000
PA
USD
662671.12000000
0.078944574739
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Variable
0.05797000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48124BAC9
600000.00000000
PA
USD
619512.00000000
0.073802992027
Long
DBT
CORP
US
N
2
2023-05-01
Variable
0.05150000
N
N
N
N
N
N
Hess Midstream LP
N/A
Hess Midstream Operations, LP
428102AC1
250000.00000000
PA
USD
260000.00000000
0.030974021370
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AYWN7
1304951.88000000
PA
USD
126124.38000000
0.015025304774
Long
ABS-CBDO
USGSE
US
N
2
2033-02-15
Fixed
0.03000000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Debt Fund
N/A
4047957.92100000
NS
USD
41977323.64000000
5.000794305726
Long
RF
US
N
2
N
N
N
WideOpenWest Finance, LLC
54930045JY28O5B5WE54
WideOpenWest Finance, LLC, Term Loan
N/A
1229146.73000000
PA
USD
1222656.84000000
0.145656150348
Long
DBT
CORP
US
N
2
2023-08-19
Floating
0.04250000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAH5
111000.00000000
PA
USD
119345.53000000
0.014217734602
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.03375000
N
N
N
N
N
N
Marriott Vacations Worldwide Corporation
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corporation, Convertible
57164YAB3
148000.00000000
PA
USD
167532.34000000
0.019958270305
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.01500000
N
N
N
N
Y
Marriott Vacations Worldwide Corp
Marriott Vacations Worldwide Corp
USD
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
133000.00000000
PA
USD
135216.39000000
0.016108443667
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
0.01589000
N
N
N
N
N
N
Silver Hill Trust 2019-SBC1
N/A
Silver Hill Trust
82773XAA8
949814.42000000
PA
USD
981570.80000000
0.116935365136
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
0.03102000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CS2
360000.00000000
PA
USD
329461.20000000
0.039248993267
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03500000
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCG4
300000.00000000
PA
USD
296250.00000000
0.035292514734
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.04250000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780097AY7
110000.00000000
PA
USD
123291.28000000
0.014687795159
Long
DBT
CORP
GB
N
2
2023-06-10
Fixed
0.06100000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DA0
180000.00000000
PA
USD
171900.00000000
0.020478593359
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03450000
N
N
N
N
N
N
Sound Point CLO XXI, Ltd.
5493001O6AOY43J70E72
Sound Point CLO XXI, Ltd.
83613HAC1
2400000.00000000
PA
USD
2400007.20000000
0.285914901159
Long
ABS-O
CORP
KY
N
2
2031-10-26
Floating
0.01664800
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCD3
880000.00000000
PA
USD
949520.00000000
0.113117126043
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385AF3
1400000.00000000
PA
USD
1399994.55000000
0.166782542730
Long
STIV
USGSE
US
N
2
N
N
N
CHS Inc.
XEIEFTLYDQ1MZ6TZV015
CHS, Inc., 6.750%
12542R704
26000.00000000
NS
USD
726180.00000000
0.086510441686
Long
EP
CORP
US
N
1
N
N
N
American Campus Communities, Inc.
529900MR3ZXRO3W6UX26
American Campus Communities, Inc.
024835100
15157.00000000
NS
USD
648264.89000000
0.077228348293
Long
EC
CORP
US
N
1
N
N
N
Standard Diversified Inc.
549300IYG00QF0VVP302
Turning Point Brands, Inc.
90041L105
8534.00000000
NS
USD
380275.04000000
0.045302489290
Long
EC
CORP
US
N
1
N
N
N
Great Southern Bancorp, Inc.
5493000ZL7DLNMN1AB26
Great Southern Bancorp, Inc.
390905107
1469.00000000
NS
USD
71834.10000000
0.008557657494
Long
EC
CORP
US
N
1
N
N
N
Workiva Inc.
529900RTOQ8GRWHY1O58
Workiva, Inc.
98139A105
3411.00000000
NS
USD
312515.82000000
0.037230275720
Long
EC
CORP
US
N
1
N
N
N
AerCap Holdings N.V.
N/A
ILFC E-Capital Trust II
44965UAA2
372000.00000000
PA
USD
257204.52000000
0.030640993457
Long
DBT
CORP
US
N
2
2065-12-21
Floating
0.03480000
N
N
N
N
N
N
Caterpillar Inc.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corporation
14913R2C0
111000.00000000
PA
USD
115275.77000000
0.013732900628
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.01450000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2H5
233000.00000000
PA
USD
246323.76000000
0.029344759254
Long
DBT
CORP
US
N
2
2025-10-30
Variable
0.02406000
N
N
N
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BT3
200000.00000000
PA
USD
211780.00000000
0.025229531714
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.06250000
N
N
N
N
N
N
Kilroy Realty Corporation
5493008CT3N3JR7P1552
Kilroy Realty, LP
49427RAL6
125000.00000000
PA
USD
140192.58000000
0.016701261418
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.04375000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
240000.00000000
PA
USD
253200.00000000
0.030163931580
Long
DBT
CORP
US
N
2
2025-09-15
Variable
0.03850000
N
N
N
N
N
N
United Airlines Pass Through Trust Series 2015-1 -A
N/A
United Airlines Pass Through Trust
90932LAB3
70000.00000000
PA
USD
69371.44000000
0.008264278711
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.03700000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
N/A
2170000.00000000
PA
USD
2151923.90000000
0.256360526406
Long
DBT
CORP
US
N
2
2025-10-02
Floating
0.05750000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 7.125%
61762V200
22200.00000000
NS
USD
652902.00000000
0.077780771156
Long
EP
CORP
US
N
1
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364GAM5
111000.00000000
PA
USD
110937.79000000
0.013216113377
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.00900000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDQ4
67000.00000000
PA
USD
69094.93000000
0.008231337839
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02946000
N
N
N
N
N
N
Banco Santander, S.A.
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA
05969BAD5
67000.00000000
PA
USD
76973.62000000
0.009169932887
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
0.05375000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHL6
497000.00000000
PA
USD
538812.98000000
0.064189249065
Long
DBT
CORP
US
N
2
2024-07-23
Variable
0.03864000
N
N
N
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
360000.00000000
PA
USD
424800.00000000
0.050606785684
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06875000
N
N
N
N
N
N
Standard Life Aberdeen plc
549300J666ZH67203572
Aberdeen Asia-Pacific Income Fund, Inc.
003009107
38518.00000000
NS
USD
171405.10000000
0.020419635501
Long
RF
US
N
1
N
N
N
Allegion plc
N/A
Allegion plc
G0176J109
920.00000000
NS
USD
107069.60000000
0.012755292609
Long
EC
CORP
IE
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
700000.00000000
PA
USD
767550.00000000
0.091438885010
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04750000
N
N
N
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
2286.00000000
NS
USD
274068.54000000
0.032650018518
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
130000.00000000
PA
USD
128375.00000000
0.015293423051
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.04750000
N
N
N
N
N
N
USA Compression Partners, LP
N/A
USA Compression Partners, LP
91740PAC2
150000.00000000
PA
USD
156750.00000000
0.018673760960
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.06875000
N
N
N
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
1324.00000000
NS
USD
2320495.36000000
0.276442587961
Long
EC
CORP
US
N
1
N
N
N
Credit Mortgage Pretium LLC, Series 2019-Cfl1
N/A
Pretium Mortgage Credit Partners, LLC
74142QAA4
1852595.19000000
PA
USD
1851748.00000000
0.220600315862
Long
ABS-O
CORP
US
N
2
2059-01-25
Variable
0.03721100
N
N
N
N
N
N
Groupe BPCE
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
110000.00000000
PA
USD
113803.47000000
0.013557504276
Long
DBT
CORP
FR
N
2
2022-05-22
Fixed
0.03000000
N
N
N
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAF3
80000.00000000
PA
USD
78400.00000000
0.009339858751
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.05625000
N
N
N
N
N
U.S. Bancorp
N/A
USB Realty Corporation
903312AA4
496000.00000000
PA
USD
370760.00000000
0.044168954473
Long
DBT
CORP
US
N
2
2022-01-15
Floating
0.01383900
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
220000.00000000
PA
USD
234300.00000000
0.027912358488
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
Endeavor Energy Resources, LP
N/A
Endeavor Energy Resources, LP
29260FAE0
360000.00000000
PA
USD
388332.00000000
0.046262321795
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
Suncor Energy Inc.
N/A
Canadian Oil Sands, Ltd.
13643EAA3
108000.00000000
PA
USD
112469.68000000
0.013398608737
Long
DBT
CORP
CA
N
2
2021-09-01
Fixed
0.09400000
N
N
N
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AN6
111000.00000000
PA
USD
123317.28000000
0.014690892561
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.03844000
N
N
N
N
N
N
S&P Global Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
1706.00000000
NS
USD
560813.38000000
0.066810175449
Long
EC
CORP
US
N
1
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BA0
57000.00000000
PA
USD
59417.71000000
0.007078482381
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.02200000
N
N
N
N
N
N
Anterix Inc.
549300QIX2QHFGIEQG40
Anterix, Inc.
03676C100
33.00000000
NS
USD
1240.80000000
0.000147817560
Long
EC
CORP
US
N
1
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884L109
16357.00000000
NS
USD
207897.47000000
0.024767002609
Long
EC
CORP
US
N
1
N
N
N
Groupe BPCE
9695005MSX1OYEMGDF46
BPCE SA
05583JAG7
114000.00000000
PA
USD
120458.99000000
0.014350382040
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
0.02375000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCU1
107000.00000000
PA
USD
111899.35000000
0.013330664839
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02800000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
266248.48000000
PA
USD
259858.52000000
0.030957166737
Long
DBT
CORP
US
N
2
2024-09-12
Floating
0.04714400
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - ACES
3136B6XA6
20831470.75000000
PA
USD
2224544.85000000
0.265011922010
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
0.01465700
N
N
N
N
N
N
Financial Institutions, Inc.
N/A
Financial Institutions, Inc.
317585404
355.00000000
NS
USD
7987.50000000
0.000951557675
Long
EC
CORP
US
N
1
N
N
N
Toll Brothers, Inc.
N/A
Toll Brothers Finance Corporation
88947EAK6
222000.00000000
PA
USD
230880.00000000
0.027504930976
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.05875000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien, Ltd.
67077M108
9822.00000000
NS
USD
473027.52000000
0.056352171204
Long
EC
CORP
CA
N
1
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AB3K7
2077130.20000000
PA
USD
125055.29000000
0.014897943172
Long
ABS-CBDO
USGSE
US
N
2
2028-02-25
Fixed
0.03000000
N
N
N
N
N
N
Business Jet Securities 2020-1 LLC
N/A
Business Jet Securities, LLC
12327FAA5
485395.10000000
PA
USD
491952.93000000
0.058606771411
Long
ABS-CBDO
CORP
US
N
2
2035-11-15
Fixed
0.02981000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAF9
114000.00000000
PA
USD
117988.91000000
0.014056119306
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.02300000
N
N
N
N
N
N
Sensient Technologies Corporation
CMMZHMFZQG86EI7WZU92
Sensient Technologies Corporation
81725T100
73.00000000
NS
USD
5385.21000000
0.000641544652
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
770000.00000000
PA
USD
809501.00000000
0.096436543358
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
Entercom Communications Corp.
549300S5JUSXRHNCHD80
Entercom Media Corporation
29365DAA7
250000.00000000
PA
USD
254062.50000000
0.030266681939
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.06500000
N
N
N
N
N
N
Hope Bancorp, Inc.
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
8004.00000000
NS
USD
87323.64000000
0.010402939582
Long
EC
CORP
US
N
1
N
N
N
Square, Inc.
549300OHIIUWSTIZME52
Square, Inc.
852234103
2589.00000000
NS
USD
563469.96000000
0.067126656086
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
1925.00000000
NS
USD
343728.00000000
0.040948609298
Long
EC
CORP
US
N
1
N
N
N
Meridian Bancorp, Inc.
N/A
Meridian Bancorp, Inc.
58958U103
8274.00000000
NS
USD
123365.34000000
0.014696617990
Long
EC
CORP
US
N
1
N
N
N
Four Corners Property Trust, Inc.
549300SVTPZPBDVNER42
Four Corners Property Trust, Inc.
35086T109
5844.00000000
NS
USD
173975.88000000
0.020725894711
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
1564.00000000
NS
USD
169787.84000000
0.020226969940
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131AS1
110000.00000000
PA
USD
119864.35000000
0.014279542070
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.04875000
N
N
N
N
N
N
FLIR Systems, Inc.
VOBD35NEPH6WISIRTJ85
FLIR Systems, Inc.
302445101
6214.00000000
NS
USD
272359.62000000
0.032446433424
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
Washington Mutual Mortgage Pass Through Certificates
93934FGH9
347954.07200000
PA
USD
349344.01000000
0.041617649351
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
0.06000000
N
N
N
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665AJ5
600000.00000000
PA
USD
627684.00000000
0.074776529345
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05125000
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AM8
111000.00000000
PA
USD
112314.99000000
0.013380180386
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01000000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CE2
110000.00000000
PA
USD
119790.95000000
0.014270797866
Long
DBT
CORP
US
N
2
2023-10-17
Fixed
0.03700000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P Mid-Cap 400 Index
N/A
-10.00000000
NC
USD
-66925.32000000
-0.00797287035
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
S&P Midcap 400 Index
MID
2021-03-22
-2236574.68000000
USD
-66925.32000000
N
N
N
EW SCRIPPS CO
549300U1OW41QPKYW028
E.W. Scripps Company, Term Loan
N/A
355000.00000000
PA
USD
355000.00000000
0.042291452255
Long
DBT
CORP
US
N
2
2027-12-15
Floating
0.00000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CF7
112000.00000000
PA
USD
127325.88000000
0.015168440492
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04133000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MG3
496000.00000000
PA
USD
515530.00000000
0.061415527834
Long
DBT
CORP
US
N
2
2024-09-12
Variable
0.05000000
N
N
N
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BB2
130000.00000000
PA
USD
135928.00000000
0.016193218372
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04125000
N
N
N
N
N
N
CIT Group Inc.
N/A
Residential Asset Securitization Trust
45660NYL3
452887.22000000
PA
USD
455570.49000000
0.054272500357
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
0.02740200
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAM3
172000.00000000
PA
USD
181675.00000000
0.021643097432
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
250000.00000000
PA
USD
261210.02000000
0.031118172083
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
0.02193000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
13845.00000000
NS
USD
2178926.10000000
0.259577321482
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
234000.00000000
PA
USD
253943.14000000
0.030252462481
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
0.04100000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc., Term Loan
N/A
522962.50000000
PA
USD
518778.80000000
0.061802560144
Long
DBT
CORP
US
N
2
2025-05-30
Floating
0.01896800
N
N
N
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
G5960L103
13953.00000000
NS
USD
1634454.42000000
0.194713946668
Long
EC
CORP
US
N
1
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAG0
360000.00000000
PA
USD
383400.00000000
0.045674768435
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
Western Alliance Bancorporation
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
20523.00000000
NS
USD
1230353.85000000
0.146573101703
Long
EC
CORP
US
N
1
N
N
N
Dryden 36 Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
750000.00000000
PA
USD
750387.75000000
0.089394331555
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
0.02203820
N
N
N
N
N
N
Reata Pharmaceuticals, Inc.
5299005F094GH9QDDD80
Reata Pharmaceuticals, Inc.
75615P103
364.00000000
NS
USD
44997.68000000
0.005360611930
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667G5S8
262709.83300000
PA
USD
252818.23000000
0.030118450995
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
0.02889400
N
N
N
N
N
N
MarketAxess Holdings Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
86.00000000
NS
USD
49068.16000000
0.005845531678
Long
EC
CORP
US
N
1
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation, Convertible
26884LAJ8
223000.00000000
PA
USD
262415.62000000
0.031261796237
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.01750000
N
N
N
N
Y
EQT Corp
EQT Corp
USD
XXXX
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company, 4.950%
842587800
19200.00000000
NS
USD
526080.00000000
0.062672358317
Long
EP
CORP
US
N
1
N
N
N
Harley-Davidson, Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41283LAU9
180000.00000000
PA
USD
186283.37000000
0.022192096474
Long
DBT
CORP
US
N
2
2022-02-04
Fixed
0.04050000
N
N
N
N
N
N
Mylan N.V.
254900JOFV74IJ7H9933
Mylan NV
62854AAM6
148000.00000000
PA
USD
149430.17000000
0.017801743380
Long
DBT
CORP
NL
N
2
2021-06-15
Fixed
0.03150000
N
N
N
N
N
N
JELD-WEN Holding, Inc.
549300XWE6NM0N1HFW16
Jeld-Wen, Inc.
475795AC4
340000.00000000
PA
USD
346973.40000000
0.041335236563
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04625000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
16265.00000000
NS
USD
351974.60000000
0.041931033777
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148BAB4
500000.00000000
PA
USD
498990.00000000
0.059445103551
Long
DBT
CORP
US
N
2
2021-02-04
Floating
0.04127900
N
N
N
N
N
N
QCR Holdings, Inc.
549300MWKWM7KWJVQO33
QCR Holdings, Inc.
74727A104
206.00000000
NS
USD
8155.54000000
0.000971576424
Long
EC
CORP
US
N
1
N
N
N
Simmons Foods, Inc.
5493002Z1TVWRIL6NM97
Simmons Foods, Inc.
82873LAA3
320000.00000000
PA
USD
326800.00000000
0.038931962245
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.05750000
N
N
N
N
N
N
Ameren Corporation
XRZQ5S7HYJFPHJ78L959
Ameren Corporation
023608AH5
109000.00000000
PA
USD
116146.69000000
0.013836654069
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02500000
N
N
N
N
N
N
Porsche Automobil Holding SE
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668AR3
200000.00000000
PA
USD
219948.26000000
0.026202623482
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.04250000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBT2
221000.00000000
PA
USD
223446.18000000
0.026619333670
Long
DBT
CORP
US
N
2
2026-11-19
Variable
0.01045000
N
N
N
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
251.00000000
NS
USD
1024044.86000000
0.121995336067
Long
EC
CORP
US
N
1
N
N
N
National Australia Bank Limited
549300E2IPL06NDXMZ63
National Australia Bank, Ltd.
63254ABC1
171000.00000000
PA
USD
176431.81000000
0.021018471743
Long
DBT
CORP
AU
N
2
2022-12-13
Fixed
0.01875000
N
N
N
N
N
N
LCPR LOAN FINANCING LLC
N/A
LCPR Loan Financing, LLC, Term Loan
N/A
1550000.00000000
PA
USD
1554200.50000000
0.185153228848
Long
DBT
CORP
US
N
2
2026-10-15
Floating
0.05158600
N
N
N
N
N
N
The Mosaic Company
2YD5STGSJNMUB7H76907
Mosaic Company
61945CAF0
55000.00000000
PA
USD
57472.60000000
0.006846759771
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.03250000
N
N
N
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
39418.00000000
NS
USD
576685.34000000
0.068701015557
Long
EC
CORP
US
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
258.00000000
NS
USD
305843.52000000
0.036435398940
Long
EC
CORP
US
N
1
N
N
N
XPLORNET COMMUNICATIONS
254900V3NB5MGOZS4O08
Xplornet Communications, Inc., Term Loan
N/A
737422.18000000
PA
USD
737606.54000000
0.087871695125
Long
DBT
CORP
US
N
2
2027-06-10
Floating
0.04896700
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AS7
235000.00000000
PA
USD
252301.50000000
0.030056892510
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.02750000
N
N
N
N
N
N
Targa Resources Corp.
N/A
Targa Resources Partners, LP
87612BBE1
160000.00000000
PA
USD
168059.20000000
0.020021035585
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05375000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
General Electric Company
369604BQ5
745000.00000000
PA
USD
690808.70000000
0.082296628601
Long
DBT
CORP
US
N
2
2021-03-15
Variable
0.05000000
N
N
N
N
N
N
Cargill, Incorporated
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BL7
114000.00000000
PA
USD
116838.27000000
0.013919042583
Long
DBT
CORP
US
N
2
2023-07-23
Fixed
0.01375000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
100000.00000000
PA
USD
102380.00000000
0.012196616568
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
Nucor Corporation
670346AR6
56000.00000000
PA
USD
59293.25000000
0.007063655356
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.02000000
N
N
N
N
N
N
Napco Security Technologies, Inc.
529900KV21J4YY9YST76
NAPCO Security Technologies, Inc.
630402105
3128.00000000
NS
USD
82016.16000000
0.009770654971
Long
EC
CORP
US
N
1
N
N
N
Countrywide Home Loans Servicing LP Countrywide Alternative Loan Trust, Series 2005-85CB
N/A
Countrywide Alternative Loan Trust
12668BEG4
298622.62400000
PA
USD
288287.62000000
0.034343949625
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Fixed
0.05500000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Upjohn, Inc.
91533BAB6
111000.00000000
PA
USD
114706.41000000
0.013665072287
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
0.01650000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
111000.00000000
PA
USD
113322.88000000
0.013500251180
Long
DBT
CORP
NL
N
2
2026-06-24
Variable
0.01339000
N
N
N
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AT9
200000.00000000
PA
USD
316675.00000000
0.037725762374
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAV5
57000.00000000
PA
USD
61777.51000000
0.007359607365
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.04250000
N
N
N
N
N
N
Ovintiv Inc.
N/A
Encana Corporation
292505AE4
150000.00000000
PA
USD
167349.89000000
0.019936534881
Long
DBT
CORP
CA
N
2
2037-08-15
Fixed
0.06625000
N
N
N
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109104
3629.00000000
NS
USD
225614.93000000
0.026877698704
Long
EC
CORP
US
N
1
N
N
N
Halliburton Company
ENYF8GB5SMQZ25S06U51
Halliburton Company
406216101
9159.00000000
NS
USD
173105.10000000
0.020622157948
Long
EC
CORP
US
N
1
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc.
59001K100
20044.00000000
NS
USD
559428.04000000
0.066645138715
Long
EC
CORP
US
N
1
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc., Convertible
122017AA4
581000.00000000
PA
USD
804837.41000000
0.095880965911
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
Y
Burlington Stores Inc
Burlington Stores Inc
USD
XXXX
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AM1
330000.00000000
PA
USD
346170.00000000
0.041239526837
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.07500000
N
N
N
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752AQ1
137000.00000000
PA
USD
146263.94000000
0.017424547704
Long
DBT
CORP
KY
N
2
2025-04-07
Fixed
0.03075000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GVR2
167000.00000000
PA
USD
191497.01000000
0.022813201846
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
0.04250000
N
N
N
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc., Convertible
703343AB9
149000.00000000
PA
USD
157319.07000000
0.018741554754
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.01000000
N
N
N
N
N
Patrick Industries Inc
Patrick Industries Inc
USD
XXXX
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AC0
580000.00000000
PA
USD
606100.00000000
0.072205209047
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.05875000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780099CE5
110000.00000000
PA
USD
120970.85000000
0.014411360357
Long
DBT
CORP
GB
N
2
2022-12-15
Fixed
0.06125000
N
N
N
N
N
N
Tenneco Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AR6
200000.00000000
PA
USD
184000.00000000
0.021920076661
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05000000
N
N
N
N
N
N
Alexion Pharmaceuticals, Inc.
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals, Inc.
015351109
2308.00000000
NS
USD
360601.92000000
0.042958813754
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAC7
112000.00000000
PA
USD
120708.65000000
0.014380124248
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AL5
36000.00000000
PA
USD
37119.60000000
0.004422089552
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.04500000
N
N
N
N
N
N
PDC Energy, Inc.
5493008W8H2T511J5Y59
PDC Energy, Inc., Convertible
69327RAD3
17000.00000000
PA
USD
16516.86000000
0.001967667594
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.01125000
N
N
N
N
Y
PDC Energy Inc
PDC Energy Inc
USD
XXXX
N
N
N
CABLEVISION LIGHTPATH
N/A
Cablevision Lightpath, LLC, Term Loan
N/A
715000.00000000
PA
USD
712990.85000000
0.084939207017
Long
DBT
CORP
US
N
2
2027-12-01
Floating
0.03750000
N
N
N
N
N
N
PACCAR Inc
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corporation
69371RQ74
114000.00000000
PA
USD
120095.38000000
0.014307064871
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.02650000
N
N
N
N
N
N
NEWCO FINANCING PARTNERSHIP
213800WOI14YQDY3SW28
Newco Financing Partnership, Term Loan
N/A
770000.00000000
PA
USD
770385.00000000
0.091776620974
Long
DBT
CORP
US
N
2
2029-01-31
Floating
0.00000000
N
N
N
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
2848.00000000
NS
USD
1884094.40000000
0.224453770034
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140Q83V5
886755.56700000
PA
USD
963926.01000000
0.114833326280
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CAW5
216000.00000000
PA
USD
222503.20000000
0.026506995660
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02400000
N
N
N
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
2154.00000000
NS
USD
471144.42000000
0.056127835898
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
N53745100
2450.00000000
NS
USD
224567.00000000
0.026752857911
Long
EC
CORP
NL
N
1
N
N
N
Nine Energy Service, Inc.
549300KRLJCZBPZMKT65
Nine Energy Service, Inc.
65441V101
10078.00000000
NS
USD
27412.16000000
0.003265633960
Long
EC
CORP
US
N
1
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
190000.00000000
PA
USD
207575.00000000
0.024728586484
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HRW2
215000.00000000
PA
USD
218850.47000000
0.026071842825
Long
DBT
CORP
US
N
2
2023-10-24
Floating
0.01444700
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BH2
110000.00000000
PA
USD
125725.22000000
0.014977752504
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05250000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAD7
110000.00000000
PA
USD
112475.00000000
0.013399242513
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03750000
N
N
N
N
N
N
QUALCOMM Incorporated
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
6541.00000000
NS
USD
996455.94000000
0.118708644538
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Company
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180BQ3
112000.00000000
PA
USD
129157.98000000
0.015386700125
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
N/A
Penske Truck Leasing Company, LP
709599AS3
113000.00000000
PA
USD
115993.34000000
0.013818385353
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.03375000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAR2
150000.00000000
PA
USD
159000.00000000
0.018941805376
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2C6
115000.00000000
PA
USD
125527.17000000
0.014954158638
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
0.03750000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BFN5
220000.00000000
PA
USD
240304.88000000
0.028627724955
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.04125000
N
N
N
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
Nucor Corporation
670346105
6126.00000000
NS
USD
325841.94000000
0.038817827741
Long
EC
CORP
US
N
1
N
N
N
U.S. FOODSERVICE
5493000JOOFAOUY1JZ87
US Foods, Inc., Term Loan
N/A
198441.56000000
PA
USD
195262.53000000
0.023261791450
Long
DBT
CORP
US
N
2
2023-06-27
Floating
0.01896800
N
N
N
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAP5
400000.00000000
PA
USD
419924.00000000
0.050025903653
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
16474.00000000
NS
USD
1015786.84000000
0.121011551114
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
58013MFE9
226000.00000000
PA
USD
240738.65000000
0.028679400345
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.03350000
N
N
N
N
N
N
Markel Corporation
549300SCNO12JLWIK605
Markel Corporation
570535104
60.00000000
NS
USD
61998.00000000
0.007385874526
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corporation
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066G104
1586.00000000
NS
USD
828209.20000000
0.098665267153
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCS8
117000.00000000
PA
USD
134391.25000000
0.016010144036
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
QBE Insurance Group Limited
549300D2FBW76FPUSG65
QBE Insurance Group, Ltd.
74728GAE0
240000.00000000
PA
USD
262200.00000000
0.031236109243
Long
DBT
CORP
AU
N
2
2025-05-12
Variable
0.05875000
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231GBH4
113000.00000000
PA
USD
123655.70000000
0.014731208824
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
0.02992000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAV2
111000.00000000
PA
USD
134612.59000000
0.016036512459
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06125000
N
N
N
N
N
N
Lattice Semiconductor Corporation
549300LRBBPZDQ2II567
Lattice Semiconductor Corporation
518415104
2811.00000000
NS
USD
128800.02000000
0.015344056046
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12668BPM9
228478.69900000
PA
USD
169131.01000000
0.020148721223
Long
ABS-CBDO
CORP
US
N
2
2036-04-25
Fixed
0.06000000
N
N
N
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385AZ4
111000.00000000
PA
USD
116413.25000000
0.013868409589
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
John B. Sanfilippo & Son, Inc.
5299007IBEYVXKYDUX28
John B. Sanfilippo & Son, Inc.
800422107
1812.00000000
NS
USD
142894.32000000
0.017023122005
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corporation
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corporation
28176E108
7982.00000000
NS
USD
728197.86000000
0.086750831066
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231GBL5
165000.00000000
PA
USD
169675.66000000
0.020213605841
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.01571000
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
3193.00000000
NS
USD
296470.05000000
0.035318729478
Long
EC
CORP
US
N
1
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
1178.00000000
NS
USD
629499.64000000
0.074992828084
Long
EC
CORP
US
N
1
N
N
N
Cascades Inc.
N/A
Cascades USA, Inc.
14739LAA0
480000.00000000
PA
USD
507000.00000000
0.060399341671
Long
DBT
CORP
XX
N
2
2026-01-15
Fixed
0.05125000
N
N
N
N
N
N
Rayonier Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc. REIT
754907103
4047.00000000
NS
USD
118900.86000000
0.014164760686
Long
EC
CORP
US
N
1
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
064058AH3
120000.00000000
PA
USD
132336.00000000
0.015765300354
Long
DBT
CORP
US
N
2
2025-09-20
Variable
0.04700000
N
N
N
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818108
2249.00000000
NS
USD
468286.78000000
0.055787402811
Long
EC
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc., Convertible, 6.000%
459506309
888.00000000
NS
USD
36265.92000000
0.004320389927
Long
EP
CORP
US
N
1
N
N
N
Cummins Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
1262.00000000
NS
USD
286600.20000000
0.034142925844
Long
EC
CORP
US
N
1
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAN7
370000.00000000
PA
USD
399600.00000000
0.047604688228
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05875000
N
N
N
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343103
7908.00000000
NS
USD
540511.80000000
0.064391630938
Long
EC
CORP
US
N
1
N
N
N
Texas Roadhouse, Inc.
