0001752724-21-187200.txt : 20210826
0001752724-21-187200.hdr.sgml : 20210826
20210826142149
ACCESSION NUMBER: 0001752724-21-187200
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210826
PERIOD START: 20211231
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: 211211565
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
S000001427
Thrivent Moderately Aggressive Allocation Portfolio
C000003834
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000790166
XXXXXXXX
S000001427
C000003834
Thrivent Series Funds, Inc.
811-04603
0000790166
549300VNHRP1O3O9AF57
901 Marquette Avenue
Suite 2500
Minneapolis
55402-3211
612-844-5168
THRIVENT MODERATELY AGGRESSIVE ALLOCATION PORTFOLIO
S000001427
JIOB035LX0ZAHINBJM32
2021-12-31
2021-06-30
N
7931601180.58
262445378.24
7669155802.34
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
236446336.35000000
0.00000000
0.00000000
199568.25
USD
N
Transocean Ltd.
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BQ1
140000.00000000
PA
USD
149617.30000000
0.001950896602
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
0.11500000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation, Term Loan
N/A
31096.15000000
PA
USD
31057.28000000
0.000404963477
Long
DBT
CORP
US
N
2
2028-06-30
Floating
0.00000000
N
N
N
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBB6
290000.00000000
PA
USD
280227.00000000
0.003653948455
Long
DBT
CORP
KY
N
2
2031-07-15
Fixed
0.03375000
N
N
N
N
N
N
Health Catalyst, Inc.
549300223PL6GWKVJG92
Health Catalyst, Inc.
42225T107
2537.00000000
NS
USD
140828.87000000
0.001836302112
Long
EC
CORP
US
N
1
N
N
Willdan Group, Inc.
529900YQO0LF5VAEKN05
Willdan Group, Inc.
96924N100
53700.00000000
NS
USD
2021268.00000000
0.026355808280
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
100000.00000000
PA
USD
112232.76000000
0.001463430433
Long
DBT
CORP
US
N
2
2029-01-24
Variable
0.03772000
N
N
N
N
N
N
Park Hotels & Resorts Inc.
5493005UZ5TQN0H6HS73
Park Hotels and Resorts, Inc.
700517105
41799.00000000
NS
USD
861477.39000000
0.011233014587
Long
EC
CORP
US
N
1
N
N
N
TrustCo Bank Corp NY
N/A
TrustCo Bank Corporation NY
898349204
10169.00000000
NS
USD
349610.22000000
0.004558653246
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283J7
13150000.00000000
PA
USD
13850648.44000000
0.180601995799
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.02125000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873CAB0
850000.00000000
PA
USD
846028.55000000
0.011031573380
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
0.04826200
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
540000.00000000
PA
USD
611423.75000000
0.007972503959
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
0.04350000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corporation
65342RAD2
95000.00000000
PA
USD
100007.45000000
0.001304021623
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.06875000
N
N
N
N
N
N
Arcutis Biotherapeutics, Inc.
N/A
Arcutis Biotherapeutics, Inc.
03969K108
546.00000000
NS
USD
14900.34000000
0.000194289181
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KHVG8
5558589.31900000
PA
USD
5806418.19000000
0.075711308254
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
Cengage Learning Holdings II, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
310000.00000000
PA
USD
317362.50000000
0.004138167331
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.09500000
N
N
N
N
N
N
Cenovus Energy Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAS8
100000.00000000
PA
USD
114403.28000000
0.001491732375
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.05375000
N
N
N
N
N
N
Zions Bancorporation, National Association
8WH0EE09O9V05QJZ3V89
Zions Bancorporations NA
989701107
32886.00000000
NS
USD
1738353.96000000
0.022666822852
Long
EC
CORP
US
N
1
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
38743.00000000
NS
USD
1594661.88000000
0.020793186644
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust 2019-INV3
N/A
Verus Securitization Trust
92537MAD2
758444.45600000
PA
USD
772800.29000000
0.010076732171
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
0.02947000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CM0
1440000.00000000
PA
USD
1753688.48000000
0.022866773412
Long
DBT
CORP
US
N
2
2035-07-20
Fixed
0.04875000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corporation
14448CAS3
384000.00000000
PA
USD
407219.04000000
0.005309828754
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
0.03577000
N
N
N
N
N
N
Regal Beloit Corporation
QH78R09VCJGQKPBPYU33
Regal-Beloit Corporation
758750103
101311.00000000
NS
USD
13526031.61000000
0.176369237483
Long
EC
CORP
US
N
1
N
N
N
Cifc Funding 2020-III Ltd.
N/A
CIFC Funding, Ltd.
12560EAC0
600000.00000000
PA
USD
600816.60000000
0.007834194733
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.01788200
N
N
N
N
N
N
RPM International Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685103
4920.00000000
NS
USD
436305.60000000
0.005689095530
Long
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAT8
165000.00000000
PA
USD
181462.05000000
0.002366128093
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
Targa Resources Corp.
N/A
Targa Resources Partners, LP
87612BBE1
180000.00000000
PA
USD
187425.00000000
0.002443880458
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05375000
N
N
N
N
N
N
GRAHAM PACKAGING/GPC CAP
N/A
Graham Packaging Company, Inc., Term Loan
N/A
453862.50000000
PA
USD
453190.78000000
0.005909265526
Long
DBT
CORP
US
N
2
2027-08-04
Floating
0.03750000
N
N
N
N
N
N
Gentex Corporation
549300S3UD8XV1MN0287
Gentex Corporation
371901109
102537.00000000
NS
USD
3392949.33000000
0.044241496945
Long
EC
CORP
US
N
1
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde Public Limited Company
G5494J103
5075.00000000
NS
USD
1467182.50000000
0.019130951799
Long
EC
CORP
IE
N
1
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAD3
35000.00000000
PA
USD
36443.75000000
0.000475198978
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05500000
N
N
N
N
N
N
TPG RE Finance Trust, Inc.
N/A
TPG RE Finance Trust, Inc.
87266M107
38098.00000000
NS
USD
512418.10000000
0.006681545051
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179M103
148463.00000000
NS
USD
4333634.97000000
0.056507327295
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AQ1
590000.00000000
PA
USD
656916.67000000
0.008565697280
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
TMX Group Limited
549300N65GFVKSHGJW59
TMX Group, Ltd.
87262K956
25215.00000000
NS
2663481.85000000
0.034729791891
Long
EC
CORP
CA
N
2
N
N
N
Mr. Cooper Group Inc.
549300KD8C6DPXYC2M26
Mr. Cooper Group, Inc.
62482R107
28393.00000000
NS
USD
938672.58000000
0.012239581567
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corporation
9C1X8XOOTYY2FNYTVH06
General Dynamics Corporation
369550108
14969.00000000
NS
USD
2818063.94000000
0.036745425606
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels and Resorts, Inc.
44107P104
31241.00000000
NS
USD
533908.69000000
0.006961766115
Long
EC
CORP
US
N
1
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
20736.00000000
NS
USD
3203504.64000000
0.041771281253
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Company
291011104
22053.00000000
NS
USD
2122380.72000000
0.027674241790
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625H100
21152.00000000
NS
USD
3289982.08000000
0.042898881764
Long
EC
CORP
US
N
1
N
N
N
Nine Energy Service, Inc.
549300KRLJCZBPZMKT65
Nine Energy Service, Inc.
65441V101
201284.00000000
NS
USD
591774.96000000
0.007716298576
Long
EC
CORP
US
N
1
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Companies, Inc., Term Loan
N/A
600000.00000000
PA
USD
602184.00000000
0.007852024597
Long
DBT
CORP
US
N
2
2028-04-15
Floating
0.05000000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
20437.00000000
NS
USD
1705263.28000000
0.022235345375
Long
EC
CORP
US
N
1
N
N
N
Square, Inc.
549300OHIIUWSTIZME52
Square, Inc.
852234103
93290.00000000
NS
USD
22744102.00000000
0.296565913983
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
6446.00000000
NS
USD
1126245.12000000
0.014685385836
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
171435.00000000
NS
USD
5909364.45000000
0.077053649740
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corporation
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana, LLC
26443TAA4
450000.00000000
PA
USD
503960.01000000
0.006571257945
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
0.03750000
N
N
N
N
N
N
FirstEnergy Corp.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Company
476556DD4
200000.00000000
PA
USD
203018.22000000
0.002647204271
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
0.02750000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Sunoco Logistics Partners Operations, LP
86765BAU3
475000.00000000
PA
USD
522582.26000000
0.006814078021
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04000000
N
N
N
N
N
N
Toll Brothers, Inc.
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
33935.00000000
NS
USD
1961782.35000000
0.025580160327
Long
EC
CORP
US
N
1
N
N
N
Helm AG
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAD8
220000.00000000
PA
USD
224107.40000000
0.002922191252
Long
DBT
CORP
LU
N
2
2025-06-15
Fixed
0.06875000
N
N
N
N
N
N
Williams-Sonoma, Inc.
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
1120.00000000
NS
USD
178808.00000000
0.002331521286
Long
EC
CORP
US
N
1
N
N
N
First Mid Bancshares, Inc.
N/A
First Mid-Illinois Bancshares, Inc.
320866106
1557.00000000
NS
USD
63074.07000000
0.000822438239
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CX1
605000.00000000
PA
USD
835419.46000000
0.010893238858
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
0.05930000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBD6
625000.00000000
PA
USD
731860.31000000
0.009542905749
Long
DBT
CORP
GB
N
2
2029-05-16
Variable
0.04972000
N
N
N
N
N
N
VENATOR FINANCE SARL
2221000BJZTBBAJL7429
Venator Finance SARL, Term Loan
N/A
343217.06000000
PA
USD
339784.89000000
0.004430538363
Long
DBT
CORP
US
N
2
2024-08-08
Floating
0.03104300
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAF6
310000.00000000
PA
USD
332087.50000000
0.004330170211
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03900000
N
N
N
N
N
N
Cars.com Inc.
5493002G6J07LNGX4M98
Cars.com, Inc.
14575E105
14978.00000000
NS
USD
214634.74000000
0.002798674919
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CV5
650000.00000000
PA
USD
837123.94000000
0.010915463990
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05705000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
11536.00000000
NS
USD
980329.28000000
0.012782753477
Long
EC
CORP
US
N
1
N
N
N
SOTERA HEALTH HLDGS LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC, Term Loan
N/A
291000.00000000
PA
USD
289667.22000000
0.003777041795
Long
DBT
CORP
US
N
2
2026-12-13
Floating
0.03250000
N
N
N
N
N
N
First American Financial Corporation
549300B6VEZK3N0A1P55
First American Financial Corporation
31847R102
370.00000000
NS
USD
23069.50000000
0.000300808858
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137B15G3
1083537.68000000
PA
USD
117478.02000000
0.001531824662
Long
ABS-CBDO
USGSE
US
N
2
2033-03-15
Fixed
0.03000000
N
N
N
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks and Entertainment, Inc.
81282UAE2
150000.00000000
PA
USD
160875.00000000
0.002097688508
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.09500000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBW4
625000.00000000
PA
USD
659223.76000000
0.008595779991
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.03600000
N
N
N
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAF4
250000.00000000
PA
USD
258750.00000000
0.003373904594
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.04850000
N
N
N
N
N
N
Otis Worldwide Corporation
549300ZLBKR8VSU25153
Otis Worldwide Corporation
68902V107
3449.00000000
NS
USD
282024.73000000
0.003677389497
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
N/A
Time Warner Entertainment Company, LP
88731EAF7
200000.00000000
PA
USD
225998.76000000
0.002946853158
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.08375000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
9128284N7
18050000.00000000
PA
USD
20051011.81000000
0.261450051697
Long
DBT
UST
US
N
2
2028-05-15
Fixed
0.02875000
N
N
N
N
N
N
BBCMS Mortgage Trust 2020-C8
N/A
BBCMS Mortgage Trust
05552ABG2
6982796.99000000
PA
USD
936059.30000000
0.012205506370
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Variable
0.01851800
N
N
N
N
N
N
The Sherwin-Williams Company
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Company
824348AV8
540000.00000000
PA
USD
576795.18000000
0.007520973557
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.03125000
N
N
N
N
N
N
Helix Energy Solutions Group, Inc.
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc.
42330P107
23050.00000000
NS
USD
131615.50000000
0.001716166725
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAZ6
425000.00000000
PA
USD
455277.60000000
0.005936476083
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
350000.00000000
PA
USD
390148.22000000
0.005087238153
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03950000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
150000.00000000
PA
USD
160500.00000000
0.002092798792
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EN9
600000.00000000
PA
USD
671017.53000000
0.008749561846
Long
DBT
CORP
US
N
2
2029-07-08
Fixed
0.03250000
N
N
N
N
N
N
Toll Brothers, Inc.
N/A
Toll Brothers Finance Corporation
88947EAU4
460000.00000000
PA
USD
493350.00000000
0.006432911427
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.03800000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AZ1
460000.00000000
PA
USD
474241.19000000
0.006183746975
Long
DBT
CORP
GB
N
2
2051-05-28
Fixed
0.03000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
11929.00000000
NS
USD
578795.08000000
0.007547050743
Long
EC
CORP
US
N
1
N
N
N
Standard Diversified Inc.
549300IYG00QF0VVP302
Turning Point Brands, Inc.
90041L105
192997.00000000
NS
USD
8833472.69000000
0.115181812935
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385AR2
585000.00000000
PA
USD
587179.29000000
0.007656374510
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
0.03450000
N
N
N
N
N
N
GENESEE & WYOMING INC
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc., Term Loan
N/A
602375.00000000
PA
USD
598025.85000000
0.007797805461
Long
DBT
CORP
US
N
2
2026-12-30
Floating
0.02147200
N
N
N
N
N
N
Nordson Corporation
14OS6Q5N55N95WM84M53
Nordson Corporation
655663102
2369.00000000
NS
USD
520019.19000000
0.006780657524
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CJ2
410000.00000000
PA
USD
393805.00000000
0.005134919802
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.04400000
N
N
N
N
N
N
Wingstop Inc.
549300SSH3F8HPIM3Q47
Wingstop, Inc.
974155103
30475.00000000
NS
USD
4803774.25000000
0.062637588462
Long
EC
CORP
US
N
1
N
N
N
The Timken Company
B0I35MLPFXZSE70ASS73
Timken Company
887389104
12628.00000000
NS
USD
1017690.52000000
0.013269915832
Long
EC
CORP
US
N
1
N
N
N
SM Energy Company
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454LAW0
105000.00000000
PA
USD
107887.50000000
0.001406771524
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06500000
N
N
N
N
N
N
Culp, Inc.
549300BIJZDD8EVS1U89
Culp, Inc.
230215105
22073.00000000
NS
USD
359789.90000000
0.004691388586
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
3675.00000000
NS
USD
465255.00000000
0.006066573844
Long
EC
CORP
US
N
1
N
N
N
Six Flags Entertainment Corporation
549300JYTDUAA4JQ3717
Six Flags Entertainment Corporation
83001AAC6
170000.00000000
PA
USD
175326.10000000
0.002286119939
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Delayed Draw
N/A
84687.32000000
PA
USD
84405.31000000
0.001100581500
Long
DBT
CORP
US
N
2
2028-04-27
Floating
0.05500000
N
N
N
N
N
N
Spirit Realty Capital, Inc.
549300LTU6LVPZSHMJ25
Spirit Realty Capital, Inc.
84860W300
26076.00000000
NS
USD
1247475.84000000
0.016266142873
Long
EC
CORP
US
N
1
N
N
N
Scripps Escrow Inc.
N/A
Scripps Escrow, Inc.
81104PAA7
145000.00000000
PA
USD
150125.75000000
0.001957526406
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05875000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
720000.00000000
PA
USD
794074.08000000
0.010354126327
Long
DBT
CORP
US
N
2
2028-07-24
Variable
0.03668000
N
N
N
N
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
Two Harbors Investment Corporation
90187B408
35890.00000000
NS
USD
271328.40000000
0.003537917431
Long
EC
CORP
US
N
1
N
N
N
Carpenter Technology Corporation
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corporation
144285103
104474.00000000
NS
USD
4201944.28000000
0.054790180148
Long
EC
CORP
US
N
1
N
N
N
Nevro Corp.
254900SH91I4BOYKUE38
Nevro Corporation
64157F103
54327.00000000
NS
USD
9006873.33000000
0.117442826331
Long
EC
CORP
US
N
1
N
N
N
TriMas Corporation
75G1WUQ8QK4P5MZOYD78
TriMas Corporation
896215209
43623.00000000
NS
USD
1323085.59000000
0.017252036913
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corporation
N/A
Antero Midstream Partners, LP
03690AAD8
120000.00000000
PA
USD
124800.00000000
0.001627297752
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
The RMR Group Inc.
549300JP4L34E48UJM16
RMR Group, Inc.
74967R106
1631.00000000
NS
USD
63021.84000000
0.000821757200
Long
EC
CORP
US
N
1
N
N
N
Douglas Dynamics, Inc.
529900CDFLKNQ0QT6580
Douglas Dynamics, Inc.
25960R105
5318.00000000
NS
USD
216389.42000000
0.002821554621
Long
EC
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BN1
320000.00000000
PA
USD
335200.00000000
0.004370754860
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
PRPM Trust 2019-GS1
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359CAA3
930787.97800000
PA
USD
935738.00000000
0.012201316860
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Variable
0.03500000
N
N
N
N
N
N
Telefonica, S.A.
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAR4
250000.00000000
PA
USD
267782.85000000
0.003491686137
Long
DBT
CORP
ES
N
2
2023-04-27
Fixed
0.04570000
N
N
N
N
N
N
SailPoint Technologies Holdings, Inc.
529900809B15HNZH5H79
SailPoint Technologies Holdings, Inc.
78781P105
22313.00000000
NS
USD
1139524.91000000
0.014858544269
Long
EC
CORP
US
N
1
N
N
N
RAPTOR ACQUISITION CORP
549300T1YPGZ35J6JU13
Raptor Acquisition Corporation, Term Loan
N/A
205000.00000000
PA
USD
205256.25000000
0.002676386492
Long
DBT
CORP
US
N
2
2026-11-01
Floating
0.00000000
N
N
N
N
N
N
General Electric Company
549300G6UZOB126GBY72
GE Capital International Funding Company
36164QNA2
890000.00000000
PA
USD
1066648.52000000
0.013908291179
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
0.04418000
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LBA0
250000.00000000
PA
USD
248605.66000000
0.003241630062
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.02150000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAB1
30000.00000000
PA
USD
31875.00000000
0.000415625928
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
Encompass Health Corporation
549300FVRPM9DRQZRG64
Encompass Health Corporation
29261AAA8
320000.00000000
PA
USD
331990.40000000
0.004328904100
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04500000
N
N
N
N
N
N
Realogy Holdings Corp.
N/A
Realogy Group, LLC
75606DAL5
270000.00000000
PA
USD
282255.30000000
0.003680395955
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BV5
625000.00000000
PA
USD
700781.25000000
0.009137658277
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.04750000
N
N
N
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc., Term Loan
N/A
465331.92000000
PA
USD
461669.76000000
0.006019825022
Long
DBT
CORP
US
N
2
2028-03-03
Floating
0.03750000
N
N
N
N
N
N
The Hanover Insurance Group, Inc.
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc.
410867105
25431.00000000
NS
USD
3449460.84000000
0.044978364358
Long
EC
CORP
US
N
1
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569109
72797.00000000
NS
USD
5568242.53000000
0.072605677515
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini Russell 2000 Index
N/A
19.00000000
NC
USD
1592.42000000
0.000020763954
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
Russell 2000 Index
RTY
2021-09-20
2190817.58000000
USD
1592.42000000
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc.
98919VAB1
200000.00000000
PA
USD
204250.00000000
0.002663265752
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.06125000
N
N
N
N
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364G103
6195.00000000
NS
USD
617641.50000000
0.008053578723
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
900000.00000000
PA
USD
977805.97000000
0.012749851420
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.03150000
N
N
N
N
N
N
LivePerson, Inc.
549300IN2P1JZ20G7N40
LivePerson, Inc.
538146101
76523.00000000
NS
USD
4839314.52000000
0.063101006743
Long
EC
CORP
US
N
1
N
N
N
Life Storage, Inc.
W9EE01AFDDF9DQCQZC68
Life Storage, Inc.
53223X107
13617.00000000
NS
USD
1461784.95000000
0.019060571824
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc.
169656105
11534.00000000
NS
USD
17881621.56000000
0.233162841137
Long
EC
CORP
US
N
1
N
N
N
Texas Capital Bancshares, Inc.
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc.
88224Q107
30153.00000000
NS
USD
1914413.97000000
0.024962512424
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345102
41010.00000000
NS
USD
765656.70000000
0.009983585152
Long
EC
CORP
US
N
1
N
N
N
Chegg, Inc.
549300AKX7O8JG0O3G77
Chegg, Inc.
163092109
32885.00000000
NS
USD
2733072.35000000
0.035637199457
Long
EC
CORP
US
N
1
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corporation, Term Loan
N/A
372180.45000000
PA
USD
380089.28000000
0.004956077171
Long
DBT
CORP
US
N
2
2025-01-31
Floating
0.05250000
N
N
N
N
N
N
Bank of America Corporation
N/A
Banc of America Alternative Loan Trust
05948KR92
19301.01100000
PA
USD
19216.85000000
0.000250573211
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
0.06000000
N
N
N
N
N
N
F.N.B. Corporation
PCYSKIGYNYFDTBLVZU83
F.N.B. Corporation
302520101
59075.00000000
NS
USD
728394.75000000
0.009497717464
Long
EC
CORP
US
N
1
N
N
N
PPL Corporation
9N3UAJSNOUXFKQLF3V18
PPL Corporation
69351T106
1696.00000000
NS
USD
47437.12000000
0.000618544220
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCH7
230000.00000000
PA
USD
229559.17000000
0.002993278216
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.00824000
N
N
N
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AL8
130000.00000000
PA
USD
141490.70000000
0.001844931875
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
0.05500000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MD0
348000.00000000
PA
USD
455687.12000000
0.005941815914
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
0.04650000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCQ3
460000.00000000
PA
USD
581056.09000000
0.007576532606
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
0.04625000
N
N
N
N
N
N
Medtronic plc
D56MRZY2INAN94ZONZ37
Medtronic, Inc.
585055BU9
35000.00000000
PA
USD
45913.25000000
0.000598674106
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04625000
N
N
N
N
N
N
Sprout Social, Inc.
N/A
Sprout Social, Inc.
85209W109
54498.00000000
NS
USD
4873211.16000000
0.063542993330
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AR5
600000.00000000
PA
USD
659605.47000000
0.008600757201
Long
DBT
CORP
JP
N
2
2027-07-25
Fixed
0.03287000
N
N
N
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin, Ltd.
H2906T109
3983.00000000
NS
USD
576101.12000000
0.007511923539
Long
EC
CORP
CH
N
1
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BC7
217000.00000000
PA
USD
319418.41000000
0.004164974845
Long
DBT
CORP
US
N
2
2055-10-23
Fixed
0.06834000
N
N
N
N
N
N
OSMOSIS DEBT MERGER SUB
N/A
Osmosis Debt Merger Sub, Inc., Term Loan
N/A
335000.00000000
PA
USD
335837.50000000
0.004379067379
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
Cushman & Wakefield plc
N/A
Cushman and Wakefield plc
G2717B108
142200.00000000
NS
USD
2484234.00000000
0.032392535293
Long
EC
CORP
GB
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JC1
800000.00000000
PA
USD
799991.34000000
0.010431282928
Long
STIV
USGSE
US
N
2
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc., Delayed Draw
N/A
104666.98000000
PA
USD
103843.25000000
0.001354037558
Long
DBT
CORP
US
N
2
2028-03-03
Floating
0.03250000
N
N
N
N
N
N
Crown Castle International Corp. (REIT)
54930012H97VSM0I2R19
Crown Castle International Corporation
22822VAG6
480000.00000000
PA
USD
512653.81000000
0.006684618531
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.03200000
N
N
N
N
N
N
Phreesia, Inc.
5493000HHF8NU4QOCG53
Phreesia, Inc.
71944F106
62672.00000000
NS
USD
3841793.60000000
0.050094087263
Long
EC
CORP
US
N
1
N
N
N
Arthur J. Gallagher & Co.
54930049QLLMPART6V29
Arthur J. Gallagher and Company
363576109
22127.00000000
NS
USD
3099550.16000000
0.040415793340
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
440000.00000000
PA
USD
470668.00000000
0.006137155276
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.06000000
N
N
N
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385AZ4
195000.00000000
PA
USD
200349.75000000
0.002612409438
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBX8
3600000.00000000
PA
USD
3593250.00000000
0.046853266416
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.00125000
N
N
N
N
N
N
Mesa Air Group, Inc.
549300EY743RMV1F7P98
Mesa Air Group, Inc.
590479135
2239.00000000
NS
USD
20889.87000000
0.000272388128
Long
EC
CORP
US
N
1
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
7783.00000000
NS
USD
1772111.27000000
0.023106992681
Long
EC
CORP
US
N
1
N
N
N
Heritage Commerce Corp
549300CLIS851ELSR406
Heritage Commerce Corporation
426927109
24491.00000000
NS
USD
272584.83000000
0.003554300330
Long
EC
CORP
US
N
1
N
N
N
First Financial Corporation
N/A
First Financial Corporation
320218100
16408.00000000
NS
USD
669774.56000000
0.008733354455
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CS2
290000.00000000
PA
USD
291044.00000000
0.003794993966
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03500000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
2226.00000000
NS
USD
849886.80000000
0.011081882046
Long
EC
CORP
US
N
1
N
N
N
Elastic N.V.
2549003I48WHHH937I59
Elastic NV
N14506104
43600.00000000
NS
USD
6355136.00000000
0.082866174110
Long
EC
CORP
NL
N
1
N
N
N
S&P Global Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
40544.00000000
NS
USD
16641284.80000000
0.216989786475
Long
EC
CORP
US
N
1
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SkyMiles IP, Ltd., Term Loan
N/A
130000.00000000
PA
USD
137239.70000000
0.001789502046
Long
DBT
CORP
US
N
2
2027-10-20
Floating
0.04750000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini NASDAQ 100 Index
N/A
-826.00000000
NC
USD
-9871105.40000000
-0.12871175986
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
NASDAQ 100 Stock Index
NDX
2021-09-20
-230478374.60000100
USD
-9871105.40000000
N
N
N
Viemed Healthcare, Inc.
N/A
Viemed Healthcare, Inc.
92663R105
289736.00000000
NS
USD
2071612.40000000
0.027012261236
Long
EC
CORP
CA
N
1
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
Preston Ridge Partners Mortgage Trust, LLC
693577AA6
1057033.70000000
PA
USD
1058943.34000000
0.013807821451
Long
ABS-CBDO
CORP
US
N
2
2026-01-25
Variable
0.02115000
N
N
N
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Delayed Draw
N/A
62562.68000000
PA
USD
61363.35000000
0.000800131743
Long
DBT
CORP
US
N
2
2029-04-27
Floating
0.00000000
N
N
N
N
N
N
Teledyne Technologies Incorporated
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360AD7
384000.00000000
PA
USD
390984.97000000
0.005098148741
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.02250000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
97752.52000000
PA
USD
96006.66000000
0.001251854343
Long
DBT
CORP
US
N
2
2024-09-12
Floating
0.04675600
N
N
N
N
N
N
U.S. Physical Therapy, Inc.
529900KL1UXQYFIOMY96
U.S. Physical Therapy, Inc.
90337L108
2671.00000000
NS
USD
309488.77000000
0.004035499838
Long
EC
CORP
US
N
1
N
N
N
TowneBank
54930039UO39UJGI7078
Towne Bank
89214P109
5769.00000000
NS
USD
175492.98000000
0.002288295928
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corporation
5493008PTR2GAOYBXW28
Regency Centers, LP
75884RAX1
720000.00000000
PA
USD
809036.19000000
0.010549220942
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04125000
N
N
N
N
N
N
Berkshire Hathaway Inc.
N/A
Burlington Northern Santa Fe, LLC
12189LAA9
355000.00000000
PA
USD
504412.85000000
0.006577162636
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05750000
N
N
N
N
N
N
First Industrial Realty Trust, Inc.
N/A
First Industrial Realty Trust, Inc.
32054K103
86857.00000000
NS
USD
4536541.11000000
0.059153070128
Long
EC
CORP
US
N
1
N
N
N
Libbey, Inc.
N/A
Libbey, Inc.
N/A
2007.00000000
NS
USD
4264.88000000
0.000055610814
Long
EC
CORP
US
N
2
N
N
N
Gilat Satellite Networks, Ltd.
529900RVHDCYJ5YWHP12
Gilat Satellite Networks, Ltd.
M51474118
20143.00000000
NS
USD
205055.74000000
0.002673771993
Long
EC
CORP
IL
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636AAV3
675000.00000000
PA
USD
718398.57000000
0.009367374826
Long
DBT
CORP
DK
N
2
2025-12-20
Variable
0.03244000
N
N
N
N
N
N
Carlisle Companies Incorporated
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339100
24940.00000000
NS
USD
4773017.20000000
0.062236539757
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AD4
320000.00000000
PA
USD
410400.00000000
0.005351306070
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
Axcelis Technologies, Inc.
529900HF9B6NL1QG9F05
Axcelis Technologies, Inc.
054540208
45420.00000000
NS
USD
1835876.40000000
0.023938441822
Long
EC
CORP
US
N
1
N
N
N
Lowe's Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661EA1
690000.00000000
PA
USD
712959.05000000
0.009296447593
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.02625000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT U.S. Long Bond
N/A
318.00000000
NC
USD
1472193.72000000
0.019196294324
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
49646306.28000000
USD
1472193.72000000
N
N
N
Qurate Retail, Inc.
549300PSXEKU4PHLCR04
Qurate Retail, Inc.
74915M100
152790.00000000
NS
USD
2000021.10000000
0.026078764749
Long
EC
CORP
US
N
1
N
N
N
First Busey Corporation
549300X4ZNLYSX7GUY60
First Busey Corporation
319383204
52055.00000000
NS
USD
1283676.30000000
0.016738169533
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667G5Z2
198717.54500000
PA
USD
188581.84000000
0.002458964778
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
0.02745300
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874CY1
336000.00000000
PA
USD
365869.20000000
0.004770658067
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.04125000
N
N
N
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AW4
340000.00000000
PA
USD
393550.00000000
0.005131594795
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.06625000
N
N
N
N
N
N
CITY BREWING CO LLC
N/A
City Brewing Company, LLC, Term Loan
N/A
240000.00000000
PA
USD
240900.00000000
0.003141154074
Long
DBT
CORP
US
N
3
2028-04-05
Floating
0.04250000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals, Inc.
443628AJ1
220000.00000000
PA
USD
220825.00000000
0.002879391235
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
ICE US mini MSCI Emerging Markets Index
N/A
297.00000000
NC
USD
-62387.82000000
-0.00081349005
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
MSCI Emerging Markets Index
MXEF
2021-09-20
20329667.82000000
USD
-62387.82000000
N
N
N
Metronet Systems Holdings, LLC
549300V3JVIFMP2JGN73
Metronet Systems Holdings, LLC, Delayed Draw
N/A
41666.60000000
PA
USD
41635.35000000
0.000542893521
Long
DBT
CORP
US
N
2
2028-06-02
Floating
0.04500000
N
N
N
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
Altice France SA
02156LAA9
110000.00000000
PA
USD
119845.00000000
0.001562688294
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
0.08125000
N
N
N
N
N
N
Ryerson Holding Corporation
549300JMA41B3ZHOVE45
Ryerson Holding Corporation
783754104
21811.00000000
NS
USD
318440.60000000
0.004152224941
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco p.l.c.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BA3
512000.00000000
PA
USD
618307.86000000
0.008062267555
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
0.05700000
N
N
N
N
N
N
Bellemeade Re 2021-1 Ltd.
N/A
Bellemeade Re, Ltd.
07876MAA5
1000000.00000000
PA
USD
1006417.20000000
0.013122920252
Long
ABS-CBDO
CORP
US
N
2
2031-03-25
Floating
0.01768000
N
N
N
N
N
N
Sempra Energy
KNIRVXKVNJJ4P8OTMS63
San Diego Gas and Electric Company
797440BW3
500000.00000000
PA
USD
605871.67000000
0.007900109029
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
0.04150000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corporation
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
637432NQ4
295000.00000000
PA
USD
333891.05000000
0.004353687141
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03900000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887109
4248.00000000
NS
USD
1033071.12000000
0.013470467240
Long
EC
CORP
US
N
1
N
N
N
OSMOSIS DEBT MERGER SUB
N/A
Osmosis Debt Merger Sub, Inc., Delayed Draw
N/A
41875.00000000
PA
USD
41979.69000000
0.000547383454
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
TotalEnergies SE
549300TXO070764WUH65
SunPower Corporation
867652406
3541.00000000
NS
USD
103468.02000000
0.001349144842
Long
EC
CORP
US
N
1
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABD6
370000.00000000
PA
USD
408850.00000000
0.005331095240
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.03750000
N
N
N
N
N
N
iHeartMedia, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBG1
220000.00000000
PA
USD
226325.00000000
0.002951107081
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
Endo International plc
5493007TBMWZWGZIB256
Endo International plc
G30401106
32846.00000000
NS
USD
153719.28000000
0.002004383324
Long
EC
CORP
IE
N
1
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan
N/A
1056672.36000000
PA
USD
1040251.67000000
0.013564096190
Long
DBT
CORP
US
N
2
2025-12-09
Floating
0.02354300
N
N
N
N
N
N
Radian Group Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
117122.00000000
NS
USD
2605964.50000000
0.033979809084
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585A102
6118.00000000
NS
USD
369649.56000000
0.004819951107
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
137795.00000000
NS
USD
2512002.85000000
0.032754620126
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
14525.00000000
NS
USD
1191485.75000000
0.015536074383
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc.
N/A
Burlington Northern Santa Fe, LLC
12189LAN1
285000.00000000
PA
USD
358541.51000000
0.004675110523
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.04450000
N
N
N
N
N
N
Exelon Corporation
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Company
202795JF8
355000.00000000
PA
USD
405793.24000000
0.005291237398
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
0.03700000
N
N
N
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
G5960L103
37263.00000000
NS
USD
4625456.19000000
0.060312455623
Long
EC
CORP
US
N
1
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc., Term Loan
N/A
1792799.40000000
PA
USD
1779353.40000000
0.023201424587
Long
DBT
CORP
US
N
2
2024-08-14
Floating
0.02854200
N
N
N
N
N
N
Schlumberger Limited
529900IKZG65COT1D505
Schlumberger Holdings Corporation
806851AG6
280000.00000000
PA
USD
310544.66000000
0.004049267846
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
0.04000000
N
N
N
N
N
N
Cognex Corporation
549300JQTYZCLC43S226
Cognex Corporation
192422103
33589.00000000
NS
USD
2823155.45000000
0.036811815051
Long
EC
CORP
US
N
1
N
N
N
Dryden 65 CLO, Ltd.
N/A
Dryden Senior Loan Fund
26251YAC0
1450000.00000000
PA
USD
1450133.40000000
0.018908644411
Long
ABS-O
CORP
KY
N
2
2030-07-18
Floating
0.01589700
N
N
N
N
N
N
NewMarket Corporation
54930082CG88ERDREQ47
NewMarket Corporation
651587107
287.00000000
NS
USD
92408.26000000
0.001204933924
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corporation
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAH3
285000.00000000
PA
USD
317775.00000000
0.004143546019
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.06500000
N
N
N
N
N
N
Guardant Health, Inc.
254900M8C3E5VC8BR186
Guardant Health, Inc.
40131M109
59190.00000000
NS
USD
7350806.10000000
0.095848960295
Long
EC
CORP
US
N
1
N
N
N
Cerner Corporation
549300L4UJ40IEVVI304
Cerner Corporation
156782104
98664.00000000
NS
USD
7711578.24000000
0.100553156550
Long
EC
CORP
US
N
1
N
N
N
Stoneridge, Inc.
PNBCIH9LE7WI83VJIF08
Stoneridge, Inc.
86183P102
85202.00000000
NS
USD
2513459.00000000
0.032773607223
Long
EC
CORP
US
N
1
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AL8
80000.00000000
PA
USD
101300.00000000
0.001320875499
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
0.06875000
N
N
N
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089AD2
425000.00000000
PA
USD
452274.96000000
0.005897323925
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03125000
N
N
N
N
N
N
Tutor Perini Corporation
549300FHXYVPW8LJ6D98
Tutor Perini Corporation
901109108
25135.00000000
NS
USD
348119.75000000
0.004539218643
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
30651.00000000
NS
USD
15462509.97000000
0.201619452890
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDR0
480000.00000000
PA
USD
604694.34000000
0.007884757535
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
0.05250000
N
N
N
N
N
N
FactSet Research Systems Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
6945.00000000
NS
USD
2330811.45000000
0.030392021104
Long
EC
CORP
US
N
1
N
N
N
Arena Pharmaceuticals, Inc.
529900CVGQMPJ3A3NI85
Arena Pharmaceuticals, Inc.
040047607
15168.00000000
NS
USD
1034457.60000000
0.013488545892
Long
EC
CORP
US
N
1
N
N
N
Miller Industries, Inc.
549300F1O74SPUJ7UU94
Miller Industries, Inc.
600551204
60687.00000000
NS
USD
2393495.28000000
0.031209370909
Long
EC
CORP
US
N
1
N
N
N
Golub Capital Partners CLO 23 B-R Ltd
N/A
Golub Capital Partners, Ltd.
38175GAA1
1095000.00000000
PA
USD
1092969.87000000
0.014251501705
Long
ABS-O
CORP
KY
N
2
2031-01-20
Floating
0.01388300
N
N
N
N
N
N
GOGO INTERMEDIATE HOLDINGS
N/A
Gogo Intermediate Holdings, LLC, Term Loan
N/A
520000.00000000
PA
USD
518700.00000000
0.006763456283
Long
DBT
CORP
US
N
2
2028-04-30
Floating
0.04500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828G38
95000.00000000
PA
USD
100425.39000000
0.001309471245
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.02250000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363EAB1
71857.78800000
PA
USD
70934.85000000
0.000924936874
Long
ABS-CBDO
CORP
US
N
2
2036-09-25
Variable
0.03024900
N
N
N
N
N
N
The E.W. Scripps Company
N/A
Scripps Escrow II, Inc.
81105DAB1
120000.00000000
PA
USD
119620.80000000
0.001559764895
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05375000
N
N
N
N
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150190AE6
290000.00000000
PA
USD
298700.00000000
0.003894822425
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05250000
N
N
N
N
N
N
WEATHERFORD INTERNATIONAL
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AR8
160000.00000000
PA
USD
167400.00000000
0.002182769581
Long
DBT
CORP
BM
N
2
2024-09-01
Fixed
0.08750000
N
N
N
N
N
N
Armada Hoffler Properties, Inc.
549300WQRSIV6XZT9313
Armada Hoffler Properties, Inc.
04208T108
11557.00000000
NS
USD
153592.53000000
0.002002730599
Long
EC
CORP
US
N
1
N
N
N
Audacy, Inc.
N/A
Audacy, Inc.
05070N103
43469.00000000
NS
USD
187351.39000000
0.002442920639
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
53583.00000000
NS
USD
1631602.35000000
0.021274862475
Long
EC
CORP
US
N
1
N
N
N
Sound Point Clo Xv Ltd
549300YVZ0M0XDDYS744
Sound Point CLO XV, Ltd.
83609RAQ4
1225000.00000000
PA
USD
1225031.85000000
0.015973490193
Long
ABS-O
CORP
US
N
2
2029-01-23
Floating
0.02222900
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231G102
11331.00000000
NS
USD
714759.48000000
0.009319923840
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners, LP
29273RAT6
250000.00000000
PA
USD
282090.68000000
0.003678249435
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
0.05150000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BL4
475000.00000000
PA
USD
543739.70000000
0.007089955061
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
0.04445000
N
N
N
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group, Ltd.
G0450A105
81022.00000000
NS
USD
3154996.68000000
0.041138774088
Long
EC
CORP
BM
N
1
N
N
N
MidWestOne Financial Group, Inc.
N/A
MidWestOne Financial Group, Inc.
598511103
45973.00000000
NS
USD
1322643.21000000
0.017246268612
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCU3
725000.00000000
PA
USD
852699.95000000
0.011118563398
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04250000
N
N
N
N
N
N
Hancock Whitney Corporation
549300GRNBWY8HIICT41
Hancock Whitney Corporation
410120109
85836.00000000
NS
USD
3814551.84000000
0.049738875285
Long
EC
CORP
US
N
1
N
N
N
Clean Energy Fuels Corp.
549300MTQB4VUAOPMF71
Clean Energy Fuels Corporation
184499101
4353.00000000
NS
USD
44182.95000000
0.000576112301
Long
EC
CORP
US
N
1
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity, Ltd.
H84989104
5011.00000000
NS
USD
677537.31000000
0.008834574853
Long
EC
CORP
CH
N
1
N
N
N
Kosmos Energy Ltd.
213800YDFJ3OT9B5P157
Kosmos Energy, Ltd.
500688106
31279.00000000
NS
USD
108225.34000000
0.001411176703
Long
EC
CORP
US
N
1
N
N
N
Aspen Technology, Inc.
529900B0MZWTVFG7CB96
Aspen Technology, Inc.
045327103
7790.00000000
NS
USD
1071436.60000000
0.013970724126
Long
EC
CORP
US
N
1
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
13379.00000000
NS
USD
1658996.00000000
0.021632054984
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corporation
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
320000.00000000
PA
USD
347136.00000000
0.004526391286
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
National Western Life Group, Inc.
549300HPXNVHFT1BJ192
National Western Life Group, Inc.
638517102
516.00000000
NS
USD
115785.24000000
0.001509752089
Long
EC
CORP
US
N
1
N
N
N
Suburban Propane Partners, L.P.
N/A
Suburban Propane Partners, LP
864486AK1
310000.00000000
PA
USD
325470.55000000
0.004243890180
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05875000
N
N
N
N
N
N
Semtech Corporation
549300J7WUY317SW6O61
Semtech Corporation
816850101
18564.00000000
NS
USD
1277203.20000000
0.016653765198
Long
EC
CORP
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DD9
835000.00000000
PA
USD
984514.41000000
0.012837324411
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
0.03750000
N
N
N
N
N
N
Chimera Investment Corporation
2JBBQFJOL123LOUBE657
Chimera Investment Corporation
16934Q208
60520.00000000
NS
USD
911431.20000000
0.011884374545
Long
EC
CORP
US
N
1
N
N
N
Independence Realty Trust, Inc.
549300Z3L8NU44NQEB29
Independence Realty Trust, Inc.
45378A106
133624.00000000
NS
USD
2435965.52000000
0.031763150766
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824CBF5
475000.00000000
PA
USD
528094.90000000
0.006885958684
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.04650000
N
N
N
N
N
N
Inspire Medical Systems, Inc.
549300XQQCQ7HCJKTW25
Inspire Medical Systems, Inc.
