0001752724-21-187201.txt : 20210826
0001752724-21-187201.hdr.sgml : 20210826
20210826142149
ACCESSION NUMBER: 0001752724-21-187201
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: 211211564
BUSINESS ADDRESS:
STREET 1: 901 MARQUETTE AVENUE, SUITE 2500
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-3211
BUSINESS PHONE: 612-844-7190
MAIL ADDRESS:
STREET 1: 901 MARQUETTE AVENUE, SUITE 2500
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-3211
FORMER COMPANY:
FORMER CONFORMED NAME: LB SERIES FUND INC
DATE OF NAME CHANGE: 19950428
FORMER COMPANY:
FORMER CONFORMED NAME: LBVIP SERIES FUND INC/
DATE OF NAME CHANGE: 19940824
FORMER COMPANY:
FORMER CONFORMED NAME: LBVIP SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000790166
S000001441
Thrivent Moderately Conservative Allocation Portfolio
C000003848
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000790166
XXXXXXXX
S000001441
C000003848
Thrivent Series Funds, Inc.
811-04603
0000790166
549300VNHRP1O3O9AF57
901 Marquette Avenue
Suite 2500
Minneapolis
55402-3211
612-844-5168
THRIVENT MODERATELY CONSERVATIVE ALLOCATION PORTFOLIO
S000001441
NICPJC1U48LDC5GTHF52
2021-12-31
2021-06-30
N
6244181869.23
512928803.13
5731253066.10
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
497519862.88000000
0.00000000
0.00000000
540259.72
USD
N
Stifel Financial Corp.
549300E5F07FE5GHJX84
Stifel Financial Corporation
860630102
1403.00000000
NS
USD
90998.58000000
0.001587760633
Long
EC
CORP
US
N
1
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BB2
80000.00000000
PA
USD
79500.00000000
0.001387131209
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04125000
N
N
N
N
N
N
Mettler-Toledo International Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
567.00000000
NS
USD
785487.78000000
0.013705341064
Long
EC
CORP
US
N
1
N
N
N
First American Financial Corporation
549300B6VEZK3N0A1P55
First American Financial Corporation
31847R102
198.00000000
NS
USD
12345.30000000
0.000215403156
Long
EC
CORP
US
N
1
N
N
N
NorthWestern Corporation
3BPWMBHR1R9SHUN7J795
NorthWestern Corporation
668074305
2643.00000000
NS
USD
159161.46000000
0.002777079604
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
10514.00000000
NS
USD
409940.86000000
0.007152726555
Long
EC
CORP
US
N
1
N
N
N
Carlisle Companies Incorporated
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339100
21713.00000000
NS
USD
4155433.94000000
0.072504806402
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
56898.00000000
NS
USD
4424957.46000000
0.077207504344
Long
EC
CORP
US
N
1
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
590000.00000000
PA
USD
590000.00000000
0.010294432878
Long
DBT
CORP
US
N
2
2027-11-08
Floating
0.04500000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corporation
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
637432NS0
1000000.00000000
PA
USD
1115428.67000000
0.019462212837
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03700000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
4835.00000000
NS
USD
560521.55000000
0.009780087243
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DowDuPont, Inc.
26078JAC4
620000.00000000
PA
USD
705036.22000000
0.012301606854
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04493000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887BW8
865000.00000000
PA
USD
961171.33000000
0.016770701257
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
0.03700000
N
N
N
N
N
N
Volt 2021-NPL5
N/A
Vericrest Opportunity Loan Transferee
92873FAB3
1375000.00000000
PA
USD
1373599.56000000
0.023966827919
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
0.04826200
N
N
N
N
N
N
GOGO INTERMEDIATE HOLDINGS
N/A
Gogo Intermediate Holdings, LLC, Term Loan
N/A
1125000.00000000
PA
USD
1122187.50000000
0.019580142196
Long
DBT
CORP
US
N
2
2028-04-30
Floating
0.04500000
N
N
N
N
N
N
Regal Beloit Corporation
QH78R09VCJGQKPBPYU33
Regal-Beloit Corporation
758750103
33363.00000000
NS
USD
4454294.13000000
0.077719376175
Long
EC
CORP
US
N
1
N
N
N
J.B. Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
355.00000000
NS
USD
57847.25000000
0.001009329885
Long
EC
CORP
US
N
1
N
N
N
UWM Holdings Corporation
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
913229AA8
265000.00000000
PA
USD
264939.05000000
0.004622707232
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
6363.00000000
NS
USD
1244920.95000000
0.021721618913
Long
EC
CORP
US
N
1
N
N
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
37544.00000000
NS
USD
3218647.12000000
0.056159570740
Long
EC
CORP
US
N
1
N
N
N
Omnicell, Inc.
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213N109
2253.00000000
NS
USD
341216.85000000
0.005953616880
Long
EC
CORP
US
N
1
N
N
N
RBC Bearings Incorporated
N/A
RBC Bearings, Inc.
75524B104
2014.00000000
NS
USD
401631.88000000
0.007007749882
Long
EC
CORP
US
N
1
N
N
N
CBAM 2019-9 Limited
254900Q3N8LV0KJICN72
CBAM, Ltd.
14987VAA7
3500000.00000000
PA
USD
3500080.50000000
0.061070074199
Long
ABS-O
CORP
KY
N
2
2030-02-12
Floating
0.01463700
N
N
N
N
N
N
F.N.B. Corporation
PCYSKIGYNYFDTBLVZU83
F.N.B. Corporation
302520101
31945.00000000
NS
USD
393881.85000000
0.006872525876
Long
EC
CORP
US
N
1
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAB4
350000.00000000
PA
USD
385875.00000000
0.006732820825
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.07750000
N
N
N
N
N
N
NBT Bancorp Inc.
N/A
NBT Bancorp, Inc.
628778102
743.00000000
NS
USD
26725.71000000
0.000466315301
Long
EC
CORP
US
N
1
N
N
N
World Fuel Services Corporation
D3W7PCXCBRQLL17DZ313
World Fuel Services Corporation
981475106
2855.00000000
NS
USD
90589.15000000
0.001580616820
Long
EC
CORP
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
290000.00000000
PA
USD
309496.77000000
0.005400158855
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674X106
66925.00000000
NS
USD
1005882.75000000
0.017550834667
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
549300TXO070764WUH65
SunPower Corporation
867652406
1290.00000000
NS
USD
37693.80000000
0.000657688633
Long
EC
CORP
US
N
1
N
N
Bio-Techne Corporation
54930073RLKQ51TILZ35
Bio-Techne Corporation
09073M104
6342.00000000
NS
USD
2855548.92000000
0.049824163879
Long
EC
CORP
US
N
1
N
N
N
LHC Group, Inc.
5299009NPLWAMRQYZX73
LHC Group, Inc.
50187A107
17428.00000000
NS
USD
3490131.28000000
0.060896478304
Long
EC
CORP
US
N
1
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco, Inc., Term Loan
N/A
875316.32000000
PA
USD
864812.52000000
0.015089414304
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03104300
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076BH4
840000.00000000
PA
USD
1044215.98000000
0.018219680198
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
0.04250000
N
N
N
N
N
N
Facebook, Inc.
BQ4BKCS1HXDV9HN80Z93
Facebook, Inc.
30303M102
52005.00000000
NS
USD
18082658.55000000
0.315509685952
Long
EC
CORP
US
N
1
N
N
N
Trustmark Corporation
5493000HPQ4D2RZ79739
Trustmark Corporation
898402102
5504.00000000
NS
USD
169523.20000000
0.002957873226
Long
EC
CORP
US
N
1
N
N
N
Bill.com Holdings, Inc.
549300IBF9VZZIGOZW63
Bill.com Holdings, Inc.
090043100
16543.00000000
NS
USD
3030346.74000000
0.052874069685
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
2767.00000000
NS
USD
248946.99000000
0.004343674710
Long
EC
CORP
US
N
1
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES Corporation
00130H105
11640.00000000
NS
USD
303454.80000000
0.005294737407
Long
EC
CORP
US
N
1
N
N
N
Dover Corporation
549300FMC2ALGA7N9E80
Dover Corporation
260003108
4666.00000000
NS
USD
702699.60000000
0.012260837061
Long
EC
CORP
US
N
1
N
N
N
Vine Energy Inc.
254900PNIMG4CPJH6R25
Vine Energy Holdings, LLC
92735LAA0
275000.00000000
PA
USD
289437.50000000
0.005050160875
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
Great Southern Bancorp, Inc.
5493000ZL7DLNMN1AB26
Great Southern Bancorp, Inc.
390905107
16487.00000000
NS
USD
888649.30000000
0.015505323002
Long
EC
CORP
US
N
1
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group, LP
91327BAA8
205000.00000000
PA
USD
205512.50000000
0.003585821418
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BG6
220000.00000000
PA
USD
230406.00000000
0.004020167969
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
0.05500000
N
N
N
N
N
N
Investors Real Estate Trust
5493002LG2SH9EEHT720
Centerspace
15202L107
131.00000000
NS
USD
10335.90000000
0.000180342760
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QH4
1075000.00000000
PA
USD
1502270.51000000
0.026211903272
Long
DBT
UST
US
N
2
2040-05-15
Fixed
0.04375000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc., Term Loan
N/A
758100.00000000
PA
USD
755651.34000000
0.013184749151
Long
DBT
CORP
US
N
2
2027-11-23
Floating
0.04250000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CAT2
520000.00000000
PA
USD
555400.21000000
0.009690729123
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
0.03750000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DD9
1975000.00000000
PA
USD
2328641.86000000
0.040630588688
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
0.03750000
N
N
N
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO, Ltd.
54303PBC8
950000.00000000
PA
USD
950078.85000000
0.016577157543
Long
ABS-O
CORP
US
N
2
2029-04-15
Floating
0.02483800
N
N
N
N
N
N
Owl Rock Capital Partners LP
2549000BD79OOCPF2L94
Owl Rock Capital Corporation
69121KAE4
1250000.00000000
PA
USD
1302786.98000000
0.022731276476
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03400000
N
N
N
N
N
N
Berkshire Hathaway Inc.
N/A
Burlington Northern Santa Fe, LLC
12189LAN1
900000.00000000
PA
USD
1132236.33000000
0.019755476105
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.04450000
N
N
N
N
N
N
Thrivent Mutual Funds
5493003JW6B3SQSY6578
Thrivent Global Stock Portfolio
88589M162
3624532.88300000
NS
USD
55867100.05000000
0.974779850159
Long
RF
US
N
1
N
N
N
Sun Country Airlines Holdings, Inc.
N/A
Sun Country Airlines Holdings, Inc.
866683105
13224.00000000
NS
USD
489420.24000000
0.008539497983
Long
EC
CORP
US
N
1
N
N
N
BFLD Trust 2020-EYP
N/A
BFLD Trust
05493AAA8
2250000.00000000
PA
USD
2263993.88000000
0.039502598365
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
0.01223000
N
N
N
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AL8
140000.00000000
PA
USD
177275.00000000
0.003093128116
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
0.06875000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
22956022.00000000
PA
USD
22956022.00000000
0.400541063799
Long
STIV
PF
US
N
2
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KG0
9100000.00000000
PA
USD
9099585.40000000
0.158771306990
Long
STIV
USGSE
US
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association 30-Yr. Pass Through
21H022671
28500000.00000000
PA
USD
29493047.16000000
0.514600329454
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
Inspire Medical Systems, Inc.
549300XQQCQ7HCJKTW25
Inspire Medical Systems, Inc.
457730109
3232.00000000
NS
USD
624616.32000000
0.010898425052
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
OneMain Finance Corporation
682691AB6
200000.00000000
PA
USD
201500.00000000
0.003515810550
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03500000
N
N
N
N
N
N
WESCO International, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
430000.00000000
PA
USD
478955.50000000
0.008356907197
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.07250000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BM8
110000.00000000
PA
USD
110038.50000000
0.001919972800
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04625000
N
N
N
N
N
N
The Children's Place, Inc.
549300BGVK2OO5O7TC19
Children's Place, Inc.
168905107
1685.00000000
NS
USD
156806.10000000
0.002735982832
Long
EC
CORP
US
N
1
N
N
N
Ollie's Bargain Outlet Holdings, Inc.
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
5238.00000000
NS
USD
440672.94000000
0.007688945766
Long
EC
CORP
US
N
1
N
N
N
Old Second Bancorp, Inc.
549300XVJC1MPUT81C04
Old Second Bancorp, Inc.
680277100
7069.00000000
NS
USD
87655.60000000
0.001529431679
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094104
11320.00000000
NS
USD
3476485.20000000
0.060658378890
Long
EC
CORP
US
N
1
N
N
N
Medifast, Inc.
5299000YHQJ21T5KKI80
Medifast, Inc.
58470H101
655.00000000
NS
USD
185351.90000000
0.003234055412
Long
EC
CORP
US
N
1
N
N
N
Sarepta Therapeutics, Inc.
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607100
5902.00000000
NS
USD
458821.48000000
0.008005604964
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
Northrop Grumman Corporation
666807BJ0
1960000.00000000
PA
USD
2253594.65000000
0.039321150610
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
0.03850000
N
N
N
N
N
N
Wyndham Destinations, Inc.
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations, Inc.
98310WAS7
350000.00000000
PA
USD
396550.00000000
0.006919080267
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
0.06625000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
1704000.00000000
PA
USD
1887608.47000000
0.032935353721
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.03591000
N
N
N
N
N
N
Lantheus Holdings, Inc.
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544103
22822.00000000
NS
USD
630800.08000000
0.011006320480
Long
EC
CORP
US
N
1
N
N
N
MidWestOne Financial Group, Inc.
N/A
MidWestOne Financial Group, Inc.
598511103
22284.00000000
NS
USD
641110.68000000
0.011186221801
Long
EC
CORP
US
N
1
N
N
N
Talos Energy Inc.
549300OKFHZ84SFJFT95
Talos Energy, Inc.
87484T108
6805.00000000
NS
USD
106430.20000000
0.001857014491
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
4163.00000000
NS
USD
1539976.96000000
0.026869812626
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America, Incorporated
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
12545.00000000
NS
USD
1430130.00000000
0.024953181852
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
875000.00000000
PA
USD
935987.50000000
0.016331288973
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.06000000
N
N
N
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABM8
750000.00000000
PA
USD
756847.21000000
0.013205614920
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
0.01250000
N
N
N
N
N
N
Medical Properties Trust, Inc.
254900U6E39J1MQCCY14
Medical Properties Trust, Inc.
58463J304
36984.00000000
NS
USD
743378.40000000
0.012970608546
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAL5
250000.00000000
PA
USD
270919.02000000
0.004727046893
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
1250000.00000000
PA
USD
1395317.90000000
0.024345773671
Long
DBT
CORP
US
N
2
2031-04-01
Variable
0.03622000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2, Inc.
75602BAA7
310000.00000000
PA
USD
321532.00000000
0.005610151851
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06250000
N
N
N
N
N
N
Carlyle Global Market Strategies Clo 2014-5 Ltd
549300ODZUR61VZRRZ07
Carlyle Global Market Strategies CLO, Ltd.
14311AAU6
3425000.00000000
PA
USD
3425160.98000000
0.059762864080
Long
ABS-O
CORP
KY
N
2
2031-07-15
Floating
0.01633700
N
N
N
N
N
N
Alector, Inc.
549300Z8RQOIY1JMHC25
Alector, Inc.
014442107
1974.00000000
NS
USD
41118.42000000
0.000717442058
Long
EC
CORP
US
N
1
N
N
N
Ashland Global Holdings Inc.
529900E4L9R04SB8HB11
Ashland Global Holdings, Inc.
044186104
9517.00000000
NS
USD
832737.50000000
0.014529763219
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group, L.P.
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807DJ3
1800000.00000000
PA
USD
1988817.52000000
0.034701268589
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
0.03800000
N
N
N
N
N
N
Radiate TopCo
N/A
Radiate Holdco, LLC
75026JAE0
235000.00000000
PA
USD
246902.75000000
0.004308006419
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.06500000
N
N
N
N
N
N
Octagon Investment Partners 32, Ltd.
N/A
Octagon Investment Partners 32, Ltd.
67578BAJ5
2600000.00000000
PA
USD
2600041.60000000
0.045366023276
Long
ABS-O
CORP
US
N
2
2029-07-15
Floating
0.02233750
N
N
N
N
N
N
Biogen Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
6515.00000000
NS
USD
2255949.05000000
0.039362230632
Long
EC
CORP
US
N
1
N
N
N
OSMOSIS DEBT MERGER SUB
N/A
Osmosis Debt Merger Sub, Inc., Term Loan
N/A
715000.00000000
PA
USD
716787.50000000
0.012506645435
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
TE Connectivity Ltd.
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AU1
568000.00000000
PA
USD
611710.80000000
0.010673247070
Long
DBT
CORP
LU
N
2
2027-08-15
Fixed
0.03125000
N
N
N
N
N
N
Old National Bancorp
549300MMK90CL5KMVX16
Old National Bancorp
680033107
17928.00000000
NS
USD
315712.08000000
0.005508604773
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918BT0
1700000.00000000
PA
USD
2041306.65000000
0.035617108971
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
0.03700000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAR2
60930000.00000000
PA
USD
60903818.99000000
1.062661485849
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.00125000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk AS ADR
670100205
34970.00000000
NS
USD
2929436.90000000
0.051113375490
Long
EC
CORP
DK
N
1
N
N
N
Clean Energy Fuels Corp.
549300MTQB4VUAOPMF71
Clean Energy Fuels Corporation
184499101
1594.00000000
NS
USD
16179.10000000
0.000282296032
Long
EC
CORP
US
N
1
N
N
N
Commerce Bancshares, Inc.
N/A
Commerce Bancshares, Inc.
200525103
420.00000000
NS
USD
31315.20000000
0.000546393600
Long
EC
CORP
US
N
1
N
N
N
SkyWest, Inc.
529900UYS2KGS6Z42P09
SkyWest, Inc.
830879102
6395.00000000
NS
USD
275432.65000000
0.004805801572
Long
EC
CORP
US
N
1
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
N/A
2964345.09000000
PA
USD
2975461.38000000
0.051916419423
Long
DBT
CORP
US
N
2
2025-10-02
Floating
0.05750000
N
N
N
N
N
N
DICK'S Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
11370.00000000
NS
USD
1139160.30000000
0.019876286858
Long
EC
CORP
US
N
1
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
Navistar, Inc., Term Loan
N/A
1489950.00000000
PA
USD
1489950.00000000
0.025996932657
Long
DBT
CORP
US
N
2
2024-11-06
Floating
0.03600000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
6400.00000000
NS
USD
1335616.00000000
0.023304083497
Long
EC
CORP
US
N
1
N
N
N
Avalara, Inc.
549300Q16CMW239SS315
Avalara, Inc.
05338G106
4818.00000000
NS
USD
779552.40000000
0.013601779419
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BGQ7
930000.00000000
PA
USD
1192753.50000000
0.020811391265
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
0.04900000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum, Inc.
674215AL2
335000.00000000
PA
USD
349314.55000000
0.006094907099
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.06375000
N
N
N
N
N
N
Progress Software Corporation
549300R65B3JG6972S24
Progress Software Corporation
743312100
975.00000000
NS
USD
45093.75000000
0.000786804377
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187109
18278.00000000
NS
USD
1148589.52000000
0.020040809692
Long
EC
CORP
US
N
1
N
N
N
Macy's, Inc.
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
20558.00000000
NS
USD
389779.68000000
0.006800950429
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial N.V.
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
700000.00000000
PA
USD
775035.40000000
0.013522965938
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
0.03850000
N
N
N
N
N
N
Wolverine World Wide, Inc.
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097103
3045.00000000
NS
USD
102433.80000000
0.001787284540
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corporation
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida, LLC
26444HAC5
775000.00000000
PA
USD
846154.94000000
0.014763873279
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03200000
N
N
N
N
N
N
Allied Universal Security Services LLC
N/A
Allied Universal Holdco, LLC
019576AA5
230000.00000000
PA
USD
243852.90000000
0.004254792053
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06625000
N
N
N
N
N
N
Innospec Inc.
213800SQBACNY5IWJO68
Innospec, Inc.
45768S105
13091.00000000
NS
USD
1186175.51000000
0.020696617237
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating, LLC
161175BZ6
1225000.00000000
PA
USD
1233292.97000000
0.021518731694
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
0.03500000
N
N
N
N
N
N
American Equity Investment Life Holding Company
549300RK5RZQ740FPL83
American Equity Investment Life Holding Company
025676206
15753.00000000
NS
USD
509136.96000000
0.008883519086
Long
EC
CORP
US
N
1
N
N
N
Stryker Corporation
5493002F0SC4JTBU5137
Stryker Corporation
863667101
23475.00000000
NS
USD
6097161.75000000
0.106384444722
Long
EC
CORP
US
N
1
N
N
N
Atlantic Exploration, LLC
5493004CTVUMQLRPOE23
Centennial Resource Production, LLC
15138AAC4
420000.00000000
PA
USD
429496.20000000
0.007493931868
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06875000
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFH7
1000000.00000000
PA
USD
1096235.15000000
0.019127320628
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
0.04200000
N
N
N
N
N
N
Triumph Bancorp, Inc.
5493003RNRMEVYDZ1Q52
Triumph Bancorp, Inc.
89679E300
6479.00000000
NS
USD
481065.75000000
0.008393727243
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109104
17027.00000000
NS
USD
1136381.98000000
0.019827810199
Long
EC
CORP
US
N
1
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
3913.00000000
NS
USD
1851670.73000000
0.032308305158
Long
EC
CORP
US
N
1
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAG5
455000.00000000
PA
USD
458412.50000000
0.007998469003
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
0.05000000
N
N
N
N
N
N
Fertitta Entertainment, Inc.
91D14OD6M4H1RVBN7R43
Landry's, Inc.
38113YAE9
460000.00000000
PA
USD
464701.20000000
0.008108195444
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.06750000
N
N
N
N
N
N
Sound Point CLO LTD
549300TT7IR66ASPWY89
Sound Point CLO XIV, Ltd.
83609NAU4
2600000.00000000
PA
USD
2591617.60000000
0.045219039712
Long
ABS-O
CORP
KY
N
2
2029-01-23
Floating
0.02222900
N
N
N
N
N
N
Dell Technologies Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563402
5464.00000000
NS
USD
874076.08000000
0.015251046671
Long
EC
CORP
US
N
1
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Pactiv Evergreen Group Holdings, Inc., Term Loan
N/A
418843.62000000
PA
USD
417796.51000000
0.007289793439
Long
DBT
CORP
US
N
2
2023-02-05
Floating
0.02854200
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
63746.08000000
PA
USD
62949.25000000
0.001098350557
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01854200
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787107
15364.00000000
NS
USD
2496957.28000000
0.043567388339
Long
EC
CORP
US
N
1
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation, Term Loan
N/A
1577035.18000000
PA
USD
1554373.18000000
0.027121000627
Long
DBT
CORP
US
N
2
2025-06-23
Floating
0.03500000
N
N
N
N
N
N
Monster Beverage Corporation
52990090AP0E7HCB6F33
Monster Beverage Corporation
61174X109
18319.00000000
NS
USD
1673440.65000000
0.029198512623
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
389.00000000
NC
USD
348435.08000000
0.006079561938
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
51194064.92000000
USD
348435.08000000
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
1130000.00000000
PA
USD
1178025.00000000
0.020554405579
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746101
119328.00000000
NS
USD
5404365.12000000
0.094296396576
Long
EC
CORP
US
N
1
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DD6
705000.00000000
PA
USD
776875.98000000
0.013555080730
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
0.03750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
6000000.00000000
PA
USD
5879531.28000000
0.102587186644
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.00250000
N
N
N
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222AL9
560000.00000000
PA
USD
618921.44000000
0.010799059697
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03300000
N
N
N
N
N
N
Spire Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
5981.00000000
NS
USD
432246.87000000
0.007541926085
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Company
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180BQ3
975000.00000000
PA
USD
1128097.79000000
0.019683266067
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
Ladder Capital Corp
549300Q6LLV2QCV67C06
Ladder Capital Corporation
505743104
4791.00000000
NS
USD
55288.14000000
0.000964678044
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop, Inc.
N/A
Walker & Dunlop, Inc.
93148P102
339.00000000
NS
USD
35384.82000000
0.000617401109
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
1258.00000000
NS
USD
203204.74000000
0.003545555180
Long
EC
CORP
US
N
1
N
N
N
AdvanSix Inc.
5493009TPRODMCAZLF67
AdvanSix, Inc.
00773T101
71.00000000
NS
USD
2120.06000000
0.000036991212
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385BA8
430000.00000000
PA
USD
445469.12000000
0.007772630432
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
0.02950000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
530000.00000000
PA
USD
608523.62000000
0.010617636544
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
Kraton Corporation
N/A
Kraton Polymers, LLC
50076XAC5
540000.00000000
PA
USD
550800.00000000
0.009610463778
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04250000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
1000000.00000000
PA
USD
1287672.40000000
0.022467554392
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
0.04750000
N
N
N
N
N
N
BP p.l.c.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBP4
1450000.00000000
PA
USD
1388196.23000000
0.024221513410
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
0.02939000
N
N
N
N
N
N
Rubius Therapeutics Inc
549300ER84PB0QV6HZ76
Rubius Therapeutics, Inc.
78116T103
1579.00000000
NS
USD
38543.39000000
0.000672512442
Long
EC
CORP
US
N
1
N
N
N
1st Source Corporation
N/A
1st Source Corporation
336901103
194.00000000
NS
USD
9013.24000000
0.000157264735
Long
EC
CORP
US
N
1
N
N
N
Quaker Chemical Corporation
549300PJQ1R3WCWCPS54
Quaker Chemical Corporation
747316107
7683.00000000
NS
USD
1822330.77000000
0.031796375923
Long
EC
CORP
US
N
1
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
5191.00000000
NS
USD
1181938.79000000
0.020622694136
Long
EC
CORP
US
N
1
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLA-Tencor Corporation
482480100
4494.00000000
NS
USD
1456999.74000000
0.025422010216
Long
EC
CORP
US
N
1
N
N
N
Sound Point CLO XXI, Ltd.
5493001O6AOY43J70E72
Sound Point CLO XXI, Ltd.
83613HAC1
1525000.00000000
PA
USD
1525137.25000000
0.026610886527
Long
ABS-O
CORP
KY
N
2
2031-10-26
Floating
0.01625700
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini Russell 2000 Index
N/A
7.00000000
NC
USD
543.47000000
0.000009482568
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
Russell 2000 Index
RTY
2021-09-20
807186.53000000
USD
543.47000000
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AX7
290000.00000000
PA
USD
291281.80000000
0.005082340574
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03750000
N
N
N
N
N
N
Berkshire Hathaway Inc.
N/A
Burlington Northern Santa Fe, LLC
12189LAA9
850000.00000000
PA
USD
1207749.07000000
0.021073036839
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05750000
N
N
N
N
N
N
Loews Corporation
R8V1FN4M5ITGZOG7BS19
Loews Corporation
540424108
4189.00000000
NS
USD
228928.85000000
0.003994394373
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corporation
254900Q4WEDMZBOZ0002
Cincinnati Financial Corporation
172062101
12080.00000000
NS
USD
1408769.60000000
0.024580481506
Long
EC
CORP
US
N
1
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAK0
830000.00000000
PA
USD
1007490.22000000
0.017578882111
Long
DBT
CORP
US
N
2
2048-02-26
Fixed
0.03950000
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
165000.00000000
PA
USD
167062.50000000
0.002914938462
Long
DBT
CORP
US
N
3
2028-11-06
Floating
0.07500000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
15495.00000000
NS
USD
1745356.80000000
0.030453319367
Long
EC
CORP
US
N
1
N
N
N
Carpenter Technology Corporation
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corporation
144285103
15023.00000000
NS
USD
604225.06000000
0.010542634447
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
0.035371350499
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
0.03422000
N
N
N
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
1984.00000000
NS
USD
251174.40000000
0.004382538985
Long
EC
CORP
US
N
1
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
62955KAA8
2300000.00000000
PA
USD
2297355.46000000
0.040084697595
Long
ABS-CBDO
CORP
US
N
2
2026-05-25
Variable
0.02239000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCD6
952000.00000000
PA
USD
990965.80000000
0.017290560869
Long
DBT
CORP
US
N
2
2042-04-22
Variable
0.03157000
N
N
N
N
N
N
Preferred Bank
5493007K6HGI9G0ECX16
Preferred Bank
740367404
300.00000000
NS
USD
18981.00000000
0.000331184119
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
700000.00000000
PA
USD
686278.90000000
0.011974325546
Long
DBT
CORP
US
N
2
2052-01-25
Variable
0.02802000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397ZX4
1420000.00000000
PA
USD
1510383.00000000
0.026353451550
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04063000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F022477
12850000.00000000
PA
USD
13399638.70000000
0.233799459654
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.02500000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow, LLC
43284MAA6
535000.00000000
PA
USD
547037.50000000
0.009544814959
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05000000
N
N
N
N
N
N
Allegheny Technologies Incorporated
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc.
01741R102
9152.00000000
NS
USD
190819.20000000
0.003329449909
Long
EC
CORP
US
N
1
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAL4
360000.00000000
PA
USD
371340.00000000
0.006479211364
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
0.06000000
N
N
N
N
N
N
Groupe Solmax, Inc.
549300UUEKZ3HF9FNI46
Groupe Solmax, Inc., Term Loan
N/A
565000.00000000
PA
USD
562175.00000000
0.009808936955
Long
DBT
CORP
US
N
2
2028-06-28
Floating
0.00000000
N
N
N
N
N
N
Valeant Pharmaceuticals International, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc., Term Loan
N/A
1684785.91000000
PA
USD
1677002.20000000
0.029260655229
Long
DBT
CORP
US
N
2
2025-06-01
Floating
0.03104300
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
700.00000000
NS
USD
390978.00000000
0.006821858945
Long
EC
CORP
US
N
1
N
N
N
Five9, Inc.
254900MXP6EWY0SFFR59
Five9, Inc.
338307101
14524.00000000
NS
USD
2663556.36000000
0.046474240960
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corporation
549300GLF98S992BC502
Northern Trust Corporation
665859104
6377.00000000
NS
USD
737308.74000000
0.012864703957
Long
EC
CORP
US
N
1
N
N
N
Bravo Residential Funding Trust 2019-1
N/A
BRAVO Residential Funding Trust
10568GAD9
219560.92000000
PA
USD
224974.55000000
0.003925398990
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Fixed
0.03500000
N
N
N
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
G5960L103
54418.00000000
NS
USD
6754906.34000000
0.117860898168
Long
EC
CORP
US
N
1
N
N
N
BFLD Trust 2020-EYP
N/A
BFLD Trust
05493AAG5
825000.00000000
PA
USD
831205.32000000
0.014503029449
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
0.01773000
N
N
N
N
N
N
Standard Motor Products, Inc.
THGK1EO5B5HK0JHQVZ90
Standard Motor Products, Inc.
853666105
4023.00000000
NS
USD
174397.05000000
0.003042913094
Long
EC
CORP
US
N
1
N
N
N
Bohai Leasing Co., Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAD3
700000.00000000
PA
USD
769879.96000000
0.013433012835
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
0.05250000
N
N
N
N
N
N
Lumentum Holdings Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
6534.00000000
NS
USD
535984.02000000
0.009351951725
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corporation
14448CAS3
714000.00000000
PA
USD
757172.91000000
0.013211297795
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
0.03577000
N
N
N
N
N
N
Wind River CLO Ltd
549300HNMTL6LADXI169
Wind River CLO, Ltd.
97316FAE1
1275000.00000000
PA
USD
1275393.98000000
0.022253318171
Long
ABS-O
CORP
US
N
2
2030-07-20
Floating
0.02119000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Ultra Long Term U.S. Treasury Bond
N/A
375.00000000
NC
USD
2037238.50000000
0.035546127112
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
70220574.00000000
USD
2037238.50000000
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
270000.00000000
PA
USD
286200.00000000
0.004993672355
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
BlackRock, Inc.
N/A
BlackRock, Inc.
09247X101
2863.00000000
NS
USD
2505039.11000000
0.043708401655
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BC1
960000.00000000
PA
USD
993961.65000000
0.017342833033
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02650000
N
N
N
N
N
N
Avery Dennison Corporation
549300PW7VPFCYKLIV37
Avery Dennison Corporation
053611109
2494.00000000
NS
USD
524338.56000000
0.009148759511
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan
N/A
FNMA Conventional 30-Yr. Pass Through Call Option
01F992899
-25.00000000
NC
USD
-121093.75000000
-0.00211286691
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
67382.81000000
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AE6
210000.00000000
PA
USD
220500.00000000
0.003847326186
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
0.04750000
N
N
N
N
N
N
National Fuel Gas Company
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180101
1809.00000000
NS
USD
94520.25000000
0.001649207405
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912828Z94
11850000.00000000
PA
USD
11967111.30000000
0.208804447508
Long
DBT
UST
US
N
2
2030-02-15
Fixed
0.01500000
N
N
N
N
N
N
Chevron Corporation
N/A
Chevron Corporation
166764100
5049.00000000
NS
USD
528832.26000000
0.009227166448
Long
EC
CORP
US
N
1
N
N
N
Watsco, Inc.
549300F1Y3LN5BX5WN75
Watsco, Inc.
942622200
3798.00000000
NS
USD
1088658.72000000
0.018995125628
Long
EC
CORP
US
N
1
N
N
N
ENDO LUXEMBOURG FINANCE
222100B15VY0VVCTG251
Endo Luxembourg Finance Company I Sarl, Term Loan
N/A
1406475.00000000
PA
USD
1355054.27000000
0.023643246151
Long
DBT
CORP
US
N
2
2028-03-25
Floating
0.05750000
N
N
N
N
N
N
American Financial Group, Inc.
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932104
9743.00000000
NS
USD
1215146.96000000
0.021202116639
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918BK9
1575000.00000000
PA
USD
1940556.67000000
0.033859204045
Long
DBT
CORP
US
N
2
2035-11-03
Fixed
0.04200000
N
N
N
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries, Ltd.
629571AA8
505000.00000000
PA
USD
494900.00000000
0.008635109884
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
0.07250000
N
N
N
N
N
The Cooper Companies, Inc.
QJKMVPIGLH7530PCUE20
Cooper Companies, Inc.
216648402
3217.00000000
NS
USD
1274800.59000000
0.022242964589
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832Q109
40075.00000000
NS
USD
2224162.50000000
0.038807612826
Long
EC
CORP
US
N
1
N
N
N
VEREIT, Inc.
5493005TQOUJE1LCS698
VEREIT Operating Partnership, LP
92340LAG4
1000000.00000000
PA
USD
1044617.48000000
0.018226685647
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
0.02850000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599105
20779.00000000
NS
USD
649759.33000000
0.011337125101
Long
EC
CORP
US
N
1
N
N
N
G Holdings Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
560000.00000000
PA
USD
577500.00000000
0.010076330487
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04375000
N
N
N
N
N
N
QuinStreet, Inc.
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
24678.00000000
NS
USD
458517.24000000
0.008000296526
Long
EC
CORP
US
N
1
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Delayed Draw
N/A
183033.90000000
PA
USD
182424.40000000
0.003182975832
Long
DBT
CORP
US
N
2
2028-04-27
Floating
0.05500000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XCA1
450000.00000000
PA
USD
491169.93000000
0.008570026909
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
0.03950000
N
N
N
N
N
N
Bellemeade Re 2019-3 Ltd.
254900SCWI9IDKK5LV64
Bellemeade Re, Ltd.
07877GAA7
605573.70000000
PA
USD
606338.42000000
0.010579508756
Long
ABS-CBDO
CORP
BM
N
2
2029-07-25
Floating
0.01191500
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BT7
410000.00000000
PA
USD
425375.00000000
0.007422024382
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.07875000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc., Term Loan
N/A
795000.00000000
PA
USD
788290.20000000
0.013754238225
Long
DBT
CORP
US
N
2
2028-06-11
Floating
0.00000000
N
N
N
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
Solaredge Technology, Ltd.
83417M104
827.00000000
NS
USD
228557.99000000
0.003987923537
Long
EC
CORP
US
N
1
N
N
N
Trex Company, Inc.
N/A
Trex Company, Inc.
89531P105
12689.00000000
NS
USD
1296942.69000000
0.022629304186
Long
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
210000.00000000
PA
USD
226275.00000000
0.003948089490
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05500000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
15513.00000000
NS
USD
3353134.95000000
0.058506140128
Long
EC
CORP
US
N
1
N
N
N
Banner Corporation
N/A
Banner Corporation
06652V208
14856.00000000
NS
USD
805343.76000000
0.014051792002
Long
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
405000.00000000
PA
USD
429502.50000000
0.007494041792
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04875000
N
N
N
N
N
N
Tri Pointe Homes, Inc.
N/A
Tri Pointe Homes, Inc.
87265H109
8845.00000000
NS
USD
189548.35000000
0.003307275875
Long
EC
CORP
US
N
1
N
N
N
Target Corporation
8WDDFXB5T1Z6J0XC1L66
Target Corporation
87612EBL9
1000000.00000000
PA
USD
1050500.38000000
0.018329331611
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
N
N
Weatherford International plc
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AP2
395000.00000000
PA
USD
410800.00000000
0.007167716994
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
0.11000000
N
N
N
N
N
N
Eldorado Resorts, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
19888.00000000
NS
USD
2063380.00000000
0.036002249005
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAK6
840000.00000000
PA
USD
906113.87000000
0.015810048161
Long
DBT
CORP
JP
N
2
2026-10-19
Fixed
0.03010000
N
N
N
N
N
N
Roku, Inc.
549300KR6ITU0YIR1T71
Roku, Inc.
77543R102
108.00000000
NS
USD
49599.00000000
0.000865412841
Long
EC
CORP
US
N
1
N
N
N
Vor BioPharma Inc
N/A
Vor BioPharma, Inc.
929033108
7066.00000000
NS
USD
131780.90000000
0.002299338355
Long
EC
CORP
US
N
1
N
N
N
Hecla Mining Company
5493009Y6HOBZD1QD537
Hecla Mining Company
422704AH9
175000.00000000
PA
USD
191187.50000000
0.003335876077
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.07250000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796D55
4150000.00000000
PA
USD
4149712.74000000
0.072404981810
Long
STIV
UST
US
N
2
N
N
N
Galaxy XX CLO Ltd.
549300S1CAKZT00VQL17
Galaxy XX CLO, Ltd.
36320MAL2
2650000.00000000
PA
USD
2646764.35000000
0.046181250757
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
0.01188200
N
N
N
N
N
N
Diebold Nixdorf, Incorporated
549300XZK6EWDBAZSY16
Diebold Nixdorf, Inc.
253651103
6261.00000000
NS
USD
80391.24000000
0.001402681735
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Gas Partners, LP
958254AB0
1120000.00000000
PA
USD
1138200.00000000
0.019859531360
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.04000000
N
N
N
N
N
N
Cars.com Inc.
5493002G6J07LNGX4M98
Cars.com, Inc.
14575E105
5444.00000000
NS
USD
78012.52000000
0.001361177374
Long
EC
CORP
US
N
1
N
N
N
WesBanco, Inc.
N/A
WesBanco, Inc.
950810101
5087.00000000
NS
USD
181249.81000000
0.003162481361
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
6138.00000000
NS
USD
545975.10000000
0.009526278000
Long
EC
CORP
US
N
1
N
N
N
Territorial Bancorp Inc.
5493003VDUGN5KBPTN24
Territorial Bancorp, Inc.
88145X108
2952.00000000
NS
USD
76663.44000000
0.001337638368
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corporation
5493009ML300G373MZ12
Alliant Energy Corporation
018802108
8473.00000000
NS
USD
472454.48000000
0.008243476156
Long
EC
CORP
US
N
1
N
N
N
NBN Co Limited
2549007CRZ2NT7S96A24
NBN Company, Ltd.
62878U2B7
1025000.00000000
PA
USD
1049938.25000000
0.018319523460
Long
DBT
CORP
AU
N
2
2031-05-05
Fixed
0.02625000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HBJ3
1000000.00000000
PA
USD
1116683.76000000
0.019484111888
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
0.04200000
N
N
N
N
N
N
Colliers International Group Inc.
D3O8K13PHLEXXD1DT480
Colliers International Group, Inc.
194693107
4164.00000000
NS
USD
466284.72000000
0.008135825004
Long
EC
CORP
CA
N
1
N
N
N
Silicon Laboratories Inc.
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919102
2398.00000000
NS
USD
367493.50000000
0.006412096896
Long
EC
CORP
US
N
1
N
N
N
Getty Realty Corp.
N/A
Getty Realty Corporation
374297109
5700.00000000
NS
USD
177555.00000000
0.003098013609
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCU3
1250000.00000000
PA
USD
1470172.33000000
0.025651848087
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04250000
N
N
N
N
N
N
Sinclair Broadcast Group, Inc.
N/A
Diamond Sports Group, LLC
25277LAC0
565000.00000000
PA
USD
277491.28000000
0.004841720943
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.06625000
N
N
N
N
N
N
Cummins Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
109.00000000
NS
USD
26575.29000000
0.000463690744
Long
EC
CORP
US
N
1
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings, LLC
70052LAC7
295000.00000000
PA
USD
305162.75000000
0.005324538045
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04875000
N
N
N
N
N
N
Black Hills Corporation
3MGELCRSTNSAMJ962671
Black Hills Corporation
092113109
4235.00000000
NS
USD
277943.05000000
0.004849603512
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
6VYVH6PNTVA8ZH23ET87
Thrivent Limited Maturity Bond Portfolio
88589M295
25543390.57600000
NS
USD
257196399.71000100
4.487611988926
Long
RF
US
N
1
N
N
N
Restaurant Brands International Inc.
N/A
1011778 B.C., ULC
68245XAJ8
640000.00000000
PA
USD
648800.00000000
0.011320386528
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
Adient plc
5493002QLDY8O75RTR78
Adient plc
G0084W101
3793.00000000
NS
USD
171443.60000000
0.002991380733
Long
EC
CORP
IE
N
1
N
N
N
Earnest Student Loan Program 2016-D LLC
N/A
Earnest Student Loan Program 2016-D, LLC
27034MAB0
229354.95000000
PA
USD
229750.15000000
0.004008724572
Long
ABS-O
CORP
US
N
2
2041-01-25
Fixed
0.02720000
N
N
N
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc.
169656105
5186.00000000
NS
USD
8040063.24000000
0.140284561635
Long
EC
CORP
US
N
1
N
N
N
Koppers Holdings Inc.