5299002Y1CNRPDGXTQ75
Texas Roadhouse, Inc.
882681109
3289.00000000
NS
USD
257068.24000000
0.030624758305
Long
EC
CORP
US
N
1
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057CR3
58000.00000000
PA
USD
66990.00000000
0.007980575736
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.05875000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
N/A
237650.00000000
PA
USD
235019.21000000
0.027998038588
Long
DBT
CORP
US
N
2
2025-03-14
Floating
0.05250000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AQ4
390000.00000000
PA
USD
395070.00000000
0.047065025472
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03950000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CK48
672045.94300000
PA
USD
42823.31000000
0.005101577381
Long
ABS-CBDO
CORP
US
N
2
2027-01-16
Fixed
0.04000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
134000.00000000
PA
USD
135468.36000000
0.016138461067
Long
DBT
CORP
CH
N
2
2027-01-30
Variable
0.01364000
N
N
N
N
N
N
Lumentum Holdings Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc., Convertible
55024UAB5
308000.00000000
PA
USD
507956.73000000
0.060513317731
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00250000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
Spire Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
3066.00000000
NS
USD
196346.64000000
0.023390942397
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31418CYM0
2112311.80200000
PA
USD
2256283.87000000
0.268793018486
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
Fulton Financial Corporation
5493005QLZ6O1BNC0C11
Fulton Financial Corporation
360271100
4874.00000000
NS
USD
61997.28000000
0.007385788752
Long
EC
CORP
US
N
1
N
N
N
CoBank, ACB
P0J8I7M2E0A77CKF1705
Cobank ACB, 6.250%
19075Q805
8650.00000000
NS
USD
912575.00000000
0.108715836738
Long
EP
CORP
US
N
1
N
N
N
Getty Realty Corp.
N/A
Getty Realty Corporation
374297109
633.00000000
NS
USD
17432.82000000
0.002076786689
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
15389.00000000
NS
USD
1411325.19000000
0.168132371520
Long
EC
CORP
US
N
1
N
N
N
PRPM Trust 2019-GS1
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359CAB1
1015637.15100000
PA
USD
1019086.66000000
0.121404661480
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Variable
0.04750000
N
N
N
N
N
N
Schlumberger Limited
549300P4EXZFF0LRNF59
Schlumberger Finance Canada, Ltd.
80685XAC5
111000.00000000
PA
USD
114121.32000000
0.013595370017
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
0.01400000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco, Inc., Term Loan
N/A
710138.42000000
PA
USD
691199.03000000
0.082343128947
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03146800
N
N
N
N
N
N
BlackRock, Inc.
U48QD6ILUF60LKMSND68
BlackRock Enhanced Global Dividend Trust
092501105
23840.00000000
NS
USD
260094.40000000
0.030985267322
Long
RF
US
N
1
N
N
N
CNH Industrial N.V.
549300PNSJ5B81UMVO28
CNH Industrial Capital, LLC
12592BAK0
67000.00000000
PA
USD
68968.39000000
0.008216263022
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
0.01950000
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231G102
5386.00000000
NS
USD
222010.92000000
0.026448349924
Long
EC
CORP
US
N
1
N
N
N
Vistra Energy Corp.
549300ZH5GKBTJZ7NM23
Vistra Operations Company, LLC
92840VAF9
570000.00000000
PA
USD
604200.00000000
0.071978860430
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
13426.00000000
NS
USD
519720.46000000
0.061914740902
Long
EC
CORP
US
N
1
N
N
N
Kraton Corporation
N/A
Kraton Polymers, LLC
50076XAC5
380000.00000000
PA
USD
387638.00000000
0.046179644984
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04250000
N
N
N
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc.
169656105
382.00000000
NS
USD
529723.22000000
0.063106378217
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AH9
117000.00000000
PA
USD
124555.27000000
0.014838375364
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02350000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCE3
360000.00000000
PA
USD
377550.00000000
0.044977852955
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04125000
N
N
N
N
N
N
Raytheon Technologies Corporation
549300JE3W6CWY2NAN77
Carrier Global Corporation
14448C104
13532.00000000
NS
USD
510427.04000000
0.060807607864
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
2891.00000000
NS
USD
564265.38000000
0.067221415148
Long
EC
CORP
US
N
1
N
N
N
Riserva Clo Ltd.
549300640C8OB2I8SN35
Riserva CLO, Ltd.
76761RAQ2
1200000.00000000
PA
USD
1199995.20000000
0.142956449880
Long
ABS-O
CORP
KY
N
2
2028-10-18
Floating
0.01917700
N
N
N
N
N
N
Prudential Financial, Inc.
F0ATD1Y4J8CHDKHSLD09
PGIM Global High Yield Fund, Inc.
69346J106
11687.00000000
NS
USD
169812.11000000
0.020229861246
Long
RF
US
N
1
N
N
N
Radnor Re 2018-1 Limited
549300ED4YNDE7SVU538
Radnor RE, Ltd.
750496AB7
1700000.00000000
PA
USD
1703455.25000000
0.202934074294
Long
ABS-CBDO
CORP
BM
N
2
2028-03-25
Floating
0.02848000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505104
39012.00000000
NS
USD
1182453.72000000
0.140866718432
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core International Equity Fund
N/A
5239947.37100000
NS
USD
51403883.71000000
6.123788432863
Long
RF
US
N
2
N
N
N
Domino's Pizza, Inc.
5299004V0Y8MI5D9FF45
Domino's Pizza, Inc.
25754A201
1842.00000000
NS
USD
706333.32000000
0.084146089800
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136ADMW6
771940.42000000
PA
USD
49167.12000000
0.005857320867
Long
ABS-CBDO
USGSE
US
N
2
2028-04-25
Fixed
0.03000000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159QD1
221000.00000000
PA
USD
230094.37000000
0.027411338205
Long
DBT
CORP
CA
N
2
2023-01-18
Fixed
0.02375000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LV1
218000.00000000
PA
USD
224161.98000000
0.026704607534
Long
DBT
CORP
US
N
2
2023-01-24
Variable
0.03142000
N
N
N
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
2198.00000000
NS
USD
306642.98000000
0.036530639290
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
34034.00000000
NS
USD
558497.94000000
0.066534335110
Long
EC
CORP
US
N
1
N
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores, Inc., Term Loan
N/A
678300.00000000
PA
USD
672364.88000000
0.080099400621
Long
DBT
CORP
US
N
2
2027-10-01
Floating
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
4110017.70000000
PA
USD
4313589.55000000
0.513881595784
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Fixed
0.03000000
N
N
N
N
N
N
Toorak Mortgage Corp. 2020-1 Ltd.
N/A
Toorak Mortgage Corporation
89052WAA7
1250000.00000000
PA
USD
1253190.13000000
0.149293607182
Long
ABS-CBDO
CORP
US
N
2
2023-03-25
Variable
0.02734300
N
N
N
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAG9
510000.00000000
PA
USD
533970.00000000
0.063612300734
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.05250000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385BB1
1500000.00000000
PA
USD
1499935.83000000
0.178688632508
Long
STIV
USGSE
US
N
2
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
18683KAM3
260000.00000000
PA
USD
263900.00000000
0.031438631690
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.05750000
N
N
N
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAM4
100000.00000000
PA
USD
99500.00000000
0.011853519716
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.08000000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513105
12903.00000000
NS
USD
684375.12000000
0.081530190738
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AV1
233000.00000000
PA
USD
253807.43000000
0.030236295233
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03550000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
02147RAQ3
894630.36900000
PA
USD
489365.50000000
0.058298528672
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Fixed
0.06500000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
167000.00000000
PA
USD
168686.70000000
0.020095790194
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
0.01319000
N
N
N
N
N
N
JBS S.A.
N/A
JBS USA, LLC
46590XAB2
430000.00000000
PA
USD
493966.80000000
0.058846685459
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAH6
140000.00000000
PA
USD
147175.00000000
0.017533083058
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.05750000
N
N
N
N
N
N
BigCommerce Holdings Inc
549300MOVEFQ78DMPG58
BigCommerce Holdings, Inc.
08975P108
3569.00000000
NS
USD
228951.35000000
0.027275169260
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation, Convertible
04010LAW3
90000.00000000
PA
USD
94725.00000000
0.011284669901
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.04625000
N
N
N
N
Y
Ares Capital Corp
Ares Capital Corp
USD
XXXX
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YAW0
470000.00000000
PA
USD
484988.30000000
0.057777069109
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05000000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441C204
5711.00000000
NS
USD
522899.16000000
0.062293422139
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022618
18327000.00000000
PA
USD
19316347.91000000
2.301172972916
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02500000
N
N
N
N
N
N
NATGASOLINE
549300OHXDYMQYZOWC24
Natgasoline, LLC, Term Loan
N/A
588000.00000000
PA
USD
583590.00000000
0.069523573582
Long
DBT
CORP
US
N
3
2025-11-14
Floating
0.03750000
N
N
N
N
N
N
First Horizon Corporation
N/A
First Horizon Mortgage Pass-Through Trust
32055GAB7
206012.37300000
PA
USD
133521.87000000
0.015906574056
Long
ABS-CBDO
CORP
US
N
2
2037-08-25
Variable
0.03524500
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BW3
172000.00000000
PA
USD
190060.00000000
0.022642009621
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04875000
N
N
N
N
N
N
BlackRock, Inc.
G737UEA5SJ50G32LUQ88
BlackRock Enhanced Equity Dividend Trust
09251A104
23757.00000000
NS
USD
201221.79000000
0.023971723167
Long
RF
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BQ2
163000.00000000
PA
USD
165313.12000000
0.019693892737
Long
DBT
CORP
GB
N
2
2022-09-10
Variable
0.02744000
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
580135101
2176.00000000
NS
USD
466926.08000000
0.055625301462
Long
EC
CORP
US
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAV1
163000.00000000
PA
USD
168344.82000000
0.020055061739
Long
DBT
CORP
JP
N
2
2023-07-16
Variable
0.02721000
N
N
N
N
N
N
Medtronic plc
D56MRZY2INAN94ZONZ37
Medtronic, Inc.
585055BS4
40000.00000000
PA
USD
44879.98000000
0.005346590229
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.03500000
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
250000.00000000
PA
USD
258125.00000000
0.030750651023
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.03375000
N
N
N
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
1462.00000000
NS
USD
654274.24000000
0.077944247275
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832Q109
9838.00000000
NS
USD
471535.34000000
0.056174406530
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667FW76
562282.92500000
PA
USD
558526.65000000
0.066537755357
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Fixed
0.05000000
N
N
N
N
N
N
HomeTrust Bancshares, Inc.
N/A
Hometrust Bancshares, Inc.
437872104
923.00000000
NS
USD
17823.13000000
0.002123284651
Long
EC
CORP
US
N
1
N
N
N
SENSATA TECHNOLOGIES INC
N/A
Sensata Technologies, Inc.
81728UAB0
530000.00000000
PA
USD
549387.40000000
0.065448988723
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
Chubb Limited
CZCBJZWDMLTHWJDXU843
ACE INA Holdings, Inc.
00440EAU1
70000.00000000
PA
USD
72966.67000000
0.008692581522
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
0.02875000
N
N
N
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc.
67020Y100
40672.00000000
NS
USD
1793228.48000000
0.213628835619
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corporation
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corporation
89236THP3
223000.00000000
PA
USD
224546.71000000
0.026750440746
Long
DBT
CORP
US
N
2
2025-10-16
Fixed
0.00800000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAL3
108000.00000000
PA
USD
112972.47000000
0.013458506538
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
0.02900000
N
N
N
N
N
N
Dana Incorporated
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
400000.00000000
PA
USD
430692.00000000
0.051308704661
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05625000
N
N
N
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAL6
210000.00000000
PA
USD
225293.25000000
0.026839376692
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04750000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816109
2882.00000000
NS
USD
348462.62000000
0.041512648609
Long
EC
CORP
US
N
1
N
N
N
National Instruments Corporation
549300TP4OOPCYWDUP86
National Instruments Corporation
636518102
7674.00000000
NS
USD
337195.56000000
0.040170394159
Long
EC
CORP
US
N
1
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
135000.00000000
PA
USD
137025.00000000
0.016323904916
Long
DBT
CORP
US
N
3
2028-11-06
Floating
0.07500000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAD4
112000.00000000
PA
USD
122303.69000000
0.014570142721
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
0.02875000
N
N
N
N
N
N
Trustmark Corporation
5493000HPQ4D2RZ79739
Trustmark Corporation
898402102
320.00000000
NS
USD
8739.20000000
0.001041108336
Long
EC
CORP
US
N
1
N
N
N
Voya Financial, Inc.
549300YJVN8KX08ZHI42
Voya Global Equity Dividend & Premium Opportunity Fund
92912T100
47538.00000000
NS
USD
248148.36000000
0.029562125406
Long
RF
US
N
1
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAD3
107000.00000000
PA
USD
116975.28000000
0.013935364701
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
0.04200000
N
N
N
N
N
N
Lakeland Bancorp, Inc.
549300NF90LR9ETZDR73
Lakeland Bancorp, Inc.
511637100
621.00000000
NS
USD
7886.70000000
0.000939549285
Long
EC
CORP
US
N
1
N
N
N
HARBOR FREIGHT TOOLS
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc., Term Loan
N/A
925000.00000000
PA
USD
923455.25000000
0.110012010184
Long
DBT
CORP
US
N
2
2027-10-19
Floating
0.04000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 5.375%
06053U601
5800.00000000
NS
USD
158398.00000000
0.018870088603
Long
EP
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F020414
17500000.00000000
PA
USD
18293094.05000000
2.179271869352
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.02000000
N
N
N
N
N
N
Citigroup Inc.
N/A
Citigroup Mortgage Loan Trust, Inc.
17311LAA9
1222043.13900000
PA
USD
1198149.14000000
0.142736527180
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Variable
0.03735100
N
N
N
N
N
N
GC Advisors LLC
2549005WE0QLGK9APF78
Golub Capital BDC, Inc.
38173M102
19714.00000000
NS
USD
278755.96000000
0.033208434854
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corporation
549300ZLBKR8VSU25153
Otis Worldwide Corporation
68902V107
3266.00000000
NS
USD
220618.30000000
0.026282445918
Long
EC
CORP
US
N
1
N
N
N
Federation Nationale du Credit Agricole
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
111000.00000000
PA
USD
115106.28000000
0.013712709140
Long
DBT
CORP
FR
N
2
2026-06-16
Variable
0.01907000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP, 7.600%
29278N509
5300.00000000
NS
USD
119515.00000000
0.014237923707
Long
EP
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Gas Partners, LP
958254AB0
110000.00000000
PA
USD
113025.00000000
0.013464764482
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.04000000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower 1 US, LLC, Term Loan
N/A
512088.25000000
PA
USD
507930.09000000
0.060510144085
Long
DBT
CORP
US
N
2
2025-01-15
Floating
0.02500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BL5
100000.00000000
PA
USD
108949.00000000
0.012979187131
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
Accenture plc
N/A
Accenture plc
G1151C101
3151.00000000
NS
USD
823072.71000000
0.098053352726
Long
EC
CORP
IE
N
1
N
N
N
Daimler AG
549300423Z16BB673J12
Daimler Finance North America, LLC
233851DU5
118000.00000000
PA
USD
122003.18000000
0.014534342709
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02550000
N
N
N
N
N
N
DICK'S Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
743.00000000
NS
USD
41764.03000000
0.004975384452
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME Ultra Long Term U.S. Treasury Bond
N/A
-3.00000000
NC
USD
4083.45000000
0.000486464875
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
-644770.95000000
USD
4083.45000000
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAQ3
108000.00000000
PA
USD
111963.16000000
0.013338266578
Long
DBT
CORP
JP
N
2
2022-07-12
Fixed
0.02784000
N
N
N
N
N
N
Stoneridge, Inc.
PNBCIH9LE7WI83VJIF08
Stoneridge, Inc.
86183P102
9037.00000000
NS
USD
273188.51000000
0.032545179795
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BH6
167000.00000000
PA
USD
173157.31000000
0.020628377770
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
0.01375000
N
N
N
N
N
N
FS/KKR Advisor, LLC
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635206
11700.00000000
NS
USD
193752.00000000
0.023081840725
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corporation
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
14042TCT2
171000.00000000
PA
USD
178852.28000000
0.021306824395
Long
DBT
CORP
US
N
2
2026-01-28
Variable
0.02280000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CA8
118000.00000000
PA
USD
132039.32000000
0.015729956613
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.04300000
N
N
N
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
6195.00000000
NS
USD
749223.30000000
0.089255609635
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AE4H7
2872308.16000000
PA
USD
139451.42000000
0.016612966396
Long
ABS-CBDO
USGSE
US
N
2
2031-11-25
Fixed
0.03000000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDM0
111000.00000000
PA
USD
111693.64000000
0.013306158431
Long
DBT
CORP
US
N
2
2023-09-08
Fixed
0.00650000
N
N
N
N
N
N
Ralph Lauren Corporation
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corporation
731572AA1
111000.00000000
PA
USD
113015.92000000
0.013463682774
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.01700000
N
N
N
N
N
N
Lennox International Inc.
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
590.00000000
NS
USD
161642.30000000
0.019256584825
Long
EC
CORP
US
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903AP8
223000.00000000
PA
USD
241421.02000000
0.028760691664
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.03750000
N
N
N
N
N
N
Bayer Aktiengesellschaft
529900XWNEXYNJ3X6T40
Bayer U.S. Finance II, LLC
07274NAA1
213000.00000000
PA
USD
215588.04000000
0.025683186761
Long
DBT
CORP
US
N
2
2021-06-25
Fixed
0.03500000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAC7
233000.00000000
PA
USD
238978.53000000
0.028469715750
Long
DBT
CORP
GB
N
2
2022-01-11
Fixed
0.03000000
N
N
N
N
N
N
BlackLine, Inc.
N/A
Blackline, Inc.
09239B109
1934.00000000
NS
USD
257956.92000000
0.030730627510
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912XAZ7
220000.00000000
PA
USD
220670.08000000
0.026288614514
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
0.02500000
N
N
N
N
N
N
First Horizon Corporation
N/A
First Horizon Alternative Mortgage Securities Trust
32051GHJ7
255634.99500000
PA
USD
236949.56000000
0.028228002827
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Variable
0.02467100
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AAQ32
1523130.16000000
PA
USD
80336.28000000
0.009570529436
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
0.02500000
N
N
N
N
N
N
Industrial Logistics Properties Trust
5493004XH9PJW009HR47
Industrial Logistics Properties Trust
456237106
1545.00000000
NS
USD
35983.05000000
0.004286691383
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
Ultra 10-Yr. U.S. Treasury Note
N/A
-18.00000000
NC
USD
11079.90000000
0.001319957920
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
-2825548.74000000
USD
11079.90000000
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618M106
20560.00000000
NS
USD
364528.80000000
0.043426626312
Long
EC
CORP
US
N
1
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FV3
111000.00000000
PA
USD
116332.34000000
0.013858770712
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
0.01750000
N
N
N
N
N
N
Aon Plc
635400FALWQYX5E6QC64
Aon plc
G0403H108
881.00000000
NS
USD
186128.87000000
0.022173690757
Long
EC
CORP
GB
N
1
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
3244.00000000
NS
USD
254654.00000000
0.030337147838
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AX7
200000.00000000
PA
USD
202080.00000000
0.024073962455
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03750000
N
N
N
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity, Ltd.
H84989104
924.00000000
NS
USD
111868.68000000
0.013327011096
Long
EC
CORP
CH
N
1
N
N
N
Lululemon Athletica Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
2442.00000000
NS
USD
849889.26000000
0.101248031159
Long
EC
CORP
US
N
1
N
N
N
Bank of Marin Bancorp
N/A
Bank of Marin Bancorp
063425102
296.00000000
NS
USD
10164.64000000
0.001210922217
Long
EC
CORP
US
N
1
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAJ1
150000.00000000
PA
USD
145875.00000000
0.017378212951
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings, LLC
599191AA1
300000.00000000
PA
USD
322500.00000000
0.038419699584
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.06500000
N
N
N
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
1763.00000000
NS
USD
118085.74000000
0.014067654747
Long
EC
CORP
US
N
1
N
N
N
Banco Santander, S.A.
PTCQB104N23FMNK2RZ28
Santander UK plc
80283LAY9
171000.00000000
PA
USD
176682.16000000
0.021048296152
Long
DBT
CORP
GB
N
2
2023-01-13
Fixed
0.02100000
N
N
N
N
N
N
State Street Corporation
549300EJNY3KKJHPOY44
Health Care Select Sector SPDR Fund
81369Y209
1944.00000000
NS
USD
220527.36000000
0.026271612159
Long
RF
US
N
1
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Company BV, Term Loan
N/A
208428.92000000
PA
USD
134957.73000000
0.016077629281
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.000000000
N
N
Y
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Arconic, Inc.
443201108
27439.00000000
NS
USD
783109.06000000
0.093292449075
Long
EC
CORP
US
N
1
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887109
1553.00000000
NS
USD
388591.66000000
0.046293255311
Long
EC
CORP
US
N
1
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
3078.00000000
NS
USD
407527.20000000
0.048549062314
Long
EC
CORP
US
N
1
N
N
N
TCI-Flatiron CLO 2016-1 Ltd.
549300EEOTVLW827QY91
TCI-Flatiron CLO, Ltd.
87230AAQ9
2435000.00000000
PA
USD
2435000.00000000
0.290083623216
Long
ABS-O
CORP
KY
N
3
2032-01-17
Floating
0.02426000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc., Term Loan
N/A
2502044.08000000
PA
USD
2440118.49000000
0.290693393288
Long
DBT
CORP
US
N
2
2024-08-14
Floating
0.02896800
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
4297.00000000
NS
USD
711153.50000000
0.084720321948
Long
EC
CORP
US
N
1
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331A109
4786.00000000
NS
USD
329851.12000000
0.039295444768
Long
EC
CORP
US
N
1
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XAJ9
111000.00000000
PA
USD
128521.26000000
0.015310847129
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.04400000
N
N
N
N
N
N
EXGEN RENEWABLES IV LLC
5493004JBPWTPTK8LB51
Exgen Renewables IV, LLC, Term Loan
N/A
950000.00000000
PA
USD
948575.00000000
0.113004547389
Long
DBT
CORP
US
N
2
2027-12-11
Floating
0.03750000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAQ2
457000.00000000
PA
USD
509240.67000000
0.060666274596
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
0.03600000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
855000.00000000
PA
USD
893475.00000000
0.106440437475
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04875000
N
N
N
N
N
N
GRIFOLS WORLDWIDE OPERATIONS
N/A
Grifols Worldwide Operations USA, Inc., Term Loan
N/A
722700.00000000
PA
USD
715928.30000000
0.085289147937
Long
DBT
CORP
US
N
2
2027-11-15
Floating
0.02102200
N
N
N
N
N
N
Unum Group
N/A
Provident Financing Trust I
743863AA0
112000.00000000
PA
USD
129862.28000000
0.015470603984
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
0.07405000
N
N
N
N
N
N
Bloomin' Brands, Inc.
N/A
Bloomin' Brands, Inc.
094235108
1451.00000000
NS
USD
28178.42000000
0.003356919166
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
226000.00000000
PA
USD
238663.18000000
0.028432147836
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
DISH Network Corporation
529900U350CWHH15G169
DISH Network Corporation, Convertible
25470MAB5
655000.00000000
PA
USD
624366.73000000
0.074381340145
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03375000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903100
3062.00000000
NS
USD
421025.00000000
0.050157066720
Long
EC
CORP
US
N
1
N
N
N
MoneyGram International, Inc.
5299002DLX0Q04KC4156
MoneyGram International, Inc., Term Loan
N/A
554171.82000000
PA
USD
554033.28000000
0.066002456363
Long
DBT
CORP
US
N
2
2023-06-30
Floating
0.07000000
N
N
N
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094AM6
225000.00000000
PA
USD
241274.97000000
0.028743292603
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.02700000
N
N
N
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAC1
285000.00000000
PA
USD
228712.50000000
0.027246714856
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.05600000
N
N
N
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE Energy Company
233331AV9
178000.00000000
PA
USD
184454.67000000
0.021974241886
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.03300000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CV0
141000.00000000
PA
USD
150936.56000000
0.017981200903
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.03700000
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBR3
700000.00000000
PA
USD
725375.00000000
0.086414541351
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 5.750%
48128B655
9600.00000000
NS
USD
269760.00000000
0.032136738480
Long
EP
CORP
US
N
1
N
N
N
Adobe Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
2498.00000000
NS
USD
1249299.76000000
0.148830144092
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Company
GJOUP9M7C39GLSK9R870
Portland General Electric Company
736508847
4606.00000000
NS
USD
196998.62000000
0.023468613329
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
N/A
Central Fidelity Capital Trust I
15346WAC4
445000.00000000
PA
USD
419005.17000000
0.049916442653
Long
DBT
CORP
US
N
2
2027-04-15
Floating
0.01236900
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136A8BV1
2102510.47200000
PA
USD
137573.15000000
0.016389206492
Long
ABS-CBDO
USGSE
US
N
2
2027-09-25
Fixed
0.03500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BA7
216000.00000000
PA
USD
221808.26000000
0.026424206866
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02550000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
3767.00000000
NS
USD
187860.29000000
0.022379956296
Long
EC
CORP
US
N
1
N
N
N
eBay Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
688.00000000
NS
USD
34572.00000000
0.004118591795
Long
EC
CORP
US
N
1
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
N/A
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
41068X100
6226.00000000
NS
USD
394915.18000000
0.047046581633
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
218000.00000000
PA
USD
230058.40000000
0.027407053069
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
0.03125000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
75513E101
6038.00000000
NS
USD
431777.38000000
0.051438006904
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LG4
108000.00000000
PA
USD
111225.11000000
0.013250342054
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
0.02750000
N
N
N
N
N
N
Prudential Financial, Inc.
N/A
Five Corners Funding Trust
33829TAA4
275000.00000000
PA
USD
305013.75000000
0.036336547733
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04419000
N
N
N
N
N
N
Curtiss-Wright Corporation
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corporation
231561101
4750.00000000
NS
USD
552662.50000000
0.065839154175
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385BR6
400000.00000000
PA
USD
399968.00000000
0.047648528382
Long
STIV
USGSE
US
N
2
N
N
N
Cerner Corporation
549300L4UJ40IEVVI304
Cerner Corporation
156782104
2377.00000000
NS
USD
186546.96000000
0.022223498175
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
Washington Mutual Mortgage Pass-Through Certificates
9393362K8
322464.28100000
PA
USD
321979.49000000
0.038357690784
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Fixed
0.06000000
N
N
N
N
N
N
Banco Santander, S.A.
5493004SHNXEHHZ58X76
Santander Consumer USA Holdings, Inc.
80283M101
7978.00000000
NS
USD
175675.56000000
0.020928379037
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank, Ltd.
86563VAT6
111000.00000000
PA
USD
111715.22000000
0.013308729275
Long
DBT
CORP
JP
N
2
2025-09-12
Fixed
0.01050000
N
N
N
N
N
N
Herbalife Nutrition Ltd.
N/A
HLF Financing SARL, LLC
40390DAA3
300000.00000000
PA
USD
318280.50000000
0.037917026956
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.07250000
N
N
N
N
N
N
Interactive Brokers Group, Inc.
5493004DT6DCDUZNDM53
Interactive Brokers Group, Inc.
45841N107
6093.00000000
NS
USD
371185.56000000
0.044219651799
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corporation
9C1X8XOOTYY2FNYTVH06
General Dynamics Corporation
369550108
6015.00000000
NS
USD
895152.30000000
0.106640255652
Long
EC
CORP
US
N
1
N
N
N
Toorak Mortgage Corp 2018-1 Ltd
N/A
Toorak Mortgage Corporation
89051QAA1
1240211.92000000
PA
USD
1242996.82000000
0.148079269483
Long
ABS-CBDO
CORP
US
N
2
2021-08-25
Variable
0.04335600
N
N
N
N
N
N
Aflac Incorporated
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
8750.00000000
NS
USD
389112.50000000
0.046355303424
Long
EC
CORP
US
N
1
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation, Convertible, 5.000%
235851409
207.00000000
NS
USD
269327.70000000
0.032085238213
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHC6
200000.00000000
PA
USD
210600.29000000
0.025088991857
Long
DBT
CORP
US
N
2
2023-12-20
Variable
0.03004000
N
N
N
N
N
N
Costco Wholesale Corporation
29DX7H14B9S6O3FD6V18
Costco Wholesale Corporation
22160K105
1828.00000000
NS
USD
688753.84000000
0.082051831380
Long
EC
CORP
US
N
1
N
N
N
Legg Mason, Inc.
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc., 5.450%
524901600
9600.00000000
NS
USD
245856.00000000
0.029289034607
Long
EP
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BL7
163000.00000000
PA
USD
168494.01000000
0.020072834871
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
0.02623000
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABA2
187000.00000000
PA
USD
206631.26000000
0.024616157934
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
Truist Financial Corporation
JJKC32MCHWDI71265Z06
Truist Bank
89788JAA7
167000.00000000
PA
USD
172864.63000000
0.020593510552
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
0.01500000
N
N
N
N
N
N
Preston Ridge Partners Mortgage
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359NAA9
460491.97000000
PA
USD
462182.90000000
0.055060242390
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Variable
0.03351000
N
N
N
N
N
N
The Vanguard Group, Inc.