457730109
27588.00000000
NS
USD
5331656.88000000
0.069520779306
Long
EC
CORP
US
N
1
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AE6
130000.00000000
PA
USD
136500.00000000
0.001779856916
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
0.04750000
N
N
N
N
N
N
HCA Healthcare, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
745000.00000000
PA
USD
840360.00000000
0.010957659769
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05375000
N
N
N
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
21591.00000000
NS
USD
983254.14000000
0.012820891442
Long
EC
CORP
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AX2
230000.00000000
PA
USD
228884.89000000
0.002984486114
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.00983000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
N/A
1387671.61000000
PA
USD
1392875.38000000
0.018162043070
Long
DBT
CORP
US
N
2
2025-10-02
Floating
0.05750000
N
N
N
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187109
35805.00000000
NS
USD
2249986.20000000
0.029338120883
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VCV4
1594000.00000000
PA
USD
1896581.19000000
0.024729986440
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
0.04272000
N
N
N
N
N
N
Seacoast Banking Corporation of Florida
549300V6IC06XYQYPG88
Seacoast Banking Corporation of Florida
811707801
146155.00000000
NS
USD
4991193.25000000
0.065081390685
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
110000.00000000
PA
USD
108625.00000000
0.001416387967
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.04750000
N
N
N
N
N
N
Dillard's, Inc.
529900FGYKMWL6019P91
Dillard's, Inc.
254067101
279.00000000
NS
USD
50465.52000000
0.000658032269
Long
EC
CORP
US
N
1
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BW3
340000.00000000
PA
USD
370086.60000000
0.004825649778
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04875000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QH4
2050000.00000000
PA
USD
2864794.93000000
0.037354762425
Long
DBT
UST
US
N
2
2040-05-15
Fixed
0.04375000
N
N
N
N
N
N
Sensient Technologies Corporation
CMMZHMFZQG86EI7WZU92
Sensient Technologies Corporation
81725T100
18058.00000000
NS
USD
1563100.48000000
0.020381649822
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
20000.00000000
PA
USD
22055.00000000
0.000287580544
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
Redwood Trust, Inc.
N/A
Sequoia Mortgage Trust
81744HAH6
236382.95000000
PA
USD
182838.78000000
0.002384079613
Long
ABS-CBDO
CORP
US
N
2
2046-09-20
Variable
0.02861500
N
N
N
N
N
N
EchoStar Corporation
N/A
Hughes Satellite Systems Corporation
444454AF9
120000.00000000
PA
USD
134550.00000000
0.001754430389
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Structured Asset Mortgage Investments, Inc.
86359LLZ0
43377.06000000
PA
USD
41831.01000000
0.000545444780
Long
ABS-CBDO
CORP
US
N
2
2035-12-25
Floating
0.00711600
N
N
N
N
N
N
FMC Corporation
CKDHZ2X64EEBQCSP7013
FMC Corporation
302491303
5062.00000000
NS
USD
547708.40000000
0.007141703912
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy, Inc.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Company
927804GA6
425000.00000000
PA
USD
548745.29000000
0.007155224175
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
0.04600000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
FNMA Conventional 30-Yr. Pass Through Call Option
01F992999
-11.75000000
NC
USD
-82634.81000000
-0.00107749551
N/A
DIR
CORP
US
N
3
Morgan Stanley & Company
N/A
Call
Written
Federal National Mortgage Association
Federal National Mortgage Association Conventional 30-Yr. Pass Through
1000000.00000000
100.60156300
USD
2021-08-05
XXXX
-6443.40000000
N
N
N
Plantronics, Inc.
5493006O3W5M472F6668
Plantronics, Inc.
727493108
6021.00000000
NS
USD
251256.33000000
0.003276192797
Long
EC
CORP
US
N
1
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc.
67020Y100
2471.00000000
NS
USD
134521.24000000
0.001754055380
Long
EC
CORP
US
N
1
N
N
N
BP p.l.c.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBK5
400000.00000000
PA
USD
441375.96000000
0.005755209196
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
0.03543000
N
N
N
N
N
N
GoodRx Holdings, Inc.
N/A
GoodRx Holdings, Inc.
38246G108
85527.00000000
NS
USD
3079827.27000000
0.040158621748
Long
EC
CORP
US
N
1
N
N
Omnicell, Inc.
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213N109
4176.00000000
NS
USD
632455.20000000
0.008246738184
Long
EC
CORP
US
N
1
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
13232.00000000
NS
USD
5858071.04000000
0.076384822410
Long
EC
CORP
US
N
1
N
N
N
Fair Isaac Corporation
RI6HET5SJUEY30V1PS26
Fair Isaac Corporation
303250104
2957.00000000
NS
USD
1486424.76000000
0.019381856338
Long
EC
CORP
US
N
1
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
200000.00000000
PA
USD
208444.00000000
0.002717952345
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.03375000
N
N
N
N
N
N
LPL Financial Holdings Inc.
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
180000.00000000
PA
USD
180804.60000000
0.002357555442
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
62020.00000000
NS
USD
4387915.00000000
0.057215097894
Long
EC
CORP
US
N
1
N
N
N
Gannett Co., Inc.
549300JQ2PU0RI3ZBA32
Gannett Company, Inc.
36472T109
31059.00000000
NS
USD
170513.91000000
0.002223372616
Long
EC
CORP
US
N
1
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl, LLC
40390DAC9
280000.00000000
PA
USD
282100.00000000
0.003678370961
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.04875000
N
N
N
N
N
N
Employers Holdings, Inc.
N/A
Employers Holdings, Inc.
292218104
997.00000000
NS
USD
42671.60000000
0.000556405438
Long
EC
CORP
US
N
1
N
N
N
Energy Solutions, LLC
549300X3SKIUYR2MFH75
EnergySolutions, LLC, Term Loan
N/A
299627.00000000
PA
USD
297098.15000000
0.003873935510
Long
DBT
CORP
US
N
2
2025-05-11
Floating
0.04750000
N
N
N
N
N
N
Lattice Semiconductor Corporation
549300LRBBPZDQ2II567
Lattice Semiconductor Corporation
518415104
73572.00000000
NS
USD
4133274.96000000
0.053894784074
Long
EC
CORP
US
N
1
N
N
N
LPL Financial Holdings Inc.
549300XROQ4Y8G2L7682
LPL Financial Holdings, Inc.
50212V100
8133.00000000
NS
USD
1097792.34000000
0.014314383072
Long
EC
CORP
US
N
1
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Nouryon USA, LLC, Term Loan
N/A
689651.69000000
PA
USD
684051.72000000
0.008919517840
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03133029
N
N
N
N
N
N
Vcat 2021-Npl1 LLC
N/A
VCAT Asset Securitization, LLC
91790CAB2
500000.00000000
PA
USD
499682.05000000
0.006515476577
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
0.04826200
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
103328.00000000
NS
USD
2934515.20000000
0.038263862094
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Home Loans, Inc.
12543RBC2
187793.17400000
PA
USD
135078.67000000
0.001761323846
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Fixed
0.05750000
N
N
N
N
N
N
Six Flags Entertainment Corporation
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
150000.00000000
PA
USD
161655.00000000
0.002107859119
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07000000
N
N
N
N
N
N
Saxon Capital, Inc.
N/A
Saxon Asset Securities Trust
805564QB0
430017.29900000
PA
USD
426542.63000000
0.005561793774
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
0.04200710
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912X302
132353.00000000
NS
USD
5524414.22000000
0.072034189451
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
310000.00000000
PA
USD
334800.00000000
0.004365539162
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.04875000
N
N
N
N
N
N
Acceleron Pharma Inc.
529900TQRID2UY164805
Acceleron Pharma, Inc.
00434H108
2235.00000000
NS
USD
280470.15000000
0.003657118948
Long
EC
CORP
US
N
1
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLA-Tencor Corporation
482480100
6744.00000000
NS
USD
2186472.24000000
0.028509946809
Long
EC
CORP
US
N
1
N
N
N
ATLAS LUXCO 4 / ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC
019579AA9
315000.00000000
PA
USD
315246.71000000
0.004110579027
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
9128283F5
20205000.00000000
PA
USD
21613035.94000000
0.281817666729
Long
DBT
UST
US
N
2
2027-11-15
Fixed
0.02250000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
2468.00000000
NS
USD
424890.88000000
0.005540256202
Long
EC
CORP
US
N
1
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
58.00000000
NS
USD
10196.40000000
0.000132953355
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912828Z94
900000.00000000
PA
USD
908894.53000000
0.011851298283
Long
DBT
UST
US
N
2
2030-02-15
Fixed
0.01500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc., Term Loan
N/A
310000.00000000
PA
USD
313788.20000000
0.004091561158
Long
DBT
CORP
US
N
2
2028-04-21
Floating
0.04500000
N
N
N
N
N
N
APA Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BE4
260000.00000000
PA
USD
276770.00000000
0.003608871786
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
7570.00000000
NS
USD
1105144.30000000
0.014410247079
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
Springleaf Finance Corporation
85172FAQ2
230000.00000000
PA
USD
263662.80000000
0.003437963796
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06625000
N
N
N
N
N
N
NuVasive, Inc.
549300C5ZB4NZ6TWM881
NuVasive, Inc.
670704105
14257.00000000
NS
USD
966339.46000000
0.012600336789
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corporation
5493009ML300G373MZ12
Alliant Energy Corporation
018802108
5124.00000000
NS
USD
285714.24000000
0.003725497921
Long
EC
CORP
US
N
1
N
N
N
RCO V Mortgage LLC 2019-2
N/A
RCO Mortgage, LLC
74937DAA2
1514218.54000000
PA
USD
1517692.91000000
0.019789569401
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Variable
0.03474800
N
N
N
N
N
N
MaxLinear, Inc.
549300EMOI0SM2IY4F64
MaxLinear, Inc.
57776J100
1579.00000000
NS
USD
67091.71000000
0.000874825231
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAB9
400000.00000000
PA
USD
418498.46000000
0.005456903872
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02875000
N
N
N
N
N
N
ECMC Group Student Loan Trust
N/A
ECMC Group Student Loan Trust
26829HAA4
1094790.86000000
PA
USD
1105629.73000000
0.014416576719
Long
ABS-O
CORP
US
N
2
2069-11-25
Floating
0.01241500
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAV2
650000.00000000
PA
USD
769471.40000000
0.010033325959
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06125000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
7160.00000000
NS
USD
341388.80000000
0.004451452138
Long
EC
CORP
US
N
1
N
N
N
Corevest American Finance 2019-2 Trust
N/A
Colony American Finance Trust
21872GAA3
1518165.32000000
PA
USD
1593906.59000000
0.020783338232
Long
ABS-O
CORP
US
N
2
2052-06-15
Fixed
0.02835000
N
N
N
N
N
N
Ingevity Corporation
5493009UTFC4B5IMGF87
Ingevity Corporation
45688CAB3
330000.00000000
PA
USD
327525.00000000
0.004270678656
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03875000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
51705.00000000
NS
USD
2723819.40000000
0.035516547977
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
DX5HQV5MLU50FEWZ5072
ERP Operating, LP
26884ABD4
90000.00000000
PA
USD
97310.57000000
0.001268856344
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03375000
N
N
N
N
N
N
Mercury Systems, Inc.
549300P3B84SGK7HH679
Mercury Systems, Inc.
589378108
79974.00000000
NS
USD
5300676.72000000
0.069116821415
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
1002.00000000
NS
USD
24549.00000000
0.000320100420
Long
EC
CORP
US
N
1
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
21684AAA4
1416000.00000000
PA
USD
1548368.23000000
0.020189552408
Long
DBT
CORP
NL
N
2
2023-12-01
Fixed
0.04625000
N
N
N
N
N
N
MDU Resources Group, Inc.
N/A
MDU Resources Group, Inc.
552690109
24348.00000000
NS
USD
763066.32000000
0.009949808553
Long
EC
CORP
US
N
1
N
N
N
Cox Enterprises, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CG0
475000.00000000
PA
USD
515805.78000000
0.006725717840
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.03350000
N
N
N
N
N
N
QCR Holdings, Inc.
549300MWKWM7KWJVQO33
QCR Holdings, Inc.
74727A104
26238.00000000
NS
USD
1261785.42000000
0.016452728990
Long
EC
CORP
US
N
1
N
N
N
Lhome Mortgage Trust 2021-RTL1
N/A
LHOME Mortgage Trust
501894AA7
1000000.00000000
PA
USD
998447.20000000
0.013018997471
Long
ABS-CBDO
CORP
US
N
2
2026-09-25
Variable
0.02090000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings, LLC
70052LAC7
155000.00000000
PA
USD
160339.75000000
0.002090709253
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04875000
N
N
N
N
N
N
INDIGO NATURAL RES LLC
549300F7DOI6H6TA3C86
Indigo Natural Resources, LLC
45569LAC5
140000.00000000
PA
USD
146300.00000000
0.001907641515
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05375000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89788MAE2
230000.00000000
PA
USD
230696.81000000
0.003008112182
Long
DBT
CORP
US
N
2
2029-06-07
Variable
0.01887000
N
N
N
N
N
N
Western Asset Mortgage Capital Corporation
549300JOQRROR5SZYY83
Western Asset Mortgage Capital Corporation
95790D105
47597.00000000
NS
USD
154690.25000000
0.002017044039
Long
EC
CORP
US
N
1
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAB3
175000.00000000
PA
USD
167562.50000000
0.002184888458
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04375000
N
N
N
N
N
N
Waste Pro USA, Inc.
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
110000.00000000
PA
USD
113547.50000000
0.001480573650
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05500000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
25043.00000000
NS
USD
2351287.27000000
0.030659010334
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
45006.00000000
NS
USD
10970212.50000000
0.143043286415
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corporation
52990090AP0E7HCB6F33
Monster Beverage Corporation
61174X109
27491.00000000
NS
USD
2511302.85000000
0.032745492655
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategies Clo 2014-5 Ltd
549300ODZUR61VZRRZ07
Carlyle Global Market Strategies CLO, Ltd.
14311AAU6
1675000.00000000
PA
USD
1675078.73000000
0.021841761638
Long
ABS-O
CORP
KY
N
2
2031-07-15
Floating
0.01633700
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505104
51808.00000000
NS
USD
2136043.84000000
0.027852398556
Long
EC
CORP
US
N
1
N
N
N
Highwoods Properties, Inc.
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties, Inc.
431284108
1789.00000000
NS
USD
80809.13000000
0.001053690029
Long
EC
CORP
US
N
1
N
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust
62477K109
1100000.00000000
PA
USD
1100137.28000000
0.014344959319
Long
ABS-O
CORP
US
N
2
2022-02-16
Floating
0.01842100
N
N
N
N
N
N
Pinnacle West Capital Corporation
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corporation
723484101
2149.00000000
NS
USD
176153.53000000
0.002296909001
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537TAA3
478788.46000000
PA
USD
484829.96000000
0.006321816540
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
0.01977000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
25124000.00000000
PA
USD
27218321.06000000
0.354906351644
Long
DBT
UST
US
N
2
2046-05-15
Fixed
0.02500000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DD6
220000.00000000
PA
USD
242429.38000000
0.003161096035
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
0.03750000
N
N
N
N
N
N
Brunswick Corporation
YM4O38W15AX4YLLQKU27
Brunswick Corporation
117043109
2758.00000000
NS
USD
274751.96000000
0.003582558068
Long
EC
CORP
US
N
1
N
N
N
Volt Xcix Llc - Asset Backed Note, Series 2021-NPL8
N/A
Vericrest Opportunity Loan Transferee
92872VAA1
533544.25000000
PA
USD
534811.04000000
0.006973532078
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
0.02115700
N
N
N
N
N
N
EchoStar Corporation
549300EE20907QZ9GT38
EchoStar Corporation
278768106
8724.00000000
NS
USD
211905.96000000
0.002763093689
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, Inc.
74460D109
10635.00000000
NS
USD
3197838.15000000
0.041697394503
Long
EC
CORP
US
N
1
N
N
N
CCM Futures, LLC
N/A
Put on U.S. Treasury Long Bond Futures
USU1P1490
66.00000000
NC
USD
5156.25000000
0.000067233606
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Put
Purchased
N/A
N/A
Board of Trade of the City of Chicago, Inc.
549300EX04Q2QBFQTQ27
U.S. Treasury Long Bond Futures
N/A
66
NC
USD
N/A
N/A
DIR
CORP
US
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
10609500
USD
1000.00000000
149.00000000
USD
2021-08-27
XXXX
-67293.27000000
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CU7
395000.00000000
PA
USD
455762.05000000
0.005942792945
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
INDY US BIDCO LLC
N/A
Intermediate Dutch Holdings, Term Loan
N/A
399000.00000000
PA
USD
399426.93000000
0.005208225524
Long
DBT
CORP
US
N
2
2028-03-05
Floating
0.04080000
N
N
N
N
N
N
Materion Corporation
549300CJ5RI351SUYT02
Materion Corporation
576690101
8073.00000000
NS
USD
608300.55000000
0.007931779790
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385BA8
265000.00000000
PA
USD
274533.29000000
0.003579706777
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
0.02950000
N
N
N
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc.
92552VAK6
310000.00000000
PA
USD
315890.00000000
0.004118967043
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.05625000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
3981.00000000
NS
USD
56888.49000000
0.000741782948
Long
EC
CORP
US
N
1
N
N
N
Belden Inc.
68BKYO1JC791TTJHUE82
Belden, Inc.
077454106
10555.00000000
NS
USD
533766.35000000
0.006959910109
Long
EC
CORP
US
N
1
N
N
N
Chevron Corporation
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AV8
1000000.00000000
PA
USD
1340957.34000000
0.017485071037
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
0.05050000
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787AM9
225000.00000000
PA
USD
253677.63000000
0.003307764720
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.04450000
N
N
N
N
N
N
Harley-Davidson, Inc.
ZDNAWZWXIKMWI51R2A08
Harley-Davidson, Inc.
412822108
9683.00000000
NS
USD
443675.06000000
0.005785187723
Long
EC
CORP
US
N
1
N
N
N
Myers Industries, Inc.
549300I2H9XMVTCW4Q51
Myers Industries, Inc.
628464109
36535.00000000
NS
USD
767235.00000000
0.010004164992
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corporation
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849AP1
525000.00000000
PA
USD
594622.38000000
0.007753426782
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04400000
N
N
N
N
N
N
BELLRING BRANDS LLC
5493001E28R2L3L44631
Bellring Brands, LLC, Term Loan
N/A
413309.50000000
PA
USD
415843.09000000
0.005422279853
Long
DBT
CORP
US
N
2
2024-10-21
Floating
0.04750000
N
N
N
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905106
34333.00000000
NS
USD
4080820.38000000
0.053210815964
Long
EC
CORP
US
N
1
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687106
2074.00000000
NS
USD
364546.98000000
0.004753417317
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corporation
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corporation
28176E108
78902.00000000
NS
USD
8171880.14000000
0.106555145711
Long
EC
CORP
US
N
1
N
N
N
Core Laboratories N.V.
724500MDYY5VBSAF5W50
Core Laboratories NV
N22717107
19765.00000000
NS
USD
769846.75000000
0.010038220240
Long
EC
CORP
NL
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAV8
675000.00000000
PA
USD
775740.11000000
0.010115065203
Long
DBT
CORP
US
N
2
2029-07-23
Variable
0.04203000
N
N
N
N
N
N
Teine Energy Ltd.
5493002EE80G6ER7SM91
Teine Energy, Ltd.
879068AB0
220000.00000000
PA
USD
225775.00000000
0.002943935497
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
Hope Bancorp, Inc.
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
192993.00000000
NS
USD
2736640.74000000
0.035683728568
Long
EC
CORP
US
N
1
N
N
N
Nova Measuring Instruments Ltd.
529900B2DSWE5V3SC292
Nova Measuring Instruments, Ltd.
M7516K103
19181.00000000
NS
USD
1973533.09000000
0.025733381103
Long
EC
CORP
IL
N
1
N
N
N
Adient plc
5493002QLDY8O75RTR78
Adient plc
G0084W101
9567.00000000
NS
USD
432428.40000000
0.005638539770
Long
EC
CORP
IE
N
1
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels and Resorts, Inc.
98311A105
54214.00000000
NS
USD
3919130.06000000
0.051102496298
Long
EC
CORP
US
N
1
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
328000.00000000
PA
USD
342043.32000000
0.004459986585
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
0.04625000
N
N
N
N
N
N
Air Canada 2015-1 Pass Through Trusts
N/A
Air Canada Pass Through Trust
009090AB7
84929.31000000
PA
USD
85984.85000000
0.001121177509
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
0.03875000
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830AR0
120000.00000000
PA
USD
172482.49000000
0.002249041412
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
0.06150000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389X105
29904.00000000
NS
USD
2327727.36000000
0.030351806900
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
41350.00000000
NS
USD
5485904.50000000
0.071532051784
Long
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corporation
549300VH75FTB4DIEE07
Paylocity Holding Corporation
70438V106
5040.00000000
NS
USD
961632.00000000
0.012538955066
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KU4
236000.00000000
PA
USD
265863.98000000
0.003466665521
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
0.04125000
N
N
N
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AG1
155000.00000000
PA
USD
161587.50000000
0.002106978970
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04250000
N
N
N
N
N
N
Northriver Midstream Finance LP
549300SOLNLY3BL6GF18
Northriver Midstream Finance, LP, Term Loan
N/A
300817.62000000
PA
USD
298059.12000000
0.003886465833
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03451630
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AN0
50000.00000000
PA
USD
61042.17000000
0.000795943798
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
0.04600000
N
N
N
N
N
N
Ingredion Incorporated
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187102
3563.00000000
NS
USD
322451.50000000
0.004204524048
Long
EC
CORP
US
N
1
N
N
N
Denny's Corporation
54930037V56XOULXM917
Denny's Corporation
24869P104
2342.00000000
NS
USD
38619.58000000
0.000503570158
Long
EC
CORP
US
N
1
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAM1
70000.00000000
PA
USD
71729.70000000
0.000935301118
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03125000
N
N
N
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
Navient Corporation
78442FEQ7
145000.00000000
PA
USD
152931.50000000
0.001994111267
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
0.05500000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Company
163851AF5
220000.00000000
PA
USD
235349.40000000
0.003068778442
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05750000
N
N
N
N
N
N
Foundation Finance Trust 2021-1
N/A
Foundation Finance Trust
35041LAA8
979099.02000000
PA
USD
980288.43000000
0.012782220824
Long
ABS-CBDO
CORP
US
N
2
2041-05-15
Fixed
0.01270000
N
N
N
N
N
N
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
10707.00000000
NS
USD
2277164.76000000
0.029692508780
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corporation
549300PW7VPFCYKLIV37
Avery Dennison Corporation
053611109
6864.00000000
NS
USD
1443087.36000000
0.018816769370
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
106263.00000000
NS
USD
3058249.14000000
0.039877259229
Long
EC
CORP
US
N
1
N
N
N
Chemed Corporation
54930020031IDJT2IM79
Chemed Corporation
16359R103
3134.00000000
NS
USD
1487083.00000000
0.019390439291
Long
EC
CORP
US
N
1
N
N
N
Neogen Corporation
549300HJT9FC36N4UW43
Neogen Corporation
640491106
8910.00000000
NS
USD
410216.40000000
0.005348912065
Long
EC
CORP
US
N
1
N
N
N
Kinross Gold Corporation
549300UEBMAQDN0K0R06
Kinross Gold Corporation
496902AN7
218000.00000000
PA
USD
243846.13000000
0.003179569385
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
0.05950000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
400000.00000000
PA
USD
384031.08000000
0.005007475267
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
0.02100000
N
N
N
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
14951.00000000
NS
USD
3672713.15000000
0.047889405883
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467109
161578.00000000
NS
USD
916147.26000000
0.011945868406
Long
EC
CORP
US
N
1
N
N
N
Genworth Mortgage Insurance Co
N/A
Genworth Mortgage Insurance Corporation
89600GAA9
1250000.00000000
PA
USD
1255093.50000000
0.016365471407
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Floating
0.02141500
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Ultra 10-Yr. U.S. Treasury Note
N/A
-59.00000000
NC
USD
-152760.44000000
-0.00199188077
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
-8532224.23000000
USD
-152760.44000000
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AL9
410000.00000000
PA
USD
425375.00000000
0.005546568761
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
0.07500000
N
N
N
N
N
N
Atlantic Exploration, LLC
5493004CTVUMQLRPOE23
Centennial Resource Production, LLC
15138AAC4
230000.00000000
PA
USD
235200.30000000
0.003066834291
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06875000
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
52882.00000000
NS
USD
2449494.24000000
0.031939555058
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
18149.00000000
NS
USD
401455.88000000
0.005234681500
Long
EC
CORP
PR
N
1
N
N
N
Rite Aid Corporation
529900W353T1JY1DKT44
Rite Aid Corporation
767754CK8
250000.00000000
PA
USD
253125.00000000
0.003300558842
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07500000
N
N
N
N
N
N
Telephone and Data Systems, Inc.
N/A
Telephone & Data Systems, Inc.
879433829
15833.00000000
NS
USD
358775.78000000
0.004678165227
Long
EC
CORP
US
N
1
N
N
N
Tenneco Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AR6
255000.00000000
PA
USD
253648.50000000
0.003307384887
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05000000
N
N
N
N
N
Volt 2021-NPL5
N/A
Vericrest Opportunity Loan Transferee
92873FAB3
650000.00000000
PA
USD
649337.98000000
0.008466876886
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
0.04826200
N
N
N
N
N
N
IDEX Corporation
549300U5Y5EL6PHYLF13
IDEX Corporation
45167R104
28313.00000000
NS
USD
6230275.65000000
0.081238089440
Long
EC
CORP
US
N
1
N
N
N
Mra Issuance Trust 2021-8
N/A
MRA Issuance Trust
55350JAA6
2100000.00000000
PA
USD
2100036.75000000
0.027382893295
Long
ABS-CBDO
CORP
US
N
2
2021-10-15
Floating
0.01260130
N
N
N
N
N
N
Bio-Techne Corporation
54930073RLKQ51TILZ35
Bio-Techne Corporation
09073M104
19745.00000000
NS
USD
8890383.70000000
0.115923889527
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KB1
1500000.00000000
PA
USD
1499940.00000000
0.019558084861
Long
STIV
USGSE
US
N
2
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DZ5
75000.00000000
PA
USD
94440.00000000
0.001231426279
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.08500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA, Term Loan
N/A
297600.00000000
PA
USD
292267.01000000
0.003810941093
Long
DBT
CORP
FR
N
2
2025-07-31
Floating
0.02935500
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBW5
375000.00000000
PA
USD
368835.96000000
0.004809342377
Long
DBT
CORP
US
N
2
2027-02-04
Variable
0.01040000
N
N
N
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corporation
313148306
2189.00000000
NS
USD
216492.10000000
0.002822893491
Long
EC
USGSE
US
N
1
N
N
N
BigCommerce Holdings Inc
549300MOVEFQ78DMPG58
BigCommerce Holdings, Inc.
08975P108
98591.00000000
NS
USD
6400527.72000000
0.083458047860
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EP100
14051.00000000
NS
USD
283549.18000000
0.003697267173
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
26589.00000000
NS
USD
64924754.31000000
0.846569765738
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
58013MFM1
600000.00000000
PA
USD
606574.04000000
0.007909267403
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02125000
N
N
N
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918BT0
890000.00000000
PA
USD
1068684.07000000
0.013934833214
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
0.03700000
N
N
N
N
N
N
Tokyo Century Corporation
549300ODEK8HY3445C77
Aviation Capital Group, LLC
05367AAJ2
485000.00000000
PA
USD
489928.39000000
0.006388296217
Long
DBT
CORP
US
N
2
2022-01-20
Fixed
0.02875000
N
N
N
N
N
N
Thrivent Mutual Funds
5493003JW6B3SQSY6578
Thrivent Global Stock Portfolio
88589M162
34685953.86700000
NS
USD
534635418.52000100
6.971242106684
Long
RF
US
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAY4
470000.00000000
PA
USD
520684.34000000
0.006789330578
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03600000
N
N
N
N
N
N
American Financial Group, Inc.
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932104
22066.00000000
NS
USD
2752071.52000000
0.035884934286
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBQ3
250000.00000000
PA
USD
313813.61000000
0.004091892485
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
0.04600000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAD3
545000.00000000
PA
USD
565437.50000000
0.007372877987
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.05625000
N
N
N
N
N
N
Adobe Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
46480.00000000
NS
USD
27220547.20000000
0.354935378828
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc
019736AG2
315000.00000000
PA
USD
309604.05000000
0.004037003002
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.03750000
N
N
N
N
N
N
Citigroup Inc.
N/A
Citicorp Mortgage Securities, Inc.
173103AD4
812289.93400000
PA
USD
805381.98000000
0.010501572803
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Fixed
0.06000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AL0
400000.00000000
PA
USD
384375.66000000
0.005011968330
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.01750000
N
N
N
N
N
N
Sinclair Broadcast Group, Inc.
N/A
Diamond Sports Group, LLC
25277LAC0
305000.00000000
PA
USD
149796.18000000
0.001953229062
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.06625000
N
N
N
N
N
N
Ashland Global Holdings Inc.
529900E4L9R04SB8HB11
Ashland Global Holdings, Inc.
044186104
48755.00000000
NS
USD
4266062.50000000
0.055626233316
Long
EC
CORP
US
N
1
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBL2
660000.00000000
PA
USD
645621.77000000
0.008418420314
Long
DBT
CORP
JP
N
2
2031-09-08
Variable
0.01979000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCG4
370000.00000000
PA
USD
440399.08000000
0.005742471418
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
0.04049000
N
N
N
N
N
N
Owl Rock Technology Finance Corp.
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AC2
115000.00000000
PA
USD
126432.20000000
0.001648580407
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04750000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
220000.00000000
PA
USD
219450.00000000
0.002861462273
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
0.03500000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
560000.00000000
PA
USD
651000.00000000
0.008488548371
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04875000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
490000.00000000
PA
USD
519253.00000000
0.006770666985
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05500000
N
N
N
N
N
N
Lennox International Inc.
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
3258.00000000
NS
USD
1142906.40000000
0.014902636345
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE Energy Company
233331107
4249.00000000
NS
USD
550670.40000000
0.007180326155
Long
EC
CORP
US
N
1
N
N
N
WideOpenWest Holdings, LLC
549300RM6J2BWWOFU889
WideOpenWest, Inc.
96758W101
10234.00000000
NS
USD
211946.14000000
0.002763617606
Long
EC
CORP
US
N
1
N
N
N
Heartland Financial USA, Inc.
549300QF7B0DFZT32C73
Heartland Financial USA, Inc.
42234Q102
131195.00000000
NS
USD
6164853.05000000
0.080385028142
Long
EC
CORP
US
N
1
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
611925.00000000
PA
USD
604661.45000000
0.007884328674
Long
DBT
CORP
US
N
2
2026-12-23
Floating
0.03354300
N
N
N
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
3272.00000000
NS
USD
2360584.40000000
0.030780237888
Long
EC
CORP
US
N
1
N
N
N
Vistra Energy Corp.
549300ZH5GKBTJZ7NM23
Vistra Operations Company, LLC
92840VAF9
300000.00000000
PA
USD
307989.00000000
0.004015943970
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corporation
749607107
879.00000000
NS
USD
91934.61000000
0.001198757886
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030N101
27956.00000000
NS
USD
1594051.12000000
0.020785222794
Long
EC
CORP
US
N
1
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental, LLC
053773BF3
190000.00000000
PA
USD
197837.50000000
0.002579651595
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.05375000
N
N
N
N
N
Teva Pharmaceutical Industries Limited
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
175000.00000000
PA
USD
174385.75000000
0.002273858485
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
0.02800000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XCA1
230000.00000000
PA
USD
251042.41000000
0.003273403441
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
0.03950000
N
N
N
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc ADR
37733W105
8304.00000000
NS
USD
330665.28000000
0.004311625536
Long
EC
CORP
GB
N
1
N
N
N
Flatiron Clo 20 Limited
N/A
Flatiron CLO, Ltd.
33883MAB0
600000.00000000
PA
USD
600748.20000000
0.007833302849
Long
ABS-O
CORP
KY
N
2
2033-11-20
Floating
0.01905200
N
N
N
N
N
N
The Procter & Gamble Company
2572IBTT8CCZW6AU4141
Procter & Gamble Company
742718109
16422.00000000
NS
USD
2215820.46000000
0.028892625435
Long
EC
CORP
US
N
1
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani, LLC, Term Loan
N/A
223312.50000000
PA
USD
223685.43000000
0.002916689082
Long
DBT
CORP
US
N
2
2027-10-23
Floating
0.04500000
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62947QAY4
250000.00000000
PA
USD
307003.30000000
0.004003091186
Long
DBT
CORP
NL
N
2
2028-12-01
Fixed
0.05550000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAJ1
80000.00000000
PA
USD
84000.00000000
0.001095296564
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.05000000
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
101787.00000000
NS
USD
9714551.28000000
0.126670412368
Long
EC
CORP
US
N
1
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
55673.00000000
NS
USD
8146073.36000000
0.106218644788
Long
EC
CORP
US
N
1
N
N
N
Lantheus Holdings, Inc.
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544103
181044.00000000
NS
USD
5004056.16000000
0.065249113317
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
600000.00000000
PA
USD
620581.69000000
0.008091916581
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.02300000
N
N
N
N
N
N
Bohai Leasing Co., Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings, Ltd.
70014LAC4
350000.00000000
PA
USD
367912.01000000
0.004797294767
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
0.04500000
N
N
N
N
N
N
Vodafone Group Plc
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
302000.00000000
PA
USD
313778.00000000
0.004091428158
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.05500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3131XXDN8
3806669.49000000
PA
USD
4028706.58000000
0.052531291368
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.03500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5CX9
4543655.34200000
PA
USD
4786160.77000000
0.062407921984
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.03500000
N
N
N
N
N
N
Diebold Nixdorf, Incorporated
549300XZK6EWDBAZSY16
Diebold Nixdorf, Inc.
253651103
17200.00000000
NS
USD
220848.00000000
0.002879691138
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AP5
900000.00000000
PA
USD
1128450.74000000
0.014714145455
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
0.04750000
N
N
N
N
N
N
Immunocore Holdings PLC
213800IUE3DFS84BVN18
Immunocore Holdings plc ADR
45258D105
71175.00000000
NS
USD
2779383.75000000
0.036241065139
Long
EC
CORP
GB
N
1
N
N
N
CDW Corporation
9845001B052ABF0B6755
CDW Corporation
12514G108
6699.00000000
NS
USD
1169980.35000000
0.015255660207
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AN7
675000.00000000
PA
USD
768036.75000000
0.010014619207
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05750000
N
N
N
N
N
N
Territorial Bancorp Inc.
5493003VDUGN5KBPTN24
Territorial Bancorp, Inc.
88145X108
8123.00000000
NS
USD
210954.31000000
0.002750684892
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JK3
14800000.00000000
PA
USD
14799753.28000000
0.192977606159
Long
STIV
USGSE
US
N
2
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282N9
1460000.00000000
PA
USD
1533456.25000000
0.019995111450
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.02125000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F020471
58475000.00000000
PA
USD
60312622.49000000
0.786431049837
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.02000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum, Inc.
674215AL2
175000.00000000
PA
USD
182477.75000000
0.002379372054
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.06375000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
7871.00000000
NS
USD
162536.15000000
0.002119348650
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F022477
10000000.00000000
PA
USD
10427734.40000000
0.135969781665
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.02500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31418CYM0
8101423.39600000
PA
USD
8634556.84000000
0.112588100470
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
Transocean Ltd.
N/A
Transocean Guardian, Ltd.
893800AA0
195750.00000000
PA
USD
190366.88000000
0.002482240352
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Company
291011BL7
650000.00000000
PA
USD
666002.08000000
0.008684164165
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.01800000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408HS5
360000.00000000
PA
USD
410052.93000000
0.005346780539
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.03800000
N
N
N
N
N
N
NBT Bancorp Inc.
N/A
NBT Bancorp, Inc.
628778102
2045.00000000
NS
USD
73558.65000000
0.000959149245
Long
EC
CORP
US
N
1
N
N
N
MOMENTIVE PERFORMANCE
54930021ZH8MCUXACZ50
Momentive Performance Materials USA, LLC, Term Loan
N/A
331240.00000000
PA
USD
328894.82000000
0.004288540075
Long
DBT
CORP
US
N
2
2024-05-15
Floating
0.03360000
N
N
N
N
N
N
Groupe Solmax, Inc.
549300UUEKZ3HF9FNI46
Groupe Solmax, Inc., Term Loan
N/A
260000.00000000
PA
USD
258700.00000000
0.003373252632
Long
DBT
CORP
US
N
2
2028-06-28
Floating
0.00000000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AJ5
480000.00000000
PA
USD
538648.96000000
0.007023575656
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.05750000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Asset-Backed Certificates
12668WAB3
23.95930000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
US
N
2
2047-04-25
Variable
0.05530000
N
N
N
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AR9
280000.00000000
PA
USD
315544.85000000
0.004114466547
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.05375000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc.
12597YAA7
200000.00000000
PA
USD
207250.00000000
0.002702383487
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.07000000
N
N
N
N
N
N
Campbell Soup Company
5493007JDSMX8Z5Z1902
Campbell Soup Company
134429BJ7
200000.00000000
PA
USD
201482.36000000
0.002627177817
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
0.02375000
N
N
N
N
N
N
Neenah, Inc.
8SR38IKUT3O1F1I6VH65
Neenah, Inc.
640079109
17519.00000000
NS
USD
878928.23000000
0.011460560362
Long
EC
CORP
US
N
1
N
N
N
O-I Glass, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAR4
200000.00000000
PA
USD
215674.00000000
0.002812226085
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.05875000
N
N
N
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Company, Term Loan
N/A
466496.18000000
PA
USD
454908.41000000
0.005931662124
Long
DBT
CORP
US
N
2
2024-04-03
Floating
0.03354300
N
N
N
N
N
N
Valmont Industries, Inc.
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253101
13472.00000000
NS
USD
3180065.60000000
0.041465653873
Long
EC
CORP
US
N
1
N
N
N
LUMMUS TECHNOLOGY HOLDINGS
549300K1Y0YC1YC1H809
Lummus Technology Holdings V, LLC, Term Loan
N/A
1082287.50000000
PA
USD
1075133.58000000
0.014018929954
Long
DBT
CORP
US
N
2
2027-06-30
Floating
0.03604200
N
N
N
N
N
N
Csmc 2020-Bpl2 Ltd.
N/A
Credit Suisse Mortgage Trust
126394AA3
205634.42000000
PA
USD
205382.02000000
0.002678026438
Long
ABS-CBDO
CORP
US
N
2
2026-03-25
Fixed
0.03452600
N
N
N
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO, Ltd.
54303PBC8
525000.00000000
PA
USD
525043.58000000
0.006846171776
Long
ABS-O
CORP
US
N
2
2029-04-15
Floating
0.02483800
N
N
N
N
N
N
Cabot Corporation
K05C0SER542GQ6VLRO68
Cabot Corporation
127055101
2804.00000000
NS
USD
159631.72000000
0.002081477076
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M80
8115000.00000000
PA
USD
8324848.87000000
0.108549742430
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.02000000
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
12983.00000000
NS
USD
471153.07000000
0.006143480223
Long
EC
CORP
US
N
1
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618M106
193831.00000000
NS
USD
4531768.78000000
0.059090842549
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
370000.00000000
PA
USD
412689.97000000
0.005381165549
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05125000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc., Term Loan
N/A
574156.16000000
PA
USD
570877.73000000
0.007443814478
Long
DBT
CORP
US
N
2
2026-04-04
Floating
0.03354300
N
N
N
N
N
N
Radian Group Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236AW1
145000.00000000
PA
USD
157687.50000000
0.002056125916
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.04875000
N
N
N
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
1336.00000000
NS
USD
6644328.80000000
0.086637029827
Long
EC
CORP
US
N
1
N
N
N
Preferred Bank
5493007K6HGI9G0ECX16
Preferred Bank
740367404
824.00000000
NS
USD
52134.48000000
0.000679794247
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt, Incorporated
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc.
524660107
96982.00000000
NS
USD
5024637.42000000
0.065517477405
Long
EC
CORP
US
N
1
N
N
N
Bed Bath & Beyond Inc.
529900ZBUWWUV7BKGX39
Bed Bath & Beyond, Inc.
075896100
8035.00000000
NS
USD
267485.15000000
0.003487804354
Long
EC
CORP
US
N
1
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184L102
190644.00000000
NS
USD
13118213.64000000
0.171051599134
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Small Cap Stock Portfolio
88589M170
6854734.46800000
NS
USD
166849720.74000100
2.175594355366
Long
RF
US
N
1
N
N
N
Orthofix Medical Inc.
N/A
Orthofix Medical, Inc.
68752M108
2551.00000000
NS
USD
102320.61000000
0.001334183482
Long
EC
CORP
CW
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
N/A
Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
25150NAV6
71655.41600000
PA
USD
63666.45000000
0.000830162427
Long
ABS-CBDO
CORP
US
N
2
2021-10-25
Fixed
0.06000000
N
N
N
N
N
N
Thrivent Mutual Funds
54930040IF45CD6DYC47
Thrivent Mid Cap Stock Portfolio
88589M121
27453262.67230000
NS
USD
688909428.17000100
8.982858686477
Long
RF
US
N
1
N
N
N
Macy's, Inc.
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
56622.00000000
NS
USD
1073553.12000000
0.013998321949
Long
EC
CORP
US
N
1
N
N
N
Allegheny Technologies Incorporated
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc.
01741R102
25167.00000000
NS
USD
524731.95000000
0.006842108356
Long
EC
CORP
US
N
1
N
N
N
Avalara, Inc.
549300Q16CMW239SS315
Avalara, Inc.
05338G106
40446.00000000
NS
USD
6544162.80000000
0.085330940831
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397ZX4
820000.00000000
PA
USD
872193.00000000
0.011372738049
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04063000
N
N
N
N
N
N
The Descartes Systems Group Inc
875500NEPA7JI5EOMN45
Descartes Systems Group, Inc.
249906108
46344.00000000
NS
USD
3205151.04000000
0.041792749066
Long
EC
CORP
CA
N
1
N
N
N
Haemonetics Corporation
549300ZEL6TXZS6F5F95
Haemonetics Corporation
405024100
1353.00000000
NS
USD
90163.92000000
0.001175669425
Long
EC
CORP
US
N
1
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AK7
120000.00000000
PA
USD
126272.40000000
0.001646496736
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
Golub Capital Partners CLO 22(B), Ltd.
254900G3CLXNLPLMNH95
Golub Capital Partners, Ltd.
38174BAL9
750000.00000000
PA
USD
748397.25000000
0.009758534958
Long
ABS-O
CORP
KY
N
2
2031-01-20
Floating
0.01368200
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBD2
38300000.00000000
PA
USD
38267085.75000000
0.498973899295
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.00125000
N
N
N
N
N
N
Hecla Mining Company
5493009Y6HOBZD1QD537
Hecla Mining Company
422704AH9
90000.00000000
PA
USD
98325.00000000
0.001282083746
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.07250000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
VRX Escrow Corporation
91831AAC5
732000.00000000
PA
USD
750300.00000000
0.009783345381
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.06125000
N
N
N
N
N
N
Tootsie Roll Industries, Inc.
529900SBKOV9XX4M4Q35
Tootsie Roll Industries, Inc.
890516107
313.00000000
NS
USD
10613.83000000
0.000138396327
Long
EC
CORP
US
N
1
N
N
Seneca Foods Corporation
N/A
Seneca Foods Corporation
817070501
4433.00000000
NS
USD
226437.64000000
0.002952575822
Long
EC
CORP
US
N
1
N
N
N
Masonite International Corporation
549300H0H07ZFT4JYM32
Masonite International Corporation
575385109
2226.00000000
NS
USD
248844.54000000
0.003244744876
Long
EC
CORP
CA
N
1
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
56542.00000000
NS
USD
4560677.72000000
0.059467793294
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc.