N/A
Koppers Holdings, Inc.
50060P106
1303.00000000
NS
USD
42152.05000000
0.000735477032
Long
EC
CORP
US
N
1
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications, Inc., Term Loan
N/A
691228.03000000
PA
USD
684751.22000000
0.011947670293
Long
DBT
CORP
US
N
2
2026-05-01
Floating
0.03104300
N
N
N
N
N
N
Culp, Inc.
549300BIJZDD8EVS1U89
Culp, Inc.
230215105
8021.00000000
NS
USD
130742.30000000
0.002281216664
Long
EC
CORP
US
N
1
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
Altice France SA
02156LAA9
200000.00000000
PA
USD
217900.00000000
0.003801960888
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
0.08125000
N
N
N
N
N
N
SBA Communications Corporation (REIT)
5299001HX8ZN8Y8QIT49
SBA Communications Corporation
78410G104
4602.00000000
NS
USD
1466657.40000000
0.025590518915
Long
EC
CORP
US
N
1
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163103
838.00000000
NS
USD
30989.24000000
0.000540706188
Long
EC
CORP
US
N
1
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAJ1
220000.00000000
PA
USD
222200.00000000
0.003876988111
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AM2
1350000.00000000
PA
USD
1614020.08000000
0.028161731149
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
0.04375000
N
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Company
291011104
14708.00000000
NS
USD
1415497.92000000
0.024697878521
Long
EC
CORP
US
N
1
N
N
N
Ciena Corporation
W0CZ7N0GH8UIGXDM1H41
Ciena Corporation
171779309
11581.00000000
NS
USD
658843.09000000
0.011495620284
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
21313.00000000
NS
USD
2827595.71000000
0.049336430923
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCE3
490000.00000000
PA
USD
511437.50000000
0.008923659348
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04125000
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231G102
19616.00000000
NS
USD
1237377.28000000
0.021589995516
Long
EC
CORP
US
N
1
N
N
N
Graphic Packaging Holding Company
N/A
Graphic Packaging Holding Company
388689101
35586.00000000
NS
USD
645530.04000000
0.011263331640
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JS6
2400000.00000000
PA
USD
2399946.00000000
0.041874716965
Long
STIV
USGSE
US
N
2
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP Funding, LLC
62954HAG3
475000.00000000
PA
USD
479698.41000000
0.008369869633
Long
DBT
CORP
XX
N
2
2031-05-11
Fixed
0.02500000
N
N
N
N
N
N
Cerner Corporation
549300L4UJ40IEVVI304
Cerner Corporation
156782104
41789.00000000
NS
USD
3266228.24000000
0.056989775225
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GVS0
460000.00000000
PA
USD
601463.63000000
0.010494452488
Long
DBT
CORP
US
N
2
2045-10-21
Fixed
0.04750000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AX2
450000.00000000
PA
USD
447818.26000000
0.007813618677
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.00983000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081102
14812.00000000
NS
USD
297721.20000000
0.005194696457
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini NASDAQ 100 Index
N/A
-411.00000000
NC
USD
-4911651.72000000
-0.08569943890
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
NASDAQ 100 Stock Index
NDX
2021-09-20
-114681128.28000100
USD
-4911651.72000000
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
75513E101
24620.00000000
NS
USD
2100332.20000000
0.036646998060
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
11577.00000000
NS
USD
39826732.32000000
0.694904445165
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
8648911.31000000
PA
USD
1207927.71000000
0.021076153784
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
0.02080100
N
N
N
N
N
N
Transocean Ltd.
529900QO4W5DQGBGEF32
Transocean, Ltd.
H8817H100
63493.00000000
NS
USD
286988.36000000
0.005007427811
Long
EC
CORP
CH
N
1
N
N
Berkshire Hathaway Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
8630.00000000
NS
USD
2398449.60000000
0.041848607491
Long
EC
CORP
US
N
1
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
675000.00000000
PA
USD
648052.45000000
0.011307343132
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
0.02100000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JZ0
2300000.00000000
PA
USD
2299913.11000000
0.040129323962
Long
STIV
USGSE
US
N
2
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
125086.00000000
NS
USD
6629558.00000000
0.115673796350
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp. (REIT)
54930012H97VSM0I2R19
Crown Castle International Corporation
22822VAG6
836000.00000000
PA
USD
892872.06000000
0.015579002527
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.03200000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCF0
595000.00000000
PA
USD
637393.75000000
0.011121368096
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04250000
N
N
N
N
N
N
WH Group Limited
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BA5
820000.00000000
PA
USD
823991.93000000
0.014377168840
Long
DBT
CORP
US
N
2
2021-10-03
Fixed
0.02650000
N
N
N
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
494368BW2
710000.00000000
PA
USD
859345.22000000
0.014994019808
Long
DBT
CORP
US
N
2
2047-05-04
Fixed
0.03900000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAJ5
1475000.00000000
PA
USD
1699150.09000000
0.029647095851
Long
DBT
CORP
US
N
2
2038-07-24
Variable
0.03882000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
United Technologies Corporation
913017CJ6
1000000.00000000
PA
USD
1127248.66000000
0.019668450284
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
0.03750000
N
N
N
N
N
N
Dana Incorporated
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
8835.00000000
NS
USD
209919.60000000
0.003662717342
Long
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAW1
580000.00000000
PA
USD
595822.40000000
0.010396023227
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.03000000
N
N
N
N
N
N
Duke Energy Corporation
MWIUSDMN17TCR56VW396
Duke Energy Carolinas, LLC
26442CAT1
960000.00000000
PA
USD
1082214.83000000
0.018882691403
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
0.03700000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
68573338.98300000
PA
USD
685733389.83000100
11.96480738018
Long
STIV
PF
US
N
2
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BFN5
900000.00000000
PA
USD
967782.74000000
0.016886058403
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.04125000
N
N
N
N
N
N
BLUE RIBBON LLC
N/A
Blue Ribbon, LLC, Term Loan
N/A
899343.75000000
PA
USD
886303.27000000
0.015464389022
Long
DBT
CORP
US
N
2
2028-05-07
Floating
0.06750000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc., Term Loan
N/A
1347163.13000000
PA
USD
1343418.02000000
0.023440214635
Long
DBT
CORP
US
N
2
2026-09-19
Floating
0.02592130
N
N
N
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAL6
310000.00000000
PA
USD
328987.50000000
0.005740236841
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04750000
N
N
N
N
N
N
Eastman Chemical Company
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Company
277432100
28278.00000000
NS
USD
3301456.50000000
0.057604444646
Long
EC
CORP
US
N
1
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBJ8
540000.00000000
PA
USD
565093.80000000
0.009859864736
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
6066.00000000
NS
USD
1165824.54000000
0.020341529619
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
1487202.69600000
PA
USD
1539495.87000000
0.026861418475
Long
ABS-O
CORP
US
N
2
2043-11-25
Variable
0.05259000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertson's Companies, Inc.
013092AG6
1145000.00000000
PA
USD
1132118.75000000
0.019753424546
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03500000
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122108
1325.00000000
NS
USD
88536.50000000
0.001544801790
Long
EC
CORP
US
N
1
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
2237.00000000
NS
USD
366219.27000000
0.006389863887
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
8371.00000000
NS
USD
383977.77000000
0.006699717593
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
330000.00000000
PA
USD
360600.56000000
0.006291827560
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
State Street Corporation
857477103
7115.00000000
NS
USD
585422.20000000
0.010214558548
Long
EC
CORP
US
N
1
N
N
N
Atlantic Exploration, LLC
529900NXUJPOKU7OJ511
Centennial Resource Development, Inc.
15136A102
39713.00000000
NS
USD
269254.14000000
0.004697997748
Long
EC
CORP
US
N
1
N
N
Dominion Energy, Inc.
3QRVFYR22IUIEOORTK28
South Carolina Electric & Gas Company
837004CJ7
760000.00000000
PA
USD
1097704.87000000
0.019152964584
Long
DBT
CORP
US
N
2
2065-06-01
Fixed
0.05100000
N
N
N
N
N
N
MultiPlan Corporation
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC
553283AC6
320000.00000000
PA
USD
321571.20000000
0.005610835820
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.05750000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
8132.00000000
NS
USD
1110180.64000000
0.019370644206
Long
EC
CORP
US
N
1
N
N
N
AZZ Inc.
549300HD1X2NFLWPYC83
AZZ, Inc.
002474104
15439.00000000
NS
USD
799431.42000000
0.013948632363
Long
EC
CORP
US
N
1
N
N
N
Medallia, Inc.
5493009P6W6C5BK60J60
Medallia, Inc.
584021109
77894.00000000
NS
USD
2628922.50000000
0.045869942745
Long
EC
CORP
US
N
1
N
N
N
Emerald Holding, Inc.
N/A
Emerald Holding, Inc.
29103W104
14589.00000000
NS
USD
78634.71000000
0.001372033464
Long
EC
CORP
US
N
1
N
N
N
Elastic N.V.
2549003I48WHHH937I59
Elastic NV
N14506104
19612.00000000
NS
USD
2858645.12000000
0.049878186969
Long
EC
CORP
NL
N
1
N
N
N
JAB Cosmetics B.V.
549300BO9IWPF3S48F93
Coty, Inc.
222070203
54034.00000000
NS
USD
504677.56000000
0.008805710621
Long
EC
CORP
US
N
1
N
N
N
Community Healthcare Trust Incorporated
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
2211.00000000
NS
USD
104934.06000000
0.001830909554
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCD3
770000.00000000
PA
USD
814275.00000000
0.014207625987
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
Biohaven Pharmaceutical Holding Company Ltd.
5299007STZTNN32O9920
Biohaven Pharmaceutical Holding Company, Ltd.
G11196105
18680.00000000
NS
USD
1813454.40000000
0.031641499321
Long
EC
CORP
VG
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
260445.00000000
NS
USD
35670547.20000000
0.622386532030
Long
EC
CORP
US
N
1
N
N
N
Cenovus Energy Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAS8
180000.00000000
PA
USD
205925.91000000
0.003593034675
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.05375000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
10051.00000000
NS
USD
1616401.82000000
0.028203288205
Long
EC
CORP
US
N
1
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P107
4494.00000000
NS
USD
18784.92000000
0.000327762878
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
36445.00000000
NS
USD
746393.60000000
0.013023218332
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp, Inc.
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
68047.00000000
NS
USD
749877.94000000
0.013084013763
Long
EC
CORP
US
N
1
N
N
N
Kinsale Capital Group, Inc.
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
11147.00000000
NS
USD
1836691.19000000
0.032046939278
Long
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
1400000.00000000
PA
USD
1595186.21000000
0.027833114182
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
0.08125000
N
N
N
N
N
N
TerraForm Power, Inc.
5493000S2OLR3UT5BE13
TerraForm Power Operating, LLC
88104LAE3
510000.00000000
PA
USD
539962.50000000
0.009421369005
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.05000000
N
N
N
N
N
N
Glencore plc
213800STG1QDNBY87K49
Glencore Funding, LLC
378272AF5
160000.00000000
PA
USD
170181.88000000
0.002969366001
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
0.04125000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
22748.00000000
NS
USD
1114197.04000000
0.019440723121
Long
EC
CORP
US
N
1
N
N
N
Harley-Davidson, Inc.
ZDNAWZWXIKMWI51R2A08
Harley-Davidson, Inc.
412822108
11324.00000000
NS
USD
518865.68000000
0.009053267653
Long
EC
CORP
US
N
1
N
N
N
Talen Energy Corporation
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC, Term Loan
N/A
517275.00000000
PA
USD
475572.29000000
0.008297876302
Long
DBT
CORP
US
N
2
2026-07-08
Floating
0.03854300
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCG4
505000.00000000
PA
USD
519518.75000000
0.009064662544
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.04250000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KHMS2
23127792.27500000
PA
USD
24128807.07000000
0.421004042077
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Fixed
0.03000000
N
N
N
N
N
N
Fastenal Company
529900PP0C7H2HHPSJ32
Fastenal Company
311900104
18267.00000000
NS
USD
949884.00000000
0.016573757763
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBP9
1250000.00000000
PA
USD
1302300.00000000
0.022722779555
Long
DBT
CORP
GB
N
2
2035-09-23
Variable
0.03564000
N
N
N
N
N
N
Churchill Downs Incorporated
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484108
515.00000000
NS
USD
102103.90000000
0.001781528381
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc.
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
3540.00000000
NS
USD
426994.80000000
0.007450286962
Long
EC
CORP
US
N
1
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Delayed Draw
N/A
135216.12000000
PA
USD
132624.03000000
0.002314049449
Long
DBT
CORP
US
N
2
2029-04-27
Floating
0.00000000
N
N
N
N
N
N
Industrial Logistics Properties Trust
5493004XH9PJW009HR47
Industrial Logistics Properties Trust
456237106
12923.00000000
NS
USD
337807.22000000
0.005894125003
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates, Inc.
529900Q1GJP7KD52SW51
Manhattan Associates, Inc.
562750109
2549.00000000
NS
USD
369197.16000000
0.006441822682
Long
EC
CORP
US
N
1
N
N
N
CSW Industrials, Inc.
549300SYOEO3RVQ7FB83
CSW Industrials, Inc.
126402106
10140.00000000
NS
USD
1201184.40000000
0.020958495221
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Partners, LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners, LP
65342QAL6
600000.00000000
PA
USD
633750.00000000
0.011057791248
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03875000
N
N
N
N
N
N
First Industrial Realty Trust, Inc.
N/A
First Industrial Realty Trust, Inc.
32054K103
42044.00000000
NS
USD
2195958.12000000
0.038315497408
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Company
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Company
194162103
13983.00000000
NS
USD
1137517.05000000
0.019847615118
Long
EC
CORP
US
N
1
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC, Term Loan
N/A
2608789.67000000
PA
USD
2601093.74000000
0.045384381216
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.03750000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569109
31968.00000000
NS
USD
2445232.32000000
0.042664881340
Long
EC
CORP
US
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corporation
693656100
1831.00000000
NS
USD
196997.29000000
0.003437246405
Long
EC
CORP
US
N
1
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc.
885160101
1864.00000000
NS
USD
210632.00000000
0.003675147434
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
HCP, Inc.
40414LAM1
32000.00000000
PA
USD
34369.95000000
0.000599693463
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03400000
N
N
N
N
N
N
Murphy Oil Corporation
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AM4
240000.00000000
PA
USD
250488.00000000
0.004370562547
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
United States Steel Corporation
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909108
4595.00000000
NS
USD
110280.00000000
0.001924186538
Long
EC
CORP
US
N
1
N
N
Apergy Corporation
549300EP2909K6DYYP38
ChampionX Corporation
15872M104
9027.00000000
NS
USD
231542.55000000
0.004039998711
Long
EC
CORP
US
N
1
N
N
N
National HealthCare Corporation
N/A
National Healthcare Corporation
635906100
6439.00000000
NS
USD
450086.10000000
0.007853188383
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830BK4
1024000.00000000
PA
USD
1281105.35000000
0.022352971247
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
0.04500000
N
N
N
N
N
N
ASGN Incorporated
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
23535.00000000
NS
USD
2281247.55000000
0.039803643700
Long
EC
CORP
US
N
1
N
N
N
Primerica, Inc.
254900621R686KJR7022
Primerica, Inc.
74164M108
3241.00000000
NS
USD
496326.74000000
0.008660003916
Long
EC
CORP
US
N
1
N
N
N
CTS Corporation
549300YV1HQLBVHOI649
CTS Corporation
126501105
2938.00000000
NS
USD
109176.08000000
0.001904925131
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
2202.00000000
NS
USD
400631.88000000
0.006990301691
Long
EC
CORP
US
N
1
N
N
N
American Axle & Manufacturing Holdings, Inc.
N/A
American Axle & Manufacturing Holdings, Inc.
024061103
14657.00000000
NS
USD
151699.95000000
0.002646889750
Long
EC
CORP
US
N
1
N
N
N
UGI Corporation
DX6GCWD4Q1JO9CRE5I40
UGI Corporation
902681105
14095.00000000
NS
USD
652739.45000000
0.011389122805
Long
EC
CORP
US
N
1
N
N
N
FWD Securitization Trust 2019-INV1
N/A
FWD Securitization Trust
302980AA5
1567678.47700000
PA
USD
1602730.98000000
0.027964756773
Long
ABS-CBDO
CORP
US
N
2
2049-06-25
Variable
0.02810000
N
N
N
N
N
N
TPG RE Finance Trust, Inc.
N/A
TPG RE Finance Trust, Inc.
87266M107
15186.00000000
NS
USD
204251.70000000
0.003563822739
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140Q83V5
5283230.43400000
PA
USD
5705206.86000000
0.099545540812
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
Silver Hill Trust 2019-SBC1
N/A
Silver Hill Trust
82773XAA8
919203.02000000
PA
USD
941289.26000000
0.016423795095
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
0.03102000
N
N
N
N
N
N
CCM Futures, LLC
N/A
Put on U.S. Treasury Long Bond Futures
USU1P1490
100.00000000
NC
USD
7812.50000000
0.000136313994
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
100
NC
USD
N/A
N/A
DIR
CORP
US
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-09-22
16075000
USD
1000.00000000
149.00000000
USD
2021-08-27
XXXX
-101959.50000000
N
N
N
Vodafone Group Plc
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
200000.00000000
PA
USD
205000.00000000
0.003576879220
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
585000.00000000
PA
USD
631800.00000000
0.011023767275
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.04875000
N
N
N
N
N
N
Nesco Holdings, Inc.
254900FAHT0HW9T6L409
NESCO Holdings II, Inc.
64083YAA9
135000.00000000
PA
USD
140906.25000000
0.002458559208
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
Vicor Corporation
5299005KMQOTR6B51F09
Vicor Corporation
925815102
2198.00000000
NS
USD
232416.52000000
0.004055247906
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDJ6
205000.00000000
PA
USD
218456.20000000
0.003811665572
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06125000
N
N
N
N
N
N
PERATON CORP
549300EQPCK07ZW63836
Peraton Corporation, Term Loan
N/A
1187025.00000000
PA
USD
1189494.01000000
0.020754519060
Long
DBT
CORP
US
N
2
2028-02-01
Floating
0.04500000
N
N
N
N
N
N
FLEETCOR Technologies, Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
6365.00000000
NS
USD
1629821.90000000
0.028437444328
Long
EC
CORP
US
N
1
N
N
N
FLEX ACQUISITION CO INC
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc., Term Loan
N/A
1301498.31000000
PA
USD
1288040.82000000
0.022473982655
Long
DBT
CORP
US
N
2
2025-06-29
Floating
0.03394900
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
350000.00000000
PA
USD
364777.00000000
0.006364698885
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.03375000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 2-Yr. U.S. Treasury Note
N/A
554.00000000
NC
USD
-174825.78000000
-0.00305039365
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
122232277.52000100
USD
-174825.78000000
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665AJ5
580000.00000000
PA
USD
603200.00000000
0.010524749004
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05125000
N
N
N
N
N
N
Aadvantage Loyalty IP Ltd.
N/A
American Airlines, Inc.
00253XAA9
825000.00000000
PA
USD
873468.75000000
0.015240449861
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
0.05500000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VCV4
3054000.00000000
PA
USD
3633725.82000000
0.063401943311
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
0.04272000
N
N
N
N
N
N
Tupperware Brands Corporation
G8NWFN4YP7CR6FOP4886
Tupperware Brands Corporation
899896104
9780.00000000
NS
USD
232275.00000000
0.004052778638
Long
EC
CORP
US
N
1
N
N
N
Home Partners America 2019-1 Trust
N/A
Home Partners of America Trust
43731QAA6
3610135.13000000
PA
USD
3698888.50000000
0.064538914218
Long
ABS-O
CORP
US
N
2
2039-09-17
Fixed
0.02908000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VAJ9
830000.00000000
PA
USD
936929.77000000
0.016347729880
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.04875000
N
N
N
N
N
N
ORBCOMM INC
529900PSC8WVCY267I23
ORBCOMM, Inc., Term Loan
N/A
710000.00000000
PA
USD
708225.00000000
0.012357245297
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc., Term Loan
N/A
2130000.00000000
PA
USD
2218927.50000000
0.038716271544
Long
DBT
CORP
US
N
2
2028-04-20
Floating
0.05500000
N
N
N
N
N
N
Umpqua Holdings Corporation
5299002ENJ7CY215BW86
Umpqua Holdings Corporation
904214103
107496.00000000
NS
USD
1983301.20000000
0.034605018782
Long
EC
CORP
US
N
1
N
N
N
The Gorman-Rupp Company
N/A
Gorman-Rupp Company
383082104
5871.00000000
NS
USD
202197.24000000
0.003527976127
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Home Loans, Inc.
12543RBC2
234741.42600000
PA
USD
168848.31000000
0.002946097616
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Fixed
0.05750000
N
N
N
N
N
N
Allison Transmission Holdings, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc
019736AG2
590000.00000000
PA
USD
579893.30000000
0.010118089243
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.03750000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
15158.00000000
NS
USD
3152409.26000000
0.055003839887
Long
EC
CORP
US
N
1
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BM2
410000.00000000
PA
USD
421623.50000000
0.007356567492
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
0.07500000
N
N
N
N
N
N
Helix Energy Solutions Group, Inc.
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc.
42330P107
6948.00000000
NS
USD
39673.08000000
0.000692223490
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corporation
549300CXXI18B214UN80
Kilroy Realty Corporation
49427F108
15628.00000000
NS
USD
1088333.92000000
0.018989458456
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CF4
950000.00000000
PA
USD
966750.24000000
0.016868043146
Long
DBT
CORP
DE
N
2
2032-01-14
Variable
0.03729000
N
N
N
N
N
N
Sensient Technologies Corporation
CMMZHMFZQG86EI7WZU92
Sensient Technologies Corporation
81725T100
8334.00000000
NS
USD
721391.04000000
0.012586968882
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312BY1
960000.00000000
PA
USD
1161894.75000000
0.020272961891
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04450000
N
N
N
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAB6
220000.00000000
PA
USD
226600.00000000
0.003953760153
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03625000
N
N
N
N
N
N
CBIZ, Inc.
529900D5X8CFM8O1N813
CBIZ, Inc.
124805102
21634.00000000
NS
USD
708946.18000000
0.012369828584
Long
EC
CORP
US
N
1
N
N
N
WideOpenWest Finance, LLC
54930045JY28O5B5WE54
WideOpenWest Finance, LLC, Term Loan
N/A
1108210.53000000
PA
USD
1104520.19000000
0.019271879591
Long
DBT
CORP
US
N
2
2023-08-19
Floating
0.04250000
N
N
N
N
N
N
Credit Acceptance Corporation
N/A
Credit Acceptance Corporation
225310AN1
450000.00000000
PA
USD
466312.50000000
0.008136309714
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
0.05125000
N
N
N
N
N
N
HollyFrontier Corporation
549300J3U2WK73C9ZK26
HollyFrontier Corporation
436106108
11333.00000000
NS
USD
372855.70000000
0.006505657588
Long
EC
CORP
US
N
1
N
N
N
Dorman Products, Inc.
N/A
Dorman Products, Inc.
258278100
2086.00000000
NS
USD
216255.62000000
0.003773269431
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
3137FCBJ2
768413.07000000
PA
USD
791390.62000000
0.013808334946
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corporation
337932AG2
350000.00000000
PA
USD
355775.00000000
0.006207630266
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.03350000
N
N
N
N
N
N
Ares XXVIIIR CLO Ltd
635400KWVNFDFINX3H10
Ares CLO, Ltd.
04017QAC9
3000000.00000000
PA
USD
3000261.00000000
0.052349127937
Long
ABS-O
CORP
KY
N
2
2030-10-17
Floating
0.01589700
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
1625.00000000
NS
USD
2424857.50000000
0.042309377583
Long
EC
CORP
US
N
1
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Delayed Draw
N/A
120000.00000000
PA
USD
119550.00000000
0.002085931272
Long
DBT
CORP
US
N
2
2027-11-20
Floating
0.03750000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAD3
70000.00000000
PA
USD
72887.50000000
0.001271755044
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05500000
N
N
N
N
N
N
J.P. Morgan
N/A
ICE mini MSCI EAFE Index
N/A
-1191.00000000
NC
USD
3205427.03000000
0.055928904081
N/A
DE
CORP
US
N
1
J.P. Morgan
N/A
Short
MSCI EAFE Index
MXEA
2021-09-20
-140414582.03000100
USD
3205427.03000000
N
N
N
Arcutis Biotherapeutics, Inc.
N/A
Arcutis Biotherapeutics, Inc.
03969K108
198.00000000
NS
USD
5403.42000000
0.000094279905
Long
EC
CORP
US
N
1
N
N
N
Zymeworks Inc.
894500AHOYAGYLYZJL67
Zymeworks, Inc.
98985W102
16015.00000000
NS
USD
555560.35000000
0.009693523276
Long
EC
CORP
CA
N
1
N
N
N
Westamerica Bancorporation
N/A
Westamerica Bancorporation
957090103
338.00000000
NS
USD
19614.14000000
0.000342231267
Long
EC
CORP
US
N
1
N
N
N
Owl Rock Technology Finance Corp.
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AC2
225000.00000000
PA
USD
247367.35000000
0.004316112849
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04750000
N
N
N
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
Popular, Inc.
733174700
33595.00000000
NS
USD
2521304.75000000
0.043992207653
Long
EC
CORP
PR
N
1
N
N
N
Chemed Corporation
54930020031IDJT2IM79
Chemed Corporation
16359R103
1139.00000000
NS
USD
540455.50000000
0.009429970963
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3136BDGU6
33865138.80000000
PA
USD
1861343.17000000
0.032477071742
Long
ABS-CBDO
USGSE
US
N
2
2035-11-25
Fixed
0.01500000
N
N
N
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109AR5
1120000.00000000
PA
USD
1269344.32000000
0.022147762546
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.04125000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300C89ZJ5IWOT1F21
Whitebox CLO II, Ltd.
96466CAE8
1350000.00000000
PA
USD
1351429.65000000
0.023580003088
Long
ABS-O
CORP
KY
N
2
2031-10-24
Floating
0.02425700
N
N
N
N
N
N
Scih Salt Holdings Inc.
N/A
SCIH Salt Holdings, Inc.
78433BAA6
400000.00000000
PA
USD
399952.00000000
0.006978439014
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.04875000
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BM1
725000.00000000
PA
USD
744779.38000000
0.012995053113
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.03375000
N
N
N
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
22770.00000000
NS
USD
1885811.40000000
0.032903998100
Long
EC
CORP
US
N
1
N
N
N
Groupe BPCE
9695005MSX1OYEMGDF46
BPCE SA
05583JAC6
860000.00000000
PA
USD
932742.95000000
0.016274677443
Long
DBT
CORP
FR
N
2
2027-10-23
Fixed
0.03500000
N
N
N
N
N
N
AMC Networks Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164V103
18707.00000000
NS
USD
1249627.60000000
0.021803741443
Long
EC
CORP
US
N
1
N
N
N
BlackRock, Inc.
549300WJAJCAZZLTQD63
iShares Russell 2000 Value Index Fund
464287630
3960.00000000
NS
USD
656449.20000000
0.011453851233
Long
RF
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners, LP
29273RAT6
600000.00000000
PA
USD
677017.62000000
0.011812732960
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
0.05150000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
2131.00000000
NS
USD
298574.41000000
0.005209583428
Long
EC
CORP
US
N
1
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Corporation
125523AJ9
1325000.00000000
PA
USD
1650192.93000000
0.028792881957
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
0.04800000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBB0
360000.00000000
PA
USD
387406.80000000
0.006759547965
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07375000
N
N
N
N
N
N
S&P Global Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
19324.00000000
NS
USD
7931535.80000000
0.138390954098
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
G0176J109
966.00000000
NS
USD
134563.80000000
0.002347894927
Long
EC
CORP
IE
N
1
N
N
N
Xerox Holdings Corporation
5493000Y33XDVO2CXC18
Xerox Holdings Corporation
98421M106
20833.00000000
NS
USD
489367.17000000
0.008538572007
Long
EC
CORP
US
N
1
N
N
N
W&T Offshore, Inc.
549300Q7EOY2YIO3YK85
W&T Offshore, Inc.
92922PAL0
345000.00000000
PA
USD
334650.00000000
0.005839037225
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.09750000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation
34960PAB7
290000.00000000
PA
USD
301237.50000000
0.005256049532
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
U.S. Physical Therapy, Inc.
529900KL1UXQYFIOMY96
U.S. Physical Therapy, Inc.
90337L108
1132.00000000
NS
USD
131164.84000000
0.002288589222
Long
EC
CORP
US
N
1
N
N
N
Next Alt S.a.r.l.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AS6
960000.00000000
PA
USD
1015632.00000000
0.017720941446
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05375000
N
N
N
N
N
N
Myers Industries, Inc.
549300I2H9XMVTCW4Q51
Myers Industries, Inc.
628464109
13277.00000000
NS
USD
278817.00000000
0.004864852359
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
02147RAQ3
560775.89000000
PA
USD
285465.15000000
0.004980850552
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Fixed
0.06500000
N
N
N
N
N
N
Sony Group Corporation
529900R5WX9N2OI2N910
Sony Group Corporation ADR
835699307
25996.00000000
NS
USD
2527331.12000000
0.044097356910
Long
EC
CORP
JP
N
1
N
N
N
Morgan Stanley & Co
N/A
ICE US mini MSCI Emerging Markets Index
N/A
138.00000000
NC
USD
-28988.28000000
-0.00050579305
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
MSCI Emerging Markets Index
MXEF
2021-09-20
9446108.28000000
USD
-28988.28000000
N
N
N
Nabors Industries, Ltd.
N/A
Nabors Industries, Ltd., Warrants (Expires 06/11/2026)
G6359F145
206.00000000
NC
USD
2060.00000000
0.000035943274
N/A
DE
CORP
BM
N
1
Nabors Industries, Ltd.
N/A
Call
Purchased
Nabors Industries, Ltd.
Nabors Industries, Ltd.
1.0000000
166.6666667
USD
2026-06-11
XXXX
2060.00000000
N
N
N
Range Resources Corporation
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABG3
210000.00000000
PA
USD
231525.00000000
0.004039692495
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.09250000
N
N
N
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAV3
792000.00000000
PA
USD
960150.80000000
0.016752894854
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.04450000
N
N
N
N
N
N
Gladstone Land Corporation
54930002B3Q17H38FG74
Gladstone Land Corporation
376549101
13295.00000000
NS
USD
319877.70000000
0.005581287308
Long
EC
CORP
US
N
1
N
N
N
Genworth Mortgage Insurance Co
N/A
Genworth Mortgage Insurance Corporation
89600GAA9
2500000.00000000
PA
USD
2510187.00000000
0.043798223024
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Floating
0.02141500
N
N
N
N
N
N
Rexford Industrial Realty, Inc.
549300MSLO0DF0EMX355
Rexford Industrial Realty, Inc.
76169C100
44930.00000000
NS
USD
2558763.50000000
0.044645795090
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp.
N/A
Targa Resources Partners, LP
87612BBE1
210000.00000000
PA
USD
218662.50000000
0.003815265134
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05375000
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund, LP
26150TAE9
600000.00000000
PA
USD
620675.68000000
0.010829668012
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.03875000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AF3
564000.00000000
PA
USD
648590.06000000
0.011316723455
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04200000
N
N
N
N
N
N
Cullen/Frost Bankers, Inc.
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc.
229899109
72.00000000
NS
USD
8064.00000000
0.000140702214
Long
EC
CORP
US
N
1
N
N
N
Preferred Apartment Communities, Inc.
549300KTZLVOW5TLLN89
Preferred Apartment Communities, Inc.
74039L103
6745.00000000
NS
USD
65763.75000000
0.001147458491
Long
EC
CORP
US
N
1
N
N
N
Hubbell Incorporated
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
10192.00000000
NS
USD
1904273.28000000
0.033226124514
Long
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAT8
420000.00000000
PA
USD
461903.40000000
0.008059378894
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBR3
260000.00000000
PA
USD
268814.00000000
0.004690318101
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
Unisys Corporation
549300T21W22FIJJOW08
Unisys Corporation
909214306
2767.00000000
NS
USD
70032.77000000
0.001221945169
Long
EC
CORP
US
N
1
N
N
N
Loews Corporation
549300YX2GSZD7YG1R84
CNA Financial Corporation
126117AV2
450000.00000000
PA
USD
505113.49000000
0.008813316811
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.03900000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
VRX Escrow Corporation
91831AAC5
1386000.00000000
PA
USD
1420650.00000000
0.024787772998
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.06125000
N
N
N
N
N
N
Mr. Cooper Group Inc.
549300KD8C6DPXYC2M26
Mr. Cooper Group, Inc.
62482R107
10318.00000000
NS
USD
341113.08000000
0.005951806281
Long
EC
CORP
US
N
1
N
N
N
Flushing Financial Corporation
N/A
Flushing Financial Corporation
343873105
1721.00000000
NS
USD
36881.03000000
0.000643507267
Long
EC
CORP
US
N
1
N
N
N
Ardelyx, Inc.
549300F542QR4SXHCY32
Ardelyx, Inc.
039697107
35839.00000000
NS
USD
271659.62000000
0.004739969023
Long
EC
CORP
US
N
1
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer, Inc., Term Loan
N/A
1208925.00000000
PA
USD
1202203.38000000
0.020976274579
Long
DBT
CORP
US
N
2
2026-12-17
Floating
0.03604200
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
G6095L109
60071.00000000
NS
USD
9450970.43000000
0.164902340221
Long
EC
CORP
JE
N
1
N
N
N
Hancock Whitney Corporation
549300GRNBWY8HIICT41
Hancock Whitney Corporation
410120109
41499.00000000
NS
USD
1844215.56000000
0.032178225925
Long
EC
CORP
US
N
1
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475101
912.00000000
NS
USD
67971.36000000
0.001185977293
Long
EC
CORP
US
N
1
N
N
N
Balchem Corporation
549300VR70OPMHUI3557
Balchem Corporation
057665200
293.00000000
NS
USD
38459.18000000
0.000671043130
Long
EC
CORP
US
N
1
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Term Loan
N/A
467660.00000000
PA
USD
466102.69000000
0.008132648909
Long
DBT
CORP
US
N
2
2028-04-27
Floating
0.05500000
N
N
N
N
N
N
Welltower Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAN4
675000.00000000
PA
USD
675929.79000000
0.011793752294
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.02050000
N
N
N
N
N
N
Southwest Gas Holdings, Inc.
N/A
Southwest Gas Holdings, Inc.
844895102
1723.00000000
NS
USD
114045.37000000
0.001989885434
Long
EC
CORP
US
N
1
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation
131347CM6
635000.00000000
PA
USD
647700.00000000
0.011301193517
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
24108.00000000
NS
USD
1660076.88000000
0.028965339007
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BC5
590000.00000000
PA
USD
647525.00000000
0.011298140084
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
0.09125000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFM6
830000.00000000
PA
USD
910894.16000000
0.015893455575
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.04000000
N
N
N
N
N
N
Halliburton Company
ENYF8GB5SMQZ25S06U51
Halliburton Company
406216BL4
925000.00000000
PA
USD
961212.85000000
0.016771425705
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02920000
N
N
N
N
N
Voya CLO 2012-4, LLC
N/A
Voya CLO, Ltd.
92916GAL8
1497660.58000000
PA
USD
1497224.76000000
0.026123864061
Long
ABS-O
CORP
KY
N
2
2030-10-15
Floating
0.01383800
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Debt Fund
N/A
19590154.09600000
NS
USD
194922033.26000100
3.401036928781
Long
RF
US
N
2
N
N
N
Sempra Energy
KNIRVXKVNJJ4P8OTMS63
San Diego Gas and Electric Company
797440BW3
900000.00000000
PA
USD
1090569.01000000
0.019028456734
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
0.04150000
N
N
N
N
N
N
Huntington Bancshares Incorporated
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150104
186674.00000000
NS
USD
2663837.98000000
0.046479154720
Long
EC
CORP
US
N
1
N
N
N
Srm Escrow Issuer LLC
N/A
SRM Escrow Issuer, LLC
85236FAA1
615000.00000000
PA
USD
651900.00000000
0.011374475921
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06000000
N
N
N
N
N
N
Oak Street Investment Grade Net Lease Fund Series 2020-1 Llc
N/A
Oak Street Investment
67181DAA9
1781689.03000000
PA
USD
1807509.27000000
0.031537767555
Long
ABS-CBDO
CORP
US
N
2
2050-11-20
Fixed
0.01850000
N
N
N
N
N
N
Carval Clo Ii Ltd.
N/A
CarVal CLO II, Ltd.
14686AAS8
2125000.00000000
PA
USD
2123805.75000000
0.037056569052
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
0.01688200
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618M106
24327.00000000
NS
USD
568765.26000000
0.009923925072
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corporation
YM4O38W15AX4YLLQKU27
Brunswick Corporation
117043109
1578.00000000
NS
USD
157200.36000000
0.002742861956
Long
EC
CORP
US
N
1
N
N
N
DSP Group, Inc.
N/A
DSP Group, Inc.
23332B106
1116.00000000
NS
USD
16516.80000000
0.000288188286
Long
EC
CORP
US
N
1
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
450000.00000000
PA
USD
445500.00000000
0.007773169233
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03625000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
305000.00000000
PA
USD
314677.65000000
0.005490555841
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04750000
N
N
N
N
N
N
Vertex, Inc.
549300QMYW171MP1PL50
Vertex, Inc.
92538J106
891.00000000
NS
USD
19548.54000000
0.000341086665
Long
EC
CORP
US
N
1
N
N
N
BJ's Restaurants, Inc.
5299000EOW66I1OJNQ23
BJ's Restaurants, Inc.
09180C106
3911.00000000
NS
USD
192186.54000000
0.003353307519
Long
EC
CORP
US
N
1
N
N
N
Transocean Ltd.
N/A
Transocean Guardian, Ltd.
893800AA0
293624.98000000
PA
USD
285550.29000000
0.004982336091
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
Lineage Cell Therapeutics, Inc.
5299002BI4W22SDF8R25
Lineage Cell Therapeutics, Inc.
53566P109
3134.00000000
NS
USD
8931.90000000
0.000155845500
Long
EC
CORP
US
N
1
N
N
N
Golden Entertainment, Inc.
549300P8YYCKQVJ0Y638
Golden Entertainment, Inc., Term Loan
N/A
1871406.25000000
PA
USD
1857370.70000000
0.032407759325
Long
DBT
CORP
US
N
2
2024-10-20
Floating
0.03750000
N
N
N
N
N
N
Utz Brands Inc
N/A
Utz Brands, Inc.
918090101
1652.00000000
NS
USD
35997.08000000
0.000628083938
Long
EC
CORP
US
N
1
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023105
3668.00000000
NS
USD
878706.08000000
0.015331831797
Long
EC
CORP
US
N
1
N
N
N
TTM Technologies, Inc.
549300SC4BDOIS008048
TTM Technologies, Inc.
87305R109
56430.00000000
NS
USD
806949.00000000
0.014079800537
Long
EC
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan
N/A
587042.60000000
PA
USD
600497.62000000
0.010477597360
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.08500000
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076BS0
700000.00000000
PA
USD
830881.32000000
0.014497376235
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
0.03900000
N
N
N
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
4413.00000000
NS
USD
810359.19000000
0.014139302184
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AE5
550000.00000000
PA
USD
631222.17000000
0.011013685187
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.04650000
N
N
N
N
N
N
FirstService Corporation
5493000XUDIV75BCF118
FirstService Corporation
33767E202
2658.00000000
NS
USD
455209.08000000
0.007942575118
Long
EC
CORP
CA
N
1
N
N
N
Assured Guaranty Ltd.
549300BBOQUJEPH87M14
Assured Guaranty, Ltd.
G0585R106
24295.00000000
NS
USD
1153526.60000000
0.020126952809
Long
EC
CORP
BM
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746SH5
1140000.00000000
PA
USD
1229382.44000000
0.021450500018
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
0.03000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
6439.00000000
NS
USD
312420.28000000
0.005451168817
Long
EC
CORP
US
N
1
N
N
N
Guardant Health, Inc.
254900M8C3E5VC8BR186
Guardant Health, Inc.
40131M109
17772.00000000
NS
USD
2207104.68000000
0.038509984719
Long
EC
CORP
US
N
1
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AE3
445000.00000000
PA
USD
477262.50000000
0.008327367409
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
Lam Research Corporation
549300I4GMO6D34U1T02
Lam Research Corporation
512807108
3254.00000000
NS
USD
2117377.80000000
0.036944412950
Long
EC
CORP
US
N
1
N
N
N
Northern Oil and Gas, Inc.
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc.
665531307
1889.00000000
NS
USD
39234.53000000
0.000684571585
Long
EC
CORP
US
N
1
N
N
N
JBS S.A.
N/A
JBS USA, LLC
46590XAA4
110000.00000000
PA
USD
123613.60000000
0.002156833742
Long
DBT
CORP
XX
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
170000.00000000
PA
USD
167875.00000000
0.002929115117
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.04750000
N
N
N
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385AZ4
340000.00000000
PA
USD
349327.76000000
0.006095137589
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
Leggett & Platt, Incorporated
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc.
524660107
16302.00000000
NS
USD
844606.62000000
0.014736857895
Long
EC
CORP
US
N
1
N
N
N
Peapack-Gladstone Financial Corporation
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corporation
704699107
561.00000000
NS
USD
17430.27000000
0.000304126685
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EP100
7613.00000000
NS
USD
153630.34000000
0.002680571564
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
11892.00000000
NS
USD
29037766.68000000
0.506656508534
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAE2
625000.00000000
PA
USD
678944.83000000
0.011846359289
Long
DBT
CORP
NO
N
2
2027-04-06
Fixed
0.03000000
N
N
N
N
N
N
Liberty Mutual Holding Company Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EAW4
294000.00000000
PA
USD
304625.14000000
0.005315157723
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
0.04950000
N
N
N
N
N
N
Halliburton Company
ENYF8GB5SMQZ25S06U51
Halliburton Company
406216101
54989.00000000
NS
USD
1271345.68000000
0.022182682658
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
Northrop Grumman Corporation
666807102
4869.00000000
NS
USD
1769540.67000000
0.030875284158
Long
EC
CORP
US
N
1
N
N
N
Arch Street CLO, Ltd.
5493005A489KGIV6GS45
Arch Street CLO, Ltd.