N/A
Vanguard High Dividend Yield ETF
921946406
2208.00000000
NS
USD
202054.08000000
0.024070874584
Long
RF
US
N
1
N
N
Columbia Cent CLO 27 Limited
549300066YASG4MIU864
Cent CLO, LP
19736RAJ0
2950000.00000000
PA
USD
2912886.05000000
0.347014595237
Long
ABS-O
CORP
KY
N
2
2028-10-25
Floating
0.02514800
N
N
N
N
N
N
Volt LXXIX LLC
N/A
Vericrest Opportunity Loan Transferee
91834DAA0
1359950.71400000
PA
USD
1361692.27000000
0.162219559502
Long
ABS-O
CORP
US
N
2
2049-09-25
Variable
0.03351500
N
N
N
N
N
N
The Hartford Financial Services Group, Inc.
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc., 7.875%
416518504
16585.00000000
NS
USD
457911.85000000
0.054551428567
Long
EP
CORP
US
N
1
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAF4
310000.00000000
PA
USD
300700.00000000
0.035822647023
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.04850000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 4.750%
48128B622
9925.00000000
NS
USD
275021.75000000
0.032763575237
Long
EP
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136A9XR4
5754666.47300000
PA
USD
360372.18000000
0.042931444632
Long
ABS-CBDO
USGSE
US
N
2
2027-11-25
Fixed
0.03000000
N
N
N
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
250000.00000000
PA
USD
269062.50000000
0.032053644711
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini Russell 2000 Index
N/A
-124.00000000
NC
USD
-410575.81000000
-0.04891224581
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
Russell 2000 Index
RTY
2021-03-22
-11833184.19000000
USD
-410575.81000000
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI, Inc.
902104108
5245.00000000
NS
USD
398410.20000000
0.047462946341
Long
EC
CORP
US
N
1
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
Vertiv Group Corporation, Term Loan
N/A
1666625.00000000
PA
USD
1654908.63000000
0.197150674120
Long
DBT
CORP
US
N
2
2027-03-02
Floating
0.03153380
N
N
N
N
N
N
The Bank of N.T. Butterfield & Son Limited
549300V8RVM0EMTDPF28
Bank of N.T. Butterfield & Son, Ltd.
G0772R208
6327.00000000
NS
USD
197149.32000000
0.023486566349
Long
EC
CORP
BM
N
1
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc., 5.250%
29452E200
16200.00000000
NS
USD
431568.00000000
0.051413063287
Long
EP
CORP
US
N
1
N
N
N
Endo International plc
5493007TBMWZWGZIB256
Endo International plc, Term Loan
N/A
785491.35000000
PA
USD
771745.25000000
0.091938668714
Long
DBT
CORP
LU
N
2
2024-04-27
Floating
0.05000000
N
N
N
N
N
N
Empire Community Corp
549300JM1L6KK2QFP273
Empire Communities Corporation
29163VAC7
120000.00000000
PA
USD
126463.20000000
0.015065668689
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
0.07000000
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc., Convertible
16115QAD2
232000.00000000
PA
USD
485997.38000000
0.057897281669
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.01000000
N
N
N
N
Y
Chart Industries Inc
Chart Industries Inc
USD
XXXX
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
700000.00000000
PA
USD
747614.00000000
0.089063892356
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05500000
N
N
N
N
N
N
Peapack-Gladstone Financial Corporation
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corporation
704699107
254.00000000
NS
USD
5781.04000000
0.000688700217
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJJ0
252000.00000000
PA
USD
269317.90000000
0.032084070730
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.03375000
N
N
N
N
N
N
Brookfield Asset Management Inc.
5493006ZQ6LH85EKNL31
BPR Nimbus, LLC, Term Loan
N/A
613857.19000000
PA
USD
578216.64000000
0.068883440630
Long
DBT
CORP
US
N
2
2025-08-24
Floating
0.02646800
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications, Inc., Term Loan
N/A
570676.69000000
PA
USD
560689.85000000
0.066795459215
Long
DBT
CORP
US
N
2
2026-05-01
Floating
0.03146800
N
N
N
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAB6
620000.00000000
PA
USD
659525.00000000
0.078569774785
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
0.06250000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158BB1
55000.00000000
PA
USD
57315.47000000
0.006828040740
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.01500000
N
N
N
N
N
N
Crown Castle International Corp. (REIT)
54930012H97VSM0I2R19
Crown Castle International Corporation
22822VAB7
118000.00000000
PA
USD
136506.31000000
0.016262112935
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.04450000
N
N
N
N
N
N
BLACKSTONE CQP HOLDCO LP
N/A
Blackstone CQP Holdco, LP, Term Loan
N/A
290575.00000000
PA
USD
289485.34000000
0.034486635028
Long
DBT
CORP
US
N
2
2024-09-30
Floating
0.03735800
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875PAK7
180000.00000000
PA
USD
187832.34000000
0.022376626589
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02625000
N
N
N
N
N
N
Kinross Gold Corporation
549300UEBMAQDN0K0R06
Kinross Gold Corporation
496902AJ6
108000.00000000
PA
USD
109948.86000000
0.013098301304
Long
DBT
CORP
CA
N
2
2021-09-01
Fixed
0.05125000
N
N
N
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
126694QG6
357131.66900000
PA
USD
359032.00000000
0.042771787848
Long
ABS-CBDO
CORP
US
N
2
2035-12-20
Variable
0.02787800
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDD8
375000.00000000
PA
USD
395312.75000000
0.047093944486
Long
DBT
CORP
US
N
2
2024-12-15
Variable
0.04650000
N
N
N
N
N
N
Plantronics, Inc.
5493006O3W5M472F6668
Plantronics, Inc., Term Loan
N/A
404757.35000000
PA
USD
395269.84000000
0.047088832581
Long
DBT
CORP
US
N
2
2025-07-02
Floating
0.02646800
N
N
N
N
N
N
BlackRock, Inc.
549300BOVTR6GS7HLC41
BlackRock Multi-Sector Income Trust
09258A107
14438.00000000
NS
USD
253242.52000000
0.030168997024
Long
RF
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AT6
372000.00000000
PA
USD
406558.80000000
0.048433695997
Long
DBT
CORP
GB
N
2
2025-03-30
Variable
0.06375000
N
N
N
N
N
N
Range Resources Corporation
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABG3
150000.00000000
PA
USD
156750.00000000
0.018673760960
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.09250000
N
N
N
N
N
N
Playa Hotels & Resorts N.V.
529900BUP3KWPCJNLS49
Playa Hotels and Resorts NV
N70544106
1339.00000000
NS
USD
7967.05000000
0.000949121449
Long
EC
CORP
NL
N
1
N
N
N
Encore Wire Corporation
N/A
Encore Wire Corporation
292562105
1992.00000000
NS
USD
120655.44000000
0.014373785296
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
2680.00000000
NS
USD
455760.80000000
0.054295172149
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCF0
390000.00000000
PA
USD
420225.00000000
0.050061762039
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04250000
N
N
N
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
120.00000000
NS
USD
16976.40000000
0.002022412986
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWQ3
176000.00000000
PA
USD
192843.90000000
0.022973657998
Long
DBT
CORP
US
N
2
2025-09-29
Variable
0.03272000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JM4
248000.00000000
PA
USD
270940.00000000
0.032277312884
Long
DBT
CORP
US
N
2
2025-05-15
Variable
0.05950000
N
N
N
N
N
N
Primo Water Corporation
5493005TMUI9D3MY9I37
Cott Corporation
74167P108
27085.00000000
NS
USD
424692.80000000
0.050594014857
Long
EC
CORP
CA
N
1
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824CBE8
106000.00000000
PA
USD
109856.09000000
0.013087249535
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.02250000
N
N
N
N
N
N
Bellemeade Re 2020-1 Ltd.
N/A
Bellemeade Re, Ltd.
07876TAA0
336270.47000000
PA
USD
337106.44000000
0.040159777217
Long
ABS-CBDO
CORP
BM
N
2
2030-06-25
Floating
0.02798000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137B2CJ7
2657569.93600000
PA
USD
195672.89000000
0.023310677986
Long
ABS-CBDO
USGSE
US
N
2
2033-04-15
Fixed
0.03000000
N
N
N
N
N
N
Citigroup Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17307GL22
143444.03120000
PA
USD
147327.41000000
0.017551239791
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
0.05500000
N
N
N
N
N
N
Libbey, Inc.
N/A
Libbey, Inc.
N/A
8228.00000000
NS
USD
24684.00000000
0.002940625936
Long
EC
CORP
US
N
2
N
N
N
Mettler-Toledo International Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
316.00000000
NS
USD
360138.88000000
0.042903651405
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA, Term Loan
N/A
434250.00000000
PA
USD
424444.64000000
0.050564451345
Long
DBT
CORP
FR
N
2
2025-07-31
Floating
0.02896800
N
N
N
N
N
N
Helmerich & Payne, Inc.
254900NAOGHJ88RZ4C73
Helmerich & Payne, Inc.
423452101
17400.00000000
NS
USD
402984.00000000
0.048007827030
Long
EC
CORP
US
N
1
N
N
N
McDermott International, Inc.
54930004RAXI4B3L4752
McDermott International, Inc.
G5924V106
91459.00000000
NS
USD
74081.79000000
0.008825426717
Long
EC
CORP
PA
N
1
N
N
N
UBS Group AG
N/A
MASTR Alternative Loans Trust
576434W34
246779.04900000
PA
USD
38830.78000000
0.004625943882
Long
ABS-CBDO
CORP
US
N
2
2035-12-25
Floating
0.00598000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAL5
89000.00000000
PA
USD
95864.20000000
0.011420383767
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.625%
74460W552
3775.00000000
NS
USD
102453.50000000
0.012205372686
Long
EP
CORP
US
N
1
N
N
N
Benefit Street Partners Clo IV Limited
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV, Ltd.
08180FAY7
1000000.00000000
PA
USD
1000045.00000000
0.119136212312
Long
ABS-O
CORP
KY
N
2
2029-01-20
Floating
0.01968400
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
N/A
Penske Truck Leasing Company, LP
709599BL7
111000.00000000
PA
USD
111924.51000000
0.013333662171
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.01200000
N
N
N
N
N
N
TerraForm Power, Inc.
5493000S2OLR3UT5BE13
TerraForm Power Operating, LLC
88104LAE3
395000.00000000
PA
USD
443841.75000000
0.052875245574
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.05000000
N
N
N
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAP5
112000.00000000
PA
USD
121490.23000000
0.014473234539
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.03800000
N
N
N
N
N
N
Agree Realty Corporation
N/A
Agree Realty Corporation
008492100
1765.00000000
NS
USD
117513.70000000
0.013999507134
Long
EC
CORP
US
N
1
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
2479.00000000
NS
USD
901860.20000000
0.107439373491
Long
EC
CORP
US
N
1
N
N
N
Denny's Corporation
54930037V56XOULXM917
Denny's Corporation
24869P104
899.00000000
NS
USD
13197.32000000
0.001572207968
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
39700.00000000
NS
USD
542699.00000000
0.064652193936
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
9283.00000000
NS
USD
473433.00000000
0.056400476382
Long
EC
CORP
US
N
1
N
N
N
SOTERA HEALTH HLDGS LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC, Term Loan
N/A
540573.11000000
PA
USD
542151.58000000
0.064586979326
Long
DBT
CORP
US
N
2
2026-12-13
Floating
0.05500000
N
N
N
N
N
N
Tronox Holdings plc
N/A
Tronox Finance plc
89705PAA3
220000.00000000
PA
USD
228250.00000000
0.027191616837
Long
DBT
CORP
GB
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
Saia, Inc.
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
655.00000000
NS
USD
118424.00000000
0.014107951949
Long
EC
CORP
US
N
1
N
N
N
The Vanguard Group, Inc.
N/A
Vanguard Short-Term Corporate Bond ETF
92206C409
46425.00000000
NS
USD
3864881.25000000
0.460426593964
Long
RF
US
N
1
N
N
N
G Holdings Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
730000.00000000
PA
USD
780902.90000000
0.093029627356
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04375000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
12166.00000000
NS
USD
833735.98000000
0.099323677160
Long
EC
CORP
US
N
1
N
N
N
Suburban Propane Partners, L.P.
N/A
Suburban Propane Partners, LP
864486AK1
380000.00000000
PA
USD
397100.00000000
0.047306861100
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05875000
N
N
N
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
8710.00000000
NS
USD
1429572.30000000
0.170306165270
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company, Convertible
844741BG2
418000.00000000
PA
USD
607145.00000000
0.072329700787
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01250000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
Cisco Systems, Inc.
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc.
17275R102
28428.00000000
NS
USD
1272153.00000000
0.151552670031
Long
EC
CORP
US
N
1
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
4006.00000000
NS
USD
416904.42000000
0.049666178516
Long
EC
CORP
US
N
1
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAN6
150000.00000000
PA
USD
153103.50000000
0.018239350310
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.08375000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAH6
225000.00000000
PA
USD
247282.54000000
0.029458979532
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
0.03900000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP plc ADR
055622104
15858.00000000
NS
USD
325406.16000000
0.038765912899
Long
EC
CORP
GB
N
1
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CV0
172000.00000000
PA
USD
180755.20000000
0.021533520875
Long
DBT
CORP
US
N
2
2025-02-21
Fixed
0.01900000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Wal-Mart Stores, Inc.
931142103
9408.00000000
NS
USD
1356163.20000000
0.161560876685
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corporation
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAH3
350000.00000000
PA
USD
394112.25000000
0.046950927899
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.06500000
N
N
N
N
N
N
Sound Point Clo X, Ltd.
5493004LEP80CTDZQ594
Sound Point CLO X, Ltd.
83609WAW0
1150000.00000000
PA
USD
1120354.15000000
0.133468743785
Long
ABS-O
CORP
KY
N
2
2028-01-20
Floating
0.02918400
N
N
N
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
150000.00000000
PA
USD
161625.00000000
0.019254523861
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05500000
N
N
N
N
N
N
Alliant Energy Corporation
5493009ML300G373MZ12
Alliant Energy Corporation
018802108
6413.00000000
NS
USD
330461.89000000
0.039368206318
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAM1
441000.00000000
PA
USD
458761.81000000
0.054652685026
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02650000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 5.000%
06055H202
13200.00000000
NS
USD
360096.00000000
0.042898543074
Long
EP
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc., Convertible, 4.872%
65339F796
5664.00000000
NS
USD
335308.80000000
0.039945622833
Long
EP
CORP
US
N
1
N
N
N
Quidel Corporation
549300X2FQ6S98OQLQ46
Quidel Corporation
74838J101
1438.00000000
NS
USD
258336.70000000
0.030775871025
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc., Convertible
741503AX4
74000.00000000
PA
USD
85768.06000000
0.010217622012
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.00900000
N
N
N
N
Y
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
AllianceBernstein L.P.
AE2ZT9UGMEIJ7T4R5734
AllianceBernstein Global High Income Fund, Inc.
01879R106
20475.00000000
NS
USD
240990.75000000
0.028709433232
Long
RF
US
N
1
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
1251.00000000
NS
USD
475192.35000000
0.056610069245
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023105
890.00000000
NS
USD
190513.40000000
0.022696023549
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AYH53
733053.62200000
PA
USD
39149.61000000
0.004663926372
Long
ABS-CBDO
USGSE
US
N
2
2028-02-15
Fixed
0.02500000
N
N
N
N
N
N
Lumen Technologies, Inc.
N/A
Embarq Corporation
29078EAA3
480000.00000000
PA
USD
592056.00000000
0.070532135370
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
0.07995000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7G3
111000.00000000
PA
USD
114140.00000000
0.013597595381
Long
DBT
CORP
CA
N
2
2023-04-17
Fixed
0.01600000
N
N
N
N
N
N
Shopify Inc.
549300HGQ43STJLLP808
Shopify Inc.
82509L107
163.00000000
NS
USD
184507.85000000
0.021980577264
Long
EC
CORP
CA
N
1
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AF7
300000.00000000
PA
USD
305250.00000000
0.036364692397
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.06125000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.875%
74460W628
1475.00000000
NS
USD
40813.25000000
0.004862117221
Long
EP
CORP
US
N
1
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
727.00000000
NS
USD
96501.98000000
0.011496363041
Long
EC
CORP
US
N
1
N
N
N
SKYMILES IP LTD
N/A
SkyMiles IP, Ltd., Term Loan
N/A
950000.00000000
PA
USD
983573.00000000
0.117173888927
Long
DBT
CORP
US
N
2
2027-10-20
Floating
0.04750000
N
N
N
N
N
N
Moody's Corporation
549300GCEDD8YCF5WU84
Moody's Corporation
615369105
708.00000000
NS
USD
205489.92000000
0.024480189128
Long
EC
CORP
US
N
1
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc., Term Loan
N/A
770000.00000000
PA
USD
770639.10000000
0.091806892123
Long
DBT
CORP
US
N
2
2025-05-31
Floating
0.00000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
5958.00000000
NS
USD
171352.08000000
0.020413319183
Long
EC
CORP
US
N
1
N
N
N
F&P Holdings, Inc.
N/A
CANPACK SA
13805AAA5
390000.00000000
PA
USD
391950.00000000
0.046693337215
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
0.03125000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBC6
113000.00000000
PA
USD
131169.60000000
0.015626346128
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
0.04400000
N
N
N
N
N
N
Columbia Banking System, Inc.
N/A
Columbia Banking System, Inc.
197236102
11252.00000000
NS
USD
403946.80000000
0.048122526213
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141G104
851.00000000
NS
USD
224417.21000000
0.026735013301
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
240000.00000000
PA
USD
255240.00000000
0.030406958517
Long
DBT
CORP
US
N
2
2025-09-30
Variable
0.04500000
N
N
N
N
N
N
Ingevity Corporation
5493009UTFC4B5IMGF87
Ingevity Corporation
45688CAB3
430000.00000000
PA
USD
433225.00000000
0.051610463108
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03875000
N
N
N
N
N
N
Reinsurance Group of America, Incorporated
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AL3
162000.00000000
PA
USD
178954.88000000
0.021319047220
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04700000
N
N
N
N
N
N
Valeant Pharmaceuticals International, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc., Term Loan
N/A
1445880.80000000
PA
USD
1439562.30000000
0.171496282476
Long
DBT
CORP
US
N
2
2025-06-01
Floating
0.03148000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
230000.00000000
PA
USD
236037.50000000
0.028119348342
Long
DBT
CORP
US
N
2
2025-12-10
Variable
0.04000000
N
N
N
N
N
N
JBS S.A.
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAB5
90000.00000000
PA
USD
96300.90000000
0.011472408209
Long
DBT
CORP
AT
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
Helios Technologies, Inc.
5493000BCJSMIDRNTI78
Helios Technologies, Inc.
42328H109
5214.00000000
NS
USD
277854.06000000
0.033100990739
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585ABA9
110000.00000000
PA
USD
121762.14000000
0.014505627409
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04750000
N
N
N
N
N
N
HEICO Corporation
529900O1DTDLCJ7L0I14
Heico Corporation
422806109
3744.00000000
NS
USD
495705.60000000
0.059053830183
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
-98.00000000
NC
USD
-27878.06000000
-0.00332113702
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
-13503778.68000000
USD
-27878.06000000
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BK6
220000.00000000
PA
USD
243347.77000000
0.028990227032
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
0.04269000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BB6
240000.00000000
PA
USD
249098.40000000
0.029675304480
Long
DBT
CORP
GB
N
2
2021-08-15
Variable
0.08625000
N
N
N
N
N
N
Bank of America Corporation
N/A
Banc of America Alternative Loan Trust
05948KR92
742686.02200000
PA
USD
710592.48000000
0.084653487157
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
0.06000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2N2
169000.00000000
PA
USD
177902.53000000
0.021193679869
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.02188000
N
N
N
N
N
N
Veeva Systems Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc.
922475108
975.00000000
NS
USD
265443.75000000
0.031622539942
Long
EC
CORP
US
N
1
N
N
N
IAA SPINCO INC
549300PZCOPC5178W747
IAA, Inc., Term Loan
N/A
304762.50000000
PA
USD
301967.83000000
0.035973684690
Long
DBT
CORP
US
N
2
2026-06-28
Floating
0.02437500
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BZ6
1180000.00000000
PA
USD
1303900.00000000
0.155334717171
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
0.04500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc., Term Loan
N/A
1254125.00000000
PA
USD
1243151.41000000
0.148097685922
Long
DBT
CORP
US
N
2
2026-04-04
Floating
0.03396700
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BQ6
170000.00000000
PA
USD
188535.96000000
0.022460449438
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04500000
N
N
N
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
2123.00000000
NS
USD
321400.97000000
0.038288771204
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
Viacom, Inc.
92553PAT9
161000.00000000
PA
USD
175266.59000000
0.020879658092
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.04250000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BR3
158000.00000000
PA
USD
164628.97000000
0.019612389365
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
0.02497000
N
N
N
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAJ2
270000.00000000
PA
USD
286097.40000000
0.034083026852
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05250000
N
N
N
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
Samsung Electronics Company, Ltd. GDR
796050888
415.00000000
NS
USD
754797.58000000
0.089919678358
Long
EC
CORP
KR
N
2
N
N
N
BlackRock, Inc.
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund, Inc.
09255P107
14950.00000000
NS
USD
170878.50000000
0.020356901195
Long
RF
US
N
1
N
N
N
W.W. Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802AE4
115000.00000000
PA
USD
121097.88000000
0.014426493550
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.01850000
N
N
N
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585A102
8857.00000000
NS
USD
366325.52000000
0.043640671095
Long
EC
CORP
US
N
1
N
N
N
Ares LVII CLO Ltd.
N/A
Ares LVII CLO, Ltd.
04017NAL6
950000.00000000
PA
USD
953645.15000000
0.113608558675
Long
ABS-O
CORP
KY
N
2
2031-10-25
Floating
0.04593990
N
N
N
N
N
N
Amphenol Corporation
549300D3L3G0R4U4VT04
Amphenol Corporation
032095101
4820.00000000
NS
USD
630311.40000000
0.075089533744
Long
EC
CORP
US
N
1
N
N
N
NORTHRIVER MIDSTREAM FINANCE
549300SOLNLY3BL6GF18
Northriver Midstream Finance, LP, Term Loan
N/A
829393.94000000
PA
USD
814763.43000000
0.097063461124
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03475130
N
N
N
N
N
N
LSF5 BI-LO Holdings, LLC
N/A
SEG Holding, LLC
78397KAA0
400000.00000000
PA
USD
422000.00000000
0.050273219300
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.05625000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7C2
118000.00000000
PA
USD
125507.02000000
0.014951758152
Long
DBT
CORP
CA
N
2
2024-11-01
Fixed
0.02250000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXL3
222000.00000000
PA
USD
222889.79000000
0.026553050456
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.00627000
N
N
N
N
N
N
Ortho-Clinical Diagnostics, Inc.
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA, Term Loan
N/A
1846663.92000000
PA
USD
1818040.63000000
0.216584728174
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.03397630
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBT6
141000.00000000
PA
USD
150142.95000000
0.017886657468
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
0.02448000
N
N
N
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184L102
26576.00000000
NS
USD
1439090.40000000
0.171440064627
Long
EC
CORP
US
N
1
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation
235851102
7633.00000000
NS
USD
1695594.62000000
0.201997630750
Long
EC
CORP
US
N
1
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
3642.00000000
NS
USD
428991.18000000
0.051106084526
Long
EC
CORP
US
N
1
N
N
N
JAGUAR HOLDING CO II
N/A
Jaguar Holding Company II, Term Loan
N/A
354063.32000000
PA
USD
353755.28000000
0.042143167702
Long
DBT
CORP
US
N
2
2022-08-18
Floating
0.03500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
64000.00000000
PA
USD
68947.17000000
0.008213735065
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.04875000
N
N
N
N
N
N
The PNC Financial Services Group, Inc.
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475AV7
110000.00000000
PA
USD
119868.82000000
0.014280074585
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
0.03500000
N
N
N
N
N
N
Redwood Trust, Inc.
N/A
Sequoia Mortgage Trust
81744HAH6
659683.70200000
PA
USD
511245.70000000
0.060905135527
Long
ABS-CBDO
CORP
US
N
2
2046-09-20
Variable
0.03117600
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
475000.00000000
PA
USD
474183.00000000
0.056489824520
Long
DBT
CORP
US
N
2
2027-11-08
Floating
0.04500000
N
N
N
N
N
N
SAS Rue La Boetie
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAA5
108000.00000000
PA
USD
111283.39000000
0.013257285000
Long
DBT
CORP
FR
N
2
2022-01-10
Fixed
0.03375000
N
N
N
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
283.00000000
NS
USD
74018.65000000
0.008817904795
Long
EC
CORP
US
N
1
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC, Term Loan
N/A
1695000.00000000
PA
USD
1695796.65000000
0.202021698756
Long
DBT
CORP
US
N
2
2026-09-25
Floating
0.04250000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAL2
220000.00000000
PA
USD
239794.52000000
0.028566925334
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.04250000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AJ2
166000.00000000
PA
USD
177510.81000000
0.021147013932
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02375000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAQ6
105000.00000000
PA
USD
108424.93000000
0.012916754226
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
0.02850000
N
N
N
N
N
N
Imperial Brands PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAA1
105000.00000000
PA
USD
112431.60000000
0.013394072234
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
0.03125000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GLZ5
114000.00000000
PA
USD
121070.06000000
0.014423179329
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
0.02250000
N
N
N
N
N
N
O-I Glass, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAR4
250000.00000000
PA
USD
267812.50000000
0.031904731146
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.05875000
N
N
N
N
N
N
Hubbell Incorporated
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
399.00000000
NS
USD
62559.21000000
0.007452731951
Long
EC
CORP
US
N
1
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAJ7
180000.00000000
PA
USD
198000.00000000
0.023587908581
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.05250000
N
N
N
N
N
N
Regal Beloit Corporation
QH78R09VCJGQKPBPYU33
Regal-Beloit Corporation
758750103
3248.00000000
NS
USD
398886.88000000
0.047519733636
Long
EC
CORP
US
N
1
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corporation, Term Loan
N/A
925000.00000000
PA
USD
918062.50000000
0.109369567285
Long
DBT
CORP
US
N
2
2027-12-16
Floating
0.02650000
N
N
N
N
N
N
Six Flags Entertainment Corporation
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
190000.00000000
PA
USD
205200.00000000
0.024445650712
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
120000.00000000
PA
USD
126933.60000000
0.015121707842
Long
DBT
CORP
US
N
2
2050-10-01
Variable
0.03700000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJH3
168000.00000000
PA
USD
169557.32000000
0.020199507896
Long
DBT
CORP
US
N
2
2024-10-24
Variable
0.00810000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBB8
173000.00000000
PA
USD
188887.41000000
0.022502317976
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
0.03800000
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Corporation
125523AG5
235000.00000000
PA
USD
270638.13000000
0.032241350854
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04125000
N
N
N
N
N
N
Herc Holdings Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
260000.00000000
PA
USD
275600.00000000
0.032832462652
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05500000
N
N
N
N
N
N
Stanwich Mortgage Loan Co 2019-NPL-B-2 LLC
N/A
Stanwich Mortgage Loan Trust
85503DAA2
564012.94000000
PA
USD
565806.67000000
0.067405030338
Long
ABS-CBDO
CORP
US
N
2
2024-11-16
Variable
0.03475000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAB9
161000.00000000
PA
USD
169345.85000000
0.020174315295
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03250000
N
N
N
N
N
N
Plains All American Pipeline, L.P.
5521FA2ITF25TVH63740
Plains All American Pipeline, LP
726503AE5
260000.00000000
PA
USD
211250.00000000
0.025166392363
Long
DBT
CORP
US
N
2
2022-11-15
Variable
0.06125000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 5.850%
61762V606
16800.00000000
NS
USD
484680.00000000
0.057740341068
Long
EP
CORP
US
N
1
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
Viacom, Inc.
92553PBD3
118000.00000000
PA
USD
122425.00000000
0.014584594485
Long
DBT
CORP
US
N
2
2057-02-28
Variable
0.05875000
N
N
N
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AU1
725000.00000000
PA
USD
754000.00000000
0.089824661973
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05500000
N
N
N
N
N
N
iHeartMedia, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBG1
560000.00000000
PA
USD
576800.00000000
0.068714675101
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
Bank of America Corporation
N/A
Alternative Loan Trust
02146TAJ6
493811.16800000
PA
USD
403116.18000000
0.048023573746
Long
ABS-CBDO
CORP
US
N
2
2036-08-01
Fixed
0.06000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BC5
400000.00000000
PA
USD
434000.00000000
0.051702789517
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
0.09125000
N
N
N
N
N
N
Takeda Pharmaceutical Company Limited
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland Designated Activity Company
82481LAB5
59000.00000000
PA
USD
59769.03000000
0.007120335432
Long
DBT
CORP
IE
N
2
2021-09-23
Fixed
0.02400000
N
N
N
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc., Convertible
67020YAN0
854000.00000000
PA
USD
1943178.41000000
0.231492498451
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.01250000
N
N
N
N
Y
Nuance Communications Inc
Nuance Communications Inc
USD
XXXX
N
N
N
PRPM Trust 2019-GS1
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359CAA3
1368001.07000000
PA
USD
1384605.05000000
0.164949178492
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Variable
0.03500000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAJ1
95000.00000000
PA
USD
101644.06000000
0.012108943409
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.05000000
N
N
N
N
N
N
Legg Mason, Inc.
