0001752724-24-032137.txt : 20240221
0001752724-24-032137.hdr.sgml : 20240221
20240221143028
ACCESSION NUMBER: 0001752724-24-032137
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240221
DATE AS OF CHANGE: 20240221
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PACIFIC SELECT FUND
CENTRAL INDEX KEY: 0000813900
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05141
FILM NUMBER: 24658709
BUSINESS ADDRESS:
STREET 1: 700 NEWPORT CTR DR
STREET 2: P O BOX 7500
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 9492193233
MAIL ADDRESS:
STREET 1: 700 NEWPORT CTR DR
STREET 2: P O BOX 7500
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
0000813900
S000026044
Mid-Cap Equity Portfolio
C000078113
Class I
C000098972
Class P
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000813900
XXXXXXXX
S000026044
C000098972
C000078113
PACIFIC SELECT FUND
811-05141
0000813900
549300KH2YJL0X2VEL27
700 NEWPORT CTR DR
P O BOX 7500
NEWPORT BEACH
92660
949-219-3233
Mid-Cap Equity Portfolio
S000026044
549300JUI0N5EW5UYR26
2023-12-31
2023-12-31
N
615975570.93
8074213.02
607901357.91
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Russell Mid Cap
RUMCINTR
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-A
64035DAB2
299971.04000000
PA
USD
271792.15000000
0.044709909998
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.36000000
N
N
N
N
N
N
Volkswagen Auto Loan Enhanced Trust
N/A
Volkswagen Auto Loan Enhanced Trust 2023-2
92867YAD6
2152000.00000000
PA
USD
2198118.22000000
0.361591266641
Long
ABS-O
CORP
US
N
2
2028-12-20
Fixed
5.48000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63942AAB2
949211.31000000
PA
USD
940904.10000000
0.154779075216
Long
ABS-O
CORP
US
N
2
2069-04-15
Floating
6.47600000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CM4
75000.00000000
PA
USD
76695.88000000
0.012616500851
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
6.15000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AB9
1480000.00000000
PA
USD
1436534.03000000
0.236310383470
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBT9
1405000.00000000
PA
USD
1388662.13000000
0.228435438074
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
4.15000000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493009UJ1T6R11V4458
BlueMountain CLO 2015-3 Ltd
09628JAL5
357993.82000000
PA
USD
357724.35000000
0.058845788933
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.67700000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 6 Ltd
67098UAN5
315000.00000000
PA
USD
315226.97000000
0.051854954080
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.81700000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702BAA9
1072587.92000000
PA
USD
1069432.48000000
0.175922041641
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.47700000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBR6
1920000.00000000
PA
USD
1774778.65000000
0.291951749557
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.15000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-C
83208AAD5
1694352.63000000
PA
USD
1667087.45000000
0.274236507010
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
6.27600000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAV3
190000.00000000
PA
USD
171525.57000000
0.028216020209
Long
DBT
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAC8
1300000.00000000
PA
USD
1287662.62000000
0.211820981026
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
7.10800000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVIII Ltd
55819BAW0
278585.47000000
PA
USD
278220.52000000
0.045767379259
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
6.61400000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-C
83208AAA1
2615512.17000000
PA
USD
2308426.72000000
0.379737056014
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.39000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust 2019-B
63941LAB9
2782527.42000000
PA
USD
2660848.05000000
0.437710496181
Long
ABS-O
CORP
US
N
2
2059-12-15
Fixed
3.39000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-3 Ltd
69690CAA1
213613.58000000
PA
USD
214411.07000000
0.035270700946
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.21400000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
2250000.00000000
PA
USD
2147600.43000000
0.353281071354
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
OPEN Trust
N/A
OPEN Trust 2023-AIR
68373BAA9
404884.17000000
PA
USD
406944.67000000
0.066942549922
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Floating
8.45100000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBV7
370000.00000000
PA
USD
366409.94000000
0.060274571726
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.50000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AM1
785000.00000000
PA
USD
776483.75000000
0.127731866345
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV Ltd
08180FBG5
3000000.00000000
PA
USD
3003984.60000000
0.494156586576
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.85700000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIV Ltd
55819GAL3
500000.00000000
PA
USD
500011.57000000
0.082252089667
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
6.76000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300FFTJ3WPTJK8589
Madison Park Funding XXX LTD
55821TAA5
539584.89000000
PA
USD
537551.50000000
0.088427422147
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
6.40500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA46
3165000.00000000
PA
USD
3360481.79000000
0.552800507232
Long
DBT
CORP
US
N
2
2029-10-24
Fixed
6.48400000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
535000.00000000
PA
USD
513172.83000000
0.084417121844
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2023-REV2
34535CAA4
1146000.00000000
PA
USD
1172200.31000000
0.192827387987
Long
ABS-O
CORP
US
N
2
2036-02-15
Fixed
5.28000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
54930025J96YEH8FQE77
CSAIL 2015-C4 Commercial Mortgage Trust
12635RAX6
2683000.00000000