N/A
Encana Corporation
292505AE4
120000.00000000
PA
USD
160113.53000000
0.002087759515
Long
DBT
CORP
CA
N
2
2037-08-15
Fixed
0.06625000
N
N
N
N
N
N
ASGN Incorporated
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
112314.00000000
NS
USD
10886596.02000000
0.141952990662
Long
EC
CORP
US
N
1
N
N
N
HollyFrontier Corporation
549300J3U2WK73C9ZK26
HollyFrontier Corporation
436106108
21084.00000000
NS
USD
693663.60000000
0.009044849496
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
8442.00000000
NS
USD
514117.80000000
0.006703707855
Long
EC
CORP
US
N
1
N
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918A105
39441.00000000
NS
USD
6558643.89000000
0.085519763309
Long
EC
CORP
US
N
1
N
N
N
Nektar Therapeutics
5299005I24806IOIYE03
Nektar Therapeutics
640268108
3291.00000000
NS
USD
56473.56000000
0.000736372574
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
10532.00000000
NS
USD
3907898.60000000
0.050956046541
Long
EC
CORP
US
N
1
N
N
N
Wind River CLO Ltd
549300HNMTL6LADXI169
Wind River CLO, Ltd.
97316FAE1
625000.00000000
PA
USD
625193.13000000
0.008152046276
Long
ABS-O
CORP
US
N
2
2030-07-20
Floating
0.02119000
N
N
N
N
N
N
Fortis Inc.
549300HTO5U9D3SLE207
ITC Holdings Corporation
465685AH8
224000.00000000
PA
USD
289933.59000000
0.003780515058
Long
DBT
CORP
US
N
2
2043-07-01
Fixed
0.05300000
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCG4
265000.00000000
PA
USD
272618.75000000
0.003554742621
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.04250000
N
N
N
N
N
N
Eastman Chemical Company
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Company
277432100
39534.00000000
NS
USD
4615594.50000000
0.060183866633
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GVS0
790000.00000000
PA
USD
1032948.41000000
0.013468867195
Long
DBT
CORP
US
N
2
2045-10-21
Fixed
0.04750000
N
N
N
N
N
N
F&P Holdings, Inc.
N/A
CANPACK SA
13805AAA5
290000.00000000
PA
USD
295075.00000000
0.003847555162
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
0.03125000
N
N
N
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc.
59001K100
325627.00000000
NS
USD
7626184.34000000
0.099439684582
Long
EC
CORP
US
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BE2
460000.00000000
PA
USD
529783.00000000
0.006907970233
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04625000
N
N
N
N
N
N
Robert Half International Inc.
529900VPCUY9H3HLIC08
Robert Half International, Inc.
770323103
3148.00000000
NS
USD
280077.56000000
0.003651999870
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Partners L.P.
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners, LP
293792107
18307.00000000
NS
USD
441747.91000000
0.005760059143
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGM5
600000.00000000
PA
USD
712920.46000000
0.009295944408
Long
DBT
CORP
US
N
2
2038-04-24
Variable
0.04244000
N
N
N
N
N
N
Anaplan, Inc.
N/A
Anaplan, Inc.
03272L108
163954.00000000
NS
USD
8738748.20000000
0.113946677121
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
750000.00000000
PA
USD
767932.81000000
0.010013263907
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
0.02193000
N
N
N
N
N
N
Hilcorp Energy Company
N/A
Hilcorp Energy I, LP
431318AU8
230000.00000000
PA
USD
239775.00000000
0.003126484924
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05750000
N
N
N
N
N
N
Reinsurance Group of America, Incorporated
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AL3
510000.00000000
PA
USD
554207.57000000
0.007226448181
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04700000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
250000.00000000
PA
USD
256187.50000000
0.003340491530
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04750000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
326284.64000000
PA
USD
317517.37000000
0.004140186719
Long
DBT
CORP
US
N
2
2026-04-12
Floating
0.05175600
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications, Inc., Term Loan
N/A
350551.38000000
PA
USD
347266.71000000
0.004528095646
Long
DBT
CORP
US
N
2
2026-05-01
Floating
0.03104300
N
N
N
N
N
N
The Interpublic Group of Companies, Inc.
5493008IUOJ5VWTRC333
Interpublic Group of Companies, Inc.
460690100
31263.00000000
NS
USD
1015734.87000000
0.013244415632
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
87700.00000000
NS
USD
4172766.00000000
0.054409717412
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc.
549300W3R20NM4KQPH86
IQVIA Holding, Inc.
46266C105
12207.00000000
NS
USD
2958000.24000000
0.038570089280
Long
EC
CORP
US
N
1
N
N
N
Paychex, Inc.
529900K900DW6SUBM174
Paychex, Inc.
704326107
9401.00000000
NS
USD
1008727.30000000
0.013153042212
Long
EC
CORP
US
N
1
N
N
N
Spire Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
33300.00000000
NS
USD
2406591.00000000
0.031380129208
Long
EC
CORP
US
N
1
N
N
N
USR Parent, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
340000.00000000
PA
USD
352149.90000000
0.004591768756
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
235000.00000000
PA
USD
240430.85000000
0.003135036713
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGC2
384000.00000000
PA
USD
411286.48000000
0.005362865100
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
0.03700000
N
N
N
N
N
N
First Advantage Corporation
N/A
First Advantage Corporation
31846B108
164073.00000000
NS
USD
3266693.43000000
0.042595215356
Long
EC
CORP
US
N
1
N
N
N
JBS S.A.
N/A
JBS USA, LLC
46590XAB2
280000.00000000
PA
USD
313146.40000000
0.004083192571
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
Cumulus Media Inc.
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings, Inc.
23110AAA4
200000.00000000
PA
USD
209250.00000000
0.002728461976
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.06750000
N
N
N
N
N
Neuberger Berman CLO XVII, Ltd.
549300XVEYZNG956Y145
Neuberger Berman CLO, Ltd.
64129UBS3
500000.00000000
PA
USD
499760.50000000
0.006516499506
Long
ABS-O
CORP
KY
N
2
2029-04-22
Floating
0.01213800
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
33021.00000000
NS
USD
1850166.63000000
0.024124775629
Long
EC
CORP
US
N
1
N
N
N
Earnest Student Loan Program 2016-B LLC
N/A
Earnest Student Loan Program, LLC
27034JAB7
226991.51000000
PA
USD
227014.82000000
0.002960101813
Long
ABS-O
CORP
US
N
2
2034-05-25
Fixed
0.03020000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCOH Safari, LLC
1248EPBM4
15000.00000000
PA
USD
15503.40000000
0.000202152628
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05750000
N
N
N
N
N
N
Ingevity Corporation
5493009UTFC4B5IMGF87
Ingevity Corporation
45688C107
8944.00000000
NS
USD
727683.84000000
0.009488447734
Long
EC
CORP
US
N
1
N
N
N
Alliance Data Systems Corporation
549300G8S4PO686J7H97
Alliance Data Systems Corporation
018581108
4124.00000000
NS
USD
429679.56000000
0.005602696973
Long
EC
CORP
US
N
1
N
N
N
Brookline Bancorp, Inc.
N/A
Brookline Bancorp, Inc.
11373M107
20804.00000000
NS
USD
311019.80000000
0.004055463313
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312BY1
480000.00000000
PA
USD
580947.37000000
0.007575114979
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04450000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
140000.00000000
PA
USD
142100.00000000
0.001852876687
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03625000
N
N
N
N
N
N
Papa John's International, Inc.
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813102
29190.00000000
NS
USD
3048603.60000000
0.039751488671
Long
EC
CORP
US
N
1
N
N
N
The Children's Place, Inc.
549300BGVK2OO5O7TC19
Children's Place, Inc.
168905107
4633.00000000
NS
USD
431146.98000000
0.005621831021
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
1888.00000000
NS
USD
304968.64000000
0.003976560756
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation
12653C108
25444.00000000
NS
USD
347565.04000000
0.004531985644
Long
EC
CORP
US
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
59143.00000000
NS
USD
6494492.83000000
0.084683281933
Long
EC
CORP
US
N
1
N
N
N
Foot Locker, Inc.
549300X383CBNP6MTV94
Foot Locker, Inc.
344849104
12820.00000000
NS
USD
790096.60000000
0.010302262991
Long
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BN3
185000.00000000
PA
USD
190550.00000000
0.002484628098
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04000000
N
N
N
N
N
N
Bonanza Creek Energy, Inc.
IIVIHPH28S64K95M2381
Bonanza Creek Energy, Inc.
097793400
2121.00000000
NS
USD
99835.47000000
0.001301779134
Long
EC
CORP
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015101
33463.00000000
NS
USD
1272597.89000000
0.016593715433
Long
EC
CORP
US
N
1
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AT1
175000.00000000
PA
USD
178500.00000000
0.002327505198
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05875000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
500000.00000000
PA
USD
547542.96000000
0.007139546699
Long
DBT
CORP
US
N
2
2028-10-27
Variable
0.03520000
N
N
N
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAG0
240000.00000000
PA
USD
261000.00000000
0.003403242895
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBR3
440000.00000000
PA
USD
454916.00000000
0.005931761092
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
Morgan Stanley
N/A
Morgan Stanley Capital I Trust
61692BBU3
7184010.05900000
PA
USD
988420.64000000
0.012888258701
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
0.01973300
N
N
N
N
N
N
MSC Industrial Direct Co., Inc.
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Company, Inc.
553530106
22470.00000000
NS
USD
2016233.10000000
0.026290156986
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc., Term Loan
N/A
1040000.00000000
PA
USD
1083420.00000000
0.014126978613
Long
DBT
CORP
US
N
2
2028-04-20
Floating
0.05500000
N
N
N
N
N
N
TerraForm Power, Inc.
5493000S2OLR3UT5BE13
TerraForm Power Operating, LLC
88104LAE3
305000.00000000
PA
USD
322918.75000000
0.004210616635
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.05000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFM6
470000.00000000
PA
USD
515807.53000000
0.006725740658
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.04000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBP9
665000.00000000
PA
USD
692823.60000000
0.009033896531
Long
DBT
CORP
GB
N
2
2035-09-23
Variable
0.03564000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Debt Fund
N/A
9214399.47300000
NS
USD
91683274.76000000
1.195480664664
Long
RF
US
N
2
N
N
N
Global Net Lease, Inc.
N/A
Global Net Lease, Inc.
37892AAA8
300000.00000000
PA
USD
296923.78000000
0.003871661857
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.03750000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331A109
4989.00000000
NS
USD
450855.93000000
0.005878820845
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT, Inc.
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
37126.00000000
NS
USD
675693.20000000
0.008810529051
Long
EC
CORP
US
N
1
N
N
N
WesBanco, Inc.
N/A
WesBanco, Inc.
950810101
11024.00000000
NS
USD
392785.12000000
0.005121621337
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corporation
549300RH0NLJNZ5SXU64
Equitrans Midstream Corporation
294600101
103299.00000000
NS
USD
879074.49000000
0.011462467482
Long
EC
CORP
US
N
1
N
N
N
CommScope Holding Company, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AV9
160000.00000000
PA
USD
173400.00000000
0.002261005050
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07125000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
210000.00000000
PA
USD
213219.30000000
0.002780218651
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04125000
N
N
N
N
N
N
Tri Pointe Homes, Inc.
N/A
Tri Pointe Homes, Inc.
87265H109
16555.00000000
NS
USD
354773.65000000
0.004625980474
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
N/A
Anheuser-Busch Companies, LLC
03522AAH3
896000.00000000
PA
USD
1099699.73000000
0.014339253998
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
0.04700000
N
N
N
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
11564.00000000
NS
USD
3998484.28000000
0.052137215399
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group, L.P.
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807DJ3
950000.00000000
PA
USD
1049653.69000000
0.013686691430
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
0.03800000
N
N
N
N
N
N
salesforce.com, inc.
RCGZFPDMRW58VJ54VR07
Salesforce.com, Inc.
79466L302
81271.00000000
NS
USD
19852067.17000000
0.258855963832
Long
EC
CORP
US
N
1
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc.
21925DAA7
310000.00000000
PA
USD
332475.00000000
0.004335222918
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06125000
N
N
N
N
N
N
Bally's Corporation
549300NS4D5IK406VT62
Bally's Corporation
05875B106
47038.00000000
NS
USD
2545226.18000000
0.033187827260
Long
EC
CORP
US
N
1
N
N
N
Evercore Inc.
529900P6KLPT95DW3W58
Evercore, Inc.
29977A105
31480.00000000
NS
USD
4431439.60000000
0.057782625809
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
340.00000000
NS
USD
230860.00000000
0.003010240057
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127964B2
1100000.00000000
PA
USD
1099926.21000000
0.014342207126
Long
STIV
UST
US
N
2
N
N
N
Credit Suisse Group AG
N/A
Credit Suisse First Boston Mortgage Securities Corporation
2254585Q7
13972.75600000
PA
USD
14087.30000000
0.000183687753
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Fixed
0.05250000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285Z9
16710000.00000000
PA
USD
17629702.69000000
0.229878009319
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.02500000
N
N
N
N
N
N
NGL Energy Partners LP
N/A
NGL Energy Partners, LP
62913TAJ1
150000.00000000
PA
USD
147750.00000000
0.001926548420
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.07500000
N
N
N
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
5880.00000000
NS
USD
473222.40000000
0.006170462723
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VAG5
325000.00000000
PA
USD
363692.34000000
0.004742273457
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.04875000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan
N/A
305000.00000000
PA
USD
304695.00000000
0.003972992697
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.00000000
N
N
N
N
N
N
Watsco, Inc.
549300F1Y3LN5BX5WN75
Watsco, Inc.
942622200
9430.00000000
NS
USD
2703015.20000000
0.035245276920
Long
EC
CORP
US
N
1
N
N
N
Lululemon Athletica Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
1072.00000000
NS
USD
391247.84000000
0.005101576367
Long
EC
CORP
US
N
1
N
N
N
Mra Issuance Trust 2020-12
N/A
MRA Issuance Trust
62477HAA4
2100000.00000000
PA
USD
2100125.79000000
0.027384054309
Long
ABS-O
CORP
US
N
2
2021-07-15
Floating
0.01422900
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Wal-Mart Stores, Inc.
931142103
9857.00000000
NS
USD
1390034.14000000
0.018124995447
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
345000.00000000
PA
USD
343514.68000000
0.004479172008
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.01462000
N
N
N
N
N
N
J.P. Morgan
N/A
ICE mini MSCI EAFE Index
N/A
-716.00000000
NC
USD
1927024.14000000
0.025126939518
N/A
DE
CORP
US
N
1
J.P. Morgan
N/A
Short
MSCI EAFE Index
MXEA
2021-09-20
-84413804.14000000
USD
1927024.14000000
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation
34960PAB7
150000.00000000
PA
USD
155812.50000000
0.002031677332
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
First Financial Bancorp.
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
24497.00000000
NS
USD
578864.11000000
0.007547950842
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
43087.98000000
PA
USD
42549.38000000
0.000554811782
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01854200
N
N
N
N
N
N
EAGLE BROADBAND INVESTMENTS
254900W09ZHD1OM4I757
Eagle Broadband Investments, LLC, Term Loan
N/A
711425.00000000
PA
USD
710756.26000000
0.009267724875
Long
DBT
CORP
US
N
2
2027-11-12
Floating
0.03750000
N
N
N
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corporation, Term Loan
N/A
200000.00000000
PA
USD
200322.00000000
0.002612047599
Long
DBT
CORP
US
N
2
2025-08-27
Floating
0.04104300
N
N
N
N
N
N
Purple Innovation, Inc.
N/A
Purple Innovation, Inc.
74640Y106
3544.00000000
NS
USD
93597.04000000
0.001220434718
Long
EC
CORP
US
N
1
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAY7
375000.00000000
PA
USD
473668.35000000
0.006176277574
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.04700000
N
N
N
N
N
N
Digital Turbine, Inc.
549300D0WZR1VI2QGB24
Digital Turbine, Inc.
25400W102
11596.00000000
NS
USD
881643.88000000
0.011495970387
Long
EC
CORP
US
N
1
N
N
N
Scih Salt Holdings Inc.
N/A
SCIH Salt Holdings, Inc.
78433BAA6
210000.00000000
PA
USD
209974.80000000
0.002737912821
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.04875000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CDX HY 36, 5 Year, at 5.00%, Quarterly
N/A
-151730000.00000000
NC
USD
1160143.40000000
0.015127393808
N/A
DCR
CORP
US
N
2
J.P. Morgan
N/A
BNP Paribas Securities Corp.
N/A
Markit CDX North American High Yield Index
2I65BRYP9
N
2026-06-20
0.00000000
USD
0.00000000
USD
-151730000.00000000
USD
1160143.40000000
N
N
N
Advanced Energy Industries, Inc.
549300756XI3QLFT2U27
Advanced Energy Industries, Inc.
007973100
22316.00000000
NS
USD
2515236.36000000
0.032796782655
Long
EC
CORP
US
N
1
N
N
N
Discovery, Inc.
5493006ZCRFWKF6B1K26
Discovery, Inc., Class A
25470F104
12449.00000000
NS
USD
381935.32000000
0.004980148139
Long
EC
CORP
US
N
1
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JD9
2600000.00000000
PA
USD
2599969.66000000
0.033901640897
Long
STIV
USGSE
US
N
2
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022675
68269000.00000000
PA
USD
70610413.70000000
0.920706470436
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
Safety Insurance Group, Inc.
254900LDCFLA3J746840
Safety Insurance Group, Inc.
78648T100
3693.00000000
NS
USD
289088.04000000
0.003769489725
Long
EC
CORP
US
N
1
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
27646.00000000
NS
USD
15192859.30000000
0.198103411790
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners, LP
29273RBE8
265000.00000000
PA
USD
306119.61000000
0.003991568536
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
0.04900000
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAX3
525000.00000000
PA
USD
615457.50000000
0.008025101013
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.04375000
N
N
N
N
N
N
Volt 2021-NPL5
N/A
Vericrest Opportunity Loan Transferee
92873FAA5
863256.87000000
PA
USD
863714.48000000
0.011262184551
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
0.02115700
N
N
N
N
N
N
AppLovin Corp
549300LLVXMUAOL3SQ07
AppLovin Corporation
03831W108
2209.00000000
NS
USD
166050.53000000
0.002165173511
Long
EC
CORP
US
N
1
N
N
Ligado Networks, LLC
N/A
Ligado Networks, LLC
53225HAA8
118903.84000000
PA
USD
117172.60000000
0.001527842216
Long
DBT
CORP
US
N
2
2023-11-01
None
0.00000000
N
N
Y
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CAV3
500000.00000000
PA
USD
475468.75000000
0.006199753431
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.00875000
N
N
N
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
49669.00000000
NS
USD
5638921.57000000
0.073527278820
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
G8994E103
7099.00000000
NS
USD
1307209.86000000
0.017045029383
Long
EC
CORP
IE
N
1
N
N
N
Dana Incorporated
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
18503.00000000
NS
USD
439631.28000000
0.005732459886
Long
EC
CORP
US
N
1
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
2860.00000000
NS
USD
333390.20000000
0.004347156435
Long
EC
CORP
US
N
1
N
N
N
Oaktown Re VI Ltd.
N/A
Oaktown Re, Ltd.
67401FAA8
1200000.00000000
PA
USD
1203673.32000000
0.015694991091
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Floating
0.01668000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS
254900V3NB5MGOZS4O08
Xplornet Communications, Inc., Term Loan
N/A
440674.07000000
PA
USD
440515.43000000
0.005743988534
Long
DBT
CORP
US
N
2
2027-06-10
Floating
0.04854300
N
N
N
N
N
N
Gladstone Commercial Corporation
529900EVVV534W8R0T32
Gladstone Commercial Corporation
376536108
6558.00000000
NS
USD
147948.48000000
0.001929136450
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AAJ63
1681472.98000000
PA
USD
93027.16000000
0.001213003913
Long
ABS-CBDO
USGSE
US
N
2
2027-12-25
Fixed
0.03000000
N
N
N
N
N
N
Flowers Foods, Inc.
7YNCQQNDK8FBM9BBTK25
Flowers Foods, Inc.
343498101
19390.00000000
NS
USD
469238.00000000
0.006118509156
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAF0
500000.00000000
PA
USD
497322.81000000
0.006484713869
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
0.03550000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AY6
320000.00000000
PA
USD
326268.80000000
0.004254298757
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05500000
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corporation
103304BV2
205000.00000000
PA
USD
212687.50000000
0.002773284380
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04750000
N
N
N
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
400000.00000000
PA
USD
418510.92000000
0.005457066341
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
0.02450000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
894.00000000
NS
USD
54471.42000000
0.000710266180
Long
EC
CORP
US
N
1
N
N
N
IAC/InterActiveCorp
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
47025.00000000
NS
USD
7582781.25000000
0.098873741066
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYB4
768000.00000000
PA
USD
784563.61000000
0.010230116980
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02615000
N
N
N
N
N
N
Accenture plc
N/A
Accenture plc
G1151C101
11895.00000000
NS
USD
3506527.05000000
0.045722464641
Long
EC
CORP
IE
N
1
N
N
N
QUALCOMM Incorporated
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
92205.00000000
NS
USD
13178860.65000000
0.171842390344
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
5660.00000000
NS
USD
1039345.80000000
0.013552284329
Long
EC
CORP
US
N
1
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
110000.00000000
PA
USD
117425.00000000
0.001531133321
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05625000
N
N
N
N
N
N
NBN Co Limited
2549007CRZ2NT7S96A24
NBN Company, Ltd.
62878U2B7
575000.00000000
PA
USD
588989.75000000
0.007679981541
Long
DBT
CORP
AU
N
2
2031-05-05
Fixed
0.02625000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
75513E101
6341.00000000
NS
USD
540950.71000000
0.007053588738
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137ATTH5
397166.36100000
PA
USD
18449.53000000
0.000240567938
Long
ABS-CBDO
USGSE
US
N
2
2031-07-15
Fixed
0.04000000
N
N
N
N
N
N
State Street Corporation
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
100981.00000000
NS
USD
43225926.86000000
0.563633442507
Long
RF
US
N
1
N
N
N
Mattamy Group Corporation
5493008TNY7A82WCXU31
Mattamy Group Corporation
57701RAJ1
320000.00000000
PA
USD
334400.00000000
0.004360323464
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
0.05250000
N
N
N
N
N
N
USA Compression Partners, LP
N/A
USA Compression Partners, LP
91740PAC2
120000.00000000
PA
USD
125700.00000000
0.001639033072
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.06875000
N
N
N
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAJ1
120000.00000000
PA
USD
121200.00000000
0.001580356471
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
Volt XCVIII LLC
N/A
Vericrest Opportunity Loan Transferee
91835NAB5
675000.00000000
PA
USD
674455.95000000
0.008794396246
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
0.04948700
N
N
N
N
N
N
AZZ Inc.
549300HD1X2NFLWPYC83
AZZ, Inc.
002474104
37234.00000000
NS
USD
1927976.52000000
0.025139357834
Long
EC
CORP
US
N
1
N
N
N
Forrester Research, Inc.
549300UUSFXYLJ80Z897
Forrester Research, Inc.
346563109
31775.00000000
NS
USD
1455295.00000000
0.018975947777
Long
EC
CORP
US
N
1
N
N
N
Commonbond Student Loan Trust 2018 - A - Gs
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust
20269DAB1
211148.08000000
PA
USD
209753.74000000
0.002735030365
Long
ABS-O
CORP
US
N
2
2044-02-25
Floating
0.00591500
N
N
N
N
N
N
DISH Network Corporation
529900U350CWHH15G169
DISH Network Corporation
25470M109
5012.00000000
NS
USD
209501.60000000
0.002731742650
Long
EC
CORP
US
N
1
N
N
N
Houlihan Lokey, Inc.
549300S3CNGTQ1QZVY46
Houlihan Lokey, Inc.
441593100
23845.00000000
NS
USD
1950282.55000000
0.025430211619
Long
EC
CORP
US
N
1
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
3195.00000000
NS
USD
447651.45000000
0.005837036846
Long
EC
CORP
US
N
1
N
N
N
PETCO HEALTH & WELLNESS
N/A
Petco Health & Wellness Company, Inc., Term Loan
N/A
508725.00000000
PA
USD
507544.76000000
0.006618000378
Long
DBT
CORP
US
N
2
2028-03-04
Floating
0.03372800
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
250000.00000000
PA
USD
259575.42000000
0.003384667448
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
Planet Fitness, Inc.
549300LLE5HUPF6H8G33
Planet Fitness, Inc.
72703H101
69331.00000000
NS
USD
5217157.75000000
0.068027797119
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corporation
MWIUSDMN17TCR56VW396
Duke Energy Carolinas, LLC
26442CAT1
440000.00000000
PA
USD
496015.13000000
0.006467662710
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
0.03700000
N
N
N
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
N53745100
2560.00000000
NS
USD
263347.20000000
0.003433848611
Long
EC
CORP
NL
N
1
N
N
N
CorePoint Lodging Inc.
549300VM1I60JN1Z8171
Corepoint Lodging, Inc.
21872L104
6503.00000000
NS
USD
69582.10000000
0.000907298036
Long
EC
CORP
US
N
1
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AT8
200000.00000000
PA
USD
207250.00000000
0.002702383487
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.04125000
N
N
N
N
N
N
Cargill, Incorporated
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BK9
300000.00000000
PA
USD
328645.36000000
0.004285287305
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
0.03250000
N
N
N
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc.
88146LAA1
160000.00000000
PA
USD
173000.00000000
0.002255789352
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.08875000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BT7
220000.00000000
PA
USD
228250.00000000
0.002976207628
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.07875000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAB4
170000.00000000
PA
USD
187425.00000000
0.002443880458
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.07750000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385MA1
100000.00000000
PA
USD
99988.47000000
0.001303774138
Long
STIV
USGSE
US
N
2
N
N
N
Editas Medicine, Inc.
5299000AON4Q9NT2JE42
Editas Medicine, Inc.
28106W103
6924.00000000
NS
USD
392175.36000000
0.005113670527
Long
EC
CORP
US
N
1
N
N
Altra Industrial Motion Corp.
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corporation
02208R106
149883.00000000
NS
USD
9745392.66000000
0.127072560672
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corporation
N/A
Venator Finance SARL
9226APAA3
220000.00000000
PA
USD
216150.00000000
0.002818432765
Long
DBT
CORP
XX
N
2
2025-07-15
Fixed
0.05750000
N
N
N
N
N
N
Nymt Loan Trust 2020-Sp2
N/A
New York Mortgage Trust
62955DAA4
975262.75000000
PA
USD
980964.23000000
0.012791032745
Long
ABS-CBDO
CORP
US
N
2
2060-10-25
Variable
0.02943900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137FXNX2
11973798.24000000
PA
USD
1462361.18000000
0.019068085428
Long
ABS-CBDO
USGSE
US
N
2
2050-11-25
Fixed
0.02000000
N
N
N
N
N
N
Newmark Group, Inc.
N/A
Newmark Group, Inc.
65158N102
5276.00000000
NS
USD
63364.76000000
0.000826228618
Long
EC
CORP
US
N
1
N
N
N
CQP HOLDCO LP
549300LPL012JY5D4B69
Blackstone CQP Holdco LP, Term Loan
N/A
735000.00000000
PA
USD
731692.50000000
0.009540717633
Long
DBT
CORP
US
N
2
2028-06-04
Floating
0.04250000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BB3
775000.00000000
PA
USD
803932.19000000
0.010482668636
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.02250000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
720000.00000000
PA
USD
803703.11000000
0.010479681606
Long
DBT
CORP
US
N
2
2031-04-01
Variable
0.03622000
N
N
N
N
N
N
Allogene Therapeutics, Inc.
N/A
Allogene Therapeutics, Inc.
019770106
8366.00000000
NS
USD
218185.28000000
0.002844971280
Long
EC
CORP
US
N
1
N
N
N
The Cooper Companies, Inc.
QJKMVPIGLH7530PCUE20
Cooper Companies, Inc.
216648402
7071.00000000
NS
USD
2802025.17000000
0.036536292158
Long
EC
CORP
US
N
1
N
N
N
Midland States Bancorp, Inc.
5493006RHXW9TTBWYC94
Midland States Bancorp, Inc.
597742105
10462.00000000
NS
USD
274836.74000000
0.003583663535
Long
EC
CORP
US
N
1
N
N
N
Ares XXXIIR CLO Ltd.
N/A
Ares XXXIIR CLO, Ltd.
04017EAS1
1250000.00000000
PA
USD
1250251.25000000
0.016302332123
Long
ABS-O
CORP
KY
N
2
2030-05-15
Floating
0.02155900
N
N
N
N
N
N
Biohaven Pharmaceutical Holding Company Ltd.
5299007STZTNN32O9920
Biohaven Pharmaceutical Holding Company, Ltd.
G11196105
72361.00000000
NS
USD
7024805.88000000
0.091598163618
Long
EC
CORP
VG
N
1
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
58013MFC3
575000.00000000
PA
USD
703953.84000000
0.009179026455
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
0.04450000
N
N
N
N
N
N
Artisan Partners Asset Management Inc.
549300T1FUI6JF63XU51
Artisan Partners Asset Management, Inc.
04316A108
11696.00000000
NS
USD
594390.72000000
0.007750406111
Long
EC
CORP
US
N
1
N
N
N
Preferred Apartment Communities, Inc.
549300KTZLVOW5TLLN89
Preferred Apartment Communities, Inc.
74039L103
18562.00000000
NS
USD
180979.50000000
0.002359836006
Long
EC
CORP
US
N
1
N
N
N
Open Text Corporation
N/A
Open Text Corporation
683720AA4
290000.00000000
PA
USD
295742.00000000
0.003856252338
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04125000
N
N
N
N
N
N
Electronic Arts Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
21049.00000000
NS
USD
3027477.67000000
0.039476022498
Long
EC
CORP
US
N
1
N
N
N
MoneyGram International, Inc.
5299002DLX0Q04KC4156
MoneyGram International, Inc., Term Loan
N/A
396978.40000000
PA
USD
400380.50000000
0.005220659357
Long
DBT
CORP
US
N
2
2023-06-30
Floating
0.07000000
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830BK4
448000.00000000
PA
USD
560483.59000000
0.007308282742
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
0.04500000
N
N
N
N
N
N
Koppers Holdings Inc.
N/A
Koppers Holdings, Inc.
50060P106
2420.00000000
NS
USD
78287.00000000
0.001020803358
Long
EC
CORP
US
N
1
N
N
N
PBF Energy Inc
N/A
PBF Holding Company, LLC
69318FAK4
215000.00000000
PA
USD
216588.85000000
0.002824155038
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09250000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
600000.00000000
PA
USD
683651.23000000
0.008914295753
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
0.08125000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BQ3
500000.00000000
PA
USD
557290.00000000
0.007266640740
Long
DBT
CORP
GB
N
2
2025-12-29
Variable
0.06000000
N
N
N
N
N
N
Aadvantage Loyalty IP Ltd.
N/A
American Airlines, Inc.
00253XAA9
445000.00000000
PA
USD
471143.75000000
0.006143358697
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
0.05500000
N
N
N
N
N
N
Prosperity Bancshares, Inc.
N/A
Prosperity Bancshares, Inc.
743606105
3648.00000000
NS
USD
261926.40000000
0.003415322452
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS Energy Corporation
125896BR0
236000.00000000
PA
USD
248973.01000000
0.003246420028
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.02950000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
6509.00000000
NS
USD
265046.48000000
0.003456005938
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corporation
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066G104
36620.00000000
NS
USD
29299662.00000000
0.382045465695
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corporation
549300CXXI18B214UN80
Kilroy Realty Corporation
49427F108
34382.00000000
NS
USD
2394362.48000000
0.031220678542
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDJ6
110000.00000000
PA
USD
117220.40000000
0.001528465492
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06125000
N
N
N
N
N
N
Voya CLO 2012-4, LLC
N/A
Voya CLO, Ltd.
92916GAL8
748830.29000000
PA
USD
748612.38000000
0.009761340091
Long
ABS-O
CORP
KY
N
2
2030-10-15
Floating
0.01383800
N
N
N
N
N
N
Essent Group Ltd.
254900QUO860OUT6ZF83
Essent Group, Ltd.
G3198U102
24702.00000000
NS
USD
1110354.90000000
0.014478189368
Long
EC
CORP
BM
N
1
N
N
N
FLEX ACQUISITION CO INC
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc., Term Loan
N/A
275000.00000000
PA
USD
273682.75000000
0.003568616377
Long
DBT
CORP
US
N
2
2028-03-02
Floating
0.04000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAQ7
590000.00000000
PA
USD
871115.69000000
0.011358690740
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
0.06500000
N
N
N
N
N
N
TE Connectivity Ltd.
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AR8
120000.00000000
PA
USD
128585.70000000
0.001676660421
Long
DBT
CORP
LU
N
2
2024-08-01
Fixed
0.03450000
N
N
N
N
N
N
Bruker Corporation
LEBZ6VLQ6I8XB1NHVY15
Bruker Corporation
116794108
3456.00000000
NS
USD
262586.88000000
0.003423934612
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
24855.00000000
NS
USD
969096.45000000
0.012636285856
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BM1
375000.00000000
PA
USD
385230.72000000
0.005023117666
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.03375000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AE3
260000.00000000
PA
USD
278850.00000000
0.003635993415
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBX3
500000.00000000
PA
USD
485599.34000000
0.006331848674
Long
DBT
CORP
US
N
2
2032-02-04
Variable
0.01953000
N
N
N
N
N
N
Black Hills Corporation
3MGELCRSTNSAMJ962671
Black Hills Corporation
092113109
11665.00000000
NS
USD
765573.95000000
0.009982506154
Long
EC
CORP
US
N
1
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Term Loan
N/A
453299.04000000
PA
USD
451599.17000000
0.005888512134
Long
DBT
CORP
US
N
2
2027-11-20
Floating
0.03750000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556H206
9753.00000000
NS
USD
440835.60000000
0.005748163309
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AK5
705000.00000000
PA
USD
763879.15000000
0.009960407242
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.03950000
N
N
N
N
N
N
Great Western Bancorp, Inc.
5493004X4OTHDTFBHI90
Great Western Bancorp, Inc.
391416104
5967.00000000
NS
USD
195657.93000000
0.002551231648
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AM9
350000.00000000
PA
USD
326375.00000000
0.004255683525
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.05000000
N
N
N
N
N
N
Panther BF Aggregator 2 LP
N/A
Clarios Global, LP
69867DAC2
110000.00000000
PA
USD
119922.00000000
0.001563692316
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
0.08500000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
14774.00000000
NS
USD
677683.38000000
0.008836479496
Long
EC
CORP
US
N
1
N
N
N
Exponent, Inc.
529900NY3F5Q2NWPUZ42
Exponent, Inc.
30214U102
3555.00000000
NS
USD
317141.55000000
0.004135286310
Long
EC
CORP
US
N
1
N
N
N
TRUCK HERO INC
54930007KT5CX7XNSD31
Truck Hero, Inc., Term Loan
N/A
104737.50000000
PA
USD
104685.13000000
0.001365015038
Long
DBT
CORP
US
N
2
2028-02-24
Floating
0.04500000
N
N
N
N
N
N
NMI Holdings, Inc.
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209305
22267.00000000
NS
USD
500562.16000000
0.006526952547
Long
EC
CORP
US
N
1
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513105
196240.00000000
NS
USD
14288234.40000000
0.186307786257
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832Q109
10308.00000000
NS
USD
572094.00000000
0.007459673720
Long
EC
CORP
US
N
1
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan
N/A
610000.00000000
PA
USD
610384.30000000
0.007958950316
Long
DBT
CORP
US
N
2
2026-06-29
Floating
0.00000000
N
N
N
N
N
N
J.P. Morgan
N/A
FNMA Conventional 30-Yr. Pass Through Call Option
01F992899
-11.75000000
NC
USD
-56914.06000000
-0.00074211636
N/A
DIR
CORP
US
N
3
J.P. Morgan
N/A
Call
Written
Federal National Mortgage Association
Federal National Mortgage Association Conventional 30-Yr. Pass Through
1000000.00000000
100.71093800
USD
2021-07-07
XXXX
31669.92000000
N
N
N
DTE Energy Company
9N0FWODEJVKHC2DYLO03
DTE Electric Company
23338VAE6
265000.00000000
PA
USD
302652.16000000
0.003946355606
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.03700000
N
N
N
N
N
N
Dominion Energy, Inc.
3QRVFYR22IUIEOORTK28
South Carolina Electric & Gas Company
837004CJ7
350000.00000000
PA
USD
505521.98000000
0.006591624854
Long
DBT
CORP
US
N
2
2065-06-01
Fixed
0.05100000
N
N
N
N
N
N
NorthWestern Corporation
3BPWMBHR1R9SHUN7J795
NorthWestern Corporation
668074305
20997.00000000
NS
USD
1264439.34000000
0.016487334102
Long
EC
CORP
US
N
1
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corporation
72815LAA5
140000.00000000
PA
USD
139903.40000000
0.001824234682
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
Stifel Financial Corp.
549300E5F07FE5GHJX84
Stifel Financial Corporation
860630102
2600.00000000
NS
USD
168636.00000000
0.002198886087
Long
EC
CORP
US
N
1
N
N
N
Univision Holdings, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
410000.00000000
PA
USD
444255.50000000
0.005792756223
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06625000
N
N
N
N
N
N
Restaurant Brands International Inc.
N/A
1011778 B.C., ULC
68245XAJ8
330000.00000000
PA
USD
334537.50000000
0.004362116360
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAK0
700000.00000000
PA
USD
849690.55000000
0.011079323094
Long
DBT
CORP
US
N
2
2048-02-26
Fixed
0.03950000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JE7
100000.00000000
PA
USD
99998.75000000
0.001303908182
Long
STIV
USGSE
US
N
2
N
N
N
Sonos, Inc.
549300WEPU6075I77M08
Sonos, Inc.
83570H108
95051.00000000
NS
USD
3348646.73000000
0.043663824497
Long
EC
CORP
US
N
1
N
N
N
Magic Mergeco Inc.
N/A
Magic MergerCo, Inc.
55916AAA2
195000.00000000
PA
USD
200056.35000000
0.002608583723
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05250000
N
N
N
N
N
N
MI WINDOWS AND DOORS INC
N/A
MI Windows and Doors, Inc., Term Loan
N/A
402975.00000000
PA
USD
403228.87000000
0.005257799950
Long
DBT
CORP
US
N
2
2027-12-18
Floating
0.04500000
N
N
N
N
N
N
Valero Energy Corporation
549300XTO5VR8SKV1V74
Valero Energy Corporation
91913Y100
2295.00000000
NS
USD
179193.60000000
0.002336549218
Long
EC
CORP
US
N
1
N
N
N
Unisys Corporation
549300T21W22FIJJOW08
Unisys Corporation
909214306
7609.00000000
NS
USD
192583.79000000
0.002511147184
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
155000.00000000
PA
USD
169372.99000000
0.002208495880
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
BFLD Trust 2020-EYP
N/A
BFLD Trust
05493AAA8
1100000.00000000
PA
USD
1106841.45000000
0.014432376633
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
0.01223000
N
N
N
N
N
N
Rexford Industrial Realty, Inc.
549300MSLO0DF0EMX355
Rexford Industrial Realty, Inc.
76169C100
128719.00000000
NS
USD
7330547.05000000
0.095584797583
Long
EC
CORP
US
N
1
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES Corporation
00130H105
21574.00000000
NS
USD
562434.18000000
0.007333716963
Long
EC
CORP
US
N
1
N
N
N
US Foods Holding Corp.
549300UGOZSO64CFPR97
US Foods Holding Corporation
912008109
7747.00000000
NS
USD
297174.92000000
0.003874936533
Long
EC
CORP
US
N
1
N
N
N
Vanquish Capital Group, LLC
N/A
National Collegiate Trust
63543YAA5
461431.28800000
PA
USD
453287.12000000
0.005910521727
Long
ABS-O
CORP
US
N
2
2031-05-25
Floating
0.00386500
N
N
N
N
N
N
M.D.C. Holdings, Inc.
5299005FV4VNV75R8R35
M.D.C. Holdings, Inc.
552676108
4591.00000000
NS
USD
232304.60000000
0.003029076550
Long
EC
CORP
US
N
1
N
N
N
SM Energy Company
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454L100
57658.00000000
NS
USD
1420116.54000000
0.018517247225
Long
EC
CORP
US
N
1
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries, Ltd.
629571AA8
265000.00000000
PA
USD
259700.00000000
0.003386291877
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
0.07250000
N
N
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
3286.00000000
NS
USD
652665.32000000
0.008510262887
Long
EC
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BL5
80000.00000000
PA
USD
86900.00000000
0.001133110374
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746RW3
450000.00000000
PA
USD
483865.88000000
0.006309245664
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
0.03000000
N
N
N
N
N
N
National Storage Affiliates Trust
N/A
National Storage Affiliates Trust
637870106
170106.00000000
NS
USD
8600559.36000000
0.112144799006
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACB9
630000.00000000
PA
USD
637056.00000000
0.008306729142
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02550000
N
N
N
N
N
N
CNO Financial Group, Inc.
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E103
16044.00000000
NS
USD
378959.28000000
0.004941342825
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies plc
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance SA
456873AE8
300000.00000000
PA
USD
328333.49000000
0.004281220755
Long
DBT
CORP
LU
N
2
2026-03-21
Fixed
0.03500000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEMS
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc., Term Loan
N/A
105371.22000000
PA
USD
105733.70000000
0.001378687599
Long
DBT
CORP
US
N
2
2026-09-24
Floating
0.02375000
N
N
N
N
N
N
NICE Ltd.
254900YTY4EF5Z4W0A51
Nice, Ltd. ADR
653656108
1106.00000000
NS
USD
273690.76000000
0.003568720822
Long
EC
CORP
IL
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140Q83V5
2710880.80800000
PA
USD
2927401.33000000
0.038171102601
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
94973VAY3
415000.00000000
PA
USD
514523.13000000
0.006708993052
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
0.04625000
N
N
N
N
N
N
Progress Residential 2021-SFR3 Trust
N/A
Progress Residential Trust
74333VAC8
600000.00000000
PA
USD
602182.02000000
0.007851998779
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
0.01888000
N
N
N
N
N
N
Halliburton Company
ENYF8GB5SMQZ25S06U51
Halliburton Company
406216101
40089.00000000
NS
USD
926857.68000000
0.012085524194
Long
EC
CORP
US
N
1
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAB7
335000.00000000
PA
USD
335877.09000000
0.004379583602
Long
DBT
CORP
US
N
2
2050-04-28
Fixed
0.03250000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC
019576AC1
105000.00000000
PA
USD
106447.95000000
0.001388000879
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.06000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RBA9
355000.00000000
PA
USD
468094.06000000
0.006103593042
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
0.05550000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
639057AB4
445000.00000000
PA
USD
445712.00000000
0.005811747883
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
0.03032000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
311.00000000
NS
USD
52798.47000000
0.000688452175
Long
EC
CORP
US
N
1
N
N
N
Wind River CLO Ltd
549300HNMTL6LADXI169
Wind River CLO, Ltd.
97316FAC5
750000.00000000
PA
USD
750232.50000000
0.009782465232
Long
ABS-O
CORP
US
N
2
2030-07-20
Floating
0.01719000
N
N
N
N
N
N
CenterPoint Energy, Inc.
