0001752724-22-048336.txt : 20220225
0001752724-22-048336.hdr.sgml : 20220225
20220225161847
ACCESSION NUMBER: 0001752724-22-048336
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220225
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: 22680279
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
S000001432
Thrivent Balanced Income Plus Portfolio
C000003839
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000790166
XXXXXXXX
S000001432
C000003839
Thrivent Series Funds, Inc.
811-04603
0000790166
549300VNHRP1O3O9AF57
901 Marquette Avenue
Suite 2500
Minneapolis
55402-3211
612-844-5168
THRIVENT BALANCED INCOME PLUS PORTFOLIO
S000001432
G6AL26GWOV90D51UXG57
2021-12-31
2021-12-31
N
576849018.94
69695888.74
507153130.20
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
69273064.85
0.00000000
0.00000000
87742.54
USD
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
10877.00000000
NS
USD
330987.11000000
0.065263741913
Long
EC
CORP
US
N
1
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc., Convertible
67020YAN0
96000.00000000
PA
USD
270604.80000000
0.053357612106
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.01250000
N
N
N
N
Y
Nuance Communications Inc
Nuance Communications Inc
USD
XXXX
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89788MAE2
45000.00000000
PA
USD
44311.37000000
0.008737276250
Long
DBT
CORP
US
N
2
2029-06-07
Variable
0.01887000
N
N
N
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
245.00000000
NS
USD
60412.10000000
0.011912003772
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NB3
58000.00000000
PA
USD
58942.50000000
0.011622229360
Long
DBT
CORP
US
N
2
2026-11-15
Variable
0.04150000
N
N
N
N
N
N
John B. Sanfilippo & Son, Inc.
5299007IBEYVXKYDUX28
John B. Sanfilippo & Son, Inc.
800422107
1783.00000000
NS
USD
160755.28000000
0.031697582135
Long
EC
CORP
US
N
1
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
694750.00000000
PA
USD
689886.75000000
0.136031251493
Long
DBT
CORP
US
N
2
2027-07-31
Floating
0.03354300
N
N
N
N
N
N
Halliburton Company
ENYF8GB5SMQZ25S06U51
Halliburton Company
406216BL4
45000.00000000
PA
USD
46292.68000000
0.009127949182
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02920000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
2041.00000000
NS
USD
455061.36000000
0.089728591406
Long
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
70000.00000000
PA
USD
73561.25000000
0.014504741392
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04875000
N
N
N
N
N
N
LRS HOLDINGS LLC
N/A
LRS Holdings, LLC, Term Loan
N/A
267000.00000000
PA
USD
266332.50000000
0.052515203819
Long
DBT
CORP
US
N
3
2028-08-31
Floating
0.04750000
N
N
N
N
N
N
Portland General Electric Company
GJOUP9M7C39GLSK9R870
Portland General Electric Company
736508847
3704.00000000
NS
USD
196015.68000000
0.038650196228
Long
EC
CORP
US
N
1
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CG7
45000.00000000
PA
USD
50252.44000000
0.009908731112
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
0.04200000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569109
5330.00000000
NS
USD
276360.50000000
0.054492515877
Long
EC
CORP
US
N
1
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AW4
110000.00000000
PA
USD
124575.00000000
0.024563586929
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.06625000
N
N
N
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAV3
34000.00000000
PA
USD
34034.00000000
0.006710793638
Long
DBT
CORP
KY
N
2
2022-03-01
Fixed
0.04250000
N
N
N
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035QAA0
50000.00000000
PA
USD
53072.50000000
0.010464788017
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.05500000
N
N
N
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc., Convertible
122017AB2
180000.00000000
PA
USD
267412.50000000
0.052728157251
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
Y
Burlington Stores Inc
Burlington Stores Inc
USD
XXXX
N
N
N
Teva Pharmaceutical Industries Limited
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
55000.00000000
PA
USD
51700.00000000
0.010194159696
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
0.03150000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
35000.00000000
PA
USD
37041.55000000
0.007303819654
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05625000
N
N
N
N
N
N
Stryker Corporation
5493002F0SC4JTBU5137
Stryker Corporation
863667AQ4
45000.00000000
PA
USD
49119.20000000
0.009685279864
Long
DBT
CORP
US
N
2
2028-03-07
Fixed
0.03650000
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corporation
539830109
967.00000000
NS
USD
343681.47000000
0.067766804449
Long
EC
CORP
US
N
1
N
N
N
Houlihan Lokey, Inc.
549300S3CNGTQ1QZVY46
Houlihan Lokey, Inc.
441593100
2039.00000000
NS
USD
211077.28000000
0.041620029026
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZF0
1550000.00000000
PA
USD
1524267.58000000
0.300553716270
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.00500000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066GAF1
22000.00000000
PA
USD
23367.14000000
0.004607511737
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.02850000
N
N
N
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Term Loan
N/A
486051.94000000
PA
USD
483471.00000000
0.095330378777
Long
DBT
CORP
US
N
2
2027-11-20
Floating
0.03750000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F020414
17375000.00000000
PA
USD
17790714.60000000
3.507957171236
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
0.02000000
N
N
N
N
N
N
Vodafone Group Public Limited Company
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
35000.00000000
PA
USD
35896.00000000
0.007077941131
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation, Convertible
477143AN1
167000.00000000
PA
USD
155680.34000000
0.030696910011
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.00500000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
Baxter International Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
2806.00000000
NS
USD
240867.04000000
0.047493947223
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
52000.00000000
PA
USD
52042.44000000
0.010261681709
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
0.01319000
N
N
N
N
N
N
TIAA Board of Governors
W4CSTD4RDGQSJ4FOVO30
Nuveen Credit Strategies Income Fund
67073D102
15850.00000000
NS
USD
102866.50000000
0.020283124341
Long
RF
US
N
1
N
N
N
Aadvantage Loyalty IP Ltd.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
78000.00000000
PA
USD
96232.50000000
0.018975038162
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.11750000
N
N
N
N
N
N
Liberty Broadband Corporation
549300N3IE9H88Q20221
GCI, LLC
36166TAB6
70000.00000000
PA
USD
71837.50000000
0.014164853911
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
715.00000000
NS
USD
46739.55000000
0.009216062608
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BK5
46000.00000000
PA
USD
50751.73000000
0.010007180667
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909AU2
116000.00000000
PA
USD
124845.00000000
0.024616825287
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06875000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
32268.00000000
NS
USD
5729828.76000000
1.129802503188
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAL5
71000.00000000
PA
USD
71710.00000000
0.014139713575
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
0.03250000
N
N
N
N
N
N
Ivanhoe Mines Ltd.
5299006XZISURYIA4G32
Ivanhoe Mines, Ltd.
46579R955
32754.00000000
NS
267221.06000000
0.052690409284
Long
EC
CORP
CA
N
2
N
N
N
Diageo plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBC2
42000.00000000
PA
USD
41767.49000000
0.008235676270
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
0.01375000
N
N
N
N
N
N
Emerald Holding, Inc.
N/A
Emerald Holding, Inc.
29103W104
776.00000000
NS
USD
3080.72000000
0.000607453610
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAN1
40000.00000000
PA
USD
39900.00000000
0.007867446265
Long
DBT
CORP
US
N
2
2026-06-01
Variable
0.03650000
N
N
N
N
N
N
Chevron Corporation
N/A
Chevron Corporation
166764100
908.00000000
NS
USD
106553.80000000
0.021010182853
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAP4
90000.00000000
PA
USD
94011.74000000
0.018537150695
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.03125000
N
N
N
N
N
N
Welltower Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAM6
67000.00000000
PA
USD
68286.17000000
0.013464605842
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.02800000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
36186CBY8
45000.00000000
PA
USD
63700.62000000
0.012560431200
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.08000000
N
N
N
N
N
N
GRIDIRON FIBER CORP
N/A
Gridiron Fiber Corporation, Term Loan
N/A
185000.00000000
PA
USD
181531.25000000
0.035794169293
Long
DBT
CORP
US
N
2
2028-10-04
Floating
0.05250000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
189632.56000000
PA
USD
183943.58000000
0.036269830362
Long
DBT
CORP
US
N
2
2024-09-12
Floating
0.04631600
N
N
N
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818108
3276.00000000
NS
USD
825322.68000000
0.162736386872
Long
EC
CORP
US
N
1
N
N
N
Pine Street Trust I
N/A
Pine Street Trust I
722844AA5
45000.00000000
PA
USD
50779.19000000
0.010012595205
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04572000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
7981.00000000
NS
USD
1365309.67000000
0.269210537941
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
67000.00000000
PA
USD
68952.59000000
0.013596009941
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
0.02819000
N
N
N
N
N
N
Palmer Square Loan Funding 2019-1 Ltd
N/A
Palmer Square Loan Funding, Ltd.
69700VAE9
300000.00000000
PA
USD
300078.30000000
0.059169170440
Long
ABS-O
CORP
KY
N
2
2027-04-20
Floating
0.02381500
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBJ8
90000.00000000
PA
USD
91687.50000000
0.018078859133
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJK6
28000.00000000
PA
USD
27441.18000000
0.005410827295
Long
DBT
CORP
US
N
2
2026-10-24
Variable
0.01197000
N
N
N
N
N
N
American Wholesale Insurance Holding Company, LLC
549300SJE7MUB8NMRG61
AmWINS Group, Inc.
031921AB5
45000.00000000
PA
USD
45450.00000000
0.008961790294
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.04875000
N
N
N
N
N
N
abrdn plc
549300J666ZH67203572
Aberdeen Asia-Pacific Income Fund, Inc.
003009107
17445.00000000
NS
USD
66639.90000000
0.013139995798
Long
RF
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CJ2
80000.00000000
PA
USD
82000.00000000
0.016168686559
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.04400000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
06406RAF4
63000.00000000
PA
USD
68376.41000000
0.013482399285
Long
DBT
CORP
US
N
2
2028-01-29
Fixed
0.03400000
N
N
N
N
N
N
Fortive Corporation
549300MU9YQJYHDQEF63
Fortive Corporation
34959J108
1519.00000000
NS
USD
115884.51000000
0.022850003894
Long
EC
CORP
US
N
1
N
N
N
Zoom Video Communications, Inc.
549300T9GCHU0ODOM055
Zoom Video Communications, Inc.
98980L101
1308.00000000
NS
USD
240554.28000000
0.047432277486
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAV2
45000.00000000
PA
USD
49586.06000000
0.009777334900
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
97000.00000000
PA
USD
110580.00000000
0.021804065363
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04875000
N
N
N
N
N
N
Hess Midstream LP
N/A
Hess Midstream Operations, LP
428102AC1
60000.00000000
PA
USD
61800.00000000
0.012185668651
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
1850.00000000
NS
USD
266215.00000000
0.052492035274
Long
EC
CORP
US
N
1
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAW0
46000.00000000
PA
USD
49236.61000000
0.009708430662
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.05400000
N
N
N
N
N
N
Omnicom Group Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919BC9
67000.00000000
PA
USD
75317.19000000
0.014850976069
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04200000
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc., Convertible
16115QAD2
117000.00000000
PA
USD
321094.80000000
0.063313185087
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.01000000
N
N
N
N
Y
Chart Industries Inc
Chart Industries Inc
USD
XXXX
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
84000.00000000
PA
USD
85680.00000000
0.016894305663
Long
DBT
CORP
US
N
2
2025-09-15
Variable
0.03850000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHR3
35000.00000000
PA
USD
36603.40000000
0.007217425629
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
41000.00000000
PA
USD
40095.29000000
0.007905953372
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
0.01589000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.625%
74460W552
1300.00000000
NS
USD
34814.00000000
0.006864593340
Long
EP
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918104
22835.00000000
NS
USD
7679867.20000000
1.514309336308
Long
EC
CORP
US
N
1
N
N
N
XPLORNET COMMUNICATIONS
N/A
Xplornet Communications, Inc., Term Loan
N/A
245000.00000000
PA
USD
242550.00000000
0.047825791769
Long
DBT
CORP
US
N
3
2029-09-30
Floating
0.07500000
N
N
N
N
N
N
NBN Co Limited
2549007CRZ2NT7S96A24
NBN Company, Ltd.
62878U2B7
82000.00000000
PA
USD
82329.57000000
0.016233670877
Long
DBT
NUSS
AU
N
2
2031-05-05
Fixed
0.02625000
N
N
N
N
N
N
Tokyo Century Corporation
549300ODEK8HY3445C77
Aviation Capital Group, LLC
05367AAH6
48000.00000000
PA
USD
51875.19000000
0.010228703504
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.04875000
N
N
N
N
N
N
TIAA Board of Governors
1V4KW82TOLZ6S7J7N128
Nuveen Quality Preferred Income Fund II
67072C105
1125.00000000
NS
USD
10935.00000000
0.002156153506
Long
RF
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 7.125%
61762V200
3100.00000000
NS
USD
85715.00000000
0.016901206932
Long
EP
CORP
US
N
1
N
N
N
Lumen Technologies, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
100000.00000000
PA
USD
99000.00000000
0.019520731334
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04250000
N
N
N
N
N
N
Helios Technologies, Inc.
5493000BCJSMIDRNTI78
Helios Technologies, Inc.
42328H109
2454.00000000
NS
USD
258087.18000000
0.050889399006
Long
EC
CORP
US
N
1
N
N
N
RLG HOLDINGS LLC
N/A
RLG Holdings, LLC, Delayed Draw
N/A
56962.03000000
PA
USD
56784.31000000
0.011196679389
Long
DBT
CORP
US
N
2
2028-07-08
Floating
0.05000000
N
N
N
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
N/A
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
41068X100
195.00000000
NS
USD
10358.40000000
0.002042460034
Long
EC
CORP
US
N
1
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BZ9
25000.00000000
PA
USD
25710.75000000
0.005069622658
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05250000
N
N
N
N
N
N
CONSOLIDATED ENERGY FINANCE
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAF3
118000.00000000
PA
USD
115345.00000000
0.022743623795
Long
DBT
CORP
LU
N
2
2028-10-15
Fixed
0.05625000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505FL3
62000.00000000
PA
USD
68975.00000000
0.013600428725
Long
DBT
CORP
US
N
2
2028-03-15
Variable
0.05875000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 4.200%
48128B523
4400.00000000
NS
USD
112288.00000000
0.022140847273
Long
EP
CORP
US
N
1
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AL9
31000.00000000
PA
USD
30448.05000000
0.006003719229
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.02200000
N
N
N
N
N
N
salesforce.com, inc.
RCGZFPDMRW58VJ54VR07
Salesforce.com, Inc.
79466L302
4669.00000000
NS
USD
1186532.97000000
0.233959508350
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBF7
116000.00000000
PA
USD
113273.42000000
0.022335151506
Long
DBT
CORP
KY
N
2
2029-07-15
Fixed
0.03125000
N
N
N
N
N
N
American Campus Communities, Inc.
529900MR3ZXRO3W6UX26
American Campus Communities, Inc.
024835100
11812.00000000
NS
USD
676709.48000000
0.133432969196
Long
EC
CORP
US
N
1
N
N
N
The Procter & Gamble Company
2572IBTT8CCZW6AU4141
Procter & Gamble Company
742718FM6
45000.00000000
PA
USD
42558.13000000
0.008391573957
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
0.01200000
N
N
N
N
N
N
Napco Security Technologies, Inc.
529900KV21J4YY9YST76
NAPCO Security Technologies, Inc.
630402105
6886.00000000
NS
USD
344162.28000000
0.067861610134
Long
EC
CORP
US
N
1
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
DexCom, Inc.
252131107
642.00000000
NS
USD
344721.90000000
0.067971955504
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
549300TXO070764WUH65
SunPower Corporation
867652406
1586.00000000
NS
USD
33099.82000000
0.006526592862
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832QAE9
89000.00000000
PA
USD
95487.37000000
0.018828114096
Long
DBT
CORP
US
N
2
2025-09-01
Variable
0.04950000
N
N
N
N
N
N
QBE Insurance Group Limited
549300D2FBW76FPUSG65
QBE Insurance Group, Ltd.
74728GAE0
84000.00000000
PA
USD
90720.00000000
0.017888088350
Long
DBT
CORP
AU
N
2
2025-05-12
Variable
0.05875000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873AAB4
250000.00000000
PA
USD
247205.40000000
0.048743739371
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
0.04948700
N
N
N
N
N
N
BP PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
84000.00000000
PA
USD
90720.00000000
0.017888088350
Long
DBT
CORP
GB
N
2
2030-03-22
Variable
0.04875000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29278NAC7
41000.00000000
PA
USD
42815.76000000
0.008442373210
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BL4
45000.00000000
PA
USD
48339.00000000
0.009531440726
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
1255.00000000
NS
USD
630185.70000000
0.124259451923
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336V100
225.00000000
NS
USD
6657.75000000
0.001312769182
Long
EC
CORP
US
N
1
N
N
N
Lantheus Holdings, Inc.
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544103
15458.00000000
NS
USD
446581.62000000
0.088056563867
Long
EC
CORP
US
N
1
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
139.00000000
NS
USD
821332.93000000
0.161949691541
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
91000.00000000
PA
USD
89379.71000000
0.017623811168
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
0.01538000
N
N
N
N
N
N
Valero Energy Corporation
549300XTO5VR8SKV1V74
Valero Energy Corporation
91913Y100
3369.00000000
NS
USD
253045.59000000
0.049895302805
Long
EC
CORP
US
N
1
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
1806.00000000
NS
USD
1908544.68000000
0.376325130685
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBR0
45000.00000000
PA
USD
44729.35000000
0.008819693172
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02250000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746TD3
116000.00000000
PA
USD
119190.00000000
0.023501777451
Long
DBT
CORP
US
N
2
2026-03-15
Variable
0.03900000
N
N
N
N
N
N
Bunge Limited
5493007M0RIN8HY3MM77
Bunge, Ltd.
G16962105
1952.00000000
NS
USD
182238.72000000
0.035933667594
Long
EC
CORP
BM
N
1
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650100
3272.00000000
NS
USD
337539.52000000
0.066555740248
Long
EC
CORP
US
N
1
N
N
N
APA Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BE4
70000.00000000
PA
USD
76159.30000000
0.015017022564
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
Inberdon Enterprises Ltd.
549300VGDEEG8RT7VC89
United States Lime & Minerals, Inc.
911922102
2236.00000000
NS
USD
288488.72000000
0.056883947435
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCH6
128000.00000000
PA
USD
137280.00000000
0.027068747450
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
0.04625000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge, Ltd. Finance Corporation
120568BC3
89000.00000000
PA
USD
90324.59000000
0.017810121760
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
0.02750000
N
N
N
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLA-Tencor Corporation
482480100
927.00000000
NS
USD
398711.97000000
0.078617669153
Long
EC
CORP
US
N
1
N
N
N
Canadian Pacific Railway Limited
54930036474DURYNB481
Canadian Pacific Railway Company
13645RBF0
41000.00000000
PA
USD
41802.75000000
0.008242628805
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
0.02450000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
55000.00000000
PA
USD
59196.50000000
0.011672312852
Long
DBT
CORP
FR
N
2
2024-03-25
Variable
0.06625000
N
N
N
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust, Convertible
70509VAA8
54000.00000000
PA
USD
59462.09000000
0.011724681651
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.01750000
N
N
N
N
Y
Pebblebrook Hotel Trust
Pebblebrook Hotel Trust
USD
XXXX
N
N
N
Bank of America Corporation
N/A
Banc of America Mortgage Securities Trust
05949CGB6
104306.09900000
PA
USD
104994.30000000
0.020702682039
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
0.02246300
N
N
N
N
N
N
Energean Israel Finance Ltd
98450044QACBL3F8EB03
Energean Israel Finance, Ltd.
N/A
70000.00000000
PA
USD
70350.00000000
0.013871549993
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
0.04500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AAKZ7
653298.65000000
PA
USD
30515.38000000
0.006016995298
Long
ABS-CBDO
USGSE
US
N
2
2027-12-25
Fixed
0.03000000
N
N
N
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin, Ltd.
H2906T109
304.00000000
NS
USD
41395.68000000
0.008162363107
Long
EC
CORP
CH
N
1
N
N
N
Viatris Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BD8
34000.00000000
PA
USD
35628.75000000
0.007025245015
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
0.04200000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBT2
190000.00000000
PA
USD
185099.46000000
0.036497745745
Long
DBT
CORP
US
N
2
2026-11-19
Variable
0.01045000
N
N
N
N
N
N
Stratus Clo 2021-1 Ltd.
N/A
Stratus CLO, Ltd.
863162AG8
425000.00000000
PA
USD
423311.05000000
0.083468093716
Long
ABS-O
CORP
KY
N
2
2029-12-29
Floating
0.02590560
N
N
N
N
N
N
Ameriprise Financial, Inc.
6QVMFZKY1QSOOIHD7Y77
Tri-Continental Corporation
895436103
1074.00000000
NS
USD
35646.06000000
0.007028658185
Long
RF
US
N
1
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation
12653CAJ7
45000.00000000
PA
USD
46800.00000000
0.009227982085
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210C104
12039.00000000
NS
USD
295437.06000000
0.058254014893
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics, Inc.
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637H109
7383.00000000
NS
USD
296870.43000000
0.058536645506
Long
EC
CORP
US
N
1
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP, 6.860%
67059T204
1536.00000000
NS
USD
38737.92000000
0.007638308371
Long
EP
CORP
US
N
1
N
N
N
Sony Group Corporation
529900R5WX9N2OI2N910
Sony Group Corporation ADR
835699307
4940.00000000
NS
USD
624416.00000000
0.123121787645
Long
EC
CORP
JP
N
1
N
N
N
Natgasoline LLC
549300OHXDYMQYZOWC24
Natgasoline, LLC, Term Loan
N/A
420862.50000000
PA
USD
416653.88000000
0.082155438897
Long
DBT
CORP
US
N
3
2025-11-14
Floating
0.03625000
N
N
N
N
N
N
First Trust Advisors L.P.
JUEVI6DHENZLPUBV7E49
First Trust High Income Long/Short Fund
33738E109
2184.00000000
NS
USD
34048.56000000
0.006713664566
Long
RF
US
N
1
N
N
N
Bank 2021-BNK37
N/A
BANK 2021-BNK37
06540LBF3
300000.00000000
PA
USD
310442.67000000
0.061212807634
Long
ABS-MBS
CORP
US
N
2
2064-11-15
Variable
0.02618000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHL6
143000.00000000
PA
USD
148985.74000000
0.029376874779
Long
DBT
CORP
US
N
2
2024-07-23
Variable
0.03864000
N
N
N
N
N
N
Zumiez Inc.
549300J0PDF58P6HZD25
Zumiez, Inc.
989817101
5213.00000000
NS
USD
250171.87000000
0.049328665269
Long
EC
CORP
US
N
1
N
N
N
State Street Corporation
549300ME4SR63Y3TRD06
SPDR Blackstone Senior Loan ETF
78467V608
73100.00000000
NS
USD
3335553.00000000
0.657701353176
Long
RF
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAG6
158000.00000000
PA
USD
162147.50000000
0.031972098828
Long
DBT
CORP
US
N
2
2025-02-01
Variable
0.04600000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569AV1
70000.00000000
PA
USD
67900.00000000
0.013388461187
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.04125000
N
N
N
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Company
146869102
1152.00000000
NS
USD
267022.08000000
0.052651174586
Long
EC
CORP
US
N
1
N
N
N
HomeTrust Bancshares, Inc.
N/A
Hometrust Bancshares, Inc.
437872104
674.00000000
NS
USD
20880.52000000
0.004117202232
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAV5
34000.00000000
PA
USD
34673.26000000
0.006836842352
Long
DBT
CORP
NL
N
2
2023-09-19
Fixed
0.02485000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
84000.00000000
PA
USD
88935.00000000
0.017536123648
Long
DBT
CORP
US
N
2
2025-09-30
Variable
0.04500000
N
N
N
N
N
N
Magic Mergerco Inc.
549300H9LWMBP7HYLR98
Magic MergerCo, Inc.
55916AAA2
105000.00000000
PA
USD
105046.20000000
0.020712915635
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05250000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc.
98919VAA3
43000.00000000
PA
USD
42388.11000000
0.008358049566
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBA4
67000.00000000
PA
USD
65729.32000000
0.012960448449
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.01450000
N
N
N
N
N
N
Weatherford International plc
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AU1
73000.00000000
PA
USD
75784.95000000
0.014943208567
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
0.08625000
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCG4
85000.00000000
PA
USD
86912.50000000
0.017137328910
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.04250000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer, Inc., Term Loan
N/A
301950.00000000
PA
USD
300364.76000000
0.059225654366
Long
DBT
CORP
US
N
2
2026-12-17
Floating
0.03604200
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2R3
26000.00000000
PA
USD
26220.00000000
0.005170036117
Long
DBT
CORP
US
N
2
2024-06-02
Variable
0.01654000
N
N
N
N
N
N
CAESARS RESORT COLLECTION
549300V3UCT773B1KR38
Caesars Resort Collection, LLC, Term Loan
N/A
228841.30000000
PA
USD
228784.09000000
0.045111441964
Long
DBT
CORP
US
N
2
2025-07-20
Floating
0.03604200
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAN7
90000.00000000
PA
USD
95175.00000000
0.018766521260
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05875000
N
N
N
N
N
N
GIP II BLUE HOLDING LP
N/A
GIP II Blue Holding LP, Term Loan
N/A
484000.00000000
PA
USD
482185.00000000
0.095076806448
Long
DBT
CORP
US
N
2
2028-09-22
Floating
0.05500000
N
N
N
N
N
N
Flex Acquisition Holdings, Inc.
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc., Term Loan
N/A
691722.56000000
PA
USD
684805.33000000
0.135029301648
Long
DBT
CORP
US
N
2
2025-06-29
Floating
0.03130880
N
N
N
N
N
N
Archrock, Inc.
N/A
Archrock Partners, LP
03959KAC4
80000.00000000
PA
USD
83417.60000000
0.016448207658
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.06250000
N
N
N
N
N
N
Verus Securitization Trust 2021-8
N/A
Verus Securitization Trust
92538GAC6
375000.00000000
PA
USD
374778.56000000
0.073898500804
Long
ABS-CBDO
CORP
US
N
2
2066-11-25
Variable
0.02491000
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc., Convertible
16411RAG4
34000.00000000
PA
USD
28612.66000000
0.005641818672
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04250000
N
N
N
N
Y
Cheniere Energy Inc
Cheniere Energy Inc
USD
XXXX
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GCS7
25000.00000000
PA
USD
25312.50000000
0.004991096079
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
639057AD0
62000.00000000
PA
USD
60760.00000000
0.011980602382
Long
DBT
CORP
GB
N
2
2031-06-28
Variable
0.04600000
N
N
N
N
N
N
McKesson Corporation
549300WZWOM80UCFSF54
McKesson Corporation
581557BQ7
35000.00000000
PA
USD
33910.47000000
0.006686436103
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.00900000
N
N
N
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187BH1
45000.00000000
PA
USD
49369.60000000
0.009734653511
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03800000
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
914.00000000
NS
USD
85331.04000000
0.016825498043
Long
EC
CORP
US
N
1
N
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
3354.00000000
NS
USD
190171.80000000
0.037497905203
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAB9
52000.00000000
PA
USD
52988.69000000
0.010448262436
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03250000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
Meritor, Inc.
59001KAH3
50000.00000000
PA
USD
50125.00000000
0.009883602607
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.04500000
N
N
N
N
N
N
IDEX Corporation
549300U5Y5EL6PHYLF13
IDEX Corporation
45167R104
1400.00000000
NS
USD
330848.00000000
0.065236312328
Long
EC
CORP
US
N
1
N
N
N
Ares XL CLO Ltd.
N/A
Ares XL CLO, Ltd.
04016GBK3
250000.00000000
PA
USD
249132.50000000
0.049123723223
Long
ABS-O
CORP
XX
N
2
2029-01-15
Floating
0.02920440
N
N
N
N
N
N
Bloomin' Brands, Inc.
N/A
Bloomin' Brands, Inc.
094235108
801.00000000
NS
USD
16804.98000000
0.003313590905
Long
EC
CORP
US
N
1
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
Popular, Inc.
733174700
551.00000000
NS
USD
45204.04000000
0.008913292121
Long
EC
CORP
PR
N
1
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
36260.65000000
PA
USD
35821.17000000
0.007063186218
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01854200
N
N
N
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS Energy Corporation, 4.200%
125896837
5200.00000000
NS
USD
130000.00000000
0.025633283570
Long
EP
CORP
US
N
1
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
1209.00000000
NS
USD
484954.08000000
0.095622811163
Long
EC
CORP
US
N
1
N
N
N
Silver Hill Trust 2019-SBC1
N/A
Silver Hill Trust
82773XAA8
134955.78600000
PA
USD
135685.33000000
0.026754311847
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
0.03102000
N
N
N
N
N
N
Bank of America Corporation
N/A
Banc of America Mortgage Securities Trust
05949CFW1
33832.01400000
PA
USD
33348.88000000
0.006575702290
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
0.02691500
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
Australia and New Zealand Banking Group, Ltd.
052528AL0
102000.00000000
PA
USD
104535.69000000
0.020612253730
Long
DBT
CORP
AU
N
2
2030-07-22
Variable
0.02950000
N
N
N
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
35000.00000000
PA
USD
35612.50000000
0.007022040854
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04000000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
913017DD8
68000.00000000
PA
USD
73733.83000000
0.014538770562
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
0.03950000
N
N
N
N
N
N
Hertz Global Holdings, Inc.
549300PD0C69OJ0NLB27
Hertz Corporation
428040DA4
45000.00000000
PA
USD
45281.25000000
0.008928516320
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04625000
N
N
N
N
N
N
Hope Bancorp, Inc.
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
10806.00000000
NS
USD
158956.26000000
0.031342852983
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.700%
74460W594
325.00000000
NS
USD
8586.50000000
0.001693078379
Long
EP
CORP
US
N
1
N
N
N
BW HOLDING INC
N/A
BW Holding, Inc., Delayed Draw
N/A
89000.00000000
PA
USD
88332.50000000
0.017417323238
Long
DBT
CORP
US
N
2
2028-12-14
Floating
0.00000000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BG5
45000.00000000
PA
USD
51467.94000000
0.010148402313
Long
DBT
CORP
GB
N
2
2029-05-18
Variable
0.04892000
N
N
N
N
N
N
General Dynamics Corporation
9C1X8XOOTYY2FNYTVH06
General Dynamics Corporation
369550108
3672.00000000
NS
USD
765501.84000000
0.150940967217
Long
EC
CORP
US
N
1
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc., Convertible
880770AG7
27000.00000000
PA
USD
139657.50000000
0.027537540770
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.01250000
N
N
N
N
Y
Teradyne Inc
Teradyne Inc
USD
XXXX
N
N
N
Telefonaktiebolaget LM Ericsson (publ)
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson ADR
294821608
23918.00000000
NS
USD
259988.66000000
0.051264331129
Long
EC
CORP
SE
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
73000.00000000
PA
USD
73000.00000000
0.014394074620
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04625000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco, LLC
019579AA9
100000.00000000
PA
USD
99938.00000000
0.019705685334
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
Alliant Holdings, L.P.
N/A
Alliant Holdings Intermediate, LLC
01883LAA1
37000.00000000
PA
USD
38387.50000000
0.007569212869
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
Deere & Company
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EVC0
48000.00000000
PA
USD
49319.64000000
0.009724802443
Long
DBT
CORP
US
N
2
2025-01-09
Fixed
0.02050000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
90000.00000000
PA
USD
92700.00000000
0.018278502976
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04375000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EAC9
34000.00000000
PA
USD
36331.66000000
0.007163844179
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
0.04375000
N
N
N
N
N
N
Anglo American plc
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AZ3
45000.00000000
PA
USD
44191.47000000
0.008713634476
Long
DBT
CORP
GB
N
2
2028-03-17
Fixed
0.02250000
N
N
N
N
N
N
TreeHouse Foods, Inc.
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469AAD6
35000.00000000
PA
USD
33600.00000000
0.006625217907
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.04000000
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
35000.00000000
PA
USD
38760.40000000
0.007642740957
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.08125000
N
N
N
N
N
N
Hilcorp Energy Company
N/A
Hilcorp Energy I, LP
431318AU8
70000.00000000
PA
USD
72150.40000000
0.014226551253
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05750000
N
N
N
N
N
N
Covanta Holding Corporation
N/A
Covert Mergeco, Inc.
22303XAA3
28000.00000000
PA
USD
28420.00000000
0.005603830146
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04875000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Company
694308JF5
67000.00000000
PA
USD
64684.65000000
0.012754461354
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.02100000
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
51000.00000000
PA
USD
50963.79000000
0.010048994468
Long
DBT
CORP
ES
N
2
2026-11-12
Variable
0.04750000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDA5
170000.00000000
PA
USD
177012.50000000
0.034903166215
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05125000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
10614.00000000
NS
USD
505332.54000000
0.099641017654
Long
EC
CORP
US
N
1
N
N
N
510 Asset Backed 2021-Npl2 Trust
N/A
510 Asset Backed Trust
33835JAA8
313793.95300000
PA
USD
309532.94000000
0.061033427887
Long
ABS-O
CORP
US
N
2
2061-06-25
Variable
0.02115600
N
N
N
N
N
N
Foundation Finance Trust 2017-1
549300RIQ1R4PTXR5G48
Foundation Finance Trust
35040UAA9
38060.27000000
PA
USD
38378.70000000
0.007567477693
Long
ABS-O
CORP
US
N
2
2033-07-15
Fixed
0.03300000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370860
6971.00000000
NS
USD
144787.67000000
0.028549103096
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corporation
529900U350CWHH15G169
DISH Network Corporation
25470M109
7674.00000000
NS
USD
248944.56000000
0.049086665382
Long
EC
CORP
US
N
1
N
N
N
Scripps Escrow Inc.
N/A
Scripps Escrow, Inc.
81104PAA7
45000.00000000
PA
USD
47275.31000000
0.009321703285
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05875000
N
N
N
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AR9
44000.00000000
PA
USD
48774.76000000
0.009617363493
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.05375000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
60000.00000000
PA
USD
62360.40000000
0.012296167821
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Company
163851AF5
75000.00000000
PA
USD
78477.75000000
0.015474172459
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05750000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAU1
49000.00000000
PA
USD
50220.84000000
0.009902500252
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
0.04500000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GVR2
52000.00000000
PA
USD
56708.83000000
0.011181796310
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
0.04250000
N
N
N
N
N
N
Ingevity Corporation
5493009UTFC4B5IMGF87
Ingevity Corporation
45688CAB3
100000.00000000
PA
USD
97375.00000000
0.019200315289
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03875000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2N2
119000.00000000
PA
USD
121101.87000000
0.023878758266
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.02188000
N
N
N
N
N
N
The Greenbrier Companies, Inc.