PA
USD
2594592.74000000
0.426811472986
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.80800000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
2355000.00000000
PA
USD
2233153.48000000
0.367354579972
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
1260000.00000000
PA
USD
1222487.47000000
0.201099644554
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Signal Peak CLO, LLC
N/A
Signal Peak CLO 5 Ltd
56844YAA5
2425275.82000000
PA
USD
2428690.88000000
0.399520555168
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797GP6
115000000.00000000
PA
USD
114025577.40000000
18.75724999069
Long
STIV
UST
US
N
2
2024-02-29
None
0.00000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2023-1 LLC
29375CAC3
1661000.00000000
PA
USD
1678468.57000000
0.276108705493
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
5.42000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
220000.00000000
PA
USD
212860.80000000
0.035015680953
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAS5
515000.00000000
PA
USD
506915.51000000
0.083387790371
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.00000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-5C2 Mortgage Trust
05610QAC7
1000000.00000000
PA
USD
1085191.80000000
0.178514455656
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Variable
7.05500000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2021-2
52604DAA0
1504000.00000000
PA
USD
1343310.84000000
0.220975133962
Long
ABS-O
CORP
US
N
2
2032-04-20
Fixed
2.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAC2
137614.89000000
PA
USD
136284.61000000
0.022418869151
Long
ABS-O
CORP
US
N
2
2037-01-15
Floating
6.19600000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2020-NQM1
105699AB8
1099785.57000000
PA
USD
1045216.19000000
0.171938452908
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
1.78900000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
370000.00000000
PA
USD
334864.05000000
0.055085261061
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2020-A
63941FAD8
560000.00000000
PA
USD
480068.62000000
0.078971466958
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
3.16000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVI Ltd
55822AAN7
1300000.00000000
PA
USD
1298199.53000000
0.213554306649
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.30500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: BRYRHKB58 TRS USD R E REC EQUATY / Short: BRYRHKB58 TRS USD P V 00MSOFR SOFRRATE +38 BPS
000000000
129491954.60000000
OU
Notional Amount
USD
23732154.36000000
3.903948239496
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell Midcap Total Return Index
RUMCINTR INDEX
Y
Russell MidCap Index
2024-05-01
0.00000000
USD
0.00000000
USD
129491954.60000000
USD
23732154.36000000
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEV3
2600000.00000000
PA
USD
2614420.12000000
0.430073084387
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.27000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DR7
220000.00000000
PA
USD
235879.89000000
0.038802329840
Long
DBT
CORP
GB
N
2
2028-11-03
Fixed
7.39000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-LBA6
12433EAA9
800000.00000000
PA
USD
787580.64000000
0.129557308887
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.36200000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CX0
187000.00000000
PA
USD
189974.52000000
0.031250879361
Long
ABS-O
CORP
US
N
2
2030-06-15
Fixed
5.83000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900O44XNRXAW7W466
OBX 2023-NQM10 Trust
67449CAA9
1487566.42000000
PA
USD
1507007.43000000
0.247903284042
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
6.46500000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAM8
150000.00000000
PA
USD
152723.72000000
0.025123108874
Long
DBT
CORP
US
N
2
2026-09-12
Fixed
5.60000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BN8
590000.00000000
PA
USD
576076.28000000
0.094764762819
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECU3
660000.00000000
PA
USD
690308.02000000
0.113555926634
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
MTN Commercial Mortgage Trust 2022-LPFL
N/A
MTN Commercial Mortgage Trust 2022-LPFL
62475WAA3
475000.00000000
PA
USD
463805.72000000
0.076296213845
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
6.76700000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
2015000.00000000
PA
USD
2106384.28000000
0.346500999313
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BN7
1640000.00000000
PA
USD
1719487.93000000
0.282856405504
Long
DBT
CORP
US
N
2
2028-10-06
Fixed
6.12500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
110000.00000000
PA
USD
109966.26000000
0.018089490765
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAT7
150000.00000000
PA
USD
144570.12000000
0.023781838635
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAT5
515000.00000000
PA
USD
529562.61000000
0.087113246764
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.45000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAG7
2050000.00000000
PA
USD
1888384.91000000
0.310640021679
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AF4
370000.00000000
PA
USD
386662.95000000
0.063606199421
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.35000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2023-1
68269JAE1
2607000.00000000
PA
USD
2644286.88000000
0.434986177542
Long
ABS-O
CORP
US
N
2
2038-06-14
Fixed
5.50000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674ZW3
1760000.00000000
PA
USD
1826479.30000000
0.300456525756
Long
DBT
CORP
CH
N
2
2028-09-11
Fixed
5.65000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAN1
220000.00000000
PA
USD
212832.70000000
0.035011058493
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.45900000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKT5
885000.00000000
PA
USD
832526.02000000
0.136950840653
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.85000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR24