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corporation
15189YAF3
350000.00000000
PA
USD
335545.79000000
0.004375263701
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.01750000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAD7
80000.00000000
PA
USD
81369.60000000
0.001060998134
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03750000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BP5
105000.00000000
PA
USD
109725.00000000
0.001430731136
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.05250000
N
N
N
N
N
N
F5 Networks, Inc.
54930015FPK9KT966303
F5 Networks, Inc.
315616102
8482.00000000
NS
USD
1583250.12000000
0.020644385911
Long
EC
CORP
US
N
1
N
N
N
JBS S.A.
549300O7SUM086E3RD66
JBS USA Food Company
46650CAB5
90000.00000000
PA
USD
96274.80000000
0.001255350686
Long
DBT
CORP
AT
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
CSMC 2018-RPL9 Trust
N/A
Credit Suisse Mortgage Trust
12654PAA6
1075285.47000000
PA
USD
1118568.61000000
0.014585289943
Long
ABS-CBDO
CORP
US
N
2
2057-09-25
Variable
0.03850000
N
N
N
N
N
N
Old Second Bancorp, Inc.
549300XVJC1MPUT81C04
Old Second Bancorp, Inc.
680277100
19451.00000000
NS
USD
241192.40000000
0.003144966750
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
Samsung Electronics Company, Ltd. GDR
796050888
554.00000000
NS
USD
988152.57000000
0.012884763270
Long
EC
CORP
KR
N
2
N
N
N
Zymeworks Inc.
894500AHOYAGYLYZJL67
Zymeworks, Inc.
98985W102
62566.00000000
NS
USD
2170414.54000000
0.028300566528
Long
EC
CORP
CA
N
1
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
13302.00000000
NS
USD
2354720.04000000
0.030703771062
Long
EC
CORP
US
N
1
N
N
N
ICF International, Inc.
5493003KYFDDC5B3WY64
ICF International, Inc.
44925C103
4050.00000000
NS
USD
355833.00000000
0.004639793598
Long
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAV8
230000.00000000
PA
USD
273539.00000000
0.003566741986
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04875000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CB0
675000.00000000
PA
USD
709042.26000000
0.009245375609
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
0.03100000
N
N
N
N
N
N
UBS Group AG
N/A
MASTR Alternative Loans Trust
576434W34
410167.70700000
PA
USD
56712.04000000
0.000739482173
Long
ABS-CBDO
CORP
US
N
2
2035-12-25
Floating
0.00541500
N
N
N
N
N
N
Peapack-Gladstone Financial Corporation
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corporation
704699107
842.00000000
NS
USD
26160.94000000
0.000341118901
Long
EC
CORP
US
N
1
N
N
N
Dover Corporation
549300FMC2ALGA7N9E80
Dover Corporation
260003108
8705.00000000
NS
USD
1310973.00000000
0.017094097887
Long
EC
CORP
US
N
1
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
14146.00000000
NS
USD
2767664.90000000
0.036088260185
Long
EC
CORP
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829BM8
600000.00000000
PA
USD
884488.75000000
0.011533065343
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.06600000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
10454.00000000
NS
USD
256332.08000000
0.003342376744
Long
EC
CORP
US
N
1
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
18003.00000000
NS
USD
5740976.67000000
0.074858000254
Long
EC
CORP
US
N
1
N
N
N
Inberdon Enterprises Ltd.
549300VGDEEG8RT7VC89
United States Lime & Minerals, Inc.
911922102
25545.00000000
NS
USD
3553054.05000000
0.046329141584
Long
EC
CORP
US
N
1
N
N
N
Bellemeade Re 2018-1 Ltd
549300O2GEH6GH9NO762
Bellemeade Re, Ltd.
078768AD0
224018.81500000
PA
USD
224162.97000000
0.002922915843
Long
ABS-CBDO
CORP
BM
N
2
2028-04-25
Floating
0.01691500
N
N
N
N
N
N
Great Southern Bancorp, Inc.
5493000ZL7DLNMN1AB26
Great Southern Bancorp, Inc.
390905107
34344.00000000
NS
USD
1851141.60000000
0.024137488502
Long
EC
CORP
US
N
1
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
10173.00000000
NS
USD
625639.50000000
0.008157866603
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
14410.00000000
NS
USD
912441.20000000
0.011897544182
Long
EC
CORP
US
N
1
N
N
N
HomeTrust Bancshares, Inc.
N/A
Hometrust Bancshares, Inc.
437872104
26753.00000000
NS
USD
746408.70000000
0.009732605768
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
270000.00000000
PA
USD
292277.70000000
0.003811080483
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04750000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P107
12366.00000000
NS
USD
51689.88000000
0.000673996999
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
230000.00000000
PA
USD
238050.00000000
0.003103992227
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04625000
N
N
N
N
N
N
Ascendis Pharma A/S
549300B66JN3W3J8GH73
Ascendis Pharma AS ADR
04351P101
34828.00000000
NS
USD
4581623.40000000
0.059740909144
Long
EC
CORP
DK
N
1
N
N
N
BFLD Trust 2020-EYP
N/A
BFLD Trust
05493AAG5
400000.00000000
PA
USD
403008.64000000
0.005254928317
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
0.01773000
N
N
N
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
BWAY Holding Company
12429TAE4
230000.00000000
PA
USD
225400.00000000
0.002939045780
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07250000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDD0
250000.00000000
PA
USD
261170.87000000
0.003405470911
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.02150000
N
N
N
N
N
N
Ranpak Holdings Corp.
5493000Z9EZR9DCYOO86
Ranpak Holdings Corporation
75321W103
187031.00000000
NS
USD
4681385.93000000
0.061041737195
Long
EC
CORP
US
N
1
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AS6
190000.00000000
PA
USD
201010.50000000
0.002621025119
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05375000
N
N
N
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
16541.00000000
NS
USD
6646008.39000000
0.086658930412
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650BZ2
7000.00000000
PA
USD
7192.92000000
0.000093790244
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.02750000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAY5
195000.00000000
PA
USD
211276.65000000
0.002754887962
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04800000
N
N
N
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
9628.00000000
NS
USD
2443586.40000000
0.031862521286
Long
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
130000.00000000
PA
USD
137800.00000000
0.001796807934
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
CytomX Therapeutics, Inc.
5493004VW2FW0QLL3345
CytomX Therapeutics, Inc.
23284F105
3843.00000000
NS
USD
24326.19000000
0.000317195146
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266101
15992.00000000
NS
USD
1079460.00000000
0.014075343203
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc.
N/A
Ovintiv, Inc.
012873AK1
80000.00000000
PA
USD
106216.67000000
0.001384985163
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.07375000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCD6
512000.00000000
PA
USD
532956.40000000
0.006949348973
Long
DBT
CORP
US
N
2
2042-04-22
Variable
0.03157000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAG5
160000.00000000
PA
USD
172193.60000000
0.002245274505
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06250000
N
N
N
N
N
N
BrightSphere Investment Group Inc.
5493004FTLQNQTBOP608
BrightSphere Investment Group
10948W103
25436.00000000
NS
USD
595965.48000000
0.007770939792
Long
EC
CORP
GB
N
1
N
N
N
Innovative Industrial Properties, Inc.
5493008BQ0545EZXRR30
Innovative Industrial Properties, Inc.
45781V101
10875.00000000
NS
USD
2077342.50000000
0.027086977413
Long
EC
CORP
US
N
1
N
N
N
OZLM IX Ltd
N/A
OZLM IX, Ltd.
67109KBA1
600000.00000000
PA
USD
600111.60000000
0.007825002066
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.01738200
N
N
N
N
N
N
Fastenal Company
529900PP0C7H2HHPSJ32
Fastenal Company
311900104
33578.00000000
NS
USD
1746056.00000000
0.022767251637
Long
EC
CORP
US
N
1
N
N
N
SENSATA TECHNOLOGIES INC
N/A
Sensata Technologies, Inc.
81728UAB0
340000.00000000
PA
USD
336202.20000000
0.004383822791
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
Roche Holding AG
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BH4
336000.00000000
PA
USD
410111.19000000
0.005347540206
Long
DBT
CORP
CH
N
2
2044-11-28
Fixed
0.04000000
N
N
N
N
N
N
Xerox Holdings Corporation
5493000Y33XDVO2CXC18
Xerox Holdings Corporation
98421M106
37444.00000000
NS
USD
879559.56000000
0.011468792428
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
850.00000000
NS
USD
1177539.00000000
0.015354219295
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corporation
Q774KI4AW80FHFW33O61
Wintrust Financial Corporation
97650W108
33155.00000000
NS
USD
2507512.65000000
0.032696071309
Long
EC
CORP
US
N
1
N
N
N
Hanmi Financial Corporation
549300MSZ7RCG7EA6587
Hanmi Financial Corporation
410495204
17803.00000000
NS
USD
339325.18000000
0.004424544092
Long
EC
CORP
US
N
1
N
N
N
The Middleby Corporation
JDFO86U9VQRBKW5KYA35
Middleby Corporation
596278101
83207.00000000
NS
USD
14416444.82000000
0.187979553311
Long
EC
CORP
US
N
1
N
N
N
Voyage Australia Property, Ltd.
984500552F00VE5LE453
Voyage Australia Property, Ltd., Term Loan
N/A
310000.00000000
PA
USD
310000.00000000
0.004042165891
Long
DBT
CORP
US
N
3
2028-05-27
Floating
0.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCF0
310000.00000000
PA
USD
332087.50000000
0.004330170211
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04250000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAW1
390000.00000000
PA
USD
400639.20000000
0.005224032609
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.03000000
N
N
N
N
N
N
Ciena Corporation
W0CZ7N0GH8UIGXDM1H41
Ciena Corporation
171779309
43997.00000000
NS
USD
2502989.33000000
0.032637090633
Long
EC
CORP
US
N
1
N
N
N
Ortho-Clinical Diagnostics, Inc.
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA, Term Loan
N/A
772165.91000000
PA
USD
771339.69000000
0.010057687050
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.03088700
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCE3
280000.00000000
PA
USD
292250.00000000
0.003810719295
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04125000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications, Inc., Term Loan
N/A
305000.00000000
PA
USD
303603.10000000
0.003958755146
Long
DBT
CORP
US
N
2
2028-05-07
Floating
0.00000000
N
N
N
N
N
N
Axonics, Inc.
549300LJY4X7N57VJL05
Axonics Modulation Technologies, Inc.
05465P101
80236.00000000
NS
USD
5087764.76000000
0.066340610246
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corporation
670837103
45077.00000000
NS
USD
1516841.05000000
0.019778461790
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JT9
735000.00000000
PA
USD
820862.14000000
0.010703422399
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
0.04400000
N
N
N
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
23694.00000000
NS
USD
7558622.94000000
0.098558734948
Long
EC
CORP
US
N
1
N
N
N
ORBCOMM INC
529900PSC8WVCY267I23
ORBCOMM, Inc., Term Loan
N/A
330000.00000000
PA
USD
329175.00000000
0.004292193410
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
Celanese Corporation
549300FHJQTDPPN41627
Celanese Corporation
150870103
3856.00000000
NS
USD
584569.60000000
0.007622346123
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
913017CY3
384000.00000000
PA
USD
441814.94000000
0.005760933163
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
0.04125000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS INC
N/A
Mileage Plus Holdings, LLC, Term Loan
N/A
335000.00000000
PA
USD
357498.60000000
0.004661511764
Long
DBT
CORP
US
N
2
2027-06-20
Floating
0.06250000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc., Term Loan
N/A
932973.68000000
PA
USD
922552.36000000
0.012029386072
Long
DBT
CORP
US
N
2
2027-03-09
Floating
0.03104300
N
N
N
N
N
N
Five Below, Inc.
529900AAXP5Z6BGI7418
Five Below, Inc.
33829M101
33671.00000000
NS
USD
6507594.17000000
0.084854113512
Long
EC
CORP
US
N
1
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation
131347CM6
345000.00000000
PA
USD
351900.00000000
0.004588510248
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P Mid-Cap 400 Index
N/A
-1909.00000000
NC
USD
6969112.94000000
0.090871969739
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
S&P Midcap 400 Index
MID
2021-09-20
-520948272.94000100
USD
6969112.94000000
N
N
N
Jefferies Financial Group Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
10821.00000000
NS
USD
370078.20000000
0.004825540248
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corporation
N/A
Magnolia Oil & Gas Corporation
559663109
13029.00000000
NS
USD
203643.27000000
0.002655354451
Long
EC
CORP
US
N
1
N
N
N
Primo Water Corporation
5493005TMUI9D3MY9I37
Primo Water Corporation
74167P108
255344.00000000
NS
USD
4271905.12000000
0.055702416668
Long
EC
CORP
CA
N
1
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
36174.00000000
NS
USD
2490941.64000000
0.032479997853
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824C109
59453.00000000
NS
USD
866824.74000000
0.011302739993
Long
EC
CORP
US
N
1
N
N
N
Desktop Metal, Inc.
N/A
Desktop Metal, Inc.
25058X105
17683.00000000
NS
USD
203354.50000000
0.002651589108
Long
EC
CORP
US
N
1
N
N
N
Allied Universal Security Services LLC
N/A
Allied Universal Holdco, LLC
019576AA5
115000.00000000
PA
USD
121926.45000000
0.001589828830
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06625000
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076BH4
336000.00000000
PA
USD
417686.39000000
0.005446315093
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
0.04250000
N
N
N
N
N
N
Kimco Realty Corporation
549300EA7I6T15IBYS12
Kimco Realty Corporation
49446RAU3
510000.00000000
PA
USD
549905.94000000
0.007170358174
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03300000
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
8062.00000000
NS
USD
1748244.70000000
0.022795790632
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
43360.00000000
NS
USD
2298080.00000000
0.029965227715
Long
EC
CORP
US
N
1
N
N
N
InMode Ltd.
N/A
InMode, Ltd.
M5425M103
37841.00000000
NS
USD
3582785.88000000
0.046716822194
Long
EC
CORP
IL
N
1
N
N
N
Deckers Outdoor Corporation
5493008LG4W3I6K8J118
Deckers Outdoor Corporation
243537107
2191.00000000
NS
USD
841497.37000000
0.010972490215
Long
EC
CORP
US
N
1
N
N
N
Srm Escrow Issuer LLC
N/A
SRM Escrow Issuer, LLC
85236FAA1
335000.00000000
PA
USD
355100.00000000
0.004630235832
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06000000
N
N
N
N
N
N
BlackLine, Inc.
N/A
Blackline, Inc.
09239B109
9107.00000000
NS
USD
1013335.89000000
0.013213134745
Long
EC
CORP
US
N
1
N
N
N
Atlantic Exploration, LLC
529900NXUJPOKU7OJ511
Centennial Resource Development, Inc.
15136A102
109383.00000000
NS
USD
741616.74000000
0.009670122228
Long
EC
CORP
US
N
1
N
N
Lowe's Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661107
8638.00000000
NS
USD
1675512.86000000
0.021847422365
Long
EC
CORP
US
N
1
N
N
N
Dryden 36 Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
850000.00000000
PA
USD
850059.50000000
0.011084133924
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
0.02233700
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund, LP
26150TAE9
320000.00000000
PA
USD
331027.03000000
0.004316342483
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.03875000
N
N
N
N
N
N
522 Funding Clo 2019-4 A Limited
N/A
522 Funding CLO, Ltd.
33834WAC6
1100000.00000000
PA
USD
1098047.50000000
0.014317710166
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
0.01788200
N
N
N
N
N
N
Herc Holdings Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
210000.00000000
PA
USD
221386.20000000
0.002886708859
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05500000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
155000.00000000
PA
USD
159650.00000000
0.002081715434
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMC3
451000.00000000
PA
USD
453106.41000000
0.005908165405
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
0.03500000
N
N
N
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Delayed Draw
N/A
59423.08000000
PA
USD
59200.24000000
0.000771926422
Long
DBT
CORP
US
N
2
2027-11-20
Floating
0.03750000
N
N
N
N
N
N
Getty Realty Corp.
N/A
Getty Realty Corporation
374297109
13839.00000000
NS
USD
431084.85000000
0.005621020893
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Equity Fund
N/A
6068383.57500000
NS
USD
77250522.91000000
1.007288479997
Long
RF
US
N
2
N
N
N
Thrivent Mutual Funds
Q0U252S3ZZ0J2LYUWZ80
Thrivent High Yield Portfolio
88589M352
13829799.24200000
NS
USD
64841013.75000000
0.845477852076
Long
RF
US
N
1
N
N
N
Dolby Laboratories, Inc.
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc.
25659T107
97797.00000000
NS
USD
9612467.13000000
0.125339312145
Long
EC
CORP
US
N
1
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illumina, Inc.
45232TAA9
260000.00000000
PA
USD
289905.20000000
0.003780144874
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.09000000
N
N
N
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109BA1
250000.00000000
PA
USD
237677.61000000
0.003099136542
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.01800000
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Holding Company
125523100
3221.00000000
NS
USD
763602.47000000
0.009956799544
Long
EC
CORP
US
N
1
N
N
N
PETSMART INC
N/A
PetSmart, Inc., Term Loan
N/A
720000.00000000
PA
USD
720180.00000000
0.009390603327
Long
DBT
CORP
US
N
2
2028-02-12
Floating
0.04500000
N
N
N
N
N
N
Central Pacific Financial Corp.
549300W3YEAOZ4KGG849
Central Pacific Financial Corporation
154760409
29783.00000000
NS
USD
776144.98000000
0.010120344403
Long
EC
CORP
US
N
1
N
N
N
Magnite Inc
54930018FR2YX1HHSB02
Magnite, Inc.
55955D100
49688.00000000
NS
USD
1681441.92000000
0.021924732830
Long
EC
CORP
US
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAV8
380000.00000000
PA
USD
416943.60000000
0.005436629672
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03750000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BGH7
350000.00000000
PA
USD
374554.33000000
0.004883905603
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
0.03000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAB3
70000.00000000
PA
USD
71525.30000000
0.000932635896
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04375000
N
N
N
N
N
N
Ecolab Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
18446.00000000
NS
USD
3799322.62000000
0.049540297757
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource Finance Corporation
65473QBD4
415000.00000000
PA
USD
571993.40000000
0.007458361972
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
0.05650000
N
N
N
N
N
N
IDACORP, Inc.
N134NUJDWN8UEFA8B673
IDACORP, Inc.
451107106
4031.00000000
NS
USD
393022.50000000
0.005124716593
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
11152.00000000
NS
USD
1282814.56000000
0.016726933094
Long
EC
CORP
US
N
1
N
N
N
Pulmonx Corporation
549300WZMFR0ZK7RJY40
Pulmonx Corporation
745848101
70045.00000000
NS
USD
3090385.40000000
0.040296291790
Long
EC
CORP
US
N
1
N
N
N
GATX Corporation
549300IHYHCQP2PIR591
GATX Corporation
361448103
9267.00000000
NS
USD
819851.49000000
0.010690244286
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JS6
600000.00000000
PA
USD
599986.50000000
0.007823370856
Long
STIV
USGSE
US
N
2
N
N
N
ACADIA Pharmaceuticals Inc.
529900O3044NO0PEA039
ACADIA Pharmaceuticals, Inc.
004225108
141233.00000000
NS
USD
3444672.87000000
0.044915932845
Long
EC
CORP
US
N
1
N
N
N
Bank of Marin Bancorp
N/A
Bank of Marin Bancorp
063425102
3783.00000000
NS
USD
120677.70000000
0.001573546073
Long
EC
CORP
US
N
1
N
N
N
OSMOSE UTILITIES SERVICES
549300FSLVHLFZ3S0D82
Osmose Utilities Services, Inc., Term Loan
N/A
130000.00000000
PA
USD
129350.00000000
0.001686626316
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
American Axle & Manufacturing Holdings, Inc.
N/A
American Axle & Manufacturing Holdings, Inc.
024061103
40324.00000000
NS
USD
417353.40000000
0.005441973155
Long
EC
CORP
US
N
1
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222AL9
240000.00000000
PA
USD
265252.04000000
0.003458686286
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03300000
N
N
N
N
N
N
Farfetch Limited
549300QFQ74Z0F96NS78
Farfetch, Ltd.
30744W107
62118.00000000
NS
USD
3128262.48000000
0.040790180309
Long
EC
CORP
KY
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CD9
450000.00000000
PA
USD
479010.37000000
0.006245933481
Long
DBT
CORP
DE
N
2
2031-09-18
Variable
0.03547000
N
N
N
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE ADR
04016X101
17563.00000000
NS
USD
5287692.41000000
0.068947515818
Long
EC
CORP
NL
N
1
N
N
N
510 Asset Backed 2021-Npl1 Trust
N/A
510 Asset Backed 2021-NPL1 Trust
33835CAB1
950000.00000000
PA
USD
950000.00000000
0.012387282570
Long
ABS-O
CORP
US
N
3
2061-05-25
Variable
0.03967000
N
N
N
N
N
N
Urban Outfitters, Inc.
549300N3DUFR5U6NRN38
Urban Outfitters, Inc.
917047102
5013.00000000
NS
USD
206635.86000000
0.002694375565
Long
EC
CORP
US
N
1
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
09257W100
9633.00000000
NS
USD
307196.37000000
0.004005608673
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DF9
160000.00000000
PA
USD
191296.00000000
0.002494355375
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
Encore Wire Corporation
N/A
Encore Wire Corporation
292562105
12864.00000000
NS
USD
974962.56000000
0.012712775501
Long
EC
CORP
US
N
1
N
N
N
Business Jet Securities 2020-1 LLC
N/A
Business Jet Securities, LLC
12327FAA5
920502.49000000
PA
USD
937124.65000000
0.012219397729
Long
ABS-CBDO
CORP
US
N
2
2035-11-15
Fixed
0.02981000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
12208.00000000
NS
USD
1666636.16000000
0.021731676901
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems, Inc.
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
35484.00000000
NS
USD
13251499.80000000
0.172789550004
Long
EC
CORP
US
N
1
N
N
N
Consolidated Communications Holdings, Inc.
549300WW675Y48HDVX34
Consolidated Communications, Inc.
20903XAH6
130000.00000000
PA
USD
131787.50000000
0.001718409475
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
Computer Services, Inc.
N/A
Computer Services, Inc.
20539A105
45448.00000000
NS
USD
2556450.00000000
0.033334177396
Long
EC
CORP
US
N
1
N
N
N
TRONOX FINANCE LLC
549300LMZ1DX1PWSP524
Tronox Finance, LLC, Term Loan
N/A
357403.84000000
PA
USD
354851.98000000
0.004627001838
Long
DBT
CORP
US
N
2
2028-03-11
Floating
0.02630279
N
N
N
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
6458.00000000
NS
USD
3763205.76000000
0.049069361178
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
16385.00000000
NS
USD
3663030.60000000
0.047763152743
Long
EC
CORP
US
N
1
N
N
N
EXGEN RENEWABLES IV LLC
5493004JBPWTPTK8LB51
Exgen Renewables IV, LLC, Term Loan
N/A
185000.00000000
PA
USD
184846.45000000
0.002410258113
Long
DBT
CORP
US
N
2
2027-12-15
Floating
0.03500000
N
N
N
N
N
N
Credit Acceptance Corporation
N/A
Credit Acceptance Corporation
225310AN1
250000.00000000
PA
USD
259062.50000000
0.003377979358
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
0.05125000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CW3
490000.00000000
PA
USD
501025.00000000
0.006532987631
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
N
N
N
N
N
N
Churchill Downs Incorporated
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484108
954.00000000
NS
USD
189140.04000000
0.002466243285
Long
EC
CORP
US
N
1
N
N
N
Horizon Bancorp, Inc.
549300U2OQ2EIT5MXG39
Horizon Bancorp, Inc.
440407104
35917.00000000
NS
USD
626033.31000000
0.008163001588
Long
EC
CORP
US
N
1
N
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
11448.00000000
NS
USD
4161004.56000000
0.054256357117
Long
EC
CORP
US
N
1
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AC0
195000.00000000
PA
USD
202849.65000000
0.002645006246
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.05875000
N
N
N
N
N
N
RPC, Inc.
N/A
RPC, Inc.
749660106
30076.00000000
NS
USD
148876.20000000
0.001941233218
Long
EC
CORP
US
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Foods Group, Inc.
50076QAE6
390000.00000000
PA
USD
476228.38000000
0.006209658432
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
0.05000000
N
N
N
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
BWAY Holding Company
12429TAD6
170000.00000000
PA
USD
171700.00000000
0.002238838334
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.05500000
N
N
N
N
N
N
Univest Financial Corporation
4WII2HCR8UEWNU03U507
Univest Financial Corporation
915271100
4875.00000000
NS
USD
128553.75000000
0.001676243817
Long
EC
CORP
US
N
1
N
N
N
Redwood Trust, Inc.
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075402
35042.00000000
NS
USD
422956.94000000
0.005515039085
Long
EC
CORP
US
N
1
N
N
N
Commerce Bancshares, Inc.
N/A
Commerce Bancshares, Inc.
200525103
1156.00000000
NS
USD
86191.36000000
0.001123870243
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics, Inc.
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637H109
60142.00000000
NS
USD
2731048.22000000
0.035610806331
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
210000.00000000
PA
USD
221550.00000000
0.002888844687
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
New Residential Investment Corp.
549300WNTHGEO5LP2G31
New Residential Investment Corporation
64828T201
145188.00000000
NS
USD
1537540.92000000
0.020048372462
Long
EC
CORP
US
N
1
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow, LLC
43284MAA6
285000.00000000
PA
USD
291412.50000000
0.003799798928
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
224437.50000000
PA
USD
221818.31000000
0.002892343247
Long
DBT
CORP
US
N
2
2027-08-03
Floating
0.03354300
N
N
N
N
N
N
UGI Corporation
DX6GCWD4Q1JO9CRE5I40
UGI Corporation
902681105
26117.00000000
NS
USD
1209478.27000000
0.015770683256
Long
EC
CORP
US
N
1
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDK9
230000.00000000
PA
USD
228499.70000000
0.002979463527
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
0.01500000
N
N
N
N
N
N
Omnicom Group Inc.
N/A
Omnicom Group, Inc.
68217FAA0
224000.00000000
PA
USD
247509.64000000
0.003227338789
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03600000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAN7
285000.00000000
PA
USD
302812.50000000
0.003948446319
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05875000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3136BDGU6
15991871.10000000
PA
USD
878967.61000000
0.011461073847
Long
ABS-CBDO
USGSE
US
N
2
2035-11-25
Fixed
0.01500000
N
N
N
N
N
N
Wyndham Destinations, Inc.
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations, Inc.
98310WAS7
200000.00000000
PA
USD
226600.00000000
0.002954692874
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
0.06625000
N
N
N
N
N
N
CTS Corporation
549300YV1HQLBVHOI649
CTS Corporation
126501105
7748.00000000
NS
USD
287915.68000000
0.003754203036
Long
EC
CORP
US
N
1
N
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
19775.00000000
NS
USD
5528496.75000000
0.072087422559
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
275000.00000000
PA
USD
269161.75000000
0.003509665951
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
120000.00000000
PA
USD
132750.00000000
0.001730959748
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BG6
115000.00000000
PA
USD
120439.50000000
0.001570440125
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
0.05500000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KG0
22100000.00000000
PA
USD
22098993.12000000
0.288154181367
Long
STIV
USGSE
US
N
2
N
N
N
BALL METALPACK FINCO LLC
N/A
Ball Metalpack Finco, LLC, Term Loan
N/A
218250.00000000
PA
USD
216431.98000000
0.002822109572
Long
DBT
CORP
US
N
2
2025-07-31
Floating
0.04635000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc.
71677KAA6
180000.00000000
PA
USD
186975.00000000
0.002438012798
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
Sunstone Hotel Investors, Inc.
529900ZQ2V52V96ATF67
Sunstone Hotel Investors, Inc.
867892101
257106.00000000
NS
USD
3193256.52000000
0.041637653508
Long
EC
CORP
US
N
1
N
N
N
Southside Bancshares, Inc.
549300TC83207VQA2K65
Southside Bancshares, Inc.
84470P109
1361.00000000
NS
USD
52031.03000000
0.000678445337
Long
EC
CORP
US
N
1
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Colt Merger Sub, Inc.
28470RAH5
500000.00000000
PA
USD
530000.00000000
0.006910799749
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06250000
N
N
N
N
N
N
BP p.l.c.
213800LH1BZH3DI6G760
BP plc ADR
055622104
16834.00000000
NS
USD
444754.28000000
0.005799259937
Long
EC
CORP
GB
N
1
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
380000.00000000
PA
USD
390723.60000000
0.005094740673
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
Sleep Number Corporation
529900W0TZQLBT2DSS66
Sleep Number Corporation
83125X103
22469.00000000
NS
USD
2470466.55000000
0.032213018142
Long
EC
CORP
US
N
1
N
N
N
Galton Funding Mortgage Trust 2018-2
N/A
Galton Funding Mortgage Trust 2018-2
36418GAU8
107917.66000000
PA
USD
108303.65000000
0.001412197806
Long
ABS-CBDO
CORP
US
N
2
2058-10-25
Variable
0.04500000
N
N
N
N
N
N
Helen of Troy Limited
N/A
Helen of Troy, Ltd.
G4388N106
1683.00000000
NS
USD
383925.96000000
0.005006104581
Long
EC
CORP
BM
N
1
N
N
N
Consolidated Water Co. Ltd.
5299001BMEW8X9VIJA73
Consolidated Water Company, Ltd.
G23773107
11968.00000000
NS
USD
140384.64000000
0.001830509688
Long
EC
CORP
KY
N
1
N
N
N
National Rural Utilities Cooperative Finance Corporation
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
637432NS0
575000.00000000
PA
USD
641371.49000000
0.008362999872
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03700000
N
N
N
N
N
N
Teledyne Technologies Incorporated
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
3664.00000000
NS
USD
1534593.12000000
0.020009935376
Long
EC
CORP
US
N
1
N
N
N
CONSOL Energy Inc.
549300YJCTPJBTK7IJ81
CONSOL Energy, Inc.
20854L108
3418.00000000
NS
USD
63130.46000000
0.000823173522
Long
EC
CORP
US
N
1
N
N
N
ProShare Advisors LLC
03026FQTQRJ0JSTBI779
ProShares UltraPro QQQ
74347X831
1201.00000000
NS
USD
147122.50000000
0.001918366294
Long
RF
US
N
1
N
N
N
Ladder Capital Corp
549300Q6LLV2QCV67C06
Ladder Capital Corporation
505743104
11129.00000000
NS
USD
128428.66000000
0.001674612738
Long
EC
CORP
US
N
1
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAS0
240000.00000000
PA
USD
313548.05000000
0.004088429783
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
0.05100000
N
N
N
N
N
N
American Electric Power Company, Inc.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Company
845437BN1
180000.00000000
PA
USD
197912.31000000
0.002580627061
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
0.03900000
N
N
N
N
N
N
GAINWELL ACQUISITION CORP
N/A
Gainwell Acquistion Corporation, Term Loan
N/A
790000.00000000
PA
USD
791777.50000000
0.010324180658
Long
DBT
CORP
US
N
2
2027-10-01
Floating
0.04750000
N
N
N
N
N
N
Integra LifeSciences Holdings Corporation
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corporation
457985208
3354.00000000
NS
USD
228876.96000000
0.002984382713
Long
EC
CORP
US
N
1
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBB0
190000.00000000
PA
USD
204464.70000000
0.002666065278
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07375000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP Funding, LLC
62954HAG3
250000.00000000
PA
USD
252472.85000000
0.003292055299
Long
DBT
CORP
XX
N
2
2031-05-11
Fixed
0.02500000
N
N
N
N
N
N
Columbia Cent CLO 27 Limited
549300066YASG4MIU864
Cent CLO, LP
19736RAJ0
350000.00000000
PA
USD
350052.85000000
0.004564424807
Long
ABS-O
CORP
KY
N
2
2028-10-25
Floating
0.02475700
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
28968.00000000
NS
USD
4772188.32000000
0.062225731788
Long
EC
CORP
US
N
1
N
N
N
Washington Trust Bancorp, Inc.
J66MZFCNJPP3PERHZW54
Washington Trust Bancorp, Inc.
940610108
9514.00000000
NS
USD
488543.90000000
0.006370243512
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Low Volatility Equity Fund
N/A
18215095.97700000
NS
USD
254829192.72000100
3.322780228851
Long
RF
US
N
2
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
80000.00000000
PA
USD
79028.00000000
0.001030465438
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909AU2
270000.00000000
PA
USD
288900.00000000
0.003767037825
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06875000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Worldwide Holdings, Inc.
18453HAC0
270000.00000000
PA
USD
282830.40000000
0.003687894825
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.07750000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDA5
570000.00000000
PA
USD
597787.50000000
0.007794697557
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05125000
N
N
N
N
N
N
Vodafone Group Plc
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
105000.00000000
PA
USD
107625.00000000
0.001403348722
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
4285.00000000
NS
USD
181341.20000000
0.002364552301
Long
EC
CORP
US
N
1
N
N
N
EMCOR Group, Inc.
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
20686.00000000
NS
USD
2548308.34000000
0.033228016299
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Incorporated
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LBC3
550000.00000000
PA
USD
574107.12000000
0.007485923285
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
0.02800000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BK9
495000.00000000
PA
USD
560180.79000000
0.007304334459
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04200000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CAT2
448000.00000000
PA
USD
478498.64000000
0.006239260908
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
0.03750000
N
N
N
N
N
N
SYNNEX Corporation
N/A
Concentrix Corporation
20602D101
996.00000000
NS
USD
160156.80000000
0.002088323723
Long
EC
CORP
US
N
1
N
N
N
International Paper Company
824LMFJDH41EY779Q875
International Paper Company
460146CS0
319000.00000000
PA
USD
394625.67000000
0.005145620719
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
0.04350000
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FF0
5830000.00000000
PA
USD
7483351.56000000
0.097577252997
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.05250000
N
N
N
N
N
N
CNH Industrial N.V.
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
300000.00000000
PA
USD
332158.03000000
0.004331089869
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
0.03850000
N
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
53378.00000000
NS
USD
11708464.30000000
0.152669532367
Long
EC
CORP
US
N
1
N
N
N
Plains GP Holdings, L.P.
549300O56BSKRD8FAM12
Plains GP Holdings, LP
72651A207
17420.00000000
NS
USD
207994.80000000
0.002712095116
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
360000.00000000
PA
USD
352943.43000000
0.004602115788
Long
DBT
CORP
US
N
2
2052-01-25
Variable
0.02802000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057104
7580.00000000
NS
USD
753073.00000000
0.009819503207
Long
EC
CORP
US
N
1
N
N
N
Prpm 2020-3 LLC
N/A
Preston Ridge Partners Mortgage Trust, LLC
693585AA9
677014.00000000
PA
USD
680608.74000000
0.008874623981
Long
ABS-CBDO
CORP
US
N
2
2025-09-25
Variable
0.02857000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CW3
313000.00000000
PA
USD
421495.51000000
0.005495983141
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.05805000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBL8
332000.00000000
PA
USD
344246.76000000
0.004488717779
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.02400000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Pactiv Evergreen Group Holdings, Inc., Term Loan
N/A
105655.03000000
PA
USD
105390.89000000
0.001374217615
Long
DBT
CORP
US
N
2
2023-02-05
Floating
0.02854200
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
7248.00000000
NS
USD
840260.64000000
0.010956364189
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corporation
549300I4GMO6D34U1T02
Lam Research Corporation
512807108
6157.00000000
NS
USD
4006359.90000000
0.052239907536
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Company
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180BQ3
525000.00000000
PA
USD
607437.27000000
0.007920523270
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
GMAC ResCap, Inc., Asset Management Arm
N/A
Residential Accredit Loans, Inc. Trust
761118CW6
359121.29600000
PA
USD
354354.00000000
0.004620508555
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Fixed
0.06000000
N
N
N
N
N
N
American Electric Power Company, Inc.
3SCHO1ABYYIG382BEI70
Appalachian Power Company
037735CW5
238000.00000000
PA
USD
257777.38000000
0.003361222364
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.03300000
N
N
N
N
N
N
Enova International, Inc.
549300O8XOCQSB49UO63
Enova International, Inc.
29357K103
24435.00000000
NS
USD
835921.35000000
0.010899783125
Long
EC
CORP
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AL5
31000.00000000
PA
USD
32257.98000000
0.000420619698
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.04500000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Term Loan
N/A
310691.24000000
PA
USD
306263.89000000
0.003993449838
Long
DBT
CORP
US
N
2
2027-03-15
Floating
0.02354300
N
N
N
N
N
N
John Bean Technologies Corporation
5493007CT6ATBZ2L6826
John Bean Technologies Corporation
477839104
1441.00000000
NS
USD
205515.42000000
0.002679765873
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJL4
650000.00000000
PA
USD
633460.98000000
0.008259852796
Long
DBT
CORP
US
N
2
2031-10-24
Variable
0.01922000
N
N
N
N
N
N
Vodafone Group Plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBS8
300000.00000000
PA
USD
378376.33000000
0.004933741597
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
0.04875000
N
N
N
N
N
N
Repligen Corporation
54930006QJ0T5AUO1E71
Repligen Corporation
759916109
21167.00000000
NS
USD
4225356.54000000
0.055095458338
Long
EC
CORP
US
N
1
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
47138.00000000
NS
USD
4846729.16000000
0.063197688049
Long
EC
CORP
US
N
1
N
N
N
Okta, Inc.
549300N8J06I8MRHU620
Okta, Inc.
679295105
18873.00000000
NS
USD
4617845.64000000
0.060213219799
Long
EC
CORP
US
N
1
N
N
N
Financial Institutions, Inc.
N/A
Financial Institutions, Inc.
317585404
25182.00000000
NS
USD
755460.00000000
0.009850627884
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp, Inc.
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
153216.00000000
NS
USD
1688440.32000000
0.022015986681
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040H105
6010.00000000
NS
USD
929686.90000000
0.012122415086
Long
EC
CORP
US
N
1
N
N
N
Titan Acquisition Holdco Limited
N/A
Titan Acquisition, Ltd.
88827AAA1
95000.00000000
PA
USD
98443.75000000
0.001283632156
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
0.07750000
N
N
N
N
N
N
FirstService Corporation
5493000XUDIV75BCF118
FirstService Corporation
33767E202
22698.00000000
NS
USD
3887259.48000000
0.050686928003
Long
EC
CORP
CA
N
1
N
N
N
Ellington Residential Mortgage REIT
549300KA3MR2ZCRGA787
Ellington Residential Mortgage REIT
288578107
12098.00000000
NS
USD
142393.46000000
0.001856703184
Long
EC
CORP
US
N
1
N
N
N
Laurel Road Prime Student Loan Trust 2017-C
N/A
Laurel Road Prime Student Loan Trust
518889AC4
212806.13000000
PA
USD
215846.15000000
0.002814470791
Long
ABS-O
CORP
US
N
2
2042-11-25
Fixed
0.02810000
N
N
N
N
N
N
BlackRock, Inc.
N/A
BlackRock, Inc.
09247X101
4300.00000000
NS
USD
3762371.00000000
0.049058476538
Long
EC
CORP
US
N
1
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224AA5
270000.00000000
PA
USD
291639.82000000
0.003802763009
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.03600000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
136084.00000000
NS
USD
39665764.32000000
0.517211611581
Long
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd.
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings, Ltd.
G7496G103
11469.00000000
NS
USD
1706816.58000000
0.022255599234
Long
EC
CORP
BM
N
1
N
N
N
The Gap, Inc.
T2ZG1WRWZ4BUCMQL9224
Gap, Inc.
364760108
53866.00000000
NS
USD
1812590.90000000
0.023634816487
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912828YB0
7700000.00000000
PA
USD
7875355.49000000
0.102688688207
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.01625000
N
N
N
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034TAA1
65000.00000000
PA
USD
66787.50000000
0.000870858562
Long
DBT
CORP
US
N
3
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAJ5
770000.00000000
PA
USD
887013.94000000
0.011565991914
Long
DBT
CORP
US
N
2
2038-07-24
Variable
0.03882000
N
N
N
N
N
N
Duke Realty Corporation
254900E47KH1NFFKNF25
Duke Realty Corporation
264411505
4274.00000000
NS
USD
202373.90000000
0.002638802825
Long
EC
CORP
US
N
1
N
N
N
Metronet Systems Holdings, LLC
549300V3JVIFMP2JGN73
Metronet Systems Holdings, LLC, Term Loan
N/A
374999.40000000
PA
USD
374718.15000000
0.004886041692
Long
DBT
CORP
US
N
2
2028-06-02
Floating
0.04500000
N
N
N
N
N
N
Standex International Corporation
RCX52GR0JW2LRRMH9Z54
Standex International Corporation
854231107
39365.00000000
NS
USD
3736132.15000000
0.048716341749
Long
EC
CORP
US
N
1
N
N
N
American Campus Communities, Inc.
529900MR3ZXRO3W6UX26
American Campus Communities, Inc.
024835100
89458.00000000
NS
USD
4179477.76000000
0.054497233694
Long
EC
CORP
US
N
1
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AR1
335000.00000000
PA
USD
358761.48000000
0.004677978766
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.02900000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
Viacom, Inc.
92553PAU6
336000.00000000
PA
USD
460358.85000000
0.006002731746
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
0.05850000
N
N
N
N
N
N
IAC/InterActiveCorp
5493003ENY577E6SZL06
ANGI Homeservices, Inc.
00183L102
15960.00000000
NS
USD
215779.20000000
0.002813597813
Long
EC
CORP
US
N
1
N
N
N
Zumiez Inc.
549300J0PDF58P6HZD25
Zumiez, Inc.
989817101
64942.00000000
NS
USD
3181508.58000000
0.041484469242
Long
EC
CORP
US
N
1
N
N
N
Chevron Corporation
N/A
Chevron Corporation
166764100
7577.00000000
NS
USD
793614.98000000
0.010348140009
Long
EC
CORP
US
N
1
N
N
N
Tetra Tech, Inc.
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
3078.00000000
NS
USD
375639.12000000
0.004898050446
Long
EC
CORP
US
N
1
N
N
N
Fulton Financial Corporation
5493005QLZ6O1BNC0C11
Fulton Financial Corporation
360271100
123739.00000000
NS
USD
1952601.42000000
0.025460447933
Long
EC
CORP
US
N
1
N
N
N
Balchem Corporation
549300VR70OPMHUI3557
Balchem Corporation
057665200
807.00000000
NS
USD
105926.82000000
0.001381205738
Long
EC
CORP
US
N
1
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBJ8
280000.00000000
PA
USD
293011.60000000
0.003820649984
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust 2006-3
N/A
Renaissance Home Equity Loan Trust
75971EAE6
1106182.06750000
PA
USD
573406.62000000
0.007476789294
Long
ABS-CBDO
CORP
US
N
2
2036-11-25
Variable
0.05580000
N
N
N
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
59295.00000000
NS
USD
5306309.55000000
0.069190269265
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818108
12201.00000000
NS
USD
2683365.93000000
0.034989065278
Long
EC
CORP
US
N
1
N
N
N
New York Mortgage Trust, Inc.
549300JFGR0M7ULHWG48
New York Mortgage Trust, Inc.
