0001752724-24-173477.txt : 20240812
0001752724-24-173477.hdr.sgml : 20240812
20240812164831
ACCESSION NUMBER: 0001752724-24-173477
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240812
DATE AS OF CHANGE: 20240812
PERIOD START: 20241231
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: 241197592
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
2024-12-31
2024-06-30
N
578703850.10
6668040.17
572035809.93
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
438897.10000000
0.00000000
0.00000000
0.00000000
EUR
USD
N
Russell Mid Cap
RUMCINTR
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-A
64035DAB2
263740.16000000
PA
USD
239063.36000000
0.041791677347
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
2169602.93000000
0.379277466958
Long
ABS-O
CORP
US
N
2
2028-12-20
Fixed
5.48000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
1757000.00000000
PA
USD
1640271.33000000
0.286742770561
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-2 Ltd
69701XAA2
500000.00000000
PA
USD
501061.50000000
0.087592680615
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.74000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2024-CNYN
05612HAA9
229615.69000000
PA
USD
230097.56000000
0.040224327918
Long
ABS-MBS
CORP
US
N
2
2029-04-15
Floating
6.77100000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63942AAB2
1213631.41000000
PA
USD
1214832.66000000
0.212370036789
Long
ABS-O
CORP
US
N
2
2069-04-15
Floating
6.44300000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
618000.00000000
PA
USD
613528.21000000
0.107253461994
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEA0
1985000.00000000
PA
USD
1974638.99000000
0.345194995789
Long
DBT
CORP
US
N
2
2028-01-23
Fixed
5.04000000
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
75745.56000000
0.013241401794
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
6.15000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GT8
655000.00000000
PA
USD
660704.26000000
0.115500506879
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.15000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AB9
468000.00000000
PA
USD
447484.39000000
0.078226639352
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493009UJ1T6R11V4458
BlueMountain CLO 2015-3 Ltd
09628JAL5
314100.12000000
PA
USD
314403.58000000
0.054962219941
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.58600000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 6 Ltd
67098UAN5
315000.00000000
PA
USD
315594.54000000
0.055170416697
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.72600000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEB8
3524000.00000000
PA
USD
3497677.59000000
0.611443816852
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.01200000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702BAA9
677346.90000000
PA
USD
677517.43000000
0.118439688257
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.38600000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBR6
308000.00000000
PA
USD
287066.95000000
0.050183388000
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.15000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397E58
965000.00000000
PA
USD
962064.47000000
0.168182560129
Long
DBT
CORP
US
N
2
2029-03-08
Fixed
5.80000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-C
83208AAD5
2067009.43000000
PA
USD
2058075.40000000
0.359780867608
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
6.24300000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAV3
379000.00000000
PA
USD
347019.48000000
0.060663943406
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
1302848.20000000
0.227756405697
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
7.03800000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDS5
924000.00000000
PA
USD
920620.25000000
0.160937520696
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.80000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVIII Ltd
55819BAW0
273191.60000000
PA
USD
273411.96000000
0.047796301429
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
6.52600000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-C
83208AAA1
2378804.13000000
PA
USD
2101991.73000000
0.367458067049
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
2347725.10000000
PA
USD
2255599.19000000
0.394310836986
Long
ABS-O
CORP
US
N
2
2059-12-15
Fixed
3.39000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 55 CLO Ltd
26245MAC5
453556.99000000
PA
USD
453991.11000000
0.079364106602
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.61000000
N
N
N
N
N
N
OPEN Trust
N/A
OPEN Trust 2023-AIR
68373BAA9
370173.41000000
PA
USD
375284.47000000
0.065605065886
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Floating
8.41800000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBE8
950000.00000000
PA
USD
950471.10000000
0.166155874073
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20300000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AM1
1004000.00000000
PA
USD
975435.33000000
0.170519976733
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Trestles CLO LTD
254900EO5I6CR0IOWS98
Trestles Clo IV Ltd
89532WAA7
330000.00000000
PA
USD
330805.92000000
0.057829582389
Long
ABS-CBDO
CORP
KY
N
2
2034-07-21
Floating
6.75600000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD 2024-WRHS Mortgage Trust
05555HAA8
440000.00000000
PA
USD
438897.10000000
0.076725458857
Long
ABS-MBS
CORP
US
N
2
2026-08-15
Floating
6.79200000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIV Ltd
55819GAL3
500000.00000000
PA
USD
500807.72000000