000000000
-514.00000000
NC
USD
-759478.25000000
-0.12493445525
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUH4 Comdty
2024-03-28
-105080349.62000000
USD
-759478.25000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIX Ltd
55822EAA7
250000.00000000
PA
USD
249926.12000000
0.041112939911
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
6.79700000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR24
000000000
-1195.00000000
NC
USD
-2833698.77000000
-0.46614450405
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVH4 Comdty
2024-03-28
-127150559.64000000
USD
-2833698.77000000
N
N
N
L3Harris Tech Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AR6
1365000.00000000
PA
USD
1341588.19000000
0.220691757395
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83200000
N
N
N
N
N
N
Race Point CLO Ltd
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd
74982LAY6
1922797.02000000
PA
USD
1921790.99000000
0.316135334292
Long
ABS-CBDO
CORP
KY
N
2
2030-02-20
Floating
6.66900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797GX9
65000000.00000000
PA
USD
64326145.00000000
10.58167483309
Long
STIV
UST
US
N
2
2024-03-14
None
0.00000000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAJ2
405000.00000000
PA
USD
414316.30000000
0.068155185805
Long
DBT
CORP
US
N
2
2029-01-21
Fixed
6.25000000
N
N
N
N
N
N
SLM Student Loan Trust
54930054KUX5HFXZUQ43
SLM Private Credit Student Loan Trust 2004-A
78443CBH6
2092193.05000000
PA
USD
2064080.04000000
0.339541936062
Long
ABS-O
CORP
US
N
2
2033-06-15
Floating
6.04600000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109BF7
295000.00000000
PA
USD
279907.07000000
0.046044817363
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
2.90000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2M2
1375000.00000000
PA
USD
1506736.30000000
0.247858683056
Long
DBT
CORP
CH
N
2
2028-02-15
Fixed
7.50000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBL8
1845000.00000000
PA
USD
1790452.69000000
0.294530134980
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
2.50000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABZ9
1180000.00000000
PA
USD
1072944.32000000
0.176499740630
Long
DBT
CORP
US
N
2
2026-09-17
Fixed
1.65000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2K6
745000.00000000
PA
USD
745583.02000000
0.122648684741
Long
DBT
CORP
CH
N
2
2027-07-09
Fixed
5.00000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVI Ltd
08181VAS4
1000000.00000000
PA
USD
996124.33000000
0.163862823637
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
7.21400000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS XX LTD
N/A
OCTAGON INVESTMENT PARTNERS 20-R LTD
67576WAN2
250000.00000000
PA
USD
250034.02000000
0.041130689501
Long
ABS-CBDO
CORP
KY
N
2
2031-05-12
Floating
6.78300000
N
N
N
N
N
N
Clover CLO
N/A
Clover CLO 2021-3 LLC
00142QAA9
315000.00000000
PA
USD
315078.75000000
0.051830571835
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Floating
6.80000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-PT-A
78449VAC0
802438.86000000
PA
USD
792201.43000000
0.130317430565
Long
ABS-O
CORP
US
N
2
2054-09-15
Floating
6.32000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
3355000.00000000
PA
USD
3250839.19000000
0.534764258658
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CH0
220000.00000000
PA
USD
208314.66000000
0.034267839229
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.65000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
150000.00000000
PA
USD
140361.29000000
0.023089484531
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAL5
220000.00000000
PA
USD
214962.71000000
0.035361445932
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd
38136MAU2
1676498.57000000
PA
USD
1675241.20000000
0.275577801924
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.58700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER6J4
180735.39000000
PA
USD
173248.91000000
0.028499510281
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AV9
590000.00000000
PA
USD
594477.04000000
0.097791694699
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.10000000
N
N
N
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAB0
199294.15000000
PA
USD
198876.06000000
0.032715186010
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
6.71000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBJ3
1660000.00000000
PA
USD
1549685.03000000
0.254923765152
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
Atrium CDO Corp
549300BF3YFW8EHN6F75
Atrium XIII
04966HAA4
483081.06000000
PA
USD
482837.96000000
0.079427024420
Long
ABS-CBDO
CORP
KY
N
2
2030-11-21
Floating
6.85400000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AK1
150000.00000000
PA
USD
131608.53000000
0.021649652248
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661ED5
1255000.00000000
PA
USD
1110921.95000000
0.182747074923
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
arbor multifamily mortgage securities trust
N/A
Arbor Multifamily Mortgage Securities Trust 2021-MF3
03882KAC6
130000.00000000
PA
USD
118438.48000000
0.019483174113
Long
ABS-MBS
CORP
US
N
2
2054-10-15
Fixed
2.21300000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
2265000.00000000
PA
USD
2104735.53000000
0.346229779324
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLS6
2275000.00000000
PA
USD
2349834.81000000
0.386548702256
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.81900000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
740000.00000000
PA
USD
687236.83000000
0.113050714734
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBW4
220000.00000000
PA
USD
222558.58000000
0.036610969379
Long
DBT
CORP
US
N
2
2027-12-08
Fixed
5.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
1345000.00000000
PA
USD
1351395.21000000
0.222305015841
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Babson CLO Ltd
N/A
Barings Clo Ltd 2020-IIII
06762CAQ1
2500000.00000000
PA
USD
2496993.90000000
0.410756427421