649604501
33362.00000000
NS
USD
149128.14000000
0.001944518325
Long
EC
CORP
US
N
1
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAK8
650000.00000000
PA
USD
671924.51000000
0.008761388180
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.02700000
N
N
N
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
9232.00000000
NS
USD
3415101.44000000
0.044530343730
Long
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide Corporation
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corporation
57164Y107
2184.00000000
NS
USD
347911.20000000
0.004536499309
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
5493000QLC8KHZJUMH19
Thrivent Large Cap Value Portfolio
88589M303
27982847.76700000
NS
USD
619635391.24000100
8.079577559904
Long
RF
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833CG3
300000.00000000
PA
USD
318342.88000000
0.004150950746
Long
DBT
CORP
US
N
2
2024-02-09
Fixed
0.03000000
N
N
N
N
N
N
ZF Friedrichshafen AG
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAC9
150000.00000000
PA
USD
162000.00000000
0.002112357659
Long
DBT
CORP
DE
N
2
2025-04-29
Fixed
0.04750000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
150000.00000000
PA
USD
160084.54000000
0.002087381507
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
Talen Energy Corporation
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC
87422VAJ7
160000.00000000
PA
USD
149713.60000000
0.001952152281
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.07625000
N
N
N
N
N
N
Magnetite XII, Ltd.
549300Z6VW568TT64K70
Magnetite XII, Ltd.
55953HAS2
1200000.00000000
PA
USD
1200048.00000000
0.015647719656
Long
ABS-O
CORP
KY
N
2
2031-10-15
Floating
0.01283700
N
N
N
N
N
N
Enstar Group Limited
213800AMAL5QFXVUCN04
Enstar Group, Ltd.
G3075P101
308.00000000
NS
USD
73587.36000000
0.000959523602
Long
EC
CORP
BM
N
1
N
N
N
Arch Street CLO, Ltd.
5493005A489KGIV6GS45
Arch Street CLO, Ltd.
03940ABA1
650000.00000000
PA
USD
650008.45000000
0.008475619308
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
0.03638300
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AT8
150000.00000000
PA
USD
179625.00000000
0.002342174349
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05750000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932MAB3
190000.00000000
PA
USD
183047.90000000
0.002386806380
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04250000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAF4
800000.00000000
PA
USD
770988.08000000
0.010053102321
Long
DBT
CORP
GB
N
2
2031-02-15
Fixed
0.01900000
N
N
N
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
1303.00000000
NS
USD
196049.38000000
0.002556335860
Long
EC
CORP
US
N
1
N
N
N
CROWN SUBSEA COMMUNICATIONS
5493003AYLUE132FIO27
Crown Subsea Communications Holding, Inc., Term Loan
N/A
565753.42000000
PA
USD
569051.76000000
0.007420005208
Long
DBT
CORP
US
N
2
2027-04-27
Floating
0.05750000
N
N
N
N
N
N
Costco Wholesale Corporation
29DX7H14B9S6O3FD6V18
Costco Wholesale Corporation
22160K105
9907.00000000
NS
USD
3919902.69000000
0.051112570809
Long
EC
CORP
US
N
1
N
N
N
CareTrust REIT, Inc.
5493001NVXE2B9GPLU96
CareTrust REIT, Inc.
14174T107
34950.00000000
NS
USD
811888.50000000
0.010586412910
Long
EC
CORP
US
N
1
N
N
N
ImmunoGen, Inc.
54930084U0R1OP766Y02
ImmunoGen, Inc.
45253H101
11746.00000000
NS
USD
77406.14000000
0.001009317609
Long
EC
CORP
US
N
1
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
Intel Corporation
458140100
8919.00000000
NS
USD
500712.66000000
0.006528914953
Long
EC
CORP
US
N
1
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO, Ltd.
54303PBA2
1900000.00000000
PA
USD
1899992.40000000
0.024774466042
Long
ABS-O
CORP
US
N
2
2029-04-15
Floating
0.01933800
N
N
N
N
N
N
OneMain Holdings, Inc.
549300E3VEW8SMS5XW09
OneMain Holdings, Inc.
68268W103
3386.00000000
NS
USD
202855.26000000
0.002645079396
Long
EC
CORP
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833CX6
640000.00000000
PA
USD
703658.05000000
0.009175169577
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.03000000
N
N
N
N
N
N
Public Service Enterprise Group Incorporated
549300RUHPVD434XUK18
Public Service Electric & Gas Company
74456QBS4
350000.00000000
PA
USD
378246.46000000
0.004932048190
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03000000
N
N
N
N
N
N
Utz Brands Inc
N/A
Utz Brands, Inc.
918090101
4545.00000000
NS
USD
99035.55000000
0.001291348781
Long
EC
CORP
US
N
1
N
N
Aimco
549300VLRW0CEQ83RF89
Aimco CLO 11, Ltd.
00140NAA8
1625000.00000000
PA
USD
1627957.50000000
0.021227336384
Long
ABS-O
CORP
KY
N
2
2031-10-15
Floating
0.01563800
N
N
N
N
N
N
EastGroup Properties, Inc.
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
12616.00000000
NS
USD
2074701.20000000
0.027052536856
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
549300RBU4OUI2SDQ826
Thrivent Income Portfolio
88589M360
18366977.30800000
NS
USD
199992505.81000100
2.607751243611
Long
RF
US
N
1
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158AZ9
650000.00000000
PA
USD
659211.04000000
0.008595614132
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
0.02700000
N
N
N
N
N
N
Banner Corporation
N/A
Banner Corporation
06652V208
34032.00000000
NS
USD
1844874.72000000
0.024055773119
Long
EC
CORP
US
N
1
N
N
N
Farmland Partners Inc.
549300LB188CHPZ4IL37
Farmland Partners, Inc.
31154R109
13012.00000000
NS
USD
156794.60000000
0.002044483174
Long
EC
CORP
US
N
1
N
N
N
Energean Israel Finance Ltd
98450044QACBL3F8EB03
Energean Israel Finance, Ltd.
N/A
220000.00000000
PA
USD
224675.00000000
0.002929592327
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
0.04500000
N
N
N
N
N
N
Badger Daylighting Ltd.
254900BS2WTIBXVDKM03
Badger Infrastructure Solution
056533953
133905.00000000
NS
4063815.83000000
0.052989089473
Long
EC
CORP
CA
N
2
N
N
N
Alleghany Corporation
549300DCJE6AYX159479
Alleghany Corporation
017175100
3993.00000000
NS
USD
2663610.51000000
0.034731469520
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
3112.00000000
NS
USD
643374.88000000
0.008389122565
Long
EC
CORP
US
N
1
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAU4
600000.00000000
PA
USD
755740.91000000
0.009854290739
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.06800000
N
N
N
N
N
N
Endo International plc
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
315000.00000000
PA
USD
322033.95000000
0.004199079511
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.07500000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
53365.56000000
PA
USD
52698.49000000
0.000687148512
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01854200
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556HAD9
550000.00000000
PA
USD
634768.70000000
0.008276904477
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
0.04200000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
16012.00000000
NS
USD
1098903.56000000
0.014328872542
Long
EC
CORP
IE
N
1
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation
477143101
13856.00000000
NS
USD
232503.68000000
0.003031672402
Long
EC
CORP
US
N
1
N
N
N
Sierra Wireless, Inc.
549300E33RZ5BJ726L53
Sierra Wireless, Inc.
826516106
157723.00000000
NS
USD
2995159.77000000
0.039054621488
Long
EC
CORP
CA
N
1
N
N
N
Cincinnati Financial Corporation
254900Q4WEDMZBOZ0002
Cincinnati Financial Corporation
172062101
20112.00000000
NS
USD
2345461.44000000
0.030583045910
Long
EC
CORP
US
N
1
N
N
N
CAESARS RESORT COLLECTION
549300V3UCT773B1KR38
Caesars Resort Collection, LLC, Term Loan
N/A
570687.50000000
PA
USD
572114.22000000
0.007459937374
Long
DBT
CORP
US
N
2
2025-07-20
Floating
0.04604300
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664100
52665.00000000
NS
USD
1925959.05000000
0.025113051548
Long
EC
CORP
US
N
1
N
N
N
Cooper-Standard Holdings Inc.
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
221246.00000000
NS
USD
6416134.00000000
0.083661541965
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corporation
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABH1
110000.00000000
PA
USD
124025.00000000
0.001617192337
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.08250000
N
N
N
N
N
N
Churchill Downs Incorporated
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AE8
140000.00000000
PA
USD
144859.40000000
0.001888857179
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCS8
420000.00000000
PA
USD
470601.71000000
0.006136290905
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBR9
354000.00000000
PA
USD
394728.40000000
0.005146960241
Long
DBT
CORP
FR
N
2
2025-11-24
Fixed
0.04750000
N
N
N
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
450000.00000000
PA
USD
504421.20000000
0.006577271514
Long
DBT
CORP
NL
N
2
2025-07-28
Fixed
0.04750000
N
N
N
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665AJ5
325000.00000000
PA
USD
338000.00000000
0.004407264746
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05125000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F012478
19100000.00000000
PA
USD
19330169.90000000
0.252050817563
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.01500000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033G407
4924.00000000
NS
USD
329858.76000000
0.004301109124
Long
EC
CORP
US
N
1
N
N
N
Community Healthcare Trust Incorporated
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
6078.00000000
NS
USD
288461.88000000
0.003761325071
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CX6
80000.00000000
PA
USD
114800.00000000
0.001496905304
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
0.09625000
N
N
N
N
N
N
FLEX ACQUISITION CO INC
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc., Term Loan
N/A
652152.95000000
PA
USD
645409.69000000
0.008415654951
Long
DBT
CORP
US
N
2
2025-06-29
Floating
0.03394900
N
N
N
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AX2
640000.00000000
PA
USD
662570.52000000
0.008639419214
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.03375000
N
N
N
N
N
N
JBS S.A.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corporation
72147KAE8
150000.00000000
PA
USD
159750.00000000
0.002083019358
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05875000
N
N
N
N
N
N
Chesapeake Utilities Corporation
254900WW0FDCKAOCKE74
Chesapeake Utilities Corporation
165303108
1269.00000000
NS
USD
152698.77000000
0.001991076644
Long
EC
CORP
US
N
1
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
Navient Corporation
63938C108
66314.00000000
NS
USD
1281849.62000000
0.016714351005
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
86265.00000000
NS
USD
16076345.40000000
0.209623403335
Long
EC
CORP
US
N
1
N
N
N
Brinker International, Inc.
52990067JY6PBGJNTG76
Brinker International, Inc.
109641100
2108.00000000
NS
USD
130379.80000000
0.001700054130
Long
EC
CORP
US
N
1
N
N
N
American Well Corporation
N/A
American Well Corporation
03044L105
17703.00000000
NS
USD
222703.74000000
0.002903888586
Long
EC
CORP
US
N
1
N
N
N
Olympic Steel, Inc.
549300GQ061U6N6KWJ49
Olympic Steel, Inc.
68162K106
305.00000000
NS
USD
8963.95000000
0.000116883138
Long
EC
CORP
US
N
1
N
N
N
SYNNEX Corporation
5493004HI6PFLF46NS53
SYNNEX Corporation
87162W100
7132.00000000
NS
USD
868392.32000000
0.011323180052
Long
EC
CORP
US
N
1
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161N101
8549.00000000
NS
USD
378806.19000000
0.004939346647
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BC6
236000.00000000
PA
USD
261355.42000000
0.003407877304
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
0.03550000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BA1
610000.00000000
PA
USD
840080.81000000
0.010954019342
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
0.06484000
N
N
N
N
N
N
Textron Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203BY6
720000.00000000
PA
USD
779187.30000000
0.010160013958
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03375000
N
N
N
N
N
N
Enterprise Products Partners L.P.
5493004LGN656HWLDA30
Enterprise Products Operating, LLC
29379VBC6
172000.00000000
PA
USD
217231.06000000
0.002832528971
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
0.05100000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LBF2
10000.00000000
PA
USD
11359.89000000
0.000148124386
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04250000
N
N
N
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918104
318488.00000000
NS
USD
86278399.20000000
1.125005169065
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAA3
150000.00000000
PA
USD
156033.00000000
0.002034552485
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
Rock Holdings Inc.
N/A
Quicken Loans, LLC
74841CAA9
190000.00000000
PA
USD
187625.00000000
0.002446488307
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03625000
N
N
N
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Company, Inc.
171340102
1743.00000000
NS
USD
148538.46000000
0.001936829343
Long
EC
CORP
US
N
1
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
290000.00000000
PA
USD
290000.00000000
0.003781380995
Long
DBT
CORP
US
N
2
2027-11-08
Floating
0.04500000
N
N
N
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon Corporation
320517105
21245.00000000
NS
USD
367113.60000000
0.004786884103
Long
EC
CORP
US
N
1
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABM8
400000.00000000
PA
USD
403651.84000000
0.005263315160
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
0.01250000
N
N
N
N
N
N
UMH Properties, Inc.
529900OM5K3PJ11F0Q09
UMH Properties, Inc.
903002103
6902.00000000
NS
USD
150601.64000000
0.001963731652
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management, Inc.
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710409
97839.00000000
NS
USD
868810.32000000
0.011328630456
Long
EC
CORP
US
N
1
N
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030AJ7
250000.00000000
PA
USD
246000.00000000
0.003207654223
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.03875000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VAJ9
458000.00000000
PA
USD
517004.62000000
0.006741349808
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.04875000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127963S6
14000000.00000000
PA
USD
13999755.00000000
0.182546232738
Long
STIV
UST
US
N
2
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
G0176J109
2658.00000000
NS
USD
370259.40000000
0.004827902960
Long
EC
CORP
IE
N
1
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
600000.00000000
PA
USD
625500.00000000
0.008156047629
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BC5
320000.00000000
PA
USD
351200.00000000
0.004579382777
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
0.09125000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879Q109
4282.00000000
NS
USD
1355338.64000000
0.017672592328
Long
EC
CORP
US
N
1
N
N
N
Industrial Logistics Properties Trust
5493004XH9PJW009HR47
Industrial Logistics Properties Trust
456237106
30278.00000000
NS
USD
791466.92000000
0.010320130929
Long
EC
CORP
US
N
1
N
N
N
American States Water Company
529900L26LIS2V8PWM23
American States Water Company
029899101
4376.00000000
NS
USD
348154.56000000
0.004539672539
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
350000.00000000
PA
USD
376231.23000000
0.004905771113
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
0.02950000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
117804.00000000
NS
USD
10318452.36000000
0.134544826392
Long
EC
CORP
US
N
1
N
N
N
Goodgreen 2019-1
N/A
Goodgreen
38218DAA7
1045806.56000000
PA
USD
1109231.80000000
0.014463544992
Long
ABS-O
CORP
US
N
2
2054-10-15
Fixed
0.03860000
N
N
N
N
N
N
Medallia, Inc.
5493009P6W6C5BK60J60
Medallia, Inc.
584021109
285508.00000000
NS
USD
9635895.00000000
0.125644793877
Long
EC
CORP
US
N
1
N
N
N
Texas Pacific Land Corporation
N/A
Texas Pacific Land Corporation
88262P102
306.00000000
NS
USD
489520.44000000
0.006382976857
Long
EC
CORP
US
N
1
N
N
N
Chubb Limited
CZCBJZWDMLTHWJDXU843
ACE INA Holdings, Inc.
00440EAW7
335000.00000000
PA
USD
422717.84000000
0.005511921401
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
0.04350000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCD3
270000.00000000
PA
USD
285525.00000000
0.003723030374
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
7430000.00000000
PA
USD
6674229.69000000
0.087026914852
Long
DBT
UST
US
N
2
2040-11-15
Fixed
0.01375000
N
N
N
N
N
N
Veeva Systems Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc.
922475108
38438.00000000
NS
USD
11952296.10000000
0.155848914900
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CBOT 5-Yr. U.S. Treasury Note
N/A
919.00000000
NC
USD
-173240.69000000
-0.00225892776
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-30
113605125.80000100
USD
-173240.69000000
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
Australia and New Zealand Banking Group, Ltd.
052528AL0
450000.00000000
PA
USD
468157.50000000
0.006104420252
Long
DBT
CORP
AU
N
2
2030-07-22
Variable
0.02950000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CF4
725000.00000000
PA
USD
874938.16000000
0.011408532862
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
0.04950000
N
N
N
N
N
N
Loews Corporation
549300YX2GSZD7YG1R84
CNA Financial Corporation
126117AV2
250000.00000000
PA
USD
280618.61000000
0.003659054754
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.03900000
N
N
N
N
N
N
Westwood Holdings Group, Inc.
N/A
Westwood Holdings Group, Inc.
961765104
1067.00000000
NS
USD
23217.92000000
0.000302744142
Long
EC
CORP
US
N
1
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408103
13611.00000000
NS
USD
436640.88000000
0.005693467328
Long
EC
CORP
US
N
1
N
N
N
BJ's Restaurants, Inc.
5299000EOW66I1OJNQ23
BJ's Restaurants, Inc.
09180C106
10761.00000000
NS
USD
528795.54000000
0.006895094500
Long
EC
CORP
US
N
1
N
N
N
Apartment Income REIT Corp.
N/A
Apartment Income REIT Corporation
03750L109
4208.00000000
NS
USD
199585.44000000
0.002602443412
Long
EC
CORP
US
N
1
N
N
N
Switch, Inc.
5493002D70VTFFLT8L43
Switch, Ltd.
87105NAA8
240000.00000000
PA
USD
243000.00000000
0.003168536489
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.03750000
N
N
N
N
N
N
Western Digital Corporation
549300QQXOOYEF89IC56
Western Digital Corporation
958102105
12950.00000000
NS
USD
921651.50000000
0.012017639538
Long
EC
CORP
US
N
1
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
State Street Corporation
857477103
13275.00000000
NS
USD
1092267.00000000
0.014242336811
Long
EC
CORP
US
N
1
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
150000.00000000
PA
USD
159000.00000000
0.002073239924
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
Banff Parent Inc.
549300DSDR5SWIGOZV63
Banff Merger Sub, Inc.
05988LAA6
110000.00000000
PA
USD
115775.00000000
0.001509618567
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.09750000
N
N
N
N
N
N
Investors Real Estate Trust
5493002LG2SH9EEHT720
Centerspace
15202L107
360.00000000
NS
USD
28404.00000000
0.000370366709
Long
EC
CORP
US
N
1
N
N
N
LHC Group, Inc.
5299009NPLWAMRQYZX73
LHC Group, Inc.
50187A107
78769.00000000
NS
USD
15774279.94000000
0.205684697854
Long
EC
CORP
US
N
1
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Corporation, Ltd.
89053BAA2
1000000.00000000
PA
USD
1000525.50000000
0.013046096934
Long
ABS-O
CORP
US
N
2
2024-06-25
Variable
0.02239500
N
N
N
N
N
N
Murphy Oil Corporation
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AM4
150000.00000000
PA
USD
156555.00000000
0.002041358971
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation
12653CAJ7
140000.00000000
PA
USD
151370.80000000
0.001973760918
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
SFR Group SA
67054KAA7
202000.00000000
PA
USD
210065.86000000
0.002739100174
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
0.07375000
N
N
N
N
N
N
Thermon Group Holdings, Inc.
529900ZNZBBLDE77MZ38
Thermon Group Holdings, Inc.
88362T103
5531.00000000
NS
USD
94248.24000000
0.001228925874
Long
EC
CORP
US
N
1
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corporation, Term Loan
N/A
552225.00000000
PA
USD
548177.19000000
0.007147816580
Long
DBT
CORP
US
N
2
2027-12-16
Floating
0.02610000
N
N
N
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAP5
200000.00000000
PA
USD
204000.00000000
0.002660005941
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
Nabors Industries, Ltd.
N/A
Nabors Industries, Ltd., Warrants (Expires 06/11/2026)
G6359F145
380.00000000
NC
USD
3800.00000000
0.000049549130
N/A
DE
CORP
BM
N
1
Nabors Industries, Ltd.
N/A
Call
Purchased
Nabors Industries, Ltd.
Nabors Industries, Ltd.
1.00000000
166.6666667
USD
2026-06-11
XXXX
3800.00000000
N
N
N
The Goldman Sachs Group, Inc.
N/A
GS Mortgage Securities Trust
36253GAD4
2436213.88000000
PA
USD
2584765.92000000
0.033703395609
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Fixed
0.03666000
N
N
N
N
N
N
CIT Group Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group, Inc.
125581GW2
160000.00000000
PA
USD
180000.00000000
0.002347064065
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
0.05250000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797103
18310.00000000
NS
USD
6292048.40000000
0.082043559449
Long
EC
CORP
US
N
1
N
N
N
Prime Security Services Borrower, LLC
N/A
Prime Security Services Borrower, LLC
74166MAC0
580000.00000000
PA
USD
640708.60000000
0.008354356287
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US, LLC, Term Loan
N/A
160000.00000000
PA
USD
159950.40000000
0.002085632423
Long
DBT
CORP
US
N
2
2028-04-08
Floating
0.03604200
N
N
N
N
N
N
Skyline Champion Corporation
N/A
Skyline Corporation
830830105
88438.00000000
NS
USD
4713745.40000000
0.061463680247
Long
EC
CORP
US
N
1
N
N
N
JBS S.A.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corporation
72147K108
3308.00000000
NS
USD
73371.44000000
0.000956708168
Long
EC
CORP
US
N
1
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873AAB4
600000.00000000
PA
USD
598566.60000000
0.007804856433
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
0.04948700
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertson's Companies, Inc.
013092AG6
610000.00000000
PA
USD
603137.50000000
0.007864457517
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03500000
N
N
N
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
16162.00000000
NS
USD
1322374.84000000
0.017242769270
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust Incorporated
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc.
421946104
31400.00000000
NS
USD
948280.00000000
0.012364855069
Long
EC
CORP
US
N
1
N
N
N
ACPRODUCTS HOLDINGS INC
N/A
ACProducts Holdings, Inc., Term Loan
N/A
180000.00000000
PA
USD
178972.20000000
0.002333662330
Long
DBT
CORP
US
N
2
2028-05-17
Floating
0.04416600
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHZ5
600000.00000000
PA
USD
612596.24000000
0.007987792343
Long
DBT
CORP
US
N
2
2031-02-13
Variable
0.02496000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286F2
25060000.00000000
PA
USD
26982571.88000000
0.351832360372
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
2425.00000000
NS
USD
466060.75000000
0.006077080216
Long
EC
CORP
US
N
1
N
N
N
ITT Inc.
549300KDSERHTJOXUS80
ITT Corporation
45073V108
6550.00000000
NS
USD
599914.50000000
0.007822432031
Long
EC
CORP
US
N
1
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Pactiv Evergreen Group Holdings, Inc., Term Loan
N/A
363175.00000000
PA
USD
360581.93000000
0.004701716059
Long
DBT
CORP
US
N
2
2026-02-05
Floating
0.03354300
N
N
N
N
N
N
Fox Corporation
549300DDU6FDRBIELS05
Fox Corporation
35137LAL9
400000.00000000
PA
USD
440738.46000000
0.005746896677
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
0.03500000
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00179DAB2
1300000.00000000
PA
USD
1308589.36000000
0.017063017022
Long
ABS-MBS
CORP
US
N
2
2038-06-17
Variable
0.02153000
N
N
N
N
N
N
Duke Energy Corporation
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida, LLC
26444HAC5
320000.00000000
PA
USD
349380.11000000
0.004555652786
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03200000
N
N
N
N
N
N
Vertex, Inc.
549300QMYW171MP1PL50
Vertex, Inc.
92538J106
2451.00000000
NS
USD
53774.94000000
0.000701184607
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHR3
650000.00000000
PA
USD
694709.75000000
0.009058490502
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc.
76680R206
15179.00000000
NS
USD
4410713.82000000
0.057512377290
Long
EC
CORP
US
N
1
N
N
N
Clarus Corporation
549300PKSLI6PT0ULL72
Clarus Corporation
18270P109
18442.00000000
NS
USD
473959.40000000
0.006180072647
Long
EC
CORP
US
N
1
N
N
N
Peoples Bancorp Inc.
N/A
Peoples Bancorp, Inc.
709789101
6552.00000000
NS
USD
194070.24000000
0.002530529369
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
02147RAQ3
252349.09900000
PA
USD
128459.29000000
0.001675012130
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Fixed
0.06500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284R8
43700000.00000000
PA
USD
47441812.50000000
0.618605407462
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.02875000
N
N
N
N
N
N
Renewable Energy Group, Inc.
549300HPU3BD8ZI0X358
Renewable Energy Group, Inc.
75972A301
3260.00000000
NS
USD
203228.40000000
0.002649944860
Long
EC
CORP
US
N
1
N
N
N
Carnival Corporation & plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BC5
240000.00000000
PA
USD
270096.00000000
0.003521847866
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
0.11500000
N
N
N
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
10138.00000000
NS
USD
2190416.28000000
0.028561374112
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Companies, Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748102
7299.00000000
NS
USD
1026823.32000000
0.013389000647
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Trust
22946BAP1
2713051.95100000
PA
USD
2741805.96000000
0.035751079136
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.03453700
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BJ4
360000.00000000
PA
USD
439143.47000000
0.005726099212
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
0.04050000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan
N/A
288546.36000000
PA
USD
295159.84000000
0.003848661412
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.08500000
N
N
N
N
N
N
HomeStreet, Inc.
N/A
HomeStreet, Inc.
43785V102
9605.00000000
NS
USD
391307.70000000
0.005102356896
Long
EC
CORP
US
N
1
N
N
N
Moody's Corporation
549300GCEDD8YCF5WU84
Moody's Corporation
615369105
3751.00000000
NS
USD
1359249.87000000
0.017723591814
Long
EC
CORP
US
N
1
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc., Term Loan
N/A
687053.19000000
PA
USD
685143.18000000
0.008933749654
Long
DBT
CORP
US
N
2
2026-09-19
Floating
0.02592130
N
N
N
N
N
N
Ameren Corporation
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Company
02361DAT7
450000.00000000
PA
USD
578895.03000000
0.007548354016
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.04500000
N
N
N
N
N
N
MFA Financial, Inc.
YW72IMH2RRC8Z1TGLG58
MFA Financial, Inc.
55272X102
141229.00000000
NS
USD
648241.11000000
0.008452574529
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GCS7
210000.00000000
PA
USD
213087.00000000
0.002778493559
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
Calix, Inc.
5299002RQRZ4SXSCSJ58
Calix, Inc.
13100M509
74521.00000000
NS
USD
3539747.50000000
0.046155634221
Long
EC
CORP
US
N
1
N
N
N
HP Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
18246.00000000
NS
USD
550846.74000000
0.007182625496
Long
EC
CORP
US
N
1
N
N
N
China National Chemical Corporation Ltd.
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAC8
200000.00000000
PA
USD
228559.70000000
0.002980245882
Long
DBT
NUSS
NL
N
2
2028-04-24
Fixed
0.05182000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
51682.00000000
NS
USD
2531384.36000000
0.033007340380
Long
EC
CORP
US
N
1
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLA Corporation
482480AJ9
720000.00000000
PA
USD
761853.65000000
0.009933996252
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.03300000
N
N
N
N
N
N
Kura Oncology, Inc.
5493005QORQTZCZYOP39
Kura Oncology, Inc.
50127T109
4171.00000000
NS
USD
86965.35000000
0.001133962488
Long
EC
CORP
US
N
1
N
N
N
Endeavor Energy Resources, LP
N/A
Endeavor Energy Resources, LP
29260FAE0
170000.00000000
PA
USD
181262.50000000
0.002363526112
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
Tenneco Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349105
11229.00000000
NS
USD
216944.28000000
0.002828789577
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
250000.00000000
PA
USD
264645.00000000
0.003450770942
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05250000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2, Inc.
75602BAA7
160000.00000000
PA
USD
165952.00000000
0.002163888754
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06250000
N
N
N
N
N
N
Manhattan Associates, Inc.
529900Q1GJP7KD52SW51
Manhattan Associates, Inc.
562750109
7013.00000000
NS
USD
1015762.92000000
0.013244781383
Long
EC
CORP
US
N
1
N
N
N
Cinemark Holdings, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BD8
260000.00000000
PA
USD
272077.00000000
0.003547678610
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
Cedar Realty Trust, Inc.
54930056URX93R2RSN82
Cedar Realty Trust, Inc.
150602605
10761.00000000
NS
USD
181215.24000000
0.002362909877
Long
EC
CORP
US
N
1
N
N
N
LSF5 BI-LO Holdings, LLC
N/A
SEG Holding, LLC
78397KAA0
320000.00000000
PA
USD
335904.00000000
0.004379934488
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.05625000
N
N
N
N
N
N
GTT HOLDINGS LIMITED
N/A
Ferroglobe Representation & Warranty Insurance Trust
G33990329
57670.00000000
NS
USD
5.77000000
0.000000075236
Long
EC
CORP
US
N
3
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFT6
725000.00000000
PA
USD
697679.96000000
0.009097219798
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
0.02650000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
4884.00000000
NS
USD
577728.36000000
0.007533141520
Long
EC
CORP
US
N
1
N
N
N
Carval Clo Ii Ltd.
N/A
CarVal CLO II, Ltd.
14686AAU3
600000.00000000
PA
USD
598543.80000000
0.007804559138
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
0.02188200
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC, Term Loan
N/A
1014900.00000000
PA
USD
1015275.51000000
0.013238425925
Long
DBT
CORP
US
N
2
2026-09-25
Floating
0.04250000
N
N
N
N
N
N
American Equity Investment Life Holding Company
549300RK5RZQ740FPL83
American Equity Investment Life Holding Company
025676206
32248.00000000
NS
USD
1042255.36000000
0.013590222794
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corporation
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AN2
95000.00000000
PA
USD
100163.25000000
0.001306053137
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
Community Trust Bancorp, Inc.
N/A
Community Trust Bancorp, Inc.
204149108
32714.00000000
NS
USD
1320991.32000000
0.017224729214
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
HCP, Inc.
40414LAM1
11000.00000000
PA
USD
11814.67000000
0.000154054374
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03400000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAE3
600000.00000000
PA
USD
758404.59000000
0.009889023114
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.06000000
N
N
N
N
N
N
Kinross Gold Corporation
549300UEBMAQDN0K0R06
Kinross Gold Corporation
496902AQ0
345000.00000000
PA
USD
394032.07000000
0.005137880624
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
0.04500000
N
N
N
N
N
N
Telefonaktiebolaget LM Ericsson (publ)
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson ADR
294821608
22882.00000000
NS
USD
287855.56000000
0.003753419117
Long
EC
CORP
SE
N
1
N
N
N
Vale S.A.
254900BA3U6G5DNV5V04
Vale Overseas, Ltd.
91911TAH6
168000.00000000
PA
USD
230279.28000000
0.003002667906
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
0.06875000
N
N
N
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
Springleaf Finance Corporation
85172FAM1
220000.00000000
PA
USD
248292.00000000
0.003237540172
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
Fortis Inc.
549300HTO5U9D3SLE207
ITC Holdings Corporation
465685AG0
67000.00000000
PA
USD
70881.52000000
0.000924241491
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.04050000
N
N
N
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
25199.00000000
NS
USD
338422.57000000
0.004412774739
Long
EC
CORP
US
N
1
N
N
N
Gladstone Land Corporation
54930002B3Q17H38FG74
Gladstone Land Corporation
376549101
29199.00000000
NS
USD
702527.94000000
0.009160433796
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
1675.00000000
NS
USD
580002.25000000
0.007562791328
Long
EC
CORP
US
N
1
N
N
N
STMicroelectronics N.V.
213800Z8NOHIKRI42W10
STMicroelectronics NV ADR
861012102
83771.00000000
NS
USD
3047588.98000000
0.039738258793
Long
EC
CORP
NL
N
1
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
170000.00000000
PA
USD
213350.00000000
0.002781922880
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.11750000
N
N
N
N
N
N
Byline Bancorp, Inc.
549300W7ODP4YL2H4823
Byline Bancorp, Inc.
124411109
42440.00000000
NS
USD
960417.20000000
0.012523114991
Long
EC
CORP
US
N
1
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816109
62892.00000000
NS
USD
10391645.16000000
0.135499205229
Long
EC
CORP
US
N
1
N
N
N
Premier Financial Corporation
N/A
Premier Financial Corporation
74052F108
36674.00000000
NS
USD
1041908.34000000
0.013585697915
Long
EC
CORP
US
N
1
N
N
N
Aadvantage Loyalty IP Ltd.
N/A
American Airlines, Inc.
00253XAB7
50000.00000000
PA
USD
54062.50000000
0.000704934172
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
0.05750000
N
N
N
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
34410.00000000
NS
USD
14693070.00000000
0.191586536754
Long
EC
CORP
US
N
1
N
N
N
Simpson Manufacturing Co., Inc.
529900EJUNNL15LZ8056
Simpson Manufacturing Company, Inc.
829073105
30130.00000000
NS
USD
3327557.20000000
0.043388832953
Long
EC
CORP
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833CR9
95000.00000000
PA
USD
104939.94000000
0.001368337568
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
0.03200000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
2499.00000000
NS
USD
226334.43000000
0.002951230041
Long
EC
CORP
US
N
1
N
N
N
Mercantile Bank Corporation
P16VZZCKTJ5IONL6XE37
Mercantile Bank Corporation
587376104
8120.00000000
NS
USD
245224.00000000
0.003197535769
Long
EC
CORP
US
N
1
N
N
N
AIMCO CLO 10, Ltd.
5493004I93856WYBB035
Aimco CLO 10, Ltd.
00901AAA5
1000000.00000000
PA
USD
1000076.00000000
0.013040235793
Long
ABS-O
CORP
KY
N
2
2032-07-22
Floating
0.01503700
N
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings, Ltd.
G66721104
49782.00000000
NS
USD
1464088.62000000
0.019090609941
Long
EC
CORP
BM
N
1
N
N
DTE Energy Company
9N0FWODEJVKHC2DYLO03
DTE Electric Company
23338VAF3
360000.00000000
PA
USD
411789.31000000
0.005369421623
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
0.03700000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
14630.00000000
NS
USD
1137775.10000000
0.014835728068
Long
EC
CORP
US
N
1
N
N
N
Enagas, S.A.
N/A
Enagas SA
87470LAD3
330000.00000000
PA
USD
335775.00000000
0.004378252426
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
G Holdings Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
300000.00000000
PA
USD
309375.00000000
0.004034016363
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04375000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
22335416.00000000
PA
USD
22335416.00000000
0.291236957178
Long
STIV
PF
US
N
2
N
N
Citigroup Inc.
N/A
Citigroup Mortgage Loan Trust, Inc.
17311WAD9
4373.42400000
PA
USD
4250.11000000
0.000055418224
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Variable
0.02603400
N
N
N
N
N
N
VEREIT, Inc.
5493005TQOUJE1LCS698
VEREIT Operating Partnership, LP
92340LAG4
500000.00000000
PA
USD
522308.74000000
0.006810511527
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
0.02850000
N
N
N
N
N
N
John B. Sanfilippo & Son, Inc.
5299007IBEYVXKYDUX28
John B. Sanfilippo & Son, Inc.
800422107
19918.00000000
NS
USD
1764137.26000000
0.023003017613
Long
EC
CORP
US
N
1
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Corporation
125523AJ9
590000.00000000
PA
USD
734802.89000000
0.009581274770
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
0.04800000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
53689008.88400000
PA
USD
536890088.84000100
7.000641304955
Long
STIV
PF
US
N
2
N
N
N
Owl Rock Capital Partners LP
2549000BD79OOCPF2L94
Owl Rock Capital Corporation
69121KAE4
625000.00000000
PA
USD
651393.49000000
0.008493679184
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03400000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300C89ZJ5IWOT1F21
Whitebox CLO II, Ltd.
96466CAE8
650000.00000000
PA
USD
650688.35000000
0.008484484691
Long
ABS-O
CORP
KY
N
2
2031-10-24
Floating
0.02425700
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BB4
425000.00000000
PA
USD
472654.92000000
0.006163063212
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
0.03900000
N
N
N
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AH4
190000.00000000
PA
USD
199737.50000000
0.002604426160
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05875000
N
N
N
N
N
N
CSW Industrials, Inc.
549300SYOEO3RVQ7FB83
CSW Industrials, Inc.
126402106
24587.00000000
NS
USD
2912576.02000000
0.037977791755
Long
EC
CORP
US
N
1
N
N
N
ProShare Advisors LLC
UT59PM4NN1V3JAKZPS19
ProShares Ultra S&P 500
74347R107
8705.00000000
NS
USD
1038854.70000000
0.013545880756
Long
RF
US
N
1
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
2582.00000000
NS
USD
415237.24000000
0.005414380026
Long
EC
CORP
US
N
1
N
N
N
Fertitta Entertainment, Inc.
91D14OD6M4H1RVBN7R43
Landry's, Inc.
38113YAE9
275000.00000000
PA
USD
277810.50000000
0.003622439120
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.06750000
N
N
N
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation
235851102
1666.00000000
NS
USD
447087.76000000
0.005829686754
Long
EC
CORP
US
N
1
N
N
N
ePlus inc.
529900FFY8AAFJ21NE91
ePlus, Inc.
294268107
9891.00000000
NS
USD
857450.79000000
0.011180510764
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HKC3
265000.00000000
PA
USD
284374.08000000
0.003708023247
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
0.03125000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BC1
480000.00000000
PA
USD
496980.83000000
0.006480254708
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02650000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion, Inc., Term Loan
N/A
301926.96000000
PA
USD
301422.74000000
0.003930324898
Long
DBT
CORP
US
N
2
2026-07-01
Floating
0.03710000
N
N
N
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
22714.00000000
NS
USD
906061.46000000
0.011814357190
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
18863.00000000
NS
USD
6636192.03000000
0.086530932491
Long
EC
CORP
US
N
1
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer, Inc., Term Loan
N/A
592025.00000000
PA
USD
588733.34000000
0.007676638148
Long
DBT
CORP
US
N
2
2026-12-17
Floating
0.03604200
N
N
N
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems, Ltd.
G0750C108
15426.00000000
NS
USD
470338.74000000
0.006132861974
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk AS ADR
670100205
83026.00000000
NS
USD
6955088.02000000
0.090689095374
Long
EC
CORP
DK
N
1
N
N
N
Fate Therapeutics, Inc.
549300L14Q4UHOODLA90
Fate Therapeutics, Inc.
31189P102
271.00000000
NS
USD
23520.09000000
0.000306684211
Long
EC
CORP
US
N
1
N
N
N
United Airlines Pass Through Trust Series 2015-1 -A
N/A
United Airlines Pass Through Trust
90932LAB3
10000.00000000
PA
USD
10295.89000000
0.000134250630
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.03700000
N
N
N
N
N
N
FWD Securitization Trust 2019-INV1
N/A
FWD Securitization Trust
302980AA5
783839.24400000
PA
USD
801365.50000000
0.010449200937
Long
ABS-CBDO
CORP
US
N
2
2049-06-25
Variable
0.02810000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZX1
275000.00000000
PA
USD
275064.45000000
0.003586632702
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.00125000
N
N
N
N
N
N
Guess ?, Inc.
549300QVH3ZK2DW0KP86
Guess ?, Inc.
401617105
22700.00000000
NS
USD
599280.00000000
0.007814158630
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
6VYVH6PNTVA8ZH23ET87
Thrivent Limited Maturity Bond Portfolio
88589M295
10472682.97300000
NS
USD
105449444.86000100
1.374981126707
Long
RF
US
N
1
N
N
N
ADTRAN, Inc.
549300XWTHXJVGKWU616
ADTRAN, Inc.
00738A106
422.00000000
NS
USD
8714.30000000
0.000113627891
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd.
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AU1
240000.00000000
PA
USD
258469.35000000
0.003370245130
Long
DBT
CORP
LU
N
2
2027-08-15
Fixed
0.03125000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
9212.00000000
NS
USD
819407.40000000
0.010684453688
Long
EC
CORP
US
N
1
N
N
N
Granite Point Mortgage Trust Inc.
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust, Inc.
38741L107
40478.00000000
NS
USD
597050.50000000
0.007785087633
Long
EC
CORP
US
N
1
N
N
N
Lakeland Bancorp, Inc.
549300NF90LR9ETZDR73
Lakeland Bancorp, Inc.
511637100
9057.00000000
NS
USD
158316.36000000
0.002064325775
Long
EC
CORP
US
N
1
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc.
92552V100
2877.00000000
NS
USD
143389.68000000
0.001869693140
Long
EC
CORP
US
N
1
N
N
NEP/NCP Holdco, Inc.
N/A
NEP Group, Inc., Term Loan
N/A
70000.00000000
PA
USD
68425.00000000
0.000892210326
Long
DBT
CORP
US
N
3
2026-10-19
Floating
0.07104200
N
N
N
N
N
N
Ardelyx, Inc.
549300F542QR4SXHCY32
Ardelyx, Inc.
039697107
297053.00000000
NS
USD
2251661.74000000
0.029359968659
Long
EC
CORP
US
N
1
N
N
N
Talen Energy Corporation
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC, Term Loan
N/A
247950.00000000
PA
USD
227960.27000000
0.002972429767
Long
DBT
CORP
US
N
2
2026-07-08
Floating
0.03854300
N
N
N
N
N
N
Argos Holdings L.P
N/A
Chewy, Inc.
16679L109
41039.00000000
NS
USD
3271218.69000000
0.042654221329
Long
EC
CORP
US
N
1
N
N
Emerald Holding, Inc.
N/A
Emerald Holding, Inc.
29103W104
32059.00000000
NS
USD
172798.01000000
0.002253155555
Long
EC
CORP
US
N
1
N
N
N
Universal Health Realty Income Trust
549300L4MWZL4IH6H172
Universal Health Realty Income Trust
91359E105
151.00000000
NS
USD
9294.05000000
0.000121187393
Long
EC
CORP
US
N
1
N
N
N
Quaker Chemical Corporation
549300PJQ1R3WCWCPS54
Quaker Chemical Corporation
747316107
28513.00000000
NS
USD
6762998.47000000
0.088184392706
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
494368103
2620.00000000
NS
USD
350503.60000000
0.004570302247
Long
EC
CORP
US
N
1
N
N
N
HERENS US HOLDCO CORP
549300Y0CIXN5D40L888
Lonza Specialty Ingredients, Term Loan
N/A
570000.00000000
PA
USD
570307.80000000
0.007436383021
Long
DBT
CORP
US
N
2
2028-05-14
Floating
0.00000000
N
N
N
N
N
N
MGM Growth Properties OP GP LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAJ4
140000.00000000
PA
USD
155766.80000000
0.002031081438
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05750000
N
N
N
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
120000.00000000
PA
USD
124585.20000000
0.001624496922
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04375000
N
N
N
N
N
N
e.l.f. Beauty, Inc.
549300U2K9TCON25C029
e.l.f. Beauty, Inc.
26856L103
225436.00000000
NS
USD
6118333.04000000
0.079778442343
Long
EC
CORP
US
N
1
N
N
N
Assured Guaranty Ltd.
549300BBOQUJEPH87M14
Assured Guaranty, Ltd.
G0585R106
92493.00000000
NS
USD
4391567.64000000
0.057262725561
Long
EC
CORP
BM
N
1
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc., Term Loan
N/A
472025.47000000
PA
USD
460423.08000000
0.006003569256
Long
DBT
CORP
US
N
2
2026-08-21
Floating
0.03685500
N
N
N
N
N
N
Ruth's Hospitality Group, Inc.
529900JQW9JP41OHOD14
Ruth's Hospitality Group, Inc.