5493001GAGGFR30BP390
Greenbrier Companies, Inc.
393657101
1250.00000000
NS
USD
57362.50000000
0.011310686375
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc ADR
37733W105
5429.00000000
NS
USD
239418.90000000
0.047208404275
Long
EC
CORP
GB
N
1
N
N
N
Ellington Residential Mortgage REIT
549300KA3MR2ZCRGA787
Ellington Residential Mortgage REIT
288578107
1448.00000000
NS
USD
15044.72000000
0.002966504415
Long
EC
CORP
US
N
1
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation
62886EAV0
140000.00000000
PA
USD
149609.97000000
0.029499959891
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBM1
128000.00000000
PA
USD
132800.00000000
0.026185385062
Long
DBT
CORP
US
N
2
2026-05-15
Variable
0.04700000
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
1936.00000000
NS
USD
196349.12000000
0.038715943628
Long
EC
CORP
US
N
1
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BT3
60000.00000000
PA
USD
62475.00000000
0.012318764546
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.06250000
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS US Petrochem, LLC, Term Loan
N/A
527350.00000000
PA
USD
525483.18000000
0.103614302802
Long
DBT
CORP
US
N
2
2026-01-29
Floating
0.03250000
N
N
N
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc., Term Loan
N/A
1782443.36000000
PA
USD
1774921.45000000
0.349977421868
Long
DBT
CORP
US
N
2
2024-08-14
Floating
0.02854200
N
N
N
N
N
N
Fertitta Entertainment, Inc.
N/A
Golden Nugget, LLC, Term Loan
N/A
509744.36000000
PA
USD
506150.66000000
0.099802333823
Long
DBT
CORP
US
N
2
2023-10-04
Floating
0.03250000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBP5
1550000.00000000
PA
USD
1527476.56000000
0.301186460073
Long
DBT
UST
US
N
2
2028-02-29
Fixed
0.01125000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWV2
90000.00000000
PA
USD
97897.78000000
0.019303396581
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.03814000
N
N
N
N
N
N
Enterprise Financial Services Corp
5493001XTU5DLD632129
Enterprise Financial Services Corporation
293712105
6048.00000000
NS
USD
284800.32000000
0.056156672026
Long
EC
CORP
US
N
1
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
3944.00000000
NS
USD
536896.72000000
0.105864814398
Long
EC
CORP
US
N
1
N
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150185106
5615.00000000
NS
USD
281086.90000000
0.055424463196
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP, 7.600%
29273V605
1600.00000000
NS
USD
40560.00000000
0.007997584473
Long
EP
CORP
US
N
1
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDL2
35000.00000000
PA
USD
34862.84000000
0.006874223567
Long
DBT
CORP
US
N
2
2025-07-08
Fixed
0.01200000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
20.00000000
NC
USD
7904.40000000
0.001558582512
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2022-03-23
2601470.60000000
USD
7904.40000000
N
N
N
BLUE RIBBON LLC
N/A
Blue Ribbon, LLC, Term Loan
N/A
343437.50000000
PA
USD
342578.91000000
0.067549402655
Long
DBT
CORP
US
N
3
2028-05-07
Floating
0.06750000
N
N
N
N
N
N
Restaurant Brands International Inc.
N/A
1011778 B.C., ULC
68245XAJ8
110000.00000000
PA
USD
112200.00000000
0.022123495512
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
FLUOR CORP
CQ7WZ4NOFWT7FAE6Q943
Fluor Corporation, Convertible, 6.500%
343412508
154.00000000
NS
USD
203033.60000000
0.040033983408
Long
EP
CORP
US
N
2
N
N
N
GMAC ResCap, Inc., Asset Management Arm
N/A
Residential Accredit Loans, Inc. Trust
761118CW6
118340.46200000
PA
USD
115994.92000000
0.022871774439
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Fixed
0.06000000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc., Convertible, 7.750%
65473P121
314.00000000
NS
USD
35164.86000000
0.006933775600
Long
EP
CORP
US
N
1
N
N
N
China National Chemical Corporation Ltd.
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAC8
89000.00000000
PA
USD
99918.32000000
0.019701804849
Long
DBT
NUSS
NL
N
2
2028-04-24
Fixed
0.05182000
N
N
N
N
N
N
United Airlines Holdings, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
75000.00000000
PA
USD
77343.75000000
0.015250571354
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04625000
N
N
N
N
N
N
Huntsman Corporation
2221000BJZTBBAJL7429
Venator Finance SARL, Term Loan
N/A
410710.60000000
PA
USD
406862.24000000
0.080224732092
Long
DBT
CORP
US
N
2
2024-08-08
Floating
0.03104300
N
N
N
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAG9
50000.00000000
PA
USD
51437.50000000
0.010142400181
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.05250000
N
N
N
N
N
N
510 Asset Backed 2021-Npl1 Trust
N/A
510 Asset Backed Trust
33835CAB1
200000.00000000
PA
USD
197691.70000000
0.038980672350
Long
ABS-O
CORP
US
N
2
2061-05-25
Variable
0.03967000
N
N
N
N
N
N
Agilysys, Inc.
5299001XWB5V3B5IPN93
Agilysys, Inc.
00847J105
5676.00000000
NS
USD
252354.96000000
0.049759125000
Long
EC
CORP
US
N
1
N
N
N
BP p.l.c.
213800LH1BZH3DI6G760
BP plc ADR
055622104
11515.00000000
NS
USD
306644.45000000
0.060463878016
Long
EC
CORP
GB
N
1
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
41000.00000000
PA
USD
46879.80000000
0.009243716977
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
Stryker Corporation
5493002F0SC4JTBU5137
Stryker Corporation
863667101
2388.00000000
NS
USD
638598.96000000
0.125918370995
Long
EC
CORP
US
N
1
N
N
N
AllianceBernstein L.P.
AE2ZT9UGMEIJ7T4R5734
AllianceBernstein Global High Income Fund, Inc.
01879R106
8527.00000000
NS
USD
103432.51000000
0.020394729686
Long
RF
US
N
1
N
N
N
Alcoa Corporation
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
95000.00000000
PA
USD
101650.00000000
0.020043255960
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DF9
50000.00000000
PA
USD
63750.25000000
0.012570217199
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
Aegon N.V.
KEIOKM01PSK5VZ5CCI74
Aegon Funding Corporation II, 5.100%
00775V104
2750.00000000
NS
USD
73672.50000000
0.014526677567
Long
EP
CORP
US
N
1
N
N
N
AppLovin Corp
549300LLVXMUAOL3SQ07
AppLovin Corporation
03831W108
3427.00000000
NS
USD
323029.02000000
0.063694572854
Long
EC
CORP
US
N
1
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Term Loan
N/A
160590.68000000
PA
USD
147475.24000000
0.029079035742
Long
DBT
CORP
US
N
2
2029-08-06
Floating
0.08500000
N
N
N
N
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364G103
7855.00000000
NS
USD
884865.75000000
0.174477036087
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYM0
60000.00000000
PA
USD
59736.02000000
0.011778694923
Long
DBT
CORP
US
N
2
2027-10-21
Variable
0.01948000
N
N
N
N
N
N
Nesco Holdings, Inc.
254900FAHT0HW9T6L409
Nesco Holdings II, Inc.
64083YAA9
45000.00000000
PA
USD
46462.50000000
0.009161434137
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F030611
7400000.00000000
PA
USD
7666128.20000000
1.511600292593
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.03000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AV0
90000.00000000
PA
USD
87053.24000000
0.017165079897
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.00700000
N
N
N
N
N
N
Microchip Technology Incorporated
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
3317.00000000
NS
USD
288778.02000000
0.056940991350
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NDG3
112000.00000000
PA
USD
122233.30000000
0.024101852620
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03400000
N
N
N
N
N
N
Bank of America Corporation
549300QO5OB3VGJT6S64
BAC Capital Trust XIV
05518VAA3
92000.00000000
PA
USD
91582.62000000
0.018058178989
Long
DBT
CORP
US
N
2
2022-01-19
Floating
0.04000000
N
N
N
N
N
N
Verint Systems Inc.
549300KEQJS5FRVUCO94
Verint Systems, Inc., Convertible
92343XAB6
63000.00000000
PA
USD
67057.20000000
0.013222278638
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.00250000
N
N
N
N
Y
Verint Systems Inc
Verint Systems Inc
USD
XXXX
N
N
N
Wyndham Destinations, Inc.
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations, Inc.
98310WAS7
60000.00000000
PA
USD
66530.40000000
0.013118404686
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
0.06625000
N
N
N
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Company
42824CBE8
33000.00000000
PA
USD
33501.29000000
0.006605754358
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.02250000
N
N
N
N
N
N
Encompass Health Corporation
549300FVRPM9DRQZRG64
Encompass Health Corporation
29261AAA8
110000.00000000
PA
USD
113162.50000000
0.022313280400
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04500000
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan
N/A
253073.04000000
PA
USD
250542.31000000
0.049401708296
Long
DBT
CORP
US
N
2
2025-06-30
Floating
0.03750000
N
N
N
N
N
N
Cinemark Holdings, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BD8
35000.00000000
PA
USD
35437.50000000
0.006987534511
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
90000.00000000
PA
USD
96227.32000000
0.018974016775
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
0.03200000
N
N
N
N
N
N
BlackRock, Inc.
549300BOVTR6GS7HLC41
BlackRock Multi-Sector Income Trust
09258A107
5268.00000000
NS
USD
95561.52000000
0.018842734927
Long
RF
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CX5
64000.00000000
PA
USD
64133.30000000
0.012645746655
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
0.02251000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
142000.00000000
PA
USD
160151.80000000
0.031578588489
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXE9
139000.00000000
PA
USD
145818.97000000
0.028752453907
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
0.03625000
N
N
N
N
N
N
American Electric Power Company, Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc., Convertible, 6.125%
02557T307
896.00000000
NS
USD
47129.60000000
0.009292972318
Long
EP
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300PXR5FKNXF0OH19
Credit Suisse Group Funding (Guernsey), Ltd.
225433AH4
132000.00000000
PA
USD
134848.26000000
0.026589259134
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
0.03800000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCJ3
45000.00000000
PA
USD
44624.50000000
0.008799018943
Long
DBT
CORP
US
N
2
2029-06-01
Variable
0.02069000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A73W0
861964.16000000
PA
USD
35448.45000000
0.006989693622
Long
ABS-CBDO
USGSE
US
N
2
2027-08-25
Fixed
0.03000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners, LP
494550BM7
68000.00000000
PA
USD
69440.10000000
0.013692136726
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03450000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
90000.00000000
PA
USD
89112.79000000
0.017571180121
Long
DBT
CORP
US
N
2
2027-05-04
Variable
0.01593000
N
N
N
N
N
N
Assured Guaranty Ltd.
549300BBOQUJEPH87M14
Assured Guaranty, Ltd.
G0585R106
13526.00000000
NS
USD
679005.20000000
0.133885637210
Long
EC
CORP
BM
N
1
N
N
N
Brookfield Asset Management Inc.
5493007NX94W3HSQTJ60
Brookfield Real Assets Income Fund, Inc.
112830104
1250.00000000
NS
USD
26387.50000000
0.005203063617
Long
RF
US
N
1
N
N
N
Viatris Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAB2
35000.00000000
PA
USD
34867.35000000
0.006875112845
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
0.01650000
N
N
N
N
N
N
Hexion Holdings Corporation
54930030FZF8HYAEHM46
Hexion, Inc., Term Loan
N/A
343159.10000000
PA
USD
343159.10000000
0.067663804000
Long
DBT
CORP
US
N
2
2026-07-01
Floating
0.03640000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
16673.00000000
NS
USD
699098.89000000
0.137847693008
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAY5
67000.00000000
PA
USD
65732.08000000
0.012960992663
Long
DBT
CORP
JP
N
2
2028-07-14
Fixed
0.02172000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
32000.00000000
PA
USD
35164.16000000
0.006933637575
Long
DBT
CORP
CH
N
2
2025-09-12
Variable
0.07250000
N
N
N
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
530.00000000
NS
USD
149030.70000000
0.029385739952
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, 4.250%
95002Y400
5000.00000000
NS
USD
124600.00000000
0.024568516406
Long
EP
CORP
US
N
1
N
N
Toorak Mortgage Corp. 2020-1 Ltd.
N/A
Toorak Mortgage Corporation, Ltd.
89052WAA7
300000.00000000
PA
USD
300461.46000000
0.059244721585
Long
ABS-CBDO
CORP
US
N
2
2023-03-25
Variable
0.02734300
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
580135101
1414.00000000
NS
USD
379050.98000000
0.074740932753
Long
EC
CORP
US
N
1
N
N
N
LABL, Inc.
5493004FUZN8R6Y3VB98
LABL, Inc., Term Loan
N/A
132500.00000000
PA
USD
132168.75000000
0.026060915752
Long
DBT
CORP
US
N
2
2028-10-29
Floating
0.00000000
N
N
N
N
N
N
SECURE ACQUISITION INC
N/A
Secure Acquisition, Inc., Term Loan
N/A
289000.00000000
PA
USD
287555.00000000
0.056699837362
Long
DBT
CORP
US
N
3
2028-12-23
Floating
0.05500000
N
N
N
N
N
N
Banco Santander, S.A.
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA
05969BAD5
17000.00000000
PA
USD
18551.42000000
0.003657952380
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
0.05375000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CP2
64000.00000000
PA
USD
63971.49000000
0.012613841104
Long
DBT
CORP
DE
N
2
2027-11-16
Variable
0.02311000
N
N
N
N
N
N
Herc Holdings Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
60000.00000000
PA
USD
62400.00000000
0.012303976113
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05500000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBT9
75000.00000000
PA
USD
77250.00000000
0.015232085813
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation, Convertible
26884LAK5
179000.00000000
PA
USD
298303.50000000
0.058819216965
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.01750000
N
N
N
N
Y
EQT Corp
EQT Corp
USD
XXXX
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Company
291011104
2650.00000000
NS
USD
246370.50000000
0.048579114537
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc.
N/A
Ovintiv, Inc.
012873AK1
30000.00000000
PA
USD
39105.36000000
0.007710759861
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.07375000
N
N
N
N
N
N
Bill.com Holdings, Inc.
549300IBF9VZZIGOZW63
Bill.com Holdings, Inc.
090043100
2008.00000000
NS
USD
500293.20000000
0.098647365107
Long
EC
CORP
US
N
1
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2B6
60000.00000000
PA
USD
60125.39000000
0.011855470551
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
0.04000000
N
N
N
N
N
N
CITY BREWING CO LLC
N/A
City Brewing Company, LLC, Term Loan
N/A
450870.00000000
PA
USD
425882.78000000
0.083975185134
Long
DBT
CORP
US
N
2
2028-04-05
Floating
0.04250000
N
N
N
N
N
N
QuinStreet, Inc.
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
16766.00000000
NS
USD
304973.54000000
0.060134409478
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYJ7
45000.00000000
PA
USD
44306.82000000
0.008736379085
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02383000
N
N
N
N
N
N
TotalEnergies SE
549300TXO070764WUH65
Sunpower Corporation, Convertible
867652AL3
64000.00000000
PA
USD
74019.18000000
0.014595035619
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.04000000
N
N
N
N
N
SunPower Corp
SunPower Corp
USD
XXXX
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CU2
67000.00000000
PA
USD
68189.98000000
0.013445639184
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
0.02450000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
N/A
Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
251510EL3
163382.27600000
PA
USD
165540.98000000
0.032641222175
Long
ABS-CBDO
CORP
US
N
2
2035-06-25
Fixed
0.05250000
N
N
N
N
N
N
Global Medical Response Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
N/A
1351586.90000000
PA
USD
1344491.07000000
0.265105545039
Long
DBT
CORP
US
N
2
2025-10-02
Floating
0.05250000
N
N
N
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
OneMain Finance Corporation
85172FAN9
100000.00000000
PA
USD
114000.00000000
0.022478417900
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.07125000
N
N
N
N
N
N
Computer Services, Inc.
N/A
Computer Services, Inc.
20539A105
3982.00000000
NS
USD
211842.40000000
0.041770894703
Long
EC
CORP
US
N
1
N
N
N
WESCO International, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
100000.00000000
PA
USD
109625.00000000
0.021615759318
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.07250000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company, Convertible, 6.000%
075887406
2416.00000000
NS
USD
127444.00000000
0.025129293779
Long
EP
CORP
US
N
1
N
N
Hockey Parent Holdings L.P.
549300JQT6ATTUNS5E06
HUB International, Ltd.
44332PAG6
45000.00000000
PA
USD
46359.90000000
0.009141203561
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.05625000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
84000.00000000
PA
USD
89945.52000000
0.017735377077
Long
DBT
CORP
US
N
2
2025-10-15
Variable
0.04875000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
50000.00000000
PA
USD
51968.75000000
0.010247151581
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
National Storage Affiliates Trust
N/A
National Storage Affiliates Trust
637870106
12437.00000000
NS
USD
860640.40000000
0.169700303271
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818ES3
62000.00000000
PA
USD
66975.95000000
0.013206257836
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03750000
N
N
N
N
N
N
CommScope Holding Company, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc., Term Loan
N/A
894412.50000000
PA
USD
881926.50000000
0.173897477405
Long
DBT
CORP
US
N
2
2026-04-04
Floating
0.03354300
N
N
N
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109BG8
67000.00000000
PA
USD
74286.84000000
0.014647812578
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03950000
N
N
N
N
N
N
MGM Growth Properties OP GP LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAK1
90000.00000000
PA
USD
95948.10000000
0.018918960425
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.04625000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAQ6
98000.00000000
PA
USD
97482.21000000
0.019221454861
Long
DBT
CORP
GB
N
2
2046-12-14
Variable
0.03369000
N
N
N
N
N
N
BlackRock, Inc.
CC8M7XFKTNG56DXMAR33
BlackRock Core Bond Trust
09249E101
4916.00000000
NS
USD
81163.16000000
0.016003679198
Long
RF
US
N
1
N
N
N
Legacy Mortgage Asset Trust 2020-GS4
N/A
Legacy Mortgage Asset Trust
52474KAA1
214294.76000000
PA
USD
215416.14000000
0.042475561555
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.03250000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corporation
103304BV2
65000.00000000
PA
USD
66300.00000000
0.013072974620
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04750000
N
N
N
N
N
N
Lowe's Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661DT1
68000.00000000
PA
USD
73536.32000000
0.014499825717
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AL5
40000.00000000
PA
USD
41555.00000000
0.008193777682
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04875000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
34000.00000000
PA
USD
33952.77000000
0.006694776780
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.00560000
N
N
N
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc., Convertible
302941AP4
146000.00000000
PA
USD
226008.00000000
0.044564055024
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.02000000
N
N
N
N
Y
FTI Consulting Inc
FTI Consulting Inc
USD
XXXX
N
N
N
Cheniere Energy, Inc.
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings, LLC
16412XAC9
92000.00000000
PA
USD
101963.49000000
0.020105069638
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
0.05875000
N
N
N
N
N
N
CoBank, ACB
P0J8I7M2E0A77CKF1705
Cobank ACB, 6.250%
19075Q805
2485.00000000
NS
USD
250985.00000000
0.049488997514
Long
EP
CORP
US
N
2
N
N
N
CIM Trust 2018 - R3
N/A
CIM Trust
12553WAA3
147211.59000000
PA
USD
152818.72000000
0.030132658343
Long
ABS-CBDO
CORP
US
N
2
2057-12-25
Variable
0.05000000
N
N
N
N
N
N
Global Net Lease, Inc.
N/A
Global Net Lease, Inc.
37892AAA8
95000.00000000
PA
USD
92778.68000000
0.018294017028
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.03750000
N
N
N
N
N
N
GMACM Mortgage Loan Trust 2005-AR2
N/A
GMAC Mortgage Corporation Loan Trust
36185N6Q8
58259.99300000
PA
USD
56990.50000000
0.011237335748
Long
ABS-CBDO
CORP
US
N
2
2035-05-25
Variable
0.03134100
N
N
N
N
N
N
UFP Technologies, Inc.
549300RJ8LY41HS70C91
UFP Technologies, Inc.
902673102
4602.00000000
NS
USD
323336.52000000
0.063755205429
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAQ3
43000.00000000
PA
USD
43528.71000000
0.008582952052
Long
DBT
CORP
JP
N
2
2022-07-12
Fixed
0.02784000
N
N
N
N
N
N
IQVIA Holdings Inc.
549300W3R20NM4KQPH86
IQVIA Holding, Inc.
46266C105
1090.00000000
NS
USD
307532.60000000
0.060639002637
Long
EC
CORP
US
N
1
N
N
N
Scientific Games Corporation
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
80000.00000000
PA
USD
89200.00000000
0.017588376111
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.07250000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBR3
62000.00000000
PA
USD
63873.18000000
0.012594456426
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGM0
105000.00000000
PA
USD
103458.40000000
0.020399834653
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.02355000
N
N
N
N
N
N
BARDOT CLO LTD
549300KP12IHV6MTDK86
Bardot CLO, Ltd.
06744NBL0
450000.00000000
PA
USD
448861.95000000
0.088506197294
Long
ABS-O
CORP
US
N
2
2032-10-22
Floating
0.02028300
N
N
N
N
N
N
Telephone and Data Systems, Inc.
N/A
Telephone and Data Systems, Inc., 6.000%
879433761
3500.00000000
NS
USD
93100.00000000
0.018357374618
Long
EP
CORP
US
N
1
N
N
N
Starwood Mortgage Residential Trust 2020-2
N/A
Starwood Mortgage Residential Trust
85573DAB5
250000.00000000
PA
USD
253206.68000000
0.049927066387
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
0.03970000
N
N
N
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAG0
90000.00000000
PA
USD
96850.80000000
0.019096954003
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2H5
106000.00000000
PA
USD
108646.82000000
0.021422882662
Long
DBT
CORP
US
N
2
2025-10-30
Variable
0.02406000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJD2
85000.00000000
PA
USD
84097.23000000
0.016582216492
Long
DBT
CORP
US
N
2
2026-06-19
Variable
0.01319000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCR0
39000.00000000
PA
USD
41434.16000000
0.008169950559
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03700000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings, LLC
599191AA1
107000.00000000
PA
USD
114222.50000000
0.022522290250
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.06500000
N
N
N
N
N
N
Allen Media Group, LLC
N/A
Allen Media, LLC
01771YAA8
64000.00000000
PA
USD
66771.52000000
0.013165948512
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.10500000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAB4
50000.00000000
PA
USD
54312.50000000
0.010709290107
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.07750000
N
N
N
N
N
N
InterDigital, Inc.
N/A
InterDigital, Inc., Convertible
45867GAB7
43000.00000000
PA
USD
47138.75000000
0.009294776506
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.02000000
N
N
N
N
Y
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
126694MH8
180393.39100000
PA
USD
166880.52000000
0.032905351473
Long
ABS-CBDO
CORP
US
N
2
2035-11-20
Variable
0.02684300
N
N
N
N
N
N
Rock Holdings Inc.
N/A
Rocket Mortgage Co-Issuer, Inc.
74841CAA9
60000.00000000
PA
USD
60225.00000000
0.011875111561
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03625000
N
N
N
N
N
N
Nouryon Cooperatief U.A.
549300K7VB5G6LULFT41
Nouryon USA, LLC, Term Loan
N/A
673885.37000000
PA
USD
670940.49000000
0.132295444915
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03101900
N
N
N
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAJ3
30000.00000000
PA
USD
31650.00000000
0.006240718653
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HB0
85000.00000000
PA
USD
96128.53000000
0.018954537451
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
0.05500000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYU2
57000.00000000
PA
USD
57936.94000000
0.011423953940
Long
DBT
CORP
US
N
2
2026-11-10
Variable
0.04125000
N
N
N
N
N
N
OZLM VIII Ltd
N/A
OZLM VIII, Ltd.
67107FBN6
300000.00000000
PA
USD
300000.00000000
0.059153731316
Long
ABS-O
CORP
US
N
2
2029-10-17
Floating
0.01738510
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
26000.00000000
PA
USD
27316.38000000
0.005386219343
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.05500000
N
N
N
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBE0
90000.00000000
PA
USD
87580.80000000
0.017269103705
Long
DBT
CORP
KY
N
2
2031-07-15
Fixed
0.03375000
N
N
N
N
N
N
Cooper-Standard Holdings Inc.
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
10844.00000000
NS
USD
243014.04000000
0.047917290760
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
39000.00000000
PA
USD
40001.77000000
0.007887513182
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
0.02633000
N
N
N
N
N
N
Banco Santander, S.A.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBB1
90000.00000000
PA
USD
94422.70000000
0.018618183419
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
0.03450000
N
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BN3
60000.00000000
PA
USD
61650.00000000
0.012156091785
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CT4
53000.00000000
PA
USD
53164.42000000
0.010482912720
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
0.02804000
N
N
N
N
N
N
Teine Energy Ltd.
5493002EE80G6ER7SM91
Teine Energy, Ltd.
879068AB0
50000.00000000
PA
USD
50750.00000000
0.010006839547
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAH8
45000.00000000
PA
USD
46634.19000000
0.009195287818
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02950000
N
N
N
N
N
N
Dai-ichi Life Holdings, Inc.
3538001235ACEIORUV72
Dai-ichi Life Insurance Company, Ltd.
23380YAC1
148000.00000000
PA
USD
159285.00000000
0.031407673642
Long
DBT
CORP
JP
N
2
2024-10-28
Variable
0.05100000
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
2263.00000000
NS
USD
261512.28000000
0.051564757156
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BM1
90000.00000000
PA
USD
97734.03000000
0.019271108503
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.03875000
N
N
N
N
N
N
Tennant Company
JYAIRLT8DVP6DP8UT336
Tennant Company
880345103
604.00000000
NS
USD
48948.16000000
0.009651554350
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370DA5
41000.00000000
PA
USD
41984.00000000
0.008278367518
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
0.03250000
N
N
N
N
N
N
Ball Corporation
N/A
Ball Corporation
058498106
4246.00000000
NS
USD
408762.42000000
0.080599407882
Long
EC
CORP
US
N
1
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
66000.00000000
PA
USD
65296.61000000
0.012875127079
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.03600000
N
N
N
N
N
N
Ortho-Clinical Diagnostics, Inc.
N/A
Ortho-Clinical Diagnostics, Inc.
68752DAA6
50000.00000000
PA
USD
53750.00000000
0.010598376860
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.07250000
N
N
N
N
N
N
Sumitomo Life Insurance Company
549300I5OQCDADQSPI57
Sumitomo Life Insurance Company
86564CAC4
175000.00000000
PA
USD
182875.00000000
0.036059128714
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
0.03375000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAF8
131000.00000000
PA
USD
134602.50000000
0.026540800398
Long
DBT
CORP
US
N
2
2024-08-01
Variable
0.05000000
N
N
N
N
N
N
Enel SpA
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
93000.00000000
PA
USD
90565.19000000
0.017857563052
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
0.01375000
N
N
N
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094104
1615.00000000
NS
USD
513763.80000000
0.101303485950
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKD0
65000.00000000
PA
USD
65312.27000000
0.012878214904
Long
DBT
CORP
US
N
2
2032-10-20
Variable
0.02572000
N
N
N
N
N
N
Regal Rexnord Corporation
QH78R09VCJGQKPBPYU33
Regal Rexnord Corporation
758750103
2998.00000000
NS
USD
510199.64000000
0.100600708073
Long
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAL0
49000.00000000
PA
USD
55066.20000000
0.010857903998
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05875000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746TG6
50000.00000000
PA
USD
48474.99000000
0.009558255113
Long
DBT
CORP
US
N
2
2027-01-15
Floating
0.00623800
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
35000.00000000
PA
USD
37498.48000000
0.007393916702
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.05250000
N
N
N
N
N
N
Apache Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411BJ3
35000.00000000
PA
USD
38150.00000000
0.007522382832
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04875000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Debt Fund
N/A
3153531.90730000
NS
USD
30273906.31000000
5.969381732507
Long
RF
US
N
2
N
N
N
Consolidated Communications Holdings, Inc.
549300WW675Y48HDVX34
Consolidated Communications, Inc.
20903XAH6
40000.00000000
PA
USD
40400.00000000
0.007966035817
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
Primerica, Inc.
254900621R686KJR7022
Primerica, Inc.
74164M108
2204.00000000
NS
USD
337807.08000000
0.066608497490
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846UAN1
45000.00000000
PA
USD
44560.38000000
0.008786375819
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
0.02300000
N
N
N
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
105000.00000000
PA
USD
107493.75000000
0.021195521352
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc., Convertible
30212PBD6
133000.00000000
PA
USD
153016.50000000
0.030171656426
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Expedia Group Inc
Expedia Group Inc
USD
XXXX
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
89000.00000000
PA
USD
97344.06000000
0.019194214568
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03875000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
1800.00000000
NS
USD
196470.00000000
0.038739778638
Long
EC
CORP
US
N
1
N
N
N
Summit Hotel Properties, Inc.
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc., Convertible
866082AA8
79000.00000000
PA
USD
82397.00000000
0.016246966664
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.01500000
N
N
N
N
N
Summit Hotel Properties Inc
Summit Hotel Properties Inc
USD
XXXX
N
N
N
Next Alt S.a R.L.
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
30000.00000000
PA
USD
29700.00000000
0.005856219400
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
0.05750000
N
N
N
N
N
N
QUALCOMM Incorporated
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
8040.00000000
NS
USD
1470274.80000000
0.289907468267
Long
EC
CORP
US
N
1
N
N
N
Next Alt S.a R.L.
5493001ZMCICV4N02J21
Altice France SA, Term Loan
N/A
334250.00000000
PA
USD
327705.39000000
0.064616655303
Long
DBT
CORP
FR
N
2
2025-07-31
Floating
0.02878600
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc., Convertible
45031UCB5
112000.00000000
PA
USD
210347.20000000
0.041476072506
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.03125000
N
N
N
N
N
iStar Inc
iStar Inc
USD
XXXX
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAD9
37000.00000000
PA
USD
34040.00000000
0.006711976713
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.03625000
N
N
N
N
N
N
Carpenter Technology Corporation
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corporation
144285103
8481.00000000
NS
USD
247560.39000000
0.048813735981
Long
EC
CORP
US
N
1
N
N
N
Western Midstream Partners, LP
L6D8A6MLSY454J2JXJ60
Western Gas Partners, LP
958254AB0
44000.00000000
PA
USD
44110.00000000
0.008697570294
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.04000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAY5
60000.00000000
PA
USD
65490.00000000
0.012913259546
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04800000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAT8
20000.00000000
PA
USD
21569.20000000
0.004252995538
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
Clarus Corporation
549300PKSLI6PT0ULL72
Clarus Corporation
18270P109
10370.00000000
NS
USD
287456.40000000
0.056680395502
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corporation
549300QQXOOYEF89IC56
Western Digital Corporation
958102105
1027.00000000
NS
USD
66970.67000000
0.013205216730
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Limited
529900IKZG65COT1D505
Schlumberger Holdings Corporation
806851AH4
29000.00000000
PA
USD
32176.63000000
0.006344559085
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04300000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk AS ADR
670100205
3442.00000000
NS
USD
385504.00000000
0.076013333457
Long
EC
CORP
DK
N
1
N
N
N
Workiva Inc.
529900RTOQ8GRWHY1O58
Workiva, Inc.
98139A105
2742.00000000
NS
USD
357803.58000000
0.070551389450
Long
EC
CORP
US
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBU2
93000.00000000
PA
USD
90641.95000000
0.017872698520
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
0.02564000
N
N
N
N
N
N
Vistra Energy Corp.
549300ZH5GKBTJZ7NM23
Vistra Operations Company, LLC
92840VAF9
90000.00000000
PA
USD
93403.80000000
0.018417277630
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
1073.00000000
NS
USD
271029.07000000
0.053441269285
Long
EC
CORP
US
N
1
N
N
N
MGM Growth Properties OP GP LLC
N/A
MGM Growth Properties Operating Partnership, LP
55303XAJ4
87000.00000000
PA
USD
98310.00000000
0.019384677752
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05750000
N
N
N
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
467.00000000
NS
USD
250283.98000000
0.049350771018
Long
EC
CORP
US
N
1
N
N
N
Toll Brothers, Inc.
N/A
Toll Brothers Finance Corporation
88947EAT7
67000.00000000
PA
USD
73365.00000000
0.014466044993
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04350000
N
N
N
N
N
N
TRUCK HERO INC
54930007KT5CX7XNSD31
Truck Hero, Inc., Term Loan
N/A
114137.50000000
PA
USD
113397.89000000
0.022359694389
Long
DBT
CORP
US
N
2
2028-02-24
Floating
0.04000000
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABT1
30000.00000000
PA
USD
29628.00000000
0.005842022504
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02875000
N
N
N
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAB6
75000.00000000
PA
USD
78285.00000000
0.015436166186
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
0.06250000
N
N
N
N
N
N
Marsh & McLennan Companies, Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748102
2148.00000000
NS
USD
373365.36000000
0.073619847294
Long
EC
CORP
US
N
1
N
N
N
Life Storage, Inc.
X0MIGH67XZCB7HL1A534
Life Storage, LP
53227JAD6
44000.00000000
PA
USD
43248.28000000
0.008527657116
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
0.02400000
N
N
N
N
N
N
Trimble Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
4233.00000000
NS
USD
369075.27000000
0.072773931190
Long
EC
CORP
US
N
1
N
N
N
TTWF LP
GOXNEVUM0LL78B1OS344
Westlake Chemical Corporation
960413AT9
45000.00000000
PA
USD
48258.65000000
0.009515597385
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03600000
N
N
N
N
N
N
O-I Glass, Inc.