03940ABA1
1250000.00000000
PA
USD
1250016.25000000
0.021810522682
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
0.03638300
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals, Inc.
443628AJ1
410000.00000000
PA
USD
411537.50000000
0.007180585035
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
Colony Credit Real Estate, Inc.
549300BOIFLLMVU37752
BrightSpire Capital, Inc.
10949T109
2386.00000000
NS
USD
22428.40000000
0.000391335014
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
1525000.00000000
PA
USD
1639808.51000000
0.028611692610
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AT8
200000.00000000
PA
USD
207250.00000000
0.003616137651
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.04125000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
490000.00000000
PA
USD
552720.00000000
0.009643964306
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.07250000
N
N
N
N
N
N
The Descartes Systems Group Inc
875500NEPA7JI5EOMN45
Descartes Systems Group, Inc.
249906108
5387.00000000
NS
USD
372564.92000000
0.006500584003
Long
EC
CORP
CA
N
1
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Term Loan
N/A
915400.00000000
PA
USD
911967.25000000
0.015912179055
Long
DBT
CORP
US
N
2
2027-11-20
Floating
0.03750000
N
N
N
N
N
N
STORE Capital Corporation
5493004EA6C9IHDZ7N66
Store Capital Corporation
862121100
11999.00000000
NS
USD
414085.49000000
0.007225042852
Long
EC
CORP
US
N
1
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BA0
860000.00000000
PA
USD
883809.34000000
0.015420874454
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.02200000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873AAA6
1044620.05000000
PA
USD
1045646.28000000
0.018244636346
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
0.02239500
N
N
N
N
N
N
USR Parent, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
590000.00000000
PA
USD
611083.65000000
0.010662304437
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
Insulet Corporation
549300TZTYD2PYN92D43
Insulet Corporation
45784P101
7916.00000000
NS
USD
2173021.16000000
0.037915288941
Long
EC
CORP
US
N
1
N
N
N
Okta, Inc.
549300N8J06I8MRHU620
Okta, Inc.
679295105
8489.00000000
NS
USD
2077088.52000000
0.036241437885
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Incorporated
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
58600.00000000
NS
USD
8375698.00000000
0.146140781141
Long
EC
CORP
US
N
1
N
N
N
Atrion Corporation
N/A
Atrion Corporation
049904105
151.00000000
NS
USD
93760.43000000
0.001635949920
Long
EC
CORP
US
N
1
N
N
N
National Storage Affiliates Trust
N/A
National Storage Affiliates Trust
637870106
71304.00000000
NS
USD
3605130.24000000
0.062903002160
Long
EC
CORP
US
N
1
N
N
N
ProShare Advisors LLC
03026FQTQRJ0JSTBI779
ProShares UltraPro QQQ
74347X831
514.00000000
NS
USD
62965.00000000
0.001098625366
Long
RF
US
N
1
N
N
N
Palmer Square Loan Funding 2021-3 Limited
N/A
Palmer Square Loan Funding, Ltd.
69702BAC5
2700000.00000000
PA
USD
2700000.00000000
0.047110116563
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
0.01528000
N
N
N
N
N
N
The Interpublic Group of Companies, Inc.
5493008IUOJ5VWTRC333
Interpublic Group of Companies, Inc.
460690100
11361.00000000
NS
USD
369118.89000000
0.006440457012
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537WAA6
3098070.95000000
PA
USD
3148271.47000000
0.054931642935
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
0.03626000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAH6
670000.00000000
PA
USD
861348.00000000
0.015028964697
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
0.04700000
N
N
N
N
N
N
BrightSphere Investment Group Inc.
5493004FTLQNQTBOP608
BrightSphere Investment Group
10948W103
9642.00000000
NS
USD
225912.06000000
0.003941756844
Long
EC
CORP
GB
N
1
N
N
N
F&P Holdings, Inc.
N/A
CANPACK SA
13805AAA5
540000.00000000
PA
USD
549450.00000000
0.009586908720
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
0.03125000
N
N
N
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc., Term Loan
N/A
946993.92000000
PA
USD
939541.08000000
0.016393292516
Long
DBT
CORP
US
N
2
2028-03-03
Floating
0.03750000
N
N
N
N
N
N
Laboratory Corporation of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corporation of America Holdings
50540R409
1633.00000000
NS
USD
450463.05000000
0.007859765478
Long
EC
CORP
US
N
1
N
N
N
JBS S.A.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corporation
72147KAE8
290000.00000000
PA
USD
308850.00000000
0.005388873889
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05875000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932MAB3
360000.00000000
PA
USD
346827.60000000
0.006051514319
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04250000
N
N
N
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
24046.00000000
NS
USD
3123575.40000000
0.054500741181
Long
EC
CORP
US
N
1
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation
62886EAV0
820000.00000000
PA
USD
893800.00000000
0.015595193401
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
4174.00000000
NS
USD
227775.18000000
0.003974264918
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
675000.00000000
PA
USD
672093.94000000
0.011726823650
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.01462000
N
N
N
N
N
N
Newmark Group, Inc.
N/A
Newmark Group, Inc.
65158N102
1918.00000000
NS
USD
23035.18000000
0.000401922227
Long
EC
CORP
US
N
1
N
N
N
Miller Industries, Inc.
549300F1O74SPUJ7UU94
Miller Industries, Inc.
600551204
7636.00000000
NS
USD
301163.84000000
0.005254764298
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Small Cap Stock Portfolio
88589M170
3119241.61500000
NS
USD
75924836.30000000
1.324751069693
Long
RF
US
N
1
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS US Petrochem, LLC, Term Loan
N/A
995000.00000000
PA
USD
991577.20000000
0.017301228694
Long
DBT
CORP
US
N
2
2026-01-29
Floating
0.03250000
N
N
N
N
N
N
John Bean Technologies Corporation
5493007CT6ATBZ2L6826
John Bean Technologies Corporation
477839104
525.00000000
NS
USD
74875.50000000
0.001306442049
Long
EC
CORP
US
N
1
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge, Ltd. Finance Corporation
120568BC3
940000.00000000
PA
USD
950312.76000000
0.016581238850
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
0.02750000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AL5
230000.00000000
PA
USD
241500.00000000
0.004213738203
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04875000
N
N
N
N
N
N
Evercore Inc.
529900P6KLPT95DW3W58
Evercore, Inc.
29977A105
3951.00000000
NS
USD
556182.27000000
0.009704374655
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CY9
600000.00000000
PA
USD
710492.98000000
0.012396817446
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05150000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
360000.00000000
PA
USD
369000.00000000
0.006438382597
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.04500000
N
N
N
N
N
N
Adobe Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
19746.00000000
NS
USD
11564047.44000000
0.201771712165
Long
EC
CORP
US
N
1
N
N
N
Talen Energy Corporation
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC
87422VAJ7
300000.00000000
PA
USD
280713.00000000
0.004897934129
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.07625000
N
N
N
N
N
N
Bridgewater Bancshares, Inc.
5493001FLSBTVILKXZ71
Bridgewater Bancshares, Inc.
108621103
19316.00000000
NS
USD
311953.40000000
0.005443022606
Long
EC
CORP
US
N
1
N
N
N
Fortis Inc.
549300HTO5U9D3SLE207
ITC Holdings Corporation
465685AG0
284000.00000000
PA
USD
300453.01000000
0.005242361601
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.04050000
N
N
N
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
3565.00000000
NS
USD
289299.75000000
0.005047757386
Long
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
250000.00000000
PA
USD
265000.00000000
0.004623770699
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
Safety Insurance Group, Inc.
254900LDCFLA3J746840
Safety Insurance Group, Inc.
78648T100
1824.00000000
NS
USD
142782.72000000
0.002491300215
Long
EC
CORP
US
N
1
N
N
N
Central Garden & Pet Company
5493004DVZLD37DJ0H83
Central Garden & Pet Company
153527AN6
500000.00000000
PA
USD
510625.00000000
0.008909482692
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04125000
N
N
N
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034TAA1
130000.00000000
PA
USD
133575.00000000
0.002330642155
Long
DBT
CORP
US
N
3
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
Alcoa Corporation
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
595000.00000000
PA
USD
645456.00000000
0.011262039776
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBD6
1185000.00000000
PA
USD
1387607.14000000
0.024211234855
Long
DBT
CORP
GB
N
2
2029-05-16
Variable
0.04972000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KW5
700000.00000000
PA
USD
699957.22000000
0.012212987490
Long
STIV
USGSE
US
N
2
N
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150185106
8266.00000000
NS
USD
370564.78000000
0.006465685177
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
42856.00000000
NS
USD
4090176.64000000
0.071366184546
Long
EC
CORP
US
N
1
N
N
N
Prosperity Bancshares, Inc.
N/A
Prosperity Bancshares, Inc.
743606105
1322.00000000
NS
USD
94919.60000000
0.001656175340
Long
EC
CORP
US
N
1
N
N
N
Redwood Trust, Inc.
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075402
12755.00000000
NS
USD
153952.85000000
0.002686198781
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286F2
22580000.00000000
PA
USD
24312309.38000000
0.424205825490
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
Aimco
549300VLRW0CEQ83RF89
Aimco CLO 11, Ltd.
00140NAA8
3475000.00000000
PA
USD
3481324.50000000
0.060742815922
Long
ABS-O
CORP
KY
N
2
2031-10-15
Floating
0.01563800
N
N
N
N
N
N
Murphy Oil Corporation
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AN2
230000.00000000
PA
USD
242500.50000000
0.004231195119
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
Helm AG
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAD8
410000.00000000
PA
USD
417654.70000000
0.007287319111
Long
DBT
CORP
LU
N
2
2025-06-15
Fixed
0.06875000
N
N
N
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAF2
1125000.00000000
PA
USD
1187768.44000000
0.020724410984
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.05500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284D9
6540000.00000000
PA
USD
6800833.58000000
0.118662245438
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.02500000
N
N
N
N
N
N
Dole Food Company, Inc.
549300BHY23LFYB85T03
Dole Food Company, Inc., Term Loan
N/A
1171879.35000000
PA
USD
1170414.50000000
0.020421616119
Long
DBT
CORP
US
N
2
2024-04-06
Floating
0.03750000
N
N
N
N
N
N
Range Resources Corporation
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABH1
220000.00000000
PA
USD
248050.00000000
0.004328023856
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.08250000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285Z9
65780000.00000000
PA
USD
69400469.37000000
1.210912667257
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.02500000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
41732.00000000
NS
USD
3366103.12000000
0.058732411240
Long
EC
CORP
US
N
1
N
N
N
Nova Measuring Instruments Ltd.
529900B2DSWE5V3SC292
Nova Measuring Instruments, Ltd.
M7516K103
2243.00000000
NS
USD
230782.27000000
0.004026733200
Long
EC
CORP
IL
N
1
N
N
N
Norfolk Southern Corporation
54930036C8MWP850MI84
Norfolk Southern Corporation
655844108
16651.00000000
NS
USD
4419341.91000000
0.077109523153
Long
EC
CORP
US
N
1
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming, Inc., Term Loan
N/A
1021547.34000000
PA
USD
1017849.34000000
0.017759630019
Long
DBT
CORP
US
N
2
2025-10-15
Floating
0.03000000
N
N
N
N
N
N
Metronet Systems Holdings, LLC
549300V3JVIFMP2JGN73
Metronet Systems Holdings, LLC, Term Loan
N/A
800000.10000000
PA
USD
799400.10000000
0.013948085885
Long
DBT
CORP
US
N
2
2028-06-02
Floating
0.04500000
N
N
N
N
N
N
Dow Inc.
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Company
260543CY7
600000.00000000
PA
USD
718371.08000000
0.012534276042
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
0.04800000
N
N
N
N
N
N
Encompass Health Corporation
549300FVRPM9DRQZRG64
Encompass Health Corporation
29261AAA8
615000.00000000
PA
USD
638044.05000000
0.011132714654
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04500000
N
N
N
N
N
N
Raven Industries, Inc.
ZN4TZXB8X0VUOSZJ5442
Raven Industries, Inc.
754212108
5872.00000000
NS
USD
339695.20000000
0.005927066840
Long
EC
CORP
US
N
1
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331ABN8
550000.00000000
PA
USD
579555.39000000
0.010112193325
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.02600000
N
N
N
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAG0
500000.00000000
PA
USD
543750.00000000
0.009487454030
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909AU2
505000.00000000
PA
USD
540350.00000000
0.009428130179
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06875000
N
N
N
N
N
N
Unitil Corporation
N/A
Unitil Corporation
913259107
228.00000000
NS
USD
12077.16000000
0.000210724598
Long
EC
CORP
US
N
1
N
N
N
SM Energy Company
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454LAW0
200000.00000000
PA
USD
205500.00000000
0.003585603316
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06500000
N
N
N
N
N
N
The First of Long Island Corporation
N/A
First of Long Island Corporation
320734106
1173.00000000
NS
USD
24902.79000000
0.000434508644
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics, Inc.
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637H109
7578.00000000
NS
USD
344116.98000000
0.006004218903
Long
EC
CORP
US
N
1
N
N
N
New Residential Investment Corp.
549300WNTHGEO5LP2G31
New Residential Investment Corporation
64828T201
59749.00000000
NS
USD
632741.91000000
0.011040201901
Long
EC
CORP
US
N
1
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665205
11412.00000000
NS
USD
527919.12000000
0.009211233807
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAY5
360000.00000000
PA
USD
390049.20000000
0.006805653065
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04800000
N
N
N
N
N
N
Wind River 2020-1 CLO Ltd.
N/A
THL Credit Wind River CLO, Ltd.
973142AA0
950000.00000000
PA
USD
952861.40000000
0.016625708008
Long
ABS-O
CORP
KY
N
2
2033-10-20
Floating
0.01618300
N
N
N
N
N
N
CommScope Holding Company, Inc.
M4TWC4QDOKW45N7T6Y12
CommScope Technologies Finance, LLC
20337YAA5
380000.00000000
PA
USD
388075.00000000
0.006771206846
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06000000
N
N
N
N
N
N
Apartment Income REIT Corp.
N/A
Apartment Income REIT Corporation
03750L109
1533.00000000
NS
USD
72710.19000000
0.001268661306
Long
EC
CORP
US
N
1
N
N
N
Fulton Financial Corporation
5493005QLZ6O1BNC0C11
Fulton Financial Corporation
360271100
54354.00000000
NS
USD
857706.12000000
0.014965420477
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corporation
5493008PTR2GAOYBXW28
Regency Centers, LP
75884RAX1
1180000.00000000
PA
USD
1325920.43000000
0.023134913337
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04125000
N
N
N
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc.
67020Y100
4088.00000000
NS
USD
222550.72000000
0.003883107540
Long
EC
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BL5
150000.00000000
PA
USD
162937.50000000
0.002842964673
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
26602.00000000
NS
USD
2921165.62000000
0.050969056614
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
4295.00000000
NS
USD
750422.40000000
0.013093513605
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corporation
87161C501
12696.00000000
NS
USD
557100.48000000
0.009720395759
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAR0
1100000.00000000
PA
USD
1206764.23000000
0.021055853163
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03500000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
1403.00000000
NS
USD
207882.51000000
0.003627173806
Long
EC
CORP
US
N
1
N
N
N
Pulmonx Corporation
549300WZMFR0ZK7RJY40
Pulmonx Corporation
745848101
8397.00000000
NS
USD
370475.64000000
0.006464129846
Long
EC
CORP
US
N
1
N
N
DTE Energy Company
9N0FWODEJVKHC2DYLO03
DTE Electric Company
23338VAE6
760000.00000000
PA
USD
867983.56000000
0.015144743217
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.03700000
N
N
N
N
N
N
DENTSPLY SIRONA Inc.
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA, Inc.
24906PAA7
375000.00000000
PA
USD
401080.90000000
0.006998136277
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.03250000
N
N
N
N
N
N
Ortho-Clinical Diagnostics, Inc.
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA, Term Loan
N/A
1769454.42000000
PA
USD
1767561.10000000
0.030840744242
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.03088700
N
N
N
N
N
N
Mesa Air Group, Inc.
549300EY743RMV1F7P98
Mesa Air Group, Inc.
590479135
1178.00000000
NS
USD
10990.74000000
0.000191768534
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KA3
200000.00000000
PA
USD
199992.22000000
0.003489502517
Long
STIV
USGSE
US
N
2
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBX8
5990000.00000000
PA
USD
5978768.75000000
0.104318701007
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.00125000
N
N
N
N
N
N
Stoneridge, Inc.
PNBCIH9LE7WI83VJIF08
Stoneridge, Inc.
86183P102
10693.00000000
NS
USD
315443.50000000
0.005503918538
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corporation
N/A
Antero Midstream Corporation
03676B102
19376.00000000
NS
USD
201316.64000000
0.003512611250
Long
EC
CORP
US
N
1
N
N
N
Digicel Group Limited
5493007V023VOEW4FK27
Digicel International Finance, Ltd., Term Loan
N/A
987892.66000000
PA
USD
946529.59000000
0.016515229376
Long
DBT
CORP
US
N
2
2024-05-27
Floating
0.03430000
N
N
N
N
N
N
Baxter International Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
15558.00000000
NS
USD
1252419.00000000
0.021852446324
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AYWN7
2057319.00600000
PA
USD
199935.20000000
0.003488507621
Long
ABS-CBDO
USGSE
US
N
2
2033-02-15
Fixed
0.03000000
N
N
N
N
N
N
CytomX Therapeutics, Inc.
5493004VW2FW0QLL3345
CytomX Therapeutics, Inc.
23284F105
1398.00000000
NS
USD
8849.34000000
0.000154404977
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
520000.00000000
PA
USD
605269.60000000
0.010560859780
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06875000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CX1
1225000.00000000
PA
USD
1691551.80000000
0.029514519433
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
0.05930000
N
N
N
N
N
N
ProShare Advisors LLC
UT59PM4NN1V3JAKZPS19
ProShares Ultra S&P 500
74347R107
3716.00000000
NS
USD
443467.44000000
0.007737704737
Long
RF
US
N
1
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161N101
33504.00000000
NS
USD
1484562.24000000
0.025902925989
Long
EC
CORP
US
N
1
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
210000.00000000
PA
USD
216930.00000000
0.003785036143
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04000000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
United Technologies Corporation
913017CW7
775000.00000000
PA
USD
937759.32000000
0.016362204027
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
0.04450000
N
N
N
N
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
8894.00000000
NS
USD
2486495.58000000
0.043384850595
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBW5
725000.00000000
PA
USD
713082.86000000
0.012442006168
Long
DBT
CORP
US
N
2
2027-02-04
Variable
0.01040000
N
N
N
N
N
N
Vistra Energy Corp.
549300KP43CPCUJOOG15
Vistra Energy Corporation
92840M102
500.00000000
NS
USD
9275.00000000
0.000161831974
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
765000.00000000
PA
USD
794008.80000000
0.013854017452
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04625000
N
N
N
N
N
N
British American Tobacco p.l.c.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BA3
952000.00000000
PA
USD
1149666.17000000
0.020059595288
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
0.05700000
N
N
N
N
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
4932.00000000
NS
USD
271654.56000000
0.004739880735
Long
EC
CORP
US
N
1
N
N
N
Saia, Inc.
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
1804.00000000
NS
USD
377919.96000000
0.006594019765
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
5202.00000000
NS
USD
1798695.54000000
0.031383983908
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Company
GKOMIK4RDJGHEF0VNP11
Sonoco Products Company
835495102
2482.00000000
NS
USD
166045.80000000
0.002897198886
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BD5
1380000.00000000
PA
USD
1750360.52000000
0.030540625231
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
0.04150000
N
N
N
N
N
N
Wingstop Inc.
549300SSH3F8HPIM3Q47
Wingstop, Inc.
974155103
3630.00000000
NS
USD
572196.90000000
0.009983800983
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corporation
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066G104
15864.00000000
NS
USD
12692786.40000000
0.221466165489
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc.
549300W3R20NM4KQPH86
IQVIA Holding, Inc.
46266C105
8134.00000000
NS
USD
1971030.88000000
0.034390923891
Long
EC
CORP
US
N
1
N
N
N
Air Canada 2015-1 Pass Through Trusts
N/A
Air Canada Pass Through Trust
009090AB7
181573.00000000
PA
USD
183829.66000000
0.003207495077
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
0.03875000
N
N
N
N
N
N
G-III Apparel Group, Ltd.
529900O5KABM3R3SFM87
G-III Apparel Group, Ltd.
36237H101
8594.00000000
NS
USD
282398.84000000
0.004927348988
Long
EC
CORP
US
N
1
N
N
N
Suburban Propane Partners, L.P.
N/A
Suburban Propane Partners, LP
864486AK1
560000.00000000
PA
USD
587946.80000000
0.010258608252
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05875000
N
N
N
N
N
N
Performance Food Group Company
549300EUK8GR9IT1YK57
Performance Food Group Company
71377A103
3353.00000000
NS
USD
162586.97000000
0.002836848558
Long
EC
CORP
US
N
1
N
N
N
PETCO HEALTH & WELLNESS
N/A
Petco Health & Wellness Company, Inc., Term Loan
N/A
1037400.00000000
PA
USD
1034993.23000000
0.018058759891
Long
DBT
CORP
US
N
2
2028-03-04
Floating
0.03372800
N
N
N
N
N
N
CSMC 2018-RPL9 Trust
N/A
Credit Suisse Mortgage Trust
12654PAA6
2252979.11300000
PA
USD
2343667.61000000
0.040892760849
Long
ABS-CBDO
CORP
US
N
2
2057-09-25
Variable
0.03850000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
645000.00000000
PA
USD
719419.00000000
0.012552560351
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05125000
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62947QAY4
475000.00000000
PA
USD
583306.26000000
0.010177639222
Long
DBT
CORP
NL
N
2
2028-12-01
Fixed
0.05550000
N
N
N
N
N
N
Whirlpool Corporation
WHENKOULSSK7WUM60H03
Whirlpool Corporation
963320106
791.00000000
NS
USD
172453.82000000
0.003009007245
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
14040.00000000
NS
USD
2019373.20000000
0.035234409939
Long
EC
CORP
US
N
1
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BL4
850000.00000000
PA
USD
973007.89000000
0.016977227820
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
0.04445000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537TAA3
1025975.28000000
PA
USD
1038921.34000000
0.018127298306
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
0.01977000
N
N
N
N
N
N
Woodward, Inc.
YPYKXXTR8TFDH54ZMB45
Woodward, Inc.
980745103
2625.00000000
NS
USD
322560.00000000
0.005628088592
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings, Inc.
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Company, Inc.
228255AH8
630000.00000000
PA
USD
771750.00000000
0.013465641651
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.07375000
N
N
N
N
N
N
Quest Diagnostics Incorporated
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LBC3
1200000.00000000
PA
USD
1252597.36000000
0.021855558384
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
0.02800000
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
1800000.00000000
PA
USD
1805435.82000000
0.031501589603
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
0.01540000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AA3
430000.00000000
PA
USD
440750.00000000
0.007690290324
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05375000
N
N
N
N
N
BigCommerce Holdings Inc
549300MOVEFQ78DMPG58
BigCommerce Holdings, Inc.
08975P108
12033.00000000
NS
USD
781182.36000000
0.013630219273
Long
EC
CORP
US
N
1
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc
64110LAT3
450000.00000000
PA
USD
552343.50000000
0.009637395062
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05875000
N
N
N
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation
477143101
7480.00000000
NS
USD
125514.40000000
0.002189999264
Long
EC
CORP
US
N
1
N
N
N
Univest Financial Corporation
4WII2HCR8UEWNU03U507
Univest Financial Corporation
915271100
2025.00000000
NS
USD
53399.25000000
0.000931720330
Long
EC
CORP
US
N
1
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797103
4947.00000000
NS
USD
1699987.08000000
0.029661699813
Long
EC
CORP
US
N
1
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US, LLC, Term Loan
N/A
345000.00000000
PA
USD
344893.05000000
0.006017759921
Long
DBT
CORP
US
N
2
2028-04-08
Floating
0.03604200
N
N
N
N
N
N
Vector Group Ltd.
549300TUIF4WWN6NDN50
Vector Group, Ltd.
92240M108
2066.00000000
NS
USD
29213.24000000
0.000509718200
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAZ6
975000.00000000
PA
USD
1044460.37000000
0.018223944361
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
Gladstone Commercial Corporation
529900EVVV534W8R0T32
Gladstone Commercial Corporation
376536108
2992.00000000
NS
USD
67499.52000000
0.001177744538
Long
EC
CORP
US
N
1
N
N
N
Chico's FAS, Inc.
5299003ESGN5T1MFXY13
Chico's FAS, Inc.
168615102
26846.00000000
NS
USD
176646.68000000
0.003082165068
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corporation
N/A
Antero Midstream Partners, LP
03690AAD8
220000.00000000
PA
USD
228800.00000000
0.003992146173
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corporation
320517AD7
900000.00000000
PA
USD
991511.57000000
0.017300083569
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
0.04000000
N
N
N
N
N
N
W. P. Carey Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
2694.00000000
NS
USD
201026.28000000
0.003507544993
Long
EC
CORP
US
N
1
N
N
N
Kinross Gold Corporation
549300UEBMAQDN0K0R06
Kinross Gold Corporation
496902AQ0
900000.00000000
PA
USD
1027909.75000000
0.017935165977
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
0.04500000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703TAD8
2320000.00000000
PA
USD
2785221.20000000
0.048597072365
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06020000
N
N
N
N
N
N
Oceaneering International, Inc.
549300L6PH74701W0R30
Oceaneering International, Inc.
675232102
264.00000000
NS
USD
4110.48000000
0.000071720441
Long
EC
CORP
US
N
1
N
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments, Inc.
55306N104
14543.00000000
NS
USD
2587926.85000000
0.045154642800
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LBA0
450000.00000000
PA
USD
447490.18000000
0.007807894274
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.02150000
N
N
N
N
N
N
Nordson Corporation
14OS6Q5N55N95WM84M53
Nordson Corporation
655663102
1376.00000000
NS
USD
302045.76000000
0.005270152207
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KP0
500000.00000000
PA
USD
499973.34000000
0.008723630491
Long
STIV
USGSE
US
N
2
N
N
N
Diamond Hill Investment Group, Inc.
549300AQ6779A0B7VZ57
Diamond Hill Investment Group, Inc.
25264R207
284.00000000
NS
USD
47516.04000000
0.000829068956
Long
EC
CORP
US
N
1
N
N
N
TrustCo Bank Corp NY
N/A
TrustCo Bank Corporation NY
898349204
3695.00000000
NS
USD
127034.10000000
0.002216515280
Long
EC
CORP
US
N
1
N
N
N
CIT Group Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group, Inc.
125581GW2
230000.00000000
PA
USD
258750.00000000
0.004514719504
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
0.05250000
N
N
N
N
N
N
STAG Industrial, Inc.
549300QWYX2W6FASVQ07
STAG Industrial, Inc.
85254J102
13495.00000000
NS
USD
505117.85000000
0.008813392885
Long
EC
CORP
US
N
1
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
18293.00000000
NS
USD
752939.88000000
0.013137439078
Long
EC
CORP
US
N
1
N
N
N
Orthofix Medical Inc.
N/A
Orthofix Medical, Inc.
68752M108
926.00000000
NS
USD
37141.86000000
0.000648058279
Long
EC
CORP
CW
N
1
N
N
N
Fox Factory Holding Corp.
529900GE1HSV0617R721
Fox Factory Holding Corporation
35138V102
1172.00000000
NS
USD
182433.52000000
0.003183134960
Long
EC
CORP
US
N
1
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BL4
270000.00000000
PA
USD
282690.00000000
0.004932429204
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
Fate Therapeutics, Inc.
549300L14Q4UHOODLA90
Fate Therapeutics, Inc.
31189P102
99.00000000
NS
USD
8592.21000000
0.000149918523
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
7681.00000000
NS
USD
652731.38000000
0.011388981998
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
475000.00000000
PA
USD
493193.29000000
0.008605330881
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
General Electric Company
549300G6UZOB126GBY72
GE Capital International Funding Company
36164QNA2
1615000.00000000
PA
USD
1935547.59000000
0.033771804659
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
0.04418000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corporation
65342RAD2
180000.00000000
PA
USD
189487.80000000
0.003306219387
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.06875000
N
N
N
N
N
N
Spirit Realty Capital, Inc.
549300LTU6LVPZSHMJ25
Spirit Realty Capital, Inc.
84860W300
10537.00000000
NS
USD
504090.08000000
0.008795460158
Long
EC
CORP
US
N
1
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAS5
470000.00000000
PA
USD
479696.10000000
0.008369829328
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05375000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AZ1
900000.00000000
PA
USD
927863.20000000
0.016189534632
Long
DBT
CORP
GB
N
2
2051-05-28
Fixed
0.03000000
N
N
N
N
N
N
LiveRamp Holdings, Inc.
254900GXS75LG1X7RF88
LiveRamp Holding, Inc.
53815P108
8974.00000000
NS
USD
420431.90000000
0.007335776228
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CV5
1250000.00000000
PA
USD
1609853.74000000
0.028089036052
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05705000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Corporation, Ltd.
89053BAA2
2000000.00000000
PA
USD
2001051.00000000
0.034914720688
Long
ABS-O
CORP
US
N
2
2024-06-25
Variable
0.02239500
N
N
N
N
N
N
UFP Technologies, Inc.
549300RJ8LY41HS70C91
UFP Technologies, Inc.
902673102
6564.00000000
NS
USD
376904.88000000
0.006576308455
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
12033.00000000
NS
USD
4233329.73000000
0.073863947049
Long
EC
CORP
US
N
1
N
N
N
522 Funding Clo 2019-4 A Limited
N/A
522 Funding CLO, Ltd.
33834WAC6
2300000.00000000
PA
USD
2295917.50000000
0.040059607794
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
0.01788200
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
673299.46000000
PA
USD
655207.90000000
0.011432192793
Long
DBT
CORP
US
N
2
2026-04-12
Floating
0.05175600
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Finance Corporation
049362AA4
285000.00000000
PA
USD
286028.85000000
0.004990686097
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
Seacoast Banking Corporation of Florida
549300V6IC06XYQYPG88
Seacoast Banking Corporation of Florida
811707801
17828.00000000
NS
USD
608826.20000000
0.010622916018
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
3485.00000000
NS
USD
141909.20000000
0.002476058871
Long
EC
CORP
US
N
1
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
BWAY Holding Company
12429TAE4
420000.00000000
PA
USD
411600.00000000
0.007181675547
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07250000
N
N
N
N
N
N
MercadoLibre, Inc.
549300DKPDN9M5S8GB14
Mercadolibre, Inc.
58733R102
642.00000000
NS
USD
1000101.18000000
0.017449956727
Long
EC
CORP
US
N
1
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BE1
475000.00000000
PA
USD
492812.50000000
0.008598686784
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03375000
N
N
N
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc.
88146LAA1
310000.00000000
PA
USD
335187.50000000
0.005848415628
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.08875000
N
N
N
N
N
N
Tenneco Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349105
4085.00000000
NS
USD
78922.20000000
0.001377049644
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc.
529900VPCUY9H3HLIC08
Robert Half International, Inc.
770323103
1140.00000000
NS
USD
101425.80000000
0.001769696763
Long
EC
CORP
US
N
1
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
150000.00000000
PA
USD
148177.50000000
0.002585429369
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
N
QCR Holdings, Inc.
549300MWKWM7KWJVQO33
QCR Holdings, Inc.
74727A104
12163.00000000
NS
USD
584918.67000000
0.010205772860
Long
EC
CORP
US
N
1
N
N
N
Renewable Energy Group, Inc.
549300HPU3BD8ZI0X358
Renewable Energy Group, Inc.
75972A301
1756.00000000
NS
USD
109469.04000000
0.001910036753
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
488202.35000000
PA
USD
495176.52000000
0.008639934658
Long
ABS-O
CORP
US
N
2
2042-11-25
Fixed
0.02810000
N
N
N
N
N
N
Energean Israel Finance Ltd
98450044QACBL3F8EB03
Energean Israel Finance, Ltd.
N/A
415000.00000000
PA
USD
423818.75000000
0.007394870634
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
0.04500000
N
N
N
N
N
N
Silk Road Medical, Inc
549300VL8KC0ZPDQHE14
Silk Road Medical, Inc.
82710M100
10655.00000000
NS
USD
509948.30000000
0.008897675501
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
5984.00000000
NS
USD
1059287.68000000
0.018482654103
Long
EC
CORP
US
N
1
N
N
N
Southside Bancshares, Inc.
549300TC83207VQA2K65
Southside Bancshares, Inc.
84470P109
493.00000000
NS
USD
18847.39000000
0.000328852866
Long
EC
CORP
US
N
1
N
N
N
GoodRx Holdings, Inc.
N/A
GoodRx Holdings, Inc.
38246G108
38469.00000000
NS
USD
1385268.69000000
0.024170433132
Long
EC
CORP
US
N
1
N
N
State Street Corporation
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
7767.00000000
NS
USD
854059.32000000
0.014901790413
Long
RF
US
N
1
N
N
Kimco Realty Corporation
549300EA7I6T15IBYS12
Kimco Realty Corporation
49446RAU3
1072000.00000000
PA
USD
1155880.72000000
0.020168027945
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03300000
N
N
N
N
N
N
Magic Mergeco Inc.
N/A
Magic MergerCo, Inc.
55916AAA2
375000.00000000
PA
USD
384723.75000000
0.006712733595
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05250000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CM0
2545000.00000000
PA
USD
3099400.81000000
0.054078938309
Long
DBT
CORP
US
N
2
2035-07-20
Fixed
0.04875000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
13456.00000000
NS
USD
352143.52000000
0.006144267509
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
15929.00000000
NS
USD
1274160.71000000
0.022231799840
Long
EC
CORP
US
N
1
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc.
98919VAA3
500000.00000000
PA
USD
496560.00000000
0.008664073881
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBQ3
550000.00000000
PA
USD
690389.94000000
0.012046055758
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
0.04600000
N
N
N
N
N
N
U.S. Small Business Administration
N/A
U.S. Small Business Administration
831641FA8
52864.87000000
PA
USD
54498.15000000
0.000950894147
Long
ABS-O
USGA
US
N
2
2024-03-10
Fixed
0.03191000
N
N
N
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
G8994E103
3806.00000000
NS
USD
700836.84000000
0.012228335268
Long
EC
CORP
IE
N
1
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
480000.00000000
PA
USD
491092.80000000
0.008568681130
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BF4
952000.00000000
PA
USD
974372.00000000
0.017001029072
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
0.02625000
N
N
N
N
N
N
Patterson-UTI Energy, Inc.
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481101
7415.00000000
NS
USD
73705.10000000
0.001286020686
Long
EC
CORP
US
N
1
N
N
N
Teck Resources Limited
T8KI5SQ2JRWHL7XY0E11
Teck Resources, Ltd.
878742AE5
964000.00000000
PA
USD
1241077.06000000
0.021654549985
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
0.06125000
N
N
N
N
N
N
Celanese Corporation
549300FHJQTDPPN41627
Celanese Corporation
150870103
2073.00000000
NS
USD
314266.80000000
0.005483387251
Long
EC
CORP
US
N
1
N
N
N
American States Water Company
529900L26LIS2V8PWM23
American States Water Company
029899101
2222.00000000
NS
USD
176782.32000000
0.003084531741
Long
EC
CORP
US
N
1
N
N
N
VENATOR FINANCE SARL
2221000BJZTBBAJL7429
Venator Finance SARL, Term Loan
N/A
706330.74000000
PA
USD
699267.43000000
0.012200951902
Long
DBT
CORP
US
N
2
2024-08-08
Floating
0.03104300
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS INC
N/A
Mileage Plus Holdings, LLC, Term Loan
N/A
655000.00000000
PA
USD
698989.80000000
0.012196107761
Long
DBT
CORP
US
N
2
2027-06-20
Floating
0.06250000
N
N
N
N
N
N
Williams-Sonoma, Inc.
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
407.00000000
NS
USD
64977.55000000
0.001133740723
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp, Inc.
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc.
084680107
11077.00000000
NS
USD
303620.57000000
0.005297629794
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc.
922475108
16382.00000000
NS
USD
5093982.90000000
0.088880788219
Long
EC
CORP
US
N
1
N
N
N
Tenneco Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AR6
490000.00000000
PA
USD
487403.00000000
0.008504300793
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05000000
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAJ7
220000.00000000
PA
USD
222090.00000000
0.003875068810
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.05250000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHJ4
1550000.00000000
PA
USD
1794678.33000000
0.031313890859
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04350000
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAH1
290000.00000000
PA
USD
293224.80000000
0.005116242410
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
Rite Aid Corporation
529900W353T1JY1DKT44
Rite Aid Corporation
767754CK8
470000.00000000
PA
USD
475875.00000000
0.008303158044
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07500000
N
N
N
N
N
N
EW SCRIPPS CO
549300U1OW41QPKYW028
E.W. Scripps Company, Term Loan
N/A
822800.00000000
PA
USD
821771.50000000
0.014338426353
Long
DBT
CORP
US
N
2
2028-01-07
Floating
0.03750000
N
N
N
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
2157.00000000
NS
USD
324542.22000000
0.005662674745
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CS2
525000.00000000
PA
USD
526890.00000000
0.009193277524
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03500000
N
N
N
N
N
N
Healthcare Realty Trust Incorporated
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc.
421946104
3940.00000000
NS
USD
118988.00000000
0.002076125388
Long
EC
CORP
US
N
1
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BQ9
885000.00000000
PA
USD
910399.50000000
0.015884824653
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.06375000
N
N
N
N
N
N
iHeartMedia, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBG1
390000.00000000
PA
USD
401212.50000000
0.007000432459
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
Ingevity Corporation
5493009UTFC4B5IMGF87
Ingevity Corporation
45688CAB3
610000.00000000
PA
USD
605425.00000000
0.010563571229
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03875000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAB1
100000.00000000
PA
USD
106250.00000000
0.001853870327
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
GATX Corporation
549300IHYHCQP2PIR591
GATX Corporation
361448103
4515.00000000
NS
USD
399442.05000000
0.006969541309
Long
EC
CORP
US
N
1
N
N
N
Ambarella, Inc.
254900XN7F4DG0CEKC02
Ambarella, Inc.
G037AX101
1794.00000000
NS
USD
191294.22000000
0.003337738148
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P 500 Index
N/A
1165.00000000
NC
USD
3471163.56000000
0.060565525897
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
S&P 500 INDEX
SPX
2021-09-20
246339786.44000100
USD
3471163.56000000
N
N
N
MFA Financial, Inc.
YW72IMH2RRC8Z1TGLG58
MFA Financial, Inc.
55272X102
51700.00000000
NS
USD
237303.00000000
0.004140508144
Long
EC
CORP
US
N
1
N
N
N
Cardlytics, Inc.
549300JETJBH94EIPC66
Cardlytics, Inc.
14161W105
42.00000000
NS
USD
5331.06000000
0.000093017354
Long
EC
CORP
US
N
1
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FY7
1400000.00000000
PA
USD
1560860.00000000
0.027234183903
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
0.03500000
N
N
N
N
N
N
Trane Technologies plc
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance SA
456873AE8
625000.00000000
PA
USD
684028.09000000
0.011935052982
Long
DBT
CORP
LU
N
2
2026-03-21
Fixed
0.03500000
N
N
N
N
N
N
JELD-WEN Holding, Inc.
549300XWE6NM0N1HFW16
Jeld-Wen, Inc.
475795AC4
500000.00000000
PA
USD
509380.00000000
0.008887759694
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04625000
N
N
N
N
N
N
New York Mortgage Trust, Inc.
549300JFGR0M7ULHWG48
New York Mortgage Trust, Inc.
649604501
19357.00000000
NS
USD
86525.79000000
0.001509718538
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
825000.00000000
PA
USD
919635.10000000
0.016045969169
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03950000
N
N
N
N
N
N
Werner Enterprises, Inc.
549300P6XRGOCHHJST37
Werner Enterprises, Inc.
950755108
5972.00000000
NS
USD
265873.44000000
0.004639010647
Long
EC
CORP
US
N
1
N
N
N
GMAC ResCap, Inc., Asset Management Arm
N/A
Residential Accredit Loans, Inc. Trust
761118CW6
785577.79900000
PA
USD
775149.33000000
0.013524953811
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Fixed
0.06000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
64390.00000000
NS
USD
4555592.50000000
0.079486849515
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBL4
448000.00000000
PA
USD
473874.03000000
0.008268244736
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
0.03469000
N
N
N
N
N
N
Wintrust Financial Corporation
Q774KI4AW80FHFW33O61
Wintrust Financial Corporation
97650W108
14562.00000000
NS
USD
1101324.06000000
0.019216112904
Long
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954M101
3126.00000000
NS
USD
383028.78000000
0.006683159434
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGC2
714000.00000000
PA
USD
764735.79000000
0.013343256373
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
0.03700000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CW3
860000.00000000
PA
USD
879350.00000000
0.015343067037
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BN9
476000.00000000
PA
USD
474403.45000000
0.008277482158
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.01650000
N
N
N
N
N
N
Thrivent Mutual Funds
54930040IF45CD6DYC47
Thrivent Mid Cap Stock Portfolio
88589M121
5711077.53200000
NS
USD
143313208.48000100
2.500556280225
Long
RF
US
N
1
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824C109
31866.00000000
NS
USD
464606.28000000
0.008106539261
Long
EC
CORP
US
N
1
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
500000.00000000
PA
USD
502450.00000000
0.008766843728
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
NewMarket Corporation
54930082CG88ERDREQ47
NewMarket Corporation
651587107
156.00000000
NS
USD
50228.88000000
0.000876403108
Long
EC
CORP
US
N
1
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
11241.00000000
NS
USD
1005957.09000000
0.017552131765
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
562.00000000
NS
USD
381598.00000000
0.006658194911
Long
EC
CORP
US
N
1
N
N
N
Brinker International, Inc.
52990067JY6PBGJNTG76
Brinker International, Inc.
109641100
765.00000000
NS
USD
47315.25000000
0.000825565534
Long
EC
CORP
US
N
1
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AT1
330000.00000000
PA
USD
336600.00000000
0.005873061198
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05875000
N
N
N
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin, Ltd.
H2906T109
2476.00000000
NS
USD
358128.64000000
0.006248697027
Long
EC
CORP
CH
N
1
N
N
N
WEATHERFORD INTERNATIONAL
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AR8
295000.00000000
PA
USD
308643.75000000
0.005385275199
Long
DBT
CORP
BM
N
2
2024-09-01
Fixed
0.08750000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMC3
1129000.00000000
PA
USD
1134273.04000000
0.019791013010
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
0.03500000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
370000.00000000
PA
USD
390350.00000000
0.006810901481
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
62242.00000000
NS
USD
4271668.46000000
0.074532888545
Long
EC
CORP
IE
N
1
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCE1
510000.00000000
PA
USD
531019.09000000
0.009265322676
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04500000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc.