254900D3WFIV4SD8EF19
Royce Micro-Cap Trust, Inc.
780915104
22339.00000000
NS
USD
226070.68000000
0.026931992590
Long
RF
US
N
1
N
N
N
British American Tobacco p.l.c.
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
111000.00000000
PA
USD
113594.76000000
0.013532640476
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBB0
60000.00000000
PA
USD
61602.64000000
0.007338774953
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
0.02500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
225000.00000000
PA
USD
245670.24000000
0.029266904860
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
Halozyme Therapeutics, Inc.
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637H109
7937.00000000
NS
USD
338989.27000000
0.040384080358
Long
EC
CORP
US
N
1
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212B103
71882.00000000
NS
USD
585838.30000000
0.069791415475
Long
EC
CORP
US
N
1
N
N
N
CIM Trust 2018 - R3
N/A
CIM Trust
12553WAA3
663115.64000000
PA
USD
705864.78000000
0.084090272231
Long
ABS-CBDO
CORP
US
N
2
2057-12-25
Variable
0.05000000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408103
3679.00000000
NS
USD
333869.25000000
0.039774128016
Long
EC
CORP
US
N
1
N
N
N
Bohai Leasing Co., Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings, Ltd.
70014LAC4
57000.00000000
PA
USD
59727.84000000
0.007115428432
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
0.04500000
N
N
N
N
N
N
Ventas, Inc.
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92277GAD9
110000.00000000
PA
USD
119902.19000000
0.014284049982
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03750000
N
N
N
N
N
N
A. O. Smith Corporation
549300XG4US7UJNECY36
A.O. Smith Corporation
831865209
1179.00000000
NS
USD
64632.78000000
0.007699758111
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
126694MH8
907712.56300000
PA
USD
783469.22000000
0.093335355242
Long
ABS-CBDO
CORP
US
N
2
2035-11-20
Variable
0.02661200
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040H105
8254.00000000
NS
USD
815907.90000000
0.097199802810
Long
EC
CORP
US
N
1
N
N
N
Preston Ridge Partners Mortgag
N/A
Preston Ridge Partners Mortgage Trust, LLC
693590AA9
709800.50000000
PA
USD
716568.94000000
0.085365467926
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
0.03671000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
117000.00000000
PA
USD
123095.09000000
0.014664422877
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F012411
6775000.00000000
PA
USD
6969829.76000000
0.830321753587
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.01500000
N
N
N
N
N
N
Lehman Brothers Holdings, Inc.
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579UU0
232841.96000000
PA
USD
212400.58000000
0.025303461938
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Variable
0.03214300
N
N
N
N
N
N
Banco Santander, S.A.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBB1
111000.00000000
PA
USD
121380.77000000
0.014460194476
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
0.03450000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
1565.00000000
NS
USD
251072.95000000
0.029910534302
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corporation
320517AC9
134000.00000000
PA
USD
142363.56000000
0.016959892114
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.03550000
N
N
N
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc.
26907YAB0
150000.00000000
PA
USD
153750.00000000
0.018316368406
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04625000
N
N
N
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Term Loan
N/A
50000.00000000
PA
USD
50000.00000000
0.005956542571
Long
DBT
CORP
US
N
3
2027-11-20
Floating
0.00000000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159VJ2
360000.00000000
PA
USD
389761.20000000
0.046432583607
Long
DBT
CORP
CA
N
2
2025-06-04
Variable
0.04900000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAB1
180000.00000000
PA
USD
192600.00000000
0.022944601984
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AT8
120000.00000000
PA
USD
121500.00000000
0.014474398447
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.04125000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
H. J. Heinz Company
50077LAM8
100000.00000000
PA
USD
118736.93000000
0.014145231566
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
0.05200000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334BT0
110000.00000000
PA
USD
119336.78000000
0.014216692207
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.03650000
N
N
N
N
N
N
ON Semiconductor Corporation
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation, Convertible
682189AP0
630000.00000000
PA
USD
1055555.05000000
0.125749171831
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.01625000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
Facebook, Inc.
BQ4BKCS1HXDV9HN80Z93
Facebook, Inc.
30303M102
4597.00000000
NS
USD
1255716.52000000
0.149594578174
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HBL8
324000.00000000
PA
USD
333815.19000000
0.039767687802
Long
DBT
CORP
US
N
2
2022-03-09
Fixed
0.03050000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
7614.00000000
NS
USD
357477.30000000
0.042586575113
Long
EC
CORP
US
N
1
N
N
N
Legg Mason, Inc.
254900NJE1W1YYKNVM16
Royce Value Trust, Inc.
780910105
25946.00000000
NS
USD
418768.44000000
0.049888240806
Long
RF
US
N
1
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VBR0
134000.00000000
PA
USD
138644.86000000
0.016516880217
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
The Timken Company
B0I35MLPFXZSE70ASS73
Timken Company
887389104
8662.00000000
NS
USD
670092.32000000
0.079828668614
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt, Incorporated
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc.
524660107
6319.00000000
NS
USD
279931.70000000
0.033348501761
Long
EC
CORP
US
N
1
N
N
N
Ivanhoe Mines Ltd.
5299006XZISURYIA4G32
Ivanhoe Mines, Ltd.
46579R955
43298.00000000
NS
233344.55000000
0.027798534916
Long
EC
CORP
CA
N
2
N
N
N
Residential Funding Mortgage Securities I Inc.
N/A
Residential Funding Mortgage Security I Trust
76200RAV0
758837.68300000
PA
USD
715415.62000000
0.085228071932
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Fixed
0.06000000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148YAC2
164000.00000000
PA
USD
167325.53000000
0.019933632853
Long
DBT
CORP
US
N
2
2022-10-31
Variable
0.02876000
N
N
N
N
N
N
RALI Series 2007-QS1 Trust
N/A
Residential Accredit Loans, Inc. Trust
74922KAA3
327997.52000000
PA
USD
320512.19000000
0.038182890086
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Fixed
0.06000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
N/A
Anheuser-Busch Companies, LLC
03522AAG5
113000.00000000
PA
USD
127661.33000000
0.015208402936
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.03650000
N
N
N
N
N
N
Lumen Technologies, Inc.
N/A
Level 3 Financing, Inc.
527298BM4
235000.00000000
PA
USD
242825.50000000
0.028928008562
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05250000
N
N
N
N
N
N
Corteva, Inc.
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours & Company
263534CN7
111000.00000000
PA
USD
115649.99000000
0.013777481775
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.01700000
N
N
N
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AQ1
372000.00000000
PA
USD
399245.37000000
0.047562440855
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
Hancock Whitney Corporation
549300GRNBWY8HIICT41
Hancock Whitney Corporation
410120109
4121.00000000
NS
USD
140196.42000000
0.016701718881
Long
EC
CORP
US
N
1
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AU4
105000.00000000
PA
USD
112108.78000000
0.013355614413
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02500000
N
N
N
N
N
N
Tactile Systems Technology, Inc.
54930069VDTITHOTKJ98
Tactile Systems Technology, Inc.
87357P100
5750.00000000
NS
USD
258405.00000000
0.030784007662
Long
EC
CORP
US
N
1
N
N
N
Salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce.com, Inc.
79466L302
2345.00000000
NS
USD
521832.85000000
0.062166391721
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBX5
177000.00000000
PA
USD
201538.20000000
0.024009417360
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
0.04150000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494AT0
98000.00000000
PA
USD
102763.29000000
0.012242278232
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.04500000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
80000.00000000
PA
USD
85150.00000000
0.010143991998
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04125000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAT3
500000.00000000
PA
USD
571865.19000000
0.068126786984
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
0.04625000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
57.00000000
NS
USD
8220.54000000
0.000979319929
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
1989.00000000
NS
USD
461189.43000000
0.054941889463
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
2462.00000000
NS
USD
233397.60000000
0.027804854808
Long
EC
CORP
US
N
1
N
N
N
The Blackstone Group Inc.
549300WUTLLKJDQKPE21
FS KKR Capital Corporation II
35952V303
13000.00000000
NS
USD
213200.00000000
0.025398697523
Long
EC
CORP
US
N
1
N
N
N
IndyMac Bank MBS, Inc.
N/A
IndyMac INDX Mortgage Loan Trust
45661EAB0
1878912.72600000
PA
USD
1732483.98000000
0.206392291615
Long
ABS-CBDO
CORP
US
N
2
2046-04-25
Floating
0.00568000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
933635AB0
747123.41500000
PA
USD
709014.82000000
0.084465539178
Long
ABS-CBDO
CORP
US
N
2
2047-03-25
Floating
0.01753000
N
N
N
N
N
N
Euronet Worldwide, Inc.
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc.
298736109
392.00000000
NS
USD
56808.64000000
0.006767661651
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AM9
450000.00000000
PA
USD
462690.00000000
0.055120653645
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.05000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBM0
233000.00000000
PA
USD
241554.29000000
0.028776568232
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.02300000
N
N
N
N
N
N
Bridgewater Bancshares, Inc.
5493001FLSBTVILKXZ71
Bridgewater Bancshares, Inc.
108621103
16046.00000000
NS
USD
200414.54000000
0.023875554787
Long
EC
CORP
US
N
1
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587DF1
351000.00000000
PA
USD
371735.28000000
0.044285140410
Long
DBT
CORP
US
N
2
2051-01-15
Variable
0.04000000
N
N
N
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824CBG3
92000.00000000
PA
USD
101200.92000000
0.012056151764
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.04450000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation, 5.000%
14040H824
14875.00000000
NS
USD
395526.25000000
0.047119378922
Long
EP
CORP
US
N
1
N
N
The Williams Companies, Inc.
N/A
Blue Racer Midstream, LLC
095796AH1
200000.00000000
PA
USD
213000.00000000
0.025374871353
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.07625000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT U.S. Long Bond
N/A
-20.00000000
NC
USD
13382.20000000
0.001594232879
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
-3477132.20000000
USD
13382.20000000
N
N
N
BALL METALPACK FINCO LLC
N/A
Ball Metalpack Finco, LLC, Term Loan
N/A
136500.00000000
PA
USD
133701.75000000
0.015928003314
Long
DBT
CORP
US
N
2
2025-07-31
Floating
0.04733000
N
N
N
N
N
N
WESCO International, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
330000.00000000
PA
USD
375305.70000000
0.044710487585
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.07250000
N
N
N
N
N
N
Dai-ichi Life Holdings, Inc.
3538001235ACEIORUV72
Dai-ichi Life Insurance Company, Ltd.
23380YAC1
693000.00000000
PA
USD
777892.50000000
0.092670995841
Long
DBT
CORP
JP
N
2
2024-10-28
Variable
0.05100000
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAL3
117000.00000000
PA
USD
122963.07000000
0.014648695222
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.02875000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI, LLC, Term Loan
N/A
1130000.00000000
PA
USD
1123999.70000000
0.133903041261
Long
DBT
CORP
US
N
2
2025-10-15
Floating
0.03500000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CW8
170000.00000000
PA
USD
208904.50000000
0.024886970951
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.09000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
111000.00000000
PA
USD
111790.45000000
0.013317691489
Long
DBT
CORP
US
N
2
2026-12-10
Variable
0.00985000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAR8
150000.00000000
PA
USD
156000.00000000
0.018584412822
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04500000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertson's Companies, Inc.
013092AG6
610000.00000000
PA
USD
616100.00000000
0.073396517562
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03500000
N
N
N
N
N
N
Agilysys, Inc.
5299001XWB5V3B5IPN93
Agilysys, Inc.
00847J105
9185.00000000
NS
USD
352520.30000000
0.041996043483
Long
EC
CORP
US
N
1
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC, Term Loan
N/A
796125.00000000
PA
USD
783044.67000000
0.093284778239
Long
DBT
CORP
US
N
2
2025-07-17
Floating
0.02408600
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAC9
118000.00000000
PA
USD
125267.27000000
0.014923196530
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
0.03500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAG6
726000.00000000
PA
USD
749595.00000000
0.089299890573
Long
DBT
CORP
US
N
2
2025-02-01
Variable
0.04600000
N
N
N
N
N
N
CenturyLink, Inc.
N/A
Level 3 Financing, Inc.
527298BR3
510000.00000000
PA
USD
524025.00000000
0.062427544417
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04250000
N
N
N
N
N
N
Public Service Enterprise Group Incorporated
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AN6
110000.00000000
PA
USD
118404.71000000
0.014105653914
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.02875000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179M103
25251.00000000
NS
USD
399218.31000000
0.047559217174
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corporation
N/A
Antero Midstream Partners, LP
03690AAD8
150000.00000000
PA
USD
147375.00000000
0.017556909228
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
Bayerische Motoren Werke AG
5299006ZHG3IXU0PNJ56
BMW Finance NV
05600LAA4
109000.00000000
PA
USD
112400.29000000
0.013390342247
Long
DBT
CORP
NL
N
2
2022-08-12
Fixed
0.02250000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv plc
G6095L109
10655.00000000
NS
USD
1388239.95000000
0.165382207224
Long
EC
CORP
JE
N
1
N
N
N
MGM Growth Properties LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAK1
420000.00000000
PA
USD
449820.00000000
0.053587439587
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.04625000
N
N
N
N
N
N
The Sherwin-Williams Company
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Company
824348106
554.00000000
NS
USD
407140.14000000
0.048502951527
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336V100
6500.00000000
NS
USD
140725.00000000
0.016764689066
Long
EC
CORP
US
N
1
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc., Convertible
452327AH2
44000.00000000
PA
USD
64300.40000000
0.007660161398
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.00500000
N
N
N
N
Y
Illumina Inc
Illumina Inc
USD
XXXX
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385AV8
200000.00000000
PA
USD
199993.78000000
0.023825429290
Long
STIV
USGSE
US
N
2
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corporation
101137AV9
241000.00000000
PA
USD
261025.05000000
0.031096136449
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.03450000
N
N
N
N
N
N
Dole Food Company, Inc.
549300BHY23LFYB85T03
Dole Food Company, Inc., Term Loan
N/A
977614.73000000
PA
USD
975170.69000000
0.116172914583
Long
DBT
CORP
US
N
2
2024-04-06
Floating
0.03750000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AD8
108000.00000000
PA
USD
118645.83000000
0.014134378745
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.05625000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXE9
226000.00000000
PA
USD
245924.85000000
0.029297236766
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
0.03625000
N
N
N
N
N
N
Methanex Corporation
549300TSJHRXT9QXRD13
Methanex Corporation
59151KAL2
530000.00000000
PA
USD
574371.60000000
0.068425377741
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
0.05250000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2019-GS1
N/A
Legacy Mortgage Asset Trust
52473VAA8
1389815.87900000
PA
USD
1411420.01000000
0.168143667507
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Fixed
0.04000000
N
N
N
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585ABH4
111000.00000000
PA
USD
127132.74000000
0.015145431560
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04700000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
220000.00000000
PA
USD
253715.00000000
0.030225283968
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.11750000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137B15X6
2427863.60600000
PA
USD
133217.85000000
0.015870355895
Long
ABS-CBDO
USGSE
US
N
2
2028-03-15
Fixed
0.02500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136ABC35
1715617.70500000
PA
USD
188045.60000000
0.022402032434
Long
ABS-CBDO
USGSE
US
N
2
2033-02-25
Fixed
0.03000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBL3
167000.00000000
PA
USD
170464.94000000
0.020307633440
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.01450000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DF9
200000.00000000
PA
USD
209400.00000000
0.024946000288
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
J.B. Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
J.B. Hunt Transport Services, Inc.
445658CE5
70000.00000000
PA
USD
72857.30000000
0.008679552181
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.03300000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Home Loan Mortgage Pass Through Trust
126694LU0
381602.01300000
PA
USD
358251.40000000
0.042678794305
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Variable
0.02711100
N
N
N
N
N
N
UBS Group AG
N/A
Master Asset Securitization Trust
55274QBN4
703929.84600000
PA
USD
162241.54000000
0.019327972796
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Floating
0.00648000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505FL3
480000.00000000
PA
USD
542400.00000000
0.064616573812
Long
DBT
CORP
US
N
2
2028-03-15
Variable
0.05875000
N
N
N
N
N
N
Qurate Retail, Inc.
549300SZUIU7Z32Q0664
Liberty Interactive, LLC, Convertible
530715AN1
172000.00000000
PA
USD
154647.25000000
0.018423258562
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03500000
N
N
N
N
N
Motorola Solutions Inc
Motorola Solutions Inc
USD
XXXX
N
N
N
Healthcare Realty Trust Incorporated
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc.
421946104
3329.00000000
NS
USD
98538.40000000
0.011738963489
Long
EC
CORP
US
N
1
N
N
N
BELLRING BRANDS LLC
5493001E28R2L3L44631
Bellring Brands, LLC, Term Loan
N/A
276108.50000000
PA
USD
276936.83000000
0.032991720348
Long
DBT
CORP
US
N
2
2024-10-21
Floating
0.06000000
N
N
N
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
2968.00000000
NS
USD
488117.28000000
0.058149827161
Long
EC
CORP
US
N
1
N
N
N
BFLD Trust 2020-EYP
N/A
BFLD Trust
05493AAG5
950000.00000000
PA
USD
953079.24000000
0.113541141335
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
0.01859000
N
N
N
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BQ9
430000.00000000
PA
USD
444835.00000000
0.052993572293
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.06375000
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAZ6
111000.00000000
PA
USD
120251.48000000
0.014325661197
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
BlackRock, Inc.
549300JU1XG1HF56J989
BlackRock TCP Capital Corporation
09259E108
19600.00000000
NS
USD
220304.00000000
0.026245003092
Long
EC
CORP
US
N
1
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class C
904311206
44580.00000000
NS
USD
663350.40000000
0.079025497944
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
17803.00000000
NS
USD
360510.75000000
0.042947952594
Long
EC
CORP
US
N
1
N
N
N
Umpqua Holdings Corporation
5299002ENJ7CY215BW86
Umpqua Holdings Corporation
904214103
1924.00000000
NS
USD
29129.36000000
0.003470205458
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer, Inc.
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046109
808.00000000
NS
USD
115948.00000000
0.013812983960
Long
EC
CORP
US
N
1
N
N
N
ZIGGO FINANCING PARTNERSHIP
N/A
Ziggo Financing Partnership, Term Loan
N/A
1090000.00000000
PA
USD
1082162.90000000
0.128918987656
Long
DBT
CORP
US
N
2
2028-04-30
Floating
0.02658600
N
N
N
N
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
3157.00000000
NS
USD
117692.96000000
0.014020862531
Long
EC
CORP
US
N
1
N
N
N
ADVANCED DRAINAGE SYSTEMS
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc., Term Loan
N/A
85653.52000000
PA
USD
85403.41000000
0.010174180947
Long
DBT
CORP
US
N
2
2026-09-24
Floating
0.02437500
N
N
N
N
N
N
CIT Group Inc.
N/A
Residential Asset Securitization Trust
45660LEW5
1161729.85900000
PA
USD
1212231.07000000
0.144414119491
Long
ABS-CBDO
CORP
US
N
2
2035-04-25
Fixed
0.05500000
N
N
N
N
N
N
Comcast Corporation
2138003TS48MQKF4BZ29
British Sky Broadcasting Group plc
111013AK4
110000.00000000
PA
USD
115649.13000000
0.013777379323
Long
DBT
CORP
GB
N
2
2022-11-26
Fixed
0.03125000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
12953.00000000
NS
USD
973806.54000000
0.116010402232
Long
EC
CORP
US
N
1
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AR5
200000.00000000
PA
USD
214500.00000000
0.025553567630
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.09750000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BC2
216000.00000000
PA
USD
219780.00000000
0.026182578525
Long
DBT
CORP
GB
N
2
2021-06-01
Variable
0.06875000
N
N
N
N
N
N
Dorman Products, Inc.
N/A
Dorman Products, Inc.
258278100
192.00000000
NS
USD
16669.44000000
0.001985844579
Long
EC
CORP
US
N
1
N
N
N
Zumiez Inc.
549300J0PDF58P6HZD25
Zumiez, Inc.
989817101
6485.00000000
NS
USD
238518.30000000
0.028414888159
Long
EC
CORP
US
N
1
N
N
N
STERIS plc
N/A
STERIS plc
G8473T100
222.00000000
NS
USD
42077.88000000
0.005012773670
Long
EC
CORP
IE
N
1
N
N
N
National Storage Affiliates Trust
N/A
National Storage Affiliates Trust
637870106
8949.00000000
NS
USD
322432.47000000
0.038411654677
Long
EC
CORP
US
N
1
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance, LLC, Term Loan
N/A
402975.00000000
PA
USD
404905.25000000
0.048236707178
Long
DBT
CORP
US
N
2
2025-06-04
Floating
0.04750000
N
N
N
N
N
N
Duke Realty Corporation
N/A
Duke Realty Corporation
264411505
9723.00000000
NS
USD
388628.31000000
0.046297621457
Long
EC
CORP
US
N
1
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABA4
165000.00000000
PA
USD
170162.89000000
0.020271649966
Long
DBT
CORP
US
N
2
2022-06-20
Fixed
0.03000000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
350000.00000000
PA
USD
368375.00000000
0.043884827393
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04375000
N
N
N
N
N
N
American Electric Power Company, Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc., Convertible, 6.125%
025537127
2502.00000000
NS
USD
125350.20000000
0.014933076052
Long
EP
CORP
US
N
1
N
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150185106
6986.00000000
NS
USD
274829.24000000
0.032740641357
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAK9
175000.00000000
PA
USD
179839.77000000
0.021424464919
Long
DBT
CORP
GB
N
2
2023-03-17
Variable
0.02858000
N
N
N
N
N
N
Harley Marine Financing Llc
5493005HW7HO5Y757M86
Harley Marine Financing, LLC
41284LAA2
1237913.14000000
PA
USD
1117383.73000000
0.133114875122
Long
ABS-O
CORP
US
N
2
2043-05-15
Fixed
0.05682000
N
N
N
N
N
N
Change Healthcare Inc.
549300GS1BPJEDOZHM07
Change Healthcare, Inc.
15912K100
16854.00000000
NS
USD
314327.10000000
0.037446055048
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136A66D1
2165610.85000000
PA
USD
105604.71000000
0.012580779016
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
0.03000000
N
N
N
N
N
N
Raven Industries, Inc.
ZN4TZXB8X0VUOSZJ5442
Raven Industries, Inc.
754212108
11968.00000000
NS
USD
396021.12000000
0.047178333207
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFS8
222000.00000000
PA
USD
223693.03000000
0.026648741121
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.00850000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
575000.00000000
PA
USD
635748.75000000
0.075737289879
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P 500 Index
N/A
-105.00000000
NC
USD
-574314.30000000
-0.06841855154
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
S&P 500 INDEX
SPX
2021-03-22
-19106885.70000000
USD
-574314.30000000
N
N
N
Innophos Holdings, Inc.
XQ0331QX53IRX25OY417
Innophos Holdings, Inc., Term Loan
N/A
496250.00000000
PA
USD
495009.38000000
0.058970888902
Long
DBT
CORP
US
N
3
2027-02-07
Floating
0.03646700
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
111000.00000000
PA
USD
115047.18000000
0.013705668507
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
0.02000000
N
N
N
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
240000.00000000
PA
USD
257736.00000000
0.030704309122
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
Lowe's Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661107
7753.00000000
NS
USD
1244434.03000000
0.148250485534
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAC7
94000.00000000
PA
USD
95345.04000000
0.011358535794
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
0.03750000
N
N
N
N
N
N
China National Chemical Corporation Ltd.
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAE4
200000.00000000
PA
USD
201341.78000000
0.023986017678
Long
DBT
NUSS
NL
N
2
2021-04-23
Fixed
0.03933000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175AY0
223000.00000000
PA
USD
259092.86000000
0.030865953009
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
0.04908000
N
N
N
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAR1
240000.00000000
PA
USD
267360.00000000
0.031850824436
Long
DBT
CORP
US
N
2
2025-06-15
Variable
0.05750000
N
N
N
N
N
N
LHC Group, Inc.
5299009NPLWAMRQYZX73
LHC Group, Inc.
50187A107
1242.00000000
NS
USD
264943.44000000
0.031562937586
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
Greenpoint Mortgage Funding Trust
39538WBZ0
367932.22000000
PA
USD
329763.67000000
0.039285026775
Long
ABS-CBDO
CORP
US
N
2
2045-10-25
Floating
0.00348000
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122DB1
177000.00000000
PA
USD
194027.20000000
0.023114625535
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03625000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
3337.00000000
NS
USD
767243.04000000
0.091402316604
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
605600.49000000
PA
USD
597122.08000000
0.071135661794
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01896800
N
N
N
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
4104.00000000
NS
USD
343012.32000000
0.040863349730
Long
EC
CORP
US
N
1
N
N
N
The Scotts Miracle-Gro Company
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Company
810186AS5
530000.00000000
PA
USD
571075.00000000
0.068032650976
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04500000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
06406RAN7
114000.00000000
PA
USD
119160.62000000
0.014195706116
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
0.01600000
N
N
N
N
N
N
Dolby Laboratories, Inc.
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc.
25659T107
4012.00000000
NS
USD
389685.56000000
0.046423572550
Long
EC
CORP
US
N
1
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EQ7
168000.00000000
PA
USD
179738.99000000
0.021412458912
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
0.02250000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBB0
283000.00000000
PA
USD
306275.33000000
0.036486840833
Long
DBT
CORP
GB
N
2
2024-05-16
Variable
0.04338000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BP3
248000.00000000
PA
USD
278380.00000000
0.033163646419
Long
DBT
CORP
GB
N
2
2028-03-23
Variable
0.06500000
N
N
N
N
N
N
Huntington Bancshares Incorporated
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AV6
360000.00000000
PA
USD
383853.60000000
0.045728806190
Long
DBT
CORP
US
N
2
2027-10-15
Variable
0.04450000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
15153.00000000
NS
USD
705978.27000000
0.084103792391
Long
EC
CORP
IE
N
1
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958667AA5
160000.00000000
PA
USD
176000.00000000
0.020967029850
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
0.06250000
N
N
N
N
N
N
GMACM Mortgage Loan Trust 2005-AR2
N/A
GMAC Mortgage Corporation Loan Trust
36185N6Q8
527681.35600000
PA
USD
516588.60000000
0.061541639753
Long
ABS-CBDO
CORP
US
N
2
2035-05-25
Variable
0.03661700
N
N
N
N
N
N
Target Corporation
8WDDFXB5T1Z6J0XC1L66
Target Corporation
87612EBL9
111000.00000000
PA
USD
119015.61000000
0.014178430952
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
N
N
First Horizon Corporation
COOWI3L2W9TPYR3WJX37
First Horizon Bank, 3.750%
337158208
425.00000000
NS
USD
342125.00000000
0.040757642543
Long
EP
CORP
US
N
2
N
N
N
Otis Worldwide Corporation
549300ZLBKR8VSU25153
Otis Worldwide Corporation
68902VAH0
172000.00000000
PA
USD
182257.79000000
0.021712525701
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
0.02056000
N
N
N
N
N
N
AMN Healthcare Services, Inc.
529900W3ARRTCNFH2I39
AMN Healthcare Services, Inc.
001744101
4765.00000000
NS
USD
325211.25000000
0.038742693105
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AW4
145000.00000000
PA
USD
188047.00000000
0.022402199217
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09500000
N
N
N
N
N
N
Tencent Holdings Limited
254900N4SLUMW4XUYY11
Tencent Holdings, Ltd.
88032WAT3
134000.00000000
PA
USD
136950.41000000
0.016315018946
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
0.01810000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
141000.00000000
PA
USD
150640.51000000
0.017945932215
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
0.02819000
N
N
N
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
1826.00000000
NS
USD
379059.34000000
0.045157661914
Long
EC
CORP
US
N
1
N
N
N
Boston Private Financial Holdings, Inc.
9LC5YYBM83TLRL460X73
Boston Private Financial Holdings, Inc.
101119105
841.00000000
NS
USD
7106.45000000
0.000846597439
Long
EC
CORP
US
N
1
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAH5
470000.00000000
PA
USD
493663.33000000
0.058810532819
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
0.06000000
N
N
N
N
N
N
BlackRock, Inc.
549300YX74JNY54XCY80
iShares S&P U.S. Preferred Stock Index Fund
464288687
22000.00000000
NS
USD
847220.00000000
0.100930039943
Long
RF
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
150000.00000000
PA
USD
153000.00000000
0.018227020267
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364G103
8150.00000000
NS
USD
813696.00000000
0.096936297280
Long
EC
CORP
US
N
1
N
N
N
Assured Guaranty Ltd.
549300BBOQUJEPH87M14
Assured Guaranty, Ltd.
G0585R106
24732.00000000
NS
USD
778810.68000000
0.092780379406
Long
EC
CORP
BM
N
1
N
N
N
Foundation Finance Trust 2017-1
549300RIQ1R4PTXR5G48
Foundation Finance Trust
35040UAA9
291093.48000000
PA
USD
296597.68000000
0.035333934148
Long
ABS-O
CORP
US
N
2
2033-07-15
Fixed
0.03300000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation
34960PAB7
200000.00000000
PA
USD
209022.00000000
0.024900968826
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
Switch, Inc.
N/A
Switch, Ltd.