72450053F5WRDY8CDZ66
OI European Group BV
67777LAD5
77000.00000000
PA
USD
78037.96000000
0.015387455061
Long
DBT
CORP
NL
N
2
2030-02-15
Fixed
0.04750000
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
N/A
Penske Truck Leasing Company, LP
709599BM5
47000.00000000
PA
USD
46458.97000000
0.009160738095
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.01700000
N
N
N
N
N
N
BFLD Trust 2020-EYP
N/A
BFLD Trust
05493AAG5
225000.00000000
PA
USD
224882.37000000
0.044342104309
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
0.01810000
N
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
001107539
894.00000000
NS
391642.63000000
0.077223743023
Long
EC
CORP
CH
N
2
N
N
N
Credit Suisse Group AG
ANGGYXNX0JLX3X63JN86
Credit Suisse Group AG
22546DAA4
49000.00000000
PA
USD
52736.25000000
0.010398486543
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
0.06500000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MBC6
60000.00000000
PA
USD
64915.74000000
0.012800027473
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.05250000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJZ3
45000.00000000
PA
USD
44683.70000000
0.008810691946
Long
DBT
CORP
US
N
2
2029-06-14
Variable
0.02087000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
440000.00000000
PA
USD
441100.00000000
0.086975702945
Long
DBT
CORP
US
N
3
2028-02-03
Floating
0.05354200
N
N
N
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
64000.00000000
PA
USD
68400.00000000
0.013487050740
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.04875000
N
N
N
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184L102
16526.00000000
NS
USD
714253.72000000
0.140835908814
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAB1
25000.00000000
PA
USD
26605.63000000
0.005246074295
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS
549300K1Y0YC1YC1H809
Lummus Technology Holdings V, LLC, Term Loan
N/A
321218.95000000
PA
USD
318989.69000000
0.062898101382
Long
DBT
CORP
US
N
2
2027-06-30
Floating
0.03604200
N
N
N
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
1401.00000000
NS
USD
4058753.04000000
0.800301289356
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
6825.00000000
NS
USD
1286307.75000000
0.253633010111
Long
EC
CORP
US
N
1
N
N
N
Next Alt S.a R.L.
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
75000.00000000
PA
USD
73158.75000000
0.014425376803
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc., Convertible, 5.750%
92556H305
1689.00000000
NS
USD
84821.58000000
0.016725043177
Long
EP
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CK6
45000.00000000
PA
USD
44705.99000000
0.008815087068
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.01750000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
18.00000000
NS
USD
1941.30000000
0.000382783795
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385SP2
500000.00000000
PA
USD
499991.67000000
0.098587909691
Long
STIV
USGSE
US
N
2
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
4386.00000000
NS
USD
1070315.58000000
0.211043867476
Long
EC
CORP
US
N
1
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCX2
35000.00000000
PA
USD
36115.68000000
0.007121257436
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
0.02750000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCF0
90000.00000000
PA
USD
94950.00000000
0.018722155961
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04250000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAU4
67000.00000000
PA
USD
82237.81000000
0.016215577722
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.06800000
N
N
N
N
N
N
The Estee Lauder Companies Inc.
549300VFZ8XJ9NUPU221
Estee Lauder Companies, Inc.
29736RAR1
45000.00000000
PA
USD
44327.77000000
0.008740509988
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.01950000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
N/A
Anheuser-Busch Companies, LLC
03522AAG5
35000.00000000
PA
USD
37577.90000000
0.007409576666
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.03650000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BK6
65000.00000000
PA
USD
68786.10000000
0.013563181592
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
0.04269000
N
N
N
N
N
N
Hanmi Financial Corporation
549300MSZ7RCG7EA6587
Hanmi Financial Corporation
410495204
1724.00000000
NS
USD
40824.32000000
0.008049702854
Long
EC
CORP
US
N
1
N
N
N
CROWN SUBSEA COMMUNICATIONS
5493003AYLUE132FIO27
Crown Subsea Communications Holding, Inc., Term Loan
N/A
396678.09000000
PA
USD
397999.03000000
0.078477092282
Long
DBT
CORP
US
N
2
2027-04-27
Floating
0.05500000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
5493005QMH1D47U26R45
AI Aqua Merger Sub, Inc., Delayed Draw
N/A
35000.00000000
PA
USD
35024.85000000
0.006906168554
Long
DBT
CORP
US
N
2
2028-07-30
Floating
0.00000000
N
N
N
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES Corporation, Convertible, 6.875%
00130H204
1620.00000000
NS
USD
155520.00000000
0.030665294314
Long
EP
CORP
US
N
1
N
N
N
Prudential Financial, Inc.
P63V0W84H2Z3IOKHSM44
PGIM High Yield Bond Fund, Inc.
69346H100
6610.00000000
NS
USD
106090.50000000
0.020918829773
Long
RF
US
N
1
N
N
N
Caterpillar Inc.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corporation
14913R2C0
35000.00000000
PA
USD
35101.90000000
0.006921361204
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.01450000
N
N
N
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corporation, 5.875%
87161C709
775.00000000
NS
USD
20925.00000000
0.004125972759
Long
EP
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
20000.00000000
PA
USD
19450.10000000
0.003835153298
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.04750000
N
N
N
N
N
N
Golden Entertainment, Inc.
549300P8YYCKQVJ0Y638
Golden Entertainment, Inc., Term Loan
N/A
873584.84000000
PA
USD
870675.80000000
0.171679074455
Long
DBT
CORP
US
N
2
2024-10-20
Floating
0.03750000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
34000.00000000
PA
USD
35036.85000000
0.006908534703
Long
DBT
CORP
US
N
2
2025-07-22
Variable
0.02720000
N
N
N
N
N
N
TripAdvisor, Inc.
549300XVG45PT5BART17
TripAdvisor, Inc., Convertible
896945AC6
50000.00000000
PA
USD
43875.00000000
0.008651233204
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.00250000
N
N
N
N
Y
TripAdvisor Inc
TripAdvisor Inc
USD
XXXX
N
N
N
GAINWELL ACQUISITION CORP
N/A
Gainwell Acquisition Corporation, Term Loan
N/A
506165.40000000
PA
USD
506924.65000000
0.099954948478
Long
DBT
CORP
US
N
2
2027-10-01
Floating
0.04750000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
7005.00000000
NS
USD
434800.35000000
0.085733543600
Long
EC
CORP
US
N
1
N
N
N
McKesson Corporation
549300WZWOM80UCFSF54
McKesson Corporation
581557BR5
68000.00000000
PA
USD
66376.20000000
0.013087999668
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.01300000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
75513E101
4148.00000000
NS
USD
356976.88000000
0.070388381485
Long
EC
CORP
US
N
1
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BN4
54000.00000000
PA
USD
53104.31000000
0.010471060284
Long
DBT
CORP
AU
N
2
2031-03-11
Fixed
0.02688000
N
N
N
N
N
N
NextEra Energy Partners, LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners, LP, Convertible
65341BAD8
239000.00000000
PA
USD
272340.50000000
0.053699855878
Long
DBT
CORP
US
N
2
2025-11-15
None
0.00000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company, Convertible
723787AP2
94000.00000000
PA
USD
167496.25000000
0.033026760563
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.00250000
N
N
N
N
Y
Pioneer Natural Resources Co
Pioneer Natural Resources Co
USD
XXXX
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
69000.00000000
PA
USD
70353.57000000
0.013872253923
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXJ8
31000.00000000
PA
USD
32780.45000000
0.006463619772
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03500000
N
N
N
N
N
N
Panasonic Corporation
254900GE1G59KGWPHX32
Panasonic Corporation
69832AAA4
53000.00000000
PA
USD
53420.40000000
0.010533386628
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
0.02536000
N
N
N
N
N
N
FirstEnergy Corp.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Company
476556DD4
22000.00000000
PA
USD
22294.84000000
0.004396076583
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
0.02750000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corporation
14448CAQ7
67000.00000000
PA
USD
68423.15000000
0.013491615436
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02722000
N
N
N
N
N
N
Cengage Learning Holdings II, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
53000.00000000
PA
USD
53331.25000000
0.010515808110
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.09500000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDJ6
35000.00000000
PA
USD
36967.35000000
0.007289188964
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06125000
N
N
N
N
N
N
Bohai Leasing Co., Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding, Ltd.
05401AAL5
89000.00000000
PA
USD
94312.84000000
0.018596521323
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
BW HOLDING INC
N/A
BW Holding, Inc., Term Loan
N/A
336000.00000000
PA
USD
333480.00000000
0.065755287731
Long
DBT
CORP
US
N
2
2028-12-14
Floating
0.04500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PCB0
90000.00000000
PA
USD
88939.24000000
0.017536959688
Long
DBT
CORP
US
N
2
2027-04-22
Variable
0.01578000
N
N
N
N
N
N
First Horizon Corporation
COOWI3L2W9TPYR3WJX37
First Horizon Bank, 3.750%
337158208
140.00000000
NS
USD
122389.12000000
0.024132577068
Long
EP
CORP
US
N
2
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746101
19033.00000000
NS
USD
913203.34000000
0.180064616704
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CA8
37000.00000000
PA
USD
39371.29000000
0.007763195700
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.04300000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AJ3
44000.00000000
PA
USD
44833.27000000
0.008840184025
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.02950000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BFN5
70000.00000000
PA
USD
73407.83000000
0.014474490174
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.04125000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
122000.00000000
PA
USD
131302.50000000
0.025890109353
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903AP8
69000.00000000
PA
USD
73071.33000000
0.014408139405
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.03750000
N
N
N
N
N
N
Axcelis Technologies, Inc.
529900HF9B6NL1QG9F05
Axcelis Technologies, Inc.
054540208
3885.00000000
NS
USD
289665.60000000
0.057116003579
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
115000.00000000
PA
USD
125274.68000000
0.024701549204
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05125000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DZ5
25000.00000000
PA
USD
31187.50000000
0.006149523318
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.08500000
N
N
N
N
N
N
Columbia Banking System, Inc.
N/A
Columbia Banking System, Inc.
197236102
12380.00000000
NS
USD
405073.60000000
0.079872049658
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAG6
65000.00000000
PA
USD
68900.00000000
0.013585640292
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
870.00000000
NS
USD
122443.80000000
0.024143358821
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBQ3
1620000.00000000
PA
USD
1573994.53000000
0.310358831735
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.00500000
N
N
N
N
N
N
Volkswagen AG
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668AR3
62000.00000000
PA
USD
65472.79000000
0.012909866093
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.04250000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, Convertible, 7.50%
949746804
128.00000000
NS
USD
190787.84000000
0.037619375419
Long
EP
CORP
US
N
1
N
N
N
Marsh & McLennan Companies, Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Companies, Inc.
571748BP6
40000.00000000
PA
USD
40379.58000000
0.007962009419
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
0.02375000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ, LLC
092174AA9
82000.00000000
PA
USD
81892.58000000
0.016147505580
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03625000
N
N
N
N
N
N
GOGO INTERMEDIATE HOLDINGS
N/A
Gogo Intermediate Holdings, LLC, Term Loan
N/A
432825.00000000
PA
USD
432439.79000000
0.085268090493
Long
DBT
CORP
US
N
2
2028-04-30
Floating
0.04500000
N
N
N
N
N
N
JAB Cosmetics B.V.
N/A
HFC Prestige Products, Inc.
222070AG9
86000.00000000
PA
USD
87397.50000000
0.017232960775
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04750000
N
N
N
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
1320.00000000
NS
USD
198844.80000000
0.039208039576
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Partners, LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners, LP
65342QAL6
100000.00000000
PA
USD
105900.00000000
0.020881267154
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03875000
N
N
N
N
N
N
Equitrans Midstream Corporation
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAH3
100000.00000000
PA
USD
112000.00000000
0.022084059691
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.06500000
N
N
N
N
N
N
State Street Corporation
549300Y3ODFMPD5XXL58
SPDR S&P Biotech ETF
78464A870
1789.00000000
NS
USD
200296.44000000
0.039494272651
Long
RF
US
N
1
N
N
N
DISH Network Corporation
N/A
DISH DBS Corporation
25470XBE4
61000.00000000
PA
USD
61962.89000000
0.012217787155
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.05250000
N
N
N
N
N
N
Caterpillar Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
188.00000000
NS
USD
38867.12000000
0.007663783911
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
21000.00000000
PA
USD
22752.13000000
0.004486244616
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.07500000
N
N
N
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc., Term Loan
N/A
617087.63000000
PA
USD
612113.90000000
0.120696070584
Long
DBT
CORP
US
N
2
2028-03-03
Floating
0.03750000
N
N
N
N
N
N
Enterprise Products Partners L.P.
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners, LP
293792107
17985.00000000
NS
USD
394950.60000000
0.077876005585
Long
EC
CORP
US
N
1
N
N
N
Sysco Corporation
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829BL0
45000.00000000
PA
USD
56168.95000000
0.011075343255
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.05950000
N
N
N
N
N
N
Bank of Marin Bancorp
N/A
Bank of Marin Bancorp
063425102
133.00000000
NS
USD
4951.59000000
0.000976350081
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust Incorporated
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc.
421946104
2677.00000000
NS
USD
84700.28000000
0.016701125351
Long
EC
CORP
US
N
1
N
N
N
UWM Holdings Corporation
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
913229AA8
70000.00000000
PA
USD
68687.50000000
0.013543739732
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
Byline Bancorp, Inc.
549300W7ODP4YL2H4823
Byline Bancorp, Inc.
124411109
11063.00000000
NS
USD
302573.05000000
0.059661083010
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corporation
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AM4
50000.00000000
PA
USD
51623.50000000
0.010179075495
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAV2
31000.00000000
PA
USD
35610.60000000
0.007021666214
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06125000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAY6
67000.00000000
PA
USD
72290.53000000
0.014254181961
Long
DBT
CORP
JP
N
2
2028-01-17
Fixed
0.03544000
N
N
N
N
N
N
INEOS Limited
N/A
Gemini HDPE, LLC, Term Loan
N/A
502901.87000000
PA
USD
501800.51000000
0.098944575142
Long
DBT
CORP
US
N
2
2027-12-31
Floating
0.03500000
N
N
N
N
N
N
BlackRock, Inc.
549300JU1XG1HF56J989
BlackRock TCP Capital Corporation
09259E108
1800.00000000
NS
USD
24318.00000000
0.004795001460
Long
EC
CORP
US
N
1
N
N
N
The Allstate Corporation
OBT0W1ED8G0NWVOLOJ77
Allstate Corporation, 5.100%
020002838
5700.00000000
NS
USD
154584.00000000
0.030480734672
Long
EP
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
34000.00000000
PA
USD
34719.22000000
0.006845904704
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
7176.00000000
NS
USD
521049.36000000
0.102740046146
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
45000.00000000
PA
USD
46870.18000000
0.009241820114
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03200000
N
N
N
N
N
N
Precision Drilling Corporation
549300WF2OE8T5BP4B84
Precision Drilling Corporation
740212AM7
60000.00000000
PA
USD
61153.20000000
0.012058133206
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
0.06875000
N
N
N
N
N
N
Vishay Intertechnology, Inc.
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc., Convertible
928298AP3
130000.00000000
PA
USD
134394.00000000
0.026499688555
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.02250000
N
N
N
N
Y
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDM5
50000.00000000
PA
USD
49632.28000000
0.009786448519
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.01200000
N
N
N
N
N
N
Seacoast Banking Corporation of Florida
549300V6IC06XYQYPG88
Seacoast Banking Corporation of Florida
811707801
7893.00000000
NS
USD
279333.27000000
0.055078684004
Long
EC
CORP
US
N
1
N
N
N
Adient plc
213800SOTRCDGZUHL712
Adient US, LLC, Term Loan
N/A
149250.00000000
PA
USD
149094.78000000
0.029398375189
Long
DBT
CORP
US
N
2
2028-04-08
Floating
0.03604200
N
N
N
N
N
N
The Hartford Financial Services Group, Inc.
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515BE3
45000.00000000
PA
USD
46664.79000000
0.009201321498
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
0.02800000
N
N
N
N
N
N
Badger Daylighting Ltd.
254900BS2WTIBXVDKM03
Badger Infrastructure Solution
056533953
14836.00000000
NS
372849.87000000
0.073518203437
Long
EC
CORP
CA
N
2
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A66D1
454825.24000000
PA
USD
19697.66000000
0.003883966957
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
0.03000000
N
N
N
N
N
N
Helmerich & Payne, Inc.
254900NAOGHJ88RZ4C73
Helmerich & Payne, Inc.
423452101
12028.00000000
NS
USD
285063.60000000
0.056208585341
Long
EC
CORP
US
N
1
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class C
904311206
4497.00000000
NS
USD
81125.88000000
0.015996328361
Long
EC
CORP
US
N
1
N
N
N
Tokyo Century Corporation
549300ODEK8HY3445C77
Aviation Capital Group, LLC
05369AAH4
46000.00000000
PA
USD
50328.04000000
0.009923637852
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.05500000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AV7
22000.00000000
PA
USD
22045.61000000
0.004346933635
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.02100000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAX9
45000.00000000
PA
USD
49997.77000000
0.009858515509
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04050000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AT6
20000.00000000
PA
USD
21585.60000000
0.004256229275
Long
DBT
CORP
GB
N
2
2025-03-30
Variable
0.06375000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
064058AH3
42000.00000000
PA
USD
44803.50000000
0.008834314003
Long
DBT
CORP
US
N
2
2025-09-20
Variable
0.04700000
N
N
N
N
N
N
Air Canada 2015-1 Pass Through Trusts
N/A
Air Canada Pass Through Trust
009090AB7
13682.12000000
PA
USD
13752.18000000
0.002711642535
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
0.03875000
N
N
N
N
N
N
CommScope Holding Company, Inc.
M4TWC4QDOKW45N7T6Y12
CommScope Technologies Finance, LLC
20337YAA5
70000.00000000
PA
USD
70000.00000000
0.013802537307
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
6898.00000000
NS
USD
497897.64000000
0.098175010731
Long
EC
CORP
US
N
1
N
N
N
Accenture plc
N/A
Accenture plc
G1151C101
1235.00000000
NS
USD
511969.25000000
0.100949638188
Long
EC
CORP
IE
N
1
N
N
N
KKR & Co. Inc.
549300JOHU21WRN2Z451
KKR & Company, Inc.
48251W104
5657.00000000
NS
USD
421446.50000000
0.083100443417
Long
EC
CORP
US
N
1
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group
69527AAA4
55000.00000000
PA
USD
54587.50000000
0.010763514360
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
Ecolab Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865BM1
54000.00000000
PA
USD
53551.14000000
0.010559165824
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.02125000
N
N
N
N
N
N
Littelfuse, Inc.
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
876.00000000
NS
USD
275659.68000000
0.054354328818
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
9417535.20600000
PA
USD
94175352.06000000
18.56941157453
Long
STIV
PF
US
N
2
N
N
N
Enterprise Products Partners L.P.
5493004LGN656HWLDA30
Enterprise Products Operating, LLC
29379VBT9
45000.00000000
PA
USD
50515.63000000
0.009960626680
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
0.04150000
N
N
N
N
N
N
JBS S.A.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corporation
72147KAG3
65000.00000000
PA
USD
65650.00000000
0.012944808203
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
0.03500000
N
N
N
N
N
N
Howard Midstream Energy Partners, LLC
N/A
Howard Midstream Energy Partners, LLC
442722AA2
71000.00000000
PA
USD
72754.06000000
0.014345580391
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06750000
N
N
N
N
N
N
FS/KKR Advisor, LLC
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635AH0
45000.00000000
PA
USD
44409.24000000
0.008756574169
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02625000
N
N
N
N
N
N
ZF Friedrichshafen AG
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAC9
50000.00000000
PA
USD
53625.00000000
0.010573729472
Long
DBT
CORP
DE
N
2
2025-04-29
Fixed
0.04750000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
24000.00000000
PA
USD
26866.50000000
0.005297512408
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.05000000
N
N
N
N
N
N
Harley Marine Financing Llc
5493005HW7HO5Y757M86
Harley Marine Financing, LLC
41284LAA2
421312.04000000
PA
USD
412989.44000000
0.081432887900
Long
ABS-O
CORP
US
N
2
2043-05-15
Fixed
0.05682000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association Conventional 30-Yr. Pass Through
21H022614
10675000.00000000
PA
USD
10931855.34000000
2.155533445231
Long
ABS-MBS
USGA
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
165000.00000000
PA
USD
164209.65000000
0.032378711718
Long
DBT
CORP
US
N
2
2029-01-15
Floating
0.05354200
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636AAX9
61000.00000000
PA
USD
61052.49000000
0.012038275298
Long
DBT
CORP
DK
N
2
2023-01-12
Variable
0.05000000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company, Convertible
844741BG2
233000.00000000
PA
USD
310589.00000000
0.061241660852
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01250000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
Edwards Lifesciences Corporation
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corporation
28176E108
6328.00000000
NS
USD
819792.40000000
0.161645931215
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AT1
83000.00000000
PA
USD
85455.16000000
0.016849971914
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
0.03455000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
90000.00000000
PA
USD
97425.00000000
0.019210174244
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04750000
N
N
N
N
N
N
Jefferies Finance LLC
N/A
Jefferies Finance, LLC
47232MAF9
75000.00000000
PA
USD
76875.00000000
0.015158143649
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F020612
10975000.00000000
PA
USD
10941184.82000000
2.157373023742
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02000000
N
N
N
N
N
N
WATERLOGIC USA HOLDINGS
N/A
Waterlogic USA Holdings, Inc., Term Loan
N/A
279300.00000000
PA
USD
279300.00000000
0.055072123855
Long
DBT
CORP
US
N
2
2028-08-12
Floating
0.04973700
N
N
N
N
N
N
Sun Country Airlines Holdings, Inc.
N/A
Sun Country Airlines Holdings, Inc.
866683105
8365.00000000
NS
USD
227946.25000000
0.044946237423
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners, LP
87612BBS0
20000.00000000
PA
USD
21719.00000000
0.004282532968
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.04875000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBG9
85000.00000000
PA
USD
93948.80000000
0.018524740242
Long
DBT
CORP
GB
N
2
2024-06-15
Variable
0.08000000
N
N
N
N
N
N
Spire Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
2466.00000000
NS
USD
160832.52000000
0.031712812249
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
6476.00000000
NS
USD
2178202.60000000
0.429496037841
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
Samsung Electronics Company, Ltd.
700593000
11549.00000000
NS
758480.24000000
0.149556454418
Long
EC
CORP
KR
N
2
N
N
N
Crestwood Equity Partners LP
549300CUY0F1TYDLDL45
Crestwood Equity Partners, LP, 9.250%
226344307
6964.00000000
NS
USD
68525.76000000
0.013511847984
Long
EP
CORP
US
N
1
N
N
N
Preferred Term Securities Xxiii Ltd
N/A
Preferred Term Securities XXIII, Ltd.
74043AAC5
36637.56700000
PA
USD
31123.72000000
0.006136947234
Long
DBT
CORP
KY
N
2
2036-12-22
Floating
0.00402800
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
AstraZeneca Finance, LLC
04636NAE3
90000.00000000
PA
USD
89476.50000000
0.017642896133
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
0.01750000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887109
740.00000000
NS
USD
186095.20000000
0.036694084866
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDK5
112000.00000000
PA
USD
124826.04000000
0.024613086771
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.03850000
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AN6
45000.00000000
PA
USD
45610.23000000
0.008993384302
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.02500000
N
N
N
N
N
N
Prudential Financial, Inc.
F0ATD1Y4J8CHDKHSLD09
PGIM Global High Yield Fund, Inc.
69346J106
6905.00000000
NS
USD
104196.45000000
0.020545362691
Long
RF
US
N
1
N
N
N
Cargill, Incorporated
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BS2
43000.00000000
PA
USD
42395.86000000
0.008359577704
Long
DBT
CORP
US
N
2
2031-11-10
Fixed
0.02125000
N
N
N
N
N
N
Ziff Davis, Inc.
5493008OJYGLHD7MXA18
Ziff Davis, Inc., Convertible
48123VAD4
243000.00000000
PA
USD
300290.02000000
0.059210917200
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.01750000
N
N
N
N
Y
Ziff Davis Inc
Ziff Davis Inc
USD
XXXX
N
N
N
Ball Metalpack Guarantorco LLC
N/A
Ball Metalpack Finco, LLC, Term Loan
N/A
202650.00000000
PA
USD
202650.00000000
0.039958345504
Long
DBT
CORP
US
N
2
2025-07-31
Floating
0.04675400
N
N
N
N
N
N
NortonLifeLock Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
668771108
1173.00000000
NS
USD
30474.54000000
0.006008942503
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAR6
45000.00000000
PA
USD
48517.76000000
0.009566688463
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
0.03700000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Foods Group, Inc.
50076QAE6
76000.00000000
PA
USD
94540.77000000
0.018641464356
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
0.05000000
N
N
N
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340AU1
42000.00000000
PA
USD
45780.00000000
0.009026859398
Long
DBT
CORP
US
N
2
2025-07-01
Variable
0.05625000
N
N
N
N
N
N
Henry Schein, Inc.
VGO3WGL8H45T73F4RR92
Henry Schein, Inc.
806407102
239.00000000
NS
USD
18529.67000000
0.003653663735
Long
EC
CORP
US
N
1
N
N
N
Blackstone Inc.
549300YESIF051NRED20
Blackstone Strategic Credit Fund
09257R101
1355.00000000
NS
USD
18278.95000000
0.003604226990
Long
RF
US
N
1
N
N
N
The Hain Celestial Group, Inc.
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc.
405217100
9175.00000000
NS
USD
390946.75000000
0.077086530028
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFH7
70000.00000000
PA
USD
75030.13000000
0.014794373835
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
0.04200000
N
N
N
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank, 4.500%
33616C696
2900.00000000
NS
USD
75400.00000000
0.014867304470
Long
EP
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
1220.00000000
NS
USD
52557.60000000
0.010363260496
Long
EC
CORP
US
N
1
N
N
N
Banco Santander, S.A.
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAG0
67000.00000000
PA
USD
71911.60000000
0.014179464883
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
0.03823000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550AF2
55000.00000000
PA
USD
54997.25000000
0.010844308498
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03750000
N
N
N
N
N
N
Central Pacific Financial Corp.
549300W3YEAOZ4KGG849
Central Pacific Financial Corporation
154760409
407.00000000
NS
USD
11465.19000000
0.002260695895
Long
EC
CORP
US
N
1
N
N
N
PG&E Corporation
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Company
694308JM0
87000.00000000
PA
USD
94064.15000000
0.018547484851
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04550000
N
N
N
N
N
N
Volt Civ LLC
N/A
Vericrest Opportunity Loan Transferee
92873KAB2
250000.00000000
PA
USD
250000.00000000
0.049294776096
Long
ABS-CBDO
CORP
US
N
3
2051-12-26
Variable
0.05438100
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc., Term Loan
N/A
529650.00000000
PA
USD
530783.45000000
0.104659405294
Long
DBT
CORP
US
N
2
2025-05-31
Floating
0.03500000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EH3
288000.00000000
PA
USD
309960.00000000
0.061117635195
Long
DBT
CORP
US
N
2
2024-09-05
Variable
0.06250000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AE3
85000.00000000
PA
USD
90061.75000000
0.017758295204
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
HRNI HOLDINGS LLC
N/A
HRNI Holdings, LLC, Term Loan
N/A
268000.00000000
PA
USD
267777.56000000
0.052800139455
Long
DBT
CORP
US
N
2
2028-12-10
Floating
0.00000000
N
N
N
N
N
N
SM Energy Company
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454LAW0
35000.00000000
PA
USD
36225.00000000
0.007142813056
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06500000
N
N
N
N
N
N
Bellemeade Re 2018-1 Ltd.
549300O2GEH6GH9NO762
Bellemeade Re, Ltd.
078768AD0
82301.05000000
PA
USD
82301.07000000
0.016228051272
Long
ABS-CBDO
CORP
BM
N
2
2028-04-25
Floating
0.01701900
N
N
N
N
N
N
Glencore plc
213800STG1QDNBY87K49
Glencore Funding, LLC
378272AN8
67000.00000000
PA
USD
72281.29000000
0.014252360026
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
0.04000000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAA4
34000.00000000
PA
USD
34869.99000000
0.006875633398
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02450000
N
N
N
N
N
N
Chewy, Inc.
N/A
Chewy, Inc.
16679L109
185.00000000
NS
USD
10909.45000000
0.002151115580
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
152000.00000000
PA
USD
151750.55000000
0.029922037539
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
0.02129000
N
N
N
N
N
N
Summit Midstream Partners, LP
N/A
Summit Midstream Holdings, LLC
86614WAE6
64000.00000000
PA
USD
66683.52000000
0.013148596750
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.08500000
N
N
N
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
Intel Corporation
458140100
1950.00000000
NS
USD
100425.00000000
0.019801711558
Long
EC
CORP
US
N
1
N
N
N
Residential Funding Mortgage Securities I Inc.
N/A
Residential Funding Mortgage Security I Trust
76200RAV0
182734.21800000
PA
USD
174599.64000000
0.034427400641
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Fixed
0.06000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
100000.00000000
PA
USD
97990.00000000
0.019321580438
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAN7
45000.00000000
PA
USD
48279.83000000
0.009519773639
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A9XR4
1072937.41000000
PA
USD
62289.70000000
0.012282227258
Long
ABS-CBDO
USGSE
US
N
2
2027-11-25
Fixed
0.03000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
N/A
Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
251510FG3
109270.15300000
PA
USD
108735.09000000
0.021440287661
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Variable
0.02000200
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien, Ltd.
67077M108
5941.00000000
NS
USD
446763.20000000
0.088092367649
Long
EC
CORP
CA
N
1
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161N101
9672.00000000
NS
USD
558654.72000000
0.110155037351
Long
EC
CORP
US
N
1
N
N
N
TIAA Board of Governors
SQSNUOAGTXNFWCFS1I50
Nuveen Preferred Income Opportunities Fund
67073B106
1150.00000000
NS
USD
11224.00000000
0.002213138267
Long
RF
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
18282.00000000
NS
USD
317923.98000000
0.062687965639
Long
EC
CORP
US
N
1
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457100
275.00000000
NS
USD
7161.00000000
0.001411999566
Long
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135B101
4393.00000000
NS
USD
361983.20000000
0.071375523179
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBL8
41000.00000000
PA
USD
42285.62000000
0.008337840680
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
161.00000000
NS
USD
386276.03000000
0.076165561641
Long
EC
CORP
US
N
1
N
N
N
NGL Energy Partners LP
N/A
NGL Energy Partners, LP
62913TAJ1
50000.00000000
PA
USD
49250.00000000
0.009711070891
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.07500000
N
N
N
N
N
N
Bio-Techne Corporation
54930073RLKQ51TILZ35
Bio-Techne Corporation
09073M104
656.00000000
NS
USD
339375.04000000
0.066917666438
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
50000.00000000
PA
USD
50279.50000000
0.009914066779
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04000000
N
N
N
N
N
N
Eldorado Resorts, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
3246.00000000
NS
USD
303598.38000000
0.059863256661
Long
EC
CORP
US
N
1
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816CH0
50000.00000000
PA
USD
50087.50000000
0.009876208390
Long
DBT
CORP
US
N
2
2026-09-15
Variable
0.03550000
N
N
N
N
N
N
W&T Offshore, Inc.
549300Q7EOY2YIO3YK85
W&T Offshore, Inc.
92922PAL0
29000.00000000
PA
USD
27695.00000000
0.005460875296
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.09750000
N
N
N
N
N
N
Zions Bancorporation, National Association
8WH0EE09O9V05QJZ3V89
Zions Bancorporation NA
989701107
11272.00000000
NS
USD
711939.52000000
0.140379596931
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LW9
180000.00000000
PA
USD
198503.31000000
0.039140704883
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.04075000
N
N
N
N
N
N
Discover Financial Services
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
90000.00000000
PA
USD
94061.34000000
0.018546930778
Long
DBT
CORP
US
N
2
2028-08-09
Variable
0.04682000
N
N
N
N
N
N
Rockwell Holdco, Inc.
549300X3SKIUYR2MFH75
EnergySolutions, LLC, Term Loan
N/A
320925.23000000
PA
USD
319721.76000000
0.063042450289
Long
DBT
CORP
US
N
2
2025-05-11
Floating
0.04750000
N
N
N
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
20918.00000000
NS
USD
1325573.66000000
0.261375427078
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CW8
36000.00000000
PA
USD
38802.05000000
0.007650953467
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04100000
N
N
N
N
N
N
Audacy, Inc.
549300S5JUSXRHNCHD80
Entercom Media Corporation, Term Loan
N/A
432925.05000000
PA
USD
426864.10000000
0.084168680933
Long
DBT
CORP
US
N
2
2024-11-17
Floating
0.02601900
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BD6
128000.00000000
PA
USD
139520.00000000
0.027510428644
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.05375000
N
N
N
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corporation
929566AL1
73000.00000000
PA
USD
73730.00000000
0.014538015366
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04500000
N
N
N
N
N
N
Canadian Pacific Railway Limited
54930036474DURYNB481
Canadian Pacific Railway Company
13645RBE3
83000.00000000
PA
USD
83299.52000000
0.016424924749
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
0.01750000
N
N
N
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
2243.00000000
NS
USD
295156.37000000
0.058198668690
Long
EC
CORP
US
N
1
N
N
N
State Street Corporation
549300YI2V5ELVW58659
SPDR Bloomberg Short Term High Yield Bond ETF
78468R408
27710.00000000
NS
USD
752326.50000000
0.148343065476
Long
RF
US
N
1
N
N
N
Knowles Corporation
5493003EO323TDZQU148
Knowles Corporation
49926D109
11227.00000000
NS
USD
262150.45000000
0.051690590945
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
2039.00000000
NS
USD
1156235.34000000
0.227985448802
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
93000.00000000
PA
USD
91534.26000000
0.018048643407
Long
DBT
CORP
US
N
2
2027-07-20
Variable
0.01512000
N
N
N
N
N
N
Fifth Third Bancorp
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677AAB0
46000.00000000
PA
USD
49612.64000000
0.009782575921
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.03850000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
67000.00000000
PA
USD
68373.54000000
0.013481833380
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03250000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Companies, Inc., Term Loan
N/A
562175.00000000
PA
USD
556654.44000000
0.109760623932
Long
DBT
CORP
US
N
2
2028-04-15
Floating
0.05000000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179M103
26055.00000000
NS
USD
1147722.75000000
0.226306943929
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
546684.34000000
PA
USD
538713.68000000
0.106223080943
Long
DBT
CORP
US
N
2
2026-08-21
Floating
0.03628600
N
N
N
N
N
N
Western Midstream Partners, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AE4
70000.00000000
PA
USD
73356.15000000
0.014464299958
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03950000
N
N
N
N
N
N
Sprint Capital Corporation
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AD4
147000.00000000
PA
USD
185955.00000000
0.036666440356
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AQ9
45000.00000000
PA
USD
41711.83000000
0.008224701281
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.01600000
N
N
N
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
487.00000000
NS
USD
320046.66000000
0.063106513780
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62954HAE8
17000.00000000
PA
USD
17562.32000000
0.003462922528
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
0.02700000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
5045.00000000
NS
USD
951386.10000000
0.187593459124
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation, 4.750%
89832Q695
5025.00000000
NS
USD
133614.75000000
0.026346036737
Long
EP
CORP
US
N
1
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MBF9
89000.00000000
PA
USD
95549.94000000
0.018840451593
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04500000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAG8
68000.00000000
PA
USD
68831.03000000
0.013572040849
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01650000
N
N
N
N
N
N
ALLTECH INC
549300HV8FN6KMLFMN67
Alltech, Inc., Term Loan
N/A
259000.00000000
PA
USD
259000.00000000
0.051069388036
Long
DBT
CORP
US
N
3
2028-10-15
Floating
0.04500000
N
N
N
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BR2
45000.00000000
PA
USD
43512.02000000
0.008579661133
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
0.02150000
N
N
N
N
N
N
VICTORS MERGER CORP
N/A
Victors Merger Corporation
92641PAA4
44000.00000000
PA
USD
41360.00000000
0.008155327757
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.06375000
N
N
N
N
N
N
Scih Salt Holdings Inc.