0.087548316260
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
6.70500000
N
N
N
N
N
N
Madison Park Funding Ltd
549300FFTJ3WPTJK8589
Madison Park Funding XXX LTD
55821TAA5
426658.48000000
PA
USD
427024.66000000
0.074649987393
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
6.34000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA46
3292000.00000000
PA
USD
3437639.82000000
0.600948360281
Long
DBT
CORP
US
N
2
2029-10-24
Fixed
6.48400000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AY9
495000.00000000
PA
USD
496440.88000000
0.086784930485
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.15000000
N
N
N
N
N
N
EDvestinU Private Education Loan Issue No. 1, LLC
N/A
EDvestinU Private Education Loan Issue No 4 LLC
28165AAA7
669612.23000000
PA
USD
658778.44000000
0.115163846137
Long
ABS-O
CORP
US
N
2
2040-11-25
Fixed
5.25000000
N
N
N
N
N
N
OCP CLO Ltd
254900M77QLN2EBJHE11
OCP CLO 2017-13 Ltd
67097LAH9
440455.89000000
PA
USD
441052.36000000
0.077102228976
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
6.55000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-3 Ltd
69690CAL7
234617.51000000
PA
USD
234901.92000000
0.041064198415
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.42900000
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
1155980.97000000
0.202081923881
Long
ABS-O
CORP
US
N
2
2036-02-15
Fixed
5.28000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CZ3
700000.00000000
PA
USD
700820.68000000
0.122513427976
Long
DBT
CORP
US
N
2
2026-06-25
Fixed
5.15000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
54930025J96YEH8FQE77
CSAIL 2015-C4 Commercial Mortgage Trust
12635RAX6
2683000.00000000
PA
USD
2611252.82000000
0.456484152682
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.80800000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016HZT0
374000.00000000
PA
USD
371630.75000000
0.064966343635
Long
DBT
CORP
CA
N
2
2027-01-19
Fixed
4.87500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
2217000.00000000
PA
USD
2107095.33000000
0.368350248956
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
1211315.79000000
0.211755237866
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BQ6
455000.00000000
PA
USD
452197.91000000
0.079050629724
Long
DBT
US
N
2
2026-01-13
Fixed
5.05000000
N
N
N
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
16242698.52000000
PA
USD
16242698.52000000
2.839454844966
Long
RA
CORP
US
N
2
Repurchase
N
4.95000000
2024-07-01
16839300.00000000
USD
16567552.49000000
USD
UST
N
N
N
SMB Private Education Loan Trust
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust 2017-B
83189DAC4
26996.16000000
PA
USD
26957.88000000
0.004712621051
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
6.19300000
N
N
N
N
N
N
Barings CLO Ltd. 2016-II
549300Z33CTC4YAKLT16
Barings CLO Ltd 2016-II
06761CAL3
236556.11000000
PA
USD
237006.30000000
0.041432073986
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.65600000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2023-1 LLC
29375CAC3
1661000.00000000
PA
USD
1661288.02000000
0.290416787054
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
5.42000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
2105000.00000000
PA
USD
2102182.75000000
0.367491460063
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20200000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAK7
148757.69000000
PA
USD
147963.52000000
0.025866128908
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
6.17300000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
686000.00000000
PA
USD
656187.40000000
0.114710895473
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAS5
515000.00000000
PA
USD
510063.11000000
0.089166290142
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2024-BIO
05612AAA4
859000.00000000
PA
USD
857263.19000000
0.149861804998
Long
ABS-MBS
CORP
US
N
2
2041-02-15
Floating
6.97100000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABZ7
211000.00000000
PA
USD
198173.36000000
0.034643523457
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
CIFC Funding Ltd
549300QSQ98IRWUWDV20
CIFC Funding 2013-IV Ltd
12549FBM0
209972.53000000
PA
USD
210158.31000000
0.036738663271
Long
ABS-CBDO
CORP
KY
N
2
2031-04-27
Floating
6.64600000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-5C2 Mortgage Trust
05610QAC7
1000000.00000000
PA
USD
1065360.20000000
0.186240123696
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Variable
7.29600000
N
N
N
N
N
N
AON NORTH AMERICA INC
N/A
Aon North America Inc
03740MAA8
162000.00000000
PA
USD
161787.94000000
0.028282834254
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.12500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DM6
395000.00000000
PA
USD
376440.59000000
0.065807172114
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2021-2
52604DAA0
1504000.00000000
PA
USD
1362835.91000000
0.238243111067
Long
ABS-O
CORP
US
N
2
2032-04-20
Fixed
2.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-PTB
78449DAB2
1378209.06000000
PA
USD
1263307.77000000
0.220844175848
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
Social Professional Loan Program LLC
5493002WMPR84WZ75V46
Sofi Professional Loan Program 2018-A LLC
83406EAC9
224283.31000000
PA
USD
220075.08000000
0.038472255788
Long
ABS-O
CORP
US
N
2
2042-02-25
Fixed
2.95000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: BYD41G2K0 TRS USD R E REC EQT / Short: BYD41G2K0 TRS USD P V 00MSOFR SOFRRATE + 69BPS
000000000
85305492.00000000
OU
Notional Amount
USD
-160848.00000000
-0.02811851936