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
6.66500000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAD4
515000.00000000
PA
USD
486856.33000000
0.080088047783
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
2.85000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXII Ltd
09629PAE6
650000.00000000
PA
USD
648721.71000000
0.106714963136
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
7.15500000
N
N
N
N
N
N
Regatta XVIII Funding Ltd
N/A
Regatta XVIII Funding Ltd
75884EAA0
2750000.00000000
PA
USD
2744073.45000000
0.451401105507
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
6.75500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGX61
3330162.03000000
PA
USD
3144295.60000000
0.517237798383
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding IX CLO Ltd
15033EAA6
245907.20000000
PA
USD
245980.97000000
0.040463961265
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.65700000
N
N
N
N
N
N
RR 1 Ltd
N/A
RR 1 LLC
78108YAL6
315000.00000000
PA
USD
314772.14000000
0.051780134376
Long
ABS-CBDO
CORP
KY
N
2
2035-07-15
Floating
6.80500000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2023-2 LLC
29375NAC9
1930000.00000000
PA
USD
1953676.85000000
0.321380570149
Long
ABS-O
CORP
US
N
2
2030-04-22
Fixed
5.50000000
N
N
N
N
N
N
Pikes Peak CLO
549300NJA5BS4BQQJL72
Pikes Peak CLO 8
72133CAA0
250000.00000000
PA
USD
249839.43000000
0.041098679374
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.84700000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDZ6
885000.00000000
PA
USD
895382.43000000
0.147290743530
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBD7
1745000.00000000
PA
USD
1658204.03000000
0.272775181108
Long
DBT
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFH3
2270000.00000000
PA
USD
2407277.77000000
0.395998090590
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.40700000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
680000.00000000
PA
USD
590404.48000000
0.097121757061
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AC5
750000.00000000
PA
USD
718053.77000000
0.118120112853
Long
DBT
CORP
JP
N
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EK9
1475000.00000000
PA
USD
1464243.11000000
0.240868537460
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.40000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAW8
665000.00000000
PA
USD
641432.34000000
0.105515859054
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-NWPT
12663MAA2
500000.00000000
PA
USD
506452.15000000
0.083311567478
Long
ABS-MBS
CORP
US
N
2
2024-09-09
Floating
8.50500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDR4
515000.00000000
PA
USD
474352.44000000
0.078031153217
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
2.35000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBW5
1150000.00000000
PA
USD
1150698.79000000
0.189290379932
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.70000000
N
N
N
N
N
N
Porsche Financial Auto Securitization Trust
N/A
Porsche Financial Auto Securitization Trust 2023-2
732916AD3
1075000.00000000
PA
USD
1098870.27000000
0.180764569070
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.79000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CY3
150000.00000000
PA
USD
150569.70000000
0.024768771781
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
4.87500000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAN5
1625000.00000000
PA
USD
1657724.15000000
0.272696240669
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2022-3
68269PAA5
1300000.00000000
PA
USD
1304042.22000000
0.214515431333
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
5.94000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
1995000.00000000
PA
USD
1833662.55000000
0.301638173058
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2023-C
44918CAD4
2470000.00000000
PA
USD
2523181.08000000
0.415064228294
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
5.54000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CG4
2285000.00000000
PA
USD
2181893.88000000
0.358922356663
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAX0
330000.00000000
PA
USD
318641.09000000
0.052416578093
Long
DBT
CORP
FR
N
2
2026-12-02
Fixed
3.37500000
N
N
N
N
N
N
RR Ltd
2549005CH9FMTJFP8I04
RR 24 Ltd
75000HAQ7
2650000.00000000
PA
USD
2649841.50000000
0.435899914602
Long
ABS-CBDO
CORP
BM
N
2
2036-01-15
Floating
7.74700000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CH1
2155000.00000000
PA
USD
2177194.26000000
0.358149267421
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.40000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-D
63942CAA0
1217864.75000000
PA
USD
1171065.50000000
0.192640711319
Long
ABS-O
CORP
US
N
2
2060-04-15
Floating
6.51000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2023-C
344940AD3
1381000.00000000
PA
USD
1410627.28000000
0.232048713437
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
5.53000000
N
N
N
N
N
N
SLM Student Loan Trust
549300JEA36NHBYED811
SLM Private Education Loan Trust 2010-C
78445QAE1
751892.38000000
PA
USD
791620.87000000
0.130221928228
Long
ABS-O
CORP
US
N
2
2041-10-15
Floating
10.22600000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAM3
645816.86000000
PA
USD
634370.53000000
0.104354188676
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
6.20600000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEU2
370000.00000000
PA
USD
369548.20000000
0.060790816666
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP2
85236WCE4
800000.00000000
PA
USD
789478.00000000
0.129869425315
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.29800000
N
N
N
N
N
N
A&D Mortgage Trust
984500L072D83D1AA637
A&D Mortgage Trust 2023-NQM5
00249XAA6
758705.36000000
PA
USD
773470.53000000
0.127236190532
Long
ABS-MBS
CORP
US
N
2
2068-11-25
Variable
7.04900000
N
N
N
N
N
N
OCP CLO Ltd
254900NXH68CRC058O44
OCP CLO 2014-5 Ltd
67102SAL8
1460555.10000000
PA
USD
1460717.75000000
0.240288614426
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