N/A
SCIH Salt Holdings, Inc.
78433BAA6
65000.00000000
PA
USD
62400.00000000
0.012303976113
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.04875000
N
N
N
N
N
N
Standard Diversified Inc.
549300IYG00QF0VVP302
Turning Point Brands, Inc.
90041L105
6862.00000000
NS
USD
259246.36000000
0.051117965080
Long
EC
CORP
US
N
1
N
N
N
Plains All American Pipeline, L.P.
N/A
Plains All American Pipeline, LP
72650RBJ0
111000.00000000
PA
USD
121066.61000000
0.023871805730
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.04650000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
2448.00000000
NS
USD
217455.84000000
0.042877747774
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAF2
57000.00000000
PA
USD
58806.90000000
0.011595491873
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.05500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAR7
134000.00000000
PA
USD
147903.18000000
0.029163416568
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.04005000
N
N
N
N
N
N
PBF Energy Inc
N/A
PBF Holding Company, LLC
69318FAK4
40000.00000000
PA
USD
38050.00000000
0.007502664921
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09250000
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62954HAB4
45000.00000000
PA
USD
50414.90000000
0.009940764829
Long
DBT
CORP
XX
N
2
2029-06-18
Fixed
0.04300000
N
N
N
N
N
N
ALLEN MEDIA LLC
N/A
Allen Media, LLC, Term Loan
N/A
248741.60000000
PA
USD
248244.12000000
0.048948553250
Long
DBT
CORP
US
N
2
2027-02-10
Floating
0.05723700
N
N
N
N
N
N
Deere & Company
PWFTNG3EI0Y73OXWDH08
Deere & Company
244199105
301.00000000
NS
USD
103209.89000000
0.020350833674
Long
EC
CORP
US
N
1
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International, Inc.
127190304
217.00000000
NS
USD
58418.57000000
0.011518921312
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAH5
105000.00000000
PA
USD
110210.63000000
0.021731233317
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06250000
N
N
N
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
3181.00000000
NS
USD
1057014.49000000
0.208421170462
Long
EC
CORP
US
N
1
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc., Term Loan
N/A
988776.31000000
PA
USD
974765.35000000
0.192203358700
Long
DBT
CORP
US
N
2
2027-03-09
Floating
0.03104300
N
N
N
N
N
N
Aadvantage Loyalty IP Ltd.
N/A
American Airlines, Inc.
00253XAB7
15000.00000000
PA
USD
16030.80000000
0.003160938786
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
0.05750000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc., Convertible
85571BAH8
90000.00000000
PA
USD
94221.00000000
0.018578412394
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.04375000
N
N
N
N
Y
Starwood Property Trust Inc
Starwood Property Trust Inc
USD
XXXX
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc.
21925DAA7
90000.00000000
PA
USD
96196.50000000
0.018967939715
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06125000
N
N
N
N
N
N
FREEPORT LNG INVESTMENTS
549300LR5YVRZH4YPQ33
Freeport LNG Investments, LLLP, Term Loan
N/A
504000.00000000
PA
USD
498803.76000000
0.098353678661
Long
DBT
CORP
US
N
2
2028-12-21
Floating
0.04000000
N
N
N
N
N
N
Madison Park Funding Xxi Ltd.
N/A
Madison Park Funding XXI, Ltd.
55820JBJ8
275000.00000000
PA
USD
274997.80000000
0.054223819912
Long
ABS-O
CORP
KY
N
2
2032-10-15
Floating
0.02317650
N
N
N
N
N
N
Next Alt S.a R.L.
5493001ZMCICV4N02J21
Altice France SA
02156LAC5
25000.00000000
PA
USD
24810.25000000
0.004892062874
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
Pinterest, Inc.
N/A
Pinterest, Inc.
72352L106
166.00000000
NS
USD
6034.10000000
0.001189798433
Long
EC
CORP
US
N
1
N
N
N
Tenneco Inc.
549300U0EXXFAQFAD785
Tenneco, Inc., Term Loan
N/A
256692.10000000
PA
USD
252520.85000000
0.049791835042
Long
DBT
CORP
US
N
2
2025-10-01
Floating
0.03104300
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
44000.00000000
PA
USD
44392.18000000
0.008753210294
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
0.02550000
N
N
N
N
N
N
Ventas, Inc.
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92277GAD9
35000.00000000
PA
USD
36654.48000000
0.007227497538
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03750000
N
N
N
N
N
N
Whitebox Clo III Ltd.
N/A
Whitebox CLO III, Ltd.
96467HAG1
300000.00000000
PA
USD
297658.50000000
0.058692036443
Long
ABS-O
CORP
KY
N
2
2034-10-15
Floating
0.02320930
N
N
N
N
N
N
JBS S.A.
N/A
JBS USA, LLC
46590XAA4
25000.00000000
PA
USD
27500.25000000
0.005422474665
Long
DBT
CORP
XX
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
Ingevity Corporation
5493009UTFC4B5IMGF87
Ingevity Corporation
45688C107
5388.00000000
NS
USD
386319.60000000
0.076174152735
Long
EC
CORP
US
N
1
N
N
N
CHS Inc.
XEIEFTLYDQ1MZ6TZV015
CHS, Inc., 7.100%
12542R506
1250.00000000
NS
USD
34350.00000000
0.006773102235
Long
EP
CORP
US
N
1
N
N
N
Aerojet Rocketdyne Holdings, Inc.
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings, Inc.
007800105
2702.00000000
NS
USD
126345.52000000
0.024912696476
Long
EC
CORP
US
N
1
N
N
N
Roc Mortgage Trust 2021-RTL 1
N/A
ROC Securities Trust Series
77118TAA1
225000.00000000
PA
USD
222411.38000000
0.043854876713
Long
ABS-O
CORP
US
N
2
2026-08-25
Variable
0.02487000
N
N
N
N
N
N
Bank of America Corporation
N/A
Banc of America Alternative Loan Trust
05948KR92
156529.35600000
PA
USD
155965.49000000
0.030753135633
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
0.06000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
42408.00000000
NS
USD
1043236.80000000
0.205704497887
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703TAG1
67000.00000000
PA
USD
78537.00000000
0.015485855321
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05300000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAP8
90000.00000000
PA
USD
88600.94000000
0.017470253997
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
0.01627000
N
N
N
N
N
N
Voya Financial, Inc.
549300YJVN8KX08ZHI42
Voya Global Equity Dividend & Premium Opportunity Fund
92912T100
6777.00000000
NS
USD
42085.17000000
0.008298316128
Long
RF
US
N
1
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAD7
30000.00000000
PA
USD
30985.35000000
0.006109663562
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03750000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
91000.00000000
PA
USD
89447.64000000
0.017637205544
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.01462000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PAY2
145000.00000000
PA
USD
152883.26000000
0.030145384282
Long
DBT
CORP
US
N
2
2024-12-05
Variable
0.04023000
N
N
N
N
N
N
UBS Group AG
N/A
Master Asset Securitization Trust
55274QBN4
386399.10400000
PA
USD
71496.16000000
0.014097548795
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Floating
0.00601900
N
N
N
N
N
N
NXP Semiconductors N.V.
N/A
NXP Funding, LLC
62947QAZ1
48000.00000000
PA
USD
51561.89000000
0.010166927290
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
0.04875000
N
N
N
N
N
N
Fluor Corporation
CQ7WZ4NOFWT7FAE6Q943
Fluor Corporation
343412102
2754.00000000
NS
USD
68216.58000000
0.013450884148
Long
EC
CORP
US
N
1
N
N
N
SINCLAIR TELEVISION GROUP
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AY6
100000.00000000
PA
USD
97000.00000000
0.019126373125
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05500000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
11102.00000000
NS
USD
433866.16000000
0.085549340852
Long
EC
CORP
US
N
1
N
N
N
Libbey, Inc.
N/A
Libbey, Inc.
N/A
9232.00000000
NS
USD
92320.00000000
0.018203574917
Long
EC
CORP
US
N
3
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAK9
51000.00000000
PA
USD
51197.51000000
0.010095079168
Long
DBT
CORP
GB
N
2
2023-03-17
Variable
0.02858000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AE4H7
523769.13000000
PA
USD
24062.58000000
0.004744637973
Long
ABS-CBDO
USGSE
US
N
2
2031-11-25
Fixed
0.03000000
N
N
N
N
N
N
MGIC Investment Corporation
254900S8483WM4M98R28
MGIC Investment Corporation
552848103
833.00000000
NS
USD
12011.86000000
0.002368487796
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corporation
549300I4GMO6D34U1T02
Lam Research Corporation
512807108
703.00000000
NS
USD
505562.45000000
0.099686351102
Long
EC
CORP
US
N
1
N
N
N
Barings Clo Ltd. 2016-II
549300Z33CTC4YAKLT16
Barings CLO, Ltd.
06761CAS8
400000.00000000
PA
USD
400000.00000000
0.078871641754
Long
ABS-O
CORP
US
N
2
2032-01-20
Floating
0.03240560
N
N
N
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
1748.00000000
NS
USD
626448.24000000
0.123522502908
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
90000.00000000
PA
USD
90171.42000000
0.017779919836
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.02100000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDD8
135000.00000000
PA
USD
140737.50000000
0.027750494203
Long
DBT
CORP
US
N
2
2024-12-15
Variable
0.04650000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816109
3088.00000000
NS
USD
505196.80000000
0.099614252563
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AX8
68000.00000000
PA
USD
66742.67000000
0.013160259895
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.01650000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXH2
44000.00000000
PA
USD
48435.92000000
0.009550551325
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.03800000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc., Term Loan
N/A
942875.00000000
PA
USD
935077.42000000
0.184377728208
Long
DBT
CORP
US
N
2
2028-02-09
Floating
0.03500000
N
N
N
N
N
N
Mattamy Group Corporation
5493008TNY7A82WCXU31
Mattamy Group Corporation
57701RAJ1
100000.00000000
PA
USD
105175.00000000
0.020738312303
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
0.05250000
N
N
N
N
N
N
Homeward Opportunities Fund I Trust 2018-2
N/A
Homeward Opportunities Fund I Trust
43789CAF7
300000.00000000
PA
USD
303672.21000000
0.059877814395
Long
ABS-CBDO
CORP
US
N
2
2058-11-25
Variable
0.05684000
N
N
N
N
N
N
TrustCo Bank Corp NY
N/A
TrustCo Bank Corporation NY
898349204
402.00000000
NS
USD
13390.62000000
0.002640350458
Long
EC
CORP
US
N
1
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AG6
129000.00000000
PA
USD
133192.50000000
0.026262777861
Long
DBT
CORP
JP
N
2
2050-01-23
Variable
0.03400000
N
N
N
N
N
N
Schlumberger Limited
549300P4EXZFF0LRNF59
Schlumberger Finance Canada, Ltd.
80685XAC5
35000.00000000
PA
USD
34870.32000000
0.006875698467
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
0.01400000
N
N
N
N
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030AJ7
120000.00000000
PA
USD
119100.00000000
0.023484031332
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.03875000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE TRUST
N/A
Diversified Healthcare Trust
25525PAB3
29000.00000000
PA
USD
27852.04000000
0.005491840302
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04375000
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AU0
67000.00000000
PA
USD
73389.86000000
0.014470946865
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04200000
N
N
N
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AD3
168000.00000000
PA
USD
180810.00000000
0.035651953864
Long
DBT
CORP
JP
N
2
2044-10-16
Variable
0.05100000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
15000.00000000
PA
USD
15300.00000000
0.003016840297
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
0.03875000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAR0
22000.00000000
PA
USD
22674.29000000
0.004470896194
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
0.03125000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBD2
90000.00000000
PA
USD
104780.18000000
0.020660462049
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505104
27861.00000000
NS
USD
1239535.89000000
0.244410576645
Long
EC
CORP
US
N
1
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260Q107
1394.00000000
NS
USD
351803.78000000
0.069368354260
Long
EC
CORP
US
N
1
N
N
Alpha Frontier Limited
254900E35Z4TKA4UFG64
Playtika Holding Corporation
72815LAA5
45000.00000000
PA
USD
44100.00000000
0.008695598503
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
Triumph Bancorp, Inc.
5493003RNRMEVYDZ1Q52
Triumph Bancorp, Inc.
89679E300
4292.00000000
NS
USD
511091.36000000
0.100776536624
Long
EC
CORP
US
N
1
N
N
N
VOYAGE AUSTRALIA PTY LTD
984500552F00VE5LE453
Voyage Australia Property, Ltd., Term Loan
N/A
264337.50000000
PA
USD
264089.02000000
0.052072836442
Long
DBT
CORP
US
N
2
2028-06-18
Floating
0.04000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
88000.00000000
PA
USD
87304.90000000
0.017214701990
Long
DBT
CORP
US
N
2
2025-10-21
Variable
0.01164000
N
N
N
N
N
N
Curtiss-Wright Corporation
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corporation
231561101
2751.00000000
NS
USD
381481.17000000
0.075220115441
Long
EC
CORP
US
N
1
N
N
N
Churchill Downs Incorporated
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AE8
45000.00000000
PA
USD
46575.00000000
0.009183616786
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBD6
68000.00000000
PA
USD
77562.15000000
0.015293635271
Long
DBT
CORP
GB
N
2
2029-05-16
Variable
0.04972000
N
N
N
N
N
N
Macquarie Infrastructure Holdings, LLC
549300TH2PHOLK31LB42
ITT Holdings, LLC
45074JAA2
65000.00000000
PA
USD
64350.00000000
0.012688475367
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.06500000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
5842.00000000
NS
USD
772779.76000000
0.152376020965
Long
EC
CORP
US
N
1
N
N
N
JELD-WEN Holding, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AC4
80000.00000000
PA
USD
80600.00000000
0.015892635813
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04625000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAK5
30000.00000000
PA
USD
31911.60000000
0.006292300707
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04625000
N
N
N
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
20388.00000000
NS
USD
668522.52000000
0.131818671756
Long
EC
CORP
US
N
1
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
35000.00000000
PA
USD
34810.71000000
0.006863944620
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.01800000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159VJ2
126000.00000000
PA
USD
135016.88000000
0.026622507475
Long
DBT
CORP
CA
N
2
2025-06-04
Variable
0.04900000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
4344.00000000
NS
USD
519933.36000000
0.102519994265
Long
EC
CORP
US
N
1
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
55000.00000000
PA
USD
57062.50000000
0.011251532644
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
0.04625000
N
N
N
N
N
N
Peapack-Gladstone Financial Corporation
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corporation
704699107
130.00000000
NS
USD
4602.00000000
0.000907418238
Long
EC
CORP
US
N
1
N
N
N
Volt XCVII LLC
N/A
Vericrest Opportunity Loan Transferee
91835EAB5
350000.00000000
PA
USD
346338.34000000
0.068290683696
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
0.04826200
N
N
N
N
N
N
Teledyne Technologies Incorporated
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
442.00000000
NS
USD
193105.38000000
0.038076345880
Long
EC
CORP
US
N
1
N
N
N
BlackRock, Inc.
N/A
BlackRock, Inc.
09247X101
711.00000000
NS
USD
650963.16000000
0.128356332877
Long
EC
CORP
US
N
1
N
N
N
Federation Nationale du Credit Agricole
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AL9
54000.00000000
PA
USD
58927.50000000
0.011619271673
Long
DBT
CORP
FR
N
2
2024-09-23
Variable
0.06875000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I 2021-Npl2 Llc
N/A
Pretium Mortgage Credit Partners, LLC
741386AB2
250000.00000000
PA
USD
246962.70000000
0.048695884003
Long
ABS-CBDO
CORP
US
N
2
2060-06-27
Variable
0.03844100
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
97000.00000000
PA
USD
94810.29000000
0.018694608068
Long
DBT
CORP
CH
N
2
2027-01-30
Variable
0.01364000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 4.750%
48128B622
3650.00000000
NS
USD
96141.00000000
0.018956996274
Long
EP
CORP
US
N
1
N
N
N
Barings CLO Ltd. 2018-III
5493000D71NBEM2WZE67
Babson CLO, Ltd.
06760PAJ0
300000.00000000
PA
USD
292362.00000000
0.057647677316
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
0.03031500
N
N
N
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
State Street Corporation
857477BE2
31000.00000000
PA
USD
31949.90000000
0.006299852667
Long
DBT
CORP
US
N
2
2025-11-01
Variable
0.02354000
N
N
N
N
N
N
Macy's, Inc.
N/A
Macy's Retail Holdings, LLC
55617LAP7
65000.00000000
PA
USD
69306.25000000
0.013665744303
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.05875000
N
N
N
N
N
Insulet Corporation
549300TZTYD2PYN92D43
Insulet Corporation
45784P101
1440.00000000
NS
USD
383140.80000000
0.075547359798
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BD5
35000.00000000
PA
USD
36639.11000000
0.007224466895
Long
DBT
CORP
JP
N
2
2024-03-07
Fixed
0.03407000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BS4
45000.00000000
PA
USD
43608.12000000
0.008598610045
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
0.01500000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XBW5
68000.00000000
PA
USD
71551.76000000
0.014108511954
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
0.03950000
N
N
N
N
N
N
Delta Air Lines, Inc.
2549008L7P4I8VB90936
SkyMiles IP, Ltd., Term Loan
N/A
695000.00000000
PA
USD
734093.75000000
0.144747948161
Long
DBT
CORP
US
N
2
2027-10-20
Floating
0.04750000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BX8
60000.00000000
PA
USD
60181.80000000
0.011866593424
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PBK0
67000.00000000
PA
USD
74609.15000000
0.014711365376
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.04625000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
31325VQ72
520556.80000000
PA
USD
52815.22000000
0.010414057777
Long
ABS-CBDO
USGSE
US
N
2
2035-08-15
Fixed
0.03500000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company, Convertible, 6.750%
842587602
3847.00000000
NS
USD
206776.25000000
0.040771955783
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
12544JAB2
303884.24200000
PA
USD
222535.71000000
0.043879391991
Long
ABS-CBDO
CORP
US
N
2
2037-11-25
Fixed
0.06000000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
150000.00000000
PA
USD
156750.00000000
0.030907824612
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
39000.00000000
PA
USD
37827.49000000
0.007458790599
Long
DBT
CORP
US
N
2
2026-12-10
Variable
0.00985000
N
N
N
N
N
N
Sonos, Inc.
549300WEPU6075I77M08
Sonos, Inc.
83570H108
17797.00000000
NS
USD
530350.60000000
0.104574056319
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556H206
582.00000000
NS
USD
17564.76000000
0.003463403645
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
4025.00000000
NS
USD
862718.50000000
0.170110061168
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CY9
90000.00000000
PA
USD
104859.09000000
0.020676021453
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05150000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
20203.00000000
NS
USD
1049747.88000000
0.206988346810
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings, Inc.
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Company, Inc.
228255AH8
50000.00000000
PA
USD
60312.50000000
0.011892364733
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.07375000
N
N
N
N
N
N
Albertsons Investor Holdings, LLC
N/A
Albertson's Companies, Inc.
013092AG6
98000.00000000
PA
USD
98192.08000000
0.019361426392
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03500000
N
N
N
N
N
N
Progyny, Inc.
N/A
Progyny, Inc.
74340E103
5033.00000000
NS
USD
253411.55000000
0.049967462470
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDC3
92000.00000000
PA
USD
98198.73000000
0.019362737633
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04450000
N
N
N
N
N
N
M&T Bank Corporation
549300WYXDDBYRASEG81
M&T Bank Corporation
55261F104
2556.00000000
NS
USD
392550.48000000
0.077402752073
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625H100
6895.00000000
NS
USD
1091823.25000000
0.215284730584
Long
EC
CORP
US
N
1
N
N
N
ZH Trust 2021-1
N/A
ZH Trust
98879EAC5
290000.00000000
PA
USD
277100.51000000
0.054638430387
Long
ABS-CBDO
CORP
US
N
2
2027-02-18
Fixed
0.03262400
N
N
N
N
N
N
The PNC Financial Services Group, Inc.
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BC8
60000.00000000
PA
USD
59054.40000000
0.011644293702
Long
DBT
CORP
US
N
2
2026-09-15
Variable
0.03400000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CK3
45000.00000000
PA
USD
45343.69000000
0.008940828183
Long
DBT
CORP
DE
N
2
2032-05-28
Variable
0.03035000
N
N
N
N
N
N
Federation Nationale du Credit Agricole
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AM7
45000.00000000
PA
USD
46596.02000000
0.009187761491
Long
DBT
CORP
FR
N
2
2030-01-14
Fixed
0.03250000
N
N
N
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc.
12685J105
34.00000000
NS
USD
59957.30000000
0.011822326715
Long
EC
CORP
US
N
1
N
N
N
Metronet Systems Holdings, LLC
549300V3JVIFMP2JGN73
Metronet Systems Holdings, LLC, Term Loan
N/A
497877.19000000
PA
USD
497503.78000000
0.098097349769
Long
DBT
CORP
US
N
2
2028-06-02
Floating
0.04500000
N
N
N
N
N
N
TTM Technologies, Inc.
549300SC4BDOIS008048
TTM Technologies, Inc.
87305R109
38222.00000000
NS
USD
569507.80000000
0.112295037945
Long
EC
CORP
US
N
1
N
N
N
Lehman Brothers Holdings, Inc.
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579UU0
68782.93800000
PA
USD
63986.63000000
0.012616826396
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Variable
0.02772000
N
N
N
N
N
N
Amphenol Corporation
549300D3L3G0R4U4VT04
Amphenol Corporation
032095101
3636.00000000
NS
USD
318004.56000000
0.062703854331
Long
EC
CORP
US
N
1
N
N
N
CIT Group Inc.
N/A
IndyMac INDA Mortgage Loan Trust
45662BAA7
588505.12300000
PA
USD
554940.97000000
0.109422763452
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Variable
0.02886000
N
N
N
N
N
N
Delta Air Lines, Inc.
N/A
Delta Air Lines, Inc.
830867AB3
89000.00000000
PA
USD
97186.34000000
0.019163115479
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
0.04750000
N
N
N
N
N
N
Jbs Finance Luxembourg S.A R.L.
N/A
JBS Finance Luxembourg SARL
46592QAA7
52000.00000000
PA
USD
52195.52000000
0.010291865886
Long
DBT
CORP
LU
N
2
2032-01-15
Fixed
0.03625000
N
N
N
N
N
N
Cci Buyer, Inc.
254900TMV7DAFRQALU04
CCI Buyer, Inc., Term Loan
N/A
133987.50000000
PA
USD
133987.50000000
0.026419535249
Long
DBT
CORP
US
N
2
2027-12-17
Floating
0.04500000
N
N
N
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
N53745100
2476.00000000
NS
USD
228361.48000000
0.045028112102
Long
EC
CORP
NL
N
1
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BV2
20000.00000000
PA
USD
20748.20000000
0.004091111493
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
0.07125000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAW7
34000.00000000
PA
USD
34940.55000000
0.006889546355
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.02500000
N
N
N
N
N
N
Primo Water Corporation
5493005TMUI9D3MY9I37
Primo Water Corporation
74167P108
21774.00000000
NS
USD
383875.62000000
0.075692250947
Long
EC
CORP
CA
N
1
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAF9
32000.00000000
PA
USD
32439.65000000
0.006396421133
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.02300000
N
N
N
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAB2
35000.00000000
PA
USD
34496.49000000
0.006801987002
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.00950000
N
N
N
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
3000.00000000
PA
USD
3449.13000000
0.000680096364
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06875000
N
N
N
N
N
N
Great Gulf Group Limited
N/A
Ashton Woods USA, LLC
045086AM7
45000.00000000
PA
USD
44437.50000000
0.008762146451
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 2-Yr. U.S. Treasury Note
N/A
-12.00000000
NC
USD
4931.88000000
0.000972463681
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2022-03-31
-2622994.44000000
USD
4931.88000000
N
N
N
AMERICAN TRAILER WORLD
254900WNYWX3HF6TKT69
American Trailer World Corporation, Term Loan
N/A
308450.00000000
PA
USD
306963.27000000
0.060526742658
Long
DBT
CORP
US
N
2
2028-03-05
Floating
0.04500000
N
N
N
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
8378.00000000
NS
USD
592994.84000000
0.116926191457
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BR4
67000.00000000
PA
USD
76701.88000000
0.015124008003
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
0.05050000
N
N
N
N
N
N
Aadvantage Loyalty IP Ltd.
N/A
American Airlines, Inc.
00253XAA9
161000.00000000
PA
USD
167419.88000000
0.033011701995
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
0.05500000
N
N
N
N
N
N
Empire Community Corp
549300JM1L6KK2QFP273
Empire Communities Corporation
29163VAC7
70000.00000000
PA
USD
72450.00000000
0.014285626112
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
0.07000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
70000.00000000
PA
USD
71662.50000000
0.014130347568
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04125000
N
N
N
N
N
N
DRAWBRIDGE SPECIAL OPPORTUNITIES FUND
N/A
Drawbridge Special Opportunities Fund, LP
26150TAE9
100000.00000000
PA
USD
101856.78000000
0.020084028656
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.03875000
N
N
N
N
N
N
Cascades Inc.
N/A
Cascades USA, Inc.
14739LAA0
50000.00000000
PA
USD
52000.00000000
0.010253313428
Long
DBT
CORP
XX
N
2
2026-01-15
Fixed
0.05125000
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
1972.00000000
NS
USD
818399.72000000
0.161371323820
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
907818FJ2
45000.00000000
PA
USD
46138.31000000
0.009097510643
Long
DBT
CORP
US
N
2
2027-02-05
Fixed
0.02150000
N
N
N
N
N
N
M&T Bank Corporation
549300WYXDDBYRASEG81
M&T Bank Corporation
55261FAN4
58000.00000000
PA
USD
56828.40000000
0.011205373015
Long
DBT
CORP
US
N
2
2026-09-01
Variable
0.03500000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
3011.00000000
NS
USD
1395718.94000000
0.275206610565
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc.
N/A
AAdvantage Loyalty IP, Ltd., Term Loan
N/A
840000.00000000
PA
USD
868946.40000000
0.171338072912
Long
DBT
CORP
US
N
2
2028-04-20
Floating
0.05500000
N
N
N
N
N
N
Daimler AG
549300423Z16BB673J12
Daimler Finance North America, LLC
233851EC4
68000.00000000
PA
USD
67319.86000000
0.013274069702
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.01450000
N
N
N
N
N
N
Invesco Ltd.
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
5900.00000000
NS
USD
130390.00000000
0.025710183421
Long
RF
US
N
1
N
N
N
Cenovus Energy Inc.
549300NKHFE6ZRF37I48
Cenovus Energy, Inc.
15135UAS8
146000.00000000
PA
USD
161114.57000000
0.031768426616
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.05375000
N
N
N
N
N
N
TCI-Flatiron CLO 2016-1 Ltd.
549300EEOTVLW827QY91
TCI-Flatiron CLO, Ltd.
87230AAQ9
785000.00000000
PA
USD
785160.93000000
0.154817328977
Long
ABS-O
CORP
KY
N
2
2032-01-17
Floating
0.02322200
N
N
N
N
N
N
Bridge Bancorp, Inc.
N/A
Dime Community Bancshares, Inc.
25432X102
46.00000000
NS
USD
1617.36000000
0.000318909596
Long
EC
CORP
US
N
1
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group, LLC, Delayed Draw
N/A
64038.46000000
PA
USD
63698.42000000
0.012559997406
Long
DBT
CORP
US
N
2
2027-11-20
Floating
0.00000000
N
N
N
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACA3
45000.00000000
PA
USD
43718.09000000
0.008620293831
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.02100000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAM6
34000.00000000
PA
USD
33862.52000000
0.006676981365
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.00700000
N
N
N
N
N
N
Essential Properties Realty Trust, Inc.
N/A
Essential Properties Realty Trust, Inc.
29670E107
5867.00000000
NS
USD
169145.61000000
0.033351979890
Long
EC
CORP
US
N
1
N
N
N
Unifrax Escrow Issuer Corp.
N/A
Unifrax Escrow Issuer Corporation
90473LAA0
64000.00000000
PA
USD
64688.00000000
0.012755121904
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
0.05250000
N
N
N
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO, Ltd.
54303PBC8
375000.00000000
PA
USD
374757.38000000
0.073894324550
Long
ABS-O
CORP
US
N
2
2029-04-15
Floating
0.02423800
N
N
N
N
N
N
Canadian Pacific Railway Limited
N/A
Canadian Pacific Railway, Ltd.
13645T100
1229.00000000
NS
USD
88414.26000000
0.017433444601
Long
EC
CORP
CA
N
1
N
N
N
Berkshire Hathaway Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
1555.00000000
NS
USD
464945.00000000
0.091677438689
Long
EC
CORP
US
N
1
N
N
N
Genworth Mortgage Insurance Co
N/A
Genworth Mortgage Insurance Corporation
89600GAA9
200000.00000000
PA
USD
200114.16000000
0.039458330843
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Floating
0.02151900
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company
110122108
239.00000000
NS
USD
14901.65000000
0.002938294000
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group, Ltd.
G0450A105
12411.00000000
NS
USD
551668.95000000
0.108777589479
Long
EC
CORP
BM
N
1
N
N
N
SeaWorld Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks and Entertainment, Inc.
81282UAG7
73000.00000000
PA
USD
74332.62000000
0.014656839438
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.05250000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 5-Yr. U.S. Treasury Note
N/A
-11.00000000
NC
USD
-34.32000000
-0.00000676718
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2022-03-31
-1330707.84000000
USD
-34.32000000
N
N
N
ACProducts Holdings, Inc.
N/A
ACProducts Holdings, Inc., Term Loan
N/A
393025.00000000
PA
USD
387129.63000000
0.076333873725
Long
DBT
CORP
US
N
2
2028-05-17
Floating
0.04750000
N
N
N
N
N
N
NuVasive, Inc.
549300C5ZB4NZ6TWM881
NuVasive, Inc.
670704105
7324.00000000
NS
USD
384363.52000000
0.075788454632
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BC5
100000.00000000
PA
USD
105750.00000000
0.020851690288
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
0.09125000
N
N
N
N
N
N
TC Energy Corporation
549300Y0MFCAXLBWUV51
TransCanada Trust
89356BAB4
175000.00000000
PA
USD
191187.50000000
0.037698180020
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
0.05875000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXL3
67000.00000000
PA
USD
66826.37000000
0.013176763786
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.00627000
N
N
N
N
N
N
Galaxy XIX CLO Limited
5493000B2531UL3WQV87
Galaxy XIX CLO, Ltd.
36319QBS0
250000.00000000
PA
USD
248670.50000000
0.049032626477
Long
ABS-O
CORP
KY
N
2
2030-07-24
Floating
0.01973900
N
N
N
N
N
N
NICE Ltd.
254900YTY4EF5Z4W0A51
NICE, Ltd. ADR
653656108
1523.00000000
NS
USD
462382.80000000
0.091172226388
Long
EC
CORP
IL
N
1
N
N
N
Microchip Technology Incorporated
5493007PTFULNYZJ1R12
Microchip Technology, Inc., Convertible
595017AF1
73000.00000000
PA
USD
185693.75000000
0.036614927315
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.01625000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc
03969AAP5
75000.00000000
PA
USD
75468.75000000
0.014880860534
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
FS/KKR Advisor, LLC
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635AG2
45000.00000000
PA
USD
45697.04000000
0.009010501420
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03400000
N
N
N
N
N
N
GMACM Home Equity Loan Trust 2005-HE1
N/A
GMAC Mortgage Corporation Loan Trust
361856EB9
40043.19250000
PA
USD
26100.97000000
0.005146565888
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Floating
0.00601880
N
N
N
N
N
N
Leggett & Platt, Incorporated
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc.
524660107
7516.00000000
NS
USD
309358.56000000
0.060999043795
Long
EC
CORP
US
N
1
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
95000.00000000
PA
USD
95356.25000000
0.018802259972
Long
DBT
CORP
US
N
2
2028-11-06
Floating
0.07500000
N
N
N
N
N
N
American Electric Power Company, Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537AN1
44000.00000000
PA
USD
42896.51000000
0.008458295423
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02300000
N
N
N
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
G5960L103
9394.00000000
NS
USD
971809.30000000
0.191620487409
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corporation
N/A
Independent Bank Corporation
453838609
356.00000000
NS
USD
8497.72000000
0.001675572818
Long
EC
CORP
US
N
1
N
N
N
NEW Asurion Corporation
549300KNQVXGIOXWK278
Asurion, LLC, Term Loan
N/A
212850.00000000
PA
USD
211253.63000000
0.041654801561
Long
DBT
CORP
US
N
2
2026-12-23
Floating
0.03354300
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.125%
74460W537
6150.00000000
NS
USD
155410.50000000
0.030643703202
Long
EP
CORP
US
N
1
N
N
N
Independence Realty Trust, Inc.