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Russell Midcap Total Return Index
RUMCINTR INDEX
Y
Russell Midcap Total Return Index
2024-09-18
0.00000000
USD
0.00000000
USD
85305492.00000000
USD
-160848.00000000
N
N
N
SMB Private Education Loan Trust
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAC2
111313.11000000
PA
USD
110946.78000000
0.019395075985
Long
ABS-O
CORP
US
N
2
2037-01-15
Floating
6.16300000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2020-NQM1
105699AB8
913149.63000000
PA
USD
870548.83000000
0.152184323933
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
1.78900000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AB9
1059000.00000000
PA
USD
1035263.79000000
0.180978842937
Long
DBT
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2020-A
63941FAD8
560000.00000000
PA
USD
484713.43000000
0.084734805336
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
3.16000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300QHI21JZK7YIR34
SMB Private Education Loan Trust 2018-A
78449PAC3
51435.53000000
PA
USD
51320.61000000
0.008971572952
Long
ABS-O
CORP
US
N
2
2036-02-15
Floating
6.24300000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVI Ltd
55822AAN7
1300000.00000000
PA
USD
1302837.58000000
0.227754549170
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.24000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
000000000
1230000.00000000
PA
1286239.03000000
0.224852886422
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.10000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEZ1
16000.00000000
PA
USD
15878.72000000
0.002775826220
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.70000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C16
90276YAC7
1046158.44000000
PA
USD
1002788.69000000
0.175301733316
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.46000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEV3
2600000.00000000
PA
USD
2595619.52000000
0.453751229371
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.27000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: BYD10TXP4 TRS USD R E REC EQTY / Short: BYD10TXP4 TRS USD P V 00MSOFR 1D SOFR+52BPS
000000000
75747671.50000000
OU
Notional Amount
USD
1710303.25000000
0.298985346775
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell Midcap Total Return Index
RUMCINTR INDEX
Y
Russell Midcap Total Return Index
2024-07-01
0.00000000
USD
0.00000000
USD
75747671.50000000
USD
1710303.25000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DR7
220000.00000000
PA
USD
232733.66000000
0.040685155712
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
791682.16000000
0.138397307695
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.32900000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CX0
187000.00000000
PA
USD
187168.82000000
0.032719773264
Long
ABS-O
CORP
US
N
2
2030-06-15
Fixed
5.83000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807CK6
213000.00000000
PA
USD
209191.82000000
0.036569707065
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.60000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900O44XNRXAW7W466
OBX 2023-NQM10 Trust
67449CAA9
1347225.06000000
PA
USD
1354842.54000000
0.236845756241
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
6.46500000
N
N
N
N
N
N
Barclays Mortgage Loan Trust
N/A
Barclays Mortgage Loan Trust 2024-NQM1
06745AAA2
644506.84000000
PA
USD
641570.40000000
0.112155635864
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
5.90300000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
1650000.00000000
PA
USD
1567263.70000000
0.273979997894
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAM8
16000.00000000
PA
USD
16065.42000000
0.002808464036
Long
DBT
CORP
US
N
2
2026-09-12
Fixed
5.60000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ADE2
105000.00000000
PA
USD
103720.05000000
0.018131740740
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.85000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BN8
385000.00000000
PA
USD
378205.00000000
0.066115616091
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECU3
609000.00000000
PA
USD
625484.50000000
0.109343591632
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust 2024-1
758983AA8
113000.00000000
PA
USD
113626.77000000
0.019863576375
Long
ABS-O
CORP
US
N
2
2036-07-15
Fixed
5.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AJSC1
827056.91000000
PA
USD
764993.90000000
0.133731820057
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Fixed
2.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BZ4
1377000.00000000
PA
USD
1405111.80000000
0.245633538252
Long
DBT
CORP
US
N
2
2028-12-01
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
469755.43000000
0.082119934075
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
6.72700000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
899000.00000000
PA
USD
924567.56000000
0.161627566657
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
1405000.00000000
PA
USD
1438796.08000000
0.251522029744
Long
DBT
CORP
US
N
2
2028-10-06
Fixed
6.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
1525000.00000000
PA
USD
1481202.17000000
0.258935217741
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HY2
247000.00000000
PA
USD
251360.78000000
0.043941441363
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.65000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2024-PAT
05612FAA3
360000.00000000
PA
USD
360313.31000000
0.062987894069
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Floating
7.41900000
N
N
N
N
N
N
HalseyPoint CLO Ltd.