6.72100000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAH6
220000.00000000
PA
USD
219217.54000000
0.036061367053
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
610000.00000000
PA
USD
571724.94000000
0.094048965767
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3G6
2210000.00000000
PA
USD
2330535.81000000
0.383374009561
Long
DBT
CORP
US
N
2
2029-10-23
Fixed
6.30300000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300Y1V90IQ456QX97
Benefit Street Partners CLO III Ltd
08180EBJ2
87185.30000000
PA
USD
87267.59000000
0.014355551088
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.67700000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CU1
350000.00000000
PA
USD
368719.83000000
0.060654549492
Long
DBT
CORP
DE
N
2
2029-11-20
Fixed
6.81900000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAM2
4760000.00000000
PA
USD
4808217.66000000
0.790953597559
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
5.79800000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCZ6
1040000.00000000
PA
USD
1067421.00000000
0.175591152431
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
6.31200000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2020-NQM1
105699AC6
398267.32000000
PA
USD
380016.44000000
0.062512846048
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
2.40600000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BH5
1385000.00000000
PA
USD
1409708.55000000
0.231897582010
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.55000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAA3
1000000.00000000
PA
USD
978584.60000000
0.160977531513
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.37600000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAW6
150000.00000000
PA
USD
151660.22000000
0.024948162728
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XMKG0
3323878.49000000
PA
USD
3142896.40000000
0.517007629462
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
Octagon Investment Partners XXI Ltd
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBK2
1500000.00000000
PA
USD
1497884.25000000
0.246402517531
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
6.63900000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2H3
965000.00000000
PA
USD
945921.97000000
0.155604516701
Long
DBT
CORP
CH
N
2
2025-02-21
Fixed
3.70000000
N
N
N
N
N
N
Octagon Investment Partners XVII LTD
54930007Y57X4ONHQV20
Octagon Investment Partners XVII Ltd
67590GBG3
225542.79000000
PA
USD
225358.27000000
0.037071519427
Long
ABS-CBDO
CORP
KY
N
2
2031-01-25
Floating
6.64000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
295000.00000000
PA
USD
290784.04000000
0.047834082983
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565ECE3
1080000.00000000
PA
USD
1100804.50000000
0.181082750626
Long
DBT
CORP
US
N
2
2028-08-11
Fixed
5.05000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
220000.00000000
PA
USD
209811.29000000
0.034514035422
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.66800000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAS9
150000.00000000
PA
USD
149060.62000000
0.024520527559
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
Galaxy CLO Ltd
5493000B2531UL3WQV87
Galaxy XIX CLO Ltd
36319QBN1
659927.45000000
PA
USD
658880.17000000
0.108386033593
Long
ABS-CBDO
CORP
KY
N
2
2030-07-24
Floating
6.61000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
2805000.00000000
PA
USD
2650892.71000000
0.436072839039
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GK7
370000.00000000
PA
USD
378511.51000000
0.062265284502
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.05000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2023-B Owner Trust
65480MAD5
5225000.00000000
PA
USD
5354951.50000000
0.880891518059
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.93000000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U7W4
1135000.00000000
PA
USD
1167513.82000000
0.192056458635
Long
DBT
CORP
US
N
2
2026-10-30
Fixed
5.88200000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAN2
1110000.00000000
PA
USD
1130106.02000000
0.185902861590
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.04700000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAR1
1670000.00000000
PA
USD
1717945.70000000
0.282602708095
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
6.05000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
1110000.00000000
PA
USD
1051438.72000000
0.172962061413
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2023-4
96041AAG1
1731000.00000000
PA
USD
1751354.48000000
0.288098464859
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
6.24000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CV9
220000.00000000
PA
USD
224067.72000000
0.036859223471
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
5.12500000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AJ4
2000000.00000000
PA
USD
1829973.84000000
0.301031378888
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
CENT Trust 2023-CITY
N/A
CENT Trust 2023-CITY
12516WAA9
1000000.00000000
PA
USD
1007393.80000000
0.165716655653
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
7.98200000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CK4
1760000.00000000
PA
USD
1802832.68000000
0.296566647950
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.30000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEZ4
2080000.00000000
PA
USD
2082792.92000000
0.342620211798
Long
DBT
CORP
US
N
2
2027-01-28
Fixed
5.05000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DZ5
1255000.00000000
PA
USD
1370087.68000000
0.225379934124
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
American Money Management Corporation
549300R4YQWFRASHVE93
AMMC CLO XIII Ltd
00176DAQ2
38678.90000000
PA
USD
38720.55000000
0.006369544909
Long
ABS-CBDO
CORP
KY
N
2
2029-07-24
Floating
6.71000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMVG5
3335629.69000000
PA
USD
3153610.02000000
0.518770023946
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2019-2
68269BAA6