549300Z3L8NU44NQEB29
Independence Realty Trust, Inc.
45378A106
11415.00000000
NS
USD
294849.45000000
0.058138150480
Long
EC
CORP
US
N
1
N
N
N
Hess Corporation
UASVRYNXNK17ULIGK870
Hess Corporation
42809HAF4
38000.00000000
PA
USD
39643.90000000
0.007816948696
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03500000
N
N
N
N
N
N
Endo International plc
N/A
Endo Finance, LLC
29273DAB6
35000.00000000
PA
USD
35627.20000000
0.007024939387
Long
DBT
CORP
XX
N
2
2027-07-31
Fixed
0.09500000
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAH6
105000.00000000
PA
USD
102784.83000000
0.020267020723
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
0.01200000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AP8
67000.00000000
PA
USD
68403.97000000
0.013487833541
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.02550000
N
N
N
N
N
N
Roche Holding AG
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BX9
62000.00000000
PA
USD
61816.75000000
0.012188971401
Long
DBT
CORP
US
N
2
2031-12-13
Fixed
0.02076000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
2004.00000000
NS
USD
362162.88000000
0.071410952320
Long
EC
CORP
US
N
1
N
N
N
Viemed Healthcare, Inc.
N/A
Viemed Healthcare, Inc.
92663R105
25686.00000000
NS
USD
134080.92000000
0.026437955721
Long
EC
CORP
CA
N
1
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92553PBD3
44000.00000000
PA
USD
43876.36000000
0.008651501368
Long
DBT
CORP
US
N
2
2057-02-28
Variable
0.05875000
N
N
N
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Company, Inc.
08652BAB5
45000.00000000
PA
USD
43172.20000000
0.008512655730
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.01950000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
41000.00000000
PA
USD
39931.72000000
0.007873700786
Long
DBT
CORP
FR
N
2
2026-12-14
Variable
0.01488000
N
N
N
N
N
N
Ciena Corporation
W0CZ7N0GH8UIGXDM1H41
Ciena Corporation
171779309
9410.00000000
NS
USD
724287.70000000
0.142814400004
Long
EC
CORP
US
N
1
N
N
N
MidWestOne Financial Group, Inc.
N/A
MidWestOne Financial Group, Inc.
598511103
1999.00000000
NS
USD
64707.63000000
0.012758992530
Long
EC
CORP
US
N
1
N
N
N
Tiger Acquisition, Llc
25490011XE2GWJKY5N51
Tiger Acquisition, LLC, Term Loan
N/A
169575.00000000
PA
USD
168364.23000000
0.033197908082
Long
DBT
CORP
US
N
2
2028-06-01
Floating
0.03750000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
84000.00000000
PA
USD
97096.44000000
0.019145389078
Long
DBT
CORP
FR
N
2
2025-09-29
Variable
0.08000000
N
N
N
N
N
N
BlackRock, Inc.
549300YX74JNY54XCY80
iShares S&P U.S. Preferred Stock Index Fund
464288687
7500.00000000
NS
USD
295725.00000000
0.058310790644
Long
RF
US
N
1
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912X302
6917.00000000
NS
USD
305938.91000000
0.060324760270
Long
EC
CORP
US
N
1
N
N
N
American Axle & Manufacturing Holdings, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
110000.00000000
PA
USD
114262.50000000
0.022530177415
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06500000
N
N
N
N
N
BlackRock, Inc.
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund, Inc.
09255P107
5809.00000000
NS
USD
71683.06000000
0.014134401570
Long
RF
US
N
1
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2, Inc.
75602BAA7
50000.00000000
PA
USD
49922.00000000
0.009843575249
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06250000
N
N
N
N
N
N
Chobani Inc.
549300ISVDMZ91KNTR38
Chobani, LLC, Term Loan
N/A
266625.00000000
PA
USD
267024.94000000
0.052651738518
Long
DBT
CORP
US
N
2
2027-10-23
Floating
0.04500000
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation, Convertible
04010LAW3
73000.00000000
PA
USD
83497.40000000
0.016463942550
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.04625000
N
N
N
N
Y
Ares Capital Corp
Ares Capital Corp
USD
XXXX
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco, LP
12657NAA8
53000.00000000
PA
USD
55318.75000000
0.010907701580
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.05500000
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787AQ0
68000.00000000
PA
USD
64582.42000000
0.012734303734
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.01900000
N
N
N
N
N
N
British American Tobacco p.l.c.
2138005GYEXN7XRHFA84
BAT Capital Corporation
05526DAZ8
56000.00000000
PA
USD
58203.25000000
0.011476464707
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03222000
N
N
N
N
N
N
salesforce.com, inc.
RCGZFPDMRW58VJ54VR07
Salesforce.com, Inc.
79466LAJ3
45000.00000000
PA
USD
44578.89000000
0.008790025604
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.01950000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563402
921.00000000
NS
USD
106725.48000000
0.021044034561
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corporation
30231GBH4
90000.00000000
PA
USD
94582.71000000
0.018649734048
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
0.02992000
N
N
N
N
N
N
Dewolf Park CLO, Ltd.
N/A
Dewolf Park CLO, Ltd.
25211AAL3
350000.00000000
PA
USD
347375.70000000
0.068495229411
Long
ABS-O
CORP
KY
N
2
2030-10-15
Floating
0.02973800
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBT1
112000.00000000
PA
USD
114624.36000000
0.022601528645
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AQGC6
433623.19400000
PA
USD
20498.80000000
0.004041935025
Long
ABS-CBDO
USGSE
US
N
2
2027-05-15
Fixed
0.03000000
N
N
N
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries, Ltd.
629571AA8
85000.00000000
PA
USD
78625.00000000
0.015503207082
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
0.07250000
N
N
N
N
N
N
Owl Rock Technology Finance Corp.
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AC2
22000.00000000
PA
USD
23418.76000000
0.004617690122
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04750000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2L6
90000.00000000
PA
USD
104554.59000000
0.020615980415
Long
DBT
CORP
US
N
2
2031-04-04
Variable
0.04478000
N
N
N
N
N
N
Principal Financial Group, Inc.
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEP0
68000.00000000
PA
USD
66362.20000000
0.013085239161
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
0.01250000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
10598.00000000
NS
USD
671701.24000000
0.132445448918
Long
EC
CORP
US
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AJ2
79000.00000000
PA
USD
81461.76000000
0.016062556878
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02375000
N
N
N
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corporation
101137107
755.00000000
NS
USD
32072.40000000
0.006324007107
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAH0
67000.00000000
PA
USD
73952.75000000
0.014581937011
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.03900000
N
N
N
N
N
N
Skymiles Ip Ltd. & Delta Air Lines Inc.
N/A
Delta Air Lines, Inc.
830867AA5
95882.00000000
PA
USD
100773.08000000
0.019870345660
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
0.04500000
N
N
N
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
911.00000000
NS
USD
165965.98000000
0.032725023295
Long
EC
CORP
US
N
1
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587107
545.00000000
NS
USD
37376.10000000
0.007369785923
Long
EC
CORP
US
N
1
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AJ4
91000.00000000
PA
USD
89433.10000000
0.017634338560
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.01400000
N
N
N
N
N
N
Rite Aid Corporation
529900W353T1JY1DKT44
Rite Aid Corporation
767754CK8
80000.00000000
PA
USD
82240.00000000
0.016216009544
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07500000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887CJ6
67000.00000000
PA
USD
69349.60000000
0.013674292017
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
0.02823000
N
N
N
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc., Convertible
703343AB9
78000.00000000
PA
USD
86482.50000000
0.017052541895
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.01000000
N
N
N
N
Y
Patrick Industries Inc
Patrick Industries Inc
USD
XXXX
N
N
N
Boston Properties, Inc.
BVHHEFJI6SHNOKQT2572
Boston Properties, LP
10112RBE3
45000.00000000
PA
USD
44663.51000000
0.008806710900
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
0.02550000
N
N
N
N
N
N
Volkswagen AG
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BE1
17000.00000000
PA
USD
17885.67000000
0.003526680391
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
0.03350000
N
N
N
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030AA5
41000.00000000
PA
USD
41240.90000000
0.008131843726
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03050000
N
N
N
N
N
N
Fox Corporation
549300DDU6FDRBIELS05
Fox Corporation
35137LAG0
76000.00000000
PA
USD
80262.95000000
0.015826176596
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.04030000
N
N
N
N
N
N
The Gap, Inc.
T2ZG1WRWZ4BUCMQL9224
Gap, Inc.
364760AP3
22000.00000000
PA
USD
21760.20000000
0.004290656747
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03625000
N
N
N
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
American Tower Corporation
03027XAT7
50000.00000000
PA
USD
52208.41000000
0.010294407525
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03375000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini Russell 2000 Index
N/A
-121.00000000
NC
USD
-42587.01000000
-0.00839726849
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
Russell 2000 Index
RTY
2022-03-21
-13526352.99000000
USD
-42587.01000000
N
N
N
Winnebago Industries, Inc.
549300B7OYKYJLTE3G11
Winnebago Industries, Inc., Convertible
974637AB6
173000.00000000
PA
USD
230766.12000000
0.045502256864
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.01500000
N
N
N
N
Y
Winnebago Industries Inc
Winnebago Industries Inc
USD
XXXX
N
N
N
OZLM IX Ltd
N/A
OZLM IX, Ltd.
67109KBA1
425000.00000000
PA
USD
425924.38000000
0.083983387785
Long
ABS-O
CORP
KY
N
2
2031-10-20
Floating
0.01681500
N
N
N
N
N
N
Frontier Communications Corporation
N/A
Frontier Communications Holdings, LLC
35906ABE7
79000.00000000
PA
USD
83542.50000000
0.016472835328
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
118.00000000
NS
USD
20497.78000000
0.004041733902
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BP3
91000.00000000
PA
USD
100234.68000000
0.019764184430
Long
DBT
CORP
GB
N
2
2028-03-23
Variable
0.06500000
N
N
N
N
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364GAN3
45000.00000000
PA
USD
44092.47000000
0.008694113744
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.01900000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBK1
31000.00000000
PA
USD
31464.03000000
0.006204049255
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAR2
85000.00000000
PA
USD
88612.50000000
0.017472533387
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CN7
112000.00000000
PA
USD
111908.16000000
0.022065950762
Long
DBT
CORP
GB
N
2
2030-12-17
Variable
0.04600000
N
N
N
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
54000.00000000
PA
USD
56700.00000000
0.011180055218
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AR8
54000.00000000
PA
USD
58728.36000000
0.011580005426
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04950000
N
N
N
N
N
N
DIRECTV Entertainment Holdings LLC
N/A
DIRECTV Holdings, LLC
25461LAA0
86000.00000000
PA
USD
88039.06000000
0.017359463001
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05875000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream, LP
417558AA1
85000.00000000
PA
USD
90950.00000000
0.017933439544
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.07500000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
1893.00000000
NS
USD
1259621.13000000
0.248370966280
Long
EC
CORP
SG
N
1
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
91835DAB7
350000.00000000
PA
USD
346219.44000000
0.068267239100
Long
ABS-CBDO
CORP
US
N
2
2051-05-25
Variable
0.04826300
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc., Convertible
00971TAL5
233000.00000000
PA
USD
272470.20000000
0.053725430008
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.00375000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
American Electric Power Company, Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc., Convertible, 6.125%
025537127
1386.00000000
NS
USD
69466.32000000
0.013697306762
Long
EP
CORP
US
N
1
N
N
N
The Mosaic Company
2YD5STGSJNMUB7H76907
Mosaic Company
61945CAF0
15000.00000000
PA
USD
15289.89000000
0.003014846816
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.03250000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ABC35
424257.63100000
PA
USD
41724.51000000
0.008227201512
Long
ABS-CBDO
USGSE
US
N
2
2033-02-25
Fixed
0.03000000
N
N
N
N
N
N
Sysco Corporation
5RGWIFLMGH3YS7KWI652
Sysco Corporation
871829107
4118.00000000
NS
USD
323468.90000000
0.063781307999
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
Realty Income Corporation
756109BF0
45000.00000000
PA
USD
50628.01000000
0.009982785668
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.04875000
N
N
N
N
N
N
Conns Receivables Funding 2020-A LLC
N/A
Conn's Receivables Funding
20825XAA6
9681.27000000
PA
USD
9691.61000000
0.001910982979
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
0.01710000
N
N
N
N
N
N
Gray Television, Inc.
N/A
Gray Escrow II, Inc.
389286AA3
140000.00000000
PA
USD
144025.00000000
0.028398720509
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.05375000
N
N
N
N
N
N
Realogy Holdings Corp.
N/A
Realogy Group, LLC
75606DAL5
90000.00000000
PA
USD
92250.00000000
0.018189772379
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
Alliant Energy Corporation
5493009ML300G373MZ12
Alliant Energy Corporation
018802108
7045.00000000
NS
USD
433056.15000000
0.085389623806
Long
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
50000.00000000
PA
USD
52437.50000000
0.010339579286
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687106
134.00000000
NS
USD
20755.26000000
0.004092503578
Long
EC
CORP
US
N
1
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AF3
120000.00000000
PA
USD
124800.00000000
0.024607952227
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04625000
N
N
N
N
N
N
MultiPlan Corporation
5493002WXOPRPTXWTU06
MPH Acquisition Holdings, LLC
553283AC6
41000.00000000
PA
USD
38991.00000000
0.007688210459
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.05750000
N
N
N
N
N
CNH Industrial N.V.
549300PNSJ5B81UMVO28
CNH Industrial Capital, LLC
12592BAK0
20000.00000000
PA
USD
20260.21000000
0.003994890062
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
0.01950000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587DJ3
109000.00000000
PA
USD
109000.00000000
0.021492522378
Long
DBT
CORP
US
N
2
2051-09-15
Variable
0.03750000
N
N
N
N
N
N
Radian Group Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
12537.00000000
NS
USD
264906.81000000
0.052234087541
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BM1
45000.00000000
PA
USD
45326.10000000
0.008937359803
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.03375000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien, Ltd.
67077MAE8
86000.00000000
PA
USD
94026.99000000
0.018540157676
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
0.04000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BT6
40000.00000000
PA
USD
42650.00000000
0.008409688802
Long
DBT
CORP
GB
N
2
2025-07-26
Variable
0.06000000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408HM8
45000.00000000
PA
USD
50591.29000000
0.009975545251
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29278NAQ6
67000.00000000
PA
USD
70996.94000000
0.013999113043
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03750000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAD3
30000.00000000
PA
USD
30573.00000000
0.006028356758
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05500000
N
N
N
N
N
N
Financial Institutions, Inc.
N/A
Financial Institutions, Inc.
317585404
235.00000000
NS
USD
7473.00000000
0.001473519447
Long
EC
CORP
US
N
1
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAF4
70000.00000000
PA
USD
73675.00000000
0.014527170515
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.04850000
N
N
N
N
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918A105
2051.00000000
NS
USD
188322.82000000
0.037133324983
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAV5
18000.00000000
PA
USD
19049.66000000
0.003756194897
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.04250000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
13538.00000000
NS
USD
1286110.00000000
0.253594017943
Long
EC
CORP
US
N
1
N
N
N
Target Corporation
8WDDFXB5T1Z6J0XC1L66
Target Corporation
87612E106
1240.00000000
NS
USD
286985.60000000
0.056587563580
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc.
169656105
602.00000000
NS
USD
1052446.50000000
0.207520458285
Long
EC
CORP
US
N
1
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
4709.00000000
NS
USD
409683.00000000
0.080780927022
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories, Inc.
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc.
25659T107
2298.00000000
NS
USD
218815.56000000
0.043145856146
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CH6
60000.00000000
PA
USD
61540.80000000
0.012134559827
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03400000
N
N
N
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI, Inc.
902104108
1387.00000000
NS
USD
94773.71000000
0.018687395257
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJT7
89000.00000000
PA
USD
90319.54000000
0.017809126005
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02687000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
3759.00000000
NS
USD
508968.60000000
0.100357972709
Long
EC
CORP
US
N
1
N
N
N
Wind River CLO Ltd
549300HNMTL6LADXI169
Wind River CLO, Ltd.
97316FAE1
200000.00000000
PA
USD
200002.20000000
0.039436254671
Long
ABS-O
CORP
US
N
2
2030-07-20
Floating
0.02131500
N
N
N
N
N
N
Hertz Global Holdings, Inc.
549300PD0C69OJ0NLB27
Hertz Corporation
428040DB2
54000.00000000
PA
USD
54046.17000000
0.010656775396
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.05000000
N
N
N
N
N
N
Sound Point CLO XXI, Ltd.
5493001O6AOY43J70E72
Sound Point CLO XXI, Ltd.
83613HAC1
800000.00000000
PA
USD
800032.00000000
0.157749593241
Long
ABS-O
CORP
KY
N
2
2031-10-26
Floating
0.01574900
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010LAZ6
113000.00000000
PA
USD
119090.01000000
0.023482061513
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
Truist Financial Corporation
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
42000.00000000
PA
USD
41890.54000000
0.008259939159
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
0.02250000
N
N
N
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
Navient Corporation
78442FEQ7
45000.00000000
PA
USD
46867.50000000
0.009241291674
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
0.05500000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CX6
35000.00000000
PA
USD
39276.55000000
0.007744514952
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.04300000
N
N
N
N
N
N
Oha Credit Funding 1, Ltd.
N/A
OHA Credit Funding 1, Ltd.
67115WAE0
390000.00000000
PA
USD
390031.20000000
0.076906002699
Long
ABS-O
CORP
KY
N
2
2030-10-20
Floating
0.01581500
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
90000.00000000
PA
USD
95576.49000000
0.018845686698
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
0.03700000
N
N
N
N
N
N
Lehman Brothers Holdings, Inc.
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579WZ7
123772.59800000
PA
USD
95553.27000000
0.018841108199
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
0.02933000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC
019576AC1
35000.00000000
PA
USD
34037.50000000
0.006711483765
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.06000000
N
N
N
N
N
N
Nissan Motor Co., Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Company, Ltd.
654744AA9
54000.00000000
PA
USD
55408.50000000
0.010925398405
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
0.03043000
N
N
N
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AH4
60000.00000000
PA
USD
62475.00000000
0.012318764546
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05875000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AT8
86000.00000000
PA
USD
101275.32000000
0.019969376894
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05750000
N
N
N
N
N
N
Allison Transmission Holdings, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
100000.00000000
PA
USD
97500.00000000
0.019224962677
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.03750000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48126HAA8
84000.00000000
PA
USD
87570.00000000
0.017266974171
Long
DBT
CORP
US
N
2
2023-08-01
Variable
0.06000000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BE1
95000.00000000
PA
USD
97424.40000000
0.019210055937
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03375000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYB4
44000.00000000
PA
USD
44315.99000000
0.008738187218
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02615000
N
N
N
N
N
N
AMSTED Industries Incorporated
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
80000.00000000
PA
USD
83200.00000000
0.016405301485
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.05625000
N
N
N
N
N
N
Illinois Tool Works Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
860.00000000
NS
USD
212248.00000000
0.041850870547
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 5.850%
61762V606
5880.00000000
NS
USD
171049.20000000
0.033727328062
Long
EP
CORP
US
N
1
N
N
N
RALI Series 2007-QS1 Trust
N/A
Residential Accredit Loans, Inc. Trust
74922KAA3
101217.67500000
PA
USD
98468.70000000
0.019415970076
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Fixed
0.06000000
N
N
N
N
N
N
Invesco Ltd.
N/A
Invesco Dynamic Credit Opportunities Fund
46091B207
5658.00000000
NS
USD
66812.49000000
0.013174026940
Long
RF
US
N
3
N
N
N
Hancock Whitney Corporation
549300GRNBWY8HIICT41
Hancock Whitney Corporation
410120109
87.00000000
NS
USD
4351.74000000
0.000858072195
Long
EC
CORP
US
N
1
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation, Term Loan
N/A
171162.50000000
PA
USD
169344.75000000
0.033391246137
Long
DBT
CORP
US
N
2
2026-08-28
Floating
0.02630000
N
N
N
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
1417.00000000
NS
USD
116108.98000000
0.022894264687
Long
EC
CORP
US
N
1
N
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722AAD5
75000.00000000
PA
USD
74625.00000000
0.014714490664
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.04875000
N
N
N
N
N
N
American Finance Trust, Inc.
N/A
American Finance Trust, Inc.
02608AAA7
55000.00000000
PA
USD
55404.80000000
0.010924668842
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
0.04500000
N
N
N
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187BN8
50000.00000000
PA
USD
44375.00000000
0.008749822757
Long
DBT
CORP
US
N
2
2022-02-17
Floating
0.02515400
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAQ2
141000.00000000
PA
USD
149942.69000000
0.029565565323
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
0.03600000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAN3
68000.00000000
PA
USD
75449.14000000
0.014876993851
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
0.03900000
N
N
N
N
N
N
Western Midstream Partners, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AL8
30000.00000000
PA
USD
35835.60000000
0.007066031513
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
0.05500000
N
N
N
N
N
N
CIT Group Inc.
N/A
Residential Asset Securitization Trust
45660LEW5
224157.73500000
PA
USD
233910.73000000
0.046122308247
Long
ABS-CBDO
CORP
US
N
2
2035-04-25
Fixed
0.05500000
N
N
N
N
N
N
Morgan Stanley
5493002EIY4NK3I3E865
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
27829F108
2001.00000000
NS
USD
21350.67000000
0.004209905988
Long
RF
US
N
1
N
N
N
Spirit Realty Capital, Inc.
549300GTBVIBJRX5BW73
Spirit Realty, LP
84861TAH1
100000.00000000
PA
USD
97330.15000000
0.019191471806
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.02100000
N
N
N
N
N
N
MAMBA PURCHASER INC
N/A
Mamba Purchaser, Inc., Term Loan
N/A
50000.00000000
PA
USD
50062.50000000
0.009871278913
Long
DBT
CORP
US
N
2
2029-10-14
Floating
0.07000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBT4
164000.00000000
PA
USD
184176.63000000
0.036315782952
Long
DBT
CORP
US
N
2
2028-03-15
Variable
0.05875000
N
N
N
N
N
N
Credit Acceptance Corporation
N/A
Credit Acceptance Corporation
225310AN1
70000.00000000
PA
USD
71750.00000000
0.014147600739
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
0.05125000
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Holding Company
125523100
2121.00000000
NS
USD
487045.23000000
0.096035142247
Long
EC
CORP
US
N
1
N
N
N
Banco Santander, S.A.
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
92000.00000000
PA
USD
90074.21000000
0.017760752056
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
0.01673000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc., Term Loan
N/A
406951.84000000
PA
USD
404713.60000000
0.079801065181
Long
DBT
CORP
US
N
2
2027-11-23
Floating
0.04250000
N
N
N
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
American Tower Corporation
03027XAW0
67000.00000000
PA
USD
72889.76000000
0.014372337595
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03800000
N
N
N
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670G102
579.00000000
NS
USD
31086.51000000
0.006129610200
Long
EC
CORP
US
N
1
N
N
N
The Scotts Miracle-Gro Company
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Company
810186AS5
100000.00000000
PA
USD
104250.00000000
0.020555921632
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04500000
N
N
N
N
N
N
Owl Rock Technology Finance Corp.
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corporation
691205AE8
67000.00000000
PA
USD
69012.94000000
0.013607909700
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
0.03750000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
110000.00000000
PA
USD
109609.50000000
0.021612703042
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
FS/KKR Advisor, LLC
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635206
1319.00000000
NS
USD
27619.86000000
0.005446059258
Long
EC
CORP
US
N
1
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAB3
25000.00000000
PA
USD
26000.00000000
0.005126656714
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04375000
N
N
N
N
N
N
Norfolk Southern Corporation
54930036C8MWP850MI84
Norfolk Southern Corporation
655844108
1717.00000000
NS
USD
511168.07000000
0.100791662233
Long
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
82000.00000000
PA
USD
90351.95000000
0.017815516580
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
0.08125000
N
N
N
N
N
N
Chubb Limited
E0JAN6VLUDI1HITHT809
Chubb, Ltd.
H1467J104
3335.00000000
NS
USD
644688.85000000
0.127119170051
Long
EC
CORP
CH
N
1
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
35000.00000000
PA
USD
36050.00000000
0.007108306713
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04375000
N
N
N
N
N
N
O-I Glass, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAR4
60000.00000000
PA
USD
62850.00000000
0.012392706710
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.05875000
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787107
3672.00000000
NS
USD
667863.36000000
0.131688699177
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Incorporated
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AV6
126000.00000000
PA
USD
133087.50000000
0.026242074055
Long
DBT
CORP
US
N
2
2027-10-15
Variable
0.04450000
N
N
N
N
N
N
Aon plc
N/A
Aon Corporation
03740LAC6
42000.00000000
PA
USD
42730.47000000
0.008425555804
Long
DBT
CORP
US
N
2
2031-12-02
Fixed
0.02600000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JM4
32000.00000000
PA
USD
34240.00000000
0.006751412534
Long
DBT
CORP
US
N
2
2025-05-15
Variable
0.05950000
N
N
N
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
3204.00000000
NS
USD
471116.16000000
0.092894262491
Long
EC
CORP
US
N
1
N
N
N
USA Compression Partners, LP
N/A
USA Compression Partners, LP
91740PAC2
40000.00000000
PA
USD
41600.00000000
0.008202650742
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.06875000
N
N
N
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AB4
69000.00000000
PA
USD
69092.81000000
0.013623658395
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03000000
N
N
N
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343103
646.00000000
NS
USD
52125.74000000
0.010278106728
Long
EC
CORP
US
N
1
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX Corporation
126408103
10070.00000000
NS
USD
378632.00000000
0.074658318652
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent, L.P.
549300N4PXZ37U8QKI55
American Homes 4 Rent, LP
02666TAC1
45000.00000000
PA
USD
44101.59000000
0.008695912018
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.02375000
N
N
N
N
N
N
Air Transport Services Group, Inc.
5493000F3MSFGIXTQE27
Air Transport Services Group, Inc., Convertible
00922RAB1
79000.00000000
PA
USD
87887.50000000
0.017329578536
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.01125000
N
N
N
N
Y
Air Transport Services Group Inc
Air Transport Services Group Inc
USD
XXXX
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc., 4.750%
00206R706
11000.00000000
NS
USD
288860.00000000
0.056957156093
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EN0
83000.00000000
PA
USD
89951.25000000
0.017736506913
Long
DBT
CORP
US
N
2
2025-03-17
Variable
0.06100000
N
N
N
N
N
N
CIT Group Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group, Inc.
125581GX0
89000.00000000
PA
USD
107467.50000000
0.021190345400
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
0.06125000
N
N
N
N
N
N
510 Asset Backed 2021-Npl2 Trust
N/A
510 Asset Backed Trust
33835JAB6
200000.00000000
PA
USD
196803.34000000
0.038805506321
Long
ABS-O
CORP
US
N
2
2061-06-25
Variable
0.04089900
N
N
N
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
455.00000000
NS
USD
296646.35000000
0.058492461612
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
126.00000000
NS
USD
79571.52000000
0.015689841048
Long
EC
CORP
US
N
1
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
746.00000000
NS
USD
124335.82000000
0.024516425630
Long
EC
CORP
US
N
1
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AH9
30000.00000000
PA
USD
29812.50000000
0.005878402049
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.03875000
N
N
N
N
N
N
Gilat Satellite Networks Ltd.
529900RVHDCYJ5YWHP12
Gilat Satellite Networks, Ltd.
M51474118
19066.00000000
NS
USD
134796.62000000
0.026579076806
Long
EC
CORP
IL
N
1
N
N
COTY INC
549300BO9IWPF3S48F93
Coty, Inc.
222070AE4
54000.00000000
PA
USD
55621.62000000
0.010967421216
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05000000
N
N
N
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AG1
30000.00000000
PA
USD
30262.50000000
0.005967132646
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.03250000
N
N
N
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc., Term Loan
N/A
60696.06000000
PA
USD
60696.06000000
0.011967994750
Long
DBT
CORP
US
N
2
2026-09-24
Floating
0.02375000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MG3
102000.00000000
PA
USD
105060.00000000
0.020715636706
Long
DBT
CORP
US
N
2
2024-09-12
Variable
0.05000000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HCF0
28000.00000000
PA
USD
28140.00000000
0.005548619997
Long
DBT
CORP
US
N
2
2026-09-01
Variable
0.03950000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
3112.00000000
NS
USD
147042.00000000
0.028993609867
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc., Convertible
91879QAN9
74000.00000000
PA
USD
78867.44000000
0.015551011184
Long
DBT
CORP
US
N
2
2026-01-01
None
0.00000000
N
N
N
N
Y
Vail Resorts Inc
Vail Resorts Inc
USD
XXXX
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAQ8
59000.00000000
PA
USD
60852.49000000
0.011998839477
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
0.03150000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610BD6
65000.00000000
PA
USD
65000.00000000
0.012816641785
Long
DBT
CORP
US
N
2
2026-10-06
Variable
0.04000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCE3
90000.00000000
PA
USD
93375.00000000
0.018411598872
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
906.00000000
NS
USD
55438.14000000
0.010931242794
Long
EC
CORP
US
N
1
N
N
N
Lincoln Electric Holdings, Inc.
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
2458.00000000
NS
USD
342817.26000000
0.067596400295
Long
EC
CORP
US
N
1
N
N
N
Progress Software Corporation
549300R65B3JG6972S24
Progress Software Corporation, Convertible
743312AA8
22000.00000000
PA
USD
22814.75000000
0.004498591971
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.01000000
N
N
N
N
Y
Progress Software Corp
Progress Software Corp
USD
XXXX
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBP9
56000.00000000
PA
USD
54583.14000000
0.010762654659
Long
DBT
CORP
US
N
2
2082-01-15
Variable
0.03250000
N
N
N
N
N
N
The Kroger Co.
6CPEOKI6OYJ13Q6O7870
Kroger Company
501044DL2
45000.00000000
PA
USD
51827.16000000
0.010219232991
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04500000
N
N
N
N
N
N
Simon Property Group, Inc.
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807DG9
68000.00000000
PA
USD
69209.39000000
0.013646645535
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.02000000
N
N
N
N
N
N
VICI Properties Inc.
N/A
VICI Properties, LP
92564RAA3
50000.00000000
PA
USD
52073.50000000
0.010267806092
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
Transocean Ltd.
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BQ1
50000.00000000
PA
USD
49000.00000000
0.009661776114
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
0.11500000
N
N
N
N
N
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
2779.00000000
NS
USD
301549.29000000
0.059459218930
Long
EC
CORP
US
N
1
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XCV6
48000.00000000
PA
USD
49626.85000000
0.009785377836
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
0.02900000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
107000.00000000
PA
USD
115672.35000000
0.022808170375
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585A102
4044.00000000
NS
USD
258775.56000000
0.051025133158
Long
EC
CORP
US
N
1
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AL8
20000.00000000
PA
USD
24850.00000000
0.004899900744
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
0.06875000
N
N
N
N
N
N
Wells Fargo Asset Management Holdings, LLC
5493001HF04TYQLWJP49
Allspring Income Opportunities Fund
94987B105
12489.00000000
NS
USD
114399.24000000
0.022557139685
Long
RF
US
N
1
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043101
6048.00000000
NS
USD
94469.76000000
0.018627462668
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBT6
39000.00000000
PA
USD
40109.14000000
0.007908684302
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
0.02448000
N
N
N
N
N
N
Crane Co.
549300X1RO9ID7AUCA83
Crane Company
224399105
7058.00000000
NS
USD
718010.34000000
0.141576635781
Long
EC
CORP
US
N
1
N
N
N
CQP HOLDCO LP
549300LPL012JY5D4B69
CQP Holdco LP, Term Loan
N/A
611925.00000000
PA
USD
610138.18000000
0.120306499884
Long
DBT
CORP
US
N
2
2028-06-04
Floating
0.04250000
N
N
N
N
N
N
Nippon Telegraph and Telephone Corporation
3538007PR116187GD960
NTT Finance Corporation
62954WAC9
54000.00000000
PA
USD
52976.45000000
0.010445848964
Long
DBT
CORP
JP
N
2
2026-04-03
Fixed
0.01162000
N
N
N
N
N
N
IAC/InterActiveCorp
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
1330.00000000
NS
USD
175892.50000000
0.034682325618
Long
EC
CORP
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXS8
51000.00000000
PA
USD
50000.70000000
0.009859093244
Long
DBT
CORP
US
N
2
2026-02-12
Variable
0.00855000
N
N
N
N
N
N
Transocean Ltd.
5493000CTMQ2LH21VM89
Transocean Proteus, Ltd.
893829AA9
25000.00000000
PA
USD
24625.00000000
0.004855535445
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
0.06250000
N
N
N
N
N
N
Packaging Holdings Limited
5493002QNV81KCX40V06
Pactiv Evergreen Group Holdings, Inc., Term Loan
N/A
445500.00000000
PA
USD
442577.52000000
0.087267039015
Long
DBT
CORP
US
N
2
2026-02-05
Floating
0.03354300
N
N
N
N
N
N
Targa Resources Corp.
N/A
Targa Resources Partners, LP
87612BBE1
40000.00000000
PA
USD
41222.80000000
0.008128274784
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05375000
N
N
N
N
N
N
Telesat Partnership LP
N/A
Telesat Canada
87952VAM8
15000.00000000
PA
USD
11640.00000000
0.002295164775
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
0.06500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBD4
45000.00000000
PA
USD
50757.32000000
0.010008282898
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
0.04800000
N
N
N
N
N
N
Waste Pro USA, Inc.
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
35000.00000000
PA
USD
34825.00000000
0.006866762310
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05500000
N
N
N
N
N
N
Jabil Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313AL7
45000.00000000
PA
USD
44876.99000000
0.008848804695
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.01700000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
45000.00000000
PA
USD
45497.25000000
0.008971107007
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03625000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBS7
66000.00000000
PA
USD
64930.35000000
0.012802908260
Long
DBT
CORP
JP
N
2
2027-07-09
Variable
0.01554000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148BAE8
206000.00000000
PA
USD
217330.00000000
0.042852934756
Long
DBT
CORP
US
N
2
2024-08-10
Variable
0.05500000
N
N
N
N
N
N
JPMorgan Chase & Co.