12597YAA7
380000.00000000
PA
USD
393775.00000000
0.006870661536
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.07000000
N
N
N
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corporation
72815LAA5
275000.00000000
PA
USD
274810.25000000
0.004794941818
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
The Hershey Company
21X2CX66SU2BR6QTAD08
Hershey Company
427866108
1948.00000000
NS
USD
339302.64000000
0.005920217378
Long
EC
CORP
US
N
1
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAB6
445000.00000000
PA
USD
470031.25000000
0.008201195176
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
0.06250000
N
N
N
N
N
N
Ball Corporation
N/A
Ball Corporation
058498106
5105.00000000
NS
USD
413607.10000000
0.007216695812
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
1587.00000000
NS
USD
394972.56000000
0.006891556792
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corporation
87612G101
4569.00000000
NS
USD
203092.05000000
0.003543588943
Long
EC
CORP
US
N
1
N
N
N
First Financial Bancorp.
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
9785.00000000
NS
USD
231219.55000000
0.004034362945
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137ATTH5
932125.09500000
PA
USD
43299.91000000
0.000755505113
Long
ABS-CBDO
USGSE
US
N
2
2031-07-15
Fixed
0.04000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods, Inc.
82873MAA1
490000.00000000
PA
USD
494258.10000000
0.008623909890
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
Cinemark Holdings, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BD8
480000.00000000
PA
USD
502296.00000000
0.008764156707
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
Tootsie Roll Industries, Inc.
529900SBKOV9XX4M4Q35
Tootsie Roll Industries, Inc.
890516107
114.00000000
NS
USD
3865.74000000
0.000067450171
Long
EC
CORP
US
N
1
N
N
N
Allakos Inc.
549300S6ZD1W6BPMDY37
Allakos, Inc.
01671P100
429.00000000
NS
USD
36623.73000000
0.000639017847
Long
EC
CORP
US
N
1
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AY6
610000.00000000
PA
USD
621949.90000000
0.010851900846
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05500000
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAW7
500000.00000000
PA
USD
522860.88000000
0.009122976667
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.02500000
N
N
N
N
N
N
Carrier Global Corporation
549300JE3W6CWY2NAN77
Carrier Global Corporation
14448CAL8
875000.00000000
PA
USD
900913.64000000
0.015719313553
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02700000
N
N
N
N
N
N
Innophos Holdings, Inc.
XQ0331QX53IRX25OY417
Innophos Holdings, Inc., Term Loan
N/A
592500.00000000
PA
USD
590526.98000000
0.010303627726
Long
DBT
CORP
US
N
2
2027-02-07
Floating
0.03604200
N
N
N
N
N
N
CCI BUYER INC
254900TMV7DAFRQALU04
CCI Buyer, Inc., Term Loan
N/A
224437.50000000
PA
USD
224677.65000000
0.003920218622
Long
DBT
CORP
US
N
2
2027-12-17
Floating
0.04750000
N
N
N
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
5479.00000000
NS
USD
336958.50000000
0.005879316374
Long
EC
CORP
US
N
1
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Colt Merger Sub, Inc.
28470RAH5
960000.00000000
PA
USD
1017600.00000000
0.017755279487
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06250000
N
N
N
N
N
N
CRA International, Inc.
N/A
CRA International, Inc.
12618T105
1422.00000000
NS
USD
121723.20000000
0.002123849681
Long
EC
CORP
US
N
1
N
N
N
First Busey Corporation
549300X4ZNLYSX7GUY60
First Busey Corporation
319383204
23906.00000000
NS
USD
589521.96000000
0.010286091945
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255104
38106.00000000
NS
USD
2100021.66000000
0.036641579699
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Company of New York, Inc.
209111FV0
900000.00000000
PA
USD
1048959.14000000
0.018302439761
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
0.04125000
N
N
N
N
N
N
Global Net Lease, Inc.
N/A
Global Net Lease, Inc.
37892AAA8
575000.00000000
PA
USD
569103.90000000
0.009929833728
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.03750000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
575000.00000000
PA
USD
618094.16000000
0.010784625157
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
0.02950000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BC6
560000.00000000
PA
USD
620165.39000000
0.010820764374
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
0.03550000
N
N
N
N
N
N
PG&E Corporation
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Company
694308HW0
800000.00000000
PA
USD
822320.94000000
0.014348013087
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03300000
N
N
N
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
Navient Corporation
78442FEQ7
270000.00000000
PA
USD
284769.00000000
0.004968703993
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
0.05500000
N
N
N
N
N
N
Exelon Corporation
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Company
202795JF8
1025000.00000000
PA
USD
1171656.53000000
0.020443287296
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
0.03700000
N
N
N
N
N
N
Hess Midstream LP
N/A
Hess Midstream Operations, LP
428102AC1
350000.00000000
PA
USD
365050.00000000
0.006369462241
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022675
158375000.00000100
PA
USD
163806768.37000100
2.858131834012
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
First Advantage Corporation
N/A
First Advantage Corporation
31846B108
19538.00000000
NS
USD
389001.58000000
0.006787373991
Long
EC
CORP
US
N
1
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034T103
68906.00000000
NS
USD
1718515.64000000
0.029984989672
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JU1
2700000.00000000
PA
USD
2699934.74000000
0.047108977894
Long
STIV
USGSE
US
N
2
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAJ3
385000.00000000
PA
USD
412127.10000000
0.007190872488
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
32237.00000000
NS
USD
11769406.33000000
0.205354853367
Long
EC
CORP
US
N
1
N
N
N
Farfetch Limited
549300QFQ74Z0F96NS78
Farfetch, Ltd.
30744W107
27941.00000000
NS
USD
1407108.76000000
0.024551502852
Long
EC
CORP
KY
N
1
N
N
N
Global Blood Therapeutics, Inc.
549300U4G0QKK99GRT15
Global Blood Therapeutics, Inc.
37890U108
1314.00000000
NS
USD
46016.28000000
0.000802900857
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P Mid-Cap 400 Index
N/A
-507.00000000
NC
USD
1850910.81000000
0.032295045928
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
S&P Midcap 400 Index
MID
2021-09-20
-138355590.81000100
USD
1850910.81000000
N
N
N
Fortis Inc.
549300HTO5U9D3SLE207
ITC Holdings Corporation
465685AH8
560000.00000000
PA
USD
724833.98000000
0.012647041958
Long
DBT
CORP
US
N
2
2043-07-01
Fixed
0.05300000
N
N
N
N
N
N
Six Flags Entertainment Corporation
549300JYTDUAA4JQ3717
Six Flags Entertainment Corporation
83001AAC6
265000.00000000
PA
USD
273302.45000000
0.004768633435
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
14865.00000000
NS
USD
6347355.00000000
0.110749864415
Long
EC
CORP
US
N
1
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABT3
1000000.00000000
PA
USD
991052.48000000
0.017292073279
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
0.01800000
N
N
N
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
18034.00000000
NS
USD
5753026.34000000
0.100379904248
Long
EC
CORP
US
N
1
N
N
N
UniFirst Corporation
5493003XBTNWBC8UK019
UniFirst Corporation
904708104
1434.00000000
NS
USD
336473.76000000
0.005870858538
Long
EC
CORP
US
N
1
N
N
N
Paychex, Inc.
529900K900DW6SUBM174
Paychex, Inc.
704326107
5034.00000000
NS
USD
540148.20000000
0.009424609134
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc., Term Loan
N/A
680000.00000000
PA
USD
688309.60000000
0.012009757588
Long
DBT
CORP
US
N
2
2028-04-21
Floating
0.04500000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AR1
850000.00000000
PA
USD
910290.33000000
0.015882919834
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.02900000
N
N
N
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
8635.00000000
NS
USD
706515.70000000
0.012327421104
Long
EC
CORP
US
N
1
N
N
N
Sound Point Clo Xv Ltd
549300YVZ0M0XDDYS744
Sound Point CLO XV, Ltd.
83609RAQ4
2600000.00000000
PA
USD
2600067.60000000
0.045366476929
Long
ABS-O
CORP
US
N
2
2029-01-23
Floating
0.02222900
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
02151GAK3
1202946.20200000
PA
USD
626269.31000000
0.010927266738
Long
ABS-CBDO
CORP
US
N
2
2037-10-25
Fixed
0.07000000
N
N
N
N
N
N
Bonanza Creek Energy, Inc.
IIVIHPH28S64K95M2381
Bonanza Creek Energy, Inc.
097793400
771.00000000
NS
USD
36290.97000000
0.000633211787
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
N/A
Time Warner Entertainment Company, LP
88731EAF7
800000.00000000
PA
USD
903995.05000000
0.015773078584
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.08375000
N
N
N
N
N
N
Morgan Stanley
N/A
Morgan Stanley Capital I Trust
61692BBU3
14866909.68900000
PA
USD
2045481.61000000
0.035689954472
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
0.01973300
N
N
N
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AD4
460000.00000000
PA
USD
589950.00000000
0.010293560469
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
Ovintiv Inc.
N/A
Ovintiv, Inc.
012873AK1
140000.00000000
PA
USD
185879.16000000
0.003243255146
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.07375000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P Mid-Cap 400 Index
N/A
3.00000000
NC
USD
-9969.14000000
-0.00017394346
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
S&P Midcap 400 Index
MID
2021-09-20
817689.14000000
USD
-9969.14000000
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636AAV3
900000.00000000
PA
USD
957864.76000000
0.016713007591
Long
DBT
CORP
DK
N
2
2025-12-20
Variable
0.03244000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363NAA3
133698.66200000
PA
USD
134258.22000000
0.002342563108
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Variable
0.03047500
N
N
N
N
N
N
BioCryst Pharmaceuticals, Inc.
549300Z0INP1Z5NP6J59
BioCryst Pharmaceuticals, Inc.
09058V103
8481.00000000
NS
USD
134084.61000000
0.002339533928
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
2805.00000000
NS
USD
336487.80000000
0.005871103511
Long
EC
CORP
US
N
1
N
N
N
AptarGroup, Inc.
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
16893.00000000
NS
USD
2379210.12000000
0.041512913363
Long
EC
CORP
US
N
1
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
19519.00000000
NS
USD
2605786.50000000
0.045466261390
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Companies, Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748102
12522.00000000
NS
USD
1761594.96000000
0.030736645890
Long
EC
CORP
US
N
1
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc., Delayed Draw
N/A
213007.06000000
PA
USD
211330.69000000
0.003687338310
Long
DBT
CORP
US
N
2
2028-03-03
Floating
0.03250000
N
N
N
N
N
N
TowneBank
54930039UO39UJGI7078
Towne Bank
89214P109
3319.00000000
NS
USD
100963.98000000
0.001761638839
Long
EC
CORP
US
N
1
N
N
N
Enova International, Inc.
549300O8XOCQSB49UO63
Enova International, Inc.
29357K103
11700.00000000
NS
USD
400257.00000000
0.006983760713
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Company, Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537101
11957.00000000
NS
USD
1011442.63000000
0.017647844517
Long
EC
CORP
US
N
1
N
N
N
CAESARS RESORT COLLECTION
549300V3UCT773B1KR38
Caesars Resort Collection, LLC, Term Loan
N/A
1166187.50000000
PA
USD
1169102.97000000
0.020398732293
Long
DBT
CORP
US
N
2
2025-07-20
Floating
0.04604300
N
N
N
N
N
N
Premier Financial Corporation
N/A
Premier Financial Corporation
74052F108
17252.00000000
NS
USD
490129.32000000
0.008551870146
Long
EC
CORP
US
N
1
N
N
N
OSMOSIS DEBT MERGER SUB
N/A
Osmosis Debt Merger Sub, Inc., Delayed Draw
N/A
89375.00000000
PA
USD
89598.44000000
0.001563330723
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
Exponent, Inc.
529900NY3F5Q2NWPUZ42
Exponent, Inc.
30214U102
1926.00000000
NS
USD
171818.46000000
0.002997921362
Long
EC
CORP
US
N
1
N
N
N
Bandwidth Inc.
549300QC70JB7MUGXM66
Bandwidth, Inc.
05988J103
20830.00000000
NS
USD
2872873.60000000
0.050126448210
Long
EC
CORP
US
N
1
N
N
N
NGL Energy Partners LP
N/A
NGL Energy Partners, LP
62913TAJ1
290000.00000000
PA
USD
285650.00000000
0.004984075850
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.07500000
N
N
N
N
N
N
Taylor Morrison Home Corporation
5299009UDLLGLKOOJE30
Taylor Morrison Home Corporation
87724P106
40119.00000000
NS
USD
1059943.98000000
0.018494105351
Long
EC
CORP
US
N
1
N
N
N
Archrock, Inc.
549300K3RIHMHDVFTL28
Archrock, Inc.
03957W106
32194.00000000
NS
USD
286848.54000000
0.005004988205
Long
EC
CORP
US
N
1
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
8908.00000000
NS
USD
1104592.00000000
0.019273132546
Long
EC
CORP
US
N
1
N
N
N
Argo Group International Holdings, Ltd.
549300M4T8Y5TTWI6O03
Argo Group International Holdings, Ltd.
G0464B107
2157.00000000
NS
USD
111797.31000000
0.001950660853
Long
EC
CORP
BM
N
1
N
N
N
TMX Group Limited
549300N65GFVKSHGJW59
TMX Group, Ltd.
87262K956
3137.00000000
NS
331363.97000000
0.005781701945
Long
EC
CORP
CA
N
2
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco, Ltd.
G491BT108
31551.00000000
NS
USD
843358.23000000
0.014715075748
Long
EC
CORP
BM
N
1
N
N
N
GRAHAM PACKAGING/GPC CAP
N/A
Graham Packaging Company, Inc., Term Loan
N/A
926491.54000000
PA
USD
925120.33000000
0.016141676511
Long
DBT
CORP
US
N
2
2027-08-04
Floating
0.03750000
N
N
N
N
N
N
PPL Corporation
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69352PAJ2
825000.00000000
PA
USD
1090715.78000000
0.019031017605
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
0.05000000
N
N
N
N
N
N
Berkshire Hathaway Inc.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Company
084659AF8
900000.00000000
PA
USD
1108675.94000000
0.019344389912
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
0.04500000
N
N
N
N
N
N
TriCo Bancshares
N/A
TriCo Bancshares
896095106
5610.00000000
NS
USD
238873.80000000
0.004167915763
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America, Incorporated
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AL3
965000.00000000
PA
USD
1048647.66000000
0.018297004998
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04700000
N
N
N
N
N
N
Tokyo Century Corporation
549300ODEK8HY3445C77
Aviation Capital Group, LLC
05367AAJ2
1135000.00000000
PA
USD
1146533.44000000
0.020004934815
Long
DBT
CORP
US
N
2
2022-01-20
Fixed
0.02875000
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
58013MFC3
1115000.00000000
PA
USD
1365058.32000000
0.023817798730
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
0.04450000
N
N
N
N
N
N
HCA Healthcare, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
1430000.00000000
PA
USD
1613040.00000000
0.028144630526
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05375000
N
N
N
N
N
N
Innovative Industrial Properties, Inc.
5493008BQ0545EZXRR30
Innovative Industrial Properties, Inc.
45781V101
5258.00000000
NS
USD
1004383.16000000
0.017524669534
Long
EC
CORP
US
N
1
N
N
N
APA Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BE4
460000.00000000
PA
USD
489670.00000000
0.008543855843
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
Gilat Satellite Networks, Ltd.
529900RVHDCYJ5YWHP12
Gilat Satellite Networks, Ltd.
M51474118
2539.00000000
NS
USD
25847.02000000
0.000450983750
Long
EC
CORP
IL
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CW3
600000.00000000
PA
USD
807978.62000000
0.014097765544
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.05805000
N
N
N
N
N
N
Cintas Corporation
549300QVUQTTKMTE0G41
Cintas Corporation No. 2
17252MAN0
840000.00000000
PA
USD
941191.83000000
0.016422095118
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03700000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan
N/A
2078795.48000000
PA
USD
2046491.00000000
0.035707566502
Long
DBT
CORP
US
N
2
2025-12-09
Floating
0.02354300
N
N
N
N
N
N
Chubb Limited
CZCBJZWDMLTHWJDXU843
ACE INA Holdings, Inc.
00440EAW7
737000.00000000
PA
USD
929979.24000000
0.016226455703
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
0.04350000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust 2006-3
N/A
Renaissance Home Equity Loan Trust
75971EAE6
2212364.19500000
PA
USD
1146813.27000000
0.020009817343
Long
ABS-CBDO
CORP
US
N
2
2036-11-25
Variable
0.05580000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
775000.00000000
PA
USD
876137.50000000
0.015287014722
Long
DBT
CORP
CH
N
2
2025-09-12
Variable
0.07250000
N
N
N
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon Corporation
320517105
7721.00000000
NS
USD
133418.88000000
0.002327918143
Long
EC
CORP
US
N
1
N
N
N
Olympic Steel, Inc.
549300GQ061U6N6KWJ49
Olympic Steel, Inc.
68162K106
111.00000000
NS
USD
3262.29000000
0.000056921060
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CF7
720000.00000000
PA
USD
798275.58000000
0.013928465045
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04133000
N
N
N
N
N
N
Verus Securitization Trust 2019-INV3
N/A
Verus Securitization Trust
92537MAD2
1516888.90300000
PA
USD
1545600.58000000
0.026967934623
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
0.02947000
N
N
N
N
N
N
MAXIMUS, Inc.
549300DQCDS8HJ7QF202
MAXIMUS, Inc.
577933104
2356.00000000
NS
USD
207257.32000000
0.003616265371
Long
EC
CORP
US
N
1
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
11632.00000000
NS
USD
6392365.60000000
0.111535217975
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGM5
1200000.00000000
PA
USD
1425840.91000000
0.024878344989
Long
DBT
CORP
US
N
2
2038-04-24
Variable
0.04244000
N
N
N
N
N
N
Mercantile Bank Corporation
P16VZZCKTJ5IONL6XE37
Mercantile Bank Corporation
587376104
4093.00000000
NS
USD
123608.60000000
0.002156746501
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AP5
1875000.00000000
PA
USD
2350939.05000000
0.041019634325
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
0.04750000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5SU8
7555155.96900000
PA
USD
7974587.40000000
0.139142126652
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03500000
N
N
N
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Company BV, Term Loan
N/A
253418.96000000
PA
USD
112561.10000000
0.001963987607
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.00000000
N
N
Y
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818108
8130.00000000
NS
USD
1788030.90000000
0.031197905229
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource Finance Corporation
65473QBD4
675000.00000000
PA
USD
930350.72000000
0.016232937357
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
0.05650000
N
N
N
N
N
N
Ecolab Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
12287.00000000
NS
USD
2530753.39000000
0.044157069332
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corporation
2549009GZDBNY1KE9O81
Duke Realty, LP
26441YBC0
700000.00000000
PA
USD
736347.56000000
0.012847933104
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.02875000
N
N
N
N
N
N
Summit Materials, Inc.
N/A
Summit Materials, Inc.
86614U100
22849.00000000
NS
USD
796287.65000000
0.013893779262
Long
EC
CORP
US
N
1
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental, LLC
053773BF3
360000.00000000
PA
USD
374850.00000000
0.006540454516
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.05375000
N
N
N
N
N
Magellan Midstream Partners, L.P.
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AK2
750000.00000000
PA
USD
861573.81000000
0.015032904673
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.05000000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BQ6
700000.00000000
PA
USD
762419.00000000
0.013302832577
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04500000
N
N
N
N
N
N
NGL Energy Partners LP
N/A
NGL Energy Operating, LLC
62922LAA6
290000.00000000
PA
USD
304500.00000000
0.005312974256
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.07500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAD9
650000.00000000
PA
USD
666530.40000000
0.011629749939
Long
DBT
CORP
GB
N
2
2023-04-26
Variable
0.03622000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BQ3
875000.00000000
PA
USD
975257.50000000
0.017016479446
Long
DBT
CORP
GB
N
2
2025-12-29
Variable
0.06000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375106
3003.00000000
NS
USD
70270.20000000
0.001226087893
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
5977.00000000
NS
USD
687534.31000000
0.011996230179
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CD9
850000.00000000
PA
USD
904797.37000000
0.015787077617
Long
DBT
CORP
DE
N
2
2031-09-18
Variable
0.03547000
N
N
N
N
N
N
CITY BREWING CO LLC
N/A
City Brewing Company, LLC, Term Loan
N/A
535000.00000000
PA
USD
537006.25000000
0.009369787789
Long
DBT
CORP
US
N
3
2028-04-05
Floating
0.04250000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BW3
700000.00000000
PA
USD
761943.00000000
0.013294527238
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04875000
N
N
N
N
N
N
ICF International, Inc.
5493003KYFDDC5B3WY64
ICF International, Inc.
44925C103
1472.00000000
NS
USD
129329.92000000
0.002256573187
Long
EC
CORP
US
N
1
N
N
N
Byline Bancorp, Inc.
549300W7ODP4YL2H4823
Byline Bancorp, Inc.
124411109
7661.00000000
NS
USD
173368.43000000
0.003024965535
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BL3
774000.00000000
PA
USD
829030.55000000
0.014465083646
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03625000
N
N
N
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
615000.00000000
PA
USD
641331.23000000
0.011190070000
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
0.04625000
N
N
N
N
N
N
Viatris Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BK2
1250000.00000000
PA
USD
1435511.04000000
0.025047071267
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04550000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664100
22386.00000000
NS
USD
818656.02000000
0.014284066862
Long
EC
CORP
US
N
1
N
N
N
Forward Air Corporation
N/A
Forward Air Corporation
349853101
9130.00000000
NS
USD
819417.50000000
0.014297353310
Long
EC
CORP
US
N
1
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AG1
630000.00000000
PA
USD
656775.00000000
0.011459535854
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04250000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
880000.00000000
PA
USD
932536.00000000
0.016271066540
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05500000
N
N
N
N
N
N
The Middleby Corporation
JDFO86U9VQRBKW5KYA35
Middleby Corporation
596278101
18215.00000000
NS
USD
3155930.90000000
0.055065286135
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
55072.00000000
NS
USD
2833454.40000000
0.049438654467
Long
EC
CORP
US
N
1
N
N
N
Cengage Learning Holdings II, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
600000.00000000
PA
USD
614250.00000000
0.010717551518
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.09500000
N
N
N
N
N
TRUCK HERO INC
54930007KT5CX7XNSD31
Truck Hero, Inc., Term Loan
N/A
209475.00000000
PA
USD
209370.26000000
0.003653132353
Long
DBT
CORP
US
N
2
2028-02-24
Floating
0.04500000
N
N
N
N
N
N
PBF Energy Inc
N/A
PBF Holding Company, LLC
69318FAK4
415000.00000000
PA
USD
418066.85000000
0.007294510383
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09250000
N
N
N
N
N
N
Telefonaktiebolaget LM Ericsson (publ)
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson ADR
294821608
89061.00000000
NS
USD
1120387.38000000
0.019548733358
Long
EC
CORP
SE
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AT8
290000.00000000
PA
USD
347275.00000000
0.006059320640
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05750000
N
N
N
N
N
N
MSC Industrial Direct Co., Inc.
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Company, Inc.
553530106
11679.00000000
NS
USD
1047956.67000000
0.018284948473
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RFW7
1090000.00000000
PA
USD
1343081.90000000
0.023434349949
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
0.04900000
N
N
N
N
N
N
MoneyGram International, Inc.
5299002DLX0Q04KC4156
MoneyGram International, Inc., Term Loan
N/A
832999.99000000
PA
USD
840138.80000000
0.014658902517
Long
DBT
CORP
US
N
2
2023-06-30
Floating
0.07000000
N
N
N
N
N
N
Cascades Inc.
N/A
Cascades USA, Inc.
14739LAA0
290000.00000000
PA
USD
308850.00000000
0.005388873889
Long
DBT
CORP
XX
N
2
2026-01-15
Fixed
0.05125000
N
N
N
N
N
N
Equitrans Midstream Corporation
549300RH0NLJNZ5SXU64
Equitrans Midstream Corporation
294600101
43581.00000000
NS
USD
370874.31000000
0.006471085916
Long
EC
CORP
US
N
1
N
N
N
Cifc Funding 2020-III Ltd.
N/A
CIFC Funding, Ltd.
12560EAC0
1225000.00000000
PA
USD
1226667.23000000
0.021403124514
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.01788200
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Worldwide Holdings, Inc.
18453HAC0
515000.00000000
PA
USD
539472.80000000
0.009412824626
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.07750000
N
N
N
N
N
Douglas Dynamics, Inc.
529900CDFLKNQ0QT6580
Douglas Dynamics, Inc.
25960R105
1932.00000000
NS
USD
78613.08000000
0.001371656060
Long
EC
CORP
US
N
1
N
N
N
Imperial Brands PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAC7
1200000.00000000
PA
USD
1299980.18000000
0.022682302892
Long
DBT
CORP
GB
N
2
2029-07-26
Fixed
0.03875000
N
N
N
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corporation
313148306
796.00000000
NS
USD
78724.40000000
0.001373598392
Long
EC
USGSE
US
N
1
N
N
N
Teine Energy Ltd.
5493002EE80G6ER7SM91
Teine Energy, Ltd.
879068AB0
410000.00000000
PA
USD
420762.50000000
0.007341544600
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
Mattamy Group Corporation
5493008TNY7A82WCXU31
Mattamy Group Corporation
57701RAJ1
620000.00000000
PA
USD
647900.00000000
0.011304683156
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
0.05250000
N
N
N
N
N
N
Thrivent Mutual Funds
54930093O2M0NDDLJ146
Thrivent International Index Portfolio
88589M428
1593778.25500000
NS
USD
21756188.83000000
0.379606145097
Long
RF
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AL5
61000.00000000
PA
USD
63475.38000000
0.001107530574
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.04500000
N
N
N
N
N
N
Equity Residential
DX5HQV5MLU50FEWZ5072
ERP Operating, LP
26884ABD4
267000.00000000
PA
USD
288688.03000000
0.005037083979
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03375000
N
N
N
N
N
N
Sierra Wireless, Inc.
549300E33RZ5BJ726L53
Sierra Wireless, Inc.
826516106
18789.00000000
NS
USD
356803.11000000
0.006225568926
Long
EC
CORP
CA
N
1
N
N
N
Consolidated Communications Holdings, Inc.
549300WW675Y48HDVX34
Consolidated Communications, Inc.
20903XAH6
250000.00000000
PA
USD
253437.50000000
0.004422025987
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BA1
1320000.00000000
PA
USD
1817879.78000000
0.031718714197
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
0.06484000
N
N
N
N
N
N
TripAdvisor, Inc.
549300XVG45PT5BART17
TripAdvisor, Inc.
896945201
20903.00000000
NS
USD
842390.90000000
0.014698197589
Long
EC
CORP
US
N
1
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AK7
230000.00000000
PA
USD
242022.10000000
0.004222847904
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
Lincoln Electric Holdings, Inc.
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
22679.00000000
NS
USD
2987051.09000000
0.052118638900
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905109
2837.00000000
NS
USD
438117.91000000
0.007644365114
Long
EC
CORP
US
N
1
N
N
N
Axonics, Inc.
549300LJY4X7N57VJL05
Axonics Modulation Technologies, Inc.
05465P101
9559.00000000
NS
USD
606136.19000000
0.010575980209
Long
EC
CORP
US
N
1
N
N
N
Plains GP Holdings, L.P.
549300O56BSKRD8FAM12
Plains GP Holdings, LP
72651A207
6330.00000000
NS
USD
75580.20000000
0.001318737789
Long
EC
CORP
US
N
1
N
N
N
TIGER ACQUISITION LLC
N/A
Tiger Acquisition, LLC, Term Loan
N/A
435000.00000000
PA
USD
433777.65000000
0.007568635427
Long
DBT
CORP
US
N
2
2028-06-01
Floating
0.03750000
N
N
N
N
N
N
Semtech Corporation
549300J7WUY317SW6O61
Semtech Corporation
816850101
8534.00000000
NS
USD
587139.20000000
0.010244517093
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Company, Inc.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Company
845437BN1
460000.00000000
PA
USD
505775.92000000
0.008824875017
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
0.03900000
N
N
N
N
N
N
Cargill, Incorporated
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BK9
525000.00000000
PA
USD
575129.37000000
0.010034967281
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
0.03250000
N
N
N
N
N
N
Transocean Ltd.
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BQ1
265000.00000000
PA
USD
283204.18000000
0.004941400715
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
0.11500000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
N/A
Prime Security Services Borrower, LLC
74166MAC0
1010000.00000000
PA
USD
1115716.70000000
0.019467238440
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
The Procter & Gamble Company
2572IBTT8CCZW6AU4141
Procter & Gamble Company
742718109
10942.00000000
NS
USD
1476404.06000000
0.025760580504
Long
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAV8
450000.00000000
PA
USD
535185.00000000
0.009338010271
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04875000
N
N
N
N
N
N
American Well Corporation
N/A
American Well Corporation
03044L105
6427.00000000
NS
USD
80851.66000000
0.001410715232
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CDX HY 36, 5 Year, at 5.00%, Quarterly
N/A
-132950000.00000000
NC
USD
1018332.33000000
0.017768057321
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
-132950000.00000000
USD
1018332.33000000
N
N
N
The Gap, Inc.
T2ZG1WRWZ4BUCMQL9224
Gap, Inc.
364760108
21590.00000000
NS
USD
726503.50000000
0.012676172062
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
1350000.00000000
PA
USD
1528559.37000000
0.026670596331
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
0.04350000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569AV1
395000.00000000
PA
USD
394506.25000000
0.006883420526
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.04125000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
596.00000000
NS
USD
36314.28000000
0.000633618505
Long
EC
CORP
US
N
1
N
N
N
MI WINDOWS AND DOORS INC
N/A
MI Windows and Doors, Inc., Term Loan
N/A
820875.00000000
PA
USD
821392.15000000
0.014331807381
Long
DBT
CORP
US
N
2
2027-12-18
Floating
0.04500000
N
N
N
N
N
N
Mra Issuance Trust 2021-8
N/A
MRA Issuance Trust
55350JAA6
4300000.00000000
PA
USD
4300075.25000000
0.075028535651
Long
ABS-CBDO
CORP
US
N
2
2021-10-15
Floating
0.01260130
N
N
N
N
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
Two Harbors Investment Corporation
90187B408
13310.00000000
NS
USD
100623.60000000
0.001755699824
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group, Inc.
N/A
MDU Resources Group, Inc.
552690109
12847.00000000
NS
USD
402624.98000000
0.007025077681
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc ADR
37733W105
32328.00000000
NS
USD
1287300.96000000
0.022461073436
Long
EC
CORP
GB
N
1
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030AJ7
450000.00000000
PA
USD
442800.00000000
0.007726059116
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.03875000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137FXNX2
25049185.94000000
PA
USD
3059259.58000000
0.053378546449
Long
ABS-CBDO
USGSE
US
N
2
2050-11-25
Fixed
0.02000000
N
N
N
N
N
N
Dominion Energy, Inc.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Company
927804GA6
750000.00000000
PA
USD
968374.04000000
0.016896375519
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
0.04600000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
4749.00000000
NS
USD
1201781.94000000
0.020968921213
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME Euro Foreign Exchange Currency
N/A
894.00000000
NC
USD
-3950190.79000000
-0.06892368465
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
136541565.79000000
USD
-3950190.79000000
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752AR9
940000.00000000
PA
USD
1016983.42000000
0.017744521281
Long
DBT
CORP
KY
N
2
2030-04-07
Fixed
0.03425000
N
N
N
N
N
N
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
7135.00000000
NS
USD
1517471.80000000
0.026477138288
Long
EC
CORP
US
N
1
N
N
N
RCO V Mortgage LLC 2019-2
N/A
RCO Mortgage, LLC
74937DAA2
3066292.54800000
PA
USD
3073328.16000000
0.053624017724
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Variable
0.03474800
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
12923.00000000
NS
USD
1890893.36000000
0.032992669110
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
600000.00000000
PA
USD
627766.38000000
0.010953387902
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
0.02450000
N
N
N
N
N
N
Bank of Marin Bancorp
N/A
Bank of Marin Bancorp
063425102
2255.00000000
NS
USD
71934.50000000
0.001255126918
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCH7
450000.00000000
PA
USD
449137.51000000
0.007836637203
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.00824000
N
N
N
N
N
N
Gentex Corporation
549300S3UD8XV1MN0287
Gentex Corporation
371901109
42739.00000000
NS
USD
1414233.51000000
0.024675816853
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
4968.00000000
NS
USD
1077310.80000000
0.018797124949
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp, Inc.
N/A
East West Bancorp, Inc.
27579R104
5691.00000000
NS
USD
407987.79000000
0.007118649016
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AL8
230000.00000000
PA
USD
250329.70000000
0.004367800498
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
0.05500000
N
N
N
N
N
N
Neenah, Inc.
8SR38IKUT3O1F1I6VH65
Neenah, Inc.
640079109
7727.00000000
NS
USD
387663.59000000
0.006764028486
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2S1
1200000.00000000
PA
USD
1244514.50000000
0.021714527096
Long
DBT
CORP
US
N
2
2028-06-02
Variable
0.02393000
N
N
N
N
N
N
Kaiser Aluminum Corporation
N/A
Kaiser Aluminum Corporation
483007704
11717.00000000
NS
USD
1446932.33000000
0.025246352120
Long
EC
CORP
US
N
1
N
N
N
GEMINI HDPE LLC
N/A
Gemini HDPE, LLC, Term Loan
N/A
873470.80000000
PA
USD
871653.98000000
0.015208785407
Long
DBT
CORP
US
N
2
2027-12-31
Floating
0.03500000
N
N
N
N
N
N
Hanmi Financial Corporation
549300MSZ7RCG7EA6587
Hanmi Financial Corporation
410495204
9018.00000000
NS
USD
171883.08000000
0.002999048864
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
N/A
MASTR Alternative Loans Trust
576434W34
1004492.35300000
PA
USD
138886.64000000
0.002423320666
Long
ABS-CBDO
CORP
US
N
2
2035-12-25
Floating
0.00541500
N
N
N
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAY7
575000.00000000
PA
USD
726291.47000000
0.012672472522
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.04700000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
1557.00000000
NS
USD
65892.24000000
0.001149700410
Long
EC
CORP
US
N
1
N
N
N
Lowe's Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661107
26979.00000000
NS
USD
5233116.63000000
0.091308420159
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Company, Inc.
3SCHO1ABYYIG382BEI70
Appalachian Power Company
037735CW5
560000.00000000
PA
USD
606535.01000000
0.010582938896
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.03300000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAU4
1150000.00000000
PA
USD
1448503.41000000
0.025273764625
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.06800000
N
N
N
N
N
N
Rock Holdings Inc.
N/A
Quicken Loans, LLC
74841CAA9
340000.00000000
PA
USD
335750.00000000
0.005858230235
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03625000
N
N
N
N
N
N
Chobani Global Holdings, Inc.
N/A
Chobani, LLC
17027NAB8
580000.00000000
PA
USD
601025.00000000
0.010486799188
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04625000
N
N
N
N
N
N
Pitney Bowes Inc.
549300N2O26NW4ST6W55
Pitney Bowes, Inc.
724479100
34148.00000000
NS
USD
299477.96000000
0.005225348742
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corporation
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849106
67602.00000000
NS
USD
920739.24000000
0.016065234415
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
1500000.00000000
PA
USD
1629676.62000000
0.028434909455
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.03150000
N
N
N
N
N
N
Jones Lang LaSalle Incorporated
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
3812.00000000
NS
USD
745093.52000000
0.013000534288
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corporation
670837103
23296.00000000
NS
USD
783910.40000000
0.013677818636
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AJ5
1140000.00000000
PA
USD
1279291.28000000
0.022321319007
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.05750000
N
N
N
N
N
N
Waste Pro USA, Inc.
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
205000.00000000
PA
USD
211611.25000000
0.003692233575
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05500000
N
N
N
N
N
N
Telephone and Data Systems, Inc.
N/A
United States Cellular Corporation
911684108
1147.00000000
NS
USD
41647.57000000
0.000726674769
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXR0
230000.00000000
PA
USD
223374.71000000
0.003897484676
Long
DBT
CORP
US
N
2
2032-01-27
Variable
0.01992000
N
N
N
N
N
N
INDY US BIDCO LLC
N/A
Intermediate Dutch Holdings, Term Loan
N/A
812962.50000000
PA
USD
813832.37000000
0.014199902894
Long
DBT
CORP
US
N
2
2028-03-05
Floating
0.04080000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Wal-Mart Stores, Inc.
931142103
38314.00000000
NS
USD
5403040.28000000
0.094273280514
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
70753.00000000
NS
USD
2036271.34000000
0.035529251919
Long
EC
CORP
US
N
1
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAB3
330000.00000000
PA
USD
315975.00000000
0.005513192252
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04375000
N
N
N
N
N
N
SM Energy Company
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454L100
23577.00000000
NS
USD
580701.51000000
0.010132191046
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corporation
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corporation
723484101
781.00000000
NS
USD
64018.57000000
0.001117008257
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FF0
14120000.00000000
PA
USD
18124343.75000000
0.316237017297
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.05250000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
405000.00000000
PA
USD
411208.65000000
0.007174847197
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04125000
N
N
N
N
N
N
Kinross Gold Corporation
549300UEBMAQDN0K0R06
Kinross Gold Corporation
496902AN7
470000.00000000
PA
USD
525723.30000000
0.009172920719
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
0.05950000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3131XXDN8
11484029.90900000
PA
USD
12153875.46000000
0.212063144304
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.03500000
N
N
N
N
N
N
Western Digital Corporation
549300QQXOOYEF89IC56
Western Digital Corporation
958102105
6995.00000000
NS
USD
497834.15000000
0.008686305494
Long
EC
CORP
US
N
1
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
Nucor Corporation
670346105
20790.00000000
NS
USD
1994384.70000000
0.034798405811
Long
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels and Resorts, Inc.
98311A105
24828.00000000
NS
USD
1794816.12000000
0.031316295045
Long
EC
CORP
US
N
1
N
N
N
e.l.f. Beauty, Inc.
549300U2K9TCON25C029
e.l.f. Beauty, Inc.
26856L103
27599.00000000
NS
USD
749036.86000000
0.013069338438
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
20680000.00000000
PA
USD
18573225.00000000
0.324069183227
Long
DBT
UST
US
N
2
2050-11-15
Fixed
0.01625000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873CAA2
1562601.25000000
PA
USD
1560813.48000000
0.027233372213
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
0.01892500
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XBC3
1150000.00000000
PA
USD
1130900.28000000
0.019732164449
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.02100000
N
N
N
N
N
N
Bluegreen Vacations Holding Corporation
549300HWTUPNFVNT5B06
Bluegreen Vacations Holding Corporations
096308101
530.00000000
NS
USD
9540.00000000
0.000166455745
Long
EC
CORP
US
N
1
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc.
71677KAA6
320000.00000000
PA
USD
332400.00000000
0.005799778794
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
Annaly Capital Management, Inc.
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710409
65253.00000000
NS
USD
579446.64000000
0.010110295834
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
2190.00000000
NS
USD
434977.80000000
0.007589575874
Long
EC
CORP
US
N
1
N
N
N
Aspen Technology, Inc.
529900B0MZWTVFG7CB96
Aspen Technology, Inc.
045327103
2831.00000000
NS
USD
389375.74000000
0.006793902406
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
40300.00000000
NS
USD
7510308.00000000
0.131041290855
Long
EC
CORP
US
N
1
N
N
N
Moody's Corporation
549300GCEDD8YCF5WU84
Moody's Corporation
615369105
2500.00000000
NS
USD
905925.00000000
0.015806752721
Long
EC
CORP
US
N
1
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
6841.00000000
NS
USD
1680491.65000000
0.029321539820
Long
EC
CORP
US
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
8702.00000000
NS
USD
3322423.60000000
0.057970282618
Long
EC
CORP
US
N
1
N
N
N
Reata Pharmaceuticals, Inc.
5299005F094GH9QDDD80
Reata Pharmaceuticals, Inc.
75615P103
2884.00000000
NS
USD
408172.52000000
0.007121872220
Long
EC
CORP
US
N
1
N
N
N
Argos Holdings L.P
N/A
Chewy, Inc.
16679L109
18459.00000000
NS
USD
1471366.89000000
0.025672690998
Long
EC
CORP
US
N
1
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAT3
1090000.00000000
PA
USD
1268640.10000000
0.022135475180
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
0.04625000
N
N
N
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAP6
565000.00000000
PA
USD
604355.00000000
0.010544901665
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
0.05000000
N
N
N
N
N
N
WideOpenWest Holdings, LLC
549300RM6J2BWWOFU889
WideOpenWest, Inc.
96758W101
4552.00000000
NS
USD
94271.92000000
0.001644874496
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
315.00000000
NS
USD
146030.85000000
0.002547974209
Long
EC
CORP
US
N
1
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
Navient Corporation
63938C108
32551.00000000
NS
USD
629210.83000000
0.010978590942
Long
EC
CORP
US
N
1
N
N
N
Helmerich & Payne, Inc.
254900NAOGHJ88RZ4C73
Helmerich & Payne, Inc.
423452101
26879.00000000
NS
USD
877061.77000000
0.015303141562
Long
EC
CORP
US
N
1
N
N
N
F5 Networks, Inc.
54930015FPK9KT966303
F5 Networks, Inc.
315616102
3695.00000000
NS
USD
689708.70000000
0.012034169352
Long
EC
CORP
US
N
1
N
N
N
Mountain View CLO IX Ltd
549300URXZ1TS31FK720
Mountain View CLO, Ltd.
62432BAN3
1825000.00000000
PA
USD
1824821.15000000
0.031839828549
Long
ABS-O
CORP
KY
N
2
2031-07-15
Floating
0.01303800
N
N
N
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy, Inc.
69318G106
6684.00000000
NS
USD
102265.20000000
0.001784342774
Long
EC
CORP
US
N
1
N
N
N
BALL METALPACK FINCO LLC
N/A
Ball Metalpack Finco, LLC, Term Loan
N/A
499550.00000000
PA
USD
495388.75000000
0.008643637687
Long
DBT
CORP
US
N
2
2025-07-31
Floating
0.04635000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
500000.00000000
PA
USD
541255.00000000
0.009443920792
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04750000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879Q109
1627.00000000
NS
USD
514978.04000000
0.008985435367
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Company, Inc.