1568000.00000000
PA
USD
1469381.74000000
0.241713844011
Long
ABS-O
CORP
US
N
2
2036-10-14
Fixed
3.14000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill- When Issued
912797JC2
45000000.00000000
PA
USD
44769240.45000000
7.364556743863
Long
STIV
UST
US
N
2
2024-02-06
None
0.00000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAK2
1775000.00000000
PA
USD
1768802.39000000
0.290968652559
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
3315000.00000000
PA
USD
3277910.82000000
0.539217551885
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
1765000.00000000
PA
USD
1774510.81000000
0.291907689777
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BK9
1920000.00000000
PA
USD
1845805.06000000
0.303635620480
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6D4
1440000.00000000
PA
USD
1464059.10000000
0.240838267746
Long
DBT
CORP
US
N
2
2026-08-07
Fixed
5.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAS9
2040000.00000000
PA
USD
2148163.76000000
0.353373739349
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.10000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-CSMO
05610MAA0
396000.00000000
PA
USD
397372.06000000
0.065367852009
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Floating
7.47700000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: BRYRHM7X8 TRS USD R E / Short: BRYRHM7X8 TRS USD P V 03MSOFR
000000000
206445594.06000000
OU
Notional Amount
USD
37811661.99000000
6.220032493429
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Russell Midcap Total Return Index
RUMCINTR INDEX
Y
Russell MidCap Index
2024-11-01
0.00000000
USD
0.00000000
USD
206445594.06000000
USD
37811661.99000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAN2
745000.00000000
PA
USD
751254.57000000
0.123581656830
Long
DBT
CORP
FR
N
2
2027-01-18
Fixed
5.97500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR24
000000000
-78.00000000
NC
USD
-97442.96000000
-0.01602940324
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYH4 Comdty
2024-03-19
-8708025.79000000
USD
-97442.96000000
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2023-B
44933XAD9
5270000.00000000
PA
USD
5362238.70000000
0.882090265176
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.48000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2023-2
68269HAE5
512000.00000000
PA
USD
515244.95000000
0.084757986356
Long
ABS-O
CORP
US
N
2
2036-09-15
Floating
6.83900000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
1180000.00000000
PA
USD
1152108.60000000
0.189522294202
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
2585000.00000000
PA
USD
2412093.51000000
0.396790281616
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AC9
1490000.00000000
PA
USD
1446483.69000000
0.237947106249
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.90000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
19292213.49000000
PA
USD
19292213.49000000
3.173576311184
Long
RA
CORP
US
N
2
Repurchase
N
4.95000000
2024-01-02
23657400.00000000
USD
19678120.85000000
USD
UST
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBY5
150000.00000000
PA
USD
138035.17000000
0.022706836924
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Cash Management Bill - Reopening
912797GE1
40000000.00000000
PA
USD
39824391.60000000
6.551127264613
Long
STIV
UST
US
N
2
2024-02-15
None
0.00000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2E0
1345000.00000000
PA
USD
1339117.55000000
0.220285336194
Long
DBT
CORP
CH
N
2
2024-02-02
Fixed
0.49500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AU1
1845000.00000000
PA
USD
1823363.92000000
0.299944044584
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.70000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-D
63941CAC7
1850901.85000000
PA
USD
1840057.60000000
0.302690161167
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
6.52600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GES9
80000.00000000
PA
USD
82312.59000000
0.013540451740
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.95000000
N
N
N
N
N
N
GoldenTree Loan Opportunities X, Limited
549300IGEA8MXF2YEF61
Goldentree Loan Opportunities X Ltd
38137PAQ3
250000.00000000
PA
USD
250173.92000000
0.041153703104
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.79700000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2023-C19
05553RAZ3
2000000.00000000
PA
USD
2043676.80000000
0.336185595476
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
5.75300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLV9
5225000.00000000
PA
USD
5333704.92000000
0.877396447729
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.93300000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VKNG
12433YAA5
679825.05000000
PA
USD
674916.37000000
0.111023994471
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.40600000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
590000.00000000
PA
USD
584023.44000000
0.096072073602
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAQ3
2425000.00000000
PA
USD
2521273.35000000
0.414750405998
Long
DBT
CORP
GB
N
2
2029-02-02
Fixed
5.93100000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528PAK2
727000.00000000
PA
USD
707916.03000000
0.116452450843
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
4.06000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AQ0
515000.00000000
PA
USD
505809.96000000
0.083205926984
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBR6
1275000.00000000
PA
USD
1138340.45000000
0.187257428394
Long
DBT
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: BRYSU9XL7 TRS USD R E REC EQUATY / Short: BRYSU9XL7 TRS USD P V 00MSOFR0 1D SOFR +59 BPS
000000000
161113730.40000000
OU
Notional Amount
USD
9235426.03000000
1.519231024874
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Russell Midcap Total Return Index
RUMCINTR INDEX
Y
Russell MidCap Index
2024-01-19
0.00000000
USD
0.00000000
USD
161113730.40000000
USD
9235426.03000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06428CAA2