N/A
Bear Stearns Adjustable Rate Mortgage Trust
07384MZX3
55242.23400000
PA
USD
52011.79000000
0.010255638169
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
0.01640600
N
N
N
N
N
N
PGT Innovations, Inc.
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336VAB7
73000.00000000
PA
USD
73365.00000000
0.014466044993
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04375000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc., Convertible
00971TAJ0
74000.00000000
PA
USD
96851.20000000
0.019097032874
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.00125000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884L109
575.00000000
NS
USD
12540.75000000
0.002472773853
Long
EC
CORP
US
N
1
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAR1
89000.00000000
PA
USD
92686.68000000
0.018275876551
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.03000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDB2
35000.00000000
PA
USD
36228.40000000
0.007143483465
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03071000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank, Ltd.
86563VAT6
35000.00000000
PA
USD
34165.29000000
0.006736681283
Long
DBT
CORP
JP
N
2
2025-09-12
Fixed
0.01050000
N
N
N
N
N
N
Carnival Corporation & plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BN1
105000.00000000
PA
USD
105000.00000000
0.020703805960
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
Carnival Corporation & plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BR2
46000.00000000
PA
USD
45770.00000000
0.009024887607
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
0.06000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AF5
46000.00000000
PA
USD
49239.53000000
0.009709006425
Long
DBT
CORP
CH
N
2
2029-01-12
Variable
0.03869000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
General Electric Company
369604BQ5
51000.00000000
PA
USD
50490.00000000
0.009955572980
Long
DBT
CORP
US
N
2
2022-03-15
Floating
0.03532700
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
50000.00000000
PA
USD
52000.00000000
0.010253313428
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
Colgate-Palmolive Company
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Company
194162103
2349.00000000
NS
USD
200463.66000000
0.039527244940
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AR0
45000.00000000
PA
USD
47587.50000000
0.009383260630
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05375000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
35000.00000000
PA
USD
34496.99000000
0.006802085592
Long
DBT
CORP
NL
N
2
2026-06-24
Variable
0.01339000
N
N
N
N
N
N
GMACM Mortgage Loan Trust 2005-AR6
N/A
GMACM Mortgage Loan Trust
36185MBG6
29847.36000000
PA
USD
30419.42000000
0.005998073991
Long
ABS-CBDO
CORP
US
N
2
2035-11-19
Variable
0.03733600
N
N
N
N
N
N
GRINDING MEDIA INC
254900IYFJ03EGFQ8C34
Grinding Media, Inc., Term Loan
N/A
518700.00000000
PA
USD
517403.25000000
0.102021109442
Long
DBT
CORP
US
N
2
2028-09-22
Floating
0.04750000
N
N
N
N
N
N
BP p.l.c.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAE0
107000.00000000
PA
USD
120774.65000000
0.023814237319
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
0.04234000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
N/A
GSAA Home Equity Trust
36242DNF6
76740.05000000
PA
USD
80285.79000000
0.015830680167
Long
ABS-CBDO
CORP
US
N
2
2034-08-25
Variable
0.04530200
N
N
N
N
N
N
DICK'S Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc., Convertible
253393AD4
86000.00000000
PA
USD
303902.50000000
0.059923222771
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03250000
N
N
N
N
Y
Dick's Sporting Goods Inc
Dick's Sporting Goods Inc
USD
XXXX
N
N
N
LSF5 BI-LO Holdings, LLC
N/A
SEG Holding, LLC
78397KAA0
100000.00000000
PA
USD
104750.00000000
0.020654511184
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.05625000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VBR0
113000.00000000
PA
USD
111863.16000000
0.022057077702
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137B2CJ7
580901.06400000
PA
USD
40370.65000000
0.007960248610
Long
ABS-CBDO
USGSE
US
N
2
2033-04-15
Fixed
0.03000000
N
N
N
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax, Inc., Term Loan
N/A
491450.00000000
PA
USD
489813.47000000
0.096580981331
Long
DBT
CORP
US
N
2
2028-07-23
Floating
0.05500000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
1887.00000000
NS
USD
117918.63000000
0.023251089853
Long
EC
CORP
US
N
1
N
N
N
Tencent Holdings Limited
254900N4SLUMW4XUYY11
Tencent Holdings, Ltd.
88032WBA3
53000.00000000
PA
USD
53945.26000000
0.010636878052
Long
DBT
CORP
KY
N
2
2031-04-22
Fixed
0.02880000
N
N
N
N
N
N
The Gorman-Rupp Company
N/A
Gorman-Rupp Company
383082104
103.00000000
NS
USD
4588.65000000
0.000904785897
Long
EC
CORP
US
N
1
N
N
N
NEP Broadcasting, LLC
N/A
NEP Group, Inc., Term Loan
N/A
698400.00000000
PA
USD
683167.90000000
0.134706434668
Long
DBT
CORP
US
N
2
2025-10-20
Floating
0.03354300
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
378.00000000
NS
USD
143806.32000000
0.028355601382
Long
EC
CORP
US
N
1
N
N
N
Arch Street CLO, Ltd.
5493005A489KGIV6GS45
Arch Street CLO, Ltd.
03940ABA1
300000.00000000
PA
USD
300029.10000000
0.059159469228
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
0.03581500
N
N
N
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
528.00000000
NS
USD
86343.84000000
0.017025201040
Long
EC
CORP
US
N
1
N
N
N
Kaman Corporation
5493003YK076OLTEQF95
Kaman Corporation
483548103
942.00000000
NS
USD
40647.30000000
0.008014798209
Long
EC
CORP
US
N
1
N
N
N
Hertz Global Holdings, Inc.
549300PD0C69OJ0NLB27
Hertz Corporation, Term Loan
N/A
139300.00000000
PA
USD
139300.00000000
0.027467049241
Long
DBT
CORP
US
N
2
2028-06-30
Floating
0.03750000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
34000.00000000
PA
USD
34215.62000000
0.006746605307
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
0.02000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29278NAM5
126000.00000000
PA
USD
135610.32000000
0.026739521443
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
HCA Healthcare, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
245000.00000000
PA
USD
269255.00000000
0.053091459751
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05375000
N
N
N
N
N
N
Raytheon Technologies Corporation
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corporation
913017CY3
45000.00000000
PA
USD
50334.42000000
0.009924895855
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
0.04125000
N
N
N
N
N
N
Marathon Petroleum Corporation
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corporation
56585ABH4
125000.00000000
PA
USD
136365.25000000
0.026888377864
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04700000
N
N
N
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
Navient Corporation
63938CAK4
20000.00000000
PA
USD
20397.20000000
0.004021901628
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05000000
N
N
N
N
N
N
CommScope Holding Company, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AV9
50000.00000000
PA
USD
49125.00000000
0.009686423503
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07125000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc., Term Loan
N/A
41847.33000000
PA
USD
41340.14000000
0.008151411780
Long
DBT
CORP
US
N
2
2025-04-16
Floating
0.01854200
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
50000.00000000
PA
USD
51500.00000000
0.010154723875
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04750000
N
N
N
N
N
N
Colliers International Group Inc.
D3O8K13PHLEXXD1DT480
Colliers International Group, Inc.
194693107
1751.00000000
NS
USD
260286.15000000
0.051322989941
Long
EC
CORP
CA
N
1
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group, LP
91327BAB6
25000.00000000
PA
USD
24793.25000000
0.004888710829
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04750000
N
N
N
N
N
N
Guitar Center Escrow Ii Inc
N/A
Guitar Center Escrow Issuer II, Inc.
40204BAA3
22000.00000000
PA
USD
23605.56000000
0.004654523179
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.08500000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BP9
66000.00000000
PA
USD
66873.70000000
0.013186096273
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
0.02000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHF9
115000.00000000
PA
USD
118418.04000000
0.023349563070
Long
DBT
CORP
US
N
2
2024-03-05
Variable
0.03550000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Ultra Long Term U.S. Treasury Bond
N/A
27.00000000
NC
USD
84644.46000000
0.016690118814
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2022-03-23
5237730.54000000
USD
84644.46000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AB3K7
384444.16000000
PA
USD
20776.52000000
0.004096695605
Long
ABS-CBDO
USGSE
US
N
2
2028-02-25
Fixed
0.03000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT LLC
N/A
Telesat Canada
87952VAP1
35000.00000000
PA
USD
30905.00000000
0.006093820221
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.04875000
N
N
N
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
09257W100
2721.00000000
NS
USD
83317.02000000
0.016428375383
Long
EC
CORP
US
N
1
N
N
N
Pret 2021-NPL3 LLC
N/A
Pretium Mortgage Credit Partners, LLC
74143EAB8
275000.00000000
PA
USD
271080.95000000
0.053451498937
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
0.03721000
N
N
N
N
N
N
The Bank of N.T. Butterfield & Son Limited
549300V8RVM0EMTDPF28
Bank of N.T. Butterfield & Son, Ltd.
G0772R208
5893.00000000
NS
USD
224582.23000000
0.044282922972
Long
EC
CORP
BM
N
1
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc., Convertible
462222AB6
63000.00000000
PA
USD
56306.25000000
0.011102415946
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.00125000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
Halliburton Company
ENYF8GB5SMQZ25S06U51
Halliburton Company
406216101
7200.00000000
NS
USD
164664.00000000
0.032468300044
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corporation
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
52000.00000000
PA
USD
53439.15000000
0.010537083736
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03375000
N
N
N
N
N
N
ManpowerGroup Inc.
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup, Inc.
56418H100
4090.00000000
NS
USD
398079.70000000
0.078492998720
Long
EC
CORP
US
N
1
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAB6
40000.00000000
PA
USD
40550.00000000
0.007995612682
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03625000
N
N
N
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
226.00000000
NS
USD
41317.32000000
0.008146912153
Long
EC
CORP
US
N
1
N
N
N
Radiate TopCo
N/A
Radiate Holdco, LLC
75026JAE0
40000.00000000
PA
USD
40181.40000000
0.007922932465
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.06500000
N
N
N
N
N
N
Six Flags Entertainment Corporation
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
50000.00000000
PA
USD
53397.13000000
0.010528798270
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07000000
N
N
N
N
N
N
Anchorage Capital CLO 21, Ltd.
54930063NKPB83QNUF90
Anchorage Capital CLO 21, Ltd.
03331KAE9
250000.00000000
PA
USD
249291.00000000
0.049154976111
Long
ABS-O
CORP
KY
N
2
2034-10-20
Floating
0.02537430
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments, LLC
82453AAA5
20000.00000000
PA
USD
20720.20000000
0.004085590478
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04625000
N
N
N
N
N
N
ON Semiconductor Corporation
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation
682189105
8488.00000000
NS
USD
576504.96000000
0.113674731687
Long
EC
CORP
US
N
1
N
N
N
Digicel Group Limited
5493007V023VOEW4FK27
Digicel International Finance, Ltd., Term Loan
N/A
382008.52000000
PA
USD
371121.28000000
0.073177361609
Long
DBT
CORP
US
N
2
2024-05-27
Floating
0.03500000
N
N
N
N
N
N
FLEETCOR Technologies, Inc.
549300DG6RR0NQSFLN74
FLEETCOR Technologies, Inc.
339041105
737.00000000
NS
USD
164970.08000000
0.032528652625
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
66000.00000000
PA
USD
66705.54000000
0.013152938634
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.04500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661DU8
89000.00000000
PA
USD
103311.39000000
0.020370847353
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04500000
N
N
N
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AX2
67000.00000000
PA
USD
68234.41000000
0.013454399852
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.03375000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals, Inc.
443628AJ1
70000.00000000
PA
USD
70000.00000000
0.013802537307
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331A109
3288.00000000
NS
USD
356583.60000000
0.070310834887
Long
EC
CORP
US
N
1
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AL9
120000.00000000
PA
USD
123444.00000000
0.024340577361
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
0.07500000
N
N
N
N
N
N
FLEXSYS INC
N/A
Flexsys, Inc./Ohio, Term Loan
N/A
515000.00000000
PA
USD
516287.50000000
0.101801106856
Long
DBT
CORP
US
N
3
2028-11-01
Floating
0.06000000
N
N
N
N
N
N
MPM Holdings Inc.
54930021ZH8MCUXACZ50
Momentive Performance Materials USA, LLC, Term Loan
N/A
328575.00000000
PA
USD
328026.28000000
0.064679928105
Long
DBT
CORP
US
N
2
2024-05-15
Floating
0.03360000
N
N
N
N
N
N
Discovery, Inc.
L2Z2MO2EQURH3BREWI15
Discovery Communications, LLC
25470DAQ2
45000.00000000
PA
USD
46024.02000000
0.009074975043
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
0.02950000
N
N
N
N
N
N
Mercer International Inc.
549300Z5IAG39VRTY874
Mercer International, Inc.
588056BB6
70000.00000000
PA
USD
71495.90000000
0.014097497529
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05125000
N
N
N
N
N
N
Eagle Re 2019-1 LTD
254900L82OLW9QTLJ788
Eagle Re, Ltd.
269822AB8
300782.38000000
PA
USD
300782.53000000
0.059308029880
Long
ABS-CBDO
CORP
BM
N
2
2029-04-25
Floating
0.01901900
N
N
N
N
N
N
Central Garden & Pet Company
5493004DVZLD37DJ0H83
Central Garden & Pet Company
153527AN6
80000.00000000
PA
USD
80700.00000000
0.015912353724
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04125000
N
N
N
N
N
N
NorthWestern Corporation
3BPWMBHR1R9SHUN7J795
NorthWestern Corporation
668074305
1789.00000000
NS
USD
102259.24000000
0.020163385358
Long
EC
CORP
US
N
1
N
N
N
JBS S.A.
549300O7SUM086E3RD66
JBS USA Food Company
46650CAB5
10000.00000000
PA
USD
10425.10000000
0.002055611881
Long
DBT
CORP
AT
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAG6
33000.00000000
PA
USD
32670.00000000
0.006441841340
Long
DBT
CORP
US
N
2
2026-08-10
Variable
0.03650000
N
N
N
N
N
N
Crown Holdings, Inc.
NYLWZIOY8PUNIT4JOE22
Crown Holdings, Inc.
228368106
1527.00000000
NS
USD
168916.74000000
0.033306851509
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Companies, Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AM9
110000.00000000
PA
USD
97075.00000000
0.019141161558
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.05000000
N
N
N
N
N
N
Next Alt S.a R.L.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AS6
130000.00000000
PA
USD
134598.10000000
0.026539932810
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05375000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAG5
50000.00000000
PA
USD
53675.00000000
0.010583588427
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06250000
N
N
N
N
N
The Sherwin-Williams Company
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Company
824348106
1452.00000000
NS
USD
511336.32000000
0.100824837618
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MF5
105000.00000000
PA
USD
109635.63000000
0.021617855332
Long
DBT
CORP
US
N
2
2025-04-24
Variable
0.03352000
N
N
N
N
N
N
Citigroup Inc.
N/A
Citigroup Mortgage Loan Trust, Inc.
17311LAA9
229614.93700000
PA
USD
229640.40000000
0.045280288403
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Variable
0.02894400
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
90000.00000000
PA
USD
94923.76000000
0.018716981981
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.03150000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAN5
63000.00000000
PA
USD
71992.60000000
0.014195436390
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
0.06500000
N
N
N
N
N
N
Siemens Aktiengesellschaft
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KBD4
67000.00000000
PA
USD
66417.69000000
0.013096180629
Long
DBT
CORP
NL
N
2
2028-03-11
Fixed
0.01700000
N
N
N
N
N
N
Vodafone Group Public Limited Company
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBQ2
62000.00000000
PA
USD
74987.61000000
0.014785989779
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
0.07000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum, Inc.
674215AL2
55000.00000000
PA
USD
57612.50000000
0.011359981151
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.06375000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc., Convertible
629377CG5
118000.00000000
PA
USD
139983.40000000
0.027601801441
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
0.02750000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
200000.00000000
PA
USD
206000.00000000
0.040618895503
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc., Term Loan
N/A
861687.64000000
PA
USD
857163.78000000
0.169014786453
Long
DBT
CORP
US
N
2
2025-06-01
Floating
0.03104300
N
N
N
N
N
N
VENGA FINANCE SARL
9845005B0E54C498F641
Venga Finance SARL, Term Loan
N/A
267000.00000000
PA
USD
261160.71000000
0.051495434898
Long
DBT
CORP
US
N
2
2028-11-05
Floating
0.00000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
1025.00000000
NS
USD
3417698.50000000
0.673898729295
Long
EC
CORP
US
N
1
N
N
N
BigCommerce Holdings Inc
549300MOVEFQ78DMPG58
BigCommerce Holdings, Inc.
08975P108
3575.00000000
NS
USD
126447.75000000
0.024932854096
Long
EC
CORP
US
N
1
N
N
N
J.B. Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
J.B. Hunt Transport Services, Inc.
445658CE5
40000.00000000
PA
USD
40479.32000000
0.007981676063
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.03300000
N
N
N
N
N
N
Advanced Energy Industries, Inc.
549300756XI3QLFT2U27
Advanced Energy Industries, Inc.
007973100
1907.00000000
NS
USD
173651.42000000
0.034240431471
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
4355.00000000
NS
USD
291654.35000000
0.057508143523
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
925.00000000
NS
USD
172373.75000000
0.033988501644
Long
EC
CORP
US
N
1
N
N
N
PG&E Corporation
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Company
694308HG5
67000.00000000
PA
USD
69471.30000000
0.013698288714
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.03750000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AT7
45000.00000000
PA
USD
49837.86000000
0.009826984599
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.03950000
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
191.00000000
NS
USD
10869.81000000
0.002143299400
Long
EC
CORP
US
N
1
N
N
N
The Middleby Corporation
JDFO86U9VQRBKW5KYA35
Middleby Corporation
596278101
1629.00000000
NS
USD
320522.04000000
0.063200248783
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AM4
75000.00000000
PA
USD
78038.13000000
0.015387488581
Long
DBT
CORP
US
N
2
2043-06-15
Variable
0.05625000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331ABN8
16000.00000000
PA
USD
16515.60000000
0.003256531216
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.02600000
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
58013MFF6
134000.00000000
PA
USD
147222.70000000
0.029029240131
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.03800000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFE9
67000.00000000
PA
USD
70882.73000000
0.013976593217
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
0.03150000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
50000.00000000
PA
USD
53312.50000000
0.010512111002
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
Carnival Corporation & plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BL5
58000.00000000
PA
USD
60798.50000000
0.011988193778
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
Hecla Mining Company
5493009Y6HOBZD1QD537
Hecla Mining Company
422704AH9
25000.00000000
PA
USD
26781.25000000
0.005280702889
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.07250000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BA0
68000.00000000
PA
USD
68680.87000000
0.013542432435
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.02200000
N
N
N
N
N
N
Owl Rock Capital Partners LP
2549000BD79OOCPF2L94
Owl Rock Capital Corporation
69121KAD6
45000.00000000
PA
USD
47320.67000000
0.009330647329
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.04250000
N
N
N
N
N
N
Capital One Financial Corporation
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
14042TCT2
48000.00000000
PA
USD
48881.18000000
0.009638347293
Long
DBT
CORP
US
N
2
2026-01-28
Variable
0.02280000
N
N
N
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
483.00000000
NS
USD
62983.20000000
0.012418970967
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation, Convertible
12653CAG3
164000.00000000
PA
USD
214348.00000000
0.042264946667
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.02250000
N
N
N
N
Y
CNX Resources Corp
CNX Resources Corp
USD
XXXX
N
N
N
Gaming and Leisure Properties, Inc.
N/A
GLP Capital, LP
361841AR0
42000.00000000
PA
USD
42226.38000000
0.008326159789
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.03250000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BF4
45000.00000000
PA
USD
44933.37000000
0.008859921653
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
0.02625000
N
N
N
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc.
88146LAA1
50000.00000000
PA
USD
54038.50000000
0.010655263032
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.08875000
N
N
N
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LBC9
67000.00000000
PA
USD
72369.50000000
0.014269753194
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03875000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation - REMIC
3137AUUT4
433888.77000000
PA
USD
49023.44000000
0.009666397993
Long
ABS-CBDO
USGSE
US
N
2
2032-10-15
Fixed
0.03500000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AQ4
70000.00000000
PA
USD
71344.70000000
0.014067684048
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03950000
N
N
N
N
N
N
Fertitta Entertainment, Inc.
91D14OD6M4H1RVBN7R43
Golden Nugget, Inc.
38113YAE9
80000.00000000
PA
USD
80000.00000000
0.015774328350
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.06750000
N
N
N
N
N
N
Sculptor Clo Xxviii Ltd.
N/A
Sculptor CLO, Ltd.
81124LAG9
250000.00000000
PA
USD
249441.50000000
0.049184651566
Long
ABS-O
CORP
KY
N
2
2035-01-20
Floating
0.02499830
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EZ7
67000.00000000
PA
USD
64973.89000000
0.012811493438
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.01625000
N
N
N
N
N
N
The Hartford Financial Services Group, Inc.
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515BC7
66000.00000000
PA
USD
62879.67000000
0.012398557014
Long
DBT
CORP
US
N
2
2047-02-12
Floating
0.02281000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company, 4.950%
842587800
6725.00000000
NS
USD
182314.75000000
0.035948659121
Long
EP
CORP
US
N
1
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAA6
90000.00000000
PA
USD
92362.50000000
0.018211955028
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
US Ecology, Inc.
N/A
US Ecology, Inc.
91734M103
13557.00000000
NS
USD
433010.58000000
0.085380638354
Long
EC
CORP
US
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAV8
140000.00000000
PA
USD
151119.52000000
0.029797611609
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03750000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings, Inc., Term Loan
N/A
271818.75000000
PA
USD
271351.22000000
0.053504790533
Long
DBT
CORP
US
N
2
2028-09-17
Floating
0.04500000
N
N
N
N
N
N
Electronic Arts Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
2190.00000000
NS
USD
288861.00000000
0.056957353272
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
N/A
Countrywide Home Loan Mortgage Pass Through Trust
126694LU0
100139.23100000
PA
USD
95618.84000000
0.018854037233
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Variable
0.02470900
N
N
N
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation
235851102
4208.00000000
NS
USD
1384474.08000000
0.272989359141
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBN0
2190000.00000000
PA
USD
2181017.58000000
0.430051093077
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.00125000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AS7
72000.00000000
PA
USD
74471.24000000
0.014684172405
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.02750000
N
N
N
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AT3
67000.00000000
PA
USD
74625.05000000
0.014714500523
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.04200000
N
N
N
N
N
N
LPL Financial Holdings Inc.
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
60000.00000000
PA
USD
61425.00000000
0.012111726486
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04000000
N
N
N
N
N
N
Allianz SE
549300535GECAFITZP67
Virtus Dividend, Interest & Premium Strategy Fund
92840R101
4525.00000000
NS
USD
72671.50000000
0.014329301284
Long
RF
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136A65L4
526062.54800000
PA
USD
25511.04000000
0.005030244019
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
0.03000000
N
N
N
N
N
N
HCA Healthcare, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BW8
83000.00000000
PA
USD
98898.65000000
0.019500747232
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
AerCap Holdings N.V.
N/A
AerCap Ireland Capital DAC
00774MAW5
114000.00000000
PA
USD
115611.47000000
0.022796166111
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
0.03000000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BT7
70000.00000000
PA
USD
72597.00000000
0.014314611441
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.07875000
N
N
N
N
N
N
Marathon Oil Corporation
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849106
6728.00000000
NS
USD
110473.76000000
0.021783117055
Long
EC
CORP
US
N
1
N
N
N
CIT Group Inc.
N/A
Residential Asset Securitization Trust
45660NYL3
120595.43000000
PA
USD
123626.92000000
0.024376645363
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
0.02024200
N
N
N
N
N
N
National Fuel Gas Company
8JB38FFW1Y3C1HM8E841
National Fuel Gas Company
636180BQ3
90000.00000000
PA
USD
100560.47000000
0.019828423411
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAW1
249000.00000000
PA
USD
253110.99000000
0.049908198318
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.03000000
N
N
N
N
N
N
Palmer Square Loan Funding 2021-3 Limited
N/A
Palmer Square Loan Funding, Ltd.
69702BAE1
350000.00000000
PA
USD
350194.25000000
0.069050988576
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
0.01921000
N
N
N
N
N
N
Carlisle Companies Incorporated
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339100
2059.00000000
NS
USD
510879.08000000
0.100734679444
Long
EC
CORP
US
N
1
N
N
N
Iris Parent LLC
XQ0331QX53IRX25OY417
Innophos Holdings, Inc., Term Loan
N/A
343875.00000000
PA
USD
342441.04000000
0.067522217572
Long
DBT
CORP
US
N
2
2027-02-07
Floating
0.03854300
N
N
N
N
N
N
GREENBRIER COS INC
5493001GAGGFR30BP390
Greenbrier Companies, Inc., Convertible
393657AL5
68000.00000000
PA
USD
74120.00000000
0.014614915217
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.02875000
N
N
N
N
Y
Greenbrier Cos Inc/The
Greenbrier Cos Inc/The
USD
XXXX
N
N
N
BlackRock, Inc.
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
7214.00000000
NS
USD
108570.70000000
0.021407873388
Long
RF
US
N
1
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings Inc., Term Loan
N/A
310000.00000000
PA
USD
309138.20000000
0.060955593407
Long
DBT
CORP
US
N
2
2028-06-11
Floating
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT U.S. Long Bond
N/A
2.00000000
NC
USD
384.08000000
0.000075732550
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2022-03-23
320490.92000000
USD
384.08000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
84000.00000000
PA
USD
86127.06000000
0.016982456554
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
0.03125000
N
N
N
N
N
N
RALI Series 2005-QS13 Trust
N/A
Residential Accredit Loans, Inc. Trust
761118HC5
116388.21500000
PA
USD
115228.92000000
0.022720735245
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Fixed
0.05750000
N
N
N
N
N
N
ThredUp Inc
N/A
ThredUp, Inc.
88556E102
14671.00000000
NS
USD
187201.96000000
0.036912314812
Long
EC
CORP
US
N
1
N
N
N
Carnival Corporation & plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BQ4
75000.00000000
PA
USD
74437.50000000
0.014677519582
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
N
New Enterprise Stone & Lime Co., Inc.
549300O5DQ5Y61B8VF38
New Enterprise Stone and Lime Company, Inc.
644274AH5
91000.00000000
PA
USD
92274.00000000
0.018194504678
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05250000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022618
20025000.00000000
PA
USD
20430289.98000000
4.028426280627
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
14409.00000000
NS
USD
402155.19000000
0.079296600188
Long
EC
CORP
US
N
1
N
N
N
Unum Group
N/A
Provident Financing Trust I
743863AA0
42000.00000000
PA
USD
51240.00000000
0.010103457308
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
0.07405000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CAX3
90000.00000000
PA
USD
94664.16000000
0.018665794286
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03150000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCP6
90000.00000000
PA
USD
88544.48000000
0.017459121264
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
0.04250000
N
N
N
N
N
N
NortonLifeLock Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc., Convertible
668771AA6
176000.00000000
PA
USD
226952.00000000
0.044750192098
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02000000
N
N
N
N
N
NortonLifeLock Inc
NortonLifeLock Inc
USD
XXXX
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Worldwide Holdings, Inc.
18453HAC0
85000.00000000
PA
USD
90950.00000000
0.017933439544
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.07750000
N
N
N
N
N
N
Next Alt S.a R.L.
5493002ZVBLRLGES1R71
Cablevision Lightpath, LLC, Term Loan
N/A
514800.00000000
PA
USD
513513.00000000
0.101254033431
Long
DBT
CORP
US
N
2
2027-12-01
Floating
0.03750000
N
N
N
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
G5494J103
798.00000000
NS
USD
276451.14000000
0.054510388192
Long
EC
CORP
IE
N
1
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc., Convertible
12685JAF2
219000.00000000
PA
USD
216771.83000000
0.042742875295
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.01125000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
Hilton Worldwide Holdings Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
120000.00000000
PA
USD
128250.00000000
0.025288220137
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
NextEra Energy Partners, LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners, LP
65341B106
503.00000000
NS
USD
42453.20000000
0.008370883954
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
1894.00000000
NS
USD
680514.20000000
0.134183180478
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBJ4
179000.00000000
PA
USD
207140.32000000
0.040843742780
Long
DBT
CORP
US
N
2
2031-03-24
Variable
0.04493000
N
N
N
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
424.00000000
NS
USD
1226882.16000000
0.241915525497
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAH3
65000.00000000
PA
USD
67925.00000000
0.013393390665
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04000000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company, Convertible
345370CY4
377000.00000000
PA
USD
518610.63000000
0.102259179549
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co
Ford Motor Co
USD
XXXX
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AN2
201000.00000000
PA
USD
209316.01000000
0.041272743385
Long
DBT
CORP
US
N
2
2044-03-15
Variable
0.05200000
N
N
N
N
N
N
Mountain View CLO 2017-1 Ltd.
N/A
Mountain View CLO, Ltd.
62432HAN0
460000.00000000
PA
USD
457634.22000000
0.090235905636
Long
ABS-O
CORP
KY
N
2
2029-10-16
Floating
0.02472200
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZN3
870000.00000000
PA
USD
834520.31000000
0.164549967318
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.00500000
N
N
N
N
N
N
The E.W. Scripps Company
549300U1OW41QPKYW028
E.W. Scripps Company, Term Loan
N/A
212537.50000000
PA
USD
212242.07000000
0.041849701275
Long
DBT
CORP
US
N
2
2028-01-07
Floating
0.03750000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corporation, Term Loan
N/A
249487.32000000
PA
USD
246493.47000000
0.048603361651
Long
DBT
CORP
US
N
2
2025-06-23
Floating
0.03500000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
2040.00000000
NS
USD
435009.60000000
0.085774803327
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZX8
88000.00000000
PA
USD
87107.80000000
0.017175837989
Long
DBT
CORP
CA
N
2
2024-10-07
Fixed
0.00750000
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc., Convertible, 4.872%
65339F796
3405.00000000
NS
USD
231846.45000000
0.045715275366
Long
EP
CORP
US
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
92000.00000000
PA
USD
92460.00000000
0.018231179991
Long
DBT
CORP
US
N
2
2026-05-15
Variable
0.04000000
N
N
N
N
N
N
Cimpress plc
549300X1IFD75XISOR81
Cimpress plc
G2143T103
3060.00000000
NS
USD
219126.60000000
0.043207186735
Long
EC
CORP
IE
N
1
N
N
N
OSMOSE UTILITIES SERVICES
549300FSLVHLFZ3S0D82
Osmose Utilities Services, Inc., Term Loan
N/A
109725.00000000
PA
USD
109011.79000000
0.021494847119
Long
DBT
CORP
US
N
2
2028-06-22
Floating
0.03750000
N
N
N
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
40000.00000000
PA
USD
42900.00000000
0.008458983578
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
50000.00000000
PA
USD
51313.99000000
0.010118046590
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
G Holdings Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
90000.00000000
PA
USD
91845.45000000
0.018110003573
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04375000
N
N
N
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAW1
65000.00000000
PA
USD
66300.00000000
0.013072974620
Long
DBT
CORP
BM
N
2
2026-06-15
Variable
0.05250000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385SW7
400000.00000000
PA
USD
399991.78000000
0.078870020942
Long
STIV
USGSE
US
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385UH7
400000.00000000
PA
USD
399960.01000000
0.078863756562
Long
STIV
USGSE
US
N
2
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NCS8
39000.00000000
PA
USD
42577.49000000
0.008395391345
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023DG7
52000.00000000
PA
USD
51987.61000000
0.010250870379
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
0.02196000
N
N
N
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
Williams Companies, Inc.
969457BY5
45000.00000000
PA
USD
44694.43000000
0.008812807678
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.02600000
N
N
N
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
American Tower Corporation
03027XAJ9
90000.00000000
PA
USD
98217.76000000
0.019366489951
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.04400000
N
N
N
N
N
N
Texas Capital Bancshares, Inc.
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc.
88224Q107
3348.00000000
NS
USD
201717.00000000
0.039774377399
Long
EC
CORP
US
N
1
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
BWAY Holding Company
12429TAD6
55000.00000000
PA
USD
55504.35000000
0.010944298022
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.05500000
N
N
N
N
N
N
Corporate Office Properties Trust
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties, LP
22003BAL0
91000.00000000
PA
USD
92032.44000000
0.018146874093
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.02250000
N
N
N
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity, Ltd.
H84989104
495.00000000
NS
USD
79863.30000000
0.015747373967
Long
EC
CORP
CH
N
1
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
1943.00000000
NS
USD
401248.93000000
0.079117904653
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
9428.00000000
NS
USD
260307.08000000
0.051327116900
Long
EC
CORP
US
N
1
N
N
N
Pixelle Specialty Solutions LLC
5493002S74PA4Q8Y8Z86
Pixelle Specialty Solutions, LLC, Term Loan
N/A
607988.69000000
PA
USD
604407.64000000
0.119176557139
Long
DBT
CORP
US
N
2
2024-10-31
Floating
0.07500000
N
N
N
N
N
N
Mid-America Apartment Communities, Inc.
549300FXWGE3QSYCUJ38
Mid-America Apartments, LP
59523UAP2
90000.00000000
PA
USD
101329.35000000
0.019980030481
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136BDYR3
1488528.33200000
PA
USD
76858.37000000
0.015154864561
Long
ABS-CBDO
USGSE
US
N
2
2036-02-25
Fixed
0.01500000
N
N
N
N
N
N
TTEC Holdings, Inc.
GTJS1N8S8I28A7L4WG97
TTEC Holdings, Inc.
89854H102
3055.00000000
NS
USD
276630.25000000
0.054545704941
Long
EC
CORP
US
N
1
N
N
N
Biohaven Pharmaceutical Holding Company Ltd.
5299007STZTNN32O9920
Biohaven Pharmaceutical Holding Company, Ltd.
G11196105
2400.00000000
NS
USD
330744.00000000
0.065215805701
Long
EC
CORP
VG
N
1
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
67000.00000000
PA
USD
69326.62000000
0.013669760841
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
0.03000000
N
N
N
N
N
N
Deere & Company
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EVP1
67000.00000000
PA
USD
66046.13000000
0.013022916761
Long
DBT
CORP
US
N
2
2028-03-06
Fixed
0.01500000
N
N
N
N
N
N
HYPERION MATERIALS
N/A
Hyperion Materials & Technologies, Inc., Term Loan
N/A
312500.00000000
PA
USD
312631.25000000
0.061644349878
Long
DBT
CORP
US
N
2
2028-08-30
Floating
0.05000000
N
N
N
N
N
N
U.S. Bancorp
N/A
USB Realty Corporation
903312AA4
184000.00000000
PA
USD
156964.61000000
0.030950141220
Long
DBT
CORP
US
N
2
2027-01-15
Floating
0.01270700
N
N
N
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
Canadian Natural Resources, Ltd.