171340102
931.00000000
NS
USD
79339.82000000
0.001384336358
Long
EC
CORP
US
N
1
N
N
N
Shackleton 2015-VII-R CLO, Ltd.
549300NCJRO2LKFZ8G86
Shackleton 2015-VII-R CLO, Ltd.
81883AAL3
2700000.00000000
PA
USD
2700105.30000000
0.047111953858
Long
ABS-O
CORP
KY
N
2
2031-07-15
Floating
0.01326400
N
N
N
N
N
N
First BanCorp.
N/A
First Bancorp/Puerto Rico
318672706
30804.00000000
NS
USD
367183.68000000
0.006406691098
Long
EC
CORP
PR
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
44751.00000000
NS
USD
7372279.74000000
0.128632947367
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
58040.00000000
NS
USD
16917499.20000000
0.295179762695
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
27658000.00000000
PA
USD
29963553.73000000
0.522809818104
Long
DBT
UST
US
N
2
2046-05-15
Fixed
0.02500000
N
N
N
N
N
N
US Foods Holding Corp.
549300UGOZSO64CFPR97
US Foods Holding Corporation
912008109
4181.00000000
NS
USD
160383.16000000
0.002798396060
Long
EC
CORP
US
N
1
N
N
N
Vale S.A.
254900BA3U6G5DNV5V04
Vale Overseas, Ltd.
91911TAH6
401000.00000000
PA
USD
549654.71000000
0.009590480539
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
0.06875000
N
N
N
N
N
N
Panther BF Aggregator 2 LP
N/A
Clarios Global, LP
69867DAC2
205000.00000000
PA
USD
223491.00000000
0.003899513726
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
0.08500000
N
N
N
N
N
N
Central Pacific Financial Corp.
549300W3YEAOZ4KGG849
Central Pacific Financial Corporation
154760409
13555.00000000
NS
USD
353243.30000000
0.006163456680
Long
EC
CORP
US
N
1
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
290000.00000000
PA
USD
310300.00000000
0.005414173766
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDD0
200000.00000000
PA
USD
208936.69000000
0.003645567340
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.02150000
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787AM9
500000.00000000
PA
USD
563728.06000000
0.009836035043
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.04450000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corporation
103304BV2
395000.00000000
PA
USD
409812.50000000
0.007150486905
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04750000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556H206
6505.00000000
NS
USD
294026.00000000
0.005130221901
Long
EC
CORP
US
N
1
N
N
N
Windstream Holdings, Inc.
N/A
Windstream Services, LLC, Warrants (Expires 12/31/2049)
N/A
6476.00000000
NC
USD
95521.00000000
0.001666668683
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
-1084836.63000000
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MD0
828000.00000000
PA
USD
1084221.09000000
0.018917697011
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
0.04650000
N
N
N
N
N
N
Cooper-Standard Holdings Inc.
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
29626.00000000
NS
USD
859154.00000000
0.014990683365
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDA4
450000.00000000
PA
USD
572213.16000000
0.009984084691
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
0.04850000
N
N
N
N
N
N
Flowers Foods, Inc.
7YNCQQNDK8FBM9BBTK25
Flowers Foods, Inc.
343498101
8123.00000000
NS
USD
196576.60000000
0.003429906125
Long
EC
CORP
US
N
1
N
N
N
Waters Corporation
5T547R1474YC9HOD8Q74
Waters Corporation
941848103
685.00000000
NS
USD
236742.85000000
0.004130734540
Long
EC
CORP
US
N
1
N
N
N
INDIGO NATURAL RES LLC
549300F7DOI6H6TA3C86
Indigo Natural Resources, LLC
45569LAC5
265000.00000000
PA
USD
276925.00000000
0.004831840381
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05375000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
49599.00000000
NS
USD
4344376.41000000
0.075801510767
Long
EC
CORP
US
N
1
N
N
N
ScanSource, Inc.
7FHBAN017QDY4K2KP156
ScanSource, Inc.
806037107
4973.00000000
NS
USD
139890.49000000
0.002440836033
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
0.019191722949
Long
STIV
UST
US
N
2
N
N
N
Neuberger Berman CLO XVII, Ltd.
549300XVEYZNG956Y145
Neuberger Berman CLO, Ltd.
64129UBS3
1000000.00000000
PA
USD
999521.00000000
0.017439833636
Long
ABS-O
CORP
KY
N
2
2029-04-22
Floating
0.01213800
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien, Ltd.
67077M108
7144.00000000
NS
USD
432997.84000000
0.007555029153
Long
EC
CORP
CA
N
1
N
N
N
Corevest American Finance 2019-3 Trust
N/A
CoreVest American Finance Trust
21872NAA8
3154895.06000000
PA
USD
3301490.41000000
0.057605036314
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
0.02705000
N
N
N
N
N
N
Telephone and Data Systems, Inc.
N/A
United States Cellular Corporation
911684AD0
360000.00000000
PA
USD
441000.00000000
0.007694652372
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
0.06700000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAS8
560000.00000000
PA
USD
697337.47000000
0.012167277591
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
0.04700000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408HS5
720000.00000000
PA
USD
820105.87000000
0.014309364122
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.03800000
N
N
N
N
N
N
Omnicom Group Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919BC9
330000.00000000
PA
USD
380966.98000000
0.006647184753
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04200000
N
N
N
N
N
N
VERTIV GROUP CORP
549300ZT8RQ5VK10E643
Vertiv Group Corporation, Term Loan
N/A
3201975.00000000
PA
USD
3180233.59000000
0.055489324120
Long
DBT
CORP
US
N
2
2027-03-02
Floating
0.02835880
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
N/A
Sensata Technologies, Inc.
81728UAB0
640000.00000000
PA
USD
632851.20000000
0.011042108814
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
ICU Medical, Inc.
5493003NRW7LS2QZRH60
ICU Medical, Inc.
44930G107
543.00000000
NS
USD
111749.40000000
0.001949824911
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MBA0
1644000.00000000
PA
USD
1807408.59000000
0.031536010871
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04500000
N
N
N
N
N
N
Magnite Inc
54930018FR2YX1HHSB02
Magnite, Inc.
55955D100
12015.00000000
NS
USD
406587.60000000
0.007094218233
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
5617.00000000
NS
USD
284388.71000000
0.004962068621
Long
EC
CORP
US
N
1
N
N
N
TriMas Corporation
75G1WUQ8QK4P5MZOYD78
TriMas Corporation
896215209
17678.00000000
NS
USD
536173.74000000
0.009355261996
Long
EC
CORP
US
N
1
N
N
N
Endava plc
213800JJ6CRPCWCQVZ25
Endava plc ADR
29260V105
5035.00000000
NS
USD
570868.30000000
0.009960619316
Long
EC
CORP
GB
N
1
N
N
N
Foundation Finance Trust 2021-1
N/A
Foundation Finance Trust
35041LAA8
2098069.33000000
PA
USD
2100618.06000000
0.036651985800
Long
ABS-CBDO
CORP
US
N
2
2041-05-15
Fixed
0.01270000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
560000.00000000
PA
USD
583800.00000000
0.010186254092
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04375000
N
N
N
N
N
N
Domino's Pizza, Inc.
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
745.00000000
NS
USD
347535.05000000
0.006063858042
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
476000.00000000
PA
USD
485955.67000000
0.008479047503
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.02100000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJB6
700000.00000000
PA
USD
721656.04000000
0.012591592653
Long
DBT
CORP
US
N
2
2031-04-29
Variable
0.02592000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BB4
1040000.00000000
PA
USD
1156614.40000000
0.020180829334
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
0.03900000
N
N
N
N
N
N
Graham Holdings Company
529900BOSCEEEMAFQJ29
Graham Holdings Company
384637104
95.00000000
NS
USD
60220.50000000
0.001050738805
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
51346.00000000
NS
USD
1458226.40000000
0.025443413214
Long
EC
CORP
US
N
1
N
N
N
Dorian LPG Ltd.
549300WP1W2WGMC7F395
Dorian LPG, Ltd.
Y2106R110
8861.00000000
NS
USD
125117.32000000
0.002183070936
Long
EC
CORP
MH
N
1
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream, LP
417558AA1
530000.00000000
PA
USD
575580.00000000
0.010042829959
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.07500000
N
N
N
N
N
N
SEI Investments Company
5LJTIFADGZ6XH1RVOC11
SEI Investments Company
784117103
15575.00000000
NS
USD
965182.75000000
0.016840693280
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BH4
660000.00000000
PA
USD
659175.00000000
0.011501411513
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
0.04250000
N
N
N
N
N
N
Strategic Education, Inc.
0PYXF82EO1UCNGL5I740
Strategic Education, Inc.
86272C103
907.00000000
NS
USD
68986.42000000
0.001203688254
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
7787.00000000
NS
USD
493072.84000000
0.008603229246
Long
EC
CORP
US
N
1
N
N
N
Primo Water Corporation
5493005TMUI9D3MY9I37
Primo Water Corporation
74167P108
32049.00000000
NS
USD
536179.77000000
0.009355367208
Long
EC
CORP
CA
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BB3
1650000.00000000
PA
USD
1711597.57000000
0.029864281864
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.02250000
N
N
N
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
4523.00000000
NS
USD
527019.96000000
0.009195545091
Long
EC
CORP
US
N
1
N
N
N
Belden Inc.
68BKYO1JC791TTJHUE82
Belden, Inc.
077454106
4695.00000000
NS
USD
237426.15000000
0.004142656889
Long
EC
CORP
US
N
1
N
N
N
salesforce.com, inc.
RCGZFPDMRW58VJ54VR07
Salesforce.com, Inc.
79466L302
34257.00000000
NS
USD
8367957.39000000
0.146005721497
Long
EC
CORP
US
N
1
N
N
N
ITT Inc.
549300KDSERHTJOXUS80
ITT Corporation
45073V108
2373.00000000
NS
USD
217343.07000000
0.003792243467
Long
EC
CORP
US
N
1
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO, Ltd.
54303PBA2
3900000.00000000
PA
USD
3899984.40000000
0.068047673955
Long
ABS-O
CORP
US
N
2
2029-04-15
Floating
0.01933800
N
N
N
N
N
N
Rayonier Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc. REIT
754907103
4790.00000000
NS
USD
172104.70000000
0.003002915732
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
73930.00000000
NS
USD
931518.00000000
0.016253304281
Long
EC
CORP
US
N
1
N
N
N
CIT Group Inc.
N/A
Residential Asset Securitization Trust
45660LSX8
2011230.77000000
PA
USD
1709695.19000000
0.029831088773
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Fixed
0.05375000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBR9
840000.00000000
PA
USD
936643.66000000
0.016342737778
Long
DBT
CORP
FR
N
2
2025-11-24
Fixed
0.04750000
N
N
N
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBB6
540000.00000000
PA
USD
521802.00000000
0.009104501127
Long
DBT
CORP
KY
N
2
2031-07-15
Fixed
0.03375000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
17301.00000000
NS
USD
424220.52000000
0.007401880794
Long
EC
CORP
US
N
1
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184L102
80332.00000000
NS
USD
5527644.92000000
0.096447406112
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
1195139.13000000
PA
USD
1197976.75000000
0.020902527530
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
0.02115700
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2020-GS4
N/A
Legacy Mortgage Asset Trust
52474KAA1
511375.11000000
PA
USD
514687.39000000
0.008980364050
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.03250000
N
N
N
N
N
N
FS/KKR Advisor, LLC
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635AG2
1137000.00000000
PA
USD
1175679.10000000
0.020513473867
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03400000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CAV3
6250000.00000000
PA
USD
5943359.38000000
0.103700871545
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.00875000
N
N
N
N
N
N
IAA, Inc.
549300PZCOPC5178W747
IAA, Inc.
449253103
9825.00000000
NS
USD
535855.50000000
0.009349709283
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
Samsung Electronics Company, Ltd. GDR
796050888
2159.00000000
NS
USD
3850941.15000000
0.067191957946
Long
EC
CORP
KR
N
2
N
N
N
Redfin Corporation
549300HXWD3JEMZU3O57
Redfin Corporation
75737F108
1326.00000000
NS
USD
84081.66000000
0.001467072890
Long
EC
CORP
US
N
1
N
N
N
Cimarex Energy Co.
11KYOFXPU1C4CQL1CL44
Cimarex Energy Company
171798AC5
960000.00000000
PA
USD
1044892.55000000
0.018231485121
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.04375000
N
N
N
N
N
N
Thermon Group Holdings, Inc.
529900ZNZBBLDE77MZ38
Thermon Group Holdings, Inc.
88362T103
2010.00000000
NS
USD
34250.40000000
0.000597607531
Long
EC
CORP
US
N
1
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Term Loan
N/A
235803.72000000
PA
USD
231283.36000000
0.004035476314
Long
DBT
CORP
US
N
2
2029-04-27
Floating
0.08500000
N
N
N
N
N
N
FLEX ACQUISITION CO INC
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc., Term Loan
N/A
595000.00000000
PA
USD
592149.95000000
0.010331945617
Long
DBT
CORP
US
N
2
2028-03-02
Floating
0.04000000
N
N
N
N
N
N
Midland States Bancorp, Inc.
5493006RHXW9TTBWYC94
Midland States Bancorp, Inc.
597742105
5506.00000000
NS
USD
144642.62000000
0.002523752106
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corporation
5493008LG4W3I6K8J118
Deckers Outdoor Corporation
243537107
823.00000000
NS
USD
316089.61000000
0.005515191989
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
3632.00000000
NS
USD
1218935.52000000
0.021268220159
Long
EC
CORP
US
N
1
N
N
N
Banco Santander, S.A.
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
900000.00000000
PA
USD
898623.25000000
0.015679350390
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
0.01673000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CX6
140000.00000000
PA
USD
200900.00000000
0.003505341636
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
0.09625000
N
N
N
N
N
N
Immunocore Holdings PLC
213800IUE3DFS84BVN18
Immunocore Holdings plc ADR
45258D105
16164.00000000
NS
USD
631204.20000000
0.011013371643
Long
EC
CORP
GB
N
1
N
N
N
Thrivent Mutual Funds
5493000QLC8KHZJUMH19
Thrivent Large Cap Value Portfolio
88589M303
11329956.91700000
NS
USD
250883768.00000100
4.377467983118
Long
RF
US
N
1
N
N
N
CDW Corporation
9845001B052ABF0B6755
CDW Corporation
12514G108
3601.00000000
NS
USD
628914.65000000
0.010973423137
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
549300NCYVA6VP517Q16
Thrivent International Allocation Portfolio
88589M378
18258641.55500000
NS
USD
201973441.15000100
3.524071242721
Long
RF
US
N
1
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179M103
120666.00000000
NS
USD
3522240.54000000
0.061456726816
Long
EC
CORP
US
N
1
N
N
N
Oaktown Re VI Ltd.
N/A
Oaktown Re, Ltd.
67401FAA8
2400000.00000000
PA
USD
2407346.64000000
0.042003844748
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Floating
0.01668000
N
N
N
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210C104
18866.00000000
NS
USD
571828.46000000
0.009977372372
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AN0
150000.00000000
PA
USD
183126.52000000
0.003195226556
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
0.04600000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
1263650.00000000
PA
USD
1248650.47000000
0.021786692292
Long
DBT
CORP
US
N
2
2026-12-23
Floating
0.03354300
N
N
N
N
N
N
Hill-Rom Holdings, Inc.
JLZ01A0E2071OH26RE45
Hill-Rom Holdings, Inc.
431475102
9589.00000000
NS
USD
1089214.51000000
0.019004823158
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
35275000.00000000
PA
USD
41306198.15000000
0.720718448018
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
Watts Water Technologies, Inc.
549300REJOO94ERQN318
Watts Water Technologies, Inc.
942749102
525.00000000
NS
USD
76602.75000000
0.001336579437
Long
EC
CORP
US
N
1
N
N
N
EnLink Midstream, LLC
54930000GY1H533OBE23
EnLink Midstream, LLC
29336T100
26806.00000000
NS
USD
171290.34000000
0.002988706623
Long
EC
CORP
US
N
1
N
N
N
MGM Growth Properties OP GP LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAJ4
260000.00000000
PA
USD
289281.20000000
0.005047433722
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05750000
N
N
N
N
N
N
The Bank of N.T. Butterfield & Son Limited
549300V8RVM0EMTDPF28
Bank of N.T. Butterfield & Son, Ltd.
G0772R208
8669.00000000
NS
USD
307316.05000000
0.005362109236
Long
EC
CORP
BM
N
1
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
494368CB7
650000.00000000
PA
USD
718494.63000000
0.012536431766
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
0.03100000
N
N
N
N
N
N
American Axle & Manufacturing Holdings, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
660000.00000000
PA
USD
699600.00000000
0.012206754647
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06500000
N
N
N
N
N
Octagon Investment Partners XVI Ltd
N/A
Octagon Investment Partners XVI, Ltd.
67590BAS9
600000.00000000
PA
USD
600048.60000000
0.010469762774
Long
ABS-O
CORP
KY
N
2
2030-07-17
Floating
0.01589700
N
N
N
N
N
N
Eaton Corporation plc
549300VDIGTMXUNT7H71
Eaton Corporation plc
G29183103
9549.00000000
NS
USD
1414970.82000000
0.024688681579
Long
EC
CORP
IE
N
1
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
3238.00000000
NS
USD
472715.62000000
0.008248032577
Long
EC
CORP
US
N
1
N
N
N
CROWN SUBSEA COMMUNICATIONS
5493003AYLUE132FIO27
Crown Subsea Communications Holding, Inc., Term Loan
N/A
1236986.30000000
PA
USD
1244197.93000000
0.021709003522
Long
DBT
CORP
US
N
2
2027-04-27
Floating
0.05750000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBE2
952000.00000000
PA
USD
1176049.22000000
0.020519931792
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
0.05800000
N
N
N
N
N
N
National Instruments Corporation
549300TP4OOPCYWDUP86
National Instruments Corporation
636518102
9081.00000000
NS
USD
383944.68000000
0.006699140232
Long
EC
CORP
US
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
94973VAY3
725000.00000000
PA
USD
898865.72000000
0.015683581053
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
0.04625000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAB7
575000.00000000
PA
USD
576505.45000000
0.010058977388
Long
DBT
CORP
US
N
2
2050-04-28
Fixed
0.03250000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
1200000.00000000
PA
USD
1241163.37000000
0.021656055938
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.02300000
N
N
N
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems, Ltd.
G0750C108
60043.00000000
NS
USD
1830711.07000000
0.031942597000
Long
EC
CORP
US
N
1
N
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BJ3
150000.00000000
PA
USD
162448.50000000
0.002834432507
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04875000
N
N
N
N
N
N
Helios Technologies, Inc.
5493000BCJSMIDRNTI78
Helios Technologies, Inc.
42328H109
6170.00000000
NS
USD
481568.50000000
0.008402499321
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F020679
118330000.00000100
PA
USD
119476323.06000100
2.084645742947
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
Redwood Trust, Inc.
N/A
Sequoia Mortgage Trust
81744HAH6
827340.51000000
PA
USD
639935.89000000
0.011165723841
Long
ABS-CBDO
CORP
US
N
2
2046-09-20
Variable
0.02861500
N
N
N
N
N
N
The Goodyear Tire & Rubber Company
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550101
7074.00000000
NS
USD
121319.10000000
0.002116798867
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127963S6
12200000.00000000
PA
USD
12199786.50000000
0.212864208913
Long
STIV
UST
US
N
2
N
N
N
Hilcorp Energy Company
N/A
Hilcorp Energy I, LP
431318AU8
430000.00000000
PA
USD
448275.00000000
0.007821587963
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05750000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AW8
1000000.00000000
PA
USD
946270.95000000
0.016510716576
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
0.01375000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CA6
495000.00000000
PA
USD
650925.00000000
0.011357463934
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
0.07450000
N
N
N
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
Springleaf Finance Corporation
85172FAM1
470000.00000000
PA
USD
530442.00000000
0.009255253500
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
Kosmos Energy Ltd.
213800YDFJ3OT9B5P157
Kosmos Energy, Ltd.
500688106
11356.00000000
NS
USD
39291.76000000
0.000685570145
Long
EC
CORP
US
N
1
N
N
N
BP p.l.c.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBK5
500000.00000000
PA
USD
551719.95000000
0.009626515242
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
0.03543000
N
N
N
N
N
N
CORE & MAIN LP
549300ZSLF8Q660SCD17
Core and Main, LP, Term Loan
N/A
1260568.56000000
PA
USD
1258602.07000000
0.021960329712
Long
DBT
CORP
US
N
2
2024-08-01
Floating
0.03750000
N
N
N
N
N
N
VISTA OUTDOOR INC
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377AC4
500000.00000000
PA
USD
508750.00000000
0.008876767333
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04500000
N
N
N
N
N
N
Earnest Student Loan Program 2016-B LLC
N/A
Earnest Student Loan Program, LLC
27034JAB7
211858.68000000
PA
USD
211880.44000000
0.003696930454
Long
ABS-O
CORP
US
N
2
2034-05-25
Fixed
0.03020000
N
N
N
N
N
N
Bank of America Corporation
N/A
Alternative Loan Trust
02146TAJ6
776224.10300000
PA
USD
618865.93000000
0.010798091147
Long
ABS-CBDO
CORP
US
N
2
2036-08-01
Fixed
0.06000000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDK9
450000.00000000
PA
USD
447064.62000000
0.007800469022
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
0.01500000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385HV1
17900000.00000000
PA
USD
17899910.50000000
0.312321063012
Long
STIV
USGSE
US
N
2
N
N
N
Plantronics, Inc.
5493006O3W5M472F6668
Plantronics, Inc.
727493108
2181.00000000
NS
USD
91013.13000000
0.001588014504
Long
EC
CORP
US
N
1
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications, Inc., Term Loan
N/A
660000.00000000
PA
USD
656977.20000000
0.011463063878
Long
DBT
CORP
US
N
2
2028-05-07
Floating
0.00000000
N
N
N
N
N
N
OSMOSE UTILITIES SERVICES
549300FSLVHLFZ3S0D82
Osmose Utilities Services, Inc., Term Loan
N/A
280000.00000000
PA
USD
278600.00000000
0.004861066101
Long
DBT
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
1115000.00000000
PA
USD
1296187.50000000
0.022616127486
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04875000
N
N
N
N
N
N
DTE Energy Company
9N0FWODEJVKHC2DYLO03
DTE Electric Company
23338VAF3
640000.00000000
PA
USD
732069.88000000
0.012773295325
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
0.03700000
N
N
N
N
N
N
MegaChips Corporation
N/A
SiTime Corporation
82982T106
2131.00000000
NS
USD
269763.29000000
0.004706881495
Long
EC
CORP
US
N
1
N
N
N
Endo International plc
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
660000.00000000
PA
USD
674737.80000000
0.011772954225
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.07500000
N
N
N
N
N
N
Vcat 2021-Npl1 LLC
N/A
VCAT Asset Securitization, LLC
91790CAB2
1150000.00000000
PA
USD
1149268.72000000
0.020052660504
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
0.04826200
N
N
N
N
N
N
Lululemon Athletica Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
1776.00000000
NS
USD
648186.72000000
0.011309685901
Long
EC
CORP
US
N
1
N
N
N
ATLAS LUXCO 4 / ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC
019579AA9
330000.00000000
PA
USD
330258.46000000
0.005762412795
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AH4
360000.00000000
PA
USD
378450.00000000
0.006603268005
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05875000
N
N
N
N
N
N
Paylocity Holding Corporation
549300VH75FTB4DIEE07
Paylocity Holding Corporation
70438V106
1831.00000000
NS
USD
349354.80000000
0.006095609388
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYB4
1428000.00000000
PA
USD
1458797.96000000
0.025453385903
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02615000
N
N
N
N
N
N
O-I Glass, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAR4
370000.00000000
PA
USD
398996.90000000
0.006961774247
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.05875000
N
N
N
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
5694.00000000
NS
USD
5236430.16000000
0.091366235264
Long
EC
CORP
US
N
1
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc.
76680R206
6827.00000000
NS
USD
1983789.66000000
0.034613541526
Long
EC
CORP
US
N
1
N
N
N
Texas Capital Bancshares, Inc.
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc.
88224Q107
13568.00000000
NS
USD
861432.32000000
0.015030435928
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030N101
96770.00000000
NS
USD
5517825.40000000
0.096276073248
Long
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
215000.00000000
PA
USD
223215.15000000
0.003894700642
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04375000
N
N
N
N
N
N
LSF5 BI-LO Holdings, LLC
N/A
SEG Holding, LLC
78397KAA0
560000.00000000
PA
USD
587832.00000000
0.010256605199
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.05625000
N
N
N
N
N
N
Ivanhoe Mines Ltd.
5299006XZISURYIA4G32
Ivanhoe Mines, Ltd.
46579R955
49993.00000000
NS
360953.01000000
0.006297977175
Long
EC
CORP
CA
N
2
N
N
N
Rogers Corporation
PW0CN80KNFR7RUOOKJ84
Rogers Corporation
775133101
2089.00000000
NS
USD
419471.20000000
0.007319013750
Long
EC
CORP
US
N
1
N
N
N
Lakeland Bancorp, Inc.
549300NF90LR9ETZDR73
Lakeland Bancorp, Inc.
511637100
3291.00000000
NS
USD
57526.68000000
0.001003736518
Long
EC
CORP
US
N
1
N
N
N
Six Flags Entertainment Corporation
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
270000.00000000
PA
USD
290979.00000000
0.005077057262
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07000000
N
N
N
N
N
N
Brand Industrial Services, Inc.
549300B658W2BPDQMW42
Brand Industrial Services, Inc.
10524PAB6
205000.00000000
PA
USD
208429.65000000
0.003636720409
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.08500000
N
N
N
N
N
N
Ellington Residential Mortgage REIT
549300KA3MR2ZCRGA787
Ellington Residential Mortgage REIT
288578107
8061.00000000
NS
USD
94877.97000000
0.001655448972
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity, Ltd.
H84989104
3339.00000000
NS
USD
451466.19000000
0.007877268457
Long
EC
CORP
CH
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283J7
8000000.00000000
PA
USD
8426250.00000000
0.147022822109
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.02125000
N
N
N
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AX2
1190000.00000000
PA
USD
1231967.05000000
0.021495596788
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.03375000
N
N
N
N
N
N
SPARTA US HOLDCO LLC
N/A
Sparta US HoldCo, LLC, Term Loan
N/A
195000.00000000
PA
USD
195060.45000000
0.003403452050
Long
DBT
CORP
US
N
2
2028-04-30
Floating
0.00000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
12757.00000000
NS
USD
635808.88000000
0.011093714981
Long
EC
CORP
US
N
1
N
N
N
Willdan Group, Inc.
529900YQO0LF5VAEKN05
Willdan Group, Inc.
96924N100
6450.00000000
NS
USD
242778.00000000
0.004236036992
Long
EC
CORP
US
N
1
N
N
N
PRIME SECURITY SERVICES BORROWER
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC, Term Loan
N/A
2758087.50000000
PA
USD
2755081.18000000
0.048071183530
Long
DBT
CORP
US
N
2
2026-09-23
Floating
0.03500000
N
N
N
N
N
N
IAC/InterActiveCorp
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
23700.00000000
NS
USD
3821625.00000000
0.066680444152
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BU7
1350000.00000000
PA
USD
1345305.47000000
0.023473147224
Long
DBT
CORP
JP
N
2
2030-07-17
Fixed
0.02048000
N
N
N
N
N
N
Marathon Oil Corporation
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849AP1
900000.00000000
PA
USD
1019352.65000000
0.017785860059
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04400000
N
N
N
N
N
N
Computer Services, Inc.
N/A
Computer Services, Inc.
20539A105
5703.00000000
NS
USD
320793.75000000
0.005597270724
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
6936.00000000
NS
USD
251707.44000000
0.004391839569
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corporation
529900W0TZQLBT2DSS66
Sleep Number Corporation
83125X103
2819.00000000
NS
USD
309949.05000000
0.005408050323
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison, Inc.
209111FG3
384000.00000000
PA
USD
463092.23000000
0.008080121827
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
0.04500000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAB3
135000.00000000
PA
USD
137941.65000000
0.002406832300
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04375000
N
N
N
N
N
N
Golden Nugget Inc New
N/A
Golden Nugget, LLC, Term Loan
N/A
585040.26000000
PA
USD
580313.13000000
0.010125414517
Long
DBT
CORP
US
N
2
2023-10-04
Floating
0.03250000
N
N
N
N
N
N
Chegg, Inc.
549300AKX7O8JG0O3G77
Chegg, Inc.
163092109
14792.00000000
NS
USD
1229363.12000000
0.021450162919
Long
EC
CORP
US
N
1
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
583.00000000
NS
USD
356213.00000000
0.006215272574
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZX1
91985000.00000000
PA
USD
92006559.44000000
1.605348051793
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.00125000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAJ1
135000.00000000
PA
USD
141750.00000000
0.002473281119
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.05000000
N
N
N
N
N
N
Generac Holdings Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
6839.00000000
NS
USD
2839210.85000000
0.049539094108
Long
EC
CORP
US
N
1
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
7791.00000000
NS
USD
1821691.62000000
0.031785223911
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CBOT U.S. Long Bond
N/A
780.00000000
NC
USD
3611041.20000000
0.063006137721
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
121773958.80000100
USD
3611041.20000000
N
N
N
Takeda Pharmaceutical Company Limited
5493000JW8DCO3T45R55
Baxalta, Inc.
07177MAB9
569000.00000000
PA
USD
628122.71000000
0.010959605216
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.04000000
N
N
N
N
N
N
Lhome Mortgage Trust 2021-RTL1
N/A
LHOME Mortgage Trust
501894AA7
2200000.00000000
PA
USD
2196583.84000000
0.038326415090
Long
ABS-CBDO
CORP
US
N
2
2026-09-25
Variable
0.02090000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331A109
19411.00000000
NS
USD
1754172.07000000
0.030607129885
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corporation
N/A
Magnolia Oil & Gas Corporation
559663109
4736.00000000
NS
USD
74023.68000000
0.001291579330
Long
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
4885.00000000
NS
USD
1384262.45000000
0.024152876064
Long
EC
CORP
US
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAB2
338000.00000000
PA
USD
383021.17000000
0.006683026653
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
0.04375000
N
N
N
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106B101
2789.00000000
NS
USD
333090.27000000
0.005811822757
Long
EC
CORP
CA
N
1
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc., Term Loan
N/A
1128513.84000000
PA
USD
1122070.03000000
0.019578092557
Long
DBT
CORP
US
N
2
2026-04-04
Floating
0.03354300
N
N
N
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP Group, Inc., Term Loan
N/A
1476025.00000000
PA
USD
1435434.31000000
0.025045732468
Long
DBT
CORP
US
N
2
2025-10-20
Floating
0.03354250
N
N
N
N
N
N
Snap-on Incorporated
HHWAT5TDOYZMM26KKQ73
Snap-On, Inc.
833034101
1779.00000000
NS
USD
397481.97000000
0.006935341458
Long
EC
CORP
US
N
1
N
N
N
Skymiles Ip Ltd. & Delta Air Lines Inc.
N/A
Delta Air Lines, Inc.
830867AB3
1451000.00000000
PA
USD
1613160.38000000
0.028146730939
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
0.04750000
N
N
N
N
N
N
Extra Space Storage Inc.
N/A
Extra Space Storage, Inc.
30225T102
5736.00000000
NS
USD
939671.52000000
0.016395568458
Long
EC
CORP
US
N
1
N
N
N
Cognex Corporation
549300JQTYZCLC43S226
Cognex Corporation
192422103
4001.00000000
NS
USD
336284.05000000
0.005867548442
Long
EC
CORP
US
N
1
N
N
N
NICE Ltd.
254900YTY4EF5Z4W0A51
Nice, Ltd. ADR
653656108
1830.00000000
NS
USD
452851.80000000
0.007901444845
Long
EC
CORP
IL
N
1
N
N
N
Cedar Realty Trust, Inc.
54930056URX93R2RSN82
Cedar Realty Trust, Inc.
150602605
4652.00000000
NS
USD
78339.68000000
0.001366885724
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370CW8
250000.00000000
PA
USD
308217.50000000
0.005377837908
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.09000000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
295000.00000000
PA
USD
303850.00000000
0.005301632932
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04000000
N
N
N
N
N
N
Badger Daylighting Ltd.
254900BS2WTIBXVDKM03
Badger Infrastructure Solution
056533953
17235.00000000
NS
523056.39000000
0.009126387963
Long
EC
CORP
CA
N
2
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AW4
600000.00000000
PA
USD
694500.00000000
0.012117768871
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.06625000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHZ5
1200000.00000000
PA
USD
1225192.48000000
0.021377392794
Long
DBT
CORP
US
N
2
2031-02-13
Variable
0.02496000
N
N
N
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
14762.00000000
NS
USD
10033731.40000000
0.175070465119
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Sunoco Logistics Partners Operations, LP
86765BAU3
700000.00000000
PA
USD
770121.23000000
0.013437222560
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04000000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
13618.00000000
NS
USD
1136285.92000000
0.019826134126
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr. Pepper, Inc.
49271VAJ9
875000.00000000
PA
USD
945810.22000000
0.016502677670
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03200000
N
N
N
N
N
N
Q2 Holdings, Inc.
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736L109
4098.00000000
NS
USD
420372.84000000
0.007334745738
Long
EC
CORP
US
N
1
N
N
N
Fox Corporation
549300DDU6FDRBIELS05
Fox Corporation
35137LAL9
680000.00000000
PA
USD
749255.39000000
0.013073151392
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
0.03500000
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830AR0
284000.00000000
PA
USD
408208.56000000
0.007122501053
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
0.06150000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CU7
750000.00000000
PA
USD
865370.98000000
0.015099158421
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
The Southern Company
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Company
605417CB8
800000.00000000
PA
USD
899919.48000000
0.015701967259
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
0.03950000
N
N
N
N
N
N
Matador Resources Company
549300CI3Q2UUK5R4G79
Matador Resources Company
576485205
10468.00000000
NS
USD
376952.68000000
0.006577142479
Long
EC
CORP
US
N
1
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
155.00000000
NS
USD
20433.65000000
0.000356530234
Long
EC
CORP
US
N
1
N
N
N
Houlihan Lokey, Inc.
549300S3CNGTQ1QZVY46
Houlihan Lokey, Inc.
441593100
3005.00000000
NS
USD
245778.95000000
0.004288398142
Long
EC
CORP
US
N
1
N
N
N
Columbia Banking System, Inc.
N/A
Columbia Banking System, Inc.
197236102
13360.00000000
NS
USD
515161.60000000
0.008988638157
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAP6
23100000.00000000
PA
USD
23000742.07000000
0.401321348136
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.00125000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXE9
1000000.00000000
PA
USD
1071967.74000000
0.018703898216
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
0.03625000
N
N
N
N
N
N
Keurig Dr Pepper Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr. Pepper, Inc.
49271VAM2
710000.00000000
PA
USD
744422.33000000
0.012988823236
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
0.03350000
N
N
N
N
N
N
Valmont Industries, Inc.
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253101
5716.00000000
NS
USD
1349261.80000000
0.023542178027
Long
EC
CORP
US
N
1
N
N
N
ACPRODUCTS HOLDINGS INC
N/A
ACProducts Holdings, Inc., Term Loan
N/A
490000.00000000
PA
USD
487202.10000000
0.008500795452
Long
DBT
CORP
US
N
2
2028-05-17
Floating
0.04416600
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DZ5
130000.00000000
PA
USD
163696.00000000
0.002856199126
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.08500000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
208.00000000
NS
USD
35312.16000000
0.000616133323
Long
EC
CORP
US
N
1
N
N
N
The TJX Companies, Inc.
V167QI9I69W364E2DY52
TJX Companies, Inc.
872540AT6
675000.00000000
PA
USD
773729.49000000
0.013500180171
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03875000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
4136.00000000
NS
USD
374597.52000000
0.006536049196
Long
EC
CORP
US
N
1
N
N
N
Healthcare Trust of America, Inc.
549300L0I14L7I0VLX84
Healthcare Trust of America, Inc.
42225P501
17913.00000000
NS
USD
478277.10000000
0.008345070344
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
250000.00000000
PA
USD
259487.50000000
0.004527587545
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05000000
N
N
N
N
N
N
Open Text Corporation
N/A
Open Text Corporation
683720AA4
545000.00000000
PA
USD
555791.00000000
0.009697547701
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04125000
N
N
N
N
N
N
Gannett Co., Inc.
549300JQ2PU0RI3ZBA32
Gannett Company, Inc.
36472T109
11294.00000000
NS
USD
62004.06000000
0.001081858701
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824CBF5
650000.00000000
PA
USD
722656.18000000
0.012609043287
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.04650000
N
N
N
N
N
N
Vodafone Group Plc
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
712000.00000000
PA
USD
739768.00000000
0.012907613596
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.05500000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAC9
980000.00000000
PA
USD
1038571.41000000
0.018121192661
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
0.03500000
N
N
N
N
N
N
American Eagle Outfitters, Inc.
5299001Z9HXK01DHW793
American Eagle Outfitters, Inc.
02553E106
7908.00000000
NS
USD
296787.24000000
0.005178400544
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
N/A
GS Mortgage Securities Trust
36253GAD4
3977492.04000000
PA
USD
4220025.98000000
0.073631820673
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Fixed
0.03666000
N
N
N
N
N
N
Digital Turbine, Inc.
549300D0WZR1VI2QGB24
Digital Turbine, Inc.
25400W102
4218.00000000
NS
USD
320694.54000000
0.005595539689
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Incorporated
549300RUHPVD434XUK18
Public Service Electric & Gas Company
74456QBS4
410000.00000000
PA
USD
443088.71000000
0.007731096583
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03000000
N
N
N
N
N
N
TE Connectivity Ltd.
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AR8
284000.00000000
PA
USD
304319.50000000
0.005309824858
Long
DBT
CORP
LU
N
2
2024-08-01
Fixed
0.03450000
N
N
N
N
N
N
BP p.l.c.
213800LH1BZH3DI6G760
BP plc ADR
055622104
65345.00000000
NS
USD
1726414.90000000
0.030122817472
Long
EC
CORP
GB
N
1
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown and Brown, Inc.
115236101
3032.00000000
NS
USD
161120.48000000
0.002811260960
Long
EC
CORP
US
N
1
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887CK3
650000.00000000
PA
USD
726783.81000000
0.012681062965
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
0.03794000
N
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings, Ltd.
G66721104
18074.00000000
NS
USD
531556.34000000
0.009274696717
Long
EC
CORP
BM
N
1
N
N
US Ecology, Inc.
N/A
US Ecology, Inc.
91734M103
4962.00000000
NS
USD
186174.24000000
0.003248403758
Long
EC
CORP
US
N
1
N
N
N
Masimo Corporation
549300Q4A8JK0PIYCU29
Masimo Corporation
574795100
1968.00000000
NS
USD
477141.60000000
0.008325257923
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
549300RBU4OUI2SDQ826
Thrivent Income Portfolio
88589M360
42718034.44100000
NS
USD
465143861.62000100
8.115919088816
Long
RF
US
N
1
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAF4
1450000.00000000
PA
USD
1397415.90000000
0.024382379976
Long
DBT
CORP
GB
N
2
2031-02-15
Fixed
0.01900000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Term Loan
N/A
651529.45000000
PA
USD
642245.16000000
0.011206016425
Long
DBT
CORP
US
N
2
2027-03-15
Floating
0.02354300
N
N
N
N
N
N
Standex International Corporation
RCX52GR0JW2LRRMH9Z54
Standex International Corporation
854231107
16927.00000000
NS
USD
1606541.57000000
0.028031244676
Long
EC
CORP
US
N
1
N
N
N
Cumulus Media Inc.
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings, Inc.
23110AAA4
380000.00000000
PA
USD
397575.00000000
0.006936964664
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.06750000
N
N
N
N
N
Amphenol Corporation
549300D3L3G0R4U4VT04
Amphenol Corporation
032095101
49629.00000000
NS
USD
3395119.89000000
0.059238701394
Long
EC
CORP
US
N
1
N
N
N
Masonite International Corporation
549300H0H07ZFT4JYM32
Masonite International Corporation
575385109
1202.00000000
NS
USD
134371.58000000
0.002344541035
Long
EC
CORP
CA
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
4771.00000000
NS
USD
227481.28000000
0.003969136895
Long
EC
CORP
US
N
1
N
N
N
Energy Solutions, LLC
549300X3SKIUYR2MFH75
EnergySolutions, LLC, Term Loan
N/A
686837.28000000
PA
USD
681040.37000000
0.011882922672
Long
DBT
CORP
US
N
2
2025-05-11
Floating
0.04750000
N
N
N
N
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364G103
18038.00000000
NS
USD
1798388.60000000
0.031378628360
Long
EC
CORP
US
N
1
N
N
N
Crane Co.
549300X1RO9ID7AUCA83
Crane Company
224399105
20247.00000000
NS
USD
1870215.39000000
0.032631875934
Long
EC
CORP
US
N
1
N
N
N
SOTERA HEALTH HLDGS LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC, Term Loan
N/A
607000.00000000
PA
USD
604219.94000000
0.010542545112
Long
DBT
CORP
US
N
2
2026-12-13
Floating
0.03250000
N
N
N
N
N
N
Pool Corporation
5493005VZK1KMN6CO617
Pool Corporation
73278L105
593.00000000
NS
USD
271985.38000000
0.004745652946
Long
EC
CORP
US
N
1
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBW5
560000.00000000
PA
USD
602450.61000000
0.010511673504
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
0.03950000
N
N
N
N
N
N
Citigroup Inc.
N/A
Citicorp Mortgage Securities, Inc.
173103AD4
1626493.09000000
PA
USD
1612660.90000000
0.028138015917
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Fixed
0.06000000
N
N
N
N
N
N
Telephone and Data Systems, Inc.
N/A
Telephone & Data Systems, Inc.
879433829
7058.00000000
NS
USD
159934.28000000
0.002790563916
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAB9
675000.00000000
PA
USD
706216.15000000
0.012322194498
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02875000
N
N
N
N
N
N
Urban Outfitters, Inc.
549300N3DUFR5U6NRN38
Urban Outfitters, Inc.