1235000.00000000
PA
USD
1258223.13000000
0.206978173946
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
5.52600000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAF2
295000.00000000
PA
USD
311540.60000000
0.051248544841
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
200000.00000000
PA
USD
196429.36000000
0.032312702948
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust 2020-1
92838WAB0
2630825.22000000
PA
USD
2613169.23000000
0.429867312516
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
2.77000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GH1
740000.00000000
PA
USD
722906.73000000
0.118918426582
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2U5
740000.00000000
PA
USD
762407.29000000
0.125416283428
Long
DBT
CORP
CA
N
2
2028-07-17
Fixed
5.52300000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHG2
75000.00000000
PA
USD
73154.90000000
0.012034008321
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.64000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE
46646GAA5
595000.00000000
PA
USD
550129.27000000
0.090496470001
Long
ABS-MBS
CORP
US
N
2
2038-09-06
Variable
2.85400000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CE2
2010000.00000000
PA
USD
2052656.72000000
0.337662795664
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.95000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAK1
695000.00000000
PA
USD
688936.47000000
0.113330306148
Long
DBT
CORP
JP
N
2
2027-07-27
Fixed
4.37200000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DP2
2465000.00000000
PA
USD
2524561.06000000
0.415291235518
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDD3
1255000.00000000
PA
USD
1195957.73000000
0.196735492434
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
1355000.00000000
PA
USD
1289636.16000000
0.212145629092
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEV3
2640000.00000000
PA
USD
2766939.28000000
0.455162543066
Long
DBT
CORP
US
N
2
2028-10-18
Fixed
6.29600000
N
N
N
N
N
N
GM Financial Revolving Receivables Trust
N/A
GM Financial Revolving Receivables Trust 2023-2
36268DAA0
1380000.00000000
PA
USD
1440280.88000000
0.236926741692
Long
ABS-O
CORP
US
N
2
2036-08-11
Fixed
5.77000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AC6
1170000.00000000
PA
USD
1169830.70000000
0.192437586259
Long
DBT
CORP
SG
N
2
2028-05-19
Fixed
4.45000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: BRYRKPZ40 TRS USD R E REC EQUATY / Short: BRYRKPZ40 TRS USD P V 00MSOFR SOFRRATE +40 BPS
000000000
28861191.13000000
OU
Notional Amount
USD
4577717.35000000
0.753036210634
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Russell Midcap Total Return Index
RUMCINTR INDEX
Y
Russell MidCap Index
2024-11-01
0.00000000
USD
0.00000000
USD
28861191.13000000
USD
4577717.35000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECF0
530000.00000000
PA
USD
534926.09000000
0.087995541223
Long
DBT
CORP
GB
N
2
2027-05-09
Fixed
5.82900000
N
N
N
N
N
N
GoldenTree Loan Opportunities XI Ltd
549300ZH5R2TCUAYC824
Goldentree Loan Opportunities XI Ltd
38137HBU1
1828906.62000000
PA
USD
1831023.16000000
0.301203992419
Long
ABS-CBDO
CORP
KY
N
2
2031-01-18
Floating
6.72700000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAA6
500000.00000000
PA
USD
482863.05000000
0.079431151734
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.42600000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
724500RKKW4NOJ9YQF60
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAV0
150000.00000000
PA
USD
145839.17000000
0.023990597833
Long
DBT
CORP
XX
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
Octagon Investment Partners XVI LTD
N/A
Octagon Investment Partners XVI Ltd
67590BAQ3
247933.91000000
PA
USD
247648.67000000
0.040738298537
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
6.68400000
N
N
N
N
N
N
American Money Management Corporation
549300ICO4ZE2FVC2Y46
AMMC CLO 23 Ltd
00177JAS4
500000.00000000
PA
USD
499328.70000000
0.082139757298
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
6.70400000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C35
900000.00000000
PA
USD
949709.78000000
0.156227612858
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.35000000
N
N
N
N
N
N
American Express Credit Account Master Trust
N/A
American Express Credit Account Master Trust 2023-1
02582JJZ4
3040000.00000000
PA
USD
3064516.99000000
0.504114187297
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.87000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674ZZ6
2090000.00000000
PA
USD
1920799.56000000
0.315972243688
Long
DBT
CORP
CH
N
2
2026-06-01
Fixed
1.25000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
1920000.00000000
PA
USD
1924939.89000000
0.316653329516
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BJ1
490000.00000000
PA
USD
507626.78000000
0.083504794551
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.65000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
150000.00000000
PA
USD
149072.78000000
0.024522527883
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDB8
1160000.00000000
PA
USD
1204893.97000000
0.198205507245
Long
DBT
CORP
US
N
2
2027-10-29
Fixed
7.14900000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2023-1 LLC
29375CAB5
1019357.49000000
PA
USD
1020768.89000000
0.167916862944
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.51000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBJ9
960000.00000000
PA
USD
976535.22000000
0.160640407739
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.15000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2023-D Owner Trust
89239FAD4
4067000.00000000
PA
USD
4149594.26000000
0.682609802726
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.54000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXII Ltd
09629PAA4
247612.10000000
PA
USD
247381.68000000
0.040694378583
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.73500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D26
975000.00000000
PA
USD
1000790.41000000