5493001PG85K1980W896
Halseypoint Clo 6 Ltd
40639GAA7
500000.00000000
PA
USD
502791.80000000
0.087895161679
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.77500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAT7
150000.00000000
PA
USD
143262.72000000
0.025044362173
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
516740.37000000
0.090333570211
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBK4
183000.00000000
PA
USD
177546.97000000
0.031037736959
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.20000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
FED FUND 30DAY AUG24
000000000
76.00000000
NC
USD
-116.79000000
-0.00002041655
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 30 Day Federal Funds Futures
FFQ4 Comdty
2024-08-30
29989265.73000000
USD
-116.79000000
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BN2
237000.00000000
PA
USD
207858.72000000
0.036336662214
Long
DBT
CORP
US
N
2
2028-05-20
Fixed
1.30000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: BYD4E76L0 TRS USD R E REC EQTY / Short: BYD4E76L0 TRS USD P V 00MSOFR 1D SOFR +81 BPS
000000000
3744355.10000000
OU
Notional Amount
USD
-7451.28000000
-0.00130258978
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Russell Midcap Total Return Index
RUMCINTR INDEX
Y
Russell Midcap Total Return Index
2024-09-18
0.00000000
USD
0.00000000
USD
3744355.10000000
USD
-7451.28000000
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2024-A
18978FAC0
610878.00000000
PA
USD
607291.54000000
0.106163203327
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
4.77000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAN1
220000.00000000
PA
USD
211820.60000000
0.037029255218
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
834130.85000000
0.145817942779
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.85000000
N
N
N
N
N
N
L3Harris Tech Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AR6
1365000.00000000
PA
USD
1345806.39000000
0.235266108631
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83200000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2024-1 LLC
29375PAC4
50000.00000000
PA
USD
50007.71000000
0.008742059348
Long
ABS-O
CORP
US
N
2
2030-09-20
Fixed
5.16000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
431000.00000000
PA
USD
424972.12000000
0.074291174192
Long
DBT
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
Race Point CLO Ltd
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd
74982LAY6
1225999.59000000
PA
USD
1227621.81000000
0.214605762207
Long
ABS-CBDO
CORP
KY
N
2
2030-02-20
Floating
6.62700000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
1062000.00000000
PA
USD
1054130.79000000
0.184277063026
Long
DBT
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
SLM Student Loan Trust
54930054KUX5HFXZUQ43
SLM Private Credit Student Loan Trust 2004-A
78443CBH6
1660500.63000000
PA
USD
1650158.70000000
0.288471223541
Long
ABS-O
CORP
US
N
2
2033-06-15
Floating
6.00100000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KL0
28665000.00000000
PA
USD
28333202.63000000
4.953047018763
Long
STIV
UST
US
N
2
2024-09-19
None
0.00000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
422000.00000000
PA
USD
403184.53000000
0.070482393409
Long
DBT
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
37000.00000000
PA
USD
37047.69000000
0.006476463423
Long
DBT
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBL8
1845000.00000000
PA
USD
1808309.67000000
0.316118263683
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Y52
11000000.00000000
PA
USD
10993560.93000000
1.921830895752
Long
STIV
UST
US
N
2
2024-07-05
None
0.00000000
N
N
N
N
N
N
UBS AG STAMFORD CT
254900R882POXXVAK772
UBS AG/Stamford CT
22550L2K6
745000.00000000
PA
USD
739096.56000000
0.129204596490
Long
DBT
CORP
CH
N
2
2027-07-09
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GK7
32000000.00000000
PA
USD
31823173.44000000
5.563143580800
Long
STIV
UST
US
N
2
2024-08-08
None
0.00000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVI Ltd
08181VAS4
1000000.00000000
PA
USD
1001169.70000000
0.175018710825
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
7.12900000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2024
47800RAD5
636000.00000000
PA
USD
634154.01000000
0.110859145352
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
4.96000000
N
N
N
N
N
N
A&D Mortgage Trust
984500E3BD374F778L95
A&D Mortgage Trust 2024-NQM1
00039GAA7
535595.75000000
PA
USD
534812.60000000
0.093492853194
Long
ABS-MBS
CORP
US
N
2
2069-02-25
Variable
6.19500000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS XX LTD
N/A
OCTAGON INVESTMENT PARTNERS 20-R LTD
67576WAN2
250000.00000000
PA
USD
250591.98000000
0.043807044183
Long
ABS-CBDO
CORP
KY
N
2
2031-05-12
Floating
6.73500000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT SEP24
000000000
26.00000000
NC
13760.86000000
0.002405594153
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 2 Year Euro SCHATZ Futures
DUU4 Comdty
2024-09-06
2735350.80000000
EUR
13760.86000000
N
N
N
Clover CLO
N/A
Clover CLO 2021-3 LLC
00142QAA9
315000.00000000
PA
USD
315603.80000000
0.055172035477
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Floating
6.74500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
300000.00000000
PA
USD
292978.91000000
0.051216882739