917047102
2716.00000000
NS
USD
111953.52000000
0.001953386435
Long
EC
CORP
US
N
1
N
N
N
AMSTED Industries Incorporated
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
465000.00000000
PA
USD
489993.75000000
0.008549504695
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.05625000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KB1
1100000.00000000
PA
USD
1099956.00000000
0.019192242731
Long
STIV
USGSE
US
N
2
N
N
N
Columbia Cent CLO 27 Limited
549300066YASG4MIU864
Cent CLO, LP
19736RAJ0
775000.00000000
PA
USD
775117.03000000
0.013524390234
Long
ABS-O
CORP
KY
N
2
2028-10-25
Floating
0.02475700
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KR6
5200000.00000000
PA
USD
5199711.09000000
0.090725553906
Long
STIV
USGSE
US
N
2
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CA8
935000.00000000
PA
USD
1025530.47000000
0.017893651844
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.04300000
N
N
N
N
N
N
Galaxy XIX CLO Limited
5493000B2531UL3WQV87
Galaxy XIX CLO, Ltd.
36319QBS0
1650000.00000000
PA
USD
1650049.50000000
0.028790379363
Long
ABS-O
CORP
KY
N
2
2030-07-24
Floating
0.02025700
N
N
N
N
N
N
Curtiss-Wright Corporation
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corporation
231561101
22193.00000000
NS
USD
2635640.68000000
0.045987162835
Long
EC
CORP
US
N
1
N
N
N
RPC, Inc.
N/A
RPC, Inc.
749660106
10920.00000000
NS
USD
54054.00000000
0.000943144533
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
33155.00000000
NS
USD
6375706.50000000
0.111244546811
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EP4
1750000.00000000
PA
USD
1721335.00000000
0.030034182405
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
0.02668000
N
N
N
N
N
N
GAINWELL ACQUISITION CORP
N/A
Gainwell Acquistion Corporation, Term Loan
N/A
1620000.00000000
PA
USD
1623645.00000000
0.028329668595
Long
DBT
CORP
US
N
2
2027-10-01
Floating
0.04750000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BR3
450000.00000000
PA
USD
465129.06000000
0.008115660827
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
0.02497000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCE8
700000.00000000
PA
USD
681299.92000000
0.011887451350
Long
DBT
CORP
JP
N
2
2031-01-12
Fixed
0.01710000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
1644.00000000
NS
USD
283031.04000000
0.004938379735
Long
EC
CORP
US
N
1
N
N
N
Ares XXXIIR CLO Ltd.
N/A
Ares XXXIIR CLO, Ltd.
04017EAS1
2600000.00000000
PA
USD
2600522.60000000
0.045374415856
Long
ABS-O
CORP
KY
N
2
2030-05-15
Floating
0.02155900
N
N
N
N
N
N
Employers Holdings, Inc.
N/A
Employers Holdings, Inc.
292218104
540.00000000
NS
USD
23112.00000000
0.000403262597
Long
EC
CORP
US
N
1
N
N
N
ADVANCED DRAINAGE SYSTEMS
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc., Term Loan
N/A
203944.30000000
PA
USD
204645.87000000
0.003570700292
Long
DBT
CORP
US
N
2
2026-09-24
Floating
0.02375000
N
N
N
N
N
N
United Bankshares, Inc.
5299005O3BAMJ9Z92V62
United Bankshares, Inc.
909907107
963.00000000
NS
USD
35149.50000000
0.000613295200
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness, Inc.
549300LLE5HUPF6H8G33
Planet Fitness, Inc.
72703H101
15936.00000000
NS
USD
1199184.00000000
0.020923591859
Long
EC
CORP
US
N
1
N
N
N
ALLETE, Inc.
549300NNLSIMY6Z8OT86
ALLETE, Inc.
018522300
1184.00000000
NS
USD
82856.32000000
0.001445692923
Long
EC
CORP
US
N
1
N
N
N
Independence Realty Trust, Inc.
549300Z3L8NU44NQEB29
Independence Realty Trust, Inc.
45378A106
16796.00000000
NS
USD
306191.08000000
0.005342480544
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
15829895.68200000
PA
USD
16535669.21000000
0.288517519978
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
Golub Capital Partners CLO 23 B-R Ltd
N/A
Golub Capital Partners, Ltd.
38175GAA1
2569000.00000000
PA
USD
2564237.07000000
0.044741298986
Long
ABS-O
CORP
KY
N
2
2031-01-20
Floating
0.01388300
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231GBM3
1200000.00000000
PA
USD
1306037.12000000
0.022787985540
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
0.03452000
N
N
N
N
N
N
Toll Brothers, Inc.
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
14675.00000000
NS
USD
848361.75000000
0.014802378122
Long
EC
CORP
US
N
1
N
N
N
EAGLE BROADBAND INVESTMENTS
254900W09ZHD1OM4I757
Eagle Broadband Investments, LLC, Term Loan
N/A
1467625.00000000
PA
USD
1466245.43000000
0.025583330784
Long
DBT
CORP
US
N
2
2027-11-12
Floating
0.03750000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397XL2
1100000.00000000
PA
USD
1175614.00000000
0.020512337990
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
0.04134000
N
N
N
N
N
N
Generation Bio Co.
N/A
Generation Bio Company
37148K100
1170.00000000
NS
USD
31473.00000000
0.000549146925
Long
EC
CORP
US
N
1
N
N
N
IDACORP, Inc.
N134NUJDWN8UEFA8B673
IDACORP, Inc.
451107106
1476.00000000
NS
USD
143910.00000000
0.002510969212
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS Energy Corporation
125896BR0
440000.00000000
PA
USD
464186.97000000
0.008099223060
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.02950000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
H. J. Heinz Company
50077LAM8
140000.00000000
PA
USD
173801.76000000
0.003032526360
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
0.05200000
N
N
N
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958667AB3
210000.00000000
PA
USD
221883.90000000
0.003871472738
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.04350000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
Australia and New Zealand Banking Group, Ltd.
052528AL0
500000.00000000
PA
USD
520175.00000000
0.009076112919
Long
DBT
CORP
AU
N
2
2030-07-22
Variable
0.02950000
N
N
N
N
N
N
Carnival Corporation & plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BC5
430000.00000000
PA
USD
483922.00000000
0.008443563639
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
0.11500000
N
N
N
N
N
N
Health Catalyst, Inc.
549300223PL6GWKVJG92
Health Catalyst, Inc.
42225T107
304.00000000
NS
USD
16875.04000000
0.000294438926
Long
EC
CORP
US
N
1
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corporation
749607107
474.00000000
NS
USD
49575.66000000
0.000865005600
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust 2017-1
N/A
Verus Securitization Trust
92537HAA9
1518259.84100000
PA
USD
1543579.86000000
0.026932676714
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
0.02913000
N
N
N
N
N
N
Bruker Corporation
LEBZ6VLQ6I8XB1NHVY15
Bruker Corporation
116794108
1256.00000000
NS
USD
95430.88000000
0.001665096252
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
15250.00000000
NS
USD
7693167.50000000
0.134231858395
Long
EC
CORP
US
N
1
N
N
N
Endo International plc
N/A
Endo Finance, LLC
29273DAB6
275000.00000000
PA
USD
280500.00000000
0.004894217665
Long
DBT
CORP
XX
N
2
2027-07-31
Fixed
0.09500000
N
N
N
N
N
NuVasive, Inc.
549300C5ZB4NZ6TWM881
NuVasive, Inc.
670704105
10542.00000000
NS
USD
714536.76000000
0.012467374093
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
001107539
5292.00000000
NS
2125613.51000000
0.037088111194
Long
EC
CORP
CH
N
2
N
N
N
Core Laboratories N.V.
724500MDYY5VBSAF5W50
Core Laboratories NV
N22717107
7176.00000000
NS
USD
279505.20000000
0.004876860204
Long
EC
CORP
NL
N
1
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FX9
1650000.00000000
PA
USD
1731828.48000000
0.030217274652
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
0.02650000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
443887.50000000
PA
USD
438707.33000000
0.007654649427
Long
DBT
CORP
US
N
2
2027-08-03
Floating
0.03354300
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89788MAE2
450000.00000000
PA
USD
451363.32000000
0.007875473562
Long
DBT
CORP
US
N
2
2029-06-07
Variable
0.01887000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding, LLC
36166NAJ2
2675000.00000000
PA
USD
3117264.41000000
0.054390625820
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04400000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Asset-Backed Certificates
12668WAB3
45.03630000
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
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AR5
1420000.00000000
PA
USD
1561066.28000000
0.027237783116
Long
DBT
CORP
JP
N
2
2027-07-25
Fixed
0.03287000
N
N
N
N
N
N
Helen of Troy Limited
N/A
Helen of Troy, Ltd.
G4388N106
911.00000000
NS
USD
207817.32000000
0.003626036358
Long
EC
CORP
BM
N
1
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158AZ9
1150000.00000000
PA
USD
1166296.45000000
0.020349763595
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
0.02700000
N
N
N
N
N
N
Four Corners Property Trust, Inc.
549300SVTPZPBDVNER42
Four Corners Property Trust, Inc.
35086T109
37628.00000000
NS
USD
1038909.08000000
0.018127084391
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies Incorporated
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360AD7
714000.00000000
PA
USD
726987.67000000
0.012684619953
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.02250000
N
N
N
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
26453.00000000
NS
USD
1887157.02000000
0.032927476735
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BK3
875000.00000000
PA
USD
1029412.55000000
0.017961387119
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05125000
N
N
N
N
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918A105
16612.00000000
NS
USD
2762409.48000000
0.048199049110
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAV9
750000.00000000
PA
USD
862235.29000000
0.015044446302
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.04250000
N
N
N
N
N
N
AIMCO CLO 10, Ltd.
5493004I93856WYBB035
Aimco CLO 10, Ltd.
00901AAA5
2150000.00000000
PA
USD
2150163.40000000
0.037516462372
Long
ABS-O
CORP
KY
N
2
2032-07-22
Floating
0.01503700
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
1404000.00000000
PA
USD
1548444.45000000
0.027017555011
Long
DBT
CORP
US
N
2
2028-07-24
Variable
0.03668000
N
N
N
N
N
N
Switch, Inc.
5493002D70VTFFLT8L43
Switch, Ltd.
87105NAA8
440000.00000000
PA
USD
445500.00000000
0.007773169233
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.03750000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AG5
728000.00000000
PA
USD
756210.00000000
0.013194496758
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.06750000
N
N
N
N
N
N
Volt Xcv Llc
N/A
Vericrest Opportunity Loan Transferee
92873BAB2
1400000.00000000
PA
USD
1397240.74000000
0.024379323751
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
0.04948700
N
N
N
N
N
N
John B. Sanfilippo & Son, Inc.
5299007IBEYVXKYDUX28
John B. Sanfilippo & Son, Inc.
800422107
2504.00000000
NS
USD
221779.28000000
0.003869647308
Long
EC
CORP
US
N
1
N
N
N
IAC/InterActiveCorp
5493003ENY577E6SZL06
ANGI Homeservices, Inc.
00183L102
5814.00000000
NS
USD
78605.28000000
0.001371519964
Long
EC
CORP
US
N
1
N
N
N
Volt XCVIII LLC
N/A
Vericrest Opportunity Loan Transferee
91835NAB5
1400000.00000000
PA
USD
1398871.60000000
0.024407779308
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
0.04948700
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAR2
505000.00000000
PA
USD
532143.75000000
0.009284945959
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
MaxLinear, Inc.
549300EMOI0SM2IY4F64
MaxLinear, Inc.
57776J100
574.00000000
NS
USD
24389.26000000
0.000425548474
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAF0
1025000.00000000
PA
USD
1019511.76000000
0.017788636241
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
0.03550000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282P4
22230000.00000000
PA
USD
22653759.38000000
0.395267127776
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.01875000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
540000.00000000
PA
USD
557388.00000000
0.009725412463
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.04875000
N
N
N
N
N
N
Bally's Corporation
549300NS4D5IK406VT62
Bally's Corporation
05875B106
5980.00000000
NS
USD
323577.80000000
0.005645847361
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp.
N/A
Targa Resources Partners, LP
87612BBG6
150000.00000000
PA
USD
158250.00000000
0.002761176276
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05000000
N
N
N
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FW1
1200000.00000000
PA
USD
1243712.77000000
0.021700538357
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
0.02200000
N
N
N
N
N
N
LPL Financial Holdings Inc.
549300XROQ4Y8G2L7682
LPL Financial Holdings, Inc.
50212V100
2959.00000000
NS
USD
399405.82000000
0.006968909161
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
11009.00000000
NS
USD
1033635.01000000
0.018035061409
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies Incorporated
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
1360.00000000
NS
USD
569608.80000000
0.009938643319
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918104
170700.00000000
NS
USD
46242630.00000000
0.806850255374
Long
EC
CORP
US
N
1
N
N
N
Teva Pharmaceutical Industries Limited
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
330000.00000000
PA
USD
328841.70000000
0.005737692895
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
0.02800000
N
N
N
N
N
N
Lowe's Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661EA1
1350000.00000000
PA
USD
1394919.89000000
0.024338829116
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.02625000
N
N
N
N
N
N
Nevro Corp.
254900SH91I4BOYKUE38
Nevro Corporation
64157F103
14025.00000000
NS
USD
2325204.75000000
0.040570617335
Long
EC
CORP
US
N
1
N
N
N
Western Alliance Bancorporation
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
39285.00000000
NS
USD
3647612.25000000
0.063644236398
Long
EC
CORP
US
N
1
N
N
N
Edison International
9R1Z5I36FERIBVKW4P77
Southern California Edison Company
842400GG2
1135000.00000000
PA
USD
1193908.45000000
0.020831543054
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
0.04000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BN1
605000.00000000
PA
USD
633737.50000000
0.011057573146
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
14069.00000000
NS
USD
838512.40000000
0.014630524779
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation
12653C108
8810.00000000
NS
USD
120344.60000000
0.002099795605
Long
EC
CORP
US
N
1
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057104
4092.00000000
NS
USD
406540.20000000
0.007093391188
Long
EC
CORP
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015101
13594.00000000
NS
USD
516979.82000000
0.009020362807
Long
EC
CORP
US
N
1
N
N
N
Callon Petroleum Company
549300EFOWPEB0WLZW21
Callon Petroleum Company
13123X508
255.00000000
NS
USD
14710.95000000
0.000256679470
Long
EC
CORP
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AT2
350000.00000000
PA
USD
368669.43000000
0.006432614748
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
0.02750000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AL0
750000.00000000
PA
USD
720704.37000000
0.012574987732
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.01750000
N
N
N
N
N
N
Papa John's International, Inc.
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813102
3477.00000000
NS
USD
363137.88000000
0.006336099205
Long
EC
CORP
US
N
1
N
N
N
Audacy, Inc.
N/A
Audacy, Inc.
05070N103
15800.00000000
NS
USD
68098.00000000
0.001188186932
Long
EC
CORP
US
N
1
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc.
98919VAB1
380000.00000000
PA
USD
388075.00000000
0.006771206846
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.06125000
N
N
N
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAM4
135000.00000000
PA
USD
141834.38000000
0.002474753397
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.08000000
N
N
N
N
N
N
Integra LifeSciences Holdings Corporation
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corporation
457985208
1828.00000000
NS
USD
124742.72000000
0.002176534844
Long
EC
CORP
US
N
1
N
N
N
China National Chemical Corporation Ltd.
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAC8
422000.00000000
PA
USD
482260.96000000
0.008414581496
Long
DBT
NUSS
NL
N
2
2028-04-24
Fixed
0.05182000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
475000.00000000
PA
USD
498110.38000000
0.008691125208
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.02875000
N
N
N
N
N
N
Tutor Perini Corporation
549300FHXYVPW8LJ6D98
Tutor Perini Corporation
901109108
12498.00000000
NS
USD
173097.30000000
0.003020234807
Long
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135B101
42559.00000000
NS
USD
3103827.87000000
0.054156182499
Long
EC
CORP
US
N
1
N
N
N
The Trade Desk, Inc.
549300GXPD31VT3E0P46
Trade Desk, Inc.
88339J105
23540.00000000
NS
USD
1821054.40000000
0.031774105575
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Company
476556DD4
375000.00000000
PA
USD
380659.17000000
0.006641814025
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
0.02750000
N
N
N
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Company
146869102
11082.00000000
NS
USD
3344769.24000000
0.058360173620
Long
EC
CORP
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829BM8
1200000.00000000
PA
USD
1768977.49000000
0.030865457686
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.06600000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBW4
1200000.00000000
PA
USD
1265709.62000000
0.022084343605
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.03600000
N
N
N
N
N
N
Dun & Bradstreet Holdings Inc
N/A
Dun and Bradstreet Holdings, Inc.
26484T106
10442.00000000
NS
USD
223145.54000000
0.003893486074
Long
EC
CORP
US
N
1
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAN7
385000.00000000
PA
USD
409062.50000000
0.007137400761
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05875000
N
N
N
N
N
N
Granite Point Mortgage Trust Inc.
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust, Inc.
38741L107
14727.00000000
NS
USD
217223.25000000
0.003790152825
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KU4
415000.00000000
PA
USD
467515.05000000
0.008157292037
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
0.04125000
N
N
N
N
N
N
AMN Healthcare Services, Inc.
529900W3ARRTCNFH2I39
AMN Healthcare Services, Inc.
001744101
5640.00000000
NS
USD
546967.20000000
0.009543588351
Long
EC
CORP
US
N
1
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
09257W100
3501.00000000
NS
USD
111646.89000000
0.001948036296
Long
EC
CORP
US
N
1
N
N
N
Chevron Corporation
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AV8
1250000.00000000
PA
USD
1676196.68000000
0.029246600362
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
0.05050000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650DH0
1200000.00000000
PA
USD
1329785.90000000
0.023202358797
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03625000
N
N
N
N
N
N
Bank of America Corporation
N/A
Countrywide Alternative Loan Trust
12667G5Z2
790550.34100000
PA
USD
750227.85000000
0.013090119060
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
0.02745300
N
N
N
N
N
N
Bank of America Corporation
N/A
Merrill Lynch Alternative Note Asset Trust
59023YAB0
217123.06000000
PA
USD
136216.39000000
0.002376729633
Long
ABS-CBDO
CORP
US
N
2
2037-03-25
Fixed
0.06000000
N
N
N
N
N
N
BELLRING BRANDS LLC
5493001E28R2L3L44631
Bellring Brands, LLC, Term Loan
N/A
850931.32000000
PA
USD
856147.53000000
0.014938225901
Long
DBT
CORP
US
N
2
2024-10-21
Floating
0.04750000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Low Volatility Equity Fund
N/A
7982382.60100000
NS
USD
111673532.59000100
1.948501161997
Long
RF
US
N
2
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc.
92552VAK6
590000.00000000
PA
USD
601210.00000000
0.010490027103
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.05625000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAH5
430000.00000000
PA
USD
447200.00000000
0.007802831158
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
0.06000000
N
N
N
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
1376.00000000
NS
USD
477554.56000000
0.008332463328
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Partners L.P.
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners, LP
293792107
71727.00000000
NS
USD
1730772.51000000
0.030198849885
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc.
N/A
Omnicom Group, Inc.
68217FAA0
530000.00000000
PA
USD
585625.48000000
0.010218105416
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03600000
N
N
N
N
N
N
510 Asset Backed 2021-Npl1 Trust
N/A
510 Asset Backed 2021-NPL1 Trust
33835CAB1
1900000.00000000
PA
USD
1900000.00000000
0.033151563507
Long
ABS-O
CORP
US
N
3
2061-05-25
Variable
0.03967000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZN3
2350000.00000000
PA
USD
2279224.60000000
0.039768346881
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.00500000
N
N
N
N
N
N
CBS RADIO INC
549300S5JUSXRHNCHD80
Entercom Media Corporation, Term Loan
N/A
803703.44000000
PA
USD
795063.63000000
0.013872422327
Long
DBT
CORP
US
N
2
2024-11-17
Floating
0.02595000
N
N
N
N
N
N
Axcelis Technologies, Inc.
529900HF9B6NL1QG9F05
Axcelis Technologies, Inc.
054540208
5713.00000000
NS
USD
230919.46000000
0.004029126917
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings, Inc.
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc.
302081104
1491.00000000
NS
USD
158433.66000000
0.002764380811
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JD9
1000000.00000000
PA
USD
999988.33000000
0.017447987699
Long
STIV
USGSE
US
N
2
N
N
N
Cushman & Wakefield plc
N/A
Cushman and Wakefield plc
G2717B108
16937.00000000
NS
USD
295889.39000000
0.005162734686
Long
EC
CORP
GB
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFT6
1450000.00000000
PA
USD
1395359.91000000
0.024346506669
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
0.02650000
N
N
N
N
N
N
USA Compression Partners, LP
N/A
USA Compression Partners, LP
91740PAC2
210000.00000000
PA
USD
219975.00000000
0.003838165885
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.06875000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
135000.00000000
PA
USD
150147.00000000
0.002619793582
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.08125000
N
N
N
N
N
N
NMI Holdings, Inc.
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209305
8893.00000000
NS
USD
199914.64000000
0.003488148886
Long
EC
CORP
US
N
1
N
N
N
Metronet Systems Holdings, LLC
549300V3JVIFMP2JGN73
Metronet Systems Holdings, LLC, Delayed Draw
N/A
88888.90000000
PA
USD
88822.23000000
0.001549787262
Long
DBT
CORP
US
N
2
2028-06-02
Floating
0.04500000
N
N
N
N
N
N
BlackLine, Inc.
N/A
Blackline, Inc.
09239B109
1085.00000000
NS
USD
120727.95000000
0.002106484369
Long
EC
CORP
US
N
1
N
N
N
Ranpak Holdings Corp.
5493000Z9EZR9DCYOO86
Ranpak Holdings Corporation
75321W103
22277.00000000
NS
USD
557593.31000000
0.009728994751
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACB9
1175000.00000000
PA
USD
1188160.00000000
0.020731242998
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02550000
N
N
N
N
N
N
Moderna, Inc.
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
2001.00000000
NS
USD
470194.98000000
0.008204051968
Long
EC
CORP
US
N
1
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corporation, Term Loan
N/A
759248.10000000
PA
USD
775382.12000000
0.013529015575
Long
DBT
CORP
US
N
2
2025-01-31
Floating
0.05250000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
9128284N7
31750000.00000000
PA
USD
35269785.32000000
0.615393962074
Long
DBT
UST
US
N
2
2028-05-15
Fixed
0.02875000
N
N
N
N
N
N
Cox Enterprises, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CG0
875000.00000000
PA
USD
950168.55000000
0.016578722646
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.03350000
N
N
N
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
4733.00000000
NS
USD
551725.81000000
0.009626617488
Long
EC
CORP
US
N
1
N
N
N
nVent Electric plc
N/A
nVent Electric plc
G6700G107
7328.00000000
NS
USD
228926.72000000
0.003994357208
Long
EC
CORP
IE
N
1
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Company
291011BL7
1150000.00000000
PA
USD
1178311.38000000
0.020559402392
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.01800000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV, Term Loan
N/A
1009887.48000000
PA
USD
1010018.77000000
0.017623000735
Long
DBT
CORP
US
N
2
2025-07-10
Floating
0.03647200
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873AAB4
1300000.00000000
PA
USD
1296894.30000000
0.022628459868
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
0.04948700
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
-432.00000000
NC
USD
-335517.12000000
-0.00585416690
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
-56904482.88000000
USD
-335517.12000000
N
N
N
Skyline Champion Corporation
N/A
Skyline Corporation
830830105
11247.00000000
NS
USD
599465.10000000
0.010459581754
Long
EC
CORP
US
N
1
N
N
N
ECMC Group Student Loan Trust
N/A
ECMC Group Student Loan Trust
26829HAA4
1505337.44000000
PA
USD
1520240.88000000
0.026525453726
Long
ABS-O
CORP
US
N
2
2069-11-25
Floating
0.01241500
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z52
3700000.00000000
PA
USD
3801605.48000000
0.066331139737
Long
DBT
UST
US
N
2
2025-01-31
Fixed
0.01375000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QW1
600000.00000000
PA
USD
702328.13000000
0.012254355581
Long
DBT
UST
US
N
2
2042-05-15
Fixed
0.03000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CBL4
850000.00000000
PA
USD
825164.06000000
0.014397620389
Long
DBT
UST
US
N
2
2031-02-15
Fixed
0.01125000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBD2
460000.00000000
PA
USD
542694.96000000
0.009469045490
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05000000
N
N
N
N
N
N
Dryden 65 CLO, Ltd.
N/A
Dryden Senior Loan Fund
26251YAC0
3000000.00000000
PA
USD
3000276.00000000
0.052349389660
Long
ABS-O
CORP
KY
N
2
2030-07-18
Floating
0.01589700
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Holding Company
125523100
12525.00000000
NS
USD
2969301.75000000
0.051808945020
Long
EC
CORP
US
N
1
N
N
N
AppLovin Corp
549300LLVXMUAOL3SQ07
AppLovin Corporation
03831W108
3656.00000000
NS
USD
274821.52000000
0.004795138459
Long
EC
CORP
US
N
1
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group, LP
91327BAB6
130000.00000000
PA
USD
129675.00000000
0.002262594209
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04750000
N
N
N
N
N
N
SYNNEX Corporation
5493004HI6PFLF46NS53
SYNNEX Corporation
87162W100
3824.00000000
NS
USD
465610.24000000
0.008124056548
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
Q0U252S3ZZ0J2LYUWZ80
Thrivent High Yield Portfolio
88589M352
31262951.43800000
NS
USD
146576347.82000100
2.557492159733
Long
RF
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCS8
750000.00000000
PA
USD
840360.19000000
0.014662765372
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
Mercury Systems, Inc.
549300P3B84SGK7HH679
Mercury Systems, Inc.
589378108
20557.00000000
NS
USD
1362517.96000000
0.023773474042
Long
EC
CORP
US
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Foods Group, Inc.
50076QAE6
670000.00000000
PA
USD
818135.93000000
0.014274992232
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
0.05000000
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAX3
900000.00000000
PA
USD
1055070.00000000
0.018409063215
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.04375000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
1375000.00000000
PA
USD
1407876.81000000
0.024564903935
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
0.02193000
N
N
N
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
Intel Corporation
458140100
5940.00000000
NS
USD
333471.60000000
0.005818476276
Long
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide Corporation
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corporation
57164Y107
794.00000000
NS
USD
126484.20000000
0.002206920520
Long
EC
CORP
US
N
1
N
N
N
McDermott International, Inc.
54930004RAXI4B3L4752
McDermott International, Inc.
G5924V106
104062.00000000
NS
USD
50990.38000000
0.000889689905
Long
EC
CORP
PA
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BJ4
852000.00000000
PA
USD
1039306.21000000
0.018134013592
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
0.04050000
N
N
N
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corporation, Term Loan
N/A
405000.00000000
PA
USD
405652.05000000
0.007077894577
Long
DBT
CORP
US
N
2
2025-08-27
Floating
0.04104300
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC, Term Loan
N/A
2089500.00000000
PA
USD
2090273.12000000
0.036471485308
Long
DBT
CORP
US
N
2
2026-09-25
Floating
0.04250000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corporation, Term Loan
N/A
1139275.00000000
PA
USD
1130924.11000000
0.019732580239
Long
DBT
CORP
US
N
2
2027-12-16
Floating
0.02610000
N
N
N
N
N
N
Consolidated Water Co. Ltd.
5299001BMEW8X9VIJA73
Consolidated Water Company, Ltd.
G23773107
4349.00000000
NS
USD
51013.77000000
0.000890098018
Long
EC
CORP
KY
N
1
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
87186.00000000
NS
USD
2654813.70000000
0.046321697356
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corporation
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corporation
28176E108
36041.00000000
NS
USD
3732766.37000000
0.065130021776
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts Inc.
5493005UZ5TQN0H6HS73
Park Hotels and Resorts, Inc.
700517105
22564.00000000
NS
USD
465044.04000000
0.008114177382
Long
EC
CORP
US
N
1
N
N
N
DMC Global Inc.
549300CBDXD1Z5MRNG02
DMC Global, Inc.
23291C103
275.00000000
NS
USD
15457.75000000
0.000269709779
Long
EC
CORP
US
N
1
N
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
5149.00000000
NS
USD
1871507.03000000
0.032654412715
Long
EC
CORP
US
N
1
N
N
N
LCPR LOAN FINANCING LLC
N/A
LCPR Loan Financing, LLC, Term Loan
N/A
800000.00000000
PA
USD
800504.00000000
0.013967346944
Long
DBT
CORP
US
N
2
2028-10-15
Floating
0.03822900
N
N
N
N
N
N
ManpowerGroup Inc.
ERO1WSFOSR0JJ6CRQ987
Manpower, Inc.
56418H100
11099.00000000
NS
USD
1319782.09000000
0.023027810406
Long
EC
CORP
US
N
1
N
N
N
The RMR Group Inc.
549300JP4L34E48UJM16
RMR Group, Inc.
74967R106
593.00000000
NS
USD
22913.52000000
0.000399799480
Long
EC
CORP
US
N
1
N
N
N
Farmland Partners Inc.
549300LB188CHPZ4IL37
Farmland Partners, Inc.
31154R109
4729.00000000
NS
USD
56984.45000000
0.000994275585
Long
EC
CORP
US
N
1
N
N
N
The Southern Company
E8CD46SWUD2TSN8PA636
Southern Company Gas Capital Corporation
8426EPAC2
600000.00000000
PA
USD
706131.58000000
0.012320718904
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
0.04400000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart, Inc., Term Loan
N/A
1465000.00000000
PA
USD
1465366.25000000
0.025567990683
Long
DBT
CORP
US
N
2
2028-02-12
Floating
0.04500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners, LP
29273RBE8
765000.00000000
PA
USD
883703.79000000
0.015419032798
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
0.04900000
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan
N/A
1320000.00000000
PA
USD
1320831.60000000
0.023046122458
Long
DBT
CORP
US
N
2
2026-06-29
Floating
0.00000000
N
N
N
N
N
N
EXGEN RENEWABLES IV LLC
5493004JBPWTPTK8LB51
Exgen Renewables IV, LLC, Term Loan
N/A
400000.00000000
PA
USD
399668.00000000
0.006973483728
Long
DBT
CORP
US
N
2
2027-12-15
Floating
0.03500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912828YB0
38050000.00000000
PA
USD
38916529.39000000
0.679023050302
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.01625000
N
N
N
N
N
N
Volt 2021-NPL5
N/A
Vericrest Opportunity Loan Transferee
92873FAA5
1812839.43000000
PA
USD
1813800.42000000
0.031647536744
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
0.02115700
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EN9
825000.00000000
PA
USD
922649.10000000
0.016098558017
Long
DBT
CORP
US
N
2
2029-07-08
Fixed
0.03250000
N
N
N
N
N
N
Neogen Corporation
549300HJT9FC36N4UW43
Neogen Corporation
640491106
3844.00000000
NS
USD
176977.76000000
0.003087941815
Long
EC
CORP
US
N
1
N
N
N
eXp World Holdings, Inc.
549300TWVVZC283VEC32
eXp World Holdings, Inc.
30212W100
5803.00000000
NS
USD
224982.31000000
0.003925534388
Long
EC
CORP
US
N
1
N
N
N
Ligado Networks, LLC
N/A
Ligado Networks, LLC
53225HAA8
221593.52000000
PA
USD
218367.12000000
0.003810111287
Long
DBT
CORP
US
N
2
2023-11-01
None
0.00000000
N
N
Y
N
N
N
Nexstar Media Group, Inc.
5493006PK6I4I2OOT688
Nexstar Escrow Corporation
65343HAA9
550000.00000000
PA
USD
583000.00000000
0.010172295539
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163AA1
420000.00000000
PA
USD
451987.20000000
0.007886359139
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06750000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
22151.00000000
NS
USD
5399306.25000000
0.094208128444
Long
EC
CORP
US
N
1
N
N
N
Ortho-Clinical Diagnostics, Inc.
N/A
Ortho-Clinical Diagnostics, Inc.
68752DAA6
310000.00000000
PA
USD
338597.50000000
0.005907913960
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.07250000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAG5
310000.00000000
PA
USD
333625.10000000
0.005821154573
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06250000
N
N
N
N
N
N
Sunstone Hotel Investors, Inc.
529900ZQ2V52V96ATF67
Sunstone Hotel Investors, Inc.
867892101
32270.00000000
NS
USD
400793.40000000
0.006993119922
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corporation
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana, LLC
26443TAA4
1085000.00000000
PA
USD
1215103.59000000
0.021201359911
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
0.03750000
N
N
N
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAF4
440000.00000000
PA
USD
455400.00000000
0.007945906327
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.04850000
N
N
N
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
12098.00000000
NS
USD
2501140.52000000
0.043640378310
Long
EC
CORP
US
N
1
N
N
N
Napco Security Technologies, Inc.
529900KV21J4YY9YST76
NAPCO Security Technologies, Inc.
630402105
10425.00000000
NS
USD
379157.25000000
0.006615608238
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
4738.00000000
NS
USD
1758034.90000000
0.030674529282
Long
EC
CORP
US
N
1
N
N
N
Nymt Loan Trust 2020-Sp2
N/A
New York Mortgage Trust
62955DAA4
1994855.64000000
PA
USD
2006517.77000000
0.035010105937
Long
ABS-CBDO
CORP
US
N
2
2060-10-25
Variable
0.02943900
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
21685WDF1
810000.00000000
PA
USD
847943.52000000
0.014795080765
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
0.03950000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA, Term Loan
N/A
619200.00000000
PA
USD
608103.94000000
0.010610313887
Long
DBT
CORP
FR
N
2
2025-07-31
Floating
0.02935500
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAA3
250000.00000000
PA
USD
260055.00000000
0.004537489393
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
300000.00000000
PA
USD
317574.00000000
0.005541091910
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05250000
N
N
N
N
N
N
The Scotts Miracle-Gro Company
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Company
810186AS5
495000.00000000
PA
USD
513673.88000000
0.008962680134
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137B15G3
2167075.36000000
PA
USD
234956.04000000
0.004099557937
Long
ABS-CBDO
USGSE
US
N
2
2033-03-15
Fixed
0.03000000
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
19896.00000000
NS
USD
921582.72000000
0.016079951615
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DF9
280000.00000000
PA
USD
334768.00000000
0.005841096111
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corporation
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
637432NQ4
500000.00000000
PA
USD
565917.03000000
0.009874228610
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03900000
N
N
N
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
13817.00000000
NS
USD
2134588.33000000
0.037244705571
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BGH7
1040000.00000000
PA
USD
1112961.44000000
0.019419164136
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
0.03000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc., Term Loan
N/A
1775550.00000000
PA
USD
1764967.72000000
0.030795494451
Long
DBT
CORP
US
N
2
2028-02-09
Floating
0.03500000
N
N
N
N
N
N
Liberty Broadband Corporation
549300N3IE9H88Q20221
GCI, LLC
36166TAB6
400000.00000000
PA
USD
409400.00000000
0.007143289526
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
Costco Wholesale Corporation
29DX7H14B9S6O3FD6V18
Costco Wholesale Corporation
22160K105
6601.00000000
NS
USD
2611817.67000000
0.045571494398
Long
EC
CORP
US
N
1
N
N
N
First Financial Corporation
N/A
First Financial Corporation
320218100
6612.00000000
NS
USD
269901.84000000
0.004709298941
Long
EC
CORP
US
N
1
N
N
N
CQP HOLDCO LP
549300LPL012JY5D4B69
Blackstone CQP Holdco LP, Term Loan
N/A
1585000.00000000
PA
USD
1577867.50000000
0.027530934017
Long
DBT
CORP
US
N
2
2028-06-04
Floating
0.04250000
N
N
N
N
N
N
Bohai Leasing Co., Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings, Ltd.
70014LAC4
700000.00000000
PA
USD
735824.02000000
0.012838798278
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
0.04500000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion, Inc., Term Loan
N/A
595637.52000000
PA
USD
594642.81000000
0.010375441515
Long
DBT
CORP
US
N
2
2026-07-01
Floating
0.03710000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCQ3
970000.00000000
PA
USD
1225270.46000000
0.021378753404
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
0.04625000
N
N
N
N
N
N
Atmos Energy Corporation
QVLWEGTD2S8GJMO8D383
Atmos Energy Corporation
049560105
3614.00000000
NS
USD
347341.54000000
0.006060481643
Long
EC
CORP
US
N
1
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc., Term Loan
N/A
1008633.11000000
PA
USD
983840.91000000
0.017166244426
Long
DBT
CORP
US
N
2
2026-08-21
Floating
0.03685500
N
N
N
N
N
N
Viemed Healthcare, Inc.
N/A
Viemed Healthcare, Inc.
92663R105
36523.00000000
NS
USD
261139.45000000
0.004556411084
Long
EC
CORP
CA
N
1
N
N
N
IDEX Corporation
549300U5Y5EL6PHYLF13
IDEX Corporation
45167R104
15525.00000000
NS
USD
3416276.25000000
0.059607841611
Long
EC
CORP
US
N
1
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
3902.00000000
NS
USD
772478.94000000
0.013478360335
Long
EC
CORP
US
N
1
N
N
N
RAPTOR ACQUISITION CORP
549300T1YPGZ35J6JU13
Raptor Acquisition Corporation, Term Loan
N/A
440000.00000000
PA
USD
440550.00000000
0.007686800685
Long
DBT
CORP
US
N
2
2026-11-01
Floating
0.00000000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAV2
1200000.00000000
PA
USD
1420562.58000000
0.024786247677
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06125000
N
N
N
N
N
N
American Water Works Company, Inc.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corporation
03040WAW5
1150000.00000000
PA
USD
1217183.47000000
0.021237650055
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.02800000
N
N
N
N
N
N
Herc Holdings Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
350000.00000000
PA
USD
368977.00000000
0.006437981288
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBX3
975000.00000000
PA
USD
946918.71000000
0.016522018816
Long
DBT
CORP
US
N
2
2032-02-04
Variable
0.01953000
N
N
N
N
N
N
Tyler Technologies, Inc.
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
898.00000000
NS
USD
406228.26000000
0.007087948400
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
36946.00000000
NS
USD
1757890.68000000
0.030672012904
Long
EC
CORP
US
N
1
N
N
N
CDK Global, Inc.
5493000L10CYRTHIJ385
CDK Global, Inc.
12508E101
8018.00000000
NS
USD
398414.42000000
0.006951611024
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
549300E3VEW8SMS5XW09
OneMain Holdings, Inc.
68268W103
1229.00000000
NS
USD
73629.39000000
0.001284699683
Long
EC
CORP
US
N
1
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457BB5
900000.00000000
PA
USD
1246831.63000000
0.021754956823
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.07500000
N
N
N
N
N
N
Acceleron Pharma Inc.
529900TQRID2UY164805
Acceleron Pharma, Inc.
00434H108
812.00000000
NS
USD
101897.88000000
0.001777933705
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
364.00000000
NS
USD
8918.00000000
0.000155602970
Long
EC
CORP
US
N
1
N
N
N
Lear Corporation
549300UPNBTXA1SYTQ33
Lear Corporation
521865204
8262.00000000
NS
USD
1448163.36000000
0.025267831367
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
9128283F5
16975000.00000000
PA
USD
18157945.31000000
0.316823303744
Long
DBT
UST
US
N
2
2027-11-15
Fixed
0.02250000
N
N
N
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE ADR
04016X101
5473.00000000
NS
USD
1647756.11000000
0.028750363855
Long
EC
CORP
NL
N
1
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
BWAY Holding Company
12429TAD6
335000.00000000
PA
USD
338350.00000000
0.005903595533
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.05500000
N
N
N
N
N
N
Palmer Square Loan Funding 2019-1 Ltd
N/A
Palmer Square Loan Funding, Ltd.
69700VAC3
1700000.00000000
PA
USD
1700221.00000000
0.029665781294
Long
ABS-O
CORP
KY
N
2
2027-04-20
Floating
0.01838300
N
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
27010.00000000
NS
USD
5924643.50000000
0.103374313290
Long
EC
CORP
US
N
1
N
N
N
HARBOR FREIGHT TOOLS
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc., Term Loan
N/A
1139275.00000000
PA
USD
1138511.69000000
0.019864969787
Long
DBT
CORP
US
N
2
2027-10-19
Floating
0.03750000
N
N
N
N
N
N
CenturyLink, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
650000.00000000
PA
USD
659594.00000000
0.011508722305
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04250000
N
N
N
N
N
N
National Western Life Group, Inc.
549300HPXNVHFT1BJ192
National Western Life Group, Inc.
638517102
207.00000000
NS
USD
46448.73000000
0.000810446327
Long
EC
CORP
US
N
1
N
N
N
UMH Properties, Inc.
529900OM5K3PJ11F0Q09
UMH Properties, Inc.
903002103
2509.00000000
NS
USD
54746.38000000
0.000955225312
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AQ1
570000.00000000
PA
USD
634648.31000000
0.011073465133
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan
N/A
660000.00000000
PA
USD
659340.00000000
0.011504290464
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.00000000
N
N
N
N
N
N
Seneca Foods Corporation
N/A
Seneca Foods Corporation
817070501
1609.00000000
NS
USD
82187.72000000
0.001434027062
Long
EC
CORP
US
N
1
N
N
N
Discovery, Inc.
5493006ZCRFWKF6B1K26
Discovery, Inc., Class A
25470F104
48500.00000000
NS
USD
1487980.00000000
0.025962559720
Long
EC
CORP
US
N
1
N
N
Mra Issuance Trust 2021-Ebo1
N/A
MRA Issuance Trust
55349BAA7
1700000.00000000
PA
USD
1699796.68000000
0.029658377677
Long
ABS-CBDO
CORP
US
N
2
2021-10-08
Floating
0.01842100
N
N
N
N
N
N
Peoples Bancorp Inc.
N/A
Peoples Bancorp, Inc.
709789101
2591.00000000
NS
USD
76745.42000000
0.001339068771
Long
EC
CORP
US
N
1
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AQ4
480000.00000000
PA
USD
488400.00000000
0.008521696640
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03950000
N
N
N
N
N
N
General Dynamics Corporation
9C1X8XOOTYY2FNYTVH06
General Dynamics Corporation
369550108
21273.00000000
NS
USD
4004854.98000000
0.069877475899
Long
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd.
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings, Ltd.