783332109
22581.00000000
NS
USD
520040.43000000
0.006780934478
Long
EC
CORP
US
N
1
N
N
N
Volt Xcix Llc - Asset Backed Note, Series 2021-NPL8
N/A
Vericrest Opportunity Loan Transferee
92872VAB9
450000.00000000
PA
USD
449753.31000000
0.005864443513
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
0.04948600
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAE2
315000.00000000
PA
USD
342188.19000000
0.004461875580
Long
DBT
CORP
NO
N
2
2027-04-06
Fixed
0.03000000
N
N
N
N
N
N
MercadoLibre, Inc.
549300DKPDN9M5S8GB14
Mercadolibre, Inc.
58733R102
964.00000000
NS
USD
1501709.56000000
0.019581158587
Long
EC
CORP
US
N
1
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAC9
420000.00000000
PA
USD
445102.03000000
0.005803794335
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
0.03500000
N
N
N
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
50610.00000000
NS
USD
4191520.20000000
0.054654258017
Long
EC
CORP
US
N
1
N
N
N
Kraton Corporation
N/A
Kraton Polymers, LLC
50076XAC5
290000.00000000
PA
USD
295800.00000000
0.003857008615
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04250000
N
N
N
N
N
N
Talos Energy Inc.
549300OKFHZ84SFJFT95
Talos Energy, Inc.
87484T108
58150.00000000
NS
USD
909466.00000000
0.011858749821
Long
EC
CORP
US
N
1
N
N
N
Exelon Corporation
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Company
202795JG6
180000.00000000
PA
USD
223882.77000000
0.002919262246
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
0.04350000
N
N
N
N
N
N
Carrier Global Corporation
549300JE3W6CWY2NAN77
Carrier Global Corporation
14448CAL8
500000.00000000
PA
USD
514807.80000000
0.006712704934
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02700000
N
N
N
N
N
N
Minerals Technologies Inc.
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158106
13268.00000000
NS
USD
1043793.56000000
0.013610279760
Long
EC
CORP
US
N
1
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAU5
480000.00000000
PA
USD
482372.73000000
0.006289776116
Long
DBT
CORP
BM
N
2
2028-01-26
Fixed
0.02850000
N
N
N
N
N
N
Ollie's Bargain Outlet Holdings, Inc.
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
43982.00000000
NS
USD
3700205.66000000
0.048247887451
Long
EC
CORP
US
N
1
N
N
N
Ball Corporation
N/A
Ball Corporation
058498106
3085.00000000
NS
USD
249946.70000000
0.003259116210
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Company
GKOMIK4RDJGHEF0VNP11
Sonoco Products Company
835495102
6818.00000000
NS
USD
456124.20000000
0.005947515107
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CBOT 2-Yr. U.S. Treasury Note
N/A
686.00000000
NC
USD
-216481.02000000
-0.00282274901
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-30
151356213.68000100
USD
-216481.02000000
N
N
N
Buttermilk Park Clo, Ltd.
N/A
Buttermilk Park CLO, Ltd.
124166AC3
2575000.00000000
PA
USD
2575175.10000000
0.033578338559
Long
ABS-O
CORP
KY
N
2
2031-10-15
Floating
0.01583800
N
N
N
N
N
N
Avantor, Inc.
N/A
Avantor, Inc.
05352A100
44598.00000000
NS
USD
1583674.98000000
0.020649925765
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAS8
240000.00000000
PA
USD
298858.92000000
0.003896894621
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
0.04700000
N
N
N
N
N
N
Taylor Morrison Home Corporation
5299009UDLLGLKOOJE30
Taylor Morrison Home Corporation
87724P106
82716.00000000
NS
USD
2185356.72000000
0.028495401271
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899101
33068.00000000
NS
USD
712946.08000000
0.009296278474
Long
EC
CORP
US
N
1
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath, LLC, Term Loan
N/A
427850.00000000
PA
USD
427850.00000000
0.005578840892
Long
DBT
CORP
US
N
2
2027-12-01
Floating
0.03750000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AQ4
150000.00000000
PA
USD
152625.00000000
0.001990114739
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03950000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming, Inc., Term Loan
N/A
327419.02000000
PA
USD
326233.76000000
0.004253841862
Long
DBT
CORP
US
N
2
2025-10-15
Floating
0.03000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments, LLC
82453AAA5
80000.00000000
PA
USD
83500.00000000
0.001088776941
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04625000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
3894.00000000
NS
USD
809835.18000000
0.010559639168
Long
EC
CORP
US
N
1
N
N
N
Ortho-Clinical Diagnostics, Inc.
N/A
Ortho-Clinical Diagnostics, Inc.
68752DAA6
160000.00000000
PA
USD
174760.00000000
0.002278738423
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.07250000
N
N
N
N
N
N
Bridgewater Bancshares, Inc.
5493001FLSBTVILKXZ71
Bridgewater Bancshares, Inc.
108621103
153840.00000000
NS
USD
2484516.00000000
0.032396212360
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAN4
345000.00000000
PA
USD
345475.23000000
0.004504736100
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.02050000
N
N
N
N
N
N
Western Alliance Bancorporation
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
151054.00000000
NS
USD
14025363.90000000
0.182880153454
Long
EC
CORP
US
N
1
N
N
N
Crane Co.
549300X1RO9ID7AUCA83
Crane Company
224399105
66961.00000000
NS
USD
6185187.57000000
0.080650174926
Long
EC
CORP
US
N
1
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group, LP
91327BAA8
110000.00000000
PA
USD
110275.00000000
0.001437902721
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06500000
N
N
N
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corporation
87161C501
75975.00000000
NS
USD
3333783.00000000
0.043470012683
Long
EC
CORP
US
N
1
N
N
N
Endava plc
213800JJ6CRPCWCQVZ25
Endava plc ADR
29260V105
42268.00000000
NS
USD
4792345.84000000
0.062488570626
Long
EC
CORP
GB
N
1
N
N
N
EW SCRIPPS CO
549300U1OW41QPKYW028
E.W. Scripps Company, Term Loan
N/A
392700.00000000
PA
USD
392209.13000000
0.005114110863
Long
DBT
CORP
US
N
2
2028-01-07
Floating
0.03750000
N
N
N
N
N
N
CBAM 2019-9 Limited
254900Q3N8LV0KJICN72
CBAM, Ltd.
14987VAA7
1600000.00000000
PA
USD
1600036.80000000
0.020863271541
Long
ABS-O
CORP
KY
N
2
2030-02-12
Floating
0.01463700
N
N
N
N
N
N
Liberty Broadband Corporation
549300N3IE9H88Q20221
GCI, LLC
36166TAB6
220000.00000000
PA
USD
225170.00000000
0.002936046754
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
Silk Road Medical, Inc
549300VL8KC0ZPDQHE14
Silk Road Medical, Inc.
82710M100
88908.00000000
NS
USD
4255136.88000000
0.055483771482
Long
EC
CORP
US
N
1
N
N
N
Aptiv plc
N/A
Aptiv plc
G6095L109
98358.00000000
NS
USD
15474664.14000000
0.201777934088
Long
EC
CORP
JE
N
1
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAN9
550000.00000000
PA
USD
588800.79000000
0.007677517645
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.03500000
N
N
N
N
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
39215.00000000
NS
USD
2159962.20000000
0.028164275908
Long
EC
CORP
US
N
1
N
N
N
Westamerica Bancorporation
N/A
Westamerica Bancorporation
957090103
930.00000000
NS
USD
53967.90000000
0.000703700660
Long
EC
CORP
US
N
1
N
N
N
CBS RADIO INC
549300S5JUSXRHNCHD80
Entercom Media Corporation, Term Loan
N/A
409507.97000000
PA
USD
405105.76000000
0.005282273178
Long
DBT
CORP
US
N
2
2024-11-17
Floating
0.02595000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00179DAC0
500000.00000000
PA
USD
502938.15000000
0.006557933662
Long
ABS-MBS
CORP
US
N
2
2038-06-17
Variable
0.02352000
N
N
N
N
N
N
The E.W. Scripps Company
549300U1OW41QPKYW028
E.W. Scripps Company
811054402
4013.00000000
NS
USD
81825.07000000
0.001066937119
Long
EC
CORP
US
N
1
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035QAA0
160000.00000000
PA
USD
169600.00000000
0.002211455919
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.05500000
N
N
N
N
N
N
ProPetro Holding Corp.
N/A
ProPetro Holding Corporation
74347M108
49425.00000000
NS
USD
452733.00000000
0.005903296420
Long
EC
CORP
US
N
1
N
N
N
The Bank of N.T. Butterfield & Son Limited
549300V8RVM0EMTDPF28
Bank of N.T. Butterfield & Son, Ltd.
G0772R208
68918.00000000
NS
USD
2443143.10000000
0.031856740989
Long
EC
CORP
BM
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KW5
600000.00000000
PA
USD
599963.33000000
0.007823068737
Long
STIV
USGSE
US
N
2
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BR3
275000.00000000
PA
USD
284245.54000000
0.003706347182
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
0.02497000
N
N
N
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Term Loan
N/A
216380.00000000
PA
USD
215659.45000000
0.002812036364
Long
DBT
CORP
US
N
2
2028-04-27
Floating
0.05500000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAR2
155000.00000000
PA
USD
163331.25000000
0.002129716154
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
SEI Investments Company
5LJTIFADGZ6XH1RVOC11
SEI Investments Company
784117103
39542.00000000
NS
USD
2450417.74000000
0.031951596800
Long
EC
CORP
US
N
1
N
N
N
Palmer Square Loan Funding 2021-3 Limited
N/A
Palmer Square Loan Funding, Ltd.
69702BAC5
1300000.00000000
PA
USD
1300000.00000000
0.016951018254
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
0.01528000
N
N
N
N
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722A103
21215.00000000
NS
USD
151475.10000000
0.001975120911
Long
EC
CORP
US
N
1
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
Nucor Corporation
670346105
5342.00000000
NS
USD
512458.06000000
0.006682066099
Long
EC
CORP
US
N
1
N
N
N
Saia, Inc.
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
15339.00000000
NS
USD
3213367.11000000
0.041899880414
Long
EC
CORP
US
N
1
N
N
N
Mountain View CLO IX Ltd
549300URXZ1TS31FK720
Mountain View CLO, Ltd.
62432BAN3
850000.00000000
PA
USD
849916.70000000
0.011082271920
Long
ABS-O
CORP
KY
N
2
2031-07-15
Floating
0.01303800
N
N
N
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
831.00000000
NS
USD
288406.86000000
0.003760607652
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MBA0
834000.00000000
PA
USD
916897.06000000
0.011955645231
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04500000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core International Equity Fund
N/A
10919938.42100000
NS
USD
118699730.64000100
1.547754846808
Long
RF
US
N
2
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corporation
87612G101
12481.00000000
NS
USD
554780.45000000
0.007233918103
Long
EC
CORP
US
N
1
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
5877.00000000
NS
USD
2781055.17000000
0.036262859194
Long
EC
CORP
US
N
1
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc., Term Loan
N/A
370000.00000000
PA
USD
366877.20000000
0.004783801626
Long
DBT
CORP
US
N
2
2028-06-11
Floating
0.00000000
N
N
N
N
N
N
ALLETE, Inc.
549300NNLSIMY6Z8OT86
ALLETE, Inc.
018522300
2186.00000000
NS
USD
152976.28000000
0.001994695165
Long
EC
CORP
US
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
H. J. Heinz Company
50077LAM8
80000.00000000
PA
USD
99315.29000000
0.001294996379
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
0.05200000
N
N
N
N
N
N
Ambarella, Inc.
254900XN7F4DG0CEKC02
Ambarella, Inc.
G037AX101
4937.00000000
NS
USD
526432.31000000
0.006864279766
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
44248.00000000
NS
USD
8281898.16000000
0.107989697607
Long
EC
CORP
US
N
1
N
N
N
Agree Realty Corporation
N/A
Agree Realty Corporation
008492100
81253.00000000
NS
USD
5727523.97000000
0.074682587205
Long
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
225000.00000000
PA
USD
238612.50000000
0.003111326802
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04875000
N
N
N
N
N
N
Fox Factory Holding Corp.
529900GE1HSV0617R721
Fox Factory Holding Corporation
35138V102
2651.00000000
NS
USD
412654.66000000
0.005380705134
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
1331.00000000
NS
USD
242162.14000000
0.003157611427
Long
EC
CORP
US
N
1
N
N
N
Armstrong World Industries, Inc.
KXMRXXOJ88Q45Y45MG74
Armstrong World Industries, Inc.
04247X102
3359.00000000
NS
USD
360286.34000000
0.004697861789
Long
EC
CORP
US
N
1
N
N
N
Cascades Inc.
N/A
Cascades USA, Inc.
14739LAA0
165000.00000000
PA
USD
175725.00000000
0.002291321294
Long
DBT
CORP
XX
N
2
2026-01-15
Fixed
0.05125000
N
N
N
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FY7
675000.00000000
PA
USD
752557.50000000
0.009812781476
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
0.03500000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
10942.00000000
NS
USD
4381614.48000000
0.057132943871
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corporation
7NKTFWJ1G6MELP9TU740
Consumers Energy Company
210518DD5
550000.00000000
PA
USD
702629.79000000
0.009161761843
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.04350000
N
N
N
N
N
N
Vicor Corporation
5299005KMQOTR6B51F09
Vicor Corporation
925815102
4888.00000000
NS
USD
516857.12000000
0.006739426519
Long
EC
CORP
US
N
1
N
N
N
W&T Offshore, Inc.
549300Q7EOY2YIO3YK85
W&T Offshore, Inc.
92922PAL0
190000.00000000
PA
USD
184300.00000000
0.002403132818
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.09750000
N
N
N
N
N
N
Palmer Square Loan Funding 2019-1 Ltd
N/A
Palmer Square Loan Funding, Ltd.
69700VAC3
850000.00000000
PA
USD
850110.50000000
0.011084798925
Long
ABS-O
CORP
KY
N
2
2027-04-20
Floating
0.01838300
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AG5
287000.00000000
PA
USD
298121.25000000
0.003887275962
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.06750000
N
N
N
N
N
N
The Hershey Company
21X2CX66SU2BR6QTAD08
Hershey Company
427866108
3550.00000000
NS
USD
618339.00000000
0.008062673597
Long
EC
CORP
US
N
1
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665205
21258.00000000
NS
USD
983395.08000000
0.012822729194
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Company
549300D46DQVEU651W04
Genuine Parts Company
372460105
8239.00000000
NS
USD
1041986.33000000
0.013586714846
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXE9
700000.00000000
PA
USD
750377.42000000
0.009784354879
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
0.03625000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
260000.00000000
PA
USD
262275.00000000
0.003419867932
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04250000
N
N
N
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
233.00000000
NS
USD
30716.39000000
0.000400518528
Long
EC
CORP
US
N
1
N
N
N
W. P. Carey Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
5011.00000000
NS
USD
373920.82000000
0.004875645111
Long
EC
CORP
US
N
1
N
N
N
Roku, Inc.
549300KR6ITU0YIR1T71
Roku, Inc.
77543R102
162.00000000
NS
USD
74398.50000000
0.000970100255
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJB6
400000.00000000
PA
USD
412374.88000000
0.005377057014
Long
DBT
CORP
US
N
2
2031-04-29
Variable
0.02592000
N
N
N
N
N
N
AMN Healthcare Services, Inc.
529900W3ARRTCNFH2I39
AMN Healthcare Services, Inc.
001744101
44940.00000000
NS
USD
4358281.20000000
0.056828695521
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
250000.00000000
PA
USD
262163.36000000
0.003418412231
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.02875000
N
N
N
N
N
N
MAXIMUS, Inc.
549300DQCDS8HJ7QF202
MAXIMUS, Inc.
577933104
4361.00000000
NS
USD
383637.17000000
0.005002338978
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BK3
500000.00000000
PA
USD
588235.75000000
0.007670149950
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05125000
N
N
N
N
N
N
State Street Corporation
549300YI2V5ELVW58659
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
78468R408
56707.00000000
NS
USD
1563979.06000000
0.020393105842
Long
RF
US
N
1
N
N
N
Q2 Holdings, Inc.
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736L109
34407.00000000
NS
USD
3529470.06000000
0.046021624165
Long
EC
CORP
US
N
1
N
N
N
TTM Technologies, Inc.
549300SC4BDOIS008048
TTM Technologies, Inc.
87305R109
447630.00000000
NS
USD
6401109.00000000
0.083465627312
Long
EC
CORP
US
N
1
N
N
N
Premier, Inc.
N/A
Premier, Inc.
74051N102
25039.00000000
NS
USD
871106.81000000
0.011358574952
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
28339.00000000
NS
USD
4633709.89000000
0.060420077638
Long
EC
CORP
US
N
1
N
N
N
Sound Point CLO XXI, Ltd.
5493001O6AOY43J70E72
Sound Point CLO XXI, Ltd.
83613HAC1
725000.00000000
PA
USD
725065.25000000
0.009454303298
Long
ABS-O
CORP
KY
N
2
2031-10-26
Floating
0.01625700
N
N
N
N
N
N
Frontier Communications Corporation
549300ZCZ76HYCS0H445
Frontier Communications Corporation
35906ABE7
180000.00000000
PA
USD
192825.00000000
0.002514292380
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793100
1247.00000000
NS
USD
174442.83000000
0.002274602765
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc.
5493001JFHKQOPP6XA71
Torchmark Corporation
37959E102
2770.00000000
NS
USD
263842.50000000
0.003440306949
Long
EC
CORP
US
N
1
N
N
N
American Water Works Company, Inc.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corporation
03040WAW5
650000.00000000
PA
USD
687973.27000000
0.008970651890
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.02800000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
2105.00000000
NS
USD
311897.85000000
0.004066912422
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599105
31156.00000000
NS
USD
974248.12000000
0.012703459743
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBK6
490000.00000000
PA
USD
623857.79000000
0.008134634451
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
0.04750000
N
N
N
N
N
N
Windstream Holdings, Inc.
N/A
Windstream Services, LLC, Warrants (Expires 12/31/2049)
N/A
5129.00000000
NC
USD
75652.75000000
0.000986454727
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
-494119.24000000
N
N
N
CommScope Holding Company, Inc.
M4TWC4QDOKW45N7T6Y12
CommScope Technologies Finance, LLC
20337YAA5
177000.00000000
PA
USD
180761.25000000
0.002356990191
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06000000
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DowDuPont, Inc.
26078JAC4
340000.00000000
PA
USD
386632.76000000
0.005041399209
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04493000
N
N
N
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAV3
336000.00000000
PA
USD
407336.70000000
0.005311362951
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.04450000
N
N
N
N
N
N
Wolverine World Wide, Inc.
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097103
8404.00000000
NS
USD
282710.56000000
0.003686332202
Long
EC
CORP
US
N
1
N
N
N
Werner Enterprises, Inc.
549300P6XRGOCHHJST37
Werner Enterprises, Inc.
950755108
11088.00000000
NS
USD
493637.76000000
0.006436663600
Long
EC
CORP
US
N
1
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887CK3
350000.00000000
PA
USD
391345.13000000
0.005102844955
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
0.03794000
N
N
N
N
N
N
EnLink Midstream, LLC
54930000GY1H533OBE23
EnLink Midstream, LLC
29336T100
73796.00000000
NS
USD
471556.44000000
0.006148739863
Long
EC
CORP
US
N
1
N
N
N
Eldorado Resorts, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
37895.00000000
NS
USD
3931606.25000000
0.051265176393
Long
EC
CORP
US
N
1
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc.
98919VAA3
270000.00000000
PA
USD
268142.40000000
0.003496374397
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
6519.00000000
NS
USD
1290566.43000000
0.016828011625
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop, Inc.
N/A
Walker & Dunlop, Inc.
93148P102
1167.00000000
NS
USD
121811.46000000
0.001588329447
Long
EC
CORP
US
N
1
N
N
N
Redfin Corporation
549300HXWD3JEMZU3O57
Redfin Corporation
75737F108
3649.00000000
NS
USD
231383.09000000
0.003017060755
Long
EC
CORP
US
N
1
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
1352.00000000
NS
USD
221335.92000000
0.002886053246
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Company
084659AF8
375000.00000000
PA
USD
461948.31000000
0.006023457104
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
0.04500000
N
N
N
N
N
N
WestRock Company
549300JEB576INN13W07
WestRock Company
96145DAF2
470000.00000000
PA
USD
512735.55000000
0.006685684359
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.03750000
N
N
N
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
352.00000000
NS
USD
215072.00000000
0.002804376459
Long
EC
CORP
US
N
1
N
N
N
Digicel Group Limited
5493007V023VOEW4FK27
Digicel International Finance, Ltd., Term Loan
N/A
456653.43000000
PA
USD
437533.35000000
0.005705104463
Long
DBT
CORP
US
N
2
2024-05-27
Floating
0.03430000
N
N
N
N
N
N
CDW Corporation
N/A
CDW, LLC
12513GBD0
150000.00000000
PA
USD
157500.00000000
0.002053681057
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04250000
N
N
N
N
N
N
Apergy Corporation
549300EP2909K6DYYP38
ChampionX Corporation
15872M104
24918.00000000
NS
USD
639146.70000000
0.008333990291
Long
EC
CORP
US
N
1
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc., Term Loan
N/A
374062.50000000
PA
USD
372854.28000000
0.004861738235
Long
DBT
CORP
US
N
2
2027-11-23
Floating
0.04250000
N
N
N
N
N
N
BLUE RIBBON LLC
N/A
Blue Ribbon, LLC, Term Loan
N/A
417375.00000000
PA
USD
411323.06000000
0.005363342075
Long
DBT
CORP
US
N
2
2028-05-07
Floating
0.06750000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDE9
600000.00000000
PA
USD
652657.86000000
0.008510165614
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.02950000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJZ3
230000.00000000
PA
USD
231861.09000000
0.003023293514
Long
DBT
CORP
US
N
2
2029-06-14
Variable
0.02087000
N
N
N
N
N
N
MGM Growth Properties OP GP LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAK1
170000.00000000
PA
USD
181622.90000000
0.002368225456
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.04625000
N
N
N
N
N
N
Gs Mortgage-Backed Securities Trust 2019-Sl1
N/A
GS Mortgage-Backed Securities Trust
36257EAA1
766325.47000000
PA
USD
776940.92000000
0.010130722859
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Variable
0.02625000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BF2
375000.00000000
PA
USD
447168.94000000
0.005830745280
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
0.03875000
N
N
N
N
N
N
The Boston Beer Company, Inc.
529900Q02MQ0DCQNRM58
Boston Beer Company, Inc.
100557107
340.00000000
NS
USD
347072.00000000
0.004525556775
Long
EC
CORP
US
N
1
N
N
N
Sound Point CLO LTD
549300TT7IR66ASPWY89
Sound Point CLO XIV, Ltd.
83609NAU4
1250000.00000000
PA
USD
1245970.00000000
0.016246507857
Long
ABS-O
CORP
KY
N
2
2029-01-23
Floating
0.02222900
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
230000.00000000
PA
USD
238091.40000000
0.003104532051
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.04375000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703TAD8
1300000.00000000
PA
USD
1560684.29000000
0.020350144529
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06020000
N
N
N
N
N
N
Crown Holdings, Inc.
N/A
Crown Americas Capital Corporation IV
228189AB2
380000.00000000
PA
USD
398050.00000000
0.005190271396
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.04500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
-109.00000000
NC
USD
-84655.94000000
-0.00110384952
N/A
DIR
CORP
US
N
1
Morgan Stanley & Co.
N/A
Ccm Futures, Llc
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
-14357844.06000000
USD
-84655.94000000
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBW5
224000.00000000
PA
USD
240980.24000000
0.003142200343
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
0.03950000
N
N
N
N
N
N
Colony Credit Real Estate, Inc.
549300BOIFLLMVU37752
BrightSpire Capital, Inc.
10949T109
6555.00000000
NS
USD
61617.00000000
0.000803439147
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
7435.00000000
NS
USD
3798987.60000000
0.049535929350
Long
EC
CORP
US
N
1
N
N
N
Artesian Resources Corporation
N/A
Artesian Resources Corporation
043113208
13533.00000000
NS
USD
497608.41000000
0.006488437877
Long
EC
CORP
US
N
1
N
N
N
BlackRock, Inc.
549300WJAJCAZZLTQD63
iShares Russell 2000 Value Index Fund
464287630
8805.00000000
NS
USD
1459604.85000000
0.019032144966
Long
RF
US
N
1
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAL4
210000.00000000
PA
USD
216615.00000000
0.002824496014
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
0.06000000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HBJ3
500000.00000000
PA
USD
558341.88000000
0.007280356461
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
0.04200000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
Meritor, Inc.
59001KAH3
150000.00000000
PA
USD
152062.50000000
0.001982780164
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.04500000
N
N
N
N
N
N
RALI Series 2005-QS13 Trust
N/A
Residential Accredit Loans, Inc. Trust
761118HC5
24862.87900000
PA
USD
24823.14000000
0.000323674999
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Fixed
0.05750000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAS5
250000.00000000
PA
USD
255157.50000000
0.003327061107
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05375000
N
N
N
N
N
N
Quad/Graphics, Inc.
W2D68G5NJH4X0NW8PT65
Quad/Graphics, Inc.
747301109
14139.00000000
NS
USD
58676.85000000
0.000765101811
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241103
3375.00000000
NS
USD
45866.25000000
0.000598061262
Long
EC
CORP
US
N
1
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International, Inc.
588056BA8
210000.00000000
PA
USD
216090.00000000
0.002817650411
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05125000
N
N
N
N
N
N
Laboratory Corporation of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corporation of America Holdings
50540R409
3036.00000000
NS
USD
837480.60000000
0.010920114567
Long
EC
CORP
US
N
1
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group, LP
91327BAB6
70000.00000000
PA
USD
69825.00000000
0.000910465268
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04750000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
690000.00000000
PA
USD
720737.29000000
0.009397869968
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03250000
N
N
N
N
N
N
UniFirst Corporation
5493003XBTNWBC8UK019
UniFirst Corporation
904708104
3530.00000000
NS
USD
828279.20000000
0.010800135260
Long
EC
CORP
US
N
1
N
N
N
CCI BUYER INC
254900TMV7DAFRQALU04
CCI Buyer, Inc., Term Loan
N/A
114712.50000000
PA
USD
114835.24000000
0.001497364807
Long
DBT
CORP
US
N
2
2027-12-17
Floating
0.04750000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc., Term Loan
N/A
442775.00000000
PA
USD
442836.99000000
0.005774259923
Long
DBT
CORP
US
N
2
2025-05-31
Floating
0.03500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Ultra Long Term U.S. Treasury Bond
N/A
372.00000000
NC
USD
2574135.96000000
0.033564788959
N/A
DIR
CORP
US
N
1
Morgan Stanley & Co.
N/A
Ccm Futures, Llc
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
69105614.04000000
USD
2574135.96000000
N
N
N
The TJX Companies, Inc.
V167QI9I69W364E2DY52
TJX Companies, Inc.
872540AT6
400000.00000000
PA
USD
458506.36000000
0.005978576675
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03875000
N
N
N
N
N
N
Dell Technologies Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AE5
400000.00000000
PA
USD
459070.67000000
0.005985934851
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.04650000
N
N
N
N
N
N
Graham Holdings Company
529900BOSCEEEMAFQJ29
Graham Holdings Company
384637104
176.00000000
NS
USD
111566.40000000
0.001454741602
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBT9
380000.00000000
PA
USD
398582.00000000
0.005197208275
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
State Street Corporation
5493001H1FSSB667C124
SPDR S&P Oil and Gas Exploration ETF
78468R556
30527.00000000
NS
USD
2951655.63000000
0.038487360357
Long
RF
US
N
1
N
N
Watts Water Technologies, Inc.
549300REJOO94ERQN318
Watts Water Technologies, Inc.
942749102
1446.00000000
NS
USD
210985.86000000
0.002751096280
Long
EC
CORP
US
N
1
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BA0
480000.00000000
PA
USD
493288.93000000
0.006432115120
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.02200000
N
N
N
N
N
N
TIGER ACQUISITION LLC
N/A
Tiger Acquisition, LLC, Term Loan
N/A
200000.00000000
PA
USD
199438.00000000
0.002600520906
Long
DBT
CORP
US
N
2
2028-06-01
Floating
0.03750000
N
N
N
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corporation
693656100
4451.00000000
NS
USD
478883.09000000
0.006244273846
Long
EC
CORP
US
N
1
N
N
N
UFP Technologies, Inc.
549300RJ8LY41HS70C91
UFP Technologies, Inc.
902673102
52164.00000000
NS
USD
2995256.88000000
0.039055887729
Long
EC
CORP
US
N
1
N
N
N
Allegiance Bancshares, Inc.
N/A
Allegiance Bancshares, Inc.
01748H107
805.00000000
NS
USD
30944.20000000
0.000403488999
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650DH0
600000.00000000
PA
USD
664892.95000000
0.008669701948
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03625000
N
N
N
N
N
N
QuinStreet, Inc.
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
196619.00000000
NS
USD
3653181.02000000
0.047634721658
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397XL2
550000.00000000
PA
USD
587807.00000000
0.007664559374
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
0.04134000
N
N
N
N
N
N
CORE & MAIN LP
549300ZSLF8Q660SCD17
Core and Main, LP, Term Loan
N/A
616505.67000000
PA
USD
615543.92000000
0.008026227864
Long
DBT
CORP
US
N
2
2024-08-01
Floating
0.03750000
N
N
N
N
N
N
The Goodyear Tire & Rubber Company
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550101
13092.00000000
NS
USD
224527.80000000
0.002927672951
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAV9
420000.00000000
PA
USD
482851.76000000
0.006296022306
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.04250000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
320000.00000000
PA
USD
330304.00000000
0.004306914718
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.04875000
N
N
N
N
N
N
Curtiss-Wright Corporation
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corporation
231561101
70130.00000000
NS
USD
8328638.80000000
0.108599160255
Long
EC
CORP
US
N
1
N
N
N
Five9, Inc.
254900MXP6EWY0SFFR59
Five9, Inc.
338307101
59916.00000000
NS
USD
10987995.24000000
0.143275159915
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AE4
240000.00000000
PA
USD
249372.00000000
0.003251622556
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03950000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BN9
256000.00000000
PA
USD
255141.35000000
0.003326850524
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.01650000
N
N
N
N
N
N
Cullen/Frost Bankers, Inc.
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc.
229899109
134.00000000
NS
USD
15008.00000000
0.000195692986
Long
EC
CORP
US
N
1
N
N
N
WESCO International, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
230000.00000000
PA
USD
256185.50000000
0.003340465451
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.07250000
N
N
N
N
N
N
Valeant Pharmaceuticals International, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc., Term Loan
N/A
715202.13000000
PA
USD
711897.90000000
0.009282610998
Long
DBT
CORP
US
N
2
2025-06-01
Floating
0.03104300
N
N
N
N
N
N
Bloom Energy Corporation
549300XB5J9BFW5JXV97
Bloom Energy Corporation
093712107
30911.00000000
NS
USD
830578.57000000
0.010830117308
Long
EC
CORP
US
N
1
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAT3
555000.00000000
PA
USD
645958.95000000
0.008422816886
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
0.04625000
N
N
N
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
5132.00000000
NS
USD
461726.04000000
0.006020558871
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CA6
220000.00000000
PA
USD
289300.00000000
0.003772253523
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
0.07450000
N
N
N
N
N
N
Colliers International Group Inc.
D3O8K13PHLEXXD1DT480
Colliers International Group, Inc.
194693107
33181.00000000
NS
USD
3715608.38000000
0.048448727288
Long
EC
CORP
CA
N
1
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
190000.00000000
PA
USD
204763.00000000
0.002669954885
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBJ9
300000.00000000
PA
USD
292066.41000000
0.003808325421
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.00750000
N
N
N
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAB6
130000.00000000
PA
USD
133900.00000000
0.001745954880
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03625000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
256000.00000000
PA
USD
261354.31000000
0.003407862830
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.02100000
N
N
N
N
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150185106
65869.00000000
NS
USD
2952907.27000000
0.038503680797
Long
EC
CORP
US
N
1
N
N
N
Hill-Rom Holdings, Inc.
JLZ01A0E2071OH26RE45
Hill-Rom Holdings, Inc.
431475102
23035.00000000
NS
USD
2616545.65000000
0.034117779289
Long
EC
CORP
US
N
1
N
N
N
Home Partners America 2019-2 Trust
N/A
Home Partners of America Trust
43732TAA9
1771769.32000000
PA
USD
1840934.23000000
0.024004392105
Long
ABS-O
CORP
US
N
2
2039-10-19
Fixed
0.02703000
N
N
N
N
N
N
Octagon Investment Partners 32, Ltd.
N/A
Octagon Investment Partners 32, Ltd.
67578BAJ5
1225000.00000000
PA
USD
1225019.60000000
0.015973330462
Long
ABS-O
CORP
US
N
2
2029-07-15
Floating
0.02233750
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023105
953.00000000
NS
USD
228300.68000000
0.002976868457
Long
EC
CORP
US
N
1
N
N
N
HARBOR FREIGHT TOOLS
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc., Term Loan
N/A
552225.00000000
PA
USD
551855.01000000
0.007195772575
Long
DBT
CORP
US
N
2
2027-10-19
Floating
0.03750000
N
N
N
N
N
N
Bellemeade Re 2019-3 Ltd.
254900SCWI9IDKK5LV64
Bellemeade Re, Ltd.
07877GAA7
314001.18000000
PA
USD
314397.70000000
0.004099508578
Long
ABS-CBDO
CORP
BM
N
2
2029-07-25
Floating
0.01191500
N
N
N
N
N
N
Essential Properties Realty Trust, Inc.
N/A
Essential Properties Realty Trust, Inc.
29670E107
163925.00000000
NS
USD
4432532.00000000
0.057796869880
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
001107539
1361.00000000
NS
546666.66000000
0.007128120409
Long
EC
CORP
CH
N
2
N
N
N
Tupperware Brands Corporation
G8NWFN4YP7CR6FOP4886
Tupperware Brands Corporation
899896104
24829.00000000
NS
USD
589688.75000000
0.007689095973
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
750000.00000000
PA
USD
806463.20000000
0.010515671095
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
Keurig Dr Pepper Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr. Pepper, Inc.
49271VAJ9
550000.00000000
PA
USD
594509.28000000
0.007751952044
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03200000
N
N
N
N
N
N
Thrivent Mutual Funds
549300NCYVA6VP517Q16
Thrivent International Allocation Portfolio
88589M378
55574434.83900000
NS
USD
614753283.30000100
8.015918559281
Long
RF
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAX9
100000.00000000
PA
USD
98625.00000000
0.001285995519
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.02500000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XBA7
525000.00000000
PA
USD
552405.04000000
0.007202944551
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.02900000
N
N
N
N
N
N
Teva Pharmaceutical Industries Limited
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAC5
3000.00000000
PA
USD
2998.80000000
0.000039102087
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
0.02200000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AM2
575000.00000000
PA
USD
687453.00000000
0.008963867963
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
0.04375000
N
N
N
N
N
N
Stryker Corporation
5493002F0SC4JTBU5137
Stryker Corporation
863667101
44822.00000000
NS
USD
11641618.06000000
0.151797907879
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBD2
250000.00000000
PA
USD
294942.92000000
0.003845832939
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05000000
N
N
N
N
N
N
American Axle & Manufacturing Holdings, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
360000.00000000
PA
USD
381600.00000000
0.004975775819
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group Funding Jersey, Ltd.
90351DAB3
336000.00000000
PA
USD
374851.64000000
0.004887782301
Long
DBT
CORP
JE
N
2
2025-09-24
Fixed
0.04125000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCE8
375000.00000000
PA
USD
364982.10000000
0.004759090953
Long
DBT
CORP
JP
N
2
2031-01-12
Fixed
0.01710000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741108
5251.00000000
NS
USD
278775.59000000
0.003635023165
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHF9
10000.00000000
PA
USD
10506.77000000
0.000137000346
Long
DBT
CORP
US
N
2
2024-03-05
Variable
0.03550000
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830109
25156.00000000
NS
USD
9517772.60000000
0.124104566986
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AYWN7
542110.78800000
PA
USD
52683.63000000
0.000686954749
Long
ABS-CBDO
USGSE
US
N
2
2033-02-15
Fixed
0.03000000
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122108
1990.00000000
NS
USD
132971.80000000
0.001733851853
Long
EC
CORP
US
N
1
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163AA1
230000.00000000
PA
USD
247516.80000000
0.003227432150
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06750000
N
N
N
N
N
N
Silicon Laboratories Inc.
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919102
6599.00000000
NS
USD
1011296.75000000
0.013186545899
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBG5
1845000.00000000
PA
USD
1843198.25000000
0.024033913216
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.00125000
N
N
N
N
N
N
Strategic Education, Inc.
0PYXF82EO1UCNGL5I740
Strategic Education, Inc.
86272C103
1670.00000000
NS
USD
127020.20000000
0.001656247483
Long
EC
CORP
US
N
1
N
N
N
D.R. Horton, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232AF8
145000.00000000
PA
USD
146312.25000000
0.001907801246
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03850000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YAW0
285000.00000000
PA
USD
294262.50000000
0.003836960776
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05000000
N
N
N
N
N
N
Arch Street CLO, Ltd.
5493005A489KGIV6GS45
Arch Street CLO, Ltd.
03940AAY0
650000.00000000
PA
USD
650013.65000000
0.008475687112
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
0.02488300
N
N
N
N
N
N
Northern Oil and Gas, Inc.
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc.
665531307
5198.00000000
NS
USD
107962.46000000
0.001407748946
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JZ0
2700000.00000000
PA
USD
2699897.99000000
0.035204630856
Long
STIV
USGSE
US
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JU1
1700000.00000000
PA
USD
1699958.91000000
0.022166180396
Long
STIV
USGSE
US
N
2
N
N
N
Empire Community Corp
549300JM1L6KK2QFP273
Empire Communities Corporation
29163VAC7
230000.00000000
PA
USD
241500.00000000
0.003148977621
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
0.07000000
N
N
N
N
N
N
AdvanSix Inc.
5493009TPRODMCAZLF67
AdvanSix, Inc.
00773T101
131.00000000
NS
USD
3911.66000000
0.000051005092
Long
EC
CORP
US
N
1
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375106
5583.00000000
NS
USD
130642.20000000
0.001703475628
Long
EC
CORP
US
N
1
N
N
N
Bravo Residential Funding Trust 2019-1
N/A
BRAVO Residential Funding Trust
10568GAD9
146373.94000000
PA
USD
149983.02000000
0.001955665315
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Fixed
0.03500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P Mid-Cap 400 Index
N/A
6.00000000
NC
USD
-19938.28000000
-0.00025998011
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
S&P Midcap 400 Index
MID
2021-09-20
1635378.28000000
USD
-19938.28000000
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAH6
468000.00000000
PA
USD
601658.01000000
0.007845166084
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
0.04700000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
428.00000000
NC
USD
383368.16000000
0.004998831290
N/A
DIR
CORP
US
N
1
Ccm Futures, Llc
N/A
Morgan Stanley & Co.
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
56326631.84000000
USD
383368.16000000
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
1255.00000000
NS
USD
355629.35000000
0.004637138156
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109AR5
475000.00000000
PA
USD
538337.99000000
0.007019520842
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.04125000
N
N
N
N
N
N
BankFinancial Corporation
N/A
BankFinancial Corporation
06643P104
21910.00000000
NS
USD
250650.40000000
0.003268291927
Long
EC
CORP
US
N
1
N
N
N
Hamilton Lane Incorporated
5493006OKN3V1NORM833
Hamilton Lane, Inc.
407497106
32957.00000000
NS
USD
3003041.84000000
0.039157397729
Long
EC
CORP
US
N
1
N
N
N
Banco Santander, S.A.
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
460000.00000000
PA
USD
459296.33000000
0.005988877287
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
0.01673000
N
N
N
N
N
N
Columbia Banking System, Inc.
N/A
Columbia Banking System, Inc.
197236102
106162.00000000
NS
USD
4093606.72000000
0.053377540181
Long
EC
CORP
US
N
1
N
N
N
Duluth Holdings Inc.
549300B6G8G3WGHFYU15
Duluth Holdings, Inc.
26443V101
217731.00000000
NS
USD
4496145.15000000
0.058626337316
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAL5
125000.00000000
PA
USD
135459.51000000
0.001766289712
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
Silver Hill Trust 2019-SBC1
N/A
Silver Hill Trust
82773XAA8
442579.24800000
PA
USD
453213.37000000
0.005909560083
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
0.03102000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BV2
65000.00000000
PA
USD
68055.00000000
0.000887385805
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
0.07125000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
240000.00000000
PA
USD
237600.00000000
0.003098124567
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03625000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KHMS2
11135603.67500000
PA
USD
11617573.76000000
0.151484388365
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Fixed
0.03000000
N
N
N
N
N
N
United States Steel Corporation
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909108
10609.00000000
NS
USD
254616.00000000
0.003320000356
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
3137H0H76
4249465.09000000
PA
USD
593490.49000000
0.007738667792
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
0.02080100
N
N
N
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
7725.00000000
NS
USD
421553.25000000
0.005496736027
Long
EC
CORP
US
N
1
N
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments, Inc.
55306N104
53221.00000000
NS
USD
9470676.95000000
0.123490475276
Long
EC
CORP
US
N
1
N
N
N
First BanCorp.
N/A
First Bancorp/Puerto Rico
318672706
70764.00000000
NS
USD
843506.88000000
0.010998692708
Long
EC
CORP
PR
N
1
N
N
N
National HealthCare Corporation
N/A
National Healthcare Corporation
635906100
16422.00000000
NS
USD
1147897.80000000
0.014967720432
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
6786.00000000
NS
USD
3326293.62000000
0.043372356824
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings, Inc.
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc.
302081104
4107.00000000
NS
USD
436409.82000000
0.005690454480
Long
EC
CORP
US
N
1
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
9296.00000000
NS
USD
561757.28000000
0.007324890698
Long
EC
CORP
US
N
1
N
N
N
ENDO LUXEMBOURG FINANCE
222100B15VY0VVCTG251
Endo Luxembourg Finance Company I Sarl, Term Loan
N/A
693262.50000000
PA
USD
667916.82000000
0.008709130929
Long
DBT
CORP
US
N
2
2028-03-25
Floating
0.05750000
N
N
N
N
N
N
Consolidated Edison, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison, Inc.
209111FG3
168000.00000000
PA
USD
202602.85000000
0.002641788160
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
0.04500000
N
N
N
N
N
N
Reinsurance Group of America, Incorporated
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
24293.00000000
NS
USD
2769402.00000000
0.036110910657
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
12140.00000000
NS
USD
1576986.00000000
0.020562706517
Long
EC
CORP
US
N
1
N
N
N
JBS S.A.
N/A
JBS USA, LLC
46590XAA4
105000.00000000
PA
USD
117994.80000000
0.001538563083
Long
DBT
CORP
XX
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787107
6076.00000000
NS
USD
987471.52000000
0.012875882893
Long
EC
CORP
US
N
1
N
N
N
The Hain Celestial Group, Inc.
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc.