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BK7
395000.00000000
PA
USD
376954.38000000
0.065896989918
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.20000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-PT-A
78449VAC0
1249763.14000000
PA
USD
1246430.65000000
0.217893815100
Long
ABS-O
CORP
US
N
2
2054-09-15
Floating
6.31000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBS9
1340000.00000000
PA
USD
1295917.18000000
0.226544764768
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
N
BLUE OWL CREDIT INCOME
5493003I42XBWPE05N35
Blue Owl Credit Income Corp
09581CAA9
230000.00000000
PA
USD
226976.60000000
0.039678739697
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.60000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
2970000.00000000
PA
USD
2839022.35000000
0.496301507828
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
OCP CLO Ltd
2549003HLFPQ7ATPYA23
OCP Clo 2019-17 Ltd
67113LAL0
500000.00000000
PA
USD
500000.00000000
0.087407115309
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
6.62600000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CH0
60000.00000000
PA
USD
56652.38000000
0.009903642222
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ARX8
1792778.75000000
PA
USD
1677798.88000000
0.293303120342
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
150000.00000000
PA
USD
141029.52000000
0.024653967033
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
12.38000000
0.000002164200
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
14000.00000000
EUR
15061.60000000
USD
2024-09-18
12.38000000
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAR3
405000.00000000
PA
USD
404025.83000000
0.070629464622
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
5.43500000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KCH4
358000.00000000
PA
USD
355491.49000000
0.062144971316
Long
ABS-O
CORP
US
N
2
2031-12-22
Fixed
4.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER6J4
157782.61000000
PA
USD
149746.67000000
0.026177848903
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
416000.00000000
PA
USD
415268.88000000
0.072594909757
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
127541.39000000
PA
USD
127679.98000000
0.022320277469
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
6.63500000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
000000000
513000.00000000
PA
557367.15000000
0.097435709500
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
3.90700000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBJ3
1660000.00000000
PA
USD
1572701.03000000
0.274930520554
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AK1
150000.00000000
PA
USD
131425.98000000
0.022975131577
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAM2
275000.00000000
PA
USD
260984.84000000
0.045623864008
Long
DBT
US
N
2
2027-07-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U8B9
530000.00000000
PA
USD
533727.61000000
0.093303181502
Long
DBT
CORP
US
N
2
2028-05-26
Fixed
5.50400000
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
117259.94000000
0.020498706193
Long
ABS-MBS
CORP
US
N
2
2054-10-15
Fixed
2.21300000
N
N
N
N
N
N
ELM Trust 2024
N/A
ELM Trust 2024-ELM
26860XAA9
1020000.00000000
PA
USD
1021765.62000000
0.178619170734
Long
ABS-MBS
CORP
US
N
2
2039-06-10
Variable
5.80100000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
812000.00000000
PA
USD
761088.29000000
0.133049063850
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CP2
922000.00000000
PA
USD
918588.36000000
0.160582317409
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLS6
1580000.00000000
PA
USD
1613374.48000000
0.282040818423
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.81900000
N
N
N
N
N
N
ELM Trust 2024
254900IIXJ23M1M8Y987
ELM Trust 2024-ELM
26860XAU5
1020000.00000000
PA
USD
1021765.62000000
0.178619170734
Long
ABS-MBS
CORP
US
N
2
2039-06-10
Variable
5.80100000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
740000.00000000
PA
USD
694322.08000000
0.121377380217
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
218998.10000000
0.038283984358
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
2107000.00000000
PA
USD
2089892.63000000
0.365342972191
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXII Ltd
09629PAE6
650000.00000000
PA
USD
651155.47000000
0.113831242502
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
7.09000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAH5
1035000.00000000
PA
USD
1027908.39000000
0.179693014345
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGX61
3012936.90000000
PA
USD
2818852.15000000
0.492775469833
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
206494.31000000
PA
USD
206676.91000000
0.036130065008
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.56600000
N
N
N
N
N
N
RR 1 Ltd
N/A
RR 1 LLC
78108YAL6
315000.00000000
PA
USD
315357.84000000
0.055129038169
Long
ABS-CBDO
CORP
KY
N
2
2035-07-15
Floating
6.74000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAJ7
245000.00000000
PA
USD
232223.17000000
0.040595914795
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2023-2 LLC
29375NAC9
1930000.00000000
PA
USD
1944758.32000000
0.339971429452
Long
ABS-O
CORP
US
N
2
2030-04-22
Fixed
5.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
568000.00000000