G7496G103
4602.00000000
NS
USD
684869.64000000
0.011949736507
Long
EC
CORP
BM
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDR0
1100000.00000000
PA
USD
1385757.86000000
0.024178968264
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
0.05250000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
220000.00000000
PA
USD
243375.00000000
0.004246453562
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62954HAB4
476000.00000000
PA
USD
545743.68000000
0.009522240140
Long
DBT
CORP
XX
N
2
2029-06-18
Fixed
0.04300000
N
N
N
N
N
N
Primoris Services Corporation
549300UF3OLBJ8D5K349
Primoris Services Corporation
74164F103
2368.00000000
NS
USD
69690.24000000
0.001215968640
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
D56MRZY2INAN94ZONZ37
Medtronic, Inc.
585055BU9
80000.00000000
PA
USD
104944.56000000
0.001831092760
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04625000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Company
163851AF5
420000.00000000
PA
USD
449303.40000000
0.007839531683
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05750000
N
N
N
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467109
58663.00000000
NS
USD
332619.21000000
0.005803603612
Long
EC
CORP
US
N
1
N
N
N
CryoLife, Inc.
549300YTKV8DMSMG6K81
CryoLife, Inc.
228903100
4750.00000000
NS
USD
134900.00000000
0.002353761009
Long
EC
CORP
US
N
1
N
N
N
Tactile Systems Technology, Inc.
54930069VDTITHOTKJ98
Tactile Systems Technology, Inc.
87357P100
7675.00000000
NS
USD
399100.00000000
0.006963573155
Long
EC
CORP
US
N
1
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905106
4427.00000000
NS
USD
526193.22000000
0.009181119973
Long
EC
CORP
US
N
1
N
N
N
Five Below, Inc.
529900AAXP5Z6BGI7418
Five Below, Inc.
33829M101
8295.00000000
NS
USD
1603174.65000000
0.027972498012
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
FNMA Conventional 30-Yr. Pass Through Call Option
01F992999
-25.00000000
NC
USD
-175818.75000000
-0.00306771918
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
-13709.37000000
N
N
N
Ameren Corporation
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Company
02361DAT7
720000.00000000
PA
USD
926232.05000000
0.016161074015
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.04500000
N
N
N
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group, Ltd.
G0450A105
49415.00000000
NS
USD
1924220.10000000
0.033574160446
Long
EC
CORP
BM
N
1
N
N
N
Allogene Therapeutics, Inc.
N/A
Allogene Therapeutics, Inc.
019770106
3037.00000000
NS
USD
79204.96000000
0.001381983295
Long
EC
CORP
US
N
1
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
6717.00000000
NS
USD
2162806.83000000
0.037737067357
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store, Inc.
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store, Inc.
22410J106
2345.00000000
NS
USD
348138.70000000
0.006074390643
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31418CYM0
15538120.12000000
PA
USD
16560643.10000000
0.288953269189
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
2180.00000000
NS
USD
1572761.00000000
0.027441834828
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
435000.00000000
PA
USD
450225.00000000
0.007855611936
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04625000
N
N
N
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AC0
380000.00000000
PA
USD
395296.75000000
0.006897213322
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.05875000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BV5
1225000.00000000
PA
USD
1373531.25000000
0.023965636033
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.04750000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
405000.00000000
PA
USD
403987.50000000
0.007048851190
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
0.03500000
N
N
N
N
N
N
Goodgreen 2019-1
N/A
Goodgreen
38218DAA7
2335634.64000000
PA
USD
2477284.34000000
0.043224131118
Long
ABS-O
CORP
US
N
2
2054-10-15
Fixed
0.03860000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc., Term Loan
N/A
3753656.30000000
PA
USD
3725503.88000000
0.065003304461
Long
DBT
CORP
US
N
2
2024-08-14
Floating
0.02854200
N
N
N
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
12612.00000000
NS
USD
2062188.12000000
0.035981452855
Long
EC
CORP
US
N
1
N
N
N
Ares XXXIIR CLO Ltd.
N/A
Ares XXXIIR CLO, Ltd.
04017EAC6
1500000.00000000
PA
USD
1498515.00000000
0.026146376415
Long
ABS-O
CORP
KY
N
2
2030-05-15
Floating
0.01095900
N
N
N
N
N
N
ACADIA Pharmaceuticals Inc.
529900O3044NO0PEA039
ACADIA Pharmaceuticals, Inc.
004225108
39073.00000000
NS
USD
952990.47000000
0.016627960046
Long
EC
CORP
US
N
1
N
N
N
The Hanover Insurance Group, Inc.
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc.
410867105
9815.00000000
NS
USD
1331306.60000000
0.023228892262
Long
EC
CORP
US
N
1
N
N
N
Arena Pharmaceuticals, Inc.
529900CVGQMPJ3A3NI85
Arena Pharmaceuticals, Inc.
040047607
1775.00000000
NS
USD
121055.00000000
0.002112190800
Long
EC
CORP
US
N
1
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797104
10524.00000000
NS
USD
758359.44000000
0.013232000598
Long
EC
CORP
US
N
1
N
N
N
CONSOL Energy Inc.
549300YJCTPJBTK7IJ81
CONSOL Energy, Inc.
20854L108
1242.00000000
NS
USD
22939.74000000
0.000400256972
Long
EC
CORP
US
N
1
N
N
N
AMSR Trust
N/A
AMSR Trust
00179DAB2
2700000.00000000
PA
USD
2717839.44000000
0.047421382525
Long
ABS-MBS
CORP
US
N
2
2038-06-17
Variable
0.02153000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241103
2253.00000000
NS
USD
30618.27000000
0.000534233432
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585AAF9
336000.00000000
PA
USD
466353.66000000
0.008137027882
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
0.06500000
N
N
N
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAJ4
1255000.00000000
PA
USD
1491103.15000000
0.026017053038
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
Nektar Therapeutics
5299005I24806IOIYE03
Nektar Therapeutics
640268108
1198.00000000
NS
USD
20557.68000000
0.000358694333
Long
EC
CORP
US
N
1
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329W102
3352.00000000
NS
USD
317803.12000000
0.005545089639
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorporation, National Association
8WH0EE09O9V05QJZ3V89
Zions Bancorporations NA
989701107
47803.00000000
NS
USD
2526866.58000000
0.044089251527
Long
EC
CORP
US
N
1
N
N
N
Flatiron Clo 20 Limited
N/A
Flatiron CLO, Ltd.
33883MAB0
1225000.00000000
PA
USD
1226527.58000000
0.021400687874
Long
ABS-O
CORP
KY
N
2
2033-11-20
Floating
0.01905200
N
N
N
N
N
N
Vodafone Group Plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBS8
625000.00000000
PA
USD
788284.01000000
0.013754130220
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
0.04875000
N
N
N
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
362.00000000
NS
USD
233232.98000000
0.004069493657
Long
EC
CORP
US
N
1
N
N
N
Ingevity Corporation
5493009UTFC4B5IMGF87
Ingevity Corporation
45688C107
3955.00000000
NS
USD
321778.80000000
0.005614458065
Long
EC
CORP
US
N
1
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAE5
950000.00000000
PA
USD
1016847.88000000
0.017742156353
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
0.03875000
N
N
N
N
N
Hemisphere Media Group, Inc.
549300PUEQ0HSP3IRZ09
Hemisphere Media Group, Inc.
42365Q103
1866.00000000
NS
USD
22018.80000000
0.000384188235
Long
EC
CORP
US
N
1
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408103
52980.00000000
NS
USD
1699598.40000000
0.029654918050
Long
EC
CORP
US
N
1
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816109
26690.00000000
NS
USD
4409988.70000000
0.076946326556
Long
EC
CORP
US
N
1
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc.
26907YAA2
440000.00000000
PA
USD
448184.00000000
0.007820000178
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05250000
N
N
N
N
N
N
Upstart Securitization Trust 2020-3
N/A
Upstart Securitization Trust
91680EAA3
1278095.03000000
PA
USD
1285564.86000000
0.022430781631
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
0.01702000
N
N
N
N
N
N
Toorak Mortgage Corp 2019-1 Ltd
N/A
Toorak Mortgage Corporation, Ltd.
89052KAA3
1517061.94000000
PA
USD
1523826.97000000
0.026588024510
Long
ABS-CBDO
CORP
US
N
2
2022-03-25
Variable
0.04458300
N
N
N
N
N
N
Accenture plc
N/A
Accenture plc
G1151C101
7933.00000000
NS
USD
2338569.07000000
0.040803800548
Long
EC
CORP
IE
N
1
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035QAA0
290000.00000000
PA
USD
307400.00000000
0.005363574011
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.05500000
N
N
N
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani, LLC, Term Loan
N/A
451587.50000000
PA
USD
452341.65000000
0.007892543651
Long
DBT
CORP
US
N
2
2027-10-23
Floating
0.04500000
N
N
N
N
N
N
GTT HOLDINGS LIMITED
N/A
Ferroglobe Representation & Warranty Insurance Trust
G33990329
19660.00000000
NS
USD
1.97000000
0.000000034372
Long
EC
CORP
US
N
3
N
N
N
Sabra Health Care REIT, Inc.
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
15186.00000000
NS
USD
276385.20000000
0.004822421847
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
Springleaf Finance Corporation
85172FAQ2
410000.00000000
PA
USD
470007.60000000
0.008200782526
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06625000
N
N
N
N
N
N
Glencore plc
213800STG1QDNBY87K49
Glencore Funding, LLC
378272AN8
1064000.00000000
PA
USD
1179287.65000000
0.020576436538
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
0.04000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc., Term Loan
N/A
910425.00000000
PA
USD
910552.46000000
0.015887493528
Long
DBT
CORP
US
N
2
2025-05-31
Floating
0.03500000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, Inc.
74460D109
7122.00000000
NS
USD
2141514.18000000
0.037365549126
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corporation
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066GAG9
1100000.00000000
PA
USD
1247701.05000000
0.021770126630
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.03500000
N
N
N
N
N
N
State Street Corporation
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
43224.00000000
NS
USD
18502465.44000000
0.322834556886
Long
RF
US
N
1
N
N
N
Chesapeake Utilities Corporation
254900WW0FDCKAOCKE74
Chesapeake Utilities Corporation
165303108
509.00000000
NS
USD
61247.97000000
0.001068666298
Long
EC
CORP
US
N
1
N
N
N
APA Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411AW5
165000.00000000
PA
USD
172837.50000000
0.003015701767
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
0.05100000
N
N
N
N
N
N
Zumiez Inc.
549300J0PDF58P6HZD25
Zumiez, Inc.
989817101
9717.00000000
NS
USD
476035.83000000
0.008305964236
Long
EC
CORP
US
N
1
N
N
N
Chubb Limited
E0JAN6VLUDI1HITHT809
Chubb, Ltd.
H1467J104
14844.00000000
NS
USD
2359305.36000000
0.041165611303
Long
EC
CORP
CH
N
1
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
913017CY3
714000.00000000
PA
USD
821499.66000000
0.014333683236
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
0.04125000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JC1
300000.00000000
PA
USD
299996.75000000
0.005234400689
Long
STIV
USGSE
US
N
2
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224AA5
780000.00000000
PA
USD
842515.03000000
0.014700363433
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.03600000
N
N
N
N
N
N
Life Storage, Inc.
W9EE01AFDDF9DQCQZC68
Life Storage, Inc.
53223X107
6699.00000000
NS
USD
719137.65000000
0.012547651302
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
680000.00000000
PA
USD
699189.60000000
0.012199593909
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
Agree Realty Corporation
N/A
Agree Realty Corporation
008492100
29859.00000000
NS
USD
2104760.91000000
0.036724271040
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAV8
1350000.00000000
PA
USD
1551480.21000000
0.027070523533
Long
DBT
CORP
US
N
2
2029-07-23
Variable
0.04203000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath, LLC, Term Loan
N/A
880575.00000000
PA
USD
880575.00000000
0.015364441071
Long
DBT
CORP
US
N
2
2027-12-01
Floating
0.03750000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDA5
1120000.00000000
PA
USD
1174600.00000000
0.020494645524
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05125000
N
N
N
N
N
N
CenterPoint Energy, Inc.
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corporation
15189YAF3
750000.00000000
PA
USD
719026.69000000
0.012545715251
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.01750000
N
N
N
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAH2
403000.00000000
PA
USD
445306.07000000
0.007769785505
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03875000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Companies, Inc., Term Loan
N/A
1295000.00000000
PA
USD
1299713.80000000
0.022677655043
Long
DBT
CORP
US
N
2
2028-04-15
Floating
0.05000000
N
N
N
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
4522.00000000
NS
USD
2216548.74000000
0.038674766485
Long
EC
CORP
US
N
1
N
N
N
CDW Corporation
N/A
CDW, LLC
12513GBD0
280000.00000000
PA
USD
294000.00000000
0.005129768248
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04250000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VAG5
600000.00000000
PA
USD
671432.00000000
0.011715273994
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.04875000
N
N
N
N
N
N
Realogy Holdings Corp.
N/A
Realogy Group, LLC
75606DAL5
500000.00000000
PA
USD
522695.00000000
0.009120082361
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
American Campus Communities, Inc.
529900MR3ZXRO3W6UX26
American Campus Communities, Inc.
024835100
39189.00000000
NS
USD
1830910.08000000
0.031946069365
Long
EC
CORP
US
N
1
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Pactiv Evergreen Group Holdings, Inc., Term Loan
N/A
621875.00000000
PA
USD
617434.81000000
0.010773120692
Long
DBT
CORP
US
N
2
2026-02-05
Floating
0.03354300
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
580135101
7867.00000000
NS
USD
1817198.33000000
0.031706824128
Long
EC
CORP
US
N
1
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc., Term Loan
N/A
627262.50000000
PA
USD
621773.95000000
0.010848830837
Long
DBT
CORP
US
N
2
2025-05-30
Floating
0.01854200
N
N
N
N
N
N
The Clorox Company
54930044KVSC06Z79I06
Clorox Company
189054AV1
1180000.00000000
PA
USD
1287323.75000000
0.022461471080
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03100000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650100
22253.00000000
NS
USD
1856790.32000000
0.032397632744
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding X Ltd
549300VE70J453FXBE45
Madison Park Funding, Ltd.
55818HBS6
2100000.00000000
PA
USD
2101537.20000000
0.036668023131
Long
ABS-O
CORP
KY
N
2
2029-01-20
Floating
0.02288300
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJL4
1250000.00000000
PA
USD
1218194.20000000
0.021255285466
Long
DBT
CORP
US
N
2
2031-10-24
Variable
0.01922000
N
N
N
N
N
N
Encore Wire Corporation
N/A
Encore Wire Corporation
292562105
1613.00000000
NS
USD
122249.27000000
0.002133028651
Long
EC
CORP
US
N
1
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings, Inc., Term Loan
N/A
256025.00000000
PA
USD
255192.92000000
0.004452654891
Long
DBT
CORP
US
N
2
2027-12-22
Floating
0.02750000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group Funding Jersey, Ltd.
90351DAB3
768000.00000000
PA
USD
856803.74000000
0.014949675579
Long
DBT
CORP
JE
N
2
2025-09-24
Fixed
0.04125000
N
N
N
N
N
N
Titan Acquisition Holdco Limited
N/A
Titan Acquisition, Ltd.
88827AAA1
180000.00000000
PA
USD
186525.00000000
0.003254523885
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
0.07750000
N
N
N
N
N
N
Macquarie Infrastructure Corporation
549300TH2PHOLK31LB42
ITT Holdings, LLC
45074JAA2
380000.00000000
PA
USD
387125.00000000
0.006754631064
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.06500000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
94523.00000000
NS
USD
5296123.69000000
0.092407779396
Long
EC
CORP
US
N
1
N
N
N
Progyny, Inc.
N/A
Progyny, Inc.
74340E103
5286.00000000
NS
USD
311874.00000000
0.005441637219
Long
EC
CORP
US
N
1
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
21684AAA4
1330000.00000000
PA
USD
1454328.92000000
0.025375409238
Long
DBT
CORP
NL
N
2
2023-12-01
Fixed
0.04625000
N
N
N
N
N
N
The Timken Company
B0I35MLPFXZSE70ASS73
Timken Company
887389104
11028.00000000
NS
USD
888746.52000000
0.015507019315
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505104
159591.00000000
NS
USD
6579936.93000000
0.114807998427
Long
EC
CORP
US
N
1
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
639057AB4
750000.00000000
PA
USD
751200.00000000
0.013107081319
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
0.03032000
N
N
N
N
N
N
Bloom Energy Corporation
549300XB5J9BFW5JXV97
Bloom Energy Corporation
093712107
11240.00000000
NS
USD
302018.80000000
0.005269681804
Long
EC
CORP
US
N
1
N
N
International Paper Company
824LMFJDH41EY779Q875
International Paper Company
460146CS0
755000.00000000
PA
USD
933988.66000000
0.016296412830
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
0.04350000
N
N
N
N
N
STMicroelectronics N.V.
213800Z8NOHIKRI42W10
STMicroelectronics NV ADR
861012102
37681.00000000
NS
USD
1370834.78000000
0.023918587509
Long
EC
CORP
NL
N
1
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
198425.24000000
PA
USD
194881.37000000
0.003400327428
Long
DBT
CORP
US
N
2
2024-09-12
Floating
0.04675600
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AM9
650000.00000000
PA
USD
606125.00000000
0.010575784963
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.05000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBU8
1300000.00000000
PA
USD
1378564.84000000
0.024053463075
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.02800000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
N/A
Anheuser-Busch Companies, LLC
03522AAH3
1740000.00000000
PA
USD
2135577.60000000
0.037261966543
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
0.04700000
N
N
N
N
N
N
HomeTrust Bancshares, Inc.
N/A
Hometrust Bancshares, Inc.
437872104
12117.00000000
NS
USD
338064.30000000
0.005898610584
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236AW1
270000.00000000
PA
USD
293625.00000000
0.005123225176
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.04875000
N
N
N
N
N
N
BankFinancial Corporation
N/A
BankFinancial Corporation
06643P104
7962.00000000
NS
USD
91085.28000000
0.001589273391
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912X302
33513.00000000
NS
USD
1398832.62000000
0.024407099178
Long
EC
CORP
US
N
1
N
N
N
ePlus inc.
529900FFY8AAFJ21NE91
ePlus, Inc.
294268107
4480.00000000
NS
USD
388371.20000000
0.006776375000
Long
EC
CORP
US
N
1
N
N
N
Saxon Capital, Inc.
N/A
Saxon Asset Securities Trust
805564QB0
860034.59800000
PA
USD
853085.26000000
0.014884794828
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
0.04200710
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286A3
33790000.00000000
PA
USD
36551276.56000000
0.637753666404
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.02625000
N
N
N
N
N
N
Haemonetics Corporation
549300ZEL6TXZS6F5F95
Haemonetics Corporation
405024100
492.00000000
NS
USD
32786.88000000
0.000572071755
Long
EC
CORP
US
N
1
N
N
N
Chimera Investment Corporation
2JBBQFJOL123LOUBE657
Chimera Investment Corporation
16934Q208
25539.00000000
NS
USD
384617.34000000
0.006710876933
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
520000.00000000
PA
USD
508960.40000000
0.008880438433
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
Discovery, Inc.
L2Z2MO2EQURH3BREWI15
Discovery Communications, LLC
25470DAL3
1420000.00000000
PA
USD
1618487.47000000
0.028239679025
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.04900000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
5017.00000000
NS
USD
303177.31000000
0.005289895708
Long
EC
CORP
US
N
1
N
N
N
JBS S.A.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corporation
72147K108
1773.00000000
NS
USD
39325.14000000
0.000686152566
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Company
549300D46DQVEU651W04
Genuine Parts Company
372460105
4423.00000000
NS
USD
559376.81000000
0.009760113600
Long
EC
CORP
US
N
1
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
6998.00000000
NS
USD
794482.94000000
0.013862290337
Long
EC
CORP
US
N
1
N
N
N
Enstar Group Limited
213800AMAL5QFXVUCN04
Enstar Group, Ltd.
G3075P101
166.00000000
NS
USD
39660.72000000
0.000692007830
Long
EC
CORP
BM
N
1
N
N
N
Hope Bancorp, Inc.
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
93819.00000000
NS
USD
1330353.42000000
0.023212260995
Long
EC
CORP
US
N
1
N
N
N
Voyage Australia Property, Ltd.
984500552F00VE5LE453
Voyage Australia Property, Ltd., Term Loan
N/A
675000.00000000
PA
USD
675000.00000000
0.011777529140
Long
DBT
CORP
US
N
3
2028-05-27
Floating
0.00000000
N
N
N
N
N
N
Littelfuse, Inc.
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
1329.00000000
NS
USD
338615.91000000
0.005908235181
Long
EC
CORP
US
N
1
N
N
N
Great Western Bancorp, Inc.
5493004X4OTHDTFBHI90
Great Western Bancorp, Inc.
391416104
2163.00000000
NS
USD
70924.77000000
0.001237508956
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RBA9
450000.00000000
PA
USD
593358.66000000
0.010353035420
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
0.05550000
N
N
N
N
N
N
QAD Inc.
N/A
QAD, Inc.
74727D306
3430.00000000
NS
USD
298478.60000000
0.005207911717
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033G407
2701.00000000
NS
USD
180939.99000000
0.003157075562
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corporation
549300I4GMO6D34U1T02
Lam Research Corporation
512807AW8
1200000.00000000
PA
USD
1207667.26000000
0.021071609403
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.02875000
N
N
N
N
N
N
Repligen Corporation
54930006QJ0T5AUO1E71
Repligen Corporation
759916109
2481.00000000
NS
USD
495257.22000000
0.008641342727
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JK3
8800000.00000000
PA
USD
8799853.30000000
0.153541523965
Long
STIV
USGSE
US
N
2
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687106
1384.00000000
NS
USD
243265.68000000
0.004244546126
Long
EC
CORP
US
N
1
N
N
N
The Chemours Company
549300M1BOLNXL8DOV14
Chemours Company
163851108
13210.00000000
NS
USD
459708.00000000
0.008021073135
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corporation
549300ZLBKR8VSU25153
Otis Worldwide Corporation
68902V107
13388.00000000
NS
USD
1094736.76000000
0.019101176433
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
85595.00000000
NS
USD
8483320.45000000
0.148018598239
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
2511.00000000
NS
USD
6293369.52000000
0.109807915431
Long
EC
CORP
US
N
1
N
N
N
The Greenbrier Companies, Inc.
5493001GAGGFR30BP390
Greenbrier Companies, Inc.
393657101
2457.00000000
NS
USD
107076.06000000
0.001868283580
Long
EC
CORP
US
N
1
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
820000.00000000
PA
USD
825805.60000000
0.014408814101
Long
DBT
CORP
US
N
2
2028-02-03
Floating
0.05354200
N
N
N
N
N
N
Western Asset Mortgage Capital Corporation
549300JOQRROR5SZYY83
Western Asset Mortgage Capital Corporation
95790D105
17317.00000000
NS
USD
56280.25000000
0.000981988569
Long
EC
CORP
US
N
1
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC
019576AC1
235000.00000000
PA
USD
238240.65000000
0.004156868441
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.06000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AK5
1656000.00000000
PA
USD
1794303.36000000
0.031307348311
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.03950000
N
N
N
N
N
N
Schlumberger Limited
529900IKZG65COT1D505
Schlumberger Holdings Corporation
806851AG6
880000.00000000
PA
USD
975997.50000000
0.017029391107
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
0.04000000
N
N
N
N
N
N
Ascendis Pharma A/S
549300B66JN3W3J8GH73
Ascendis Pharma AS ADR
04351P101
9792.00000000
NS
USD
1288137.60000000
0.022475671291
Long
EC
CORP
DK
N
1
N
N
N
HomeStreet, Inc.
N/A
HomeStreet, Inc.
43785V102
4437.00000000
NS
USD
180763.38000000
0.003153994037
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M80
53005000.00000000
PA
USD
54375676.44000000
0.948757205673
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.02000000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
7291.00000000
NS
USD
2919608.04000000
0.050941879660
Long
EC
CORP
US
N
1
N
N
N
Buttermilk Park Clo, Ltd.
N/A
Buttermilk Park CLO, Ltd.
124166AC3
5250000.00000000
PA
USD
5250357.00000000
0.091609233433
Long
ABS-O
CORP
KY
N
2
2031-10-15
Floating
0.01583800
N
N
N
N
N
N
The Hain Celestial Group, Inc.
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc.
405217100
12407.00000000
NS
USD
497768.84000000
0.008685165953
Long
EC
CORP
US
N
1
N
N
N
EchoStar Corporation
N/A
Hughes Satellite Systems Corporation
444454AF9
270000.00000000
PA
USD
302737.50000000
0.005282221819
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BP5
200000.00000000
PA
USD
209000.00000000
0.003646671985
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.05250000
N
N
N
N
N
N
The E.W. Scripps Company
549300U1OW41QPKYW028
E.W. Scripps Company
811054402
1459.00000000
NS
USD
29749.01000000
0.000519066418
Long
EC
CORP
US
N
1
N
N
N
Kura Oncology, Inc.
5493005QORQTZCZYOP39
Kura Oncology, Inc.
50127T109
1518.00000000
NS
USD
31650.30000000
0.000552240489
Long
EC
CORP
US
N
1
N
N
N
Denny's Corporation
54930037V56XOULXM917
Denny's Corporation
24869P104
1269.00000000
NS
USD
20925.81000000
0.000365117536
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories, Inc.
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc.
25659T107
22693.00000000
NS
USD
2230494.97000000
0.038918102974
Long
EC
CORP
US
N
1
N
N
N
Foot Locker, Inc.
549300X383CBNP6MTV94
Foot Locker, Inc.
344849104
6920.00000000
NS
USD
426479.60000000
0.007441297654
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBK6
1115000.00000000
PA
USD
1419594.77000000
0.024769361143
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
0.04750000
N
N
N
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
10229.00000000
NS
USD
465828.66000000
0.008127867581
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AR9
560000.00000000
PA
USD
631089.70000000
0.011011373825
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.05375000
N
N
N
N
N
N
Standard Diversified Inc.
549300IYG00QF0VVP302
Turning Point Brands, Inc.
90041L105
23247.00000000
NS
USD
1064015.19000000
0.018565140602
Long
EC
CORP
US
N
1
N
N
N
Toll Brothers, Inc.
N/A
Toll Brothers Finance Corporation
88947EAU4
900000.00000000
PA
USD
965250.00000000
0.016841866671
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.03800000
N
N
N
N
N
N
HERENS US HOLDCO CORP
549300Y0CIXN5D40L888
Lonza Specialty Ingredients, Term Loan
N/A
1230000.00000000
PA
USD
1230664.20000000
0.021472864412
Long
DBT
CORP
US
N
2
2028-05-14
Floating
0.00000000
N
N
N
N
N
N
Dana Incorporated
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
425000.00000000
PA
USD
459935.00000000
0.008025033874
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05625000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments, LLC
82453AAA5
150000.00000000
PA
USD
156562.50000000
0.002731732453
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04625000
N
N
N
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
5579.00000000
NS
USD
2469934.88000000
0.043095896333
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDE9
1400000.00000000
PA
USD
1522868.34000000
0.026571298151
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.02950000
N
N
N
N
N
N
Surmodics, Inc.
549300H76KXCAAGUS878
Surmodics, Inc.
868873100
349.00000000
NS
USD
18933.25000000
0.000330350968
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
Ultra 10-Yr. U.S. Treasury Note
N/A
285.00000000
NC
USD
811779.75000000
0.014164088387
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
41141112.30000000
USD
811779.75000000
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AM5
900000.00000000
PA
USD
913737.86000000
0.015943072997
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.03125000
N
N
N
N
N
N
Ruth's Hospitality Group, Inc.
529900JQW9JP41OHOD14
Ruth's Hospitality Group, Inc.
783332109
8206.00000000
NS
USD
188984.18000000
0.003297432129
Long
EC
CORP
US
N
1
N
N
N
First Mid Bancshares, Inc.
N/A
First Mid-Illinois Bancshares, Inc.
320866106
1016.00000000
NS
USD
41158.16000000
0.000718135450
Long
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BN3
360000.00000000
PA
USD
370800.00000000
0.006469789341
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBD0
1500000.00000000
PA
USD
1932148.32000000
0.033712493545
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
0.04875000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
50890.07000000
PA
USD
50253.94000000
0.000876840359
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01854200
N
N
N
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899101
12017.00000000
NS
USD
259086.52000000
0.004520591169
Long
EC
CORP
US
N
1
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
500000.00000000
PA
USD
504375.00000000
0.008800431496
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04250000
N
N
N
N
N
N
Simpson Manufacturing Co., Inc.
529900EJUNNL15LZ8056
Simpson Manufacturing Company, Inc.
829073105
3609.00000000
NS
USD
398577.96000000
0.006954464501
Long
EC
CORP
US
N
1
N
N
N
Rush Enterprises, Inc.
529900V3XHTN7A6DFT17
Rush Enterprises, Inc.
781846209
10964.00000000
NS
USD
474083.36000000
0.008271897166
Long
EC
CORP
US
N
1
N
N
N
Endo International plc
5493007TBMWZWGZIB256
Endo International plc
G30401106
11939.00000000
NS
USD
55874.52000000
0.000974909314
Long
EC
CORP
IE
N
1
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
360000.00000000
PA
USD
387972.00000000
0.006769409682
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
Corevest American Finance 2019-2 Trust
N/A
Colony American Finance Trust
21872GAA3
2992954.46000000
PA
USD
3142272.96000000
0.054826979785
Long
ABS-O
CORP
US
N
2
2052-06-15
Fixed
0.02835000
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABT1
280000.00000000
PA
USD
277900.00000000
0.004848852367
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02875000
N
N
N
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks and Entertainment, Inc.
81282UAE2
290000.00000000
PA
USD
311025.00000000
0.005426823705
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.09500000
N
N
N
N
N
N
Forrester Research, Inc.
549300UUSFXYLJ80Z897
Forrester Research, Inc.
346563109
14106.00000000
NS
USD
646054.80000000
0.011272487753
Long
EC
CORP
US
N
1
N
N
N
Materion Corporation
549300CJ5RI351SUYT02
Materion Corporation
576690101
2933.00000000
NS
USD
221001.55000000
0.003856077326
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
700000.00000000
PA
USD
766560.14000000
0.013375087980
Long
DBT
CORP
US
N
2
2028-10-27
Variable
0.03520000
N
N
N
N
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722A103
10137.00000000
NS
USD
72378.18000000
0.001262868332
Long
EC
CORP
US
N
1
N
N
N
NexPoint Residential Trust, Inc.
549300U2J6XVYBF87166
NexPoint Residential Trust, Inc.
65341D102
4308.00000000
NS
USD
236853.84000000
0.004132671115
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corporation
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAH3
570000.00000000
PA
USD
635550.00000000
0.011089197993
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.06500000
N
N
N
N
N
N
Lannett Company, Inc.
5299001DJ6C90XX17G45
Lannett Company, Inc.
516012101
962.00000000
NS
USD
4492.54000000
0.000078386697
Long
EC
CORP
US
N
1
N
N
N
AMSR Trust
N/A
AMSR Trust
00179DAC0
1100000.00000000
PA
USD
1106463.93000000
0.019305794339
Long
ABS-MBS
CORP
US
N
2
2038-06-17
Variable
0.02352000
N
N
N
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE Energy Company
233331107
2292.00000000
NS
USD
297043.20000000
0.005182866583
Long
EC
CORP
US
N
1
N
N
N
CorePoint Lodging Inc.
549300VM1I60JN1Z8171
Corepoint Lodging, Inc.
21872L104
2361.00000000
NS
USD
25262.70000000
0.000440788422
Long
EC
CORP
US
N
1
N
N
N
Home Partners America 2019-2 Trust
N/A
Home Partners of America Trust
43732TAA9
3543538.65000000
PA
USD
3681868.48000000
0.064241945653
Long
ABS-O
CORP
US
N
2
2039-10-19
Fixed
0.02703000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS
549300K1Y0YC1YC1H809
Lummus Technology Holdings V, LLC, Term Loan
N/A
2214450.00000000
PA
USD
2199812.49000000
0.038382749193
Long
DBT
CORP
US
N
2
2027-06-30
Floating
0.03604200
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core International Equity Fund
N/A
5618928.47800000
NS
USD
61077752.56000000
1.065696312055
Long
RF
US
N
2
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc.
59001K100
39649.00000000
NS
USD
928579.58000000
0.016202034167
Long
EC
CORP
US
N
1
N
N
N
Ingredion Incorporated
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187102
1923.00000000
NS
USD
174031.50000000
0.003036534907
Long
EC
CORP
US
N
1
N
N
N
Duluth Holdings Inc.
549300B6G8G3WGHFYU15
Duluth Holdings, Inc.
26443V101
26685.00000000
NS
USD
551045.25000000
0.009614742947
Long
EC
CORP
US
N
1
N
N
N
Starwood Mortgage Residential Trust 2020-2
N/A
Starwood Mortgage Residential Trust
85573DAA7
447095.35000000
PA
USD
452578.97000000
0.007896684455
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
0.02718000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BK9
900000.00000000
PA
USD
1018510.53000000
0.017771166588
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04200000
N
N
N
N
N
N
InMode Ltd.
N/A
InMode, Ltd.
M5425M103
4759.00000000
NS
USD
450582.12000000
0.007861843035
Long
EC
CORP
IL
N
1
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
10257.00000000
NS
USD
1620811.14000000
0.028280222864
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AE4
440000.00000000
PA
USD
457182.00000000
0.007976999004
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03950000
N
N
N
N
N
N
Lennox International Inc.
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
1462.00000000
NS
USD
512869.60000000
0.008948646902
Long
EC
CORP
US
N
1
N
N
N
CareTrust REIT, Inc.
5493001NVXE2B9GPLU96
CareTrust REIT, Inc.
14174T107
15335.00000000
NS
USD
356232.05000000
0.006215604962
Long
EC
CORP
US
N
1
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illumina, Inc.
45232TAA9
490000.00000000
PA
USD
546359.80000000
0.009532990319
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.09000000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
60597.00000000
NS
USD
2621426.22000000
0.045739146217
Long
EC
CORP
US
N
1
N
N
N
Lattice Semiconductor Corporation
549300LRBBPZDQ2II567
Lattice Semiconductor Corporation
518415104
8765.00000000
NS
USD
492417.70000000
0.008591798238
Long
EC
CORP
US
N
1
N
N
N
TRONOX FINANCE LLC
549300LMZ1DX1PWSP524
Tronox Finance, LLC, Term Loan
N/A
729103.84000000
PA
USD
723898.04000000
0.012630711498
Long
DBT
CORP
US
N
2
2028-03-11
Floating
0.02630279
N
N
N
N
N
N
Independent Bank Corporation
N/A
Independent Bank Corporation
453838609
18815.00000000
NS
USD
408473.65000000
0.007127126394
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5CX9
9124630.21500000
PA
USD
9611632.90000000
0.167705609735
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.03500000
N
N
N
N
N
N
Hamilton Lane Incorporated
5493006OKN3V1NORM833
Hamilton Lane, Inc.
407497106
3859.00000000
NS
USD
351632.08000000
0.006135343806
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
18985.00000000
NS
USD
2245735.65000000
0.039184025275
Long
EC
CORP
US
N
1
N
N
N
Armstrong World Industries, Inc.
KXMRXXOJ88Q45Y45MG74
Armstrong World Industries, Inc.
04247X102
1819.00000000
NS
USD
195105.94000000
0.003404245768
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556HAD9
1200000.00000000
PA
USD
1384949.89000000
0.024164870649
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
0.04200000
N
N
N
N
N
N
H&R Block, Inc.
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
13796.00000000
NS
USD
323930.08000000
0.005651994010
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust, Inc.
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
1205.00000000
NS
USD
361512.05000000
0.006307731412
Long
EC
CORP
US
N
1
N
N
N
Advanced Energy Industries, Inc.
549300756XI3QLFT2U27
Advanced Energy Industries, Inc.
007973100
2807.00000000
NS
USD
316376.97000000
0.005520205901
Long
EC
CORP
US
N
1
N
N
N
Anaplan, Inc.
N/A
Anaplan, Inc.
03272L108
45316.00000000
NS
USD
2415342.80000000
0.042143363277
Long
EC
CORP
US
N
1
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAK8
1150000.00000000
PA
USD
1188789.51000000
0.020742226809
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.02700000
N
N
N
N
N
N
Access Funding 2013-1 LLC
N/A
Access Group, Inc.
00434QAA6
408056.91000000
PA
USD
404379.87000000
0.007055697337
Long
ABS-O
CORP
US
N
2
2036-02-25
Floating
0.00591600
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
640000.00000000
PA
USD
746872.52000000
0.013031574620
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
Ovintiv Inc.
N/A
Encana Corporation
292505AE4
220000.00000000
PA
USD
293541.47000000
0.005121767728
Long
DBT
CORP
CA
N
2
2037-08-15
Fixed
0.06625000
N
N
N
N
N
N
Huntsman Corporation
N/A
Venator Finance SARL
9226APAA3
420000.00000000
PA
USD
412650.00000000
0.007199996148
Long
DBT
CORP
XX
N
2
2025-07-15
Fixed
0.05750000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BV2
120000.00000000
PA
USD
125640.00000000
0.002192190757
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
0.07125000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AL9
770000.00000000
PA
USD
798875.00000000
0.013938923840
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
0.07500000
N
N
N
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345102
21833.00000000
NS
USD
407622.11000000
0.007112268561
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AN7
950000.00000000
PA
USD
1080940.61000000
0.018860458568
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05750000
N
N
N
N
N
N
Univision Holdings, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
740000.00000000
PA
USD
801827.00000000
0.013990430901
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06625000
N
N
N
N
N
N
Archrock, Inc.
N/A
Archrock Partners, LP
03959KAC4
480000.00000000
PA
USD
501076.80000000
0.008742883872
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.06250000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAQ7
1400000.00000000
PA
USD
2067054.18000000
0.036066356801
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
0.06500000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793100
676.00000000
NS
USD
94565.64000000
0.001649999379
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer Operating, LP
29278NAE3
1340000.00000000
PA
USD
1693770.25000000
0.029553227373
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.06000000
N
N
N
N
N
N
Tetra Tech, Inc.
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
1650.00000000
NS
USD
201366.00000000
0.003513472493
Long
EC
CORP
US
N
1
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLA Corporation
482480AJ9
1440000.00000000
PA
USD
1523707.30000000
0.026585936485
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.03300000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040H105
23389.00000000
NS
USD
3618044.41000000
0.063128331069
Long
EC
CORP
US
N
1
N
N
N
Banco Santander, S.A.
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA
05969BAD5
675000.00000000
PA
USD
765882.00000000
0.013363255664
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
0.05375000
N
N
N
N
N
N
EchoStar Corporation
549300EE20907QZ9GT38
EchoStar Corporation
278768106
3170.00000000
NS
USD
76999.30000000
0.001343498517
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
32833.00000000
NS
USD
1999529.70000000
0.034888176755
Long
EC
CORP
US
N
1
N
N
N
Washington Trust Bancorp, Inc.
J66MZFCNJPP3PERHZW54
Washington Trust Bancorp, Inc.
940610108
3457.00000000
NS
USD
177516.95000000
0.003097349706
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology plc
635400RUXIFEZSRU8X70
Seagate Technology Holdings
G7997R103
11317.00000000
NS
USD
995103.81000000
0.017362761660
Long
EC
CORP
IE
N
1
N
N
N
Roche Holding AG
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BH4
768000.00000000
PA
USD
937397.02000000
0.016355882547
Long
DBT
CORP
CH
N
2
2044-11-28
Fixed
0.04000000
N
N
N
N
N
N
Monolithic Power Systems, Inc.
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
10927.00000000
NS
USD
4080688.15000000
0.071200627557
Long
EC
CORP
US
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LBF2
40000.00000000
PA
USD
45439.55000000
0.000792837961
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04250000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BF2
670000.00000000
PA
USD
798941.84000000
0.013940090077
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
0.03875000
N
N
N
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
8001.00000000
NS
USD
3214721.79000000
0.056091080832
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
N/A
WaMu Mortgage Pass Through Certificates
93363EAB1
138326.15300000
PA
USD
136549.49000000
0.002382541626
Long
ABS-CBDO
CORP
US
N
2
2036-09-25
Variable
0.03024900
N
N
N
N
N
N
LPL Financial Holdings Inc.
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
340000.00000000
PA
USD
341519.80000000
0.005958902809
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04000000
N
N
N
N
N
N
Sonos, Inc.
549300WEPU6075I77M08
Sonos, Inc.
83570H108
19905.00000000
NS
USD
701253.15000000
0.012235599124
Long
EC
CORP
US
N
1
N
N
N
Allegiance Bancshares, Inc.
N/A
Allegiance Bancshares, Inc.
01748H107
293.00000000
NS
USD
11262.92000000
0.000196517582
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
390000.00000000
PA
USD
489450.00000000
0.008540017241
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.11750000
N
N
N
N
N
N
International Seaways, Inc.
549300YUFDGFRNGBWF46
International Seaways, Inc.
Y41053102
721.00000000
NS
USD
13828.78000000
0.000241287199
Long
EC
CORP
MH
N
1
N
N
N
Galton Funding Mortgage Trust 2018-2
N/A
Galton Funding Mortgage Trust 2018-2
36418GAU8
229325.03000000
PA
USD
230145.26000000
0.004015618527
Long
ABS-CBDO
CORP
US
N
2
2058-10-25
Variable
0.04500000
N
N
N
N
N
N
Magnetite XII, Ltd.
549300Z6VW568TT64K70
Magnetite XII, Ltd.
55953HAS2
2600000.00000000
PA
USD
2600104.00000000
0.045367112043
Long
ABS-O
CORP
KY
N
2
2031-10-15
Floating
0.01283700
N
N
N
N
N
N
Westwood Holdings Group, Inc.
N/A
Westwood Holdings Group, Inc.
961765104
388.00000000
NS
USD
8442.88000000
0.000147312985
Long
EC
CORP
US
N
1
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde Public Limited Company
G5494J103
3385.00000000
NS
USD
978603.50000000
0.017074861094
Long
EC
CORP
IE
N
1
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Company, Term Loan
N/A
919720.32000000
PA
USD
896874.47000000
0.015648837342
Long
DBT
CORP
US
N
2
2024-04-03
Floating
0.03354300
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABD6
720000.00000000
PA
USD
795600.00000000
0.013881781014
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.03750000
N
N
N
N
N
N
Highwoods Properties, Inc.
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties, Inc.