136385AZ4
113000.00000000
PA
USD
114080.17000000
0.022494225748
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
Harley-Davidson, Inc.
ZDNAWZWXIKMWI51R2A08
Harley-Davidson, Inc.
412822108
7522.00000000
NS
USD
283504.18000000
0.055901100302
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc., Convertible, 6.000%
29670G201
1410.00000000
NS
USD
91917.90000000
0.018124289199
Long
EP
CORP
US
N
1
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBB2
67000.00000000
PA
USD
67908.06000000
0.013390050451
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.02650000
N
N
N
N
N
N
Essent Group Ltd.
254900QUO860OUT6ZF83
Essent Group, Ltd.
G3198U102
71.00000000
NS
USD
3232.63000000
0.000637407088
Long
EC
CORP
BM
N
1
N
N
N
PETSMART INC
N/A
PetSmart, LLC, Term Loan
N/A
783037.50000000
PA
USD
783530.81000000
0.154495903375
Long
DBT
CORP
US
N
2
2028-02-12
Floating
0.04500000
N
N
N
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation, Convertible, 5.000%
235851409
89.00000000
NS
USD
154697.13000000
0.030503041544
Long
EP
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems, Ltd.
G0750C108
10103.00000000
NS
USD
334611.36000000
0.065978368282
Long
EC
CORP
US
N
1
N
N
N
Ameren Corporation
XRZQ5S7HYJFPHJ78L959
Ameren Corporation
023608AK8
45000.00000000
PA
USD
43486.26000000
0.008574581799
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.01750000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2A0
89000.00000000
PA
USD
95677.10000000
0.018865524888
Long
DBT
CORP
US
N
2
2028-05-22
Variable
0.03584000
N
N
N
N
N
N
Newell Brands Inc.
549300LWGYFM1TVO1Z12
Newell Rubbermaid, Inc.
651229AW6
104000.00000000
PA
USD
113386.52000000
0.022357452463
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.04700000
N
N
N
N
N
N
TC Energy Corporation
549300UGKOFV2IWJJG27
TC Energy Corporation
87807B107
210.00000000
NS
USD
9773.40000000
0.001927110258
Long
EC
CORP
CA
N
1
N
N
N
Neuberger Berman CLO XV Ltd
549300UTI4Y2IA4RUP16
Neuberger Berman CLO, Ltd.
64129KBL0
350000.00000000
PA
USD
347162.90000000
0.068453269698
Long
ABS-O
CORP
KY
N
2
2029-10-15
Floating
0.03123700
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DK0
90000.00000000
PA
USD
100398.29000000
0.019796444904
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04200000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932MAB3
60000.00000000
PA
USD
57684.00000000
0.011374079457
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04250000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDG1
45000.00000000
PA
USD
47754.56000000
0.009416201371
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03375000
N
N
N
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation
477143101
1167.00000000
NS
USD
16618.08000000
0.003276738131
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corporation
29DX7H14B9S6O3FD6V18
Costco Wholesale Corporation
22160K105
1190.00000000
NS
USD
675563.00000000
0.133206907297
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
80000.00000000
PA
USD
82958.40000000
0.016357663013
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04875000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LG4
43000.00000000
PA
USD
43233.06000000
0.008524656050
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
0.02750000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
11049.00000000
NS
USD
1598679.81000000
0.315226253137
Long
EC
CORP
US
N
1
N
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
Entergy Corporation
29364GAM5
34000.00000000
PA
USD
32930.11000000
0.006493129597
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.00900000
N
N
N
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAA0
17000.00000000
PA
USD
17470.52000000
0.003444821486
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02650000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
200000.00000000
PA
USD
200000.00000000
0.039435820877
Long
DBT
CORP
US
N
2
2026-02-18
Variable
0.03875000
N
N
N
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
OneMain Finance Corporation
85172FAM1
45000.00000000
PA
USD
50062.50000000
0.009871278913
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
ASGN Incorporated
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
2908.00000000
NS
USD
358847.20000000
0.070757169507
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 5.750%
48128B655
3350.00000000
NS
USD
90048.00000000
0.017755583991
Long
EP
CORP
US
N
1
N
N
N
Allianz SE
F0MWMXS5YG3P711FB044
Pimco Dynamic Income Fund
72201Y101
1590.00000000
NS
USD
41196.90000000
0.008123167845
Long
RF
US
N
1
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873CAB0
200000.00000000
PA
USD
198236.56000000
0.039088107357
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
0.04826200
N
N
N
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AT6
33000.00000000
PA
USD
34752.47000000
0.006852460909
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.04750000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BM4
86000.00000000
PA
USD
95485.80000000
0.018827804525
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
0.04975000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAJ1
31000.00000000
PA
USD
31620.00000000
0.006234803280
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.05000000
N
N
N
N
N
N
Eastman Chemical Company
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Company
277432100
2572.00000000
NS
USD
310980.52000000
0.061318860415
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741108
7618.00000000
NS
USD
326355.12000000
0.064350410273
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp.
N/A
Targa Resources Partners, LP
87612BBG6
50000.00000000
PA
USD
52684.88000000
0.010388357453
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAM5
159000.00000000
PA
USD
154863.65000000
0.030535875809
Long
DBT
CORP
US
N
2
2027-01-28
Variable
0.01122000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397ZX4
215000.00000000
PA
USD
226216.55000000
0.044605176726
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04063000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175BQ6
50000.00000000
PA
USD
53174.04000000
0.010484809583
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04500000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RML3
90000.00000000
PA
USD
89535.15000000
0.017654460688
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
0.01700000
N
N
N
N
N
N
National Instruments Corporation
549300TP4OOPCYWDUP86
National Instruments Corporation
636518102
6170.00000000
NS
USD
269443.90000000
0.053128706884
Long
EC
CORP
US
N
1
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDL7
45000.00000000
PA
USD
44839.52000000
0.008841416394
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
0.02700000
N
N
N
N
N
N
State Street Corporation
549300NCLW2248PN7J24
SPDR Bloomberg High Yield Bond ETF
78468R622
7210.00000000
NS
USD
782789.70000000
0.154349771969
Long
RF
US
N
1
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AA3
75000.00000000
PA
USD
73125.00000000
0.014418722008
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05375000
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAU4
42000.00000000
PA
USD
42723.28000000
0.008424138086
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
0.02778000
N
N
N
N
N
N
The E.W. Scripps Company
N/A
Scripps Escrow II, Inc.
81105DAB1
35000.00000000
PA
USD
35568.75000000
0.007013414269
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05375000
N
N
N
N
N
N
Goldentree Loan Management US CLO 8, Ltd.
549300LOEERRNVSKVY31
Goldentree Loan Management US CLO 8, Ltd.
38136NAU0
300000.00000000
PA
USD
298814.10000000
0.058919896616
Long
ABS-O
CORP
KY
N
2
2034-10-20
Floating
0.02131500
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAT3
87000.00000000
PA
USD
104617.50000000
0.020628384953
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05875000
N
N
N
N
N
N
DISH Network Corporation
N/A
DISH DBS Corporation
25470XBB0
60000.00000000
PA
USD
60750.00000000
0.011978630591
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07375000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P 500 Index
N/A
77.00000000
NC
USD
482639.33000000
0.095166390831
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Long
S&P 500 INDEX
SPX
2022-03-21
17837585.67000000
USD
482639.33000000
N
N
N
Alliance Data Systems Corporation
549300G8S4PO686J7H97
Alliance Data Systems Corporation
018581108
4009.00000000
NS
USD
266879.13000000
0.052622987833
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
927.00000000
NS
USD
618531.48000000
0.121961483261
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBX8
1510000.00000000
PA
USD
1501919.14000000
0.296147070887
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.00125000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29273VAN0
52000.00000000
PA
USD
52910.00000000
0.010432746413
Long
DBT
CORP
US
N
2
2026-11-15
Variable
0.06500000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
828807DK0
90000.00000000
PA
USD
91684.85000000
0.018078336608
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.02650000
N
N
N
N
N
N
Cedar Fair, L.P.
N/A
Cedar Fair, LP
150190AB2
31000.00000000
PA
USD
31775.00000000
0.006265366041
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05375000
N
N
N
N
N
N
Venture Global LNG, Inc.
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAB9
40000.00000000
PA
USD
42400.00000000
0.008360394026
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.04125000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AQ3
90000.00000000
PA
USD
104754.21000000
0.020655341308
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
0.04750000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
610.00000000
NS
USD
9674.60000000
0.001907628963
Long
EC
CORP
US
N
1
N
N
N
Vertiv Holdings Co
549300ZT8RQ5VK10E643
Vertiv Group Corporation
92535UAB0
27000.00000000
PA
USD
27270.00000000
0.005377074176
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04125000
N
N
N
N
N
N
Allied Universal Security Services LLC
N/A
Allied Universal Holdco, LLC
019576AA5
35000.00000000
PA
USD
36722.00000000
0.007240811071
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06625000
N
N
N
N
N
N
Exelon Corporation
5493004JBPWTPTK8LB51
Exgen Renewables IV, LLC, Term Loan
N/A
155000.00000000
PA
USD
154781.45000000
0.030519667686
Long
DBT
CORP
US
N
2
2027-12-15
Floating
0.03500000
N
N
N
N
N
N
Lowe's Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661107
4605.00000000
NS
USD
1190300.40000000
0.234702366823
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
6475.00000000
NS
USD
526482.25000000
0.103811298530
Long
EC
CORP
IE
N
1
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
11101.00000000
NS
USD
353344.83000000
0.069672217119
Long
EC
CORP
US
N
1
N
N
N
XPLORNET COMMUNICATIONS
N/A
Xplornet Communications, Inc., Term Loan
N/A
275000.00000000
PA
USD
274428.00000000
0.054111467258
Long
DBT
CORP
US
N
2
2028-09-30
Floating
0.04500000
N
N
N
N
N
N
iHeartMedia, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBG1
70000.00000000
PA
USD
70988.40000000
0.013997429133
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
J P Morgan Mortgage Trust 2021-LTV2
N/A
J.P. Morgan Mortgage Trust
46654VAB9
250000.00000000
PA
USD
250146.85000000
0.049323731848
Long
ABS-CBDO
CORP
US
N
2
2052-05-25
Variable
0.02774000
N
N
N
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Company, Term Loan
N/A
492291.83000000
PA
USD
485256.98000000
0.095682536714
Long
DBT
CORP
US
N
2
2024-04-03
Floating
0.03354300
N
N
N
N
N
N
Morgan Stanley
NZ7KR43H6Z5W1GY0QX46
Eaton Vance Limited Duration Income Fund
27828H105
7942.00000000
NS
USD
104040.20000000
0.020514553456
Long
RF
US
N
1
N
N
N
The Mosaic Company
2YD5STGSJNMUB7H76907
Mosaic Company
61945CAG8
67000.00000000
PA
USD
73930.44000000
0.014577537946
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04050000
N
N
N
N
N
N
GC Advisors LLC
2549005WE0QLGK9APF78
Golub Capital BDC, Inc.
38173M102
1397.00000000
NS
USD
21569.68000000
0.004253090184
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BH4
90000.00000000
PA
USD
87173.55000000
0.017188802515
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
0.04250000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441C204
4125.00000000
NS
USD
432712.50000000
0.085321863207
Long
EC
CORP
US
N
1
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
75000.00000000
PA
USD
76680.00000000
0.015119693724
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RGQ9
131000.00000000
PA
USD
147439.18000000
0.029071925463
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
N
N
N
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
2033.00000000
NS
USD
522318.36000000
0.102990266429
Long
EC
CORP
US
N
1
N
N
N
Ziff Davis, Inc.
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123V102
410.00000000
NS
USD
45452.60000000
0.008962302960
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc., Term Loan
N/A
292787.50000000
PA
USD
293185.69000000
0.057810091773
Long
DBT
CORP
US
N
2
2028-04-21
Floating
0.04500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GLZ5
32000.00000000
PA
USD
32691.10000000
0.006446001819
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
0.02250000
N
N
N
N
N
N
SHARP MIDCO LLC
N/A
Sharp Midco, LLC, Term Loan
N/A
111000.00000000
PA
USD
110722.50000000
0.021832163385
Long
DBT
CORP
US
N
3
2028-12-14
Floating
0.00000000
N
N
N
N
N
N
Vodafone Group Public Limited Company
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
110000.00000000
PA
USD
113025.00000000
0.022286168273
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.05500000
N
N
N
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAG5
75000.00000000
PA
USD
75052.50000000
0.014798784732
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
0.05000000
N
N
N
N
N
N
Endo International plc
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
75000.00000000
PA
USD
76644.75000000
0.015112743160
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.07500000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BG3
67000.00000000
PA
USD
71322.56000000
0.014063318503
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.03400000
N
N
N
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAJ1
40000.00000000
PA
USD
39500.00000000
0.007788574623
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
The Vanguard Group, Inc.
N/A
Vanguard Short-Term Corporate Bond ETF
92206C409
9300.00000000
NS
USD
755718.00000000
0.149011798409
Long
RF
US
N
1
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BG6
35000.00000000
PA
USD
35404.60000000
0.006981047319
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
0.05500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136BD2F4
2711810.78700000
PA
USD
169464.31000000
0.033414820871
Long
ABS-CBDO
USGSE
US
N
2
2036-02-25
Fixed
0.01500000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
2197.00000000
NS
USD
53387.10000000
0.010526820563
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967ND9
37000.00000000
PA
USD
36900.51000000
0.007276009513
Long
DBT
CORP
US
N
2
2025-11-03
Variable
0.01281000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Ultra 10-Yr. U.S. Treasury Note
N/A
9.00000000
NC
USD
8338.23000000
0.001644124723
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2022-03-23
1309599.27000000
USD
8338.23000000
N
N
N
Groupe BPCE
9695005MSX1OYEMGDF46
BPCE SA
05583JAG7
32000.00000000
PA
USD
32555.77000000
0.006419317571
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
0.02375000
N
N
N
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163AA1
70000.00000000
PA
USD
74956.00000000
0.014779756948
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06750000
N
N
N
N
N
N
Monster Beverage Corporation
52990090AP0E7HCB6F33
Monster Beverage Corporation
61174X109
3294.00000000
NS
USD
316355.76000000
0.062378745424
Long
EC
CORP
US
N
1
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
Walt Disney Company
254687FQ4
45000.00000000
PA
USD
50475.58000000
0.009952729657
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
0.03800000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BK0
128000.00000000
PA
USD
130560.00000000
0.025743703868
Long
DBT
CORP
US
N
2
2026-06-01
Variable
0.04000000
N
N
N
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194AL9
90000.00000000
PA
USD
97426.95000000
0.019210558744
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.03850000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corporation
65342RAD2
30000.00000000
PA
USD
30077.40000000
0.005930634794
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.06875000
N
N
N
N
N
N
Uniti Group LP LLC
549300GM4ENWVC5GBF11
Uniti Fiber Holdings, Inc., Convertible
91325LAA8
60000.00000000
PA
USD
81412.50000000
0.016052843835
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.04000000
N
N
N
N
Y
Uniti Group Inc
Uniti Group Inc
USD
XXXX
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665AJ5
115000.00000000
PA
USD
118018.75000000
0.023270831425
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05125000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAM1
25000.00000000
PA
USD
25663.25000000
0.005060256650
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03125000
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AT1
55000.00000000
PA
USD
56375.00000000
0.011115972009
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05875000
N
N
N
N
N
N
Rayonier Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc. REIT
754907103
3254.00000000
NS
USD
131331.44000000
0.025895815717
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AL8
41000.00000000
PA
USD
42597.28000000
0.008399293519
Long
DBT
CORP
US
N
2
2023-06-22
Fixed
0.04200000
N
N
N
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296AG8
45000.00000000
PA
USD
43140.34000000
0.008506373604
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.01875000
N
N
N
N
N
N
S&P Global Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
3246.00000000
NS
USD
1531884.78000000
0.302055668944
Long
EC
CORP
US
N
1
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
53000.00000000
PA
USD
51940.00000000
0.010241482681
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
0641593U8
45000.00000000
PA
USD
43859.37000000
0.008648151295
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
0.01050000
N
N
N
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EF6
67000.00000000
PA
USD
72306.22000000
0.014257275701
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
0.04110000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBH7
44000.00000000
PA
USD
43683.57000000
0.008613487209
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02450000
N
N
N
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc., 5.250%
29452E200
5875.00000000
NS
USD
155687.50000000
0.030698321814
Long
EP
CORP
US
N
1
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
3219.00000000
NS
USD
671193.69000000
0.132345370664
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
134000.00000000
PA
USD
146018.87000000
0.028791870010
Long
DBT
CORP
US
N
2
2031-04-01
Variable
0.03622000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
Charter Communications Operating, LLC
161175AY0
78000.00000000
PA
USD
85886.44000000
0.016935011318
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
0.04908000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBW0
54000.00000000
PA
USD
55927.22000000
0.011027679150
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02350000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ABCF8
863510.34000000
PA
USD
40684.72000000
0.008022176651
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
0.03000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, Inc.
74460D109
1439.00000000
NS
USD
538991.84000000
0.106277928283
Long
EC
CORP
US
N
1
N
N
N
Lululemon Athletica Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
1478.00000000
NS
USD
578563.10000000
0.114080553889
Long
EC
CORP
US
N
1
N
N
N
EchoStar Corporation
N/A
Hughes Satellite Systems Corporation
444454AF9
40000.00000000
PA
USD
44770.00000000
0.008827708503
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
Reinsurance Group of America, Incorporated
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AL3
64000.00000000
PA
USD
67753.81000000
0.013359635574
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04700000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBE4
65000.00000000
PA
USD
65277.99000000
0.012871455604
Long
DBT
CORP
GB
N
2
2023-02-15
Variable
0.04610000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AFXT6
360910.06200000
PA
USD
18246.60000000
0.003597848246
Long
ABS-CBDO
USGSE
US
N
2
2028-06-25
Fixed
0.02500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BS2
41000.00000000
PA
USD
40771.99000000
0.008039384472
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
0.01412000
N
N
N
N
N
N
AerCap Holdings N.V.
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
34000.00000000
PA
USD
35190.00000000
0.006938732683
Long
DBT
CORP
NL
N
2
2079-10-10
Variable
0.05875000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879Q109
131.00000000
NS
USD
42954.90000000
0.008469808711
Long
EC
CORP
US
N
1
N
N
N
Srm Escrow Issuer LLC
N/A
SRM Escrow Issuer, LLC
85236FAA1
105000.00000000
PA
USD
112092.75000000
0.022102348053
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
4399.00000000
NS
USD
504389.34000000
0.099455038323
Long
EC
CORP
US
N
1
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub, Inc.
62482BAB8
92000.00000000
PA
USD
93254.88000000
0.018387913718
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05250000
N
N
N
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc.
76680R206
1136.00000000
NS
USD
212829.60000000
0.041965549915
Long
EC
CORP
US
N
1
N
N
N
Legg Mason, Inc.
549300S7N70O2ERKYG47
Western Asset High Income Opportunity Fund, Inc.
95766K109
17232.00000000
NS
USD
89606.40000000
0.017668509699
Long
RF
US
N
1
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BQ9
70000.00000000
PA
USD
71225.00000000
0.014044081709
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.06375000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
N/A
320229.92000000
PA
USD
308877.77000000
0.060904242053
Long
DBT
CORP
US
N
2
2026-04-12
Floating
0.05131600
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513105
16974.00000000
NS
USD
1427513.40000000
0.281475813712
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
1190.00000000
NS
USD
125866.30000000
0.024818204306
Long
EC
CORP
US
N
1
N
N
N
Western Alliance Bancorporation
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
6806.00000000
NS
USD
732665.90000000
0.144466405977
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc., Convertible
55024UAB5
151000.00000000
PA
USD
268213.75000000
0.052886147009
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00250000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 5.375%
06053U601
2000.00000000
NS
USD
53640.00000000
0.010576687159
Long
EP
CORP
US
N
1
N
N
N
United Airlines Pass Through Trust Series 2015-1 -A
N/A
United Airlines Pass Through Trust
90932LAB3
65000.00000000
PA
USD
66154.97000000
0.013044377735
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.03700000
N
N
N
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
5014.00000000
NS
USD
1801630.48000000
0.355243884483
Long
EC
CORP
US
N
1
N
N
N
Sabre Corporation
529900VKCYZW8GZ4WW58
Sabre Corporation
78573M104
10954.00000000
NS
USD
94094.86000000
0.018553540222
Long
EC
CORP
US
N
1
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings, LLC
70052LAC7
25000.00000000
PA
USD
25562.50000000
0.005040390855
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04875000
N
N
N
N
N
N
S.P.C.M. SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
72000.00000000
PA
USD
69300.00000000
0.013664511934
Long
DBT
CORP
FR
N
2
2030-03-15
Fixed
0.03375000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832Q109
8028.00000000
NS
USD
470039.40000000
0.092681947918
Long
EC
CORP
US
N
1
N
N
N
Red Rock Resorts, Inc.
5493004E7Q60TX54WL62
Station Casinos, LLC
857691AH2
53000.00000000
PA
USD
53434.60000000
0.010536186571
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.04625000
N
N
N
N
N
N
CIT Group Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group, Inc.
125581GW2
90000.00000000
PA
USD
99146.70000000
0.019549657508
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
0.05250000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780097AY7
35000.00000000
PA
USD
37312.18000000
0.007357182235
Long
DBT
CORP
GB
N
2
2023-06-10
Fixed
0.06100000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBM2
2830000.00000000
PA
USD
2793077.33000000
0.550736486413
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.00125000
N
N
N
N
N
N
Forward Air Corporation
N/A
Forward Air Corporation
349853101
3469.00000000
NS
USD
420061.21000000
0.082827293175
Long
EC
CORP
US
N
1
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
State Street Corporation
857477103
5456.00000000
NS
USD
507408.00000000
0.100050254998
Long
EC
CORP
US
N
1
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global, Inc., Convertible
19260QAA5
104000.00000000
PA
USD
111332.00000000
0.021952344049
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.00500000
N
N
N
N
Y
Coinbase Global Inc
Coinbase Global Inc
USD
XXXX
N
N
N
Next Alt S.a R.L.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BB2
53000.00000000
PA
USD
51741.25000000
0.010202293334
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04125000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
3983014.00000000
PA
USD
3983014.00000000
0.785367133281
Long
STIV
PF
US
N
2
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAH1
65000.00000000
PA
USD
68368.30000000
0.013480800162
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486QAP6
42000.00000000
PA
USD
42588.00000000
0.008397463697
Long
DBT
CORP
US
N
2
2026-11-15
Variable
0.04250000
N
N
N
N
N
N
Agree Realty Corporation
N/A
Agree Realty Corporation
008492100
3454.00000000
NS
USD
246477.44000000
0.048600200870
Long
EC
CORP
US
N
1
N
N
N
Radnor Re 2018-1 Ltd.
549300ED4YNDE7SVU538
Radnor Re, Ltd.
750496AB7
525000.00000000
PA
USD
525000.37000000
0.103519102759
Long
ABS-CBDO
CORP
BM
N
2
2028-03-25
Floating
0.02801900
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAH6
65000.00000000
PA
USD
68660.12000000
0.013538340968
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
0.03900000
N
N
N
N
N
N
Switch, Inc.
5493002D70VTFFLT8L43
Switch, Ltd.
87105NAA8
70000.00000000
PA
USD
70525.00000000
0.013906056336
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.03750000
N
N
N
N
N
N
Marathon Oil Corporation
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849AP1
45000.00000000
PA
USD
49292.07000000
0.009719366215
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04400000
N
N
N
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034T103
17479.00000000
NS
USD
373176.65000000
0.073582637625
Long
EC
CORP
US
N
1
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
American Tower Corporation
03027XBR0
44000.00000000
PA
USD
43052.98000000
0.008489148037
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.01450000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
65000.00000000
PA
USD
64025.00000000
0.012624392158
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
0.03500000
N
N
N
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
Nucor Corporation
670346105
3503.00000000
NS
USD
399867.45000000
0.078845505664
Long
EC
CORP
US
N
1
N
N
N
First Mid Bancshares, Inc.
N/A
First Mid-Illinois Bancshares, Inc.
320866106
184.00000000
NS
USD
7873.36000000
0.001552462073
Long
EC
CORP
US
N
1
N
N
N
Endo International plc
222100B15VY0VVCTG251
Endo Luxembourg Finance Company I SARL, Term Loan
N/A
233237.50000000
PA
USD
226356.99000000
0.044632868559
Long
DBT
CORP
US
N
2
2028-03-25
Floating
0.05750000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234103
6676.00000000
NS
USD
1078240.76000000
0.212606547370
Long
EC
CORP
US
N
1
N
N
N
Laredo Petroleum, Inc.
549300X0PTWU2QSLSL14
Laredo Petroleum, Inc.
516806AH9
110000.00000000
PA
USD
107250.00000000
0.021147458945
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
0.07750000
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation
68389XBV6
112000.00000000
PA
USD
113272.99000000
0.022335066719
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.02950000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136ACZY0
1237104.88500000
PA
USD
57134.95000000
0.011265818270
Long
ABS-CBDO
USGSE
US
N
2
2028-03-25
Fixed
0.03000000
N
N
N
N
N
N
Viavi Solutions Inc.
5493006K3E3N1QOBF092
Viavi Solutions, Inc., Convertible
925550AB1
23000.00000000
PA
USD
32573.75000000
0.006422862851
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.01000000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAD4
31000.00000000
PA
USD
32352.05000000
0.006379148244
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
0.02875000
N
N
N
N
N
N
Discovery, Inc.
5493006ZCRFWKF6B1K26
Discovery, Inc., Class A
25470F104
8165.00000000
NS
USD
192204.10000000
0.037898632297
Long
EC
CORP
US
N
1
N
N
JBS S.A.
N/A
JBS USA, LLC
46590XAB2
110000.00000000
PA
USD
119625.00000000
0.023587550362
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46647PBQ8
24000.00000000
PA
USD
24182.20000000
0.004768224538
Long
DBT
CORP
US
N
2
2024-06-01
Variable
0.01514000
N
N
N
N
N
N
Jbs Finance Luxembourg S.A R.L.
N/A
JBS Finance Luxembourg SARL
46592QAB5
65000.00000000
PA
USD
64269.40000000
0.012672582731
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
0.02500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada, Term Loan
N/A
178000.00000000
PA
USD
177268.42000000
0.034953628291
Long
DBT
CORP
US
N
2
2028-08-11
Floating
0.04250000
N
N
N
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780099CE5
35000.00000000
PA
USD
36606.48000000
0.007218032941
Long
DBT
CORP
GB
N
2
2022-12-15
Fixed
0.06125000
N
N
N
N
N
N
NGL Energy Partners LP
N/A
NGL Energy Operating, LLC
62922LAA6
50000.00000000
PA
USD
51565.00000000
0.010167540517
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.07500000
N
N
N
N
N
N
Bank of America Corporation
N/A
CHL Mortgage Pass-Through Trust
126694QG6
82441.90700000
PA
USD
87748.66000000
0.017302202189
Long
ABS-CBDO
CORP
US
N
2
2035-12-20
Variable
0.02445700
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741BK3
42000.00000000
PA
USD
48015.35000000
0.009467623709
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05125000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
38000.00000000
PA
USD
40246.96000000
0.007935859527
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
Telephone and Data Systems, Inc.
N/A
United States Cellular Corporation
911684AD0
60000.00000000
PA
USD
72512.40000000
0.014297930088
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
0.06700000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703TAC0
67000.00000000
PA
USD
75940.90000000
0.014973958648
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05850000
N
N
N
N
N
N
Titan Acquisition Holdco Limited
N/A
Titan Acquisition, Ltd.
88827AAA1
30000.00000000
PA
USD
30450.00000000
0.006004103728
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
0.07750000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030N101
26965.00000000
NS
USD
1357148.45000000
0.267601315891
Long
EC
CORP
US
N
1
N
N
N
Windstream Holdings, Inc.
N/A
Windstream Services, LLC, Warrants (Expires 12/31/2049)
N/A
316.00000000
NC
USD
6004.00000000
0.001183863342
N/A
DE
CORP
US
N
3
Windstream Holdings, Inc.
N/A
Call
Purchased
Windstream Holdings, Inc.
Windstream Services, LLC
1.00000000
1.00000000
USD
2049-12-31
XXXX
-137007.55000000
N
N
N
Hertz Global Holdings, Inc.
549300PD0C69OJ0NLB27
Hertz Corporation, Term Loan
N/A
26384.62000000
PA
USD
26384.62000000
0.005202495741
Long
DBT
CORP
US
N
2
2028-06-30
Floating
0.03750000
N
N
N
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corporation
101137AV9
70000.00000000
PA
USD
73199.95000000
0.014433500582
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.03450000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHQ5
179000.00000000
PA
USD
197174.68000000
0.038878726810
Long
DBT
CORP
US
N
2
2030-02-07
Variable
0.03974000
N
N
N
N
N
N
United Airlines Holdings, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
75000.00000000
PA
USD
78205.13000000
0.015420417491
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.04375000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
90000.00000000
PA
USD
89395.28000000
0.017626881246
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
0.01726000
N
N
N
N
N
N
Bloomin' Brands, Inc.
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc., Convertible
094235AB4
66000.00000000
PA
USD
127998.75000000
0.025238678887
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05000000
N
N
N
N
Y
Bloomin' Brands Inc
Bloomin' Brands Inc
USD
XXXX
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AR9
89000.00000000
PA
USD
99771.21000000
0.019672797831
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.04200000
N
N
N
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc., Convertible
59001KAF7
174000.00000000
PA
USD
189451.20000000
0.037355817941
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
0.03250000
N
N
N
N
Y
Meritor Inc
Meritor Inc
USD
XXXX
N
N
N
OceanFirst Financial Corp.
N/A
OceanFirst Financial Corporation
675234108
340.00000000
NS
USD
7548.00000000
0.001488307879
Long
EC
CORP
US
N
1
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
8273.00000000
NS
USD
849471.64000000
0.167498057177
Long
EC
CORP
US
N
1
N
N
N
Tenneco Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AR6
85000.00000000
PA
USD
81706.25000000
0.016110765197
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05000000
N
N
N
N
N
Triangle Re 2021-3 Limited
N/A
Genworth Mortgage Insurance Corporation
89600HAA7
225000.00000000
PA
USD
224999.93000000
0.044365284684
Long
ABS-CBDO
CORP
US
N
2
2034-02-25
Floating
0.01949700
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
3284.00000000
NS
USD
738801.48000000
0.145676214146
Long
EC
CORP
US
N
1
N
N
N
Brand Industrial Services, Inc.
549300B658W2BPDQMW42
Brand Industrial Services, Inc.
10524PAB6
35000.00000000
PA
USD
34967.45000000
0.006894850473
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.08500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBZ2
67000.00000000
PA
USD
64380.02000000
0.012694394684
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
0.02142000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
39000.00000000
PA
USD
40061.10000000
0.007899211818
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
0.02625000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAE3
45000.00000000
PA
USD
47359.45000000
0.009338293935
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.02850000
N
N
N
N
N
N
TPG Capital, L.P.
549300TX61566GJWCN05
Sixth Street Specialty Lending, Inc.
83012A109
776.00000000
NS
USD
18150.64000000
0.003578926939
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAR1
84000.00000000
PA
USD
91980.00000000
0.018136534021
Long
DBT
CORP
US
N
2
2025-06-15
Variable
0.05750000
N
N
N
N
N
N
Thl Credit Wind River 2016-1 Clo Ltd.
635400WBNY8VGBBADK15
THL Credit Wind River CLO, Ltd.
88433AAQ2
350000.00000000
PA
USD
347452.35000000
0.068510343190
Long
ABS-O
CORP
KY
N
2
2028-07-15
Floating
0.02973800
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BY1
90000.00000000
PA
USD
90148.41000000
0.017775382745
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
0.01650000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAH5
24000.00000000
PA
USD
25042.08000000
0.004937774906
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.03375000
N
N
N
N
N
N
ORBCOMM INC
529900PSC8WVCY267I23
ORBCOMM, Inc., Term Loan
N/A
274312.50000000
PA
USD
273854.40000000
0.053998365324
Long
DBT
CORP
US
N
2
2028-09-01
Floating
0.05000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
85000.00000000
PA
USD
82955.75000000
0.016357140488
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
0.04375000
N
N
N
N
N
N
APA Corporation
72ZZ1XRHOOU9P9X16K08
Apache Corporation
037411AW5
35000.00000000
PA
USD
39550.00000000
0.007798433578
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
0.05100000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
42000.00000000
PA
USD
42486.68000000
0.008377485510
Long
DBT
CORP
US
N
2
2050-10-01
Variable
0.03700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association - REMIC
3136AAQ32
326355.52500000
PA
USD
15322.85000000
0.003021345839
Long
ABS-CBDO
USGSE
US
N
2
2028-01-25
Fixed
0.02500000
N
N
N
N
N
N
American Electric Power Company, Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537101
314.00000000
NS
USD
27936.58000000
0.005508509824
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
66000.00000000
PA
USD
68740.93000000
0.013554275012
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
0.04100000
N
N
N
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub, Inc.
62482BAA0
93000.00000000
PA
USD
92671.71000000
0.018272924779
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.03875000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBG9
22000.00000000
PA
USD
22825.00000000
0.004500613057
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.04875000
N
N
N
N
N
N
Volt Xcix Llc - Asset Backed Note, Series 2021-NPL8
N/A
Vericrest Opportunity Loan Transferee
92872VAB9
200000.00000000
PA
USD
197849.22000000
0.039011732003
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
0.04948600
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow, LLC
43284MAA6
90000.00000000
PA
USD
92250.00000000
0.018189772379
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CZ6
35000.00000000
PA
USD
35397.16000000
0.006979580306
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.01950000
N
N
N
N
N
N
HomeStreet, Inc.
N/A
HomeStreet, Inc.
43785V102
290.00000000
NS
USD
15080.00000000
0.002973460894
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc.
N/A
Ovintiv, Inc.