87105NAA8
310000.00000000
PA
USD
314650.00000000
0.037484522400
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.03750000
N
N
N
N
N
N
W. R. Grace & Co.
5493003X5Z6TVAXIPW56
W. R. Grace & Company
38388F108
4387.00000000
NS
USD
240495.34000000
0.028650414617
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AR8
113000.00000000
PA
USD
129024.38000000
0.015370784243
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04950000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAU4
456000.00000000
PA
USD
475210.63000000
0.056612246957
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
0.02778000
N
N
N
N
N
N
Monster Beverage Corporation
52990090AP0E7HCB6F33
Monster Beverage Corporation
61174X109
1680.00000000
NS
USD
155366.40000000
0.018508931514
Long
EC
CORP
US
N
1
N
N
N
Lowe's Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661DT1
111000.00000000
PA
USD
126095.53000000
0.015021867849
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04000000
N
N
N
N
N
N
MultiPlan Corporation
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC
553283AC6
200000.00000000
PA
USD
195500.00000000
0.023290081453
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.05750000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CZ6
111000.00000000
PA
USD
114279.48000000
0.013614211752
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.01950000
N
N
N
N
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918A105
1000.00000000
NS
USD
199960.00000000
0.023821405050
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250N105
16799.00000000
NS
USD
537400.01000000
0.064020920746
Long
EC
CORP
CA
N
1
N
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
2953.00000000
NS
USD
135867.53000000
0.016186014529
Long
EC
CORP
US
N
1
N
N
N
Discovery, Inc.
L2Z2MO2EQURH3BREWI15
Discovery Communications, LLC
25470DAQ2
114000.00000000
PA
USD
120101.16000000
0.014307753447
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
0.02950000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703DAY7
170000.00000000
PA
USD
187417.21000000
0.022327171798
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04000000
N
N
N
N
N
N
PDC Energy, Inc.
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327R101
2595.00000000
NS
USD
53275.35000000
0.006346737805
Long
EC
CORP
US
N
1
N
N
N
Loews Corporation
549300YX2GSZD7YG1R84
CNA Financial Corporation
126117AS9
126000.00000000
PA
USD
139282.97000000
0.016592898804
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03950000
N
N
N
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
3810.00000000
NS
USD
238734.60000000
0.028440656162
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corporation
529900U350CWHH15G169
DISH Network Corporation
25470M109
11400.00000000
NS
USD
368676.00000000
0.043920685779
Long
EC
CORP
US
N
1
N
N
N
Legacy Mortgage Asset Trust 2020-GS4
N/A
Legacy Mortgage Asset Trust
52474KAA1
1325529.17000000
PA
USD
1348834.89000000
0.160687848875
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.03250000
N
N
N
N
N
N
SeaWorld Parks and Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks and Entertainment, Inc.
81282UAE2
200000.00000000
PA
USD
217125.00000000
0.025866286115
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.09500000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17308CC46
466000.00000000
PA
USD
473464.27000000
0.056404201603
Long
DBT
CORP
US
N
2
2022-11-04
Variable
0.02312000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAA3
180000.00000000
PA
USD
186687.00000000
0.022240181259
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
Palmer Square Loan Funding 2019-1 Ltd
N/A
Palmer Square Loan Funding, Ltd.
69700VAE9
1000000.00000000
PA
USD
999998.00000000
0.119130613162
Long
ABS-O
CORP
KY
N
2
2027-04-20
Floating
0.02468400
N
N
N
N
N
N
EastGroup Properties, Inc.
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
631.00000000
NS
USD
87115.86000000
0.010378186574
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWK6
108000.00000000
PA
USD
109099.73000000
0.012997143725
Long
DBT
CORP
US
N
2
2023-06-05
Floating
0.01275400
N
N
N
N
N
N
Rock Holdings Inc.
N/A
Quicken Loans, LLC
74841CAA9
240000.00000000
PA
USD
244800.00000000
0.029163232428
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03625000
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corporation
I0JS1G88CFNZT8P31C22
Agribank FCB, 6.875%
00850L203
6475.00000000
NS
USD
731675.00000000
0.087165065715
Long
EP
USGSE
US
N
2
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
441694.89000000
PA
USD
426986.45000000
0.050867259334
Long
DBT
CORP
US
N
2
2026-04-12
Floating
0.05214400
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC, Term Loan
N/A
1730718.48000000
PA
USD
1720991.84000000
0.205023223192
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.03750000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159TE6
114000.00000000
PA
USD
117725.84000000
0.014024779553
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
0.01950000
N
N
N
N
N
N
James River Group Holdings, Ltd.
N/A
James River Group Holdings, Ltd.
G5005R107
4162.00000000
NS
USD
204562.30000000
0.024369680968
Long
EC
CORP
BM
N
1
N
N
N
JPMorgan Chase & Co.
N/A
J.P. Morgan Alternative Loan Trust
46627MER4
573623.48800000
PA
USD
458111.89000000
0.054575259503
Long
ABS-CBDO
CORP
US
N
2
2036-03-25
Fixed
0.06500000
N
N
N
N
N
N
PIXELLE SPECIALTY SOLUTIONS
5493002S74PA4Q8Y8Z86
Pixelle Specialty Solutions, LLC, Term Loan
N/A
868742.84000000
PA
USD
864616.31000000
0.103002477165
Long
DBT
CORP
US
N
2
2024-10-31
Floating
0.07500000
N
N
N
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
619.00000000
NS
USD
228856.68000000
0.027263891142
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors N.V.
N/A
NXP BV/NXP Funding, LLC
62947QAZ1
165000.00000000
PA
USD
186080.79000000
0.022167962946
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
0.04875000
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2020-2
N/A
Starwood Mortgage Residential Trust
85573DAB5
1175000.00000000
PA
USD
1222676.92000000
0.145658542495
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
0.03970000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
Australia and New Zealand Banking Group, Ltd.
052528AL0
200000.00000000
PA
USD
210976.20000000
0.025133774336
Long
DBT
CORP
AU
N
2
2030-07-22
Variable
0.02950000
N
N
N
N
N
N
Cintas Corporation
N/A
Cintas Corporation
172908105
802.00000000
NS
USD
283474.92000000
0.033770608576
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc.
549300W3R20NM4KQPH86
IQVIA Holding, Inc.
46266C105
2250.00000000
NS
USD
403132.50000000
0.048025517961
Long
EC
CORP
US
N
1
N
N
N
Palmer Square Clo 2015-1 Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO, Ltd.
69689ABG4
1500000.00000000
PA
USD
1500000.00000000
0.178696277135
Long
ABS-O
CORP
US
N
2
2029-05-21
Floating
0.02226000
N
N
N
N
N
N
ON Semiconductor Corporation
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation
682189105
10200.00000000
NS
USD
333846.00000000
0.039771358224
Long
EC
CORP
US
N
1
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
133000.00000000
PA
USD
134056.42000000
0.015970255453
Long
DBT
CORP
FR
N
2
2026-12-14
Variable
0.01488000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137ATX23
586950.51000000
PA
USD
25812.67000000
0.003075085354
Long
ABS-CBDO
USGSE
US
N
2
2027-05-15
Fixed
0.02500000
N
N
N
N
N
N
Rock Holdings Inc.
N/A
Quicken Loans, LLC
74841CAB7
240000.00000000
PA
USD
249000.00000000
0.029663582004
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.03875000
N
N
N
N
N
N
Nielsen Holdings plc
N/A
Nielsen Finance, LLC
65409QBD3
130000.00000000
PA
USD
141251.50000000
0.016827411459
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05625000
N
N
N
N
N
N
BP PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
240000.00000000
PA
USD
267768.00000000
0.031899429824
Long
DBT
CORP
GB
N
2
2030-03-22
Variable
0.04875000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc., Term Loan
N/A
1773269.09000000
PA
USD
1752876.50000000
0.208821669885
Long
DBT
CORP
US
N
2
2027-03-15
Floating
0.02396700
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
6221.00000000
NS
USD
71479.29000000
0.008515388676
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc ADR
37733W105
7904.00000000
NS
USD
290867.20000000
0.034651257187
Long
EC
CORP
GB
N
1
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAQ8
90000.00000000
PA
USD
94315.45000000
0.011235879860
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
0.03150000
N
N
N
N
N
N
British American Tobacco p.l.c.
2138005GYEXN7XRHFA84
BAT Capital Corporation
05526DAZ8
177000.00000000
PA
USD
191621.04000000
0.022827977645
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03222000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CX6
100000.00000000
PA
USD
141125.00000000
0.016812341407
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
0.09625000
N
N
N
N
N
N
Bellemeade Re 2018-1 Ltd
549300O2GEH6GH9NO762
Bellemeade Re, Ltd.
078768AD0
896075.16000000
PA
USD
894684.99000000
0.106584584614
Long
ABS-CBDO
CORP
BM
N
2
2028-04-25
Floating
0.01748000
N
N
N
N
N
N
GENESEE & WYOMING INC
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc., Term Loan
N/A
987537.50000000
PA
USD
984604.51000000
0.117296773592
Long
DBT
CORP
US
N
2
2026-12-30
Floating
0.02253900
N
N
N
N
N
N
J.P. Morgan
N/A
ICE mini MSCI EAFE Index
N/A
-26.00000000
NC
USD
-38155.52000000
-0.00454549958
N/A
DE
CORP
US
N
1
J.P. Morgan
N/A
Short
MSCI EAFE Index
MXEA
2021-03-22
-2731884.48000000
USD
-38155.52000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5CX9
1629030.36000000
PA
USD
1721003.72000000
0.205024638467
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.03500000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AR2
140000.00000000
PA
USD
142800.00000000
0.017011885583
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.04125000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
VRX Escrow Corporation
91831AAC5
1075000.00000000
PA
USD
1107959.50000000
0.131992158578
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.06125000
N
N
N
N
N
N
Fortive Corporation
549300MU9YQJYHDQEF63
Fortive Corporation
34959J108
5249.00000000
NS
USD
371734.18000000
0.044285009366
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BL3
67000.00000000
PA
USD
71197.97000000
0.008481874785
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.02400000
N
N
N
N
N
N
Novartis AG
5493002KF87V5RSRQS84
Novartis Capital Corporation
66989HAP3
114000.00000000
PA
USD
119570.27000000
0.014244508070
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
0.01750000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912X302
8603.00000000
NS
USD
382145.26000000
0.045525290191
Long
EC
CORP
US
N
1
N
N
N
Biohaven Pharmaceutical Holding Company Ltd.
5299007STZTNN32O9920
Biohaven Pharmaceutical Holding Company, Ltd.
G11196105
2973.00000000
NS
USD
254815.83000000
0.030356426784
Long
EC
CORP
VG
N
1
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
4924.00000000
NS
USD
471079.08000000
0.056120051888
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CR1
100000.00000000
PA
USD
102880.00000000
0.012256181994
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03625000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
310000.00000000
PA
USD
327050.00000000
0.038961744958
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04500000
N
N
N
N
N
N
Endo International plc
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
470000.00000000
PA
USD
509950.00000000
0.060750777683
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.07500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747WAL3
181000.00000000
PA
USD
186321.07000000
0.022196587707
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
0.05500000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
508.00000000
NS
USD
187960.00000000
0.022391834833
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAM6
111000.00000000
PA
USD
111749.59000000
0.013312823802
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.00700000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDL2
111000.00000000
PA
USD
113568.10000000
0.013529464447
Long
DBT
CORP
US
N
2
2025-07-08
Fixed
0.01200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5DP5
1827025.53000000
PA
USD
1930948.97000000
0.230035594852
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03500000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation, Term Loan
N/A
839375.00000000
PA
USD
824618.79000000
0.098237538552
Long
DBT
CORP
US
N
2
2026-08-28
Floating
0.02650000
N
N
N
N
N
N
State Street Corporation
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
27913.00000000
NS
USD
3040842.22000000
0.362258122714
Long
RF
US
N
1
N
N
N
Six Flags Entertainment Corporation
549300JYTDUAA4JQ3717
Six Flags Entertainment Corporation
83001AAC6
290000.00000000
PA
USD
297975.00000000
0.035498015453
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
HERCULES MERGER SUB LLC
549300C1PQJLVEIUBK50
Buckeye Partners, LP, Term Loan
N/A
545875.00000000
PA
USD
544766.87000000
0.064898541050
Long
DBT
CORP
US
N
2
2026-11-01
Floating
0.02896800
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2R3
100000.00000000
PA
USD
102728.75000000
0.012238163453
Long
DBT
CORP
US
N
2
2024-06-02
Variable
0.01654000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Euro Foreign Exchange Currency
N/A
49.00000000
NC
USD
55123.51000000
0.006566910679
N/A
DFE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
N/A
Spot Exchange Rate between US Dollar and Euro
2021-03-16
7445551.49000000
USD
55123.51000000
N
N
N
Thl Credit Wind River 2016-1 Clo Ltd.
635400WBNY8VGBBADK15
THL Credit Wind River CLO, Ltd.
88433AAQ2
1250000.00000000
PA
USD
1217887.50000000
0.145087974813
Long
ABS-O
CORP
KY
N
2
2028-07-15
Floating
0.03086900
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
420000.00000000
PA
USD
428488.20000000
0.051046164091
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
0.03500000
N
N
N
N
N
N
Sabre Corporation
529900VKCYZW8GZ4WW58
Sabre Corporation
78573M104
15867.00000000
NS
USD
190721.34000000
0.022720795618
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell plc
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CF7
112000.00000000
PA
USD
120096.93000000
0.014307249524
Long
DBT
CORP
NL
N
2
2025-04-06
Fixed
0.02375000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AAKZ7
2919461.55000000
PA
USD
152393.27000000
0.018154740006
Long
ABS-CBDO
USGSE
US
N
2
2027-12-25
Fixed
0.03000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAB9
111000.00000000
PA
USD
112673.27000000
0.013422862587
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
0.01200000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCR0
117000.00000000
PA
USD
128705.51000000
0.015332796989
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03700000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XAT7
176000.00000000
PA
USD
191418.16000000
0.022803808378
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03375000
N
N
N
N
N
N
Central Garden & Pet Company
5493004DVZLD37DJ0H83
Central Garden & Pet Company
153527AN6
350000.00000000
PA
USD
364875.00000000
0.043467869413
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04125000
N
N
N
N
N
N
Simon Property Group, Inc.
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807DG9
220000.00000000
PA
USD
229874.70000000
0.027385168731
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.02000000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation
62886EAV0
750000.00000000
PA
USD
830625.00000000
0.098953063463
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
Transocean Ltd.
N/A
Transocean Guardian, Ltd.
893800AA0
261300.27000000
PA
USD
219492.23000000
0.026148296240
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AS6H2
1580325.40000000
PA
USD
97901.79000000
0.011663123598
Long
ABS-CBDO
USGSE
US
N
2
2027-07-15
Fixed
0.03000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AS4
57000.00000000
PA
USD
59199.52000000
0.007052489221
Long
DBT
CORP
US
N
2
2023-04-13
Fixed
0.02125000
N
N
N
N
N
N
Bank of America Corporation
N/A
Merrill Lynch Mortgage Investors Trust
59020UYW9
770217.94000000
PA
USD
429766.05000000
0.051198395449
Long
ABS-CBDO
CORP
US
N
2
2035-06-25
Variable
0.03507800
N
N
N
N
N
N
Computer Services, Inc.
N/A
Computer Services, Inc.
20539A105
4819.00000000
NS
USD
286248.60000000
0.034101039436
Long
EC
CORP
US
N
1
N
N
N
Evercore Inc.
529900P6KLPT95DW3W58
Evercore, Inc.
29977A105
3338.00000000
NS
USD
365978.32000000
0.043599308864
Long
EC
CORP
US
N
1
N
N
N
BlackRock, Inc.
N/A
BlackRock, Inc.
09247X101
922.00000000
NS
USD
665259.88000000
0.079252975922
Long
EC
CORP
US
N
1
N
N
N
Fertitta Entertainment, Inc.
91D14OD6M4H1RVBN7R43
Landry's, Inc.
38113YAE9
320000.00000000
PA
USD
317702.40000000
0.037848157411
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.06750000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
113000.00000000
PA
USD
122462.99000000
0.014589120266
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
0.03400000
N
N
N
N
N
N
HCA Healthcare, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
1160000.00000000
PA
USD
1304454.80000000
0.155400810967
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05375000
N
N
N
N
N
N
The Southern Company
0RL818ELFOHP5JHOFU19
Alabama Power Company
010392FQ6
108000.00000000
PA
USD
110670.81000000
0.013184307823
Long
DBT
CORP
US
N
2
2022-03-30
Fixed
0.02450000
N
N
N
N
N
N
Sysco Corporation
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829BP1
223000.00000000
PA
USD
265099.00000000
0.031581469581
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05650000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5SU8
659239.73500000
PA
USD
697191.15000000
0.083056975304
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03500000
N
N
N
N
N
N
Plantronics, Inc.
5493006O3W5M472F6668
Plantronics, Inc.
727493AB4
510000.00000000
PA
USD
511275.00000000
0.060908626061
Long
DBT
CORP
US
N
2
2023-05-31
Fixed
0.05500000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHR3
113000.00000000
PA
USD
123015.36000000
0.014654924575
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035QAA0
200000.00000000
PA
USD
214940.00000000
0.025605985205
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.05500000
N
N
N
N
N
N
Four Seasons Holdings Inc.
5493009FUVX8LHYY2202
Four Seasons Hotels, Ltd., Term Loan
N/A
761212.16000000
PA
USD
755092.01000000
0.089954754054
Long
DBT
CORP
US
N
2
2023-11-30
Floating
0.02146800
N
N
N
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAB6
160000.00000000
PA
USD
164485.20000000
0.019595261922
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03625000
N
N
N
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc.
12685JAC9
150000.00000000
PA
USD
155812.50000000
0.018562075787
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.04000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
1413.00000000
NS
USD
4602042.09000000
0.548245192469
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
N/A
Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
251510EL3
825828.71100000
PA
USD
846777.34000000
0.100877305480
Long
ABS-CBDO
CORP
US
N
2
2035-06-25
Fixed
0.05250000
N
N
N
N
N
N
Wells Fargo & Company
N/A
Wachovia Capital Trust II
929768AA7
220000.00000000
PA
USD
205617.59000000
0.024495398564
Long
DBT
CORP
US
N
2
2027-01-15
Floating
0.00736900
N
N
N
N
N
N
Cascade Funding Mortgage Trust 2018-RM1
N/A
Cascade Funding Mortgage Trust
147278AA3
858697.99000000
PA
USD
861383.31000000
0.102617327122
Long
ABS-CBDO
CORP
US
N
2
2048-06-25
Fixed
0.04580000
N
N
N
N
N
N
CCI BUYER INC
N/A
CCI Buyer, Inc., Term Loan
N/A
185000.00000000
PA
USD
184691.05000000
0.022002402036
Long
DBT
CORP
US
N
2
2027-12-12
Floating
0.00000000
N
N
N
N
N
N
Ritchie Bros. Auctioneers Incorporated
5493002H8U24DJXQ4886
Ritchie Brothers Auctioneers, Inc.
767744105
3163.00000000
NS
USD
219986.65000000
0.026207196916
Long
EC
CORP
CA
N
1
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
302.00000000
NS
USD
82512.44000000
0.009829777230
Long
EC
CORP
US
N
1
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
State Street Corporation
857477BE2
118000.00000000
PA
USD
125920.29000000
0.015000991359
Long
DBT
CORP
US
N
2
2025-11-01
Variable
0.02354000
N
N
N
N
N
N
Rackspace Hosting, Inc.
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc., Term Loan
N/A
2058548.49000000
PA
USD
2053916.76000000
0.244684852372
Long
DBT
CORP
US
N
2
2023-11-03
Floating
0.04000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AY6
430000.00000000
PA
USD
448275.00000000
0.053403382422
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05500000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBG9
370000.00000000
PA
USD
400647.10000000
0.047729430143
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.04875000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Colt Merger Sub, Inc.
28470RAH5
620000.00000000
PA
USD
660300.00000000
0.078662101195
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06250000
N
N
N
N
N
N
W. P. Carey Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
1571.00000000
NS
USD
110881.18000000
0.013209369380
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings, Inc.
549300DLV755RNHI1N92
Liberty All-Star Equity Fund
530158104
38878.00000000
NS
USD
268258.20000000
0.031957827767
Long
RF
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CT0
255000.00000000
PA
USD
290622.08000000
0.034622055832
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04875000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBT9
460000.00000000
PA
USD
488147.40000000
0.058153415382
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
CIT Group Inc.
N/A
IndyMac IMJA Mortgage Loan Trust
456669AA8
654472.07000000
PA
USD
420076.56000000
0.050044078255
Long
ABS-CBDO
CORP
US
N
2
2037-11-25
Fixed
0.06250000
N
N
N
N
N
N
NuVasive, Inc.
549300C5ZB4NZ6TWM881
NuVasive, Inc.
670704105
2206.00000000
NS
USD
124263.98000000
0.014803673738
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
Bear Stearns Adjustable Rate Mortgage Trust
07387AEG6
44770.54000000
PA
USD
44797.01000000
0.005336705942
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Floating
0.02410000
N
N
N
N
N
N
Illinois Tool Works Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
249.00000000
NS
USD
50766.12000000
0.006047811099
Long
EC
CORP
US
N
1
N
N
N
Plexus Corp.
549300W7HCBI5YT25I79
Plexus Corporation
729132100
2768.00000000
NS
USD
216485.28000000
0.025790075727
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EJ8
114000.00000000
PA
USD
117995.67000000
0.014056924631
Long
DBT
CORP
AU
N
2
2023-01-13
Fixed
0.02000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
134000.00000000
PA
USD
137022.73000000
0.016323634489
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
0.01645000
N
N
N
N
N
N
Deere & Company
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EVC0
171000.00000000
PA
USD
181294.53000000
0.021597771717
Long
DBT
CORP
US
N
2
2025-01-09
Fixed
0.02050000
N
N
N
N
N
N
BlackRock, Inc.
CC8M7XFKTNG56DXMAR33
BlackRock Core Bond Trust
09249E101
9581.00000000
NS
USD
156170.30000000
0.018604700806
Long
RF
US
N
1
N
N
N
Cenovus Energy Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAS8
241000.00000000
PA
USD
271664.88000000
0.032363668456
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.05375000
N
N
N
N
N
N
Wyndham Destinations, Inc.
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations, Inc.
98310WAS7
250000.00000000
PA
USD
286250.00000000
0.034101206220
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
0.06625000
N
N
N
N
N
N
NortonLifeLock Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc., Convertible
668771AA6
62000.00000000
PA
USD
72710.44000000
0.008662056624
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02000000
N
N
N
N
N
NortonLifeLock Inc
NortonLifeLock Inc
USD
XXXX
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc., Convertible
45031UCB5
58000.00000000
PA
USD
68244.66000000
0.008130044450
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.03125000
N
N
N
N
N
iStar Inc
iStar Inc
USD
XXXX
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AL8
108000.00000000
PA
USD
111233.58000000
0.013251351092
Long
DBT
CORP
JP
N
2
2022-02-22
Fixed
0.02998000
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Holding Company
125523100
3081.00000000
NS
USD
641402.58000000
0.076410835460
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741108
18112.00000000
NS
USD
844200.32000000
0.100570302893
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
10429.00000000
NS
USD
419350.09000000
0.049957533266
Long
EC
CORP
US
N
1
N
N
N
UFP Technologies, Inc.
549300RJ8LY41HS70C91
UFP Technologies, Inc.
902673102
5538.00000000
NS
USD
258070.80000000
0.030744194131
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDA4
110000.00000000
PA
USD
111356.53000000
0.013265998230
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
0.02715000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
466247E74
438309.80400000
PA
USD
383468.96000000
0.045682983699
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
0.03457790
N
N
N
N
N
N
Mattamy Group Corporation
5493008TNY7A82WCXU31
Mattamy Group Corporation
57701RAJ1
830000.00000000
PA
USD
877725.00000000
0.104564126565
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
0.05250000
N
N
N
N
N
N
Kilroy Realty Corporation
549300CXXI18B214UN80
Kilroy Realty Corporation
49427F108
124.00000000
NS
USD
7117.60000000
0.000847925748
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG of New York
251526BR9
117000.00000000
PA
USD
124308.15000000
0.014808935748
Long
DBT
CORP
DE
N
2
2023-02-27
Fixed
0.03950000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DQ7
56000.00000000
PA
USD
60187.65000000
0.007170205989
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
0.02500000
N
N
N
N
N
N
British American Tobacco p.l.c.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713AY2
110000.00000000
PA
USD
122674.91000000
0.014614366476
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04850000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc., Convertible
85571BAH8
67000.00000000
PA
USD
66381.89000000
0.007908131074
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.04375000
N
N
N
N
Y
Starwood Property Trust Inc
Starwood Property Trust Inc
USD
XXXX
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AD3
480000.00000000
PA
USD
538800.00000000
0.064187702747
Long
DBT
CORP
JP
N
2
2044-10-16
Variable
0.05100000
N
N
N
N
N
N
Allied Universal Security Services LLC
N/A
Allied Universal Holdco, LLC
019576AA5
300000.00000000
PA
USD
319890.00000000
0.038108768061
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06625000
N
N
N
N
N
N
Cascade Funding Mortgage Trust 2018-RM2
N/A
Cascade Funding Mortgage Trust
14727QAA3
1295724.80200000
PA
USD
1337823.29000000
0.159376027592
Long
ABS-CBDO
CORP
US
N
2
2068-10-25
Variable
0.04000000
N
N
N
N
N
N
Cohen & Steers, Inc.
BOWRNZIYSSLA6IG2ST17
Cohen & Steers Quality Income Realty Fund, Inc.
19247L106
14767.00000000
NS
USD
183110.80000000
0.021814145508
Long
RF
US
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEP5
219000.00000000
PA
USD
224880.31000000
0.026790182798
Long
DBT
CORP
US
N
2
2025-05-15
Floating
0.01321000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
4474.00000000
NS
USD
447042.08000000
0.053256503612
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CN7
360000.00000000
PA
USD
366343.20000000
0.043642777329
Long
DBT
CORP
GB
N
2
2030-12-17
Variable
0.04600000
N
N
N
N
N
N
Nissan Motor Co., Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Company, Ltd.
654744AA9
111000.00000000
PA
USD
116053.00000000
0.013825492700
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
0.03043000
N
N
N
N
N
N
Crown Holdings, Inc.
N/A
Crown Americas Capital Corporation IV
228189AB2
380000.00000000
PA
USD
400949.40000000
0.047765443399
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.04500000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAK1
111000.00000000
PA
USD
111646.62000000
0.013300556899
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00950000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EH3
1230000.00000000
PA
USD
1364761.88000000
0.162585244755
Long
DBT
CORP
US
N
2
2024-09-05
Variable
0.06250000
N
N
N
N
N
N
HCP ACQUISITION LLC
N/A
HCP Acquisition, LLC, Term Loan
N/A
1099108.94000000
PA
USD
1098647.31000000
0.130882789454
Long
DBT
CORP
US
N
2
2024-05-16
Floating
0.04000000
N
N
N
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AE6
160000.00000000
PA
USD
172378.40000000
0.020535585559
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
0.04750000
N
N
N
N
N
N
The Depository Trust & Clearing Corporation
549300RYC9NELN2ICA34
National Securities Clearing Corporation
637639AA3
115000.00000000
PA
USD
117287.78000000
0.013972593093
Long
DBT
CORP
US
N
2
2023-04-23
Fixed
0.01200000
N
N
N
N
N
N
Citigroup Inc.
N/A
Citigroup Mortgage Loan Trust, Inc.
17311WAD9
122524.97400000
PA
USD
105657.41000000
0.012587057212
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Variable
0.03734200
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
2137.00000000
NS
USD
436225.81000000
0.051967952158
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
78000.00000000
PA
USD
93268.23000000
0.011111123650
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.05000000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BY9
65000.00000000
PA
USD
66543.75000000
0.007927413594
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.04125000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389X105
10815.00000000
NS
USD
699622.35000000
0.083346606230
Long
EC
CORP
US
N
1
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBF8
53000.00000000
PA
USD
56476.46000000
0.006728088765
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.03600000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
10952307.49100000
PA
USD
109523074.91000100
13.04757716458
Long
STIV
PF
US
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
114000.00000000
PA
USD
121911.79000000
0.014523455341
Long
DBT
CORP
US
N
2
2025-07-22
Variable
0.02720000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
20392.00000000
NS
USD
727178.72000000
0.086629420050
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385BS4
200000.00000000
PA
USD
199983.56000000
0.023824211773
Long
STIV
USGSE
US
N
2
N
N
N
Fox Corporation
549300DDU6FDRBIELS05
Fox Corporation
35137LAG0
229000.00000000
PA
USD
252173.32000000
0.030041622317
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.04030000
N
N
N
N
N
N
Tronox Holdings plc
549300LMZ1DX1PWSP524
Tronox Finance, LLC, Term Loan
N/A
417938.51000000
PA
USD
415276.24000000
0.049472212047
Long
DBT
CORP
US
N
2
2024-09-22
Floating
0.03196565
N
N
N
N
N
N
RALI Series 2007-QS6 Trust
N/A
Residential Accredit Loans, Inc. Trust
75116CBD7
548697.18200000
PA
USD
525493.99000000
0.062602546446
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Fixed
0.05750000
N
N
N
N
N
N
Barings CLO Ltd. 2018-III
5493000D71NBEM2WZE67
Babson CLO, Ltd.
06760PAJ0
1200000.00000000
PA
USD
1170193.20000000
0.139406112246
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
0.03118400
N
N
N
N
N
N
Arthur J. Gallagher & Co.
54930049QLLMPART6V29
Arthur J. Gallagher & Company
363576109
2613.00000000
NS
USD
323254.23000000
0.038509551646
Long
EC
CORP
US
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LBD7
230000.00000000
PA
USD
256323.74000000
0.030536065386
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04250000
N
N
N
N
N
N
MidWestOne Financial Group, Inc.