431284108
962.00000000
NS
USD
43453.54000000
0.000758185679
Long
EC
CORP
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DK3
2250000.00000000
PA
USD
2462296.52000000
0.042962620767
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
0.03000000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAD3
1025000.00000000
PA
USD
1063437.50000000
0.018555060956
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.05625000
N
N
N
N
N
N
DISH Network Corporation
529900U350CWHH15G169
DISH Network Corporation
25470M109
8292.00000000
NS
USD
346605.60000000
0.006047640821
Long
EC
CORP
US
N
1
N
N
N
ZF Friedrichshafen AG
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAC9
290000.00000000
PA
USD
313200.00000000
0.005464773521
Long
DBT
CORP
DE
N
2
2025-04-29
Fixed
0.04750000
N
N
N
N
N
N
Adaptive Biotechnologies Corporation
549300ZTF7OT1FW66Q96
Adaptive Biotechnologies Corporation
00650F109
30343.00000000
NS
USD
1239814.98000000
0.021632528972
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
3345.00000000
NS
USD
1709161.20000000
0.029821771614
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GCS7
350000.00000000
PA
USD
355145.00000000
0.006196637906
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YAW0
545000.00000000
PA
USD
562712.50000000
0.009818315358
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05000000
N
N
N
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBL5
1000000.00000000
PA
USD
1121953.41000000
0.019576057749
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.04500000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
2127.00000000
NS
USD
30394.83000000
0.000530334808
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
10928.00000000
NS
USD
2443063.68000000
0.042627042495
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F020471
116800000.00000100
PA
USD
120470531.10000100
2.101992875041
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.02000000
N
N
N
N
N
N
Enagas, S.A.
N/A
Enagas SA
87470LAD3
640000.00000000
PA
USD
651200.00000000
0.011362262187
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS
254900V3NB5MGOZS4O08
Xplornet Communications, Inc., Term Loan
N/A
906209.77000000
PA
USD
905883.53000000
0.015806029144
Long
DBT
CORP
US
N
2
2027-06-10
Floating
0.04854300
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5DP5
10525572.57000000
PA
USD
11109005.79000000
0.193832058397
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03500000
N
N
N
N
N
N
Premier, Inc.
N/A
Premier, Inc.
74051N102
11087.00000000
NS
USD
385716.73000000
0.006730059300
Long
EC
CORP
US
N
1
N
N
N
Artesian Resources Corporation
N/A
Artesian Resources Corporation
043113208
4918.00000000
NS
USD
180834.86000000
0.003155241234
Long
EC
CORP
US
N
1
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076AU6
555000.00000000
PA
USD
771233.30000000
0.013456626170
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
0.05400000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl, LLC
40390DAC9
540000.00000000
PA
USD
544050.00000000
0.009492688487
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.04875000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BE2
885000.00000000
PA
USD
1019256.43000000
0.017784181194
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04625000
N
N
N
N
N
N
Fair Isaac Corporation
RI6HET5SJUEY30V1PS26
Fair Isaac Corporation
303250104
1074.00000000
NS
USD
539878.32000000
0.009419900216
Long
EC
CORP
US
N
1
N
N
N
Workiva Inc.
529900RTOQ8GRWHY1O58
Workiva, Inc.
98139A105
10111.00000000
NS
USD
1125657.63000000
0.019640689688
Long
EC
CORP
US
N
1
N
N
N
Coupa Software Incorporated
549300Q95ICR2GFL2K37
Coupa Software, Inc.
22266L106
5236.00000000
NS
USD
1372407.96000000
0.023946036655
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAD7
140000.00000000
PA
USD
142396.80000000
0.002484566609
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03750000
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SkyMiles IP, Ltd., Term Loan
N/A
745000.00000000
PA
USD
786489.05000000
0.013722811415
Long
DBT
CORP
US
N
2
2027-10-20
Floating
0.04750000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625H100
49298.00000000
NS
USD
7667810.92000000
0.133789431936
Long
EC
CORP
US
N
1
N
N
N
Exterran Corporation
549300PVC7ZU5RSQHZ60
Exterran Corporation
30227H106
9940.00000000
NS
USD
47314.40000000
0.000825550703
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
7419.00000000
NS
USD
164108.28000000
0.002863392666
Long
EC
CORP
PR
N
1
N
N
N
Inberdon Enterprises Ltd.
549300VGDEEG8RT7VC89
United States Lime & Minerals, Inc.
911922102
3205.00000000
NS
USD
445783.45000000
0.007778114922
Long
EC
CORP
US
N
1
N
N
N
Alliance Data Systems Corporation
549300G8S4PO686J7H97
Alliance Data Systems Corporation
018581108
4779.00000000
NS
USD
497924.01000000
0.008687873389
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding XIV, Ltd.
254900Q2IOW6JYPYIV98
Madison Park Funding XIV, Ltd.
55818RAY2
2375000.00000000
PA
USD
2375109.25000000
0.041441360599
Long
ABS-O
CORP
KY
N
2
2030-10-22
Floating
0.01583800
N
N
N
N
N
N
MGIC Investment Corporation
254900S8483WM4M98R28
MGIC Investment Corporation
552848103
93057.00000000
NS
USD
1265575.20000000
0.022081998219
Long
EC
CORP
US
N
1
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
3205.00000000
NS
USD
257938.40000000
0.004500558551
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417106
20632.00000000
NS
USD
967228.16000000
0.016876381985
Long
EC
CORP
US
N
1
N
N
N
OZLM IX Ltd
N/A
OZLM IX, Ltd.
67109KBA1
1250000.00000000
PA
USD
1250232.50000000
0.021814295854
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.01738200
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830109
11779.00000000
NS
USD
4456584.65000000
0.077759341606
Long
EC
CORP
US
N
1
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
10217.00000000
NS
USD
407556.13000000
0.007111117329
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HKC3
565000.00000000
PA
USD
606307.00000000
0.010578960534
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
0.03125000
N
N
N
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAP5
280000.00000000
PA
USD
285600.00000000
0.004983203440
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
Artisan Partners Asset Management Inc.
549300T1FUI6JF63XU51
Artisan Partners Asset Management, Inc.
04316A108
4361.00000000
NS
USD
221626.02000000
0.003866973198
Long
EC
CORP
US
N
1
N
N
N
Heartland Financial USA, Inc.
549300QF7B0DFZT32C73
Heartland Financial USA, Inc.
42234Q102
23188.00000000
NS
USD
1089604.12000000
0.019011621148
Long
EC
CORP
US
N
1
N
N
N
Arthur J. Gallagher & Co.
54930049QLLMPART6V29
Arthur J. Gallagher and Company
363576109
10351.00000000
NS
USD
1449968.08000000
0.025299320467
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Company
5493007JDSMX8Z5Z1902
Campbell Soup Company
134429BJ7
345000.00000000
PA
USD
347557.06000000
0.006064242077
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
0.02375000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
4331.00000000
NS
USD
2308769.48000000
0.040283851600
Long
EC
CORP
US
N
1
N
N
N
EastGroup Properties, Inc.
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
5047.00000000
NS
USD
829979.15000000
0.014481635000
Long
EC
CORP
US
N
1
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089AD2
979000.00000000
PA
USD
1041828.67000000
0.018178025956
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03125000
N
N
N
N
N
N
Brookline Bancorp, Inc.
N/A
Brookline Bancorp, Inc.
11373M107
8170.00000000
NS
USD
122141.50000000
0.002131148260
Long
EC
CORP
US
N
1
N
N
N
Bellemeade Re 2021-1 Ltd.
N/A
Bellemeade Re, Ltd.
07876MAA5
2000000.00000000
PA
USD
2012834.40000000
0.035120319706
Long
ABS-CBDO
CORP
US
N
2
2031-03-25
Floating
0.01768000
N
N
N
N
N
N
Amedisys, Inc.
5299001RBS9GK9STN379
Amedisys, Inc.
023436108
9208.00000000
NS
USD
2255315.44000000
0.039351175283
Long
EC
CORP
US
N
1
N
N
N
PIXELLE SPECIALTY SOLUTIONS
5493002S74PA4Q8Y8Z86
Pixelle Specialty Solutions, LLC, Term Loan
N/A
1078860.44000000
PA
USD
1078191.55000000
0.018812492443
Long
DBT
CORP
US
N
2
2024-10-31
Floating
0.07500000
N
N
N
N
N
N
Altra Industrial Motion Corp.
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corporation
02208R106
22252.00000000
NS
USD
1446825.04000000
0.025244480104
Long
EC
CORP
US
N
1
N
N
N
State Street Corporation
5493001H1FSSB667C124
SPDR S&P Oil and Gas Exploration ETF
78468R556
9383.00000000
NS
USD
907242.27000000
0.015829736700
Long
RF
US
N
1
N
N
BOK Financial Corporation
GRI2NT5QHYW751NMR949
BOK Financial Corporation
05561Q201
652.00000000
NS
USD
56463.20000000
0.000985180716
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
5890.00000000
NS
USD
1494882.00000000
0.026082987136
Long
EC
CORP
US
N
1
N
N
N
Textron Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203BY6
710000.00000000
PA
USD
768365.26000000
0.013406584060
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03375000
N
N
N
N
N
N
Editas Medicine, Inc.
5299000AON4Q9NT2JE42
Editas Medicine, Inc.
28106W103
2516.00000000
NS
USD
142506.24000000
0.002486476139
Long
EC
CORP
US
N
1
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJY7
1200000.00000000
PA
USD
1308084.13000000
0.022823702162
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.03875000
N
N
N
N
N
N
Phreesia, Inc.
5493000HHF8NU4QOCG53
Phreesia, Inc.
71944F106
7466.00000000
NS
USD
457665.80000000
0.007985440438
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
435000.00000000
PA
USD
450303.30000000
0.007856978130
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.04375000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCG4
850000.00000000
PA
USD
1011727.61000000
0.017652816902
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
0.04049000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Trust
22946BAP1
5702007.49700000
PA
USD
5762439.65000000
0.100544149482
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.03453700
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP Funding, LLC
62954HAF5
475000.00000000
PA
USD
488380.60000000
0.008521358145
Long
DBT
CORP
XX
N
2
2041-05-11
Fixed
0.03250000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389X105
41275.00000000
NS
USD
3212846.00000000
0.056058351689
Long
EC
CORP
US
N
1
N
N
N
The Toro Company
YJKE4YIT6BWQHVEW0D14
Toro Company
891092108
2882.00000000
NS
USD
316674.16000000
0.005525391329
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CS7
1200000.00000000
PA
USD
1266951.04000000
0.022106004138
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
0.03375000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc., Term Loan
N/A
1905315.79000000
PA
USD
1884033.41000000
0.032872975390
Long
DBT
CORP
US
N
2
2027-03-09
Floating
0.03104300
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBL2
1250000.00000000
PA
USD
1222768.50000000
0.021335098727
Long
DBT
CORP
JP
N
2
2031-09-08
Variable
0.01979000
N
N
N
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
18628.00000000
NS
USD
3486602.76000000
0.060834912012
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corporation
549300XTO5VR8SKV1V74
Valero Energy Corporation
91913Y100
3796.00000000
NS
USD
296391.68000000
0.005171498738
Long
EC
CORP
US
N
1
N
N
N
SailPoint Technologies Holdings, Inc.
529900809B15HNZH5H79
SailPoint Technologies Holdings, Inc.
78781P105
2659.00000000
NS
USD
135795.13000000
0.002369379408
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741108
8689.00000000
NS
USD
461299.01000000
0.008048833382
Long
EC
CORP
US
N
1
N
N
N
Vistra Energy Corp.
549300ZH5GKBTJZ7NM23
Vistra Operations Company, LLC
92840VAF9
560000.00000000
PA
USD
574912.80000000
0.010031188526
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F012478
35350000.00000000
PA
USD
35775995.07000000
0.624226406640
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.01500000
N
N
N
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
5924.00000000
NS
USD
609105.68000000
0.010627792438
Long
EC
CORP
US
N
1
N
N
N
TopBuild Corp.
N/A
TopBuild Corporation
89055F103
3075.00000000
NS
USD
608173.50000000
0.010611527583
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CBOT 5-Yr. U.S. Treasury Note
N/A
1486.00000000
NC
USD
-280125.86000000
-0.00488768959
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
183696645.20000100
USD
-280125.86000000
N
N
N
Clarus Corporation
549300PKSLI6PT0ULL72
Clarus Corporation
18270P109
2324.00000000
NS
USD
59726.80000000
0.001042124633
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
Eurex Euro STOXX 50 Index
N/A
2800.00000000
NC
-1782463.89000000
-0.03110077097
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
EURO STOXX 50 Price EUR
SX5E
2021-09-20
136661221.23000000
EUR
-1782463.89000000
N
N
N
Entercom Communications Corp.
549300S5JUSXRHNCHD80
Entercom Media Corporation
29365DAA7
360000.00000000
PA
USD
374400.00000000
0.006532602830
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.06500000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBH7
1400000.00000000
PA
USD
1539079.91000000
0.026854160726
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
0.03850000
N
N
N
N
N
N
Churchill Downs Incorporated
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AE8
265000.00000000
PA
USD
274198.15000000
0.004784261780
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
Universal Health Realty Income Trust
549300L4MWZL4IH6H172
Universal Health Realty Income Trust
91359E105
60.00000000
NS
USD
3693.00000000
0.000064436170
Long
EC
CORP
US
N
1
N
N
N
PG&E Corporation
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Company
694308JT5
476000.00000000
PA
USD
468062.34000000
0.008166841257
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.03250000
N
N
N
N
N
N
American Tower Corporation (REIT)
5493006ORUSIL88JOE18
American Tower Corporation
03027XBA7
700000.00000000
PA
USD
736540.05000000
0.012851291707
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.02900000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation, Term Loan
N/A
66903.85000000
PA
USD
66820.22000000
0.001165891982
Long
DBT
CORP
US
N
2
2028-06-30
Floating
0.00000000
N
N
N
N
N
N
Benchmark Electronics, Inc.
549300W18RHYZOZKOP53
Benchmark Electronics, Inc.
08160H101
6682.00000000
NS
USD
190169.72000000
0.003318117657
Long
EC
CORP
US
N
1
N
N
N
Bellemeade Re 2018-1 Ltd
549300O2GEH6GH9NO762
Bellemeade Re, Ltd.
078768AD0
448037.57100000
PA
USD
448325.88000000
0.007822475727
Long
ABS-CBDO
CORP
BM
N
2
2028-04-25
Floating
0.01691500
N
N
N
N
N
N
FMC Corporation
CKDHZ2X64EEBQCSP7013
FMC Corporation
302491303
2728.00000000
NS
USD
295169.60000000
0.005150175652
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAL7
1500000.00000000
PA
USD
1625057.21000000
0.028354309105
Long
DBT
CORP
GB
N
2
2025-07-09
Variable
0.03870000
N
N
N
N
N
N
Next Alt S.a.r.l.
5493001ZMCICV4N02J21
SFR Group SA
67054KAA7
384000.00000000
PA
USD
399333.12000000
0.006967640678
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
0.07375000
N
N
N
N
N
N
EMCOR Group, Inc.
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
8984.00000000
NS
USD
1106738.96000000
0.019310593115
Long
EC
CORP
US
N
1
N
N
N
The Boston Beer Company, Inc.
529900Q02MQ0DCQNRM58
Boston Beer Company, Inc.
100557107
124.00000000
NS
USD
126579.20000000
0.002208578098
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBL9
700000.00000000
PA
USD
720295.11000000
0.012567846886
Long
DBT
CORP
US
N
2
2031-04-22
Variable
0.02522000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
200000.00000000
PA
USD
203000.00000000
0.003541982837
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03625000
N
N
N
N
N
N
Enterprise Financial Services Corp
5493001XTU5DLD632129
Enterprise Financial Services Corporation
293712105
10929.00000000
NS
USD
506996.31000000
0.008846168615
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109BA1
450000.00000000
PA
USD
427819.70000000
0.007464679976
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.01800000
N
N
N
N
N
N
Otter Tail Corporation
N/A
Otter Tail Corporation
689648103
2562.00000000
NS
USD
125051.22000000
0.002181917611
Long
EC
CORP
US
N
1
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DH7
810000.00000000
PA
USD
903911.94000000
0.015771628465
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03900000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
13025.00000000
NS
USD
268966.25000000
0.004692974588
Long
EC
CORP
US
N
1
N
N
N
SYNNEX Corporation
N/A
Concentrix Corporation
20602D101
536.00000000
NS
USD
86188.80000000
0.001503838672
Long
EC
CORP
US
N
1
N
N
N
Guess ?, Inc.
549300QVH3ZK2DW0KP86
Guess ?, Inc.
401617105
10688.00000000
NS
USD
282163.20000000
0.004923237497
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corporation
254900E47KH1NFFKNF25
Duke Realty Corporation
264411505
7071.00000000
NS
USD
334811.85000000
0.005841861214
Long
EC
CORP
US
N
1
N
N
N
OZLM VIII Ltd
N/A
OZLM VIII, Ltd.
67107FBC0
818557.65000000
PA
USD
818604.31000000
0.014283164616
Long
ABS-O
CORP
KY
N
2
2029-10-17
Floating
0.01359700
N
N
N
N
N
N
Purple Innovation, Inc.
N/A
Purple Innovation, Inc.
74640Y106
1288.00000000
NS
USD
34016.08000000
0.000593519071
Long
EC
CORP
US
N
1
N
N
N
Desktop Metal, Inc.
N/A
Desktop Metal, Inc.
25058X105
6420.00000000
NS
USD
73830.00000000
0.001288199965
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KY6
620000.00000000
PA
USD
671621.55000000
0.011718581298
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
0.03200000
N
N
N
N
N
N
The E.W. Scripps Company
N/A
Scripps Escrow II, Inc.
81105DAB1
215000.00000000
PA
USD
214320.60000000
0.003739506832
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05375000
N
N
N
N
N
N
Horizon Bancorp, Inc.
549300U2OQ2EIT5MXG39
Horizon Bancorp, Inc.
440407104
13264.00000000
NS
USD
231191.52000000
0.004033873872
Long
EC
CORP
US
N
1
N
N
N
MGM Growth Properties OP GP LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAK1
300000.00000000
PA
USD
320511.00000000
0.005592337248
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.04625000
N
N
N
N
N
N
Texas Pacific Land Corporation
N/A
Texas Pacific Land Corporation
88262P102
111.00000000
NS
USD
177571.14000000
0.003098295223
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co
N/A
CME E-mini Russell 2000 Index
N/A
-1934.00000000
NC
USD
670412.81000000
0.011697490972
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
Russell 2000 Index
RTY
2021-09-20
-223834672.81000100
USD
670412.81000000
N
N
N
Apollo Commercial Real Estate Finance, Inc.
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc.
03762U105
16101.00000000
NS
USD
256810.95000000
0.004480886588
Long
EC
CORP
US
N
1
N
N
N
BBCMS Mortgage Trust 2020-C8
N/A
BBCMS Mortgage Trust
05552ABG2
14564119.43000000
PA
USD
1952352.25000000
0.034065015581
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Variable
0.01851800
N
N
N
N
N
N
Arch Street CLO, Ltd.
5493005A489KGIV6GS45
Arch Street CLO, Ltd.
03940AAY0
1250000.00000000
PA
USD
1250026.25000000
0.021810697164
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
0.02488300
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAH8
1200000.00000000
PA
USD
1216392.00000000
0.021223840335
Long
DBT
CORP
ES
N
2
2023-04-12
Floating
0.01307800
N
N
N
N
N
N
Sprout Social, Inc.
N/A
Sprout Social, Inc.
85209W109
6492.00000000
NS
USD
580514.64000000
0.010128930502
Long
EC
CORP
US
N
1
N
N
N
ImmunoGen, Inc.
54930084U0R1OP766Y02
ImmunoGen, Inc.
45253H101
4268.00000000
NS
USD
28126.12000000
0.000490749922
Long
EC
CORP
US
N
1
N
N
N
Dillard's, Inc.
529900FGYKMWL6019P91
Dillard's, Inc.
254067101
149.00000000
NS
USD
26951.12000000
0.000470248298
Long
EC
CORP
US
N
1
N
N
N
Quad/Graphics, Inc.
W2D68G5NJH4X0NW8PT65
Quad/Graphics, Inc.
747301109
5138.00000000
NS
USD
21322.70000000
0.000372042549
Long
EC
CORP
US
N
1
N
N
N
Nine Energy Service, Inc.
549300KRLJCZBPZMKT65
Nine Energy Service, Inc.
65441V101
24334.00000000
NS
USD
71541.96000000
0.001248277805
Long
EC
CORP
US
N
1
N
N
N
Frontier Communications Corporation
549300ZCZ76HYCS0H445
Frontier Communications Corporation
35906ABE7
320000.00000000
PA
USD
342800.00000000
0.005981239984
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
86073.00000000
NS
USD
2966936.31000000
0.051767672370
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685103
1788.00000000
NS
USD
158559.84000000
0.002766582423
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp, Inc.
N/A
Community Trust Bancorp, Inc.
204149108
16554.00000000
NS
USD
668450.52000000
0.011663252560
Long
EC
CORP
US
N
1
N
N
N
Transocean Ltd.
5493000CTMQ2LH21VM89
Transocean Proteus, Ltd.
893829AA9
151250.00000000
PA
USD
152762.50000000
0.002665429326
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
0.06250000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corporation
337932107
22364.00000000
NS
USD
832164.44000000
0.014519764358
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
62323.00000000
NS
USD
1386686.75000000
0.024195175714
Long
EC
CORP
US
N
1
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
11996.00000000
NS
USD
3825404.44000000
0.066746388545
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corporation
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158AJ8
225000.00000000
PA
USD
277416.88000000
0.004840422797
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
41740000.00000000
PA
USD
37494259.38000000
0.654207011059
Long
DBT
UST
US
N
2
2040-11-15
Fixed
0.01375000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation, Term Loan
N/A
355000.00000000
PA
USD
354556.25000000
0.006186365283
Long
DBT
CORP
US
N
2
2028-06-30
Floating
0.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAM1
135000.00000000
PA
USD
138335.85000000
0.002413710377
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03125000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAV1
1250000.00000000
PA
USD
1483027.29000000
0.025876143888
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
0.04300000
N
N
N
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation
12653CAJ7
265000.00000000
PA
USD
286523.30000000
0.004999313356
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
State Street Corporation
549300YI2V5ELVW58659
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
78468R408
118734.00000000
NS
USD
3274683.72000000
0.057137308058
Long
RF
US
N
1
N
N
N
GENESEE & WYOMING INC
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc., Term Loan
N/A
1185000.00000000
PA
USD
1176444.30000000
0.020526825223
Long
DBT
CORP
US
N
2
2026-12-30
Floating
0.02147200
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
455000.00000000
PA
USD
466261.25000000
0.008135415495
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04750000
N
N
N
N
N
N
Alleghany Corporation
549300DCJE6AYX159479
Alleghany Corporation
017175100
1887.00000000
NS
USD
1258761.09000000
0.021963104324
Long
EC
CORP
US
N
1
N
N
N
Megalith Financial Acquisition Corp.
N/A
BM Technologies, Inc.
N/A
111.00000000
NS
USD
1380.84000000
0.000024093160
Long
EC
CORP
US
N
3
N
N
N
Vanquish Capital Group, LLC
N/A
National Collegiate Trust
63543YAA5
980541.45700000
PA
USD
963235.10000000
0.016806710310
Long
ABS-O
CORP
US
N
2
2031-05-25
Floating
0.00386500
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGF0
1210000.00000000
PA
USD
1342649.07000000
0.023426797848
Long
DBT
CORP
US
N
2
2028-01-20
Variable
0.03824000
N
N
N
N
N
N
Jefferies Financial Group Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
5820.00000000
NS
USD
199044.00000000
0.003472957793
Long
EC
CORP
US
N
1
N
N
N
Calix, Inc.
5299002RQRZ4SXSCSJ58
Calix, Inc.
13100M509
17182.00000000
NS
USD
816145.00000000
0.014240254104
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AV6
715000.00000000
PA
USD
855288.10000000
0.014923230402
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
0.05550000
N
N
N
N
N
Bed Bath & Beyond Inc.
529900ZBUWWUV7BKGX39
Bed Bath & Beyond, Inc.
075896100
2920.00000000
NS
USD
97206.80000000
0.001696082843
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd.
254900QUO860OUT6ZF83
Essent Group, Ltd.
G3198U102
9842.00000000
NS
USD
442397.90000000
0.007719043198
Long
EC
CORP
BM
N
1
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Company
759509102
398.00000000
NS
USD
60058.20000000
0.001047906963
Long
EC
CORP
US
N
1
N
N
N
Northwest Natural Holding Company
N/A
Northwest Natural Holding Company
66765N105
303.00000000
NS
USD
15913.56000000
0.000277662839
Long
EC
CORP
US
N
1
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
13506.00000000
NS
USD
181385.58000000
0.003164850302
Long
EC
CORP
US
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAV8
740000.00000000
PA
USD
811942.80000000
0.014166933315
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03750000
N
N
N
N
N
N
Gs Mortgage-Backed Securities Trust 2019-Sl1
N/A
GS Mortgage-Backed Securities Trust
36257EAA1
461760.22000000
PA
USD
468156.71000000
0.008168487843
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Variable
0.02625000
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
58013MFM1
1200000.00000000
PA
USD
1213148.08000000
0.021167239799
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02125000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBT9
640000.00000000
PA
USD
671296.00000000
0.011712901040
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
LivePerson, Inc.
549300IN2P1JZ20G7N40
LivePerson, Inc.
538146101
9114.00000000
NS
USD
576369.36000000
0.010056602864
Long
EC
CORP
US
N
1
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587CV7
665000.00000000
PA
USD
721700.75000000
0.012592372761
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.03250000
N
N
N
N
N
N
Minerals Technologies Inc.
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158106
5788.00000000
NS
USD
455341.96000000
0.007944893634
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc.
5493001JFHKQOPP6XA71
Torchmark Corporation
37959E102
9144.00000000
NS
USD
870966.00000000
0.015196781401
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
494368103
8584.00000000
NS
USD
1148367.52000000
0.020036936194
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703TAK2
450000.00000000
PA
USD
736021.54000000
0.012842244645
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
0.08350000
N
N
N
N
N
N
CMS Energy Corporation
7NKTFWJ1G6MELP9TU740
Consumers Energy Company
210518DD5
1025000.00000000
PA
USD
1309446.42000000
0.022847471659
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.04350000
N
N
N
N
N
N
CommScope Holding Company, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AV9
310000.00000000
PA
USD
335962.50000000
0.005861937976
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07125000
N
N
N
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAC1
265000.00000000
PA
USD
239825.00000000
0.004184512483
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.05600000
N
N
N
N
N
N
HP Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
12140.00000000
NS
USD
366506.60000000
0.006394877276
Long
EC
CORP
US
N
1
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP Group, Inc., Term Loan
N/A
140000.00000000
PA
USD
136850.00000000
0.002387784982
Long
DBT
CORP
US
N
3
2026-10-19
Floating
0.07104200
N
N
N
N
N
N
Essential Properties Realty Trust, Inc.
N/A
Essential Properties Realty Trust, Inc.
29670E107
89532.00000000
NS
USD
2420945.28000000
0.042241116420
Long
EC
CORP
US
N
1
N
N
N
Northriver Midstream Finance LP
549300SOLNLY3BL6GF18
Northriver Midstream Finance, LP, Term Loan
N/A
655738.54000000
PA
USD
649725.42000000
0.011336533433
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03451630
N
N
N
N
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust
62477K109
2200000.00000000
PA
USD
2200274.56000000
0.038390811479
Long
ABS-O
CORP
US
N
2
2022-02-16
Floating
0.01842100
N
N
N
N
N
N
Carval Clo Ii Ltd.
N/A
CarVal CLO II, Ltd.
14686AAU3
1225000.00000000
PA
USD
1222026.93000000
0.021322159672
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
0.02188200
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513105
120672.00000000
NS
USD
8786128.32000000
0.153302047888
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282N9
12780000.00000000
PA
USD
13422993.75000000
0.234206963035
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.02125000
N
N
N
N
N
N
VYNE Therapeutics Inc
N/A
VYNE Therapeutics, Inc.
92941V209
4399.00000000
NS
USD
15440.49000000
0.000269408623
Long
EC
CORP
US
N
1
N
N
N
Wind River CLO Ltd
549300HNMTL6LADXI169
Wind River CLO, Ltd.
97316FAC5
1525000.00000000
PA
USD
1525472.75000000
0.026616740395
Long
ABS-O
CORP
US
N
2
2030-07-20
Floating
0.01719000
N
N
N
N
N
N
Square, Inc.
549300OHIIUWSTIZME52
Square, Inc.
852234103
39327.00000000
NS
USD
9587922.60000000
0.167291907885
Long
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBP5
690000.00000000
PA
USD
831511.75000000
0.014508376098
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
0.04400000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
N/A
Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
25150NAV6
90457.67300000
PA
USD
80372.41000000
0.001402353186
Long
ABS-CBDO
CORP
US
N
2
2021-10-25
Fixed
0.06000000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Equity Fund
N/A
3610831.35000000
NS
USD
45965883.09000000
0.802021522341
Long
RF
US
N
2
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
23371.00000000
NS
USD
1231184.28000000
0.021481938867
Long
EC
CORP
US
N
1
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
778.00000000
NS
USD
3869227.40000000
0.067511019935
Long
EC
CORP
US
N
1
N
N
N
Progress Residential 2021-SFR3 Trust
N/A
Progress Residential Trust
74333VAC8
1200000.00000000
PA
USD
1204364.04000000
0.021013974188
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
0.01888000
N
N
N
N
N
N
Volt Xcix Llc - Asset Backed Note, Series 2021-NPL8
N/A
Vericrest Opportunity Loan Transferee
92872VAB9
900000.00000000
PA
USD
899506.62000000
0.015694763599
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
0.04948600
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746RW3
600000.00000000
PA
USD
645154.50000000
0.011256779146
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
0.03000000
N
N
N
N
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150190AE6
565000.00000000
PA
USD
581950.00000000
0.010153974938
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05250000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHR3
1450000.00000000
PA
USD
1549737.13000000
0.027040109939
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
Heritage Commerce Corp
549300CLIS851ELSR406
Heritage Commerce Corporation
426927109
11508.00000000
NS
USD
128084.04000000
0.002234834834
Long
EC
CORP
US
N
1
N
N
N
ADTRAN, Inc.
549300XWTHXJVGKWU616
ADTRAN, Inc.
00738A106
154.00000000
NS
USD
3180.10000000
0.000055486993
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266101
8614.00000000
NS
USD
581445.00000000
0.010145163601
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CH6
710000.00000000
PA
USD
725975.00000000
0.012666950693
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AAJ63
3913246.22200000
PA
USD
216499.56000000
0.003777525743
Long
ABS-CBDO
USGSE
US
N
2
2027-12-25
Fixed
0.03000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
1350000.00000000
PA
USD
1410138.17000000
0.024604360577
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03250000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
Preston Ridge Partners Mortgage Trust, LLC
693577AA6
2114067.41000000
PA
USD
2117886.68000000
0.036953291986
Long
ABS-CBDO
CORP
US
N
2
2026-01-25
Variable
0.02115000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAY4
1120000.00000000
PA
USD
1240779.70000000
0.021649361591
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03600000
N
N
N
N
N
N
One Liberty Properties, Inc.
549300QII1CQZGZBZR14
One Liberty Properties, Inc.
682406103
3947.00000000
NS
USD
112055.33000000
0.001955162836
Long
EC
CORP
US
N
1
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
Meritor, Inc.
59001KAH3
290000.00000000
PA
USD
293987.50000000
0.005129550145
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.04500000
N
N
N
N
N
N
ProPetro Holding Corp.
N/A
ProPetro Holding Corporation
74347M108
17906.00000000
NS
USD
164018.96000000
0.002861834194
Long
EC
CORP
US
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BD4
710000.00000000
PA
USD
819552.52000000
0.014299709165
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05750000
N
N
N
N
N
N
PPL Corporation
9N3UAJSNOUXFKQLF3V18
PPL Corporation
69351T106
932.00000000
NS
USD
26068.04000000
0.000454840149
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828G38
15100000.00000000
PA
USD
15962351.64000000
0.278514165330
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.02250000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBJ9
4300000.00000000
PA
USD
4186285.17000000
0.073043104565
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.00750000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAF6
545000.00000000
PA
USD
583831.25000000
0.010186799348
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03900000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
74432QCF0
900000.00000000
PA
USD
1026132.55000000
0.017904157051
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
0.03700000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAN9
975000.00000000
PA
USD
1043783.22000000
0.018212129319
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.03500000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
Viacom, Inc.
92553PAU6
840000.00000000
PA
USD
1150897.13000000
0.020081073313
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
0.05850000
N
N
N
N
N
N
Navient Corporation
549300WLW67V4O2Z6P70
SLM Student Loan Trust
78445XAA4
974162.50200000
PA
USD
958095.25000000
0.016717029224
Long
ABS-O
CORP
US
N
2
2025-03-25
Floating
0.00491500
N
N
N
N
N
N
Banff Parent Inc.
549300DSDR5SWIGOZV63
Banff Merger Sub, Inc.
05988LAA6
205000.00000000
PA
USD
215762.50000000
0.003764665379
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.09750000
N
N
N
N
N
N
Agilysys, Inc.
5299001XWB5V3B5IPN93
Agilysys, Inc.
00847J105
8616.00000000
NS
USD
489991.92000000
0.008549472765
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
535000.00000000
PA
USD
560546.25000000
0.009780518213
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
725000.00000000
PA
USD
773937.50000000
0.013503809569
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
JBS S.A.
549300O7SUM086E3RD66
JBS USA Food Company
46650CAB5
130000.00000000
PA
USD
139063.60000000
0.002426408298
Long
DBT
CORP
AT
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
PRPM Trust 2019-GS1
N/A
Preston Ridge Partners Mortgage Trust, LLC
69359CAA3
1706444.64800000
PA
USD
1715519.69000000
0.029932715764
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Variable
0.03500000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JT9
1240000.00000000
PA
USD
1384855.86000000
0.024163229995
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
0.04400000
N
N
N
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
4560.00000000
NS
USD
985233.60000000
0.017190544347
Long
EC
CORP
US
N
1
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International, Inc.
588056BA8
400000.00000000
PA
USD
411600.00000000
0.007181675547
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05125000
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Nouryon USA, LLC, Term Loan
N/A
1418008.41000000
PA
USD
1406494.18000000
0.024540779542
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03133029
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan
N/A
578725.67000000
PA
USD
579038.18000000
0.010103168946
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.05250000
N
N
N
N
N
N
Ryerson Holding Corporation
549300JMA41B3ZHOVE45
Ryerson Holding Corporation
783754104
7926.00000000
NS
USD
115719.60000000
0.002019097720
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCB0
714000.00000000
PA
USD
717699.26000000
0.012522553998
Long
DBT
CORP
US
N
2
2027-04-22
Variable
0.01578000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
50100.00000000
NS
USD
4593669.00000000
0.080151215572
Long
EC
CORP
US
N
1
N
N
N
Golub Capital Partners CLO 22(B), Ltd.
254900G3CLXNLPLMNH95
Golub Capital Partners, Ltd.
38174BAL9
1750000.00000000
PA
USD
1746260.25000000
0.030469082936
Long
ABS-O
CORP
KY
N
2
2031-01-20
Floating
0.01368200
N
N
N
N
N
N
Portland General Electric Company
GJOUP9M7C39GLSK9R870
Portland General Electric Company
736508847
6414.00000000
NS
USD
295557.12000000
0.005156937175
Long
EC
CORP
US
N
1
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CL6
550000.00000000
PA
USD
582623.00000000
0.010165717571
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.02875000
N
N
N
N
N
N
Mra Issuance Trust 2020-12
N/A
MRA Issuance Trust
62477HAA4
4350000.00000000
PA
USD
4350260.57000000
0.075904178716
Long
ABS-O
CORP
US
N
2
2021-07-15
Floating
0.01422900
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJZ3
450000.00000000
PA
USD
453641.27000000
0.007915219669
Long
DBT
CORP
US
N
2
2029-06-14
Variable
0.02087000
N
N
N
N
N
N
Dryden 36 Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
1800000.00000000
PA
USD
1800126.00000000
0.031408942847
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
0.02233700
N
N
N
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585A102
23965.00000000
NS
USD
1447965.30000000
0.025264375578
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AT9
430000.00000000
PA
USD
653600.00000000
0.011404137846
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
N
N
N
N
N
N
Invesco Ltd.
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
1463850.00000000
NS
USD
32424277.50000000
0.565744997229
Long
RF
US
N
1
N
N
N
Armada Hoffler Properties, Inc.
549300WQRSIV6XZT9313
Armada Hoffler Properties, Inc.
04208T108
4201.00000000
NS
USD
55831.29000000
0.000974155029
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CJ2
710000.00000000
PA
USD
681955.00000000
0.011898881311
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.04400000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887BF5
214000.00000000
PA
USD
233034.98000000
0.004066038915
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.03734000
N
N
N
N
N
N
Scripps Escrow Inc.
N/A
Scripps Escrow, Inc.
81104PAA7
270000.00000000
PA
USD
279544.50000000
0.004877545918
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05875000
N
N
N
N
N
N
Commonbond Student Loan Trust 2018 - A - Gs
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust
20269DAB1
516139.71000000
PA
USD
512731.33000000
0.008946234341
Long
ABS-O
CORP
US
N
2
2044-02-25
Floating
0.00591500
N
N
N
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation
235851102
1109.00000000
NS
USD
297611.24000000
0.005192777854
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
113064.00000000
NS
USD
5666767.68000000
0.098874846645
Long
EC
CORP
US
N
1
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
2904.00000000
NS
USD
1692218.88000000
0.029526158773
Long
EC
CORP
US
N
1
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc.
21925DAA7
560000.00000000
PA
USD
600600.00000000
0.010479383706
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06125000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
205000.00000000
PA
USD
218837.50000000
0.003818318567
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05625000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I 2021-NPL1 LLC
N/A
Pretium Mortgage Credit Partners, LLC
741389AA8
1315272.44000000
PA
USD
1314981.76000000
0.022944053330
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
0.02239500
N
N
N
N
N
N
RALI Series 2005-QS13 Trust
N/A
Residential Accredit Loans, Inc. Trust
761118HC5
255790.72300000
PA
USD
255381.87000000
0.004455951727
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Fixed
0.05750000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441C204
23268.00000000
NS
USD
2297016.96000000
0.040078791383
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group, Inc.
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E103
8642.00000000
NS
USD
204124.04000000
0.003561595302
Long
EC
CORP
US
N
1
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887109
2830.00000000
NS
USD
688227.70000000
0.012008328581
Long
EC
CORP
US
N
1
N
N
N
Endeavor Energy Resources, LP
N/A
Endeavor Energy Resources, LP
29260FAE0
310000.00000000
PA
USD
330537.50000000
0.005767281538
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
86686.00000000
NS
USD
1580285.78000000
0.027573128629
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAJ4
875000.00000000
PA
USD
968805.97000000
0.016903911916
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03600000
N
N
N
N
N
N
Financial Institutions, Inc.
N/A
Financial Institutions, Inc.
317585404
11315.00000000
NS
USD
339450.00000000
0.005922788543
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels and Resorts, Inc.
44107P104
98326.00000000
NS
USD
1680391.34000000
0.029319789592
Long
EC
CORP
US
N
1
N
N
N
Cabot Corporation
K05C0SER542GQ6VLRO68
Cabot Corporation
127055101
1021.00000000
NS
USD
58125.53000000
0.001014185368
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
1410000.00000000
PA
USD
1497631.50000000
0.026130960938
Long
DBT
CORP
US
N
2
2028-08-09
Variable
0.04682000
N
N
N
N
N
N
Technip Energies NV
724500FLODI49NSCIP70
Technip Energies NV ADR
87854Y109
3645.00000000
NS
USD
49717.80000000
0.000867485686
Long
EC
CORP
NL
N
1
N
N
N
PPL Corporation
549300GCZLSGYEYPIR35
PPL Electric Utilities Corporation
69351UAU7
840000.00000000
PA
USD
992814.66000000
0.017322820132
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
0.03950000
N
N
N
N
N
N
Precision Drilling Corporation
549300WF2OE8T5BP4B84
Precision Drilling Corporation
740212AM7
335000.00000000
PA
USD
345050.00000000
0.006020498414
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
0.06875000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CF4
1100000.00000000
PA
USD
1327492.39000000
0.023162341196
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
0.04950000
N
N
N
N
N
N
M.D.C. Holdings, Inc.
5299005FV4VNV75R8R35
M.D.C. Holdings, Inc.
552676108
2490.00000000
NS
USD
125994.00000000
0.002198367417
Long
EC
CORP
US
N
1
N
N
N
JBS S.A.
N/A
JBS USA, LLC
46590XAB2
630000.00000000
PA
USD
704579.40000000
0.012293636171
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
Empire Community Corp
549300JM1L6KK2QFP273
Empire Communities Corporation
29163VAC7
430000.00000000
PA
USD
451500.00000000
0.007877858380
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
0.07000000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
783549108
2930.00000000
NS
USD
217786.90000000
0.003799987498
Long
EC
CORP
US
N
1
N
N
N
D.R. Horton, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232AF8
275000.00000000
PA
USD
277488.75000000
0.004841676799
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03850000
N
N
N
N
N
N
Qurate Retail, Inc.
549300PSXEKU4PHLCR04
Qurate Retail, Inc.
74915M100
73700.00000000
NS
USD
964733.00000000
0.016832845956
Long
EC
CORP
US
N
1
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAU5
1000000.00000000
PA
USD
1004943.18000000
0.017534440870
Long
DBT
CORP
BM
N
2
2028-01-26
Fixed
0.02850000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CB0
1350000.00000000
PA
USD
1418084.52000000
0.024743010012
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
0.03100000
N
N
N
N
N
N
Avantor, Inc.
N/A
Avantor, Inc.
05352A100
20060.00000000
NS
USD
712330.60000000
0.012428880591
Long
EC
CORP
US
N
1
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc.
92552V100
1554.00000000
NS
USD
77451.36000000
0.001351386147
Long
EC
CORP
US
N
1
N
N
Aadvantage Loyalty IP Ltd.
N/A
American Airlines, Inc.
00253XAB7
100000.00000000
PA
USD
108125.00000000
0.001886585686
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
0.05750000
N
N
N
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
N53745100
9959.00000000
NS
USD
1024482.33000000
0.017875363697
Long
EC
CORP
NL
N
1
N
N
N
2021-07-28
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Head of Fund Accounting & Assistant Treasurer