405217100
9193.00000000
NS
USD
368823.16000000
0.004809175475
Long
EC
CORP
US
N
1
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
160000.00000000
PA
USD
165076.80000000
0.002152476807
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04750000
N
N
N
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BD5
580000.00000000
PA
USD
735658.77000000
0.009592434799
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
0.04150000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
9430.00000000
NS
USD
2038294.50000000
0.026577820982
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958667AB3
80000.00000000
PA
USD
84527.20000000
0.001102170853
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.04350000
N
N
N
N
N
N
Trustmark Corporation
5493000HPQ4D2RZ79739
Trustmark Corporation
898402102
14288.00000000
NS
USD
440070.40000000
0.005738185679
Long
EC
CORP
US
N
1
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAC1
145000.00000000
PA
USD
131225.00000000
0.001711074900
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.05600000
N
N
N
N
N
N
Adaptive Biotechnologies Corporation
549300ZTF7OT1FW66Q96
Adaptive Biotechnologies Corporation
00650F109
110343.00000000
NS
USD
4508614.98000000
0.058788934482
Long
EC
CORP
US
N
1
N
N
N
Medifast, Inc.
5299000YHQJ21T5KKI80
Medifast, Inc.
58470H101
1803.00000000
NS
USD
510212.94000000
0.006652791430
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown and Brown, Inc.
115236101
8344.00000000
NS
USD
443400.16000000
0.005781603235
Long
EC
CORP
US
N
1
N
N
N
Ares XXVIIIR CLO Ltd
635400KWVNFDFINX3H10
Ares CLO, Ltd.
04017QAC9
1500000.00000000
PA
USD
1500130.50000000
0.019560568837
Long
ABS-O
CORP
KY
N
2
2030-10-17
Floating
0.01589700
N
N
N
N
N
N
Duke Realty Corporation
2549009GZDBNY1KE9O81
Duke Realty, LP
26441YBC0
450000.00000000
PA
USD
473366.29000000
0.006172338940
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.02875000
N
N
N
N
N
N
United Bankshares, Inc.
5299005O3BAMJ9Z92V62
United Bankshares, Inc.
909907107
1803.00000000
NS
USD
65809.50000000
0.000858106181
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCB0
384000.00000000
PA
USD
385989.52000000
0.005033011845
Long
DBT
CORP
US
N
2
2027-04-22
Variable
0.01578000
N
N
N
N
N
N
MGIC Investment Corporation
254900S8483WM4M98R28
MGIC Investment Corporation
552848103
198812.00000000
NS
USD
2703843.20000000
0.035256073415
Long
EC
CORP
US
N
1
N
N
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
51126.00000000
NS
USD
4383031.98000000
0.057151427001
Long
EC
CORP
US
N
1
N
N
N
WH Group Limited
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BA5
350000.00000000
PA
USD
351703.87000000
0.004585952861
Long
DBT
CORP
US
N
2
2021-10-03
Fixed
0.02650000
N
N
N
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340AS6
180000.00000000
PA
USD
191317.01000000
0.002494629329
Long
DBT
CORP
US
N
2
2023-07-31
Fixed
0.03700000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796D55
600000.00000000
PA
USD
599958.47000000
0.007823005366
Long
STIV
UST
US
N
2
N
N
N
Patterson-UTI Energy, Inc.
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481101
20369.00000000
NS
USD
202467.86000000
0.002640027992
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
26126.00000000
NS
USD
89877620.16000000
1.171936292291
Long
EC
CORP
US
N
1
N
N
N
The Southern Company
E8CD46SWUD2TSN8PA636
Southern Company Gas Capital Corporation
8426EPAC2
140000.00000000
PA
USD
164764.04000000
0.002148398653
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
0.04400000
N
N
N
N
N
N
Global Blood Therapeutics, Inc.
549300U4G0QKK99GRT15
Global Blood Therapeutics, Inc.
37890U108
11223.00000000
NS
USD
393029.46000000
0.005124807346
Long
EC
CORP
US
N
1
N
N
N
Ares XXXIIR CLO Ltd.
N/A
Ares XXXIIR CLO, Ltd.
04017EAC6
750000.00000000
PA
USD
749257.50000000
0.009769751968
Long
ABS-O
CORP
KY
N
2
2030-05-15
Floating
0.01095900
N
N
N
N
N
N
Madison Park Funding XIV, Ltd.
254900Q2IOW6JYPYIV98
Madison Park Funding XIV, Ltd.
55818RAY2
1200000.00000000
PA
USD
1200055.20000000
0.015647813539
Long
ABS-O
CORP
KY
N
2
2030-10-22
Floating
0.01583800
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation, Term Loan
N/A
771105.52000000
PA
USD
760024.73000000
0.009910148516
Long
DBT
CORP
US
N
2
2025-06-23
Floating
0.03500000
N
N
N
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585AAF9
230000.00000000
PA
USD
319230.19000000
0.004162520598
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
0.06500000
N
N
N
N
N
N
Glencore plc
213800STG1QDNBY87K49
Glencore Funding, LLC
378272AF5
64000.00000000
PA
USD
68072.75000000
0.000887617252
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
0.04125000
N
N
N
N
N
N
American Electric Power Company, Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537101
19958.00000000
NS
USD
1688247.22000000
0.022013468802
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650100
5717.00000000
NS
USD
477026.48000000
0.006220065054
Long
EC
CORP
US
N
1
N
N
N
BioCryst Pharmaceuticals, Inc.
549300Z0INP1Z5NP6J59
BioCryst Pharmaceuticals, Inc.
09058V103
23360.00000000
NS
USD
369321.60000000
0.004815674756
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJY7
750000.00000000
PA
USD
817552.58000000
0.010660268236
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.03875000
N
N
N
N
N
N
Discovery, Inc.
L2Z2MO2EQURH3BREWI15
Discovery Communications, LLC
25470DAL3
600000.00000000
PA
USD
683867.95000000
0.008917121618
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.04900000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P 500 Index
N/A
5704.00000000
NC
USD
16999714.13000000
0.221663434257
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
S&P 500 INDEX
SPX
2021-09-20
1206109005.87000000
USD
16999714.13000000
N
N
N
Magellan Midstream Partners, L.P.
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AK2
315000.00000000
PA
USD
361861.00000000
0.004718394166
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.05000000
N
N
N
N
N
N
Norfolk Southern Corporation
54930036C8MWP850MI84
Norfolk Southern Corporation
655844108
39533.00000000
NS
USD
10492453.53000000
0.136813670245
Long
EC
CORP
US
N
1
N
N
N
Moderna, Inc.
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
3001.00000000
NS
USD
705174.98000000
0.009194949198
Long
EC
CORP
US
N
1
N
N
N
Woodward, Inc.
YPYKXXTR8TFDH54ZMB45
Woodward, Inc.
980745103
5629.00000000
NS
USD
691691.52000000
0.009019135062
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association 30-Yr. Pass Through
21H022671
13075000.00000000
PA
USD
13530582.16000000
0.176428573218
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EP4
900000.00000000
PA
USD
885258.00000000
0.011543095782
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
0.02668000
N
N
N
N
N
N
Target Corporation
8WDDFXB5T1Z6J0XC1L66
Target Corporation
87612EBL9
575000.00000000
PA
USD
604037.72000000
0.007876195706
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
N
N
Home Partners America 2019-1 Trust
N/A
Home Partners of America Trust
43731QAA6
1805067.77000000
PA
USD
1849444.46000000
0.024115359078
Long
ABS-O
CORP
US
N
2
2039-09-17
Fixed
0.02908000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081102
27487.00000000
NS
USD
552488.70000000
0.007204035414
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corporation
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066GAG9
675000.00000000
PA
USD
765634.73000000
0.009983298680
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.03500000
N
N
N
N
N
N
Madison Park Funding X Ltd
549300VE70J453FXBE45
Madison Park Funding, Ltd.
55818HBS6
1000000.00000000
PA
USD
1000732.00000000
0.013048789538
Long
ABS-O
CORP
KY
N
2
2029-01-20
Floating
0.02288300
N
N
N
N
N
N
Rubius Therapeutics Inc
549300ER84PB0QV6HZ76
Rubius Therapeutics, Inc.
78116T103
4350.00000000
NS
USD
106183.50000000
0.001384552651
Long
EC
CORP
US
N
1
N
N
N
VERTIV GROUP CORP
549300ZT8RQ5VK10E643
Vertiv Group Corporation, Term Loan
N/A
1556100.00000000
PA
USD
1545534.08000000
0.020152597232
Long
DBT
CORP
US
N
2
2027-03-02
Floating
0.02835880
N
N
N
N
N
N
Cracker Barrel Old Country Store, Inc.
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store, Inc.
22410J106
4365.00000000
NS
USD
648027.90000000
0.008449794432
Long
EC
CORP
US
N
1
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
110000.00000000
PA
USD
113630.00000000
0.001481649387
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04000000
N
N
N
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475101
1679.00000000
NS
USD
125135.87000000
0.001631677243
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corporation
WHENKOULSSK7WUM60H03
Whirlpool Corporation
963320106
1458.00000000
NS
USD
317873.16000000
0.004144825952
Long
EC
CORP
US
N
1
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
850000.00000000
PA
USD
852566.92000000
0.011116828787
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
0.01540000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
220000.00000000
PA
USD
252594.71000000
0.003293644261
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
NexPoint Residential Trust, Inc.
549300U2J6XVYBF87166
NexPoint Residential Trust, Inc.
65341D102
34367.00000000
NS
USD
1889497.66000000
0.024637622558
Long
EC
CORP
US
N
1
N
N
N
AMC Networks Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164V103
41301.00000000
NS
USD
2758906.80000000
0.035974061175
Long
EC
CORP
US
N
1
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AA3
230000.00000000
PA
USD
235750.00000000
0.003074001964
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05375000
N
N
N
N
N
WideOpenWest Finance, LLC
54930045JY28O5B5WE54
WideOpenWest Finance, LLC, Term Loan
N/A
755761.01000000
PA
USD
753244.33000000
0.009821737221
Long
DBT
CORP
US
N
2
2023-08-19
Floating
0.04250000
N
N
N
N
N
N
The Gorman-Rupp Company
N/A
Gorman-Rupp Company
383082104
12638.00000000
NS
USD
435252.72000000
0.005675366770
Long
EC
CORP
US
N
1
N
N
N
PG&E Corporation
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Company
694308HW0
350000.00000000
PA
USD
359765.41000000
0.004691069255
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03300000
N
N
N
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
22773.00000000
NS
USD
3598589.46000000
0.046922888943
Long
EC
CORP
US
N
1
N
N
N
Vine Energy Inc.
254900PNIMG4CPJH6R25
Vine Energy Holdings, LLC
92735LAA0
145000.00000000
PA
USD
152612.50000000
0.001989951748
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
Workiva Inc.
529900RTOQ8GRWHY1O58
Workiva, Inc.
98139A105
83166.00000000
NS
USD
9258870.78000000
0.120728682773
Long
EC
CORP
US
N
1
N
N
N
Waters Corporation
5T547R1474YC9HOD8Q74
Waters Corporation
941848103
1274.00000000
NS
USD
440307.14000000
0.005741272590
Long
EC
CORP
US
N
1
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream, LP
417558AA1
290000.00000000
PA
USD
314940.00000000
0.004106579760
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.07500000
N
N
N
N
N
N
Telephone and Data Systems, Inc.
N/A
United States Cellular Corporation
911684108
2574.00000000
NS
USD
93461.94000000
0.001218673116
Long
EC
CORP
US
N
1
N
N
N
Sarepta Therapeutics, Inc.
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607100
20863.00000000
NS
USD
1621889.62000000
0.021148215811
Long
EC
CORP
US
N
1
N
N
N
Bandwidth Inc.
549300QC70JB7MUGXM66
Bandwidth, Inc.
05988J103
77245.00000000
NS
USD
10653630.40000000
0.138915294910
Long
EC
CORP
US
N
1
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034T103
563788.00000000
NS
USD
14060872.72000000
0.183343161651
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286A3
12650000.00000000
PA
USD
13683742.19000000
0.178425664345
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.02625000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHJ4
750000.00000000
PA
USD
868392.74000000
0.011323185528
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04350000
N
N
N
N
N
N
Trex Company, Inc.
N/A
Trex Company, Inc.
89531P105
28212.00000000
NS
USD
2883548.52000000
0.037599295076
Long
EC
CORP
US
N
1
N
N
N
H&R Block, Inc.
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
25734.00000000
NS
USD
604234.32000000
0.007878759221
Long
EC
CORP
US
N
1
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAH8
600000.00000000
PA
USD
608196.00000000
0.007930416537
Long
DBT
CORP
ES
N
2
2023-04-12
Floating
0.01307800
N
N
N
N
N
N
Innophos Holdings, Inc.
XQ0331QX53IRX25OY417
Innophos Holdings, Inc., Term Loan
N/A
301187.50000000
PA
USD
300184.55000000
0.003914179835
Long
DBT
CORP
US
N
2
2027-02-07
Floating
0.03604200
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation
62886EAV0
450000.00000000
PA
USD
490500.00000000
0.006395749579
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
OZLM VIII Ltd
N/A
OZLM VIII, Ltd.
67107FBC0
381993.57000000
PA
USD
382015.34000000
0.004981191539
Long
ABS-O
CORP
KY
N
2
2029-10-17
Floating
0.01359700
N
N
N
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Gas Partners, LP
958254AB0
472000.00000000
PA
USD
479670.00000000
0.006254534558
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.04000000
N
N
N
N
N
N
Bill.com Holdings, Inc.
549300IBF9VZZIGOZW63
Bill.com Holdings, Inc.
090043100
33489.00000000
NS
USD
6134515.02000000
0.079989443142
Long
EC
CORP
US
N
1
N
N
N
Dole Food Company, Inc.
549300BHY23LFYB85T03
Dole Food Company, Inc., Term Loan
N/A
595622.05000000
PA
USD
594877.52000000
0.007756753615
Long
DBT
CORP
US
N
2
2024-04-06
Floating
0.03750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAP6
350000.00000000
PA
USD
348496.09000000
0.004544125833
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.00125000
N
N
N
N
N
N
Central Garden & Pet Company
5493004DVZLD37DJ0H83
Central Garden & Pet Company
153527AN6
280000.00000000
PA
USD
285950.00000000
0.003728572053
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04125000
N
N
N
N
N
N
Precision Drilling Corporation
549300WF2OE8T5BP4B84
Precision Drilling Corporation
740212AM7
175000.00000000
PA
USD
180250.00000000
0.002350323877
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
0.06875000
N
N
N
N
N
N
National Fuel Gas Company
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180101
3160.00000000
NS
USD
165110.00000000
0.002152909710
Long
EC
CORP
US
N
1
N
N
N
Imperial Brands PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAC7
825000.00000000
PA
USD
893736.38000000
0.011653647455
Long
DBT
CORP
GB
N
2
2029-07-26
Fixed
0.03875000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703TAK2
230000.00000000
PA
USD
376188.79000000
0.004905217727
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
0.08350000
N
N
N
N
N
N
Generac Holdings Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
15204.00000000
NS
USD
6311940.60000000
0.082302938715
Long
EC
CORP
US
N
1
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
11692.00000000
NS
USD
2733823.44000000
0.035646993104
Long
EC
CORP
US
N
1
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc.
26907YAA2
240000.00000000
PA
USD
244464.00000000
0.003187625943
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05250000
N
N
N
N
N
N
CBIZ, Inc.
529900D5X8CFM8O1N813
CBIZ, Inc.
124805102
51839.00000000
NS
USD
1698764.03000000
0.022150600063
Long
EC
CORP
US
N
1
N
N
N
GEMINI HDPE LLC
N/A
Gemini HDPE, LLC, Term Loan
N/A
424398.24000000
PA
USD
423515.49000000
0.005522322155
Long
DBT
CORP
US
N
2
2027-12-31
Floating
0.03500000
N
N
N
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc.
885160101
3433.00000000
NS
USD
387929.00000000
0.005058301200
Long
EC
CORP
US
N
1
N
N
N
Graphic Packaging Holding Company
N/A
Graphic Packaging Holding Company
388689101
81599.00000000
NS
USD
1480205.86000000
0.019300766579
Long
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135B101
49022.00000000
NS
USD
3575174.46000000
0.046617575025
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
995.00000000
NS
USD
641068.55000000
0.008359049764
Long
EC
CORP
US
N
1
N
N
N
Healthcare Trust of America, Inc.
549300L0I14L7I0VLX84
Healthcare Trust of America, Inc.
42225P501
38440.00000000
NS
USD
1026348.00000000
0.013382802833
Long
EC
CORP
US
N
1
N
N
N
U.S. Small Business Administration
N/A
U.S. Small Business Administration
831641FA8
70076.69000000
PA
USD
72241.74000000
0.000941977733
Long
ABS-O
USGA
US
N
2
2024-03-10
Fixed
0.03191000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
3137FCBJ2
442889.38400000
PA
USD
456132.93000000
0.005947628940
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
Rush Enterprises, Inc.
529900V3XHTN7A6DFT17
Rush Enterprises, Inc.
781846209
93332.00000000
NS
USD
4035675.68000000
0.052622163169
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Incorporated
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
7114.00000000
NS
USD
1390502.44000000
0.018131101725
Long
EC
CORP
US
N
1
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
260000.00000000
PA
USD
293280.00000000
0.003824149718
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.07250000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAB2
172000.00000000
PA
USD
194910.18000000
0.002541481553
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
0.04375000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
941000.00000000
PA
USD
1211699.73000000
0.015799649416
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
0.04750000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CL6
320000.00000000
PA
USD
338980.66000000
0.004420051811
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.02875000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGF0
500000.00000000
PA
USD
554813.67000000
0.007234351267
Long
DBT
CORP
US
N
2
2028-01-20
Variable
0.03824000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
350000.00000000
PA
USD
395675.00000000
0.005159303190
Long
DBT
CORP
CH
N
2
2025-09-12
Variable
0.07250000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AW8
480000.00000000
PA
USD
454210.06000000
0.005922556167
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
0.01375000
N
N
N
N
N
N
Tactile Systems Technology, Inc.
54930069VDTITHOTKJ98
Tactile Systems Technology, Inc.
87357P100
63908.00000000
NS
USD
3323216.00000000
0.043332226983
Long
EC
CORP
US
N
1
N
N
N
Pretium Mortgage Credit Partners I 2021-NPL1 LLC
N/A
Pretium Mortgage Credit Partners, LLC
741389AA8
657636.22000000
PA
USD
657490.88000000
0.008573184545
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
0.02239500
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QW1
11465000.00000000
PA
USD
13420319.98000000
0.174990837660
Long
DBT
UST
US
N
2
2042-05-15
Fixed
0.03000000
N
N
N
N
N
N
ICU Medical, Inc.
5493003NRW7LS2QZRH60
ICU Medical, Inc.
44930G107
1049.00000000
NS
USD
215884.20000000
0.002814966934
Long
EC
CORP
US
N
1
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FW1
550000.00000000
PA
USD
570035.02000000
0.007432826176
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
0.02200000
N
N
N
N
N
N
Toorak Mortgage Corp 2019-1 Ltd
N/A
Toorak Mortgage Corporation, Ltd.
89052KAA3
650169.40000000
PA
USD
653068.70000000
0.008515522657
Long
ABS-CBDO
CORP
US
N
2
2022-03-25
Variable
0.04458300
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Ultra 10-Yr. U.S. Treasury Note
N/A
224.00000000
NC
USD
638030.40000000
0.008319434582
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
32335470.72000000
USD
638030.40000000
N
N
N
US Ecology, Inc.
N/A
US Ecology, Inc.
91734M103
39366.00000000
NS
USD
1477012.32000000
0.019259125229
Long
EC
CORP
US
N
1
N
N
N
Archrock, Inc.
549300K3RIHMHDVFTL28
Archrock, Inc.
03957W106
85960.00000000
NS
USD
765903.60000000
0.009986804541
Long
EC
CORP
US
N
1
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP Group, Inc., Term Loan
N/A
703800.00000000
PA
USD
684445.50000000
0.008924652434
Long
DBT
CORP
US
N
2
2025-10-20
Floating
0.03354250
N
N
N
N
N
N
The Greenbrier Companies, Inc.
5493001GAGGFR30BP390
Greenbrier Companies, Inc.
393657101
4561.00000000
NS
USD
198768.38000000
0.002591789567
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363NAA3
168106.40100000
PA
USD
168809.96000000
0.002201154394
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Variable
0.03047500
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating, LLC
161175BZ6
650000.00000000
PA
USD
654400.35000000
0.008532886368
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
0.03500000
N
N
N
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
13524.00000000
NS
USD
12437211.36000000
0.162171843688
Long
EC
CORP
US
N
1
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABT3
475000.00000000
PA
USD
470749.93000000
0.006138223582
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
0.01800000
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231GBM3
700000.00000000
PA
USD
761854.99000000
0.009934013725
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
0.03452000
N
N
N
N
N
N
Verus Securitization Trust 2017-1
N/A
Verus Securitization Trust
92537HAA9
770808.87000000
PA
USD
783663.65000000
0.010218382181
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
0.02913000
N
N
N
N
N
N
Carval Clo Ii Ltd.
N/A
CarVal CLO II, Ltd.
14686AAS8
1000000.00000000
PA
USD
999438.00000000
0.013031916755
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
0.01688200
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746SH5
450000.00000000
PA
USD
485282.54000000
0.006327717841
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
0.03000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5SU8
2480514.83700000
PA
USD
2618222.90000000
0.034139649362
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03500000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
9629.00000000
NS
USD
5133027.32000000
0.066930799846
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AP4
70000.00000000
PA
USD
72177.80000000
0.000941144004
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
0.02907000
N
N
N
N
N
N
CenturyLink, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
355000.00000000
PA
USD
360239.80000000
0.004697254942
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04250000
N
N
N
N
N
N
Chico's FAS, Inc.
5299003ESGN5T1MFXY13
Chico's FAS, Inc.
168615102
67905.00000000
NS
USD
446814.90000000
0.005826128866
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
14178.00000000
NS
USD
729458.10000000
0.009511582745
Long
EC
CORP
US
N
1
N
N
N
QAD Inc.
N/A
QAD, Inc.
74727D306
6443.00000000
NS
USD
560669.86000000
0.007310711562
Long
EC
CORP
US
N
1
N
N
N
Exterran Corporation
549300PVC7ZU5RSQHZ60
Exterran Corporation
30227H106
27327.00000000
NS
USD
130076.52000000
0.001696099588
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBD0
1000000.00000000
PA
USD
1288098.88000000
0.016795836637
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
0.04875000
N
N
N
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
29926.00000000
NS
USD
3995121.00000000
0.052093360768
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
285000.00000000
PA
USD
298608.75000000
0.003893632593
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BGQ7
310000.00000000
PA
USD
397584.50000000
0.005184201628
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
0.04900000
N
N
N
N
N
N
Northern Trust Corporation
549300GLF98S992BC502
Northern Trust Corporation
665859104
11852.00000000
NS
USD
1370328.24000000
0.017868045392
Long
EC
CORP
US
N
1
N
N
N
Lannett Company, Inc.
5299001DJ6C90XX17G45
Lannett Company, Inc.
516012101
2644.00000000
NS
USD
12347.48000000
0.000161001814
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corporation
N/A
Antero Midstream Corporation
03676B102
36149.00000000
NS
USD
375588.11000000
0.004897385314
Long
EC
CORP
US
N
1
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103AG3
295000.00000000
PA
USD
328237.29000000
0.004279966380
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
0.03850000
N
N
N
N
N
N
Southwest Gas Holdings, Inc.
N/A
Southwest Gas Holdings, Inc.
844895102
3189.00000000
NS
USD
211079.91000000
0.002752322621
Long
EC
CORP
US
N
1
N
N
N
Northwest Natural Holding Company
N/A
Northwest Natural Holding Company
66765N105
561.00000000
NS
USD
29463.72000000
0.000384184658
Long
EC
CORP
US
N
1
N
N
N
Mra Issuance Trust 2021-Ebo1
N/A
MRA Issuance Trust
55349BAA7
750000.00000000
PA
USD
749910.30000000
0.009778263987
Long
ABS-CBDO
CORP
US
N
2
2021-10-08
Floating
0.01842100
N
N
N
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
32318.00000000
NS
USD
21966544.60000000
0.286427152689
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109104
27153.00000000
NS
USD
1812191.22000000
0.023629604961
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
280000.00000000
PA
USD
325914.40000000
0.004249677649
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06875000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CA8
455000.00000000
PA
USD
499054.93000000
0.006507299406
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.04300000
N
N
N
N
N
N
Masimo Corporation
549300Q4A8JK0PIYCU29
Masimo Corporation
574795100
5410.00000000
NS
USD
1311654.50000000
0.017102984132
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corporation
320517AD7
460000.00000000
PA
USD
506772.58000000
0.006607931734
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
0.04000000
N
N
N
N
N
N
Endo International plc
N/A
Endo Finance, LLC
29273DAB6
140000.00000000
PA
USD
142800.00000000
0.001862004159
Long
DBT
CORP
XX
N
2
2027-07-31
Fixed
0.09500000
N
N
N
N
N
N
Toorak Mortgage corp 2019-2 LTD
N/A
Toorak Mortgage Corporation
89052LAA1
4000000.00000000
PA
USD
4049274.40000000
0.052799480208
Long
ABS-CBDO
CORP
US
N
2
2022-09-25
Fixed
0.03721000
N
N
N
N
N
N
Tyler Technologies, Inc.
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
1467.00000000
NS
USD
663626.79000000
0.008653192177
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BU7
800000.00000000
PA
USD
797218.06000000
0.010395121452
Long
DBT
CORP
JP
N
2
2030-07-17
Fixed
0.02048000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAK6
336000.00000000
PA
USD
362445.55000000
0.004726016257
Long
DBT
CORP
JP
N
2
2026-10-19
Fixed
0.03010000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
16725000.00000000
PA
USD
19584582.97000000
0.255368171866
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
Winmark Corporation
N/A
Winmark Corporation
974250102
82.00000000
NS
USD
15750.56000000
0.000205375407
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAJ4
550000.00000000
PA
USD
608963.75000000
0.007940427417
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03600000
N
N
N
N
N
N
Ivanhoe Mines Ltd.
5299006XZISURYIA4G32
Ivanhoe Mines, Ltd.
46579R955
397392.00000000
NS
2869198.45000000
0.037412181000
Long
EC
CORP
CA
N
2
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
02151GAK3
639065.15800000
PA
USD
332705.57000000
0.004338229377
Long
ABS-CBDO
CORP
US
N
2
2037-10-25
Fixed
0.07000000
N
N
N
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAH2
185000.00000000
PA
USD
204420.90000000
0.002665494159
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03875000
N
N
N
N
N
N
The First of Long Island Corporation
N/A
First of Long Island Corporation
320734106
3228.00000000
NS
USD
68530.44000000
0.000893585184
Long
EC
CORP
US
N
1
N
N
N
Lear Corporation
549300UPNBTXA1SYTQ33
Lear Corporation
521865204
18202.00000000
NS
USD
3190446.56000000
0.041601013752
Long
EC
CORP
US
N
1
N
N
N
Flushing Financial Corporation
N/A
Flushing Financial Corporation
343873105
4320.00000000
NS
USD
92577.60000000
0.001207141990
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385HV1
40000000.00000000
PA
USD
39999800.00000000
0.521567184588
Long
STIV
USGSE
US
N
2
N
N
N
VYNE Therapeutics Inc
N/A
VYNE Therapeutics, Inc.
92941V209
12115.00000000
NS
USD
42523.65000000
0.000554476282
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
23306.00000000
NS
USD
1876133.00000000
0.024463357484
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp, Inc.
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc.
084680107
24982.00000000
NS
USD
684756.62000000
0.008928709204
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME Euro Foreign Exchange Currency
N/A
1332.00000000
NC
USD
-5906257.25000000
-0.07701313419
N/A
DFE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
N/A
Spot Exchange Rate between US Dollar and Euro
2021-09-14
203458507.25000100
USD
-5906257.25000000
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
7709.00000000
NS
USD
384216.56000000
0.005009893786
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
19217.00000000
NS
USD
1559459.55000000
0.020334174845
Long
EC
CORP
US
N
1
N
N
N
Rayonier Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc. REIT
754907103
38168.00000000
NS
USD
1371376.24000000
0.017881710521
Long
EC
CORP
US
N
1
N
N
N
PIXELLE SPECIALTY SOLUTIONS
5493002S74PA4Q8Y8Z86
Pixelle Specialty Solutions, LLC, Term Loan
N/A
537482.65000000
PA
USD
537149.41000000
0.007004022657
Long
DBT
CORP
US
N
2
2024-10-31
Floating
0.07500000
N
N
N
N
N
N
Keurig Dr Pepper Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr. Pepper, Inc.
49271VAM2
375000.00000000
PA
USD
393180.81000000
0.005126780836
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
0.03350000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CW8
140000.00000000
PA
USD
172601.80000000
0.002250597125
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.09000000
N
N
N
N
N
N
Hess Midstream LP
N/A
Hess Midstream Operations, LP
428102AC1
190000.00000000
PA
USD
198170.00000000
0.002583987144
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
80000.00000000
PA
USD
81000.00000000
0.001056178829
Long
DBT
CORP
US
N
3
2028-11-06
Floating
0.07500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BM8
60000.00000000
PA
USD
60021.00000000
0.000782628512
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04625000
N
N
N
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AT9
235000.00000000
PA
USD
357200.00000000
0.004657618246
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BE1
255000.00000000
PA
USD
264562.50000000
0.003449695205
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03375000
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417106
47365.00000000
NS
USD
2220471.20000000
0.028953267572
Long
EC
CORP
US
N
1
N
N
N
Sony Group Corporation
529900R5WX9N2OI2N910
Sony Group Corporation ADR
835699307
6687.00000000
NS
USD
650110.14000000
0.008476945269
Long
EC
CORP
JP
N
1
N
N
N
DICK'S Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
21109.00000000
NS
USD
2114910.71000000
0.027576838500
Long
EC
CORP
US
N
1
N
N
N
Chubb Limited
E0JAN6VLUDI1HITHT809
Chubb, Ltd.
H1467J104
6505.00000000
NS
USD
1033904.70000000
0.013481336494
Long
EC
CORP
CH
N
1
N
N
N
G-III Apparel Group, Ltd.
529900O5KABM3R3SFM87
G-III Apparel Group, Ltd.
36237H101
18664.00000000
NS
USD
613299.04000000
0.007996956324
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Merrill Lynch Alternative Note Asset Trust
59023YAB0
171412.95500000
PA
USD
107539.26000000
0.001402230737
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Fixed
0.06000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F020679
55550000.00000000
PA
USD
56088141.18000000
0.731347003836
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
Surmodics, Inc.
549300H76KXCAAGUS878
Surmodics, Inc.
868873100
648.00000000
NS
USD
35154.00000000
0.000458381612
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
United Technologies Corporation
913017CJ6
600000.00000000
PA
USD
676349.20000000
0.008819082796
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
0.03750000
N
N
N
N
N
N
Dell Technologies Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563402
1413.00000000
NS
USD
226037.61000000
0.002947359733
Long
EC
CORP
US
N
1
N
N
Lam Research Corporation
549300I4GMO6D34U1T02
Lam Research Corporation
512807AW8
600000.00000000
PA
USD
603833.63000000
0.007873534526
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.02875000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
Northrop Grumman Corporation
666807BJ0
820000.00000000
PA
USD
942830.42000000
0.012293796661
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
0.03850000
N
N
N
N
N
N
Helmerich & Payne, Inc.
254900NAOGHJ88RZ4C73
Helmerich & Payne, Inc.
423452101
159624.00000000
NS
USD
5208531.12000000
0.067915312379
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corporation (REIT)
5299001HX8ZN8Y8QIT49
SBA Communications Corporation
78410G104
10230.00000000
NS
USD
3260301.00000000
0.042511862896
Long
EC
CORP
US
N
1
N
N
N
Vector Group Ltd.
549300TUIF4WWN6NDN50
Vector Group, Ltd.
92240M108
5685.00000000
NS
USD
80385.90000000
0.001048171429
Long
EC
CORP
US
N
1
N
N
N
AerCap Holdings N.V.
N/A
International Lease Finance Corporation
459745GN9
58000.00000000
PA
USD
61377.04000000
0.000800310250
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.05875000
N
N
N
N
N
N
Old National Bancorp
549300MMK90CL5KMVX16
Old National Bancorp
680033107
43093.00000000
NS
USD
758867.73000000
0.009895062110
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Company
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Company
194162103
20985.00000000
NS
USD
1707129.75000000
0.022259682734
Long
EC
CORP
US
N
1
N
N
N
Napco Security Technologies, Inc.
529900KV21J4YY9YST76
NAPCO Security Technologies, Inc.
630402105
80750.00000000
NS
USD
2936877.50000000
0.038294664702
Long
EC
CORP
US
N
1
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076BS0
440000.00000000
PA
USD
522268.26000000
0.006809983699
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
0.03900000
N
N
N
N
N
N
American Eagle Outfitters, Inc.
5299001Z9HXK01DHW793
American Eagle Outfitters, Inc.
02553E106
14597.00000000
NS
USD
547825.41000000
0.007143229634
Long
EC
CORP
US
N
1
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBL5
300000.00000000
PA
USD
336586.02000000
0.004388827514
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.04500000
N
N
N
N
N
N
Innospec Inc.
213800SQBACNY5IWJO68
Innospec, Inc.
45768S105
52145.00000000
NS
USD
4724858.45000000
0.061608586026
Long
EC
CORP
US
N
1
N
N
N
Technip Energies NV
724500FLODI49NSCIP70
Technip Energies NV ADR
87854Y109
9032.00000000
NS
USD
123196.48000000
0.001606389062
Long
EC
CORP
NL
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AM5
525000.00000000
PA
USD
533013.75000000
0.006950096773
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.03125000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corporation
337932107
39774.00000000
NS
USD
1479990.54000000
0.019297958968
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAR0
500000.00000000
PA
USD
548529.20000000
0.007152406524
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03500000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BQ6
300000.00000000
PA
USD
326751.00000000
0.004260586281
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04500000
N
N
N
N
N
N
Corevest American Finance 2019-3 Trust
N/A
CoreVest American Finance Trust
21872NAA8
1577447.50000000
PA
USD
1650745.18000000
0.021524470522
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
0.02705000
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62954HAB4
256000.00000000
PA
USD
293509.20000000
0.003827138313
Long
DBT
CORP
XX
N
2
2029-06-18
Fixed
0.04300000
N
N
N
N
N
N
IAA, Inc.
549300PZCOPC5178W747
IAA, Inc.
449253103
21833.00000000
NS
USD
1190771.82000000
0.015526765274
Long
EC
CORP
US
N
1
N
N
N
Galaxy XIX CLO Limited
5493000B2531UL3WQV87
Galaxy XIX CLO, Ltd.
36319QBS0
800000.00000000
PA
USD
800024.00000000
0.010431708790
Long
ABS-O
CORP
KY
N
2
2030-07-24
Floating
0.02025700
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BFN5
550000.00000000
PA
USD
591422.79000000
0.007711706545
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.04125000
N
N
N
N
N
N
Galaxy XX CLO Ltd.
549300S1CAKZT00VQL17
Galaxy XX CLO, Ltd.
36320MAL2
1200000.00000000
PA
USD
1198534.80000000
0.015627988671
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
0.01188200
N
N
N
N
N
N
Eaton Corporation plc
549300VDIGTMXUNT7H71
Eaton Corporation plc
G29183103
14331.00000000
NS
USD
2123567.58000000
0.027689717548
Long
EC
CORP
IE
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BH4
350000.00000000
PA
USD
349562.50000000
0.004558031014
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
0.04250000
N
N
N
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy, Inc.
69318G106
18409.00000000
NS
USD
281657.70000000
0.003672603703
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corporation
QVLWEGTD2S8GJMO8D383
Atmos Energy Corporation
049560105
9975.00000000
NS
USD
958697.25000000
0.012500688142
Long
EC
CORP
US
N
1
N
N
N
JELD-WEN Holding, Inc.
549300XWE6NM0N1HFW16
Jeld-Wen, Inc.
475795AC4
280000.00000000
PA
USD
285252.80000000
0.003719481092
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04625000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AD8
26000.00000000
PA
USD
27931.65000000
0.000364207622
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.05625000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AX7
150000.00000000
PA
USD
150663.00000000
0.001964531740
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03750000
N
N
N
N
N
N
Entercom Communications Corp.
549300S5JUSXRHNCHD80
Entercom Media Corporation
29365DAA7
200000.00000000
PA
USD
208000.00000000
0.002712162920
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.06500000
N
N
N
N
N
Telephone and Data Systems, Inc.
N/A
United States Cellular Corporation
911684AD0
190000.00000000
PA
USD
232750.00000000
0.003034884229
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
0.06700000
N
N
N
N
N
N
Dorman Products, Inc.
N/A
Dorman Products, Inc.
258278100
5473.00000000
NS
USD
567385.91000000
0.007398283782
Long
EC
CORP
US
N
1
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAB6
230000.00000000
PA
USD
242937.50000000
0.003167721536
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
0.06250000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
74432QCF0
675000.00000000
PA
USD
769599.41000000
0.010034995113
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
0.03700000
N
N
N
N
N
N
ManpowerGroup Inc.
ERO1WSFOSR0JJ6CRQ987
Manpower, Inc.
56418H100
57444.00000000
NS
USD
6830666.04000000
0.089066726717
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
2065.00000000
NS
USD
5175550.80000000
0.067485273912
Long
EC
CORP
US
N
1
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc., Term Loan
N/A
867825.00000000
PA
USD
862652.76000000
0.011248340524
Long
DBT
CORP
US
N
2
2028-02-09
Floating
0.03500000
N
N
N
N
N
N
Banco Santander, S.A.
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA
05969BAD5
400000.00000000
PA
USD
453856.00000000
0.005917939492
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
0.05375000
N
N
N
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674X106
143787.00000000
NS
USD
2161118.61000000
0.028179354621
Long
EC
CORP
US
N
1
N
N
N
PRIME SECURITY SERVICES BORROWER
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC, Term Loan
N/A
1346625.00000000
PA
USD
1345157.18000000
0.017539833779
Long
DBT
CORP
US
N
2
2026-09-23
Floating
0.03500000
N
N
N
N
N
N
Huntington Bancshares Incorporated
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150104
292219.00000000
NS
USD
4169965.13000000
0.054373196183
Long
EC
CORP
US
N
1
N
N
N
Alector, Inc.
549300Z8RQOIY1JMHC25
Alector, Inc.
014442107
5430.00000000
NS
USD
113106.90000000
0.001474828558
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corporation
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABG3
120000.00000000
PA
USD
132300.00000000
0.001725092088
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.09250000
N
N
N
N
N
N
DMC Global Inc.
549300CBDXD1Z5MRNG02
DMC Global, Inc.
23291C103
756.00000000
NS
USD
42494.76000000
0.000554099578
Long
EC
CORP
US
N
1
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457BB5
500000.00000000
PA
USD
692684.24000000
0.009032079382
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.07500000
N
N
N
N
N
N
Weatherford International plc
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AP2
205000.00000000
PA
USD
213200.00000000
0.002779966993
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
0.11000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAL7
925000.00000000
PA
USD
1002118.61000000
0.013066869885
Long
DBT
CORP
GB
N
2
2025-07-09
Variable
0.03870000
N
N
N
N
N
N
LCPR LOAN FINANCING LLC
N/A
LCPR Loan Financing, LLC, Term Loan
N/A
390000.00000000
PA
USD
390245.70000000
0.005088509218
Long
DBT
CORP
US
N
2
2028-10-15
Floating
0.03822900
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDA4
225000.00000000
PA
USD
286106.58000000
0.003730613738
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
0.04850000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873AAA6
491585.91000000
PA
USD
492068.84000000
0.006416206068
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
0.02239500
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP Funding, LLC
62954HAF5
250000.00000000
PA
USD
257042.42000000
0.003351639041
Long
DBT
CORP
XX
N
2
2041-05-11
Fixed
0.03250000
N
N
N
N
N
N
Rogers Corporation
PW0CN80KNFR7RUOOKJ84
Rogers Corporation
775133101
17538.00000000
NS
USD
3521630.40000000
0.045919400919
Long
EC
CORP
US
N
1
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329W102
6203.00000000
NS
USD
588106.43000000
0.007668463715
Long
EC
CORP
US
N
1
N
N
N
Pitney Bowes Inc.
549300N2O26NW4ST6W55
Pitney Bowes, Inc.
724479100
75683.00000000
NS
USD
663739.91000000
0.008654667177
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
5180.00000000
NS
USD
621392.80000000
0.008102492842
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust, Inc.
254900U6E39J1MQCCY14
Medical Properties Trust, Inc.
58463J304
82758.00000000
NS
USD
1663435.80000000
0.021689946623
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
OneMain Finance Corporation
682691AB6
105000.00000000
PA
USD
105787.50000000
0.001379389110
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03500000
N
N
N
N
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BJ3
75000.00000000
PA
USD
81224.25000000
0.001059102880
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04875000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
400000.00000000
PA
USD
402832.00000000
0.005252625065
Long
DBT
CORP
US
N
2
2028-02-03
Floating
0.05354200
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
8801.00000000
NS
USD
2227181.06000000
0.029040759079
Long
EC
CORP
US
N
1
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Company
146869102
26329.00000000
NS
USD
7946618.78000000
0.103617907691
Long
EC
CORP
US
N
1
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BM2
220000.00000000
PA
USD
226237.00000000
0.002949959628
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
0.07500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CF7
360000.00000000
PA
USD
399137.79000000
0.005204455357
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04133000
N
N
N
N
N
N
Unitil Corporation
N/A
Unitil Corporation
913259107
630.00000000
NS
USD
33371.10000000
0.000435133942
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd.
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
615950.00000000
NS
USD
13643292.50000000
0.177898230934
Long
RF
US
N
1
N
N
N
Kinsale Capital Group, Inc.
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
33339.00000000
NS
USD
5493267.03000000
0.071628053616
Long
EC
CORP
US
N
1
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Term Loan
N/A
109103.21000000
PA
USD
107011.70000000
0.001395351753
Long
DBT
CORP
US
N
2
2029-04-27
Floating
0.08500000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
544736.00000000
NS
USD
74607042.56000000
0.972819492560
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
Eurex Euro STOXX 50 Index
N/A
4183.00000000
NC
-2662871.17000000
-0.03472182908
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
EURO STOXX 50 Price EUR
SX5E
2021-09-20
204162100.43000100
EUR
-2662871.17000000
N
N
N
LiveRamp Holdings, Inc.
254900GXS75LG1X7RF88
LiveRamp Holding, Inc.
53815P108
75342.00000000
NS
USD
3529772.70000000
0.046025570362
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAJ4
695000.00000000
PA
USD
825750.35000000
0.010767160966
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Company BV, Term Loan
N/A
121788.70000000
PA
USD
54094.89000000
0.000705356513
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.00000000
N
N
Y
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
Navistar, Inc., Term Loan
N/A
106425.00000000
PA
USD
106425.00000000
0.001387701629
Long
DBT
CORP
US
N
2
2024-11-06
Floating
0.03600000
N
N
N
N
N
N
JAB Cosmetics B.V.
549300BO9IWPF3S48F93
Coty, Inc.
222070203
120347.00000000
NS
USD
1124040.98000000
0.014656645515
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
69488.00000000
NS
USD
6886955.68000000
0.089800701113
Long
EC
CORP
US
N
1
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DH7
650000.00000000
PA
USD
725361.44000000
0.009458165392
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03900000
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS US Petrochem, LLC, Term Loan
N/A
485000.00000000
PA
USD
483331.60000000
0.006302279057
Long
DBT
CORP
US
N
2
2026-01-29
Floating
0.03250000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAV1
650000.00000000
PA
USD
771174.19000000
0.010055529055
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
0.04300000
N
N
N
N
N
N
Standard Motor Products, Inc.