PA
USD
538017.10000000
0.094053045396
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBR1
1252000.00000000
PA
USD
1193289.91000000
0.208604057523
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
815000.00000000
PA
USD
774370.93000000
0.135371058342
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Pikes Peak CLO
549300NJA5BS4BQQJL72
Pikes Peak CLO 8
72133CAA0
250000.00000000
PA
USD
250371.47000000
0.043768495897
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.75600000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDZ6
794000.00000000
PA
USD
797190.09000000
0.139360172241
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
Taubman Centers Commercial Mortgage Trust
N/A
Taubman Centers Commercial Mortgage Trust 2022-DPM
87666YAA5
1190000.00000000
PA
USD
1197491.76000000
0.209338600698
Long
ABS-MBS
CORP
US
N
2
2037-05-15
Floating
7.51500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DN7
1120000.00000000
PA
USD
1120220.80000000
0.195830537276
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.50700000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBD7
1745000.00000000
PA
USD
1648811.81000000
0.288235768002
Long
DBT
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KCL5
2650000.00000000
PA
USD
2640600.45000000
0.461614536041
Long
ABS-O
CORP
US
N
2
2028-12-20
Fixed
5.00000000
N
N
N
N
N
N
Atrium CDO Corp
549300BF3YFW8EHN6F75
Atrium XIII
55822RAA8
470297.84000000
PA
USD
471302.61000000
0.082390403156
Long
ABS-CBDO
CORP
KY
N
2
2030-11-21
Floating
6.47600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFH3
2250000.00000000
PA
USD
2348157.40000000
0.410491329255
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
66000.00000000
PA
USD
56431.50000000
0.009865029255
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFP5
868000.00000000
PA
USD
876795.20000000
0.153276278299
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
5.65200000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EK9
1475000.00000000
PA
USD
1456444.87000000
0.254607289389
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
649392.57000000
0.113523062494
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: BYD211U67 TRS USD R E REC EQTY / Short: BYD211U67 TRS USD P V 00MSOFR 1D SOFR +52 BPS
000000000
6229823.60000000
OU
Notional Amount
USD
-80488.20000000
-0.01407048275
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Russell Midcap Total Return Index
RUMCINTR INDEX
Y
Russell Midcap Total Return Index
2024-08-10
0.00000000
USD
0.00000000
USD
6229823.60000000
USD
-80488.20000000
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-NWPT
12663MAA2
500000.00000000
PA
USD
503716.60000000
0.088056829879
Long
ABS-MBS
CORP
US
N
2
2024-09-09
Floating
8.47200000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
4544000.00000000
PA
USD
4261944.51000000
0.745048550460
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.65800000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDR4
515000.00000000
PA
USD
476659.63000000
0.083326886486
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
2.35000000
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
1080487.02000000
0.188884507096
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.79000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KB2
30000000.00000000
PA
USD
29804010.90000000
5.210165234873
Long
STIV
UST
US
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CC1
2018000.00000000
PA
USD
1886938.14000000
0.329863639171
Long
DBT
CORP
GB
N
2
2030-05-22
Fixed
3.97300000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DP1
883000.00000000
PA
USD
879222.34000000
0.153700576911
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
5.09800000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECR4
470000.00000000
PA
USD
471404.93000000
0.082408290148
Long
DBT
CORP
GB
N
2
2030-03-12
Fixed
5.69000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VES9
780000.00000000
PA
USD
741616.47000000
0.129645112618
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.87500000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2022-3
68269PAA5
1300000.00000000
PA
USD
1304102.28000000
0.227975636727
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
1472000.00000000
PA
USD
1370770.53000000
0.239630195558
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
OCP CLO Ltd
254900MN6N176YEZLX15
OCP CLO 2020-18 Ltd
671078AN3
250000.00000000
PA
USD
250247.48000000
0.043746820680
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
6.67600000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAN3
1070000.00000000
PA
USD
1073361.01000000
0.187638779140
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2023-C
44918CAD4
2410000.00000000
PA
USD
2426001.92000000
0.424099659127
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
1548000.00000000
PA
USD
1469508.01000000
0.256890912158
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDW3
1083000.00000000
PA
USD
1102186.53000000
0.192677890241
Long
DBT
CORP
US
N
2
2027-10-22
Fixed
6.07000000
N
N
N
N
N
N
RR Ltd
2549005CH9FMTJFP8I04
RR 24 Ltd
75000HAQ7
2650000.00000000
PA
USD
2652583.38000000
0.463709322730
Long
ABS-CBDO
CORP
BM
N
2
2036-01-15
Floating
7.72900000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CH1
2220000.00000000
PA
USD
2218897.17000000
0.387894801598