N/A
MidWestOne Financial Group, Inc.
598511103
3062.00000000
NS
USD
75019.00000000
0.008937077342
Long
EC
CORP
US
N
1
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
210000.00000000
PA
USD
220500.00000000
0.026268352738
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CH6
210000.00000000
PA
USD
200215.05000000
0.023851789374
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03400000
N
N
N
N
N
N
Verint Systems Inc.
549300KEQJS5FRVUCO94
Verint Systems, Inc., Convertible
92343XAA8
282000.00000000
PA
USD
309228.86000000
0.036838697376
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.01500000
N
N
N
N
Y
Verint Systems Inc
Verint Systems Inc
USD
XXXX
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153AZ5
150000.00000000
PA
USD
175357.50000000
0.020890488278
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
0.11500000
N
N
N
N
N
N
Bohai Leasing Co., Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAD3
57000.00000000
PA
USD
61985.68000000
0.007384406834
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
0.05250000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F012619
2400000.00000000
PA
USD
2424465.65000000
0.288828657132
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.01500000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
905000.00000000
PA
USD
1007111.15000000
0.119978008777
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05125000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAM5
220000.00000000
PA
USD
247229.13000000
0.029452616753
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
NICE Ltd.
254900YTY4EF5Z4W0A51
Nice, Ltd. ADR
653656108
1786.00000000
NS
USD
506402.44000000
0.060328153840
Long
EC
CORP
IL
N
1
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397XL2
720000.00000000
PA
USD
755100.00000000
0.089955705910
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
0.04134000
N
N
N
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687106
3402.00000000
NS
USD
616374.36000000
0.073429202302
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650100
5484.00000000
NS
USD
374557.20000000
0.044621318142
Long
EC
CORP
US
N
1
N
N
N
Berry Global Group, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
085770AA3
330000.00000000
PA
USD
354482.70000000
0.042229825866
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.04875000
N
N
N
N
N
N
BP PLC
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBH2
114000.00000000
PA
USD
120300.82000000
0.014331539113
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.02937000
N
N
N
N
N
N
Valero Energy Corporation
549300XTO5VR8SKV1V74
Valero Energy Corporation
91913Y100
5220.00000000
NS
USD
295295.40000000
0.035178792423
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
242.00000000
NS
USD
108060.26000000
0.012873310778
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385AW1
110000.00000000
PA
USD
115040.98000000
0.013704929896
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
0.02950000
N
N
N
N
N
N
Credit Acceptance Corporation
N/A
Credit Acceptance Corporation
225310AN1
310000.00000000
PA
USD
322400.00000000
0.038407786499
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
0.05125000
N
N
N
N
N
N
Heritage Commerce Corp
549300CLIS851ELSR406
Heritage Commerce Corporation
426927109
20370.00000000
NS
USD
180681.90000000
0.021524788583
Long
EC
CORP
US
N
1
N
N
N
Porsche Automobil Holding SE
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BE1
56000.00000000
PA
USD
61551.76000000
0.007332713575
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
0.03350000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2J3
171000.00000000
PA
USD
176616.10000000
0.021040426368
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
0.02100000
N
N
N
N
N
N
Lincoln Electric Holdings, Inc.
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
3056.00000000
NS
USD
355260.00000000
0.042322426276
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
31325VQ72
2471702.80800000
PA
USD
266050.43000000
0.031694814247
Long
ABS-CBDO
USGSE
US
N
2
2035-08-15
Fixed
0.03500000
N
N
N
N
N
N
Archrock, Inc.
N/A
Archrock Partners, LP
03959KAC4
290000.00000000
PA
USD
301878.40000000
0.035963030818
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.06250000
N
N
N
N
N
N
522 Funding CLO 2020-6 Ltd.
N/A
522 Funding CLO, Ltd.
33835AAG4
950000.00000000
PA
USD
952935.50000000
0.113524017466
Long
ABS-O
CORP
KY
N
2
2033-10-23
Floating
0.04051040
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
141000.00000000
PA
USD
150075.02000000
0.017878564910
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
0.02633000
N
N
N
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
Altice France SA
02156LAC5
290000.00000000
PA
USD
303197.90000000
0.036120223976
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
Brookfield Asset Management Inc.
N/A
Brookfield Property REIT, Inc.
11284DAA3
175000.00000000
PA
USD
172650.63000000
0.020568016550
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05750000
N
N
N
N
N
N
Douglas Emmett, Inc.
N/A
Douglas Emmett, Inc.
25960P109
9933.00000000
NS
USD
289844.94000000
0.034529474483
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Company
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Company
194162103
6228.00000000
NS
USD
532556.28000000
0.063443883067
Long
EC
CORP
US
N
1
N
N
N
Enagas, S.A.
N/A
Enagas SA
87470LAD3
600000.00000000
PA
USD
612750.00000000
0.072997429209
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
Radnor Re 2018-1 Limited
549300ED4YNDE7SVU538
Radnor RE, Ltd.
750496AA9
103036.77000000
PA
USD
103022.17000000
0.012273118827
Long
ABS-CBDO
CORP
BM
N
2
2028-03-25
Floating
0.01548000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CN7
170000.00000000
PA
USD
176049.62000000
0.020972941123
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01500000
N
N
N
N
N
N
DELOS FINANCE SARL
549300HX549YWOJQT076
Delos Finance SARL, Term Loan
N/A
250000.00000000
PA
USD
249582.50000000
0.029732975725
Long
DBT
CORP
US
N
2
2023-10-06
Floating
0.02003900
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BJ6
167000.00000000
PA
USD
193376.80000000
0.023037142829
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
0.05250000
N
N
N
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EM1
114000.00000000
PA
USD
119487.90000000
0.014234695261
Long
DBT
CORP
AU
N
2
2030-02-04
Variable
0.02894000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ, LLC
092174AA9
75000.00000000
PA
USD
76781.25000000
0.009147015685
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03625000
N
N
N
N
N
N
Bellemeade Re 2020-1 Ltd.
N/A
Bellemeade Re, Ltd.
07876TAB8
900000.00000000
PA
USD
909241.65000000
0.108318731914
Long
ABS-CBDO
CORP
BM
N
2
2030-06-25
Floating
0.03548000
N
N
N
N
N
N
Dell Technologies Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563402
1340.00000000
NS
USD
187948.40000000
0.022390452915
Long
EC
CORP
US
N
1
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
Pacific Gas and Electric Company, Term Loan
N/A
1228825.00000000
PA
USD
1241420.46000000
0.147891476374
Long
DBT
CORP
US
N
2
2025-06-23
Floating
0.05500000
N
N
N
N
N
N
BlackRock, Inc.
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
10734.00000000
NS
USD
157897.14000000
0.018810420725
Long
RF
US
N
1
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
1296.00000000
NS
USD
713357.28000000
0.084982860135
Long
EC
CORP
US
N
1
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 B.C., LLC, Term Loan
N/A
1273583.88000000
PA
USD
1254085.31000000
0.149400250738
Long
DBT
CORP
US
N
2
2026-11-19
Floating
0.01896800
N
N
N
N
N
N
Kinder Morgan, Inc.
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners, LP
494550BM7
216000.00000000
PA
USD
226725.76000000
0.027010032828
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03450000
N
N
N
N
N
N
Eastman Chemical Company
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Company
277432100
3065.00000000
NS
USD
307358.20000000
0.036615844058
Long
EC
CORP
US
N
1
N
N
N
DICK'S Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc., Convertible
253393AC6
374000.00000000
PA
USD
665953.75000000
0.079335637246
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03250000
N
N
N
N
Y
Dick's Sporting Goods Inc
Dick's Sporting Goods Inc
USD
XXXX
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136A65L4
3414219.04400000
PA
USD
185629.72000000
0.022114226593
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
0.03000000
N
N
N
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAH8
270000.00000000
PA
USD
315735.30000000
0.037613815113
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.07125000
N
N
N
N
N
N
ASGN Incorporated
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
3617.00000000
NS
USD
302128.01000000
0.035992767070
Long
EC
CORP
US
N
1
N
N
N
Ellington Residential Mortgage REIT
549300KA3MR2ZCRGA787
Ellington Residential Mortgage REIT
288578107
1951.00000000
NS
USD
25441.04000000
0.003030812756
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397ZX4
990000.00000000
PA
USD
1040064.30000000
0.123903745594
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04063000
N
N
N
N
N
N
The Southern Company
D981X4Z4RWS7PDMJUZ03
Georgia Power Company
373334KK6
106000.00000000
PA
USD
111653.30000000
0.013301352693
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02200000
N
N
N
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958667AB3
310000.00000000
PA
USD
319476.70000000
0.038059531281
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.04100000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BS2
134000.00000000
PA
USD
137633.70000000
0.016396419865
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
0.01412000
N
N
N
N
N
N
Berkshire Hathaway Inc.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Company
084659AS0
114000.00000000
PA
USD
129054.46000000
0.015374367699
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04050000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAR8
110000.00000000
PA
USD
113696.64000000
0.013544777527
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.02500000
N
N
N
N
N
N
Broadridge Financial Solutions, Inc.
N/A
Broadridge Financial Solutions, Inc.
11133T103
1163.00000000
NS
USD
178171.60000000
0.021225734407
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385BC9
700000.00000000
PA
USD
699968.70000000
0.083387867201
Long
STIV
USGSE
US
N
2
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV, Term Loan
N/A
588614.41000000
PA
USD
590415.57000000
0.070336709547
Long
DBT
CORP
US
N
2
2025-07-10
Floating
0.03753900
N
N
N
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani, LLC, Term Loan
N/A
369075.00000000
PA
USD
367783.24000000
0.043814330520
Long
DBT
CORP
US
N
2
2027-10-23
Floating
0.04500000
N
N
N
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BD8
600000.00000000
PA
USD
626250.00000000
0.074605695704
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04625000
N
N
N
N
N
N
IAC/InterActiveCorp
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
1806.00000000
NS
USD
273049.14000000
0.032528576528
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
470000.00000000
PA
USD
498200.00000000
0.059350990179
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
Deutsche Telekom AG
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAV5
105000.00000000
PA
USD
109820.57000000
0.013083018007
Long
DBT
CORP
NL
N
2
2023-09-19
Fixed
0.02485000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream, LP
417558AA1
370000.00000000
PA
USD
393587.50000000
0.046888413984
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.07500000
N
N
N
N
N
N
NorthWestern Corporation
3BPWMBHR1R9SHUN7J795
NorthWestern Corporation
668074305
2224.00000000
NS
USD
129681.44000000
0.015449060361
Long
EC
CORP
US
N
1
N
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BJ3
190000.00000000
PA
USD
201400.00000000
0.023992953476
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04875000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816BW8
105000.00000000
PA
USD
113696.05000000
0.013544707240
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.03700000
N
N
N
N
N
N
FBL Financial Group, Inc.
N/A
FBL Financial Group, Inc.
30239F106
295.00000000
NS
USD
15490.45000000
0.001845390497
Long
EC
CORP
US
N
1
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAA3
200000.00000000
PA
USD
208499.00000000
0.024838663391
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03875000
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830109
935.00000000
NS
USD
331906.30000000
0.039540280111
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
4991.00000000
NS
USD
366738.68000000
0.043689891198
Long
EC
CORP
US
N
1
N
N
N
EAGLE BROADBAND INVESTMENTS
N/A
Eagle Broadband Investments, LLC, Term Loan
N/A
1195000.00000000
PA
USD
1192765.35000000
0.142095151694
Long
DBT
CORP
US
N
2
2027-11-12
Floating
0.03750000
N
N
N
N
N
N
Caterpillar Inc.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corporation
14913Q3A5
164000.00000000
PA
USD
168555.75000000
0.020080190009
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
0.01900000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Structured Asset Mortgage Investments, Inc.
86359LLZ0
529990.27100000
PA
USD
500766.24000000
0.059656708535
Long
ABS-CBDO
CORP
US
N
2
2035-12-25
Floating
0.00768000
N
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Company
291011104
3619.00000000
NS
USD
290859.03000000
0.034650283888
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62954HAE8
56000.00000000
PA
USD
60261.10000000
0.007178956150
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
0.02700000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 5-Yr. U.S. Treasury Note
N/A
30.00000000
NC
USD
8578.20000000
0.001021928269
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
3776343.60000000
USD
8578.20000000
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
787204.48000000
PA
USD
776183.62000000
0.092467415511
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01896800
N
N
N
N
N
N
NextEra Energy Partners, LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners, LP
65342QAL6
820000.00000000
PA
USD
875350.00000000
0.104281190793
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03875000
N
N
N
N
N
N
Jbs Usa Llc Jbs Usa Finance Inc
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA, Term Loan
N/A
1214547.75000000
PA
USD
1203920.46000000
0.143424069446
Long
DBT
CORP
US
N
2
2026-05-01
Floating
0.02146800
N
N
N
N
N
N
Ecolab Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
3028.00000000
NS
USD
655138.08000000
0.078047157270
Long
EC
CORP
US
N
1
N
N
N
GEMINI HDPE LLC
N/A
Gemini HDPE, LLC, Term Loan
N/A
715000.00000000
PA
USD
709637.50000000
0.084539719577
Long
DBT
CORP
US
N
2
2027-12-28
Floating
0.00000000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GCS7
240000.00000000
PA
USD
246004.80000000
0.029306761278
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XAQ9
162000.00000000
PA
USD
166373.18000000
0.019820178587
Long
DBT
CORP
US
N
2
2021-09-25
Fixed
0.04375000
N
N
N
N
N
N
W&T Offshore, Inc.
549300Q7EOY2YIO3YK85
W&T Offshore, Inc.
92922PAL0
340000.00000000
PA
USD
240550.00000000
0.028656926309
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.09750000
N
N
N
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
304.00000000
NS
USD
41474.72000000
0.004940918706
Long
EC
CORP
US
N
1
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion, Inc., Term Loan
N/A
494063.09000000
PA
USD
489122.46000000
0.058269575110
Long
DBT
CORP
US
N
2
2026-07-01
Floating
0.03730000
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
4698.00000000
NS
USD
1247882.76000000
0.148661335675
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAG8
111000.00000000
PA
USD
115947.37000000
0.013812908908
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01650000
N
N
N
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
1839.00000000
NS
USD
476742.36000000
0.056794723256
Long
EC
CORP
US
N
1
N
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150190AE6
380000.00000000
PA
USD
391229.00000000
0.046607443871
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05250000
N
N
N
N
N
N
Murphy Oil Corporation
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AM4
280000.00000000
PA
USD
275800.00000000
0.032856288822
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
Liberty Broadband Corporation
549300N3IE9H88Q20221
GCI, LLC
36166TAB6
290000.00000000
PA
USD
309299.50000000
0.036847112779
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
Restaurant Brands International Inc.
N/A
1011778 B.C., ULC
68245XAJ8
860000.00000000
PA
USD
885800.00000000
0.105526108191
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
7402.00000000
NS
USD
582833.48000000
0.069433448710
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAJ3
460000.00000000
PA
USD
494500.00000000
0.058910206029
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
Lehman Brothers Holdings, Inc.
N/A
Lehman Mortgage Trust
52520MBY8
187270.62900000
PA
USD
112728.87000000
0.013429486263
Long
ABS-CBDO
CORP
US
N
2
2035-12-25
Floating
0.00898000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136A73W0
4216112.75000000
PA
USD
201491.82000000
0.024003892071
Long
ABS-CBDO
USGSE
US
N
2
2027-08-25
Fixed
0.03000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
370.00000000
NS
USD
48810.40000000
0.005814824510
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust, Inc.
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust, LP
25389JAS5
165000.00000000
PA
USD
172269.16000000
0.020522571704
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.02750000
N
N
N
N
N
N
Zions Bancorporation, National Association
8WH0EE09O9V05QJZ3V89
Zions Bancorporations NA
989701107
20652.00000000
NS
USD
897122.88000000
0.106875012526
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
1826.00000000
NS
USD
345150.52000000
0.041118075316
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk AS ADR
670100205
2398.00000000
NS
USD
167500.30000000
0.019954453352
Long
EC
CORP
DK
N
1
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224AD9
112000.00000000
PA
USD
122651.54000000
0.014611582388
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
0.03100000
N
N
N
N
N
N
Unisys Corporation
549300T21W22FIJJOW08
Unisys Corporation
909214306
29000.00000000
NS
USD
570720.00000000
0.067990359524
Long
EC
CORP
US
N
1
N
N
N
Nordson Corporation
14OS6Q5N55N95WM84M53
Nordson Corporation
655663102
138.00000000
NS
USD
27731.10000000
0.003303629553
Long
EC
CORP
US
N
1
N
N
N
FLEX ACQUISITION CO INC
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc. Term Loan
N/A
998921.51000000
PA
USD
985685.80000000
0.117425588590
Long
DBT
CORP
US
N
2
2025-06-29
Floating
0.03225130
N
N
N
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP Group, Inc., Term Loan
N/A
984962.02000000
PA
USD
931340.69000000
0.110951409365
Long
DBT
CORP
US
N
2
2025-10-20
Floating
0.03396700
N
N
N
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
420000.00000000
PA
USD
435750.00000000
0.051911268507
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
0.04625000
N
N
N
N
N
N
United Airlines Holdings, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc., Term Loan
N/A
737339.33000000
PA
USD
720749.20000000
0.085863465859
Long
DBT
CORP
US
N
2
2024-04-01
Floating
0.01895100
N
N
N
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161N101
5943.00000000
NS
USD
250913.46000000
0.029891534123
Long
EC
CORP
US
N
1
N
N
N
Bellemeade Re 2020-2 Ltd.
N/A
Bellemeade Re, Ltd.
078782AA7
900000.00000000
PA
USD
902539.08000000
0.107520249043
Long
ABS-CBDO
CORP
BM
N
2
2030-08-26
Floating
0.02448000
N
N
N
N
N
N
Volt LXXXIX LLC
N/A
Vericrest Opportunity Loan Transferee
92870NAB9
1750000.00000000
PA
USD
1742757.45000000
0.207616178843
Long
ABS-CBDO
CORP
US
N
2
2050-03-25
Variable
0.03474800
N
N
N
N
N
N
Microchip Technology Incorporated
5493007PTFULNYZJ1R12
Microchip Technology, Inc., Convertible
595017AF1
152000.00000000
PA
USD
307435.61000000
0.036625065977
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.01625000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAJ5
285000.00000000
PA
USD
270750.00000000
0.032254678022
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.05000000
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAW0
163000.00000000
PA
USD
182505.06000000
0.021741983186
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.05400000
N
N
N
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034T103
21743.00000000
NS
USD
300270.83000000
0.035771519635
Long
EC
CORP
US
N
1
N
N
N
Bunge Limited
549300QHC068L40NNM71
Bunge, Ltd. Finance Corporation
120568BB5
134000.00000000
PA
USD
138461.69000000
0.016495059019
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
0.01630000
N
N
N
N
N
N
Enterprise Products Partners L.P.
5493004LGN656HWLDA30
Enterprise Products Operating, LLC
29379VBM4
440000.00000000
PA
USD
424916.75000000
0.050620694211
Long
DBT
CORP
US
N
2
2077-08-16
Variable
0.04875000
N
N
N
N
N
N
Hess Corporation
UASVRYNXNK17ULIGK870
Hess Corporation
42809HAF4
74000.00000000
PA
USD
77840.77000000
0.009273237205
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03500000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
100000.00000000
PA
USD
102273.58000000
0.012183938663
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
0.02129000
N
N
N
N
N
N
Equitrans Midstream Corporation
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAE0
150000.00000000
PA
USD
155625.00000000
0.018539738752
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
0.06500000
N
N
N
N
N
N
Chevron Corporation
N/A
Chevron Corporation
166764100
6179.00000000
NS
USD
521816.55000000
0.062164449888
Long
EC
CORP
US
N
1
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDC2
163000.00000000
PA
USD
168548.61000000
0.020079339415
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
0.02050000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
221.00000000
NS
USD
119501.33000000
0.014236295189
Long
EC
CORP
US
N
1
N
N
N
EchoStar Corporation
N/A
Hughes Satellite Systems Corporation
444454AF9
150000.00000000
PA
USD
169720.50000000
0.020218947669
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
200000.00000000
PA
USD
200000.00000000
0.023826170284
Long
DBT
CORP
DE
N
2
2025-10-30
Variable
0.06000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DZ5
190000.00000000
PA
USD
219269.50000000
0.026121762226
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.08500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3131XXDN8
1051949.91500000
PA
USD
1116301.43000000
0.132985939801
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.03500000
N
N
N
N
N
N
The Southern Company
D981X4Z4RWS7PDMJUZ03
Georgia Power Company
373334KM2
114000.00000000
PA
USD
119064.71000000
0.014184280276
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
0.02100000
N
N
N
N
N
N
Sinclair Broadcast Group, Inc.
N/A
Diamond Sports Group, LLC
25277LAA4
300000.00000000
PA
USD
243750.00000000
0.029038145034
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
Norbord Inc.
549300VL705RQ5PHI407
Norbord, Inc.
65548PAF3
520000.00000000
PA
USD
559010.40000000
0.066595384906
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
0.05750000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AF6
590000.00000000
PA
USD
749300.00000000
0.089264746971
Long
DBT
CORP
GB
N
2
2037-05-21
Variable
0.06657000
N
N
N
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
BWAY Holding Company
12429TAD6
380000.00000000
PA
USD
387497.40000000
0.046162895186
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.05500000
N
N
N
N
N
N
First Busey Corporation
549300X4ZNLYSX7GUY60
First Busey Corporation
319383204
2213.00000000
NS
USD
47690.15000000
0.005681368174
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P 500 Index
N/A
6.00000000
NC
USD
24151.05000000
0.002877135149
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
S&P 500 INDEX
SPX
2021-03-22
1100488.95000000
USD
24151.05000000
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc., 4.750%
00206R706
24475.00000000
NS
USD
654951.00000000
0.078024870270
Long
EP
CORP
US
N
1
N
N
N
MOMENTIVE PERFORMANCE
54930021ZH8MCUXACZ50
Momentive Performance Materials USA, LLC, Term Loan
N/A
458025.00000000
PA
USD
451154.63000000
0.053746435195
Long
DBT
CORP
US
N
2
2024-05-15
Floating
0.03400000
N
N
N
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
2650.00000000
NS
USD
464995.50000000
0.055395309823
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings, Inc.
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Company, Inc.
228255AH8
410000.00000000
PA
USD
499175.00000000
0.059467142759
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.07375000
N
N
N
N
N
N
SBA Communications Corporation (REIT)
5299001HX8ZN8Y8QIT49
SBA Communications Corporation
78410GAC8
300000.00000000
PA
USD
315090.00000000
0.037536939975
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03875000
N
N
N
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc., Convertible
59001KAF7
476000.00000000
PA
USD
546336.94000000
0.065085584826
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
0.03250000
N
N
N
N
Y
Meritor Inc
Meritor Inc
USD
XXXX
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746SJ1
250000.00000000
PA
USD
253951.11000000
0.030253411954
Long
DBT
CORP
US
N
2
2023-10-31
Floating
0.01444400
N
N
N
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
SFR Group SA
67054KAA7
650000.00000000
PA
USD
684125.00000000
0.081500393730
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
0.07375000
N
N
N
N
N
N
BOYD GAMING CORPORATION
254900787YGRYS2A1Z35
Boyd Gaming Corporation, Term Loan
N/A
250210.78000000
PA
USD
247733.69000000
0.029512725416
Long
DBT
CORP
US
N
2
2023-09-15
Floating
0.02352200
N
N
N
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
917.00000000
NS
USD
229992.77000000
0.027399234511
Long
EC
CORP
US
N
1
N
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BE4
310000.00000000
PA
USD
322703.80000000
0.038443978451
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Convertible
904311AB3
74000.00000000
PA
USD
121976.84000000
0.014531204803
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.01500000
N
N
N
N
Y
Under Armour Inc
Under Armour Inc
USD
XXXX
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde Public Limited Company
G5494J103
1872.00000000
NS
USD
493290.72000000
0.058766143473
Long
EC
CORP
IE
N
1
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
1328.00000000
NS
USD
204631.52000000
0.024377927205
Long
EC
CORP
US
N
1
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457100
5200.00000000
NS
USD
104260.00000000
0.012420582569
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CA6
450000.00000000
PA
USD
577125.00000000
0.068753392627
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
0.07450000
N
N
N
N
N
N
Marsh & McLennan Companies, Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748102
940.00000000
NS
USD
109980.00000000
0.013102011039
Long
EC
CORP
US
N
1
N
N
N
Emerald Holding, Inc.
N/A
Emerald Holding, Inc.
29103W104
974.00000000
NS
USD
5279.08000000
0.000628901295
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818ES3
168000.00000000
PA
USD
190591.61000000
0.022705340773
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03750000
N
N
N
N
N
N
Ciena Corporation
W0CZ7N0GH8UIGXDM1H41
Ciena Corporation
171779309
11410.00000000
NS
USD
603018.50000000
0.071838107329
Long
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAJ0
280000.00000000
PA
USD
287344.40000000
0.034231583023
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.04750000
N
N
N
N
N
N
Sunstone Hotel Investors, Inc.
529900ZQ2V52V96ATF67
Sunstone Hotel Investors, Inc.
867892101
27273.00000000
NS
USD
309003.09000000
0.036811801204
Long
EC
CORP
US
N
1
N
N
N
Aegon N.V.
KEIOKM01PSK5VZ5CCI74
Aegon Funding Corporation II, 5.100%
00775V104
7525.00000000
NS
USD
207539.50000000
0.024724357339
Long
EP
CORP
US
N
1
N
N
N
Golden Nugget Inc New
N/A
Golden Nugget, LLC, Term Loan
N/A
706638.82000000
PA
USD
680691.04000000
0.081091303151
Long
DBT
CORP
US
N
2
2023-10-04
Floating
0.03364690
N
N
N
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918104
24105.00000000
NS
USD
5361434.10000000
0.638712209185
Long
EC
CORP
US
N
1
N
N
N
H&E Equipment Services, Inc.
N/A
H&E Equipment Services, Inc.
404030AJ7
500000.00000000
PA
USD
503765.00000000
0.060013953367
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.03875000
N
N
N
N
N
N
Eaton Corporation plc
549300VDIGTMXUNT7H71
Eaton Corporation plc
G29183103
2575.00000000
NS
USD
309360.50000000
0.036854379761
Long
EC
CORP
IE
N
1
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094104
2838.00000000
NS
USD
773099.58000000
0.092100011200
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703DBB6
56000.00000000
PA
USD
67257.33000000
0.008012422987
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05850000
N
N
N
N
N
N
Core Laboratories N.V.
724500MDYY5VBSAF5W50
Core Laboratories NV
N22717107
2379.00000000
NS
USD
63067.29000000
0.007513259954
Long
EC
CORP
NL
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
2740.00000000
NS
USD
879786.60000000
0.104809726729
Long
EC
CORP
US
N
1
N
N
N
First Financial Bancorp.
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
1193.00000000
NS
USD
20913.29000000
0.002491418043
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
391.00000000
NS
USD
63338.09000000
0.007545520589
Long
EC
CORP
US
N
1
N
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings, Inc., Term Loan
N/A
500000.00000000
PA
USD
495625.00000000
0.059044228236
Long
DBT
CORP
US
N
2
2026-02-16
Floating
0.03396700
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, Convertible, 7.250%
060505682
218.00000000
NS
USD
331050.44000000
0.039438320781
Long
EP
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
001107539
1109.00000000
NS
467356.20000000
0.055676542024
Long
EC
CORP
CH
N
2
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corporation
337932AG2
163000.00000000
PA
USD
165665.76000000
0.019735903040
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.02850000
N
N
N
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AE4
300000.00000000
PA
USD
306000.00000000
0.036454040535
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03950000
N
N
N
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AG6
363000.00000000
PA
USD
393855.00000000
0.046920281487
Long
DBT
CORP
JP
N
2
2050-01-23
Variable
0.03400000
N
N
N
N
N
N
Fortive Corporation
549300MU9YQJYHDQEF63
Fortive Corporation, Convertible, 5.000%
34959J207
518.00000000
NS
USD
519849.26000000
0.061930084955
Long
EP
CORP
US
N
2
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
661.00000000
NS
USD
1157992.68000000
0.137952653910
Long
EC
CORP
US
N
1
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc., Convertible
462222AB6
119000.00000000
PA
USD
121448.04000000
0.014468208408
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.00125000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.700%
74460W594
958.00000000
NS
USD
26373.74000000
0.003141926101
Long
EP
CORP
US
N
1
N
N
N
Nexstar Media Group, Inc.
5493006PK6I4I2OOT688
Nexstar Escrow Corporation
65343HAA9
400000.00000000
PA
USD
428500.00000000
0.051047569835
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
13043.00000000
NS
USD
1066917.40000000
0.127102778260
Long
EC
CORP
US
N
1
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments, LLC
82453AAA5
100000.00000000
PA
USD
104000.00000000
0.012389608548
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04625000
N
N
N
N
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411AW5
240000.00000000
PA
USD
257400.00000000
0.030664281156
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
0.05100000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Foods Group, Inc.
50076QAE6
500000.00000000
PA
USD
585849.95000000
0.069792803350
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
0.05000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030N101
23526.00000000
NS
USD
1232762.40000000
0.146860034315
Long
EC
CORP
US
N
1
N
N
N
Skymiles Ip Ltd. & Delta Air Lines Inc.
N/A
Delta Air Lines, Inc.