292505AE4
40000.00000000
PA
USD
52363.92000000
0.010325070847
Long
DBT
CORP
CA
N
2
2037-08-15
Fixed
0.06625000
N
N
N
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
494368103
1377.00000000
NS
USD
196800.84000000
0.038805013373
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
OneMain Finance Corporation
682691AB6
35000.00000000
PA
USD
34606.25000000
0.006823629381
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03500000
N
N
N
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation
04010L103
4412.00000000
NS
USD
93490.28000000
0.018434329679
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc.
N/A
Broadcom Corporation
11134LAH2
67000.00000000
PA
USD
72647.53000000
0.014324574901
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03875000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BT5
126000.00000000
PA
USD
141150.90000000
0.027832008045
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
0.04583000
N
N
N
N
N
N
Moody's Corporation
549300GCEDD8YCF5WU84
Moody's Corporation
615369105
1658.00000000
NS
USD
647581.64000000
0.127689567792
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385TC0
900000.00000000
PA
USD
899978.50000000
0.177456954597
Long
STIV
USGSE
US
N
2
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BP5
35000.00000000
PA
USD
37999.68000000
0.007492742869
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.05250000
N
N
N
N
N
N
Madison Park Funding XIV, Ltd.
254900Q2IOW6JYPYIV98
Madison Park Funding XIV, Ltd.
55818RAY2
500000.00000000
PA
USD
500008.50000000
0.098591228215
Long
ABS-O
CORP
KY
N
2
2030-10-22
Floating
0.01528300
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
G6095L109
7622.00000000
NS
USD
1257248.90000000
0.247903212093
Long
EC
CORP
JE
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
13178.00000000
NS
USD
1009961.92000000
0.199143386850
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corporation
N/A
Venator Finance SARL
9226APAA3
70000.00000000
PA
USD
67200.00000000
0.013250435814
Long
DBT
CORP
XX
N
2
2025-07-15
Fixed
0.05750000
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHC6
55000.00000000
PA
USD
56136.82000000
0.011069007890
Long
DBT
CORP
US
N
2
2023-12-20
Variable
0.03004000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALIFE
N/A
HLF Financing SARL, LLC
40390DAC9
125000.00000000
PA
USD
122650.00000000
0.024184017153
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.04875000
N
N
N
N
N
N
The Timken Company
B0I35MLPFXZSE70ASS73
Timken Company
887389104
5238.00000000
NS
USD
362941.02000000
0.071564385268
Long
EC
CORP
US
N
1
N
N
N
BINGO INDUSTRIES LTD
N/A
Bingo Industries, Ltd., Term Loan
N/A
184537.50000000
PA
USD
183614.81000000
0.036205003788
Long
DBT
CORP
US
N
3
2028-08-09
Floating
0.04000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
22000.00000000
PA
USD
23760.00000000
0.004684975520
Long
DBT
CORP
CH
N
2
2023-12-11
Variable
0.07500000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
214.00000000
NS
USD
25046.56000000
0.004938658268
Long
EC
CORP
US
N
1
N
N
N
Euronet Worldwide, Inc.
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc.
298736109
173.00000000
NS
USD
20616.41000000
0.004065125259
Long
EC
CORP
US
N
1
N
N
N
Target Corporation
8WDDFXB5T1Z6J0XC1L66
Target Corporation
87612EBJ4
45000.00000000
PA
USD
46244.19000000
0.009118387967
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02350000
N
N
N
N
N
N
Dell Technologies Inc.
N/A
Dell International, LLC
24703TAA4
26000.00000000
PA
USD
27427.22000000
0.005408074675
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.05450000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
2488.00000000
NS
USD
316075.52000000
0.062323487952
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
2977.00000000
NS
USD
531930.36000000
0.104885551981
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corporation, Convertible, 5.500%
101137206
1907.00000000
NS
USD
218656.62000000
0.043114516499
Long
EP
CORP
US
N
1
N
N
N
Otis Worldwide Corporation
549300ZLBKR8VSU25153
Otis Worldwide Corporation
68902VAH0
47000.00000000
PA
USD
47781.35000000
0.009421483799
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
0.02056000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BV5
34000.00000000
PA
USD
37197.87000000
0.007334642691
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.04750000
N
N
N
N
N
N
Baker Hughes Holdings LLC
N/A
Baker Hughes, LLC
05724BAD1
41000.00000000
PA
USD
41367.93000000
0.008156891387
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.02061000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587DF1
119000.00000000
PA
USD
121677.50000000
0.023992260474
Long
DBT
CORP
US
N
2
2051-01-15
Variable
0.04000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
25000.00000000
PA
USD
24250.00000000
0.004781593281
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.04950000
N
N
N
N
N
N
Suburban Propane Partners, L.P.
N/A
Suburban Propane Partners, LP
864486AK1
90000.00000000
PA
USD
92925.00000000
0.018322868275
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05875000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AH2
43000.00000000
PA
USD
59492.55000000
0.011730687726
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
0.06500000
N
N
N
N
N
N
Kilroy Realty Corporation
5493008CT3N3JR7P1552
Kilroy Realty, LP
49427RAL6
90000.00000000
PA
USD
98016.64000000
0.019326833290
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.04375000
N
N
N
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VAU4
58000.00000000
PA
USD
58145.00000000
0.011464979024
Long
DBT
CORP
US
N
2
2023-02-15
Variable
0.06875000
N
N
N
N
N
N
Business Jet Securities 2020-1 LLC
N/A
Business Jet Securities, LLC
12327FAA5
86799.80000000
PA
USD
86668.99000000
0.017089313826
Long
ABS-CBDO
CORP
US
N
2
2035-11-15
Fixed
0.02981000
N
N
N
N
N
N
Cumulus Media Inc.
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings, Inc.
23110AAA4
60000.00000000
PA
USD
62250.00000000
0.012274399248
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.06750000
N
N
N
N
N
N
KKR Real Estate Finance Trust Inc.
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust, Inc., Convertible
48251KAB6
46000.00000000
PA
USD
48537.80000000
0.009570639932
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.06125000
N
N
N
N
Y
KKR Real Estate Finance Trust Inc
KKR Real Estate Finance Trust Inc
USD
XXXX
N
N
N
Community Trust Bancorp, Inc.
N/A
Community Trust Bancorp, Inc.
204149108
815.00000000
NS
USD
35542.15000000
0.007008169304
Long
EC
CORP
US
N
1
N
N
N
PACKAGING COORDINATORS
549300SL20D7D39KSB12
Packaging Coordinators Midco, Inc., Term Loan
N/A
267326.63000000
PA
USD
267104.75000000
0.052667475382
Long
DBT
CORP
US
N
2
2027-11-30
Floating
0.04500000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCU1
35000.00000000
PA
USD
35668.09000000
0.007033002041
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02800000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAF6
67000.00000000
PA
USD
71858.84000000
0.014169061713
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03900000
N
N
N
N
N
N
Meritage Homes Corporation
52990044W9UMFJO2FB97
Meritage Homes Corporation
59001ABD3
67000.00000000
PA
USD
70350.00000000
0.013871549993
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.03875000
N
N
N
N
N
N
Welltower Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAN4
45000.00000000
PA
USD
44287.93000000
0.008732654372
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.02050000
N
N
N
N
N
N
Ovintiv Inc.
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Company
651290AQ1
128000.00000000
PA
USD
140899.98000000
0.027782531864
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816CC1
35000.00000000
PA
USD
36705.40000000
0.007237537898
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
0.03400000
N
N
N
N
N
N
Lumen Technologies, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
90000.00000000
PA
USD
91800.00000000
0.018101041782
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04625000
N
N
N
N
N
N
Stoneridge, Inc.
PNBCIH9LE7WI83VJIF08
Stoneridge, Inc.
86183P102
7264.00000000
NS
USD
143391.36000000
0.028273779941
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CS2
135000.00000000
PA
USD
138685.50000000
0.027345882681
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJQ4
84000.00000000
PA
USD
91045.50000000
0.017952270148
Long
DBT
CORP
US
N
2
2024-02-01
Variable
0.06750000
N
N
N
N
N
N
Arko Corp.
N/A
Arko Corporation
041242AA6
46000.00000000
PA
USD
44447.50000000
0.008764118242
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.05125000
N
N
N
N
N
N
APA Corporation
N/A
APA Corporation
03743Q108
13366.00000000
NS
USD
359411.74000000
0.070868484999
Long
EC
CORP
US
N
1
N
N
N
Heartland Financial USA, Inc.
549300QF7B0DFZT32C73
Heartland Financial USA, Inc.
42234Q102
10508.00000000
NS
USD
531809.88000000
0.104861795842
Long
EC
CORP
US
N
1
N
N
N
Fulton Financial Corporation
5493005QLZ6O1BNC0C11
Fulton Financial Corporation
360271100
664.00000000
NS
USD
11288.00000000
0.002225757730
Long
EC
CORP
US
N
1
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CBL4
715000.00000000
PA
USD
693913.08000000
0.136825159636
Long
DBT
UST
US
N
2
2031-02-15
Fixed
0.01125000
N
N
N
N
N
N
iHeartMedia, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc., Term Loan
N/A
360174.83000000
PA
USD
357538.35000000
0.070499091637
Long
DBT
CORP
US
N
2
2026-05-01
Floating
0.03104300
N
N
N
N
N
N
The Procter & Gamble Company
2572IBTT8CCZW6AU4141
Procter & Gamble Company
742718109
2217.00000000
NS
USD
362656.86000000
0.071508354854
Long
EC
CORP
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core International Equity Fund
N/A
3703957.90900000
NS
USD
40373141.21000000
7.960739825085
Long
RF
US
N
2
N
N
N
Flagstar Mortgage Trust 2021-9Inv
N/A
Flagstar Mortgage Trust
33851MAA0
191260.41000000
PA
USD
195272.48000000
0.038503652717
Long
ABS-CBDO
CORP
US
N
2
2041-09-25
Variable
0.02500000
N
N
N
N
N
N
NextEra Energy, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCB4
41000.00000000
PA
USD
41710.83000000
0.008224504102
Long
DBT
CORP
US
N
2
2082-03-15
Variable
0.03800000
N
N
N
N
N
N
BlackRock, Inc.
U48QD6ILUF60LKMSND68
BlackRock Enhanced Global Dividend Trust
092501105
6046.00000000
NS
USD
73640.28000000
0.014520324457
Long
RF
US
N
1
N
N
N
SCIL IV LLC
N/A
SCIL USA Holdings, LLC
78397UAA8
86000.00000000
PA
USD
88257.50000000
0.017402534805
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.05375000
N
N
N
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc., Convertible, 5.250%
854502846
1212.00000000
NS
USD
132338.28000000
0.026094343526
Long
EP
CORP
US
N
1
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150190AE6
90000.00000000
PA
USD
92250.00000000
0.018189772379
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05250000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental, LLC
053773BF3
60000.00000000
PA
USD
63289.20000000
0.012479307773
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.05375000
N
N
N
N
N
Cengage Learning Holdings II, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan
N/A
508725.00000000
PA
USD
509625.44000000
0.100487487832
Long
DBT
CORP
US
N
2
2026-07-14
Floating
0.05750000
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corporation, Term Loan
N/A
348250.00000000
PA
USD
348187.32000000
0.068655263916
Long
DBT
CORP
US
N
2
2027-11-08
Floating
0.04250000
N
N
N
N
N
N
ZH Trust
N/A
ZH Trust
98879FAB4
225000.00000000
PA
USD
215014.77000000
0.042396419778
Long
ABS-CBDO
CORP
US
N
2
2027-10-17
Fixed
0.03506000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BY5
41000.00000000
PA
USD
40537.03000000
0.007993055269
Long
DBT
CORP
GB
N
2
2025-01-12
Variable
0.00991000
N
N
N
N
N
N
Endeavor Energy Resources, LP
N/A
Endeavor Energy Resources, LP
29260FAE0
60000.00000000
PA
USD
63953.10000000
0.012610214980
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
Entercom Communications Corp.
549300S5JUSXRHNCHD80
Entercom Media Corporation
29365DAA7
104000.00000000
PA
USD
102876.80000000
0.020285155286
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.06500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BH6
67000.00000000
PA
USD
73192.91000000
0.014432112441
Long
DBT
CORP
JP
N
2
2029-03-07
Fixed
0.03741000
N
N
N
N
N
N
Calix, Inc.
5299002RQRZ4SXSCSJ58
Calix, Inc.
13100M509
7454.00000000
NS
USD
596096.38000000
0.117537750336
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY ENERGY
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Company
084659AT8
64000.00000000
PA
USD
69242.81000000
0.013653235261
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04050000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBB0
81000.00000000
PA
USD
84319.02000000
0.016625948846
Long
DBT
CORP
GB
N
2
2024-05-16
Variable
0.04338000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 4.250%
06055H806
3300.00000000
NS
USD
83721.00000000
0.016508031798
Long
EP
CORP
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CN7
97000.00000000
PA
USD
97090.61000000
0.019144239524
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJY7
70000.00000000
PA
USD
74246.90000000
0.014639937245
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.03875000
N
N
N
N
N
N
Invitation Homes Inc.
549300147YMUQB3GW319
Invitation Homes Operating Partnership, LP
46188BAA0
68000.00000000
PA
USD
64035.21000000
0.012626405357
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.02000000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan
N/A
1205400.00000000
PA
USD
1187777.05000000
0.234204814930
Long
DBT
CORP
US
N
2
2025-12-09
Floating
0.02354300
N
N
N
N
N
N
Albertsons Investor Holdings LLC
N/A
Albertson's Companies, Inc.
013092AE1
50000.00000000
PA
USD
53986.00000000
0.010644911129
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
Giorgi International Holdings S.a.r.l.
N/A
CANPACK SA
13805AAA5
90000.00000000
PA
USD
90000.00000000
0.017746119394
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
0.03125000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023CT0
79000.00000000
PA
USD
86431.58000000
0.017042501535
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04875000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BE2
67000.00000000
PA
USD
75371.34000000
0.014861653317
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04625000
N
N
N
N
N
N
Baxter International Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813CQ0
41000.00000000
PA
USD
41418.93000000
0.008166947522
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.02539000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corporation
337932AG2
66000.00000000
PA
USD
66204.60000000
0.013054163734
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.03350000
N
N
N
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES Corporation
00130HCC7
72000.00000000
PA
USD
76708.80000000
0.015125372482
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.03950000
N
N
N
N
N
N
Next Alt S.a R.L.
5493001ZMCICV4N02J21
Altice France SA
02156LAA9
30000.00000000
PA
USD
32062.50000000
0.006322055034
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
0.08125000
N
N
N
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
2250.00000000
NS
USD
359212.50000000
0.070829199034
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc.
549300CJHBL7JBUA6503
Brixmor Operating Partnership, LP
11120VAK9
91000.00000000
PA
USD
90515.51000000
0.017847767194
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.02250000
N
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABB0
59000.00000000
PA
USD
62508.98000000
0.012325464692
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
F.N.B. Corporation
PCYSKIGYNYFDTBLVZU83
FNB Corporation
30260NAA9
64000.00000000
PA
USD
64532.81000000
0.012724521679
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
0.02200000
N
N
N
N
N
N
Wells Fargo & Company
N/A
Wachovia Asset Securitization, Inc.
92976YAA0
152244.89500000
PA
USD
147518.16000000
0.029087498669
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Floating
0.00241900
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BM4
67000.00000000
PA
USD
70573.96000000
0.013915710225
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.02950000
N
N
N
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAJ4
230000.00000000
PA
USD
264500.00000000
0.052153873110
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, Convertible, 7.250%
060505682
72.00000000
NS
USD
104068.80000000
0.020520192778
Long
EP
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBC6
60000.00000000
PA
USD
66090.35000000
0.013031636021
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
0.04400000
N
N
N
N
N
N
Macquarie Group Limited
ACMHD8HWFMFUIQQ8Y590
Macquarie Group, Ltd.
55607PAF2
89000.00000000
PA
USD
87205.40000000
0.017195082669
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
0.01629000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
41000.00000000
PA
USD
40660.14000000
0.008017329989
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
0.01645000
N
N
N
N
N
N
J.P. Morgan
N/A
ICE mini MSCI EAFE Index
N/A
26.00000000
NC
USD
50120.69000000
0.009882752765
N/A
DE
CORP
US
N
1
J.P. Morgan
N/A
Long
MSCI EAFE Index
MXEA
2022-03-21
2968219.31000000
USD
50120.69000000
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AE6
40000.00000000
PA
USD
42050.00000000
0.008291381339
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
0.04750000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
VRX Escrow Corporation
91831AAC5
203000.00000000
PA
USD
206767.68000000
0.040770265958
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.06125000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAB7
50000.00000000
PA
USD
51687.50000000
0.010191694958
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
Chesapeake Energy Corporation
254900PNIMG4CPJH6R25
Vine Energy Holdings, LLC
92735LAA0
45000.00000000
PA
USD
48825.00000000
0.009627269771
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
GREAT CANADIAN GAMING CORP
549300FU60SSFLTE0M84
Great Canadian Gaming Corporation, Term Loan
N/A
170000.00000000
PA
USD
170319.60000000
0.033583466187
Long
DBT
CORP
US
N
2
2026-11-01
Floating
0.04750000
N
N
N
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
7130.00000000
NS
USD
715852.00000000
0.141151056233
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AY6
22000.00000000
PA
USD
21618.33000000
0.004262682947
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.02650000
N
N
N
N
N
N
Sprint Capital Corporation
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AT9
75000.00000000
PA
USD
112500.00000000
0.022182649243
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
N
N
N
N
N
N
Chobani Inc.
N/A
Chobani, LLC
17027NAB8
116000.00000000
PA
USD
119184.78000000
0.023500748176
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04625000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
80000.00000000
PA
USD
79000.00000000
0.015577149246
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03625000
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
127000.00000000
PA
USD
129278.38000000
0.025490995185
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.03375000
N
N
N
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
BWAY Holding Company
12429TAE4
70000.00000000
PA
USD
70177.45000000
0.013837526739
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07250000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME E-mini S&P Mid-Cap 400 Index
N/A
-5.00000000
NC
USD
-29082.77000000
-0.00573451454
N/A
DE
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
S&P Midcap 400 Index
MID
2022-03-21
-1389767.23000000
USD
-29082.77000000
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc., Convertible, 5.279%
65339F770
939.00000000
NS
USD
54030.06000000
0.010653598840
Long
EP
CORP
US
N
1
N
N
N
Fox Corporation
549300DDU6FDRBIELS05
Fox Corporation
35137LAH8
45000.00000000
PA
USD
51362.91000000
0.010127692592
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
0.04709000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings, Inc., Delayed Draw
N/A
37462.22000000
PA
USD
37397.78000000
0.007374060766
Long
DBT
CORP
US
N
2
2028-09-17
Floating
0.04201199
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967GD7
168000.00000000
PA
USD
173040.00000000
0.034119872223
Long
DBT
CORP
US
N
2
2023-01-30
Variable
0.05950000
N
N
N
N
N
N
Willis Towers Watson Public Limited Company
5493004KVU1HWZCP0C66
Willis North America, Inc.
970648AG6
90000.00000000
PA
USD
100600.44000000
0.019836304660
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04500000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
35000.00000000
PA
USD
35000.00000000
0.006901268653
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04125000
N
N
N
N
N
N
RLG HOLDINGS LLC
N/A
RLG Holdings, LLC, Term Loan
N/A
225000.00000000
PA
USD
224298.00000000
0.044226878755
Long
DBT
CORP
US
N
2
2028-07-08
Floating
0.05000000
N
N
N
N
N
N
D.R. Horton, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232AF8
45000.00000000
PA
USD
45112.50000000
0.008895242346
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03850000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
213.00000000
NS
USD
446531.07000000
0.088046596463
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corporation
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corporation
89236TJF3
67000.00000000
PA
USD
67137.66000000
0.013238143669
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
0.01900000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
120000.00000000
PA
USD
123300.00000000
0.024312183570
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGR4
134000.00000000
PA
USD
144221.41000000
0.028437448457
Long
DBT
CORP
US
N
2
2028-07-21
Variable
0.03593000
N
N
N
N
N
N
TerraForm Power, Inc.
5493000S2OLR3UT5BE13
TerraForm Power Operating, LLC
88104LAE3
100000.00000000
PA
USD
105920.00000000
0.020885210736
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.05000000
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
N/A
Penske Truck Leasing Company, LP
709599BL7
35000.00000000
PA
USD
34100.02000000
0.006723811403
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.01200000
N
N
N
N
N
N
CAFL 2021-RTL1 Issuer LLC
N/A
Colony American Finance, Ltd.
12468RAA8
350000.00000000
PA
USD
344008.04000000
0.067831197229
Long
ABS-O
CORP
US
N
2
2029-03-28
Fixed
0.02239000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DP2
134000.00000000
PA
USD
137153.27000000
0.027043758942
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
0.02200000
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
1229.00000000
NS
USD
196013.21000000
0.038649709195
Long
EC
CORP
US
N
1
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057CR3
14000.00000000
PA
USD
15412.04000000
0.003038932243
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.05875000
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC, Term Loan
N/A
1463937.50000000
PA
USD
1461770.87000000
0.288230670965
Long
DBT
CORP
US
N
2
2026-09-23
Floating
0.03500000
N
N
N
N
N
N
Nexstar Media Group, Inc.
5493006PK6I4I2OOT688
Nexstar Escrow Corporation
65343HAA9
100000.00000000
PA
USD
105412.00000000
0.020785043751
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
2075.00000000
NS
USD
367005.25000000
0.072365766500
Long
EC
CORP
US
N
1
N
N
N
The Kraft Heinz Company
5493003STKEZ2S0RNU91
H. J. Heinz Company
50077LAM8
30000.00000000
PA
USD
38144.19000000
0.007521237221
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
0.05200000
N
N
N
N
N
N
Bridgewater Bancshares, Inc.
5493001FLSBTVILKXZ71
Bridgewater Bancshares, Inc.
108621103
13619.00000000
NS
USD
240920.11000000
0.047504411518
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corporation
320517AC9
41000.00000000
PA
USD
42245.49000000
0.008329927882
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.03550000
N
N
N
N
N
N
Venture Global LNG, Inc.
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAA1
67000.00000000
PA
USD
69512.50000000
0.013706412493
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03875000
N
N
N
N
N
N
Imperial Brands PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAA1
34000.00000000
PA
USD
35132.15000000
0.006927325872
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
0.03125000
N
N
N
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAL6
60000.00000000
PA
USD
62325.00000000
0.012289187680
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04750000
N
N
N
N
N
N
Panther BF Aggregator 2 LP
N/A
Clarios Global, LP
69867DAC2
35000.00000000
PA
USD
37100.00000000
0.007315344772
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
0.08500000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAL3
34000.00000000
PA
USD
35272.07000000
0.006954915172
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.02875000
N
N
N
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
3315.00000000
NS
USD
378838.20000000
0.074698976983
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation, 5.000%
14040H824
5525.00000000
NS
USD
147793.75000000
0.029141839259
Long
EP
CORP
US
N
1
N
N
N
Novartis AG
5493002KF87V5RSRQS84
Novartis Capital Corporation
66989HAJ7
117000.00000000
PA
USD
123986.24000000
0.024447495759
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.03000000
N
N
N
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc.
59001K100
11507.00000000
NS
USD
285143.46000000
0.056224332064
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912XBJ2
64000.00000000
PA
USD
66320.00000000
0.013076918202
Long
DBT
CORP
US
N
2
2026-06-15
Variable
0.04650000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AT4
55000.00000000
PA
USD
56199.00000000
0.011081268487
Long
DBT
CORP
US
N
2
2026-12-15
Variable
0.05000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
9258.00000000
NS
USD
559090.62000000
0.110240987722
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
84000.00000000
PA
USD
84630.00000000
0.016687267604
Long
DBT
CORP
US
N
2
2025-12-10
Variable
0.04000000
N
N
N
N
N
N
HERENS US HOLDCO CORP
549300Y0CIXN5D40L888
Herens US Holdco Corporation, Term Loan
N/A
472625.00000000
PA
USD
471982.23000000
0.093065033398
Long
DBT
CORP
US
N
2
2028-07-02
Floating
0.04750000
N
N
N
N
N
N
Biogen Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
1468.00000000
NS
USD
352202.56000000
0.069446985343
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company
097023BX2
67000.00000000
PA
USD
69345.38000000
0.013673459921
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03250000
N
N
N
N
N
N
Textron Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203BX8
67000.00000000
PA
USD
71900.29000000
0.014177234787
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03650000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc.
12597YAA7
60000.00000000
PA
USD
59700.00000000
0.011771592531
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.07000000
N
N
N
N
N
N
British American Tobacco p.l.c.
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
35000.00000000
PA
USD
34357.72000000
0.006774624458
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
NVIDIA Corporation
549300S4KLFTLO7GSQ80
NVIDIA Corporation
67066G104
6971.00000000
NS
USD
2050240.81000000
0.404264646693
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJS9
70000.00000000
PA
USD
69490.21000000
0.013702017371
Long
DBT
CORP
US
N
2
2027-07-22
Variable
0.01734000
N
N
N
N
N
N
DISH Network Corporation
N/A
DISH DBS Corporation
25470XBF1
45000.00000000
PA
USD
45450.00000000
0.008961790294
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05750000
N
N
N
N
N
N
First Horizon Corporation
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158AJ8
67000.00000000
PA
USD
80138.33000000
0.015801604136
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05750000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040H105
2565.00000000
NS
USD
372155.85000000
0.073381357195
Long
EC
CORP
US
N
1
N
N
N
Flushing Financial Corporation
N/A
Flushing Financial Corporation
343873105
188.00000000
NS
USD
4568.40000000
0.000900793020
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corporation
87161C501
5830.00000000
NS
USD
279082.10000000
0.055029158528
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corporation
254900E47KH1NFFKNF25
Duke Realty Corporation
264411505
6750.00000000
NS
USD
443070.00000000
0.087364145780
Long
EC
CORP
US
N
1
N
N
N
College Avenue Student Loans 2017-A Llc
N/A
College Ave Student Loans, LLC
194204AA1
132476.45000000
PA
USD
133980.15000000
0.026418085982
Long
ABS-O
CORP
US
N
2
2046-11-26
Floating
0.01752800
N
N
N
N
N
N
The Southern Company
D981X4Z4RWS7PDMJUZ03
Georgia Power Company
373334KM2
32000.00000000
PA
USD
32562.70000000
0.006420684022
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
0.02100000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAC1
37000.00000000
PA
USD
34548.75000000
0.006812291582
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.03375000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
Lennar Corporation
526057BW3
19000.00000000
PA
USD
20143.00000000
0.003971778699
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04875000
N
N
N
N
N
N
KeyCorp
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327V2B9
67000.00000000
PA
USD
74022.15000000
0.014595621241
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
0.03900000
N
N
N
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP, Term Loan
N/A
281643.63000000
PA
USD
268352.87000000
0.052913578566
Long
DBT
CORP
US
N
2
2028-04-27
Floating
0.05500000
N
N
N
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc., Convertible
48242WAB2
205000.00000000
PA
USD
389823.99000000
0.076865145216
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.02500000
N
N
N
N
Y
KBR Inc
KBR Inc
USD
XXXX
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAS5
80000.00000000
PA
USD
85520.00000000
0.016862757007
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05375000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224AD9
34000.00000000
PA
USD
35518.43000000
0.007003492216
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
0.03100000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AK7
40000.00000000
PA
USD
40800.00000000
0.008044907458
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
Harley-Davidson, Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41283LAU9
52000.00000000
PA
USD
52143.38000000
0.010281584968
Long
DBT
CORP
US
N
2
2022-02-04
Fixed
0.04050000
N
N
N
N
N
N
Ashland Global Holdings Inc.
529900E4L9R04SB8HB11
Ashland Global Holdings, Inc.
044186104
7019.00000000
NS
USD
755665.54000000
0.149001454393
Long
EC
CORP
US
N
1
N
N
N
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.
N/A
Tallgrass Energy Finance Corporation
87470LAD3
105000.00000000
PA
USD
104081.25000000
0.020522647658
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00914AAK8
45000.00000000
PA
USD
45916.76000000
0.009053825613
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.03125000
N
N
N
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
1345.00000000
NS
USD
873052.95000000
0.172147798763
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236AW1
45000.00000000
PA
USD
48287.81000000
0.009521347128
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.04875000
N
N
N
N
N
N
Jazz Pharmaceuticals plc
N/A
Jazz Investments I, Ltd., Convertible
472145AF8
232000.00000000
PA
USD
261870.00000000
0.051635292065
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
0.02000000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
Dana Incorporated
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
75000.00000000
PA
USD
79687.50000000
0.015712709880
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05625000
N
N
N
N
N
N
Nexstar Media Group, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc., Term Loan
N/A
772373.53000000
PA
USD
770156.82000000
0.151858832005
Long
DBT
CORP
US
N
2
2026-09-19
Floating
0.02599250
N
N
N
N
N
N
Open Text Corporation
N/A
Open Text Corporation
683720AA4
80000.00000000
PA
USD
82400.00000000
0.016247558201
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04125000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
7806.00000000
NS
USD
766236.96000000
0.151085917521
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
Parker-Hannifin Corporation
701094AM6
70000.00000000
PA
USD
72319.44000000
0.014259882408
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.02700000
N
N
N
N
N
N
Coterra Energy Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097AB9
90000.00000000
PA
USD
95177.10000000
0.018766935336
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.04375000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV Financing, LLC, Term Loan
N/A
566950.00000000
PA
USD
567114.42000000
0.111823113420
Long
DBT
CORP
US
N
2
2027-08-02
Floating
0.05750000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods, Inc.
82873MAA1
85000.00000000
PA
USD
83725.00000000
0.016508820514
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397XL2
190000.00000000
PA
USD
201637.50000000
0.039758701660
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
0.04134000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
5493005QMH1D47U26R45
AI Aqua Merger Sub, Inc., Term Loan
N/A
280000.00000000
PA
USD
280198.80000000
0.055249348434
Long
DBT
CORP
US
N
2
2028-07-30
Floating
0.04500000
N
N
N
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAU5
45000.00000000
PA
USD
45260.45000000
0.008924414995
Long
DBT
CORP
BM
N
2
2028-01-26
Fixed
0.02850000
N
N
N
N
N
N
LyondellBasell Industries N.V.
N/A
LYB International Finance III, LLC
50249AAF0
62000.00000000
PA
USD
60950.50000000
0.012018165001
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.01250000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAC5
43000.00000000
PA
USD
43279.50000000
0.008533813048
Long
DBT
CORP
US
N
2
2025-02-10
Variable
0.04400000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
N/A
Prime Security Services Borrower, LLC
74166MAC0
165000.00000000
PA
USD
177155.55000000
0.034931372686
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAG0
43000.00000000
PA
USD
44182.50000000
0.008711865779
Long
DBT
CORP
US
N
2
2023-06-15
Variable
0.05650000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375AL0
65000.00000000
PA
USD
64593.75000000
0.012736537774
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04750000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation
131347CM6
105000.00000000
PA
USD
108937.50000000
0.021480198684
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385RZ1
200000.00000000
PA
USD
199999.11000000
0.039435645388
Long
STIV
USGSE
US
N
2
N
N
N
China Petrochemical Corporation
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018, Ltd.
82939GAN8
42000.00000000
PA
USD
42636.33000000
0.008406993363
Long
DBT
NUSS
VG
N
2
2025-05-13
Fixed
0.02150000
N
N
N
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752AQ1
39000.00000000
PA
USD
40446.17000000
0.007975139576
Long
DBT
CORP
KY
N
2
2025-04-07
Fixed
0.03075000
N
N
N
N
N
N
Sleep Number Corporation
529900W0TZQLBT2DSS66
Sleep Number Corporation
83125X103
3163.00000000
NS
USD
242285.80000000
0.047773697049
Long
EC
CORP
US
N
1
N
N
N
Genesis Energy, L.P.
N/A
Genesis Energy, LP
37185LAM4
25000.00000000
PA
USD
25764.00000000
0.005080122445
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.08000000
N
N
N
N
N
N
Miller Industries, Inc.
549300F1O74SPUJ7UU94
Miller Industries, Inc.
600551204
5389.00000000
NS
USD
179992.60000000
0.035490779664
Long
EC
CORP
US
N
1
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BM2
67000.00000000
PA
USD
69861.13000000
0.013775155044
Long
DBT
CORP
GB
N
2
2029-11-01
Variable
0.03754000
N
N
N
N
N
N
Loews Corporation
549300YX2GSZD7YG1R84
CNA Financial Corporation
126117AS9
40000.00000000
PA
USD
42201.90000000
0.008321332845
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03950000
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031U101
1540.00000000
NS
USD
39778.20000000
0.007843429850
Long
EC
CORP
US
N
1
N
N
N
Star Parent, L.P.
N/A
Dun & Bradstreet Holdings, Inc.
26484T106
17850.00000000
NS
USD
365746.50000000
0.072117567302
Long
EC
CORP
US
N
1
N
N
N
SECURE ACQUISITION INC
N/A
Secure Acquisition, Inc., Delayed Draw
N/A
43000.00000000
PA
USD
42785.00000000
0.008436307981
Long
DBT
CORP
US
N
3
2028-12-23
Floating
0.00000000
N
N
N
N
N
N
OCP CLO 2017-13, Ltd.
254900M77QLN2EBJHE11
OCP CLO, Ltd.
67097LAP1
275000.00000000
PA
USD
273811.73000000
0.053989951692
Long
ABS-O
CORP
XX
N
2
2030-07-15
Floating
0.02123800
N
N
N
N
N
N
Great Southern Bancorp, Inc.
5493000ZL7DLNMN1AB26
Great Southern Bancorp, Inc.
390905107
931.00000000
NS
USD
55161.75000000
0.010876744461
Long
EC
CORP
US
N
1
N
N
N
Kinsale Capital Group, Inc.
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
2269.00000000
NS
USD
539772.41000000
0.106431840376
Long
EC
CORP
US
N
1
N
N
N
The PNC Financial Services Group, Inc.
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
45000.00000000
PA
USD
46488.04000000
0.009166470091
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
0.02700000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
105000.00000000
PA
USD
107887.50000000
0.021273160624
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
65000.00000000
PA
USD
68209.19000000
0.013449426995
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
2022-01-26
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Head of Fund Accounting & Assistant Treasurer