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
1066487.71000000
PA
USD
1026214.68000000
0.179396929735
Long
ABS-O
CORP
US
N
2
2060-04-15
Floating
6.51000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECT6
1225000.00000000
PA
USD
1238403.12000000
0.216490488620
Long
DBT
CORP
US
N
2
2026-11-08
Fixed
5.75000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BZ0
30000.00000000
PA
USD
28726.41000000
0.005021785262
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
3.80000000
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
1389189.88000000
0.242850160057
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
689864.88000000
PA
USD
721709.59000000
0.126165106706
Long
ABS-O
CORP
US
N
2
2041-10-15
Floating
10.19300000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2024-B
04033HAB1
538000.00000000
PA
USD
538638.71000000
0.094161711670
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
5.54000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AV0
1781000.00000000
PA
USD
1826703.49000000
0.319333765175
Long
DBT
CORP
CH
N
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FX7
18000.00000000
PA
USD
17285.09000000
0.003021679709
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CT5
105000.00000000
PA
USD
97426.40000000
0.017031521158
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAM3
813135.79000000
PA
USD
808798.44000000
0.141389477015
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
6.17300000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP2
85236WCE4
800000.00000000
PA
USD
790649.84000000
0.138216843469
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.26500000
N
N
N
N
N
N
A&D Mortgage Trust
984500L072D83D1AA637
A&D Mortgage Trust 2023-NQM5
00249XAA6
729298.28000000
PA
USD
739398.11000000
0.129257311721
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
1227314.26000000
PA
USD
1228999.80000000
0.214846654469
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
6.66600000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CJ7
250000.00000000
PA
USD
236947.70000000
0.041421829872
Long
DBT
CORP
US
N
2
2026-08-19
Fixed
2.60000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2024-A
831943AA3
1726129.53000000
PA
USD
1721650.91000000
0.300969079227
Long
ABS-O
CORP
US
N
2
2056-03-15
Fixed
5.24000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
25000.00000000
PA
USD
23372.07000000
0.004085770435
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
2293827.44000000
0.400993679098
Long
DBT
CORP
US
N
2
2029-10-23
Fixed
6.30300000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
404000.00000000
PA
USD
362086.64000000
0.063297897389
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAW8
108000.00000000
PA
USD
110407.86000000
0.019300865100
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAM2
5000000.00000000
PA
USD
5003378.80000000
0.874661815422
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
5.79800000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2020-NQM1
105699AC6
343547.64000000
PA
USD
329141.93000000
0.057538693257
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
1391074.33000000
0.243179588734
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
988334.60000000
0.172774952694
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.34300000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAW6
150000.00000000
PA
USD
150415.49000000
0.026294768157
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
3003908.84000000
PA
USD
2814632.93000000
0.492037890135
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP24
000000000
-46.00000000
NC
USD
-21549.69000000
-0.00376719247
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYU4 Comdty
2024-09-19
-5037731.56000000
USD
-21549.69000000
N
N
N
Octagon Investment Partners XXI Ltd
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBK2
1433788.86000000
PA
USD
1434762.33000000
0.250816872841
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
6.58400000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE SEP24
000000000
-46.00000000
NC
-60633.79000000
-0.01059964934
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEU4 Comdty
2024-09-06
-5299623.20000000
EUR
-60633.79000000
N
N
N
Octagon Investment Partners XVII LTD
54930007Y57X4ONHQV20
Octagon Investment Partners XVII Ltd
67590GBG3
172015.64000000
PA
USD
172453.85000000
0.030147387105
Long
ABS-CBDO
CORP
KY
N
2
2031-01-25
Floating
6.58500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
295000.00000000
PA
USD
291893.88000000
0.051027204054
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EA7
325000.00000000
PA
USD
310217.65000000
0.054230459809
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.00000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST
83405YAA0
194247.43000000
PA
USD
166735.95000000
0.029147816815
Long
ABS-O
CORP
US
N
2
2043-08-17
Fixed
1.03000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
220000.00000000
PA
USD
209773.56000000
0.036671403495
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.66800000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GR2
293000.00000000
PA
USD
289573.32000000
0.050621537143
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
1943000.00000000
PA
USD
1895957.27000000
0.331440311443