THGK1EO5B5HK0JHQVZ90
Standard Motor Products, Inc.
853666105
9233.00000000
NS
USD
400250.55000000
0.005218964907
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corporation
337932AG2
150000.00000000
PA
USD
152475.00000000
0.001988158852
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.03350000
N
N
N
N
N
N
Enterprise Financial Services Corp
5493001XTU5DLD632129
Enterprise Financial Services Corporation
293712105
76329.00000000
NS
USD
3540902.31000000
0.046170692071
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918BK9
700000.00000000
PA
USD
862469.63000000
0.011245952647
Long
DBT
CORP
US
N
2
2035-11-03
Fixed
0.04200000
N
N
N
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752AR9
500000.00000000
PA
USD
540948.63000000
0.007053561616
Long
DBT
CORP
KY
N
2
2030-04-07
Fixed
0.03425000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887BW8
375000.00000000
PA
USD
416692.77000000
0.005433359038
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
0.03700000
N
N
N
N
N
N
First Horizon Corporation
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158AJ8
115000.00000000
PA
USD
141790.85000000
0.001848845605
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05750000
N
N
N
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BB2
385000.00000000
PA
USD
382593.75000000
0.004988733569
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04125000
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BL3
416000.00000000
PA
USD
445577.14000000
0.005809989410
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03625000
N
N
N
N
N
N
Archrock, Inc.
N/A
Archrock Partners, LP
03959KAC4
250000.00000000
PA
USD
260977.50000000
0.003402949512
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.06250000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
200000.00000000
PA
USD
205000.00000000
0.002673045186
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.04500000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAL3
7000.00000000
PA
USD
7232.68000000
0.000094308685
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
0.02900000
N
N
N
N
N
N
PPL Corporation
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAJ2
415000.00000000
PA
USD
548663.09000000
0.007154152349
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
0.05000000
N
N
N
N
N
N
Residential Funding Mortgage Securities I Inc.
N/A
Residential Funding Mortgage Security I Trust
76200RAV0
77122.65300000
PA
USD
74329.73000000
0.000969203546
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Fixed
0.06000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
750.00000000
NS
USD
1119165.00000000
0.014593066418
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
473.00000000
NS
USD
219278.07000000
0.002859220436
Long
EC
CORP
US
N
1
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAH5
210000.00000000
PA
USD
218400.00000000
0.002847771066
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
0.06000000
N
N
N
N
N
N
Lineage Cell Therapeutics, Inc.
5299002BI4W22SDF8R25
Lineage Cell Therapeutics, Inc.
53566P109
8632.00000000
NS
USD
24601.20000000
0.000320781069
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5DP5
5224089.26000000
PA
USD
5513660.89000000
0.071893974149
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03500000
N
N
N
N
N
N
Golden Nugget Inc New
N/A
Golden Nugget, LLC, Term Loan
N/A
299894.60000000
PA
USD
297471.45000000
0.003878803060
Long
DBT
CORP
US
N
2
2023-10-04
Floating
0.03250000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
Northrop Grumman Corporation
666807102
7291.00000000
NS
USD
2649768.13000000
0.034550975339
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905109
6701.00000000
NS
USD
1034835.43000000
0.013493472510
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc.
N/A
Extra Space Storage, Inc.
30225T102
10467.00000000
NS
USD
1714703.94000000
0.022358444451
Long
EC
CORP
US
N
1
N
N
N
Toorak Mortgage Corp. 2020-1 Ltd.
N/A
Toorak Mortgage Corporation
89052WAA7
750000.00000000
PA
USD
753933.08000000
0.009830718001
Long
ABS-CBDO
CORP
US
N
2
2023-03-25
Variable
0.02734300
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge, Ltd. Finance Corporation
120568BC3
500000.00000000
PA
USD
505485.51000000
0.006591149313
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
0.02750000
N
N
N
N
N
N
Brand Industrial Services, Inc.
549300B658W2BPDQMW42
Brand Industrial Services, Inc.
10524PAB6
105000.00000000
PA
USD
106756.65000000
0.001392026094
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.08500000
N
N
N
N
N
N
Megalith Financial Acquisition Corp.
N/A
BM Technologies, Inc.
N/A
143.00000000
NS
USD
1778.92000000
0.000023195773
Long
EC
CORP
US
N
3
N
N
N
Upstart Securitization Trust 2020-3
N/A
Upstart Securitization Trust
91680EAA3
557118.35000000
PA
USD
560374.43000000
0.007306859378
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
0.01702000
N
N
N
N
N
N
FS/KKR Advisor, LLC
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635AG2
600000.00000000
PA
USD
620411.14000000
0.008089692737
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03400000
N
N
N
N
N
N
Raven Industries, Inc.
ZN4TZXB8X0VUOSZJ5442
Raven Industries, Inc.
754212108
46580.00000000
NS
USD
2694653.00000000
0.035136240147
Long
EC
CORP
US
N
1
N
N
N
Nesco Holdings, Inc.
254900FAHT0HW9T6L409
NESCO Holdings II, Inc.
64083YAA9
70000.00000000
PA
USD
73062.50000000
0.000952679823
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
PERATON CORP
549300EQPCK07ZW63836
Peraton Corporation, Term Loan
N/A
588525.00000000
PA
USD
589749.13000000
0.007689883283
Long
DBT
CORP
US
N
2
2028-02-01
Floating
0.04500000
N
N
N
N
N
N
Argo Group International Holdings, Ltd.
549300M4T8Y5TTWI6O03
Argo Group International Holdings, Ltd.
G0464B107
5935.00000000
NS
USD
307611.05000000
0.004011015787
Long
EC
CORP
BM
N
1
N
N
N
Facebook, Inc.
BQ4BKCS1HXDV9HN80Z93
Facebook, Inc.
30303M102
117433.00000000
NS
USD
40832628.43000000
0.532426638373
Long
EC
CORP
US
N
1
N
N
N
The Trade Desk, Inc.
549300GXPD31VT3E0P46
Trade Desk, Inc.
88339J105
52340.00000000
NS
USD
4049022.40000000
0.052796194318
Long
EC
CORP
US
N
1
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873CAA2
740179.54000000
PA
USD
739332.70000000
0.009640340072
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
0.01892500
N
N
N
N
N
N
J.B. Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
658.00000000
NS
USD
107221.10000000
0.001398082171
Long
EC
CORP
US
N
1
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
Popular, Inc.
733174700
79537.00000000
NS
USD
5969251.85000000
0.077834536210
Long
EC
CORP
PR
N
1
N
N
N
Loews Corporation
R8V1FN4M5ITGZOG7BS19
Loews Corporation
540424108
7735.00000000
NS
USD
422717.75000000
0.005511920228
Long
EC
CORP
US
N
1
N
N
N
TriCo Bancshares
N/A
TriCo Bancshares
896095106
15324.00000000
NS
USD
652495.92000000
0.008508054039
Long
EC
CORP
US
N
1
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan
N/A
278467.03000000
PA
USD
278617.40000000
0.003632960487
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.05250000
N
N
N
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAJ3
220000.00000000
PA
USD
235501.20000000
0.003070757800
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
Transocean Ltd.
529900QO4W5DQGBGEF32
Transocean, Ltd.
H8817H100
174601.00000000
NS
USD
789196.52000000
0.010290526628
Long
EC
CORP
CH
N
1
N
N
Octagon Investment Partners XVI Ltd
N/A
Octagon Investment Partners XVI, Ltd.
67590BAS9
250000.00000000
PA
USD
250020.25000000
0.003260075247
Long
ABS-O
CORP
KY
N
2
2030-07-17
Floating
0.01589700
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBL4
206000.00000000
PA
USD
217897.43000000
0.002841217933
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
0.03469000
N
N
N
N
N
N
Primerica, Inc.
254900621R686KJR7022
Primerica, Inc.
74164M108
26010.00000000
NS
USD
3983171.40000000
0.051937547008
Long
EC
CORP
US
N
1
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAP6
350000.00000000
PA
USD
374379.20000000
0.004881622040
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
0.05000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BD4
375000.00000000
PA
USD
432862.25000000
0.005644196847
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAR2
15930000.00000000
PA
USD
15923155.04000000
0.207625916729
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.00125000
N
N
N
N
N
N
Matador Resources Company
549300CI3Q2UUK5R4G79
Matador Resources Company
576485205
28772.00000000
NS
USD
1036079.72000000
0.013509697112
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284D9
11580000.00000000
PA
USD
12041842.94000000
0.157016538069
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.02500000
N
N
N
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
75357.00000000
NS
USD
27512087.13000000
0.358736839348
Long
EC
CORP
US
N
1
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
35944.00000000
NS
USD
4188194.88000000
0.054610898356
Long
EC
CORP
US
N
1
N
N
N
APA Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411AW5
85000.00000000
PA
USD
89037.50000000
0.001160981759
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
0.05100000
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2020-2
N/A
Starwood Mortgage Residential Trust
85573DAA7
203225.16000000
PA
USD
205717.72000000
0.002682403713
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
0.02718000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
10166.00000000
NS
USD
1145098.24000000
0.014931216283
Long
EC
CORP
US
N
1
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
7026.00000000
NS
USD
501234.84000000
0.006535723786
Long
EC
CORP
US
N
1
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBH7
600000.00000000
PA
USD
659605.67000000
0.008600759809
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
0.03850000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation, Term Loan
N/A
165000.00000000
PA
USD
164793.75000000
0.002148786049
Long
DBT
CORP
US
N
2
2028-06-30
Floating
0.00000000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXR0
120000.00000000
PA
USD
116543.33000000
0.001519637010
Long
DBT
CORP
US
N
2
2032-01-27
Variable
0.01992000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RFW7
700000.00000000
PA
USD
862529.66000000
0.011246735393
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
0.04900000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBL9
400000.00000000
PA
USD
411597.20000000
0.005366916654
Long
DBT
CORP
US
N
2
2031-04-22
Variable
0.02522000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFH7
350000.00000000
PA
USD
383682.30000000
0.005002927439
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
0.04200000
N
N
N
N
N
N
Groupe BPCE
9695005MSX1OYEMGDF46
BPCE SA
05583JAC6
440000.00000000
PA
USD
477217.33000000
0.006222553593
Long
DBT
CORP
FR
N
2
2027-10-23
Fixed
0.03500000
N
N
N
N
N
N
AMSTED Industries Incorporated
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
245000.00000000
PA
USD
258168.75000000
0.003366325533
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.05625000
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAH1
160000.00000000
PA
USD
161779.20000000
0.002109478594
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco, Inc., Term Loan
N/A
426506.03000000
PA
USD
421387.96000000
0.005494580770
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03104300
N
N
N
N
N
N
Hilton Worldwide Holdings Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
390000.00000000
PA
USD
416325.00000000
0.005428563595
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBE2
512000.00000000
PA
USD
632497.06000000
0.008247284007
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
0.05800000
N
N
N
N
N
N
Pool Corporation
5493005VZK1KMN6CO617
Pool Corporation
73278L105
1631.00000000
NS
USD
748074.46000000
0.009754326020
Long
EC
CORP
US
N
1
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAG5
240000.00000000
PA
USD
241800.00000000
0.003152889395
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
0.05000000
N
N
N
N
N
N
Snap-on Incorporated
HHWAT5TDOYZMM26KKQ73
Snap-On, Inc.
833034101
3634.00000000
NS
USD
811944.62000000
0.010587144673
Long
EC
CORP
US
N
1
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BL4
140000.00000000
PA
USD
146580.00000000
0.001911292504
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
United Technologies Corporation
913017CW7
375000.00000000
PA
USD
453754.51000000
0.005916616139
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
0.04450000
N
N
N
N
N
N
Oceaneering International, Inc.
549300L6PH74701W0R30
Oceaneering International, Inc.
675232102
724.00000000
NS
USD
11272.68000000
0.000146987234
Long
EC
CORP
US
N
1
N
N
N
Triumph Bancorp, Inc.
5493003RNRMEVYDZ1Q52
Triumph Bancorp, Inc.
89679E300
50310.00000000
NS
USD
3735517.50000000
0.048708327178
Long
EC
CORP
US
N
1
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331ABN8
300000.00000000
PA
USD
316121.12000000
0.004121980673
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.02600000
N
N
N
N
N
N
The Toro Company
YJKE4YIT6BWQHVEW0D14
Toro Company
891092108
7924.00000000
NS
USD
870689.12000000
0.011353128589
Long
EC
CORP
US
N
1
N
N
N
Macquarie Infrastructure Corporation
549300TH2PHOLK31LB42
ITT Holdings, LLC
45074JAA2
200000.00000000
PA
USD
203750.00000000
0.002656746130
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.06500000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AL5
120000.00000000
PA
USD
126000.00000000
0.001642944846
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04875000
N
N
N
N
N
N
Transocean Ltd.
5493000CTMQ2LH21VM89
Transocean Proteus, Ltd.
893829AA9
82500.00000000
PA
USD
83325.00000000
0.001086495073
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
0.06250000
N
N
N
N
N
N
Nexstar Media Group, Inc.
5493006PK6I4I2OOT688
Nexstar Escrow Corporation
65343HAA9
320000.00000000
PA
USD
339200.00000000
0.004422911839
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
Performance Food Group Company
549300EUK8GR9IT1YK57
Performance Food Group Company
71377A103
6427.00000000
NS
USD
311645.23000000
0.004063618448
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BF4
512000.00000000
PA
USD
524032.00000000
0.006832981536
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
0.02625000
N
N
N
N
N
N
CDK Global, Inc.
5493000L10CYRTHIJ385
CDK Global, Inc.
12508E101
16712.00000000
NS
USD
830419.28000000
0.010828040287
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
31327.00000000
NS
USD
6024182.10000000
0.078550785187
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KY6
348000.00000000
PA
USD
376974.68000000
0.004915465140
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
0.03200000
N
N
N
N
N
N
Progress Software Corporation
549300R65B3JG6972S24
Progress Software Corporation
743312100
2683.00000000
NS
USD
124088.75000000
0.001618023589
Long
EC
CORP
US
N
1
N
N
N
AptarGroup, Inc.
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
39914.00000000
NS
USD
5621487.76000000
0.073299955104
Long
EC
CORP
US
N
1
N
N
N
TopBuild Corp.
N/A
TopBuild Corporation
89055F103
6243.00000000
NS
USD
1234740.54000000
0.016100084179
Long
EC
CORP
US
N
1
N
N
N
Skymiles Ip Ltd. & Delta Air Lines Inc.
N/A
Delta Air Lines, Inc.
830867AB3
756000.00000000
PA
USD
840488.80000000
0.010959339224
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
0.04750000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods, Inc.
82873MAA1
255000.00000000
PA
USD
257215.95000000
0.003353901741
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
Bluegreen Vacations Holding Corporation
549300HWTUPNFVNT5B06
Bluegreen Vacations Holding Corporations
096308101
985.00000000
NS
USD
17730.00000000
0.000231185810
Long
EC
CORP
US
N
1
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
783549108
5408.00000000
NS
USD
401976.64000000
0.005241471817
Long
EC
CORP
US
N
1
N
N
N
BOK Financial Corporation
GRI2NT5QHYW751NMR949
BOK Financial Corporation
05561Q201
1197.00000000
NS
USD
103660.20000000
0.001351650724
Long
EC
CORP
US
N
1
N
N
N
TripAdvisor, Inc.
549300XVG45PT5BART17
TripAdvisor, Inc.
896945201
43993.00000000
NS
USD
1772917.90000000
0.023117510527
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KY1
100000.00000000
PA
USD
99993.67000000
0.001303841942
Long
STIV
USGSE
US
N
2
N
N
N
Pinnacle West Capital Corporation
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Company
040555DA9
50000.00000000
PA
USD
54700.94000000
0.000713258948
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
0.03500000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
N/A
53212.50000000
PA
USD
53316.80000000
0.000695210807
Long
DBT
CORP
US
N
2
2025-03-14
Floating
0.05250000
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076AU6
275000.00000000
PA
USD
382142.63000000
0.004982851305
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
0.05400000
N
N
N
N
N
N
Kaiser Aluminum Corporation
N/A
Kaiser Aluminum Corporation
483007704
27060.00000000
NS
USD
3341639.40000000
0.043572454206
Long
EC
CORP
US
N
1
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106B101
5169.00000000
NS
USD
617333.67000000
0.008049564853
Long
EC
CORP
CA
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CH6
250000.00000000
PA
USD
255625.00000000
0.003333156954
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03400000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
335000.00000000
PA
USD
390941.08000000
0.005097576448
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
FLEETCOR Technologies, Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
10356.00000000
NS
USD
2651757.36000000
0.034576913396
Long
EC
CORP
US
N
1
N
N
N
Reata Pharmaceuticals, Inc.
5299005F094GH9QDDD80
Reata Pharmaceuticals, Inc.
75615P103
7933.00000000
NS
USD
1122757.49000000
0.014639909775
Long
EC
CORP
US
N
1
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2B6
6000.00000000
PA
USD
6124.66000000
0.000079860941
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
0.04000000
N
N
N
N
N
N
Teck Resources Limited
T8KI5SQ2JRWHL7XY0E11
Teck Resources, Ltd.
878742AE5
839000.00000000
PA
USD
1080149.02000000
0.014084327504
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
0.06125000
N
N
N
N
N
N
Agilysys, Inc.
5299001XWB5V3B5IPN93
Agilysys, Inc.
00847J105
66334.00000000
NS
USD
3772414.58000000
0.049189437237
Long
EC
CORP
US
N
1
N
N
N
BP p.l.c.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBP4
750000.00000000
PA
USD
718032.53000000
0.009362601940
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
0.02939000
N
N
N
N
N
N
Bohai Leasing Co., Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAD3
350000.00000000
PA
USD
384939.98000000
0.005019326636
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
0.05250000
N
N
N
N
N
N
International Seaways, Inc.
549300YUFDGFRNGBWF46
International Seaways, Inc.
Y41053102
1984.00000000
NS
USD
38053.12000000
0.000496183947
Long
EC
CORP
MH
N
1
N
N
N
Glencore plc
213800STG1QDNBY87K49
Glencore Funding, LLC
378272AN8
479000.00000000
PA
USD
530901.11000000
0.006922549543
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
0.04000000
N
N
N
N
N
N
Viatris Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BK2
675000.00000000
PA
USD
775175.96000000
0.010107709114
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04550000
N
N
N
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094104
7403.00000000
NS
USD
2273535.33000000
0.029645183754
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
1050.00000000
NS
USD
586467.00000000
0.007647086786
Long
EC
CORP
US
N
1
N
N
N
VISTA OUTDOOR INC
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377AC4
270000.00000000
PA
USD
274725.00000000
0.003582206530
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04500000
N
N
N
N
N
N
Umpqua Holdings Corporation
5299002ENJ7CY215BW86
Umpqua Holdings Corporation
904214103
213831.00000000
NS
USD
3945181.95000000
0.051442193269
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology plc
635400RUXIFEZSRU8X70
Seagate Technology Holdings
G7997R103
16968.00000000
NS
USD
1491996.24000000
0.019454504230
Long
EC
CORP
IE
N
1
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
70000.00000000
PA
USD
77854.00000000
0.001015157365
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.08125000
N
N
N
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Company
759509102
1096.00000000
NS
USD
165386.40000000
0.002156513758
Long
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
120000.00000000
PA
USD
129300.00000000
0.001685974354
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05500000
N
N
N
N
N
N
Edison International
9R1Z5I36FERIBVKW4P77
Southern California Edison Company
842400GG2
485000.00000000
PA
USD
510172.33000000
0.006652261906
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
0.04000000
N
N
N
N
N
N
National Instruments Corporation
549300TP4OOPCYWDUP86
National Instruments Corporation
636518102
72364.00000000
NS
USD
3059549.92000000
0.039894220418
Long
EC
CORP
US
N
1
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings, Inc., Term Loan
N/A
134662.50000000
PA
USD
134224.85000000
0.001750190678
Long
DBT
CORP
US
N
2
2027-12-22
Floating
0.02750000
N
N
N
N
N
N
NGL Energy Partners LP
N/A
NGL Energy Operating, LLC
62922LAA6
150000.00000000
PA
USD
157500.00000000
0.002053681057
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.07500000
N
N
N
N
N
N
MultiPlan Corporation
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC
553283AC6
170000.00000000
PA
USD
170834.70000000
0.002227555475
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.05750000
N
N
N
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163103
2262.00000000
NS
USD
83648.76000000
0.001090716659
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441C204
5991.00000000
NS
USD
591431.52000000
0.007711820378
Long
EC
CORP
US
N
1
N
N
N
Hemisphere Media Group, Inc.
549300PUEQ0HSP3IRZ09
Hemisphere Media Group, Inc.
42365Q103
5135.00000000
NS
USD
60593.00000000
0.000790086960
Long
EC
CORP
US
N
1
N
N
N
Glencore plc
5493005TTO0UJ33KCK70
Xstrata Finance Canada, Ltd.
98417EAK6
10000.00000000
PA
USD
10163.64000000
0.000132526190
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
0.04950000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAE5
575000.00000000
PA
USD
615460.56000000
0.008025140913
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
0.03875000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc., Term Loan
N/A
301475.00000000
PA
USD
298837.09000000
0.003896609975
Long
DBT
CORP
US
N
2
2025-05-30
Floating
0.01854200
N
N
N
N
N
N
Consolidated Edison, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Company of New York, Inc.
209111FV0
550000.00000000
PA
USD
641030.58000000
0.008358554663
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
0.04125000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KP0
400000.00000000
PA
USD
399978.67000000
0.005215419797
Long
STIV
USGSE
US
N
2
N
N
N
The Chemours Company
549300M1BOLNXL8DOV14
Chemours Company
163851108
24601.00000000
NS
USD
856114.80000000
0.011163090463
Long
EC
CORP
US
N
1
N
N
N
Helios Technologies, Inc.
5493000BCJSMIDRNTI78
Helios Technologies, Inc.
42328H109
49168.00000000
NS
USD
3837562.40000000
0.050038915610
Long
EC
CORP
US
N
1
N
N
N
CRA International, Inc.
N/A
CRA International, Inc.
12618T105
3919.00000000
NS
USD
335466.40000000
0.004374228515
Long
EC
CORP
US
N
1
N
N
N
One Liberty Properties, Inc.
549300QII1CQZGZBZR14
One Liberty Properties, Inc.
682406103
9515.00000000
NS
USD
270130.85000000
0.003522302284
Long
EC
CORP
US
N
1
N
N
N
Otter Tail Corporation
N/A
Otter Tail Corporation
689648103
6972.00000000
NS
USD
340303.32000000
0.004437298299
Long
EC
CORP
US
N
1
N
N
N
Primoris Services Corporation
549300UF3OLBJ8D5K349
Primoris Services Corporation
74164F103
4396.00000000
NS
USD
129374.28000000
0.001686942909
Long
EC
CORP
US
N
1
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
37028.00000000
NS
USD
969022.76000000
0.012635324995
Long
EC
CORP
US
N
1
N
N
N
Generation Bio Co.
N/A
Generation Bio Company
37148K100
3220.00000000
NS
USD
86618.00000000
0.001129433307
Long
EC
CORP
US
N
1
N
N
N
Progress Residential 2019-SFR1 Trust
N/A
Progress Residential Trust
74333BAA6
1998026.64000000
PA
USD
2027221.61000000
0.026433438858
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
0.03422000
N
N
N
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954M101
2324.00000000
NS
USD
284759.72000000
0.003713051701
Long
EC
CORP
US
N
1
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAM4
70000.00000000
PA
USD
73543.75000000
0.000958954960
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.08000000
N
N
N
N
N
N
CryoLife, Inc.
549300YTKV8DMSMG6K81
CryoLife, Inc.
228903100
13072.00000000
NS
USD
371244.80000000
0.004840751831
Long
EC
CORP
US
N
1
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587CV7
325000.00000000
PA
USD
352710.89000000
0.004599083642
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.03250000
N
N
N
N
N
N
Takeda Pharmaceutical Company Limited
5493000JW8DCO3T45R55
Baxalta, Inc.
07177MAB9
246000.00000000
PA
USD
271560.96000000
0.003540949838
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.04000000
N
N
N
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
494368BW2
300000.00000000
PA
USD
363103.61000000
0.004734596862
Long
DBT
CORP
US
N
2
2047-05-04
Fixed
0.03900000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CF4
500000.00000000
PA
USD
508815.92000000
0.006634575344
Long
DBT
CORP
DE
N
2
2032-01-14
Variable
0.03729000
N
N
N
N
N
N
Volt Xcv Llc
N/A
Vericrest Opportunity Loan Transferee
92873BAB2
650000.00000000
PA
USD
648718.92000000
0.008458804811
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
0.04948700
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
15568.00000000
NS
USD
673471.68000000
0.008781562108
Long
EC
CORP
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DK3
960000.00000000
PA
USD
1050579.85000000
0.013698767857
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
0.03000000
N
N
N
N
N
N
Independent Bank Corporation
N/A
Independent Bank Corporation
453838609
44107.00000000
NS
USD
957562.97000000
0.012485897987
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
390000.00000000
PA
USD
404788.80000000
0.005278140259
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04625000
N
N
N
N
N
N
Littelfuse, Inc.
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
10396.00000000
NS
USD
2648796.84000000
0.034538310451
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CY9
313000.00000000
PA
USD
370640.50000000
0.004832872216
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05150000
N
N
N
N
N
N
Insulet Corporation
549300TZTYD2PYN92D43
Insulet Corporation
45784P101
17598.00000000
NS
USD
4830826.98000000
0.062990335631
Long
EC
CORP
US
N
1
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC, Term Loan
N/A
1243926.20000000
PA
USD
1240256.62000000
0.016172009696
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.03750000
N
N
N
N
N
N
Golden Entertainment, Inc.
549300P8YYCKQVJ0Y638
Golden Entertainment, Inc., Term Loan
N/A
879062.50000000
PA
USD
872469.53000000
0.011376343791
Long
DBT
CORP
US
N
2
2024-10-20
Floating
0.03750000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AT2
180000.00000000
PA
USD
189601.42000000
0.002472259331
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
0.02750000
N
N
N
N
N
N
Four Corners Property Trust, Inc.
549300SVTPZPBDVNER42
Four Corners Property Trust, Inc.
35086T109
77123.00000000
NS
USD
2129366.03000000
0.027765324957
Long
EC
CORP
US
N
1
N
N
N
Radiate TopCo
N/A
Radiate Holdco, LLC
75026JAE0
120000.00000000
PA
USD
126078.00000000
0.001643961907
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.06500000
N
N
N
N
N
N
Omnicom Group Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919BC9
200000.00000000
PA
USD
230889.08000000
0.003010619238
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04200000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569AV1
210000.00000000
PA
USD
209737.50000000
0.002734818608
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.04125000
N
N
N
N
N
N
Cummins Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
163.00000000
NS
USD
39741.03000000
0.000518193019
Long
EC
CORP
US
N
1
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV, Term Loan
N/A
440568.44000000
PA
USD
440625.71000000
0.005745426502
Long
DBT
CORP
US
N
2
2025-07-10
Floating
0.03647200
N
N
N
N
N
N
Chobani Global Holdings, Inc.
N/A
Chobani, LLC
17027NAB8
310000.00000000
PA
USD
321237.50000000
0.004188694404
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04625000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
12892.00000000
NS
USD
1182067.48000000
0.015413267254
Long
EC
CORP
US
N
1
N
N
N
Summit Materials, Inc.
N/A
Summit Materials, Inc.
86614U100
192850.00000000
NS
USD
6720822.50000000
0.087634449908
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AF3
240000.00000000
PA
USD
275995.77000000
0.003598776411
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04200000
N
N
N
N
N
N
STORE Capital Corporation
5493004EA6C9IHDZ7N66
Store Capital Corporation
862121100
32583.00000000
NS
USD
1124439.33000000
0.014661839698
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
280000.00000000
PA
USD
291900.00000000
0.003806155560
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04375000
N
N
N
N
N
N
Hubbell Incorporated
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
23539.00000000
NS
USD
4398026.76000000
0.057346947608
Long
EC
CORP
US
N
1
N
N
N
Forward Air Corporation
N/A
Forward Air Corporation
349853101
74125.00000000
NS
USD
6652718.75000000
0.086746428439
Long
EC
CORP
US
N
1
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797104
28959.00000000
NS
USD
2086785.54000000
0.027210107524
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796H93
500000.00000000
PA
USD
499992.92000000
0.006519530087
Long
STIV
UST
US
N
2
N
N
N
The Scotts Miracle-Gro Company
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Company
810186AS5
270000.00000000
PA
USD
280185.75000000
0.003653410586
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04500000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
J.P. Morgan Alternative Loan Trust
46627MER4
72093.05000000
PA
USD
57853.68000000
0.000754368296
Long
ABS-CBDO
CORP
US
N
2
2036-03-25
Fixed
0.06500000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc.
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
5315.00000000
NS
USD
641095.30000000
0.008359398563
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CBL4
160000.00000000
PA
USD
155325.00000000
0.002025320700
Long
DBT
UST
US
N
2
2031-02-15
Fixed
0.01125000
N
N
N
N
N
N
Dun & Bradstreet Holdings Inc
N/A
Dun and Bradstreet Holdings, Inc.
26484T106
6310.00000000
NS
USD
134844.70000000
0.001758273054
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
1646.00000000
NS
USD
343503.74000000
0.004479029359
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAW7
300000.00000000
PA
USD
313716.53000000
0.004090626635
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.02500000
N
N
N
N
N
N
The Southern Company
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Company
605417CB8
340000.00000000
PA
USD
382465.78000000
0.004987064937
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
0.03950000
N
N
N
N
N
N
DSP Group, Inc.
N/A
DSP Group, Inc.
23332B106
3067.00000000
NS
USD
45391.60000000
0.000591872184
Long
EC
CORP
US
N
1
N
N
N
Diamond Hill Investment Group, Inc.
549300AQ6779A0B7VZ57
Diamond Hill Investment Group, Inc.
25264R207
575.00000000
NS
USD
96203.25000000
0.001254417728
Long
EC
CORP
US
N
1
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBU8
750000.00000000
PA
USD
795325.87000000
0.010370448723
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.02800000
N
N
N
N
N
N
Marathon Oil Corporation
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849106
173779.00000000
NS
USD
2366869.98000000
0.030862197104
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien, Ltd.
67077M108
4318.00000000
NS
USD
261713.98000000
0.003412552655
Long
EC
CORP
CA
N
1
N
N
N
UWM Holdings Corporation
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
913229AA8
140000.00000000
PA
USD
139967.80000000
0.001825074409
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
Solaredge Technology, Ltd.
83417M104
2275.00000000
NS
USD
628741.75000000
0.008198317601
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
580135101
11807.00000000
NS
USD
2727298.93000000
0.035561918420
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp, Inc.
N/A
East West Bancorp, Inc.
27579R104
10504.00000000
NS
USD
753031.76000000
0.009818965469
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
154978.00000000
NS
USD
1952722.80000000
0.025462030637
Long
EC
CORP
US
N
1
N
N
N
Dorian LPG Ltd.
549300WP1W2WGMC7F395
Dorian LPG, Ltd.
Y2106R110
16828.00000000
NS
USD
237611.36000000
0.003098272692
Long
EC
CORP
MH
N
1
N
N
N
Atrion Corporation
N/A
Atrion Corporation
049904105
415.00000000
NS
USD
257685.95000000
0.003360030186
Long
EC
CORP
US
N
1
N
N
N
Benchmark Electronics, Inc.
549300W18RHYZOZKOP53
Benchmark Electronics, Inc.
08160H101
18398.00000000
NS
USD
523607.08000000
0.006827440900
Long
EC
CORP
US
N
1
N
N
N
World Fuel Services Corporation
D3W7PCXCBRQLL17DZ313
World Fuel Services Corporation
981475106
5289.00000000
NS
USD
167819.97000000
0.002188245672
Long
EC
CORP
US
N
1
N
N
N
MegaChips Corporation
N/A
SiTime Corporation
82982T106
17788.00000000
NS
USD
2251782.92000000
0.029361548754
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini Russell 2000 Index
N/A
-6363.00000000
NC
USD
2204034.23000000
0.028738941896
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
Russell 2000 Index
RTY
2021-09-20
-736430604.23000100
USD
2204034.23000000
N
N
N
Dana Incorporated
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
250000.00000000
PA
USD
270550.00000000
0.003527767683
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05625000
N
N
N
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BQ9
410000.00000000
PA
USD
421767.00000000
0.005499523166
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.06375000
N
N
N
N
N
N
Omnicom Group Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
27181.00000000
NS
USD
2174208.19000000
0.028350032859
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
267830.00000000
NS
USD
13423639.60000000
0.175034122998
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corporation
549300D3L3G0R4U4VT04
Amphenol Corporation
032095101
95738.00000000
NS
USD
6549436.58000000
0.085399706940
Long
EC
CORP
US
N
1
N
N
N
Halliburton Company
ENYF8GB5SMQZ25S06U51
Halliburton Company
406216BL4
500000.00000000
PA
USD
519574.52000000
0.006774859363
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02920000
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding, LLC
36166NAJ2
1450000.00000000
PA
USD
1689732.11000000
0.022032830647
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04400000
N
N
N
N
N
N
McDermott International, Inc.
54930004RAXI4B3L4752
McDermott International, Inc.
G5924V106
50010.00000000
NS
USD
24504.90000000
0.000319525390
Long
EC
CORP
PA
N
1
N
N
N
ScanSource, Inc.
7FHBAN017QDY4K2KP156
ScanSource, Inc.
806037107
13684.00000000
NS
USD
384930.92000000
0.005019208501
Long
EC
CORP
US
N
1
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
14934.00000000
NS
USD
4808598.66000000
0.062700495125
Long
EC
CORP
US
N
1
N
N
N
nVent Electric plc
N/A
nVent Electric plc
G6700G107
13669.00000000
NS
USD
427019.56000000
0.005568012581
Long
EC
CORP
IE
N
1
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAD9
400000.00000000
PA
USD
410172.56000000
0.005348340424
Long
DBT
CORP
GB
N
2
2023-04-26
Variable
0.03622000
N
N
N
N
N
N
Lincoln Electric Holdings, Inc.
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
96296.00000000
NS
USD
12683146.16000000
0.165378647753
Long
EC
CORP
US
N
1
N
N
N
Laurel Road Prime Student Loan Trust 2018-D
N/A
Laurel Road Prime Student Loan Trust
51889BAA2
483340.86500000
PA
USD
500336.14000000
0.006524005417
Long
ABS-O
CORP
US
N
2
2043-11-25
Variable
0.05259000
N
N
N
N
N
N
Vistra Energy Corp.
549300KP43CPCUJOOG15
Vistra Energy Corporation
92840M102
1377.00000000
NS
USD
25543.35000000
0.000333065993
Long
EC
CORP
US
N
1
N
N
N
Cimarex Energy Co.
11KYOFXPU1C4CQL1CL44
Cimarex Energy Company
171798AC5
500000.00000000
PA
USD
544214.87000000
0.007096150919
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.04375000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CS7
600000.00000000
PA
USD
633475.52000000
0.008260042387
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
0.03375000
N
N
N
N
N
N
PPL Corporation
549300GCZLSGYEYPIR35
PPL Electric Utilities Corporation
69351UAU7
354000.00000000
PA
USD
418400.47000000
0.005455626157
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
0.03950000
N
N
N
N
N
N
Essex Property Trust, Inc.
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
2225.00000000
NS
USD
667522.25000000
0.008703986034
Long
EC
CORP
US
N
1
N
N
N
Apollo Commercial Real Estate Finance, Inc.
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc.
03762U105
44305.00000000
NS
USD
706664.75000000
0.009214374674
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
600000.00000000
PA
USD
637290.00000000
0.008309780325
Long
DBT
CORP
US
N
2
2028-08-09
Variable
0.04682000
N
N
N
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AV6
360000.00000000
PA
USD
430634.57000000
0.005615149582
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
0.05550000
N
N
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
81312.00000000
NS
USD
1665269.76000000
0.021713860076
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
2932.00000000
NS
USD
729716.16000000
0.009514947652
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBP5
485000.00000000
PA
USD
584468.40000000
0.007621026551
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
0.04400000
N
N
N
N
N
N
Cardlytics, Inc.
549300JETJBH94EIPC66
Cardlytics, Inc.
14161W105
117.00000000
NS
USD
14850.81000000
0.000193643347
Long
EC
CORP
US
N
1
N
N
N
SkyWest, Inc.
529900UYS2KGS6Z42P09
SkyWest, Inc.
830879102
11847.00000000
NS
USD
510250.29000000
0.006653278446
Long
EC
CORP
US
N
1
N
N
N
Wind River 2020-1 CLO Ltd.
N/A
THL Credit Wind River CLO, Ltd.
973142AA0
500000.00000000
PA
USD
501506.00000000
0.006539259508
Long
ABS-O
CORP
KY
N
2
2033-10-20
Floating
0.01618300
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XBC3
625000.00000000
PA
USD
614619.72000000
0.008014176994
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.02100000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
720000.00000000
PA
USD
797581.04000000
0.010399854437
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.03591000
N
N
N
N
N
N
Domino's Pizza, Inc.
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
1311.00000000
NS
USD
611568.39000000
0.007974389955
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Company
GJOUP9M7C39GLSK9R870
Portland General Electric Company
736508847
45220.00000000
NS
USD
2083737.60000000
0.027170364688
Long
EC
CORP
US
N
1
N
N
N
Cintas Corporation
549300QVUQTTKMTE0G41
Cintas Corporation No. 2
17252MAN0
345000.00000000
PA
USD
386560.93000000
0.005040462600
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03700000
N
N
N
N
N
N
Thrivent Mutual Funds
54930093O2M0NDDLJ146
Thrivent International Index Portfolio
88589M428
3400060.27600000
NS
USD
46413202.81000000
0.605193113899
Long
RF
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
880000.00000000
PA
USD
790350.00000000
0.010305567136
Long
DBT
UST
US
N
2
2050-11-15
Fixed
0.01625000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537WAA6
1477978.82000000
PA
USD
1501927.69000000
0.019584002838
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
0.03626000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282P4
8320000.00000000
PA
USD
8478600.00000000
0.110554541054
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.01875000
N
N
N
N
N
N
1st Source Corporation
N/A
1st Source Corporation
336901103
534.00000000
NS
USD
24809.64000000
0.000323498969
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746101
30689.00000000
NS
USD
1389904.81000000
0.018123309081
Long
EC
CORP
US
N
1
N
N
N
Shackleton 2015-VII-R CLO, Ltd.
549300NCJRO2LKFZ8G86
Shackleton 2015-VII-R CLO, Ltd.
81883AAL3
1300000.00000000
PA
USD
1300050.70000000
0.016951679343
Long
ABS-O
CORP
KY
N
2
2031-07-15
Floating
0.01326400
N
N
N
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
48350.00000000
NS
USD
2447960.50000000
0.031919556247
Long
EC
CORP
US
N
1
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
62955KAA8
1100000.00000000
PA
USD
1098735.22000000
0.014326677515
Long
ABS-CBDO
CORP
US
N
2
2026-05-25
Variable
0.02239000
N
N
N
N
N
N
STAG Industrial, Inc.
549300QWYX2W6FASVQ07
STAG Industrial, Inc.
85254J102
31180.00000000
NS
USD
1167067.40000000
0.015217677539
Long
EC
CORP
US
N
1
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210C104
17195.00000000
NS
USD
521180.45000000
0.006795799478
Long
EC
CORP
US
N
1
N
N
N
Allakos Inc.
549300S6ZD1W6BPMDY37
Allakos, Inc.
01671P100
1182.00000000
NS
USD
100907.34000000
0.001315755509
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
494368CB7
450000.00000000
PA
USD
497419.36000000
0.006485972808
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
0.03100000
N
N
N
N
N
N
Access Funding 2013-1 LLC
N/A
Access Group, Inc.
00434QAA6
136018.95000000
PA
USD
134793.27000000
0.001757602446
Long
ABS-O
CORP
US
N
2
2036-02-25
Floating
0.00591600
N
N
N
N
N
N
Berkshire Hathaway Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
12939.00000000
NS
USD
3596006.88000000
0.046889214050
Long
EC
CORP
US
N
1
N
N
N
eXp World Holdings, Inc.
549300TWVVZC283VEC32
eXp World Holdings, Inc.
30212W100
15929.00000000
NS
USD
617567.33000000
0.008052611603
Long
EC
CORP
US
N
1
N
N
N
PG&E Corporation
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Company
694308JT5
256000.00000000
PA
USD
251731.01000000
0.003282382265
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.03250000
N
N
N
N
N
N
Progyny, Inc.
N/A
Progyny, Inc.
74340E103
44388.00000000
NS
USD
2618892.00000000
0.034148373921
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco, Ltd.
G491BT108
71171.00000000
NS
USD
1902400.83000000
0.024805870150
Long
EC
CORP
BM
N
1
N
N
N
Lehman Brothers Holdings, Inc.
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579WZ7
33634.48500000
PA
USD
27221.05000000
0.000354941934
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
0.03175600
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAJ7
130000.00000000
PA
USD
131235.00000000
0.001711205292
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.05250000
N
N
N
N
N
N
Callon Petroleum Company
549300EFOWPEB0WLZW21
Callon Petroleum Company
13123X508
703.00000000
NS
USD
40556.07000000
0.000528820525
Long
EC
CORP
US
N
1
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
225000.00000000
PA
USD
226102.50000000
0.002948205849
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
Vor BioPharma Inc
N/A
Vor BioPharma, Inc.
929033108
59310.00000000
NS
USD
1106131.50000000
0.014423119421
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KR6
7200000.00000000
PA
USD
7199599.97000000
0.093877346549
Long
STIV
USGSE
US
N
2
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2S1
550000.00000000
PA
USD
570402.48000000
0.007437617577
Long
DBT
CORP
US
N
2
2028-06-02
Variable
0.02393000
N
N
N
N
N
N
Sun Country Airlines Holdings, Inc.
N/A
Sun Country Airlines Holdings, Inc.
866683105
111018.00000000
NS
USD
4108776.18000000
0.053575338484
Long
EC
CORP
US
N
1
N
N
N
Coupa Software Incorporated
549300Q95ICR2GFL2K37
Coupa Software, Inc.
22266L106
11642.00000000
NS
USD
3051484.62000000
0.039789054997
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
15512.00000000
NS
USD
924515.20000000
0.012054980024
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255104
75018.00000000
NS
USD
4134241.98000000
0.053907393284
Long
EC
CORP
US
N
1
N
N
N
Amedisys, Inc.
5299001RBS9GK9STN379
Amedisys, Inc.
023436108
19289.00000000
NS
USD
4724454.77000000
0.061603322344
Long
EC
CORP
US
N
1
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FX9
775000.00000000
PA
USD
813434.59000000
0.010606572756
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
0.02650000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc
64110LAT3
230000.00000000
PA
USD
282308.90000000
0.003681094859
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05875000
N
N
N
N
N
N
NextEra Energy Partners, LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners, LP
65342QAL6
320000.00000000
PA
USD
338000.00000000
0.004407264746
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03875000
N
N
N
N
N
N
RBC Bearings Incorporated
N/A
RBC Bearings, Inc.
75524B104
17211.00000000
NS
USD
3432217.62000000
0.044753525791
Long
EC
CORP
US
N
1
N
N
N
2021-07-28
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Head of Fund Accounting & Assistant Treasurer