830867AA5
222697.00000000
PA
USD
237995.27000000
0.028352579149
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
0.04500000
N
N
N
N
N
N
Toorak Mortgage Corp 2019-1 Ltd
N/A
Toorak Mortgage Corporation
89052KAA3
1700000.00000000
PA
USD
1726275.71000000
0.205652695124
Long
ABS-CBDO
CORP
US
N
2
2022-03-25
Variable
0.04458300
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAW7
105000.00000000
PA
USD
111645.03000000
0.013300367481
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.02500000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBW5
233000.00000000
PA
USD
253750.29000000
0.030229488096
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
0.03950000
N
N
N
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AJ0
220000.00000000
PA
USD
258775.00000000
0.030828086077
Long
DBT
CORP
US
N
2
2025-10-17
Fixed
0.09875000
N
N
N
N
N
N
Ally Financial Inc.
N/A
GMAC Capital Trust I, 6.007%
361860208
29050.00000000
NS
USD
785802.50000000
0.093613320875
Long
EP
CORP
US
N
1
N
N
N
BP PLC
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBA7
442000.00000000
PA
USD
457158.38000000
0.054461667044
Long
DBT
CORP
US
N
2
2022-09-19
Fixed
0.02520000
N
N
N
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
150000.00000000
PA
USD
155857.50000000
0.018567436675
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04375000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
1912.00000000
NS
USD
340756.64000000
0.040594628651
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp, Inc.
N/A
Community Trust Bancorp, Inc.
204149108
1187.00000000
NS
USD
43978.35000000
0.005239178279
Long
EC
CORP
US
N
1
N
N
N
TCR2 Therapeutics Inc.
5493007TR1ORJAZ8YK34
TCR2 Therapeutics, Inc.
87808K106
67.00000000
NS
USD
2072.31000000
0.000246876054
Long
EC
CORP
US
N
1
N
N
N
Littelfuse, Inc.
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
1090.00000000
NS
USD
277579.40000000
0.033068270259
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corporation, 5.875%
87161C709
2675.00000000
NS
USD
71743.50000000
0.008546864239
Long
EP
CORP
US
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64831AAA6
478003.11000000
PA
USD
483823.23000000
0.057638273328
Long
ABS-CBDO
CORP
US
N
2
2060-07-25
Variable
0.04335000
N
N
N
N
N
N
CIT Group Inc.
N/A
Residential Asset Securitization Trust
761128AJ6
421573.17500000
PA
USD
302996.57000000
0.036096239362
Long
ABS-CBDO
CORP
US
N
2
2022-08-25
Variable
0.06217200
N
N
N
N
N
N
LyondellBasell Industries N.V.
N/A
LYB International Finance III, LLC
50249AAF0
111000.00000000
PA
USD
112919.64000000
0.013452212855
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.01250000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2B8
110000.00000000
PA
USD
113859.48000000
0.013564176795
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
0.02625000
N
N
N
N
N
N
Banco Santander, S.A.
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAE5
210000.00000000
PA
USD
212939.87000000
0.025367708015
Long
DBT
CORP
GB
N
2
2021-08-05
Fixed
0.02875000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CC1
223000.00000000
PA
USD
229392.71000000
0.027327748852
Long
DBT
CORP
DE
N
2
2024-09-18
Variable
0.02222000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AQGC6
2037107.94000000
PA
USD
111731.09000000
0.013310619882
Long
ABS-CBDO
USGSE
US
N
2
2027-05-15
Fixed
0.03000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CU2
164000.00000000
PA
USD
169017.18000000
0.020135160558
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.02600000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AH9
108000.00000000
PA
USD
113661.81000000
0.013540628199
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.06250000
N
N
N
N
N
N
JBS S.A.
N/A
JBS USA, LLC
466112AR0
470000.00000000
PA
USD
485275.00000000
0.057811223924
Long
DBT
CORP
BR
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
The Chemours Company
549300M1BOLNXL8DOV14
Chemours Company, Term Loan
N/A
432762.50000000
PA
USD
423657.18000000
0.050470640565
Long
DBT
CORP
US
N
2
2025-04-03
Floating
0.01900000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BF1
56000.00000000
PA
USD
56735.34000000
0.006758929360
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.00900000
N
N
N
N
N
N
TPG Capital, L.P.
549300TX61566GJWCN05
Sixth Street Specialty Lending, Inc.
83012A109
13600.00000000
NS
USD
282200.00000000
0.033618726271
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
240000.00000000
PA
USD
256500.00000000
0.030557063390
Long
DBT
CORP
US
N
2
2025-10-15
Variable
0.04875000
N
N
N
N
N
N
Tiaa Board Of Overseers
W4CSTD4RDGQSJ4FOVO30
Nuveen Credit Strategies Income Fund
67073D102
34950.00000000
NS
USD
221233.50000000
0.026355735218
Long
RF
US
N
1
N
N
N
Biogen Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
1349.00000000
NS
USD
330316.14000000
0.039350842997
Long
EC
CORP
US
N
1
N
N
N
Tokyo Century Corporation
549300ODEK8HY3445C77
Aviation Capital Group, LLC
05369AAH4
100000.00000000
PA
USD
110688.05000000
0.013186361638
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.05500000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAD3
970000.00000000
PA
USD
1011225.00000000
0.120468095231
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.05625000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDB2
110000.00000000
PA
USD
118729.95000000
0.014144400033
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03071000
N
N
N
N
N
N
Miller Industries, Inc.
549300F1O74SPUJ7UU94
Miller Industries, Inc.
600551204
6442.00000000
NS
USD
244924.84000000
0.029178104724
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CW8
220000.00000000
PA
USD
249093.86000000
0.029674763626
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04100000
N
N
N
N
N
Mylan N.V.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BD8
105000.00000000
PA
USD
114816.65000000
0.013678205272
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
0.04200000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
940000.00000000
PA
USD
998759.40000000
0.118983057689
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
Callaway Golf Company
5493005UB0KFRKBPCU72
Callaway Golf Company
131193104
10601.00000000
NS
USD
254530.01000000
0.030322376804
Long
EC
CORP
US
N
1
N
N
N
Advanced Energy Industries, Inc.
549300756XI3QLFT2U27
Advanced Energy Industries, Inc.
007973100
4409.00000000
NS
USD
427540.73000000
0.050933291183
Long
EC
CORP
US
N
1
N
N
N
The Greenbrier Companies, Inc.
5493001GAGGFR30BP390
Greenbrier Companies, Inc., Convertible
393657AK7
89000.00000000
PA
USD
89931.91000000
0.010713665008
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.02875000
N
N
N
N
Y
Greenbrier Cos Inc/The
Greenbrier Cos Inc/The
USD
XXXX
N
N
N
Brookfield Asset Management Inc.
5493007NX94W3HSQTJ60
Brookfield Real Assets Income Fund, Inc.
112830104
13700.00000000
NS
USD
244271.00000000
0.029100212208
Long
RF
US
N
1
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAJ4
960000.00000000
PA
USD
1148001.60000000
0.136762408043
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAV3
116000.00000000
PA
USD
119770.00000000
0.014268302075
Long
DBT
CORP
KY
N
2
2022-03-01
Fixed
0.04250000
N
N
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340AU1
120000.00000000
PA
USD
132900.00000000
0.015832490154
Long
DBT
CORP
US
N
2
2025-07-01
Variable
0.05625000
N
N
N
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
627.00000000
NS
USD
84431.82000000
0.010058434603
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
11583.00000000
NS
USD
427065.21000000
0.050876642080
Long
EC
CORP
US
N
1
N
N
N
Aerojet Rocketdyne Holdings, Inc.
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings, Inc.
007800105
776.00000000
NS
USD
41011.60000000
0.004885746826
Long
EC
CORP
US
N
1
N
N
N
J2 Global, Inc.
5493008OJYGLHD7MXA18
J2 Global, Inc., Convertible
48123VAC6
301000.00000000
PA
USD
440632.56000000
0.052492932037
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03250000
N
N
N
N
Y
J2 Global Inc
J2 Global Inc
USD
XXXX
N
N
N
Volt LXXXIII LLC
N/A
Vericrest Opportunity Loan Transferee
92870EAB9
2200000.00000000
PA
USD
2196414.22000000
0.261660696107
Long
ABS-CBDO
CORP
US
N
2
2049-11-26
Variable
0.04090000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBK1
111000.00000000
PA
USD
117206.75000000
0.013962939920
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
Owl Rock Technology Finance Corp.
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AE8
111000.00000000
PA
USD
111576.54000000
0.013292208209
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
0.03750000
N
N
N
N
N
N
Helen of Troy Limited
N/A
Helen of Troy, Ltd.
G4388N106
94.00000000
NS
USD
20885.86000000
0.002488150284
Long
EC
CORP
BM
N
1
N
N
N
Verus Securitization Trust 2019-2
N/A
Verus Securitization Trust
92537GAC7
1016808.81000000
PA
USD
1024274.63000000
0.122022708763
Long
ABS-CBDO
CORP
US
N
2
2059-05-25
Variable
0.03345000
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company, Convertible
723787AN7
186000.00000000
PA
USD
247136.08000000
0.029441531627
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.00250000
N
N
N
N
Y
Pioneer Natural Resources Co
Pioneer Natural Resources Co
USD
XXXX
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAT8
360000.00000000
PA
USD
399675.60000000
0.047613694521
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
520000.00000000
PA
USD
543020.40000000
0.064690482592
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
Rexford Industrial Realty, Inc.
549300MSLO0DF0EMX355
Rexford Industrial Realty, Inc.
76169C100
1445.00000000
NS
USD
70963.95000000
0.008453995783
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AD4
400000.00000000
PA
USD
527392.00000000
0.062828657994
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
QEP Resources, Inc.
Q6JQDZPXKEDQKVK58165
QEP Resources, Inc.
74733VAD2
210000.00000000
PA
USD
230275.50000000
0.027432916377
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.05625000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BQ8
111000.00000000
PA
USD
112605.52000000
0.013414791472
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
0.00800000
N
N
N
N
N
N
Carnival Corporation & Plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BG6
210000.00000000
PA
USD
244650.00000000
0.029145362800
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
0.10500000
N
N
N
N
N
N
Cooper-Standard Holdings Inc.
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
10212.00000000
NS
USD
354050.04000000
0.042178282711
Long
EC
CORP
US
N
1
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc., Term Loan
N/A
1109164.31000000
PA
USD
1100435.19000000
0.131095781121
Long
DBT
CORP
US
N
2
2026-09-19
Floating
0.02904750
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iSTAR Financial, Inc.
45031U101
2070.00000000
NS
USD
30739.50000000
0.003662022807
Long
EC
CORP
US
N
1
N
N
N
Srm Escrow Issuer LLC
N/A
SRM Escrow Issuer, LLC
85236FAA1
450000.00000000
PA
USD
471075.75000000
0.056119655182
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06000000
N
N
N
N
N
N
Cheniere Energy, Inc.
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings, LLC
16412XAC9
200000.00000000
PA
USD
232717.11000000
0.027723787455
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
0.05875000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
2624.00000000
NS
USD
920184.32000000
0.109622341508
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAB9
264000.00000000
PA
USD
223212.00000000
0.026591435608
Long
DBT
CORP
US
N
2
2028-02-15
Variable
0.06625000
N
N
N
N
N
N
Prudential Financial, Inc.
P63V0W84H2Z3IOKHSM44
PGIM High Yield Bond Fund, Inc.
69346H100
11542.00000000
NS
USD
173130.00000000
0.020625124307
Long
RF
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AXJ61
740465.03500000
PA
USD
12778.43000000
0.001522305245
Long
ABS-CBDO
USGSE
US
N
2
2022-12-15
Fixed
0.02500000
N
N
N
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
111000.00000000
PA
USD
113779.38000000
0.013554634413
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.01800000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer, Inc., Term Loan
N/A
598950.00000000
PA
USD
598764.33000000
0.071331304435
Long
DBT
CORP
US
N
2
2026-12-17
Floating
0.04396700
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBG9
195000.00000000
PA
USD
217425.00000000
0.025902025370
Long
DBT
CORP
GB
N
2
2024-06-15
Variable
0.08000000
N
N
N
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAB2
111000.00000000
PA
USD
112369.83000000
0.013386713522
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.00950000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAY5
330000.00000000
PA
USD
362175.00000000
0.043146216114
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04800000
N
N
N
N
N
N
Allianz SE
549300Q41U0QIEXCOU14
Pimco Dynamic Credit And Mortgage Income Fund
72202D106
7843.00000000
NS
USD
166271.60000000
0.019808077275
Long
RF
US
N
1
N
N
N
ZF Friedrichshafen AG
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAC9
200000.00000000
PA
USD
215522.00000000
0.025675319360
Long
DBT
CORP
DE
N
2
2025-04-29
Fixed
0.04750000
N
N
N
N
N
N
Altra Industrial Motion Corp.
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corporation
02208R106
19692.00000000
NS
USD
1091527.56000000
0.130034607575
Long
EC
CORP
US
N
1
N
N
N
Panasonic Corporation
254900GE1G59KGWPHX32
Panasonic Corporation
69832AAA4
163000.00000000
PA
USD
167552.77000000
0.019960704148
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
0.02536000
N
N
N
N
N
N
Forward Air Corporation
N/A
Forward Air Corporation
349853101
4314.00000000
NS
USD
331487.76000000
0.039490419085
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc
019736AG2
410000.00000000
PA
USD
419481.25000000
0.049973158468
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.03750000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation, 4.750%
89832Q695
14400.00000000
NS
USD
398448.00000000
0.047467449488
Long
EP
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBE4
225000.00000000
PA
USD
234879.92000000
0.027981444851
Long
DBT
CORP
GB
N
2
2023-02-15
Variable
0.04610000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CJ2
500000.00000000
PA
USD
435732.50000000
0.051909183718
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.04400000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC, Term Loan
N/A
2126618.01000000
PA
USD
2131934.56000000
0.253979179312
Long
DBT
CORP
US
N
2
2026-09-23
Floating
0.04250000
N
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd.
UNZWILHE4KMRP9K2L524
Norwegian Cruise Line Holdings, Ltd.
62886HAY7
200000.00000000
PA
USD
234000.00000000
0.027876619233
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
0.10250000
N
N
N
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
09257W100
6058.00000000
NS
USD
166776.74000000
0.019868255033
Long
EC
CORP
US
N
1
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
1906.00000000
NS
USD
36785.80000000
0.004382323674
Long
EC
CORP
US
N
1
N
N
N
Antler Mortgage Trust 2019-RTL 1
N/A
Antler Mortgage Trust
03720BAA6
622851.28000000
PA
USD
623222.69000000
0.074245049686
Long
ABS-CBDO
CORP
US
N
2
2022-06-27
Fixed
0.04458000
N
N
N
N
N
N
Kemper Corporation
549300FNI1JKTRY2PV09
Kemper Corporation
488401100
6870.00000000
NS
USD
527822.10000000
0.062879896173
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, Convertible, 7.500%
949746804
1500.00000000
NS
USD
2276850.00000000
0.271243079064
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
12544JAB2
1201853.72000000
PA
USD
951512.16000000
0.113354453760
Long
ABS-CBDO
CORP
US
N
2
2037-11-25
Fixed
0.06000000
N
N
N
N
N
N
Madison Square Garden Sports Corp.
N/A
Madison Square Garden Sports Corporation
55825T103
257.00000000
NS
USD
47313.70000000
0.005636521365
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MF5
336000.00000000
PA
USD
365235.60000000
0.043510827998
Long
DBT
CORP
US
N
2
2025-04-24
Variable
0.03352000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company, Convertible, 6.750%
842587602
6218.00000000
NS
USD
322714.20000000
0.038445217412
Long
EP
CORP
US
N
1
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
240000.00000000
PA
USD
281700.00000000
0.033559160846
Long
DBT
CORP
FR
N
2
2025-09-29
Variable
0.08000000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corporation
589433AC5
300000.00000000
PA
USD
318000.00000000
0.037883610752
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
111000.00000000
PA
USD
111253.06000000
0.013253671761
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.00560000
N
N
N
N
N
N
Cintas Corporation
549300QVUQTTKMTE0G41
Cintas Corporation No. 2
17252MAM2
162000.00000000
PA
USD
166738.82000000
0.019863737592
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
0.02900000
N
N
N
N
N
N
Sinclair Broadcast Group, Inc.
N/A
Diamond Sports Group, LLC
25277LAC0
530000.00000000
PA
USD
320650.00000000
0.038199307509
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.06625000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WHH9
330000.00000000
PA
USD
357869.45000000
0.042633292277
Long
DBT
CORP
CA
N
2
2024-02-05
Fixed
0.03300000
N
N
N
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
6025.00000000
NS
USD
410483.25000000
0.048901219067
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc., Convertible, 5.250%
854502846
4686.00000000
NS
USD
524082.24000000
0.062434363467
Long
EP
CORP
US
N
1
N
N
The Gorman-Rupp Company
N/A
Gorman-Rupp Company
383082104
277.00000000
NS
USD
8988.65000000
0.001070825527
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJY7
245000.00000000
PA
USD
274288.08000000
0.032676172505
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.03875000
N
N
N
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
Navistar, Inc., Term Loan
N/A
996812.50000000
PA
USD
994569.67000000
0.118483931587
Long
DBT
CORP
US
N
2
2024-11-06
Floating
0.03660000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDC3
452000.00000000
PA
USD
504715.96000000
0.060127242041
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04450000
N
N
N
N
N
N
Bloomin' Brands, Inc.
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc., Convertible
094235AA6
88000.00000000
PA
USD
161593.59000000
0.019250781961
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05000000
N
N
N
N
Y
Bloomin' Brands Inc
Bloomin' Brands Inc
USD
XXXX
N
N
N
Allianz SE
549300535GECAFITZP67
AllianzGI NFJ Dividend Interest & Premium Strategy Fund
01883A107
12614.00000000
NS
USD
169784.44000000
0.020226564895
Long
RF
US
N
1
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BV5
110000.00000000
PA
USD
125675.00000000
0.014971769752
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.04750000
N
N
N
N
N
N
Glencore plc
5493005TTO0UJ33KCK70
Xstrata Finance Canada, Ltd.
98417EAK6
163000.00000000
PA
USD
169507.85000000
0.020193614493
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
0.04950000
N
N
N
N
N
N
McCormick & Company, Incorporated
549300JQQA6MQ4OJP259
McCormick & Company, Inc.
579780206
780.00000000
NS
USD
74568.00000000
0.008883349328
Long
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
5536.00000000
NS
USD
1283853.76000000
0.152946591532
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
658.00000000
NS
USD
218785.00000000
0.026064043328
Long
EC
CORP
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
42307.00000000
NS
USD
5613715.83000000
0.668766746479
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VAE0
162000.00000000
PA
USD
176436.83000000
0.021019069780
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.04500000
N
N
N
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAE5
630000.00000000
PA
USD
655515.00000000
0.078092060071
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.07250000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MAV5
111000.00000000
PA
USD
130436.26000000
0.015538982710
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.05850000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAP4
137000.00000000
PA
USD
146284.65000000
0.017427014904
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
0.02648000
N
N
N
N
N
N
Chevron Corporation
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AH8
178000.00000000
PA
USD
198534.54000000
0.023651588787
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.03900000
N
N
N
N
N
N
Xerox Holdings Corporation
5493000Y33XDVO2CXC18
Xerox Holdings Corporation
98421MAA4
280000.00000000
PA
USD
297995.60000000
0.035500469548
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.05000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation
131347CM6
450000.00000000
PA
USD
468000.00000000
0.055753238466
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
Volt LXXXII LLC
N/A
Vericrest Opportunity Loan Transferee
91833HAB0
3600000.00000000
PA
USD
3594132.36000000
0.428172048176
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
0.04090000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBL8
134000.00000000
PA
USD
143879.59000000
0.017140498059
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
4932510.00000000
PA
USD
4932510.00000000
0.587614115956
Long
STIV
PF
US
N
2
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
21685WDF1
216000.00000000
PA
USD
229548.93000000
0.027346359474
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
0.03950000
N
N
N
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corporation
87161C501
7253.00000000
NS
USD
234779.61000000
0.027969494836
Long
EC
CORP
US
N
1
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US, LLC, Term Loan
N/A
284278.48000000
PA
USD
283803.73000000
0.033809779992
Long
DBT
CORP
US
N
2
2024-05-06
Floating
0.04413564
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BM2
94000.00000000
PA
USD
100033.01000000
0.011917017651
Long
DBT
CORP
GB
N
2
2029-11-01
Variable
0.03754000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636AAX9
177000.00000000
PA
USD
184229.21000000
0.021947382644
Long
DBT
CORP
DK
N
2
2023-01-12
Variable
0.05000000
N
N
N
N
N
N
ILLUMINATE BUYER LLC
549300K1Y0YC1YC1H809
Lummus Technology Holdings V, LLC, Term Loan
N/A
807975.00000000
PA
USD
807635.65000000
0.096214322624
Long
DBT
CORP
US
N
2
2027-06-30
Floating
0.04146700
N
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
4589.00000000
NS
USD
976080.30000000
0.116281277197
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp.
N/A
Targa Resources Partners, LP
87612BBG6
100000.00000000
PA
USD
105556.00000000
0.012574976152
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BD5
113000.00000000
PA
USD
122779.81000000
0.014626863302
Long
DBT
CORP
JP
N
2
2024-03-07
Fixed
0.03407000
N
N
N
N
N
N
Ameriprise Financial, Inc.
6QVMFZKY1QSOOIHD7Y77
Tri-Continental Corporation
895436103
5923.00000000
NS
USD
174550.81000000
0.020794386612
Long
RF
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
200000.00000000
PA
USD
218586.25000000
0.026040366072
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
TRIANGLE RE 2019-1 Limited
N/A
Genworth Mortgage Insurance Corporation
89600TAA1
700000.00000000
PA
USD
698329.80000000
0.083192623648
Long
ABS-CBDO
CORP
US
N
2
2029-11-26
Floating
0.02048000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer, Inc., Term Loan
N/A
323375.00000000
PA
USD
322566.56000000
0.038427628933
Long
DBT
CORP
US
N
2
2026-12-17
Floating
0.04396700
N
N
N
N
N
N
Conns Receivables Funding 2020-A LLC
N/A
Conn's Receivables Funding
20825XAA6
383245.50000000
PA
USD
383601.08000000
0.045698723267
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
0.01710000
N
N
N
N
N
N
Essential Properties Realty Trust, Inc.
N/A
Essential Properties Realty Trust, Inc.
29670E107
7356.00000000
NS
USD
155947.20000000
0.018578122713
Long
EC
CORP
US
N
1
N
N
N
The Procter & Gamble Company
2572IBTT8CCZW6AU4141
Procter & Gamble Company
742718109
3027.00000000
NS
USD
421176.78000000
0.050175148401
Long
EC
CORP
US
N
1
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan
N/A
471217.84000000
PA
USD
450922.49000000
0.053718780159
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.05250000
N
N
N
N
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings, Inc., Term Loan
N/A
347148.09000000
PA
USD
345412.35000000
0.041149267347
Long
DBT
CORP
US
N
2
2023-02-05
Floating
0.02896800
N
N
N
N
N
N
NextEra Energy, Inc.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Company
341081FZ5
111000.00000000
PA
USD
120773.05000000
0.014387796275
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02850000
N
N
N
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems, Ltd.
G0750C108
13272.00000000
NS
USD
378915.60000000
0.045140538045
Long
EC
CORP
US
N
1
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc.
26907YAA2
280000.00000000
PA
USD
287000.00000000
0.034190554358
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05250000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
75513ECE9
112000.00000000
PA
USD
115181.80000000
0.013721705902
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02800000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
United Technologies Corporation
913017DD8
237000.00000000
PA
USD
271766.24000000
0.032375743559
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
0.03950000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QCB2
113000.00000000
PA
USD
122702.68000000
0.014617674740
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
0.03250000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CW3
590000.00000000
PA
USD
567875.00000000
0.067651432252
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
N
N
N
N
N
N
Packaging Holdings Limited
N/A
Reynolds Group Issuer, Inc.
761735AT6
43000.00000000
PA
USD
43528.90000000
0.005185634918
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.05125000
N
N
N
N
N
N
Chubb Limited
E0JAN6VLUDI1HITHT809
Chubb, Ltd.
H1467J104
5402.00000000
NS
USD
831475.84000000
0.099054424757
Long
EC
CORP
CH
N
1
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCP9
118000.00000000
PA
USD
121622.82000000
0.014489030099
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
0.04200000
N
N
N
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
1336.00000000
NS
USD
188309.20000000
0.022433435326
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corporation
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAC4
160000.00000000
PA
USD
174856.00000000
0.020830744156
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05500000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
5172.00000000
NS
USD
468221.16000000
0.055779585445
Long
EC
CORP
US
N
1
N
N
N
Stryker Corporation
5493002F0SC4JTBU5137
Stryker Corporation
863667101
3034.00000000
NS
USD
743451.36000000
0.088567993508
Long
EC
CORP
US
N
1
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc.
92552VAK6
210000.00000000
PA
USD
214788.00000000
0.025587877315
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.05625000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AT8
200000.00000000
PA
USD
221996.00000000
0.026446572492
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05750000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAE6
272000.00000000
PA
USD
280787.54000000
0.033450458709
Long
DBT
CORP
US
N
2
2023-04-25
Variable
0.02776000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
466247MQ3
107974.34000000
PA
USD
123530.90000000
0.014716341294
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Fixed
0.06500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AT1
220000.00000000
PA
USD
234394.83000000
0.027923655667
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
0.03455000
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol, LLC, Term Loan
N/A
1625000.00000000
PA
USD
1608457.50000000
0.191616911454
Long
DBT
CORP
US
N
2
2028-01-31
Floating
0.02658600
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBT4
480000.00000000
PA
USD
549840.00000000
0.065502907346
Long
DBT
CORP
US
N
2
2028-03-15
Variable
0.05875000
N
N
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC, Term Loan
N/A
1846050.00000000
PA
USD
1826814.16000000
0.217629926273
Long
DBT
CORP
US
N
2
2027-04-15
Floating
0.02658600
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZZ4
150000.00000000
PA
USD
171310.77000000
0.020408397888
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.07375000
N
N
N
N
N
N
Unitil Corporation
N/A
Unitil Corporation
913259107
268.00000000
NS
USD
11864.36000000
0.001413411308
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial N.V.
549300PNSJ5B81UMVO28
CNH Industrial Capital, LLC
12592BAF1
165000.00000000
PA
USD
166614.19000000
0.019848890313
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
0.04875000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Diamond 1 Finance Corporation
25272KAG8
330000.00000000
PA
USD
364965.73000000
0.043478678155
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.05450000
N
N
N
N
N
N
TC Energy Corporation
N/A
TransCanada Trust
89356BAB4
468000.00000000
PA
USD
521820.00000000
0.062164860889
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
0.05875000
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833AS9
385000.00000000
PA
USD
423896.60000000
0.050499162873
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
0.03450000
N
N
N
N
N
N
Ardelyx, Inc.
549300F542QR4SXHCY32
Ardelyx, Inc.
039697107
7223.00000000
NS
USD
46732.81000000
0.005567319444
Long
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135B101
7327.00000000
NS
USD
439839.81000000
0.052398491055
Long
EC
CORP
US
N
1
N
N
N
China Petrochemical Corporation
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018, Ltd.
82939GAN8
133000.00000000
PA
USD
136965.95000000
0.016316870239
Long
DBT
NUSS
VG
N
2
2025-05-13
Fixed
0.02150000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCX2
111000.00000000
PA
USD
118669.06000000
0.014137146155
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
0.02750000
N
N
N
N
N
N
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
1971.00000000
NS
USD
358820.55000000
0.042746597629
Long
EC
CORP
US
N
1
N
N
N
AMSTED Industries Incorporated
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
665000.00000000
PA
USD
706562.50000000
0.084173392209
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.05625000
N
N
N
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
880.00000000
NS
USD
719928.00000000
0.085765635603
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
Washington Mutual Mortgage Pass Through Certificates
93936HAA4
745790.02000000
PA
USD
441491.58000000
0.052595267821
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Fixed
0.07000000
N
N
N
N
N
N
The Middleby Corporation
JDFO86U9VQRBKW5KYA35
Middleby Corporation
596278101
2438.00000000
NS
USD
314306.96000000
0.037443655753
Long
EC
CORP
US
N
1
N
N
N
Ball Corporation
N/A
Ball Corporation
058498106
7019.00000000
NS
USD
654030.42000000
0.077915200791
Long
EC
CORP
US
N
1
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AG5
129000.00000000
PA
USD
137062.50000000
0.016328372323
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.06750000
N
N
N
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc., Convertible
880770AG7
148000.00000000
PA
USD
559532.50000000
0.066657583124
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.01250000
N
N
N
N
Y
Teradyne Inc
Teradyne Inc
USD
XXXX
N
N
N
AerCap Holdings N.V.