0.164630395536
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
6.95000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBV1
1845000.00000000
PA
USD
1775803.88000000
0.292120400274
Long
DBT
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: BRYRYQ4N5 TRS USD R E / Short: BRYRYQ4N5 TRS USD P V 00MSOFR
000000000
6012422.56000000
OU
Notional Amount
USD
905195.30000000
0.148904964304
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Russell Midcap Total Return Index
RUMCINTR INDEX
Y
Russell MidCap Index
2024-05-10
0.00000000
USD
0.00000000
USD
6012422.56000000
USD
905195.30000000
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBL3
590000.00000000
PA
USD
584625.14000000
0.096171053476
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DU0
1475000.00000000
PA
USD
1524071.83000000
0.250710384204
Long
DBT
CORP
GB
N
2
2029-03-09
Fixed
6.16100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVT23
295527.72000000
PA
USD
283191.08000000
0.046585038232
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
3.00000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
1995000.00000000
PA
USD
2005841.57000000
0.329961686036
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAD8
995223.68000000
PA
USD
977015.57000000
0.160719425493
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.42600000
N
N
N
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-2 Ltd
86315TAA3
527397.68000000
PA
USD
524581.89000000
0.086293916467
Long
ABS-CBDO
CORP
KY
N
2
2029-12-28
Floating
6.57700000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
295000.00000000
PA
USD
284654.32000000
0.046825741758
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
1500000.00000000
PA
USD
1419594.92000000
0.233523893560
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAE5
656000.00000000
PA
USD
619254.82000000
0.101867648746
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.58700000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBE0
1365000.00000000
PA
USD
1225277.25000000
0.201558564404
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300AS2O1RYPD2ED41
Dryden 30 Senior Loan Fund
26249BAQ4
543414.18000000
PA
USD
541912.18000000
0.089144755633
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
6.46100000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBX2
645000.00000000
PA
USD
677660.31000000
0.111475373624
Long
DBT
CORP
CA
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AP4
1280000.00000000
PA
USD
1307188.10000000
0.215032929765
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.40000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
4505000.00000000
PA
USD
4427851.88000000
0.728383284949
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBQ5
2070000.00000000
PA
USD
2172794.85000000
0.357425562836
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.20000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCH1
740000.00000000
PA
USD
739149.19000000
0.121590317307
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.62500000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740BS7
220000.00000000
PA
USD
202263.95000000
0.033272495178
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
2.00000000
N
N
N
N
N
N
Allegro CLO Ltd
635400EBXLHIKFL2MP73
Allegro CLO VII Ltd
01750CAA1
1189157.69000000
PA
USD
1188977.34000000
0.195587215677
Long
ABS-CBDO
CORP
KY
N
2
2031-06-13
Floating
6.75500000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-PT-A
78449VAB2
1247290.90000000
PA
USD
1123013.83000000
0.184736193691
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
695000.00000000
PA
USD
690307.78000000
0.113555887154
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAY1
445000.00000000
PA
USD
432026.79000000
0.071068568013
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37961CAK8
5000000.00000000
PA
USD
4982249.15000000
0.819581842542
Long
STIV
CORP
US
N
2
2024-01-19
None
0.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DG1
810000.00000000
PA
USD
819516.36000000
0.134810746733
Long
DBT
CORP
US
N
2
2027-07-28
Fixed
5.38900000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAY0
745000.00000000
PA
USD
727908.12000000
0.119741157101
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
1430000.00000000
PA
USD
1303860.70000000
0.214485571225
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CR3
3450000.00000000
PA
USD
3495966.42000000
0.575087779375
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
5.34000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
445000.00000000
PA
USD
435717.38000000
0.071675671444
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
3100000.00000000
PA
USD
2838107.57000000
0.466869753302
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46200000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JKD1
5243000.00000000
PA
USD
5332431.42000000
0.877186956504
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
5.23000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
220000.00000000
PA
USD
208905.88000000
0.034365095139
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV Ltd
08180FBJ9
1300000.00000000
PA
USD
1294543.55000000
0.212952896576
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
7.22700000
N
N
N
N
N
N
Babson CLO Ltd
549300QR3VQZ1T0JUI29
Barings CLO Ltd 2015-I
056162AN0
876906.25000000
PA
USD
876248.57000000
0.144143216427
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.66700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VC2
23320.10000000
PA
USD
22390.13000000
0.003683184731
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR24
000000000
-8.00000000
NC
USD
-41849.41000000
-0.00688424354
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYH4 Comdty
2024-03-19
-902275.59000000
USD
-41849.41000000
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAE1
535000.00000000
PA
USD
559739.82000000
0.092077409059
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.15000000
N
N
N
N
N
N
2024-01-29
PACIFIC SELECT FUND
Trevor Smith
Trevor Smith
Assistant Vice President