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
424000.00000000
PA
USD
435367.44000000
0.051865693809
Long
DBT
CORP
NL
N
2
2079-10-10
Variable
0.05875000
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAH1
200000.00000000
PA
USD
213000.00000000
0.025374871353
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
Teva Pharmaceutical Industries Limited
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAC5
52000.00000000
PA
USD
51870.00000000
0.006179317263
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
0.02200000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AM4
695000.00000000
PA
USD
745252.62000000
0.088782579146
Long
DBT
CORP
US
N
2
2043-06-15
Variable
0.05625000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HB0
274000.00000000
PA
USD
329286.80000000
0.039228216846
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
0.05500000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BH0
56000.00000000
PA
USD
60861.89000000
0.007250528774
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
0.04750000
N
N
N
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
Nustar Logistics, LP, 6.971%
67059T204
11309.00000000
NS
USD
242917.32000000
0.028938947157
Long
EP
CORP
US
N
1
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert, LLC, Term Loan
N/A
309225.00000000
PA
USD
309806.34000000
0.036907493060
Long
DBT
CORP
US
N
2
2027-09-04
Floating
0.02646800
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AR8
200000.00000000
PA
USD
200000.00000000
0.023826170284
Long
DBT
CORP
BM
N
2
2024-09-01
Fixed
0.08750000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746101
47149.00000000
NS
USD
1422956.82000000
0.169518057505
Long
EC
CORP
US
N
1
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
1611.00000000
NS
USD
1136834.37000000
0.135432046425
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corporation
529900W0TZQLBT2DSS66
Sleep Number Corporation
83125X103
2382.00000000
NS
USD
194990.52000000
0.023229386667
Long
EC
CORP
US
N
1
N
N
N
Sinclair Broadcast Group, Inc.
5493002K6DHWNZH8YA34
Diamond Sports Group, LLC, Term Loan
N/A
1477528.26000000
PA
USD
1301761.50000000
0.155079955845
Long
DBT
CORP
US
N
2
2026-08-24
Floating
0.03400000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc.
98919VAA3
640000.00000000
PA
USD
641600.00000000
0.076434354273
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDA5
700000.00000000
PA
USD
741125.00000000
0.088290852261
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05125000
N
N
N
N
N
N
Chevron Corporation
N/A
Chevron Corporation
166764BW9
111000.00000000
PA
USD
115288.31000000
0.013734394529
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
0.01554000
N
N
N
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAP4
171000.00000000
PA
USD
184610.35000000
0.021992788177
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.03125000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAA4
106000.00000000
PA
USD
112378.93000000
0.013387797612
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02450000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
HCP, Inc.
40414LAJ8
114000.00000000
PA
USD
124771.91000000
0.014864183872
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04250000
N
N
N
N
N
N
Aramark
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AR9
180000.00000000
PA
USD
192375.00000000
0.022917797542
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06375000
N
N
N
N
N
N
Deere & Company
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EVE6
169000.00000000
PA
USD
172364.48000000
0.020533927257
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.01200000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AUUT4
2368134.89000000
PA
USD
285977.63000000
0.034068758550
Long
ABS-CBDO
USGSE
US
N
2
2032-10-15
Fixed
0.03500000
N
N
N
N
N
N
J2 Global, Inc.
5493008OJYGLHD7MXA18
J2 Global, Inc., Convertible
48123VAD4
224000.00000000
PA
USD
232139.97000000
0.027655032275
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.01750000
N
N
N
N
Y
J2 Global Inc
J2 Global Inc
USD
XXXX
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc., Convertible
302941AP4
322000.00000000
PA
USD
402339.00000000
0.047930987631
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.02000000
N
N
N
N
Y
FTI Consulting Inc
FTI Consulting Inc
USD
XXXX
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAU0
750000.00000000
PA
USD
801170.33000000
0.095444103548
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03750000
N
N
N
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS Energy Corporation
125896100
9394.00000000
NS
USD
573127.94000000
0.068277219466
Long
EC
CORP
US
N
1
N
N
N
Prime Security Services Borrower, LLC
N/A
Prime Security Services Borrower, LLC
74166MAC0
820000.00000000
PA
USD
897900.00000000
0.106967591493
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
684.00000000
NS
USD
194235.48000000
0.023139438109
Long
EC
CORP
US
N
1
N
N
N
Corporate Office Properties Trust
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties, LP
22003BAL0
111000.00000000
PA
USD
115688.77000000
0.013782101670
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.02250000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136ABCF8
3965257.19000000
PA
USD
211493.34000000
0.025195381664
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
0.03000000
N
N
N
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAA0
52000.00000000
PA
USD
55675.67000000
0.006632689970
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02650000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBY1
108000.00000000
PA
USD
111812.22000000
0.013320284968
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
0.03150000
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010L103
3542.00000000
NS
USD
59824.38000000
0.007126929325
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363RAA4
652024.93000000
PA
USD
596485.45000000
0.071059819520
Long
ABS-CBDO
CORP
US
N
2
2046-10-25
Floating
0.01489430
N
N
N
N
N
N
Encompass Health Corporation
549300FVRPM9DRQZRG64
Encompass Health Corporation
29261AAA8
550000.00000000
PA
USD
574750.00000000
0.068470456855
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04500000
N
N
N
N
N
N
KeyCorp
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M2Z6
285000.00000000
PA
USD
290565.95000000
0.034615369018
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
0.01250000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022626
4488888.00000000
PA
USD
4722970.67000000
0.562651517166
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02500000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EN0
240000.00000000
PA
USD
271932.00000000
0.032395490689
Long
DBT
CORP
US
N
2
2025-03-17
Variable
0.06100000
N
N
N
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAF2
180000.00000000
PA
USD
193912.54000000
0.023100965991
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.05500000
N
N
N
N
N
N
Kura Oncology, Inc.
5493005QORQTZCZYOP39
Kura Oncology, Inc.
50127T109
741.00000000
NS
USD
24201.06000000
0.002883092883
Long
EC
CORP
US
N
1
N
N
N
SAS Rue La Boetie
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
240000.00000000
PA
USD
291600.00000000
0.034738556275
Long
DBT
CORP
FR
N
2
2025-12-23
Variable
0.08125000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AH0
120000.00000000
PA
USD
123664.80000000
0.014732292915
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
0.05000000
N
N
N
N
N
N
Vertex Pharmaceuticals Incorporated
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
1107.00000000
NS
USD
261628.38000000
0.031168011666
Long
EC
CORP
US
N
1
N
N
N
Colliers International Group Inc.
D3O8K13PHLEXXD1DT480
Colliers International Group, Inc.
194693107
3518.00000000
NS
USD
313559.34000000
0.037354591146
Long
EC
CORP
CA
N
1
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Nouryon USA, LLC, Term Loan
N/A
1185351.25000000
PA
USD
1171518.20000000
0.139563960624
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03153100
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
479.00000000
NS
USD
1066862.33000000
0.127096217724
Long
EC
CORP
US
N
1
N
N
N
Pretium Mortgage Credit Partners I 2020-NPL1
N/A
Pretium Mortgage Credit Partners, LLC
74142DAA3
877539.77200000
PA
USD
880999.65000000
0.104954238408
Long
ABS-CBDO
CORP
US
N
2
2059-05-27
Variable
0.02857900
N
N
N
N
N
N
Starbucks Corporation
OQSJ1DU9TAOC51A47K68
Starbucks Corporation
855244109
47.00000000
NS
USD
5028.06000000
0.000598997068
Long
EC
CORP
US
N
1
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
100000.00000000
PA
USD
100750.00000000
0.012002433280
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
N
Primerica, Inc.
254900621R686KJR7022
Primerica, Inc.
74164M108
2739.00000000
NS
USD
366834.27000000
0.043701278916
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJD2
279000.00000000
PA
USD
284891.92000000
0.033939416993
Long
DBT
CORP
US
N
2
2026-06-19
Variable
0.01319000
N
N
N
N
N
N
The TJX Companies, Inc.
V167QI9I69W364E2DY52
TJX Companies, Inc.
872540AR0
111000.00000000
PA
USD
123907.04000000
0.014761151172
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
The Hain Celestial Group, Inc.
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc.
405217100
18945.00000000
NS
USD
760641.75000000
0.090615899306
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corporation
14913Q3C1
171000.00000000
PA
USD
176420.92000000
0.021017174408
Long
DBT
CORP
US
N
2
2022-11-18
Fixed
0.01950000
N
N
N
N
N
N
Golden Entertainment, Inc.
549300P8YYCKQVJ0Y638
Golden Entertainment, Inc., Term Loan
N/A
1425125.00000000
PA
USD
1389724.90000000
0.165559110581
Long
DBT
CORP
US
N
2
2024-10-20
Floating
0.03750000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
925000.00000000
PA
USD
1043122.50000000
0.124268071564
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04875000
N
N
N
N
N
N
Triumph Bancorp, Inc.
5493003RNRMEVYDZ1Q52
Triumph Bancorp, Inc.
89679E300
9351.00000000
NS
USD
453991.05000000
0.054084340325
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Ltd.
11135F101
3797.00000000
NS
USD
1662516.45000000
0.198057000194
Long
EC
CORP
SG
N
1
N
N
N
Enterprise Products Partners L.P.
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners, LP
293792107
31807.00000000
NS
USD
623099.13000000
0.074230329878
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXJ8
111000.00000000
PA
USD
123434.31000000
0.014704834445
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03500000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
3419.00000000
NS
USD
366345.85000000
0.043643093026
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
175000.00000000
PA
USD
185047.10000000
0.022044818576
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
0.02450000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJQ4
240000.00000000
PA
USD
269448.36000000
0.032099612541
Long
DBT
CORP
US
N
2
2024-02-01
Variable
0.06750000
N
N
N
N
N
N
CommScope Holding Company, Inc.
M4TWC4QDOKW45N7T6Y12
CommScope Technologies Finance, LLC
20337YAA5
868000.00000000
PA
USD
887530.00000000
0.105732204564
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06000000
N
N
N
N
N
N
Vodafone Group Plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBH2
165000.00000000
PA
USD
180279.82000000
0.021476888451
Long
DBT
CORP
GB
N
2
2024-01-16
Fixed
0.03750000
N
N
N
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187AS8
235000.00000000
PA
USD
180950.00000000
0.021556727565
Long
DBT
CORP
US
N
2
2066-05-17
Floating
0.02579500
N
N
N
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE Energy Company
233331AW7
164000.00000000
PA
USD
174711.46000000
0.020813524983
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.02529000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
310000.00000000
PA
USD
306497.00000000
0.036513248568
Long
DBT
CORP
US
N
2
2026-12-18
Floating
0.00000000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWC4
191000.00000000
PA
USD
192548.60000000
0.022938478658
Long
DBT
CORP
US
N
2
2022-04-26
Fixed
0.03000000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159VK9
35000.00000000
PA
USD
36004.92000000
0.004289296775
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
0.01625000
N
N
N
N
N
N
MGIC Investment Corporation
254900S8483WM4M98R28
MGIC Investment Corporation, Convertible
552848AB9
393000.00000000
PA
USD
507952.50000000
0.060512813807
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
0.09000000
N
N
N
N
N
MGIC Investment Corp
MGIC Investment Corp
USD
XXXX
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
430000.00000000
PA
USD
500521.10000000
0.059627504798
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAW5
887000.00000000
PA
USD
969712.65000000
0.115522693630
Long
DBT
CORP
CA
N
2
2078-03-01
Variable
0.06250000
N
N
N
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAP6
178000.00000000
PA
USD
189720.25000000
0.022601534914
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
0.05000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
4489.00000000
NS
USD
1051323.80000000
0.125245099416
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AEAB3
1111191.36000000
PA
USD
50054.84000000
0.005963075707
Long
ABS-CBDO
USGSE
US
N
2
2028-02-25
Fixed
0.02500000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
3626.00000000
NS
USD
175498.40000000
0.020907273815
Long
EC
CORP
US
N
1
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc., Term Loan
N/A
762345.28000000
PA
USD
732392.73000000
0.087250569501
Long
DBT
CORP
US
N
2
2026-08-21
Floating
0.03714400
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFH7
244000.00000000
PA
USD
273717.22000000
0.032608165467
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
0.04200000
N
N
N
N
N
N
OZLM IX Ltd
N/A
OZLM IX, Ltd.
67109KBA1
1875000.00000000
PA
USD
1875170.63000000
0.223390673716
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.01768400
N
N
N
N
N
N
Global Net Lease, Inc.
N/A
Global Net Lease, Inc.
37892AAA8
470000.00000000
PA
USD
484746.25000000
0.057748233487
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.03750000
N
N
N
N
N
N
JBS S.A.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corporation
72147KAE8
200000.00000000
PA
USD
216922.00000000
0.025842102552
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05875000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan
N/A
1747350.00000000
PA
USD
1710044.08000000
0.203719007222
Long
DBT
CORP
US
N
2
2025-12-09
Floating
0.02396700
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2B6
165000.00000000
PA
USD
170847.13000000
0.020353164060
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
0.04000000
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
660000.00000000
PA
USD
683443.20000000
0.081419170315
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
0.04375000
N
N
N
N
N
N
IDEX Corporation
549300U5Y5EL6PHYLF13
IDEX Corporation
45167R104
1830.00000000
NS
USD
364536.00000000
0.043427484054
Long
EC
CORP
US
N
1
N
N
N
CAESARS RESORT COLLECTION
549300V3UCT773B1KR38
Caesars Resort Collection, LLC, Term Loan
N/A
947625.00000000
PA
USD
947918.76000000
0.112926368959
Long
DBT
CORP
US
N
2
2025-07-20
Floating
0.04646800
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
INEOS U.S. Finance, LLC, Term Loan
N/A
198465.47000000
PA
USD
196040.22000000
0.023354438321
Long
DBT
CORP
US
N
2
2024-03-31
Floating
0.02146800
N
N
N
N
N
N
CORAL-US CO-BORROWER LLC
N/A
Coral-US Co-Borrower, LLC, Term Loan
N/A
2065000.00000000
PA
USD
2037039.90000000
0.242674297671
Long
DBT
CORP
US
N
2
2028-01-31
Floating
0.02396700
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJK6
223000.00000000
PA
USD
225918.41000000
0.026913852535
Long
DBT
CORP
US
N
2
2026-10-24
Variable
0.01197000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
6207.00000000
NS
USD
651672.93000000
0.077634351000
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746SA0
95000.00000000
PA
USD
95957.73000000
0.011431526075
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
0.02100000
N
N
N
N
N
N
Antler Mortgage Trust 2018 - RTL 1
N/A
Antler Mortgage Trust
03719KAA9
1188912.05000000
PA
USD
1191124.85000000
0.141899717532
Long
ABS-CBDO
CORP
US
N
2
2022-07-25
Fixed
0.04335000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAF6
540000.00000000
PA
USD
536463.00000000
0.063909293947
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03900000
N
N
N
N
N
N
Plymouth Industrial REIT, Inc.
N/A
Plymouth Industrial REIT, Inc.
729640102
725.00000000
NS
USD
10875.00000000
0.001295548009
Long
EC
CORP
US
N
1
N
N
N
Frontier Communications Corporation
549300ZCZ76HYCS0H445
Frontier Communications Corporation
35906ABE7
230000.00000000
PA
USD
248687.50000000
0.029626353613
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
MAUSER PACKAGING SOLUTIONS
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Company, Term Loan
N/A
704345.74000000
PA
USD
678813.21000000
0.080867595665
Long
DBT
CORP
US
N
2
2024-04-03
Floating
0.03479500
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AG4
242000.00000000
PA
USD
272922.76000000
0.032513520771
Long
DBT
CORP
GB
N
2
2024-06-27
Variable
0.07500000
N
N
N
N
N
N
Alliance Data Systems Corporation
549300G8S4PO686J7H97
Alliance Data Systems Corporation
018581108
6423.00000000
NS
USD
475944.30000000
0.056699649689
Long
EC
CORP
US
N
1
N
N
N
Air Transport Services Group, Inc.
5493000F3MSFGIXTQE27
Air Transport Services Group, Inc., Convertible
00922RAB1
253000.00000000
PA
USD
300288.30000000
0.035773600851
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.01125000
N
N
N
N
Y
Air Transport Services Group Inc
Air Transport Services Group Inc
USD
XXXX
N
N
N
Valmont Industries, Inc.
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253101
1073.00000000
NS
USD
187699.89000000
0.022360847707
Long
EC
CORP
US
N
1
N
N
N
The Kroger Co.
6CPEOKI6OYJ13Q6O7870
Kroger Company
501044DH1
110000.00000000
PA
USD
113949.90000000
0.013574948606
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
0.02800000
N
N
N
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AW4
420000.00000000
PA
USD
467250.00000000
0.055663890327
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.06625000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
440000.00000000
PA
USD
507910.26000000
0.060507781720
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
The Allstate Corporation
OBT0W1ED8G0NWVOLOJ77
Allstate Corporation, 5.100%
020002838
15500.00000000
NS
USD
433225.00000000
0.051610463108
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
Eurex Euro STOXX 50 Index
N/A
182.00000000
NC
119754.68000000
0.014266476990
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
EURO STOXX 50 Price EUR
SX5E
2021-03-22
7753267.78000000
EUR
119754.68000000
N
N
N
CHANGE HEALTHCARE HOLDINGS
549300GHXFJ3EKF50583
Change Healthcare Holdings, LLC, Term Loan
N/A
553596.47000000
PA
USD
550551.69000000
0.065587691582
Long
DBT
CORP
US
N
2
2024-03-01
Floating
0.03500000
N
N
N
N
N
N
Inberdon Enterprises Ltd.
549300VGDEEG8RT7VC89
United States Lime & Minerals, Inc.
911922102
2708.00000000
NS
USD
308712.00000000
0.036777123404
Long
EC
CORP
US
N
1
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBJ0
139000.00000000
PA
USD
155368.30000000
0.018509157863
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.04650000
N
N
N
N
N
N
F.N.B. Corporation
PCYSKIGYNYFDTBLVZU83
FNB Corporation
30260NAA9
229000.00000000
PA
USD
233237.78000000
0.027785815315
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
0.02200000
N
N
N
N
N
N
Independent Bank Corporation
N/A
Independent Bank Corporation
453838609
417.00000000
NS
USD
7701.99000000
0.000917544626
Long
EC
CORP
US
N
1
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BD6
962000.00000000
PA
USD
1071427.50000000
0.127640070313
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.05375000
N
N
N
N
N
N
Chevron Corporation
N/A
Chevron Corporation
166764BV1
56000.00000000
PA
USD
57175.57000000
0.006811374334
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.01141000
N
N
N
N
N
N
Kinsale Capital Group, Inc.
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
2513.00000000
NS
USD
502926.69000000
0.059914084783
Long
EC
CORP
US
N
1
N
N
N
Diageo plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBC2
133000.00000000
PA
USD
136817.69000000
0.016299207899
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
0.01375000
N
N
N
N
N
N
Energy Solutions, LLC
549300X3SKIUYR2MFH75
EnergySolutions, LLC, Term Loan
N/A
424125.00000000
PA
USD
416524.68000000
0.049620939767
Long
DBT
CORP
US
N
2
2025-05-11
Floating
0.04750000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDB9
240000.00000000
PA
USD
264600.00000000
0.031522023286
Long
DBT
CORP
US
N
2
2030-09-30
Variable
0.05700000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832QAE9
540000.00000000
PA
USD
594005.40000000
0.070764369052
Long
DBT
CORP
US
N
2
2025-09-01
Variable
0.04950000
N
N
N
N
N
N
Cenovus Energy Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAF6
100000.00000000
PA
USD
132058.10000000
0.015732193890
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
0.06750000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F020612
24575000.00000000
PA
USD
25524369.60000000
3.040739882504
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
SBA SENIOR FINANCE II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II, LLC, Term Loan
N/A
770414.77000000
PA
USD
760992.60000000
0.090657696365
Long
DBT
CORP
US
N
2
2025-04-11
Floating
0.01900000
N
N
N
N
N
N
First Mid Bancshares, Inc.
N/A
First Mid-Illinois Bancshares, Inc.
320866106
229.00000000
NS
USD
7708.14000000
0.000918277281
Long
EC
CORP
US
N
1
N
N
N
Octagon Investment Partners 50 Ltd.
N/A
Octagon Investment Partners 50, Ltd.
67592MAJ3
1200000.00000000
PA
USD
1207744.80000000
0.143879666326
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
0.04470190
N
N
N
N
N
N
Energy Transfer LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations, LP
86765BAR0
175000.00000000
PA
USD
176093.64000000
0.020978185263
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
0.04400000
N
N
N
N
N
N
Wells Fargo & Company
5493001HF04TYQLWJP49
Wells Fargo Income Opportunities Fund
94987B105
31899.00000000
NS
USD
260295.84000000
0.031009265041
Long
RF
US
N
1
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
494368103
2004.00000000
NS
USD
270199.32000000
0.032189075045
Long
EC
CORP
US
N
1
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XAV2
112000.00000000
PA
USD
121302.94000000
0.014450922522
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02950000
N
N
N
N
N
N
Talen Energy Corporation
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC, Term Loan
N/A
342000.00000000
PA
USD
335443.86000000
0.039961712646
Long
DBT
CORP
US
N
2
2026-07-08
Floating
0.03896800
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAY2
476000.00000000
PA
USD
524336.27000000
0.062464626277
Long
DBT
CORP
US
N
2
2024-12-05
Variable
0.04023000
N
N
N
N
N
N
CBS RADIO INC
549300S5JUSXRHNCHD80
Entercom Media Corporation, Term Loan
N/A
742543.92000000
PA
USD
723980.32000000
0.086248391935
Long
DBT
CORP
US
N
2
2024-11-17
Floating
0.02648000
N
N
N
N
N
N
Marvell Technology Group Ltd.
8DF36O58U3QIHUCGZB18
Marvell Technology Group, Ltd.
57385LAA6
112000.00000000
PA
USD
121194.34000000
0.014437984911
Long
DBT
CORP
BM
N
2
2023-06-22
Fixed
0.04200000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan
N/A
473809.52000000
PA
USD
486839.28000000
0.057997577932
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.08500000
N
N
N
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
State Street Corporation
857477BL6
111000.00000000
PA
USD
114556.30000000
0.013647189554
Long
DBT
CORP
US
N
2
2023-03-30
Variable
0.02825000
N
N
N
N
N
N
Norfolk Southern Corporation
54930036C8MWP850MI84
Norfolk Southern Corporation
655844108
846.00000000
NS
USD
201018.06000000
0.023947452639
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd.
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
37528.00000000
NS
USD
836123.84000000
0.099608144954
Long
RF
US
N
1
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
570000.00000000
PA
USD
619162.50000000
0.073761355794
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.04875000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc., Term Loan
N/A
1416355.26000000
PA
USD
1405732.60000000
0.167466121512
Long
DBT
CORP
US
N
2
2027-03-09
Floating
0.03146800
N
N
N
N
N
N
Lam Research Corporation
549300I4GMO6D34U1T02
Lam Research Corporation
512807108
470.00000000
NS
USD
221966.90000000
0.026443105784
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, Inc.
74460D109
1765.00000000
NS
USD
407591.45000000
0.048556716471
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
Total System Services, Inc.
891906AB5
111000.00000000
PA
USD
118644.29000000
0.014134195284
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.03750000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148BAE8
623000.00000000
PA
USD
679070.00000000
0.080898187276
Long
DBT
CORP
US
N
2
2024-08-10
Variable
0.05500000
N
N
N
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals, Inc.
G50871105
4392.00000000
NS
USD
724899.60000000
0.086357906544
Long
EC
CORP
IE
N
1
N
N
N
Seacoast Banking Corporation of Florida
549300V6IC06XYQYPG88
Seacoast Banking Corporation of Florida
811707801
9818.00000000
NS
USD
289140.10000000
0.034445506293
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625H100
12678.00000000
NS
USD
1610993.46000000
0.191919022527
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology, Inc.
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc., Convertible
928298AP3
286000.00000000
PA
USD
297897.01000000
0.035488724437
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.02250000
N
N
N
N
Y
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
IQVIA Holdings Inc.
549300PLWY28YB00C717
IQVIA, Inc., Term Loan
N/A
203423.08000000
PA
USD
201999.12000000
0.024064327152
Long
DBT
CORP
US
N
2
2025-01-01
Floating
0.01896800
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
1164.00000000
NS
USD
69874.92000000
0.008324258712
Long
EC
CORP
US
N
1
N
N
N
RALI Series 2007-QS8 Trust
N/A
Residential Accredit Loans, Inc. Trust
74922UAK9
152678.70400000
PA
USD
148492.22000000
0.017690004598
Long
ABS-CBDO
CORP
US
N
2
2037-06-25
Fixed
0.06000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBQ8
97000.00000000
PA
USD
99583.09000000
0.011863418299
Long
DBT
CORP
US
N
2
2024-06-01
Variable
0.01514000
N
N
N
N
N
N
Bank of America Corporation
549300QO5OB3VGJT6S64
BAC Capital Trust XIV
05518VAA3
248000.00000000
PA
USD
246450.00000000
0.029359798333
Long
DBT
CORP
US
N
2
2021-01-20
Floating
0.04000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAH1
108000.00000000
PA
USD
111531.06000000
0.013286790138
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
0.02750000
N
N
N
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
MasterCard, Inc.
57636Q104
5260.00000000
NS
USD
1877504.40000000
0.223668697723
Long
EC
CORP
US
N
1
N
N
N
Windstream Holdings, Inc.
N/A
Windstream Services, LLC, Warrants (Expires 12/31/2049)
N/A
4674.00000000
NC
USD
56868.56000000
0.006774799972
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
-305598.11000000
N
N
N
QuinStreet, Inc.
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
20857.00000000
NS
USD
447174.08000000
0.053272228885
Long
EC
CORP
US
N
1
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
N/A
Hannon Armstrong Sustainable Infrastructure Capital, Convertible
41068XAB6
260000.00000000
PA
USD
607900.23000000
0.072419671980
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.04125000
N
N
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital Inc
Hannon Armstrong Sustainable Infrastructure Capital Inc
USD
XXXX
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
Springleaf Finance Corporation
85172FAM1
770000.00000000
PA
USD
894162.50000000
0.106522339936
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAN5
150000.00000000
PA
USD
179283.30000000
0.021358172175
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
0.06500000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027X100
1355.00000000
NS
USD
304143.30000000
0.036232850283
Long
EC
CORP
US
N
1
N
N
N
Volt XXXVIII LLC
N/A
Vericrest Opportunity Loan Transferee
91835LAA1
980348.10000000
PA
USD
981450.99000000
0.116921092069
Long
ABS-CBDO
CORP
US
N
2
2050-03-25
Variable
0.02981100
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
170000.00000000
PA
USD
170470.05000000
0.020308242198
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03625000
N
N
N
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210C104
17038.00000000
NS
USD
378073.22000000
0.045040184599
Long
EC
CORP
US
N
1
N
N
N
Business Jet Securities LLC Series 2018-2
N/A
Business Jet Securities, LLC
12326RAA0
1091224.78000000
PA
USD
1110893.23000000
0.132341656330
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
0.04447000
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
6593.00000000
NS
USD
508649.95000000
0.060595901620
Long
EC
CORP
US
N
1
N
N
N
American Axle & Manufacturing Holdings, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
480000.00000000
PA
USD
505200.00000000
0.060184906139
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06500000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DT4
111000.00000000
PA
USD
114125.55000000
0.013595873940
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
0.01125000
N
N
N
N
N
N
GMAC ResCap, Inc., Asset Management Arm
N/A
Residential Accredit Loans, Inc. Trust
761118CW6
540100.63200000
PA
USD
537600.88000000
0.064044850560
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Fixed
0.06000000
N
N
N
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBB7
60000.00000000
PA
USD
62127.41000000
0.007401291250
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
0.02850000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
115000.00000000
PA
USD
127046.06000000
0.015135105297
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
Carlisle Companies Incorporated
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339100
2997.00000000
NS
USD
468071.46000000
0.055761751556
Long
EC
CORP
US
N
1
N
N
N
TNS Inc.
N/A
TNS, Inc., Term Loan
N/A
729217.02000000
PA
USD
721924.85000000
0.086003522044
Long
DBT
CORP
US
N
2
2022-08-14
Floating
0.04150000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
141000.00000000
PA
USD
149374.01000000
0.017795052991
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
0.02625000
N
N
N
N
N
N
CD&R WATERWORKS MERGER
549300ZSLF8Q660SCD17
Core and Main, LP, Term Loan
N/A
625650.00000000
PA
USD
622002.46000000
0.074099682647
Long
DBT
CORP
US
N
2
2024-08-01
Floating
0.03750000
N
N
N
N
N
N
The Greenbrier Companies, Inc.
5493001GAGGFR30BP390
Greenbrier Companies, Inc.
393657101
8059.00000000
NS
USD
293186.42000000
0.034927547840
Long
EC
CORP
US
N
1
N
N
N
Talen Energy Corporation
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC
87422VAJ7
390000.00000000
PA
USD
420225.00000000
0.050061762039
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.07625000
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076BC5
111000.00000000
PA
USD
121699.11000000
0.014498118591
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.03750000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc., Term Loan
N/A
450000.00000000
PA
USD
445981.50000000
0.053130155814
Long
DBT
CORP
US
N
2
2024-02-07
Floating
0.02404750
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAW1
610000.00000000
PA
USD
646539.00000000
0.077022741548
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.03000000
N
N
N
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation
12653CAJ7
270000.00000000
PA
USD
276610.95000000
0.032952897986
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corporation, Term Loan
N/A
618446.12000000
PA
USD
621229.13000000
0.074007555186
Long
DBT
CORP
US
N
2
2025-01-31
Floating
0.05250000
N
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CB0
111000.00000000
PA
USD
114866.16000000
0.013684103440
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01350000
N
N
N
N
N
N
General Electric Company
549300XAGH9TOLX5XM67
GE Capital Funding, LLC
36166NAA1
200000.00000000
PA
USD
220742.88000000
0.026297287240
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03450000
N
N
N
N
N
N
First Industrial Realty Trust, Inc.
N/A
First Industrial Realty Trust, Inc.
32054K103
4958.00000000
NS
USD
208880.54000000
0.024884116576
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Incorporated
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
7026.00000000
NS
USD
970360.86000000
0.115599915440
Long
EC
CORP
US
N
1
N
N
N
2021-01-27
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Head of Fund Accounting & Assistant Treasurer