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: BRYUPV4Z0 TRS USD R E RESC EQUATY / Short: BRYUPV4Z0 TRS USD P V 00MSOFR 1D SOFR+38BPS
000000000
83514992.01000000
OU
Notional Amount
USD
2812216.49000000
0.491615462036
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Russell Midcap Total Return Index
RUMCINTR INDEX
Y
Russell MidCap Index
2024-07-19
0.00000000
USD
0.00000000
USD
83514992.01000000
USD
2812216.49000000
N
N
N
Galaxy CLO Ltd
5493000B2531UL3WQV87
Galaxy XIX CLO Ltd
36319QBN1
476109.19000000
PA
USD
476893.58000000
0.083367784275
Long
ABS-CBDO
CORP
KY
N
2
2030-07-24
Floating
6.53500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
2575000.00000000
PA
USD
2421387.78000000
0.423293041793
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
109000.00000000
PA
USD
109445.01000000
0.019132545218
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
2190000.00000000
PA
USD
2211185.62000000
0.386546712918
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
1149251.20000000
0.200905464317
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
1246000.00000000
PA
USD
1255306.03000000
0.219445357827
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
468000.00000000
PA
USD
474314.26000000
0.082916882433
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
1043268.08000000
0.182378106735
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBB6
142000.00000000
PA
USD
133141.89000000
0.023275097063
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2023-4
96041AAG1
1731000.00000000
PA
USD
1744373.36000000
0.304941286842
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
6.24000000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AJ4
983000.00000000
PA
USD
905351.72000000
0.158268364372
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262431AH2
428037.66000000
PA
USD
428356.81000000
0.074882866170
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
6.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ACN6
1567086.87000000
PA
USD
1498249.02000000
0.261915249708
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.50000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBD7
863000.00000000
PA
872510.33000000
0.152527222046
Long
DBT
CORP
US
N
2
2027-05-21
Fixed
1.50000000
N
N
N
N
N
N
CENT Trust 2023-CITY
N/A
CENT Trust 2023-CITY
12516WAA9
1000000.00000000
PA
USD
1007161.40000000
0.176066145251
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
7.94900000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3L5
1715000.00000000
PA
USD
1730235.60000000
0.302469805205
Long
DBT
CORP
US
N
2
2028-04-22
Fixed
5.70700000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
360000.00000000
PA
USD
345693.17000000
0.060432085544
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.15000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HLA5
108000.00000000
PA
USD
108169.54000000
0.018909574911
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3J0
1856000.00000000
PA
USD
1848577.91000000
0.323157725077
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.19800000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DW3
411000.00000000
PA
USD
404608.10000000
0.070731253704
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
4.60000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2024-1
36268GAD7
556000.00000000
PA
USD
552979.64000000
0.096668710315
Long
ABS-O
CORP
US
N
2
2028-12-18
Fixed
4.85000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NCA1
100000.00000000
PA
USD
100021.69000000
0.017485214782
Long
DBT
CORP
CA
N
2
2027-04-05
Fixed
5.25000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BY4
861000.00000000
PA
USD
854578.85000000
0.149392544166
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BS6
1740000.00000000
PA
USD
1662747.55000000
0.290671933668
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.90000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PF2
1100000.00000000
PA
USD
1093814.23000000
0.191214293058
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
5.17400000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP24
000000000
-505.00000000
NC
USD
-148785.39000000
-0.02600980348
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUU4 Comdty
2024-09-30
-102981683.36000000
USD
-148785.39000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DZ5
1406000.00000000
PA
USD
1507691.76000000
0.263565975036
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109CF9
301000.00000000
PA
USD
295927.71000000
0.051732374942
Long
DBT
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AH0
223000.00000000
PA
USD
216560.70000000
0.037857892153
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830CC1
821000.00000000
PA
USD
808732.23000000
0.141377902565
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMVG5
3000861.21000000
PA
USD
2809397.29000000
0.491122625757
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2019-V Ltd
12554XAJ1
500000.00000000
PA
USD
500484.92000000
0.087491886226
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
6.73000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDG8
790000.00000000
PA
USD
782096.89000000
0.136721666095
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.85100000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 2 LTD
67707EAU8
1000000.00000000
PA
USD
1002313.38000000
0.175218642364
Long
ABS-CBDO
CORP
KY
N
2
2034-04-21
Floating
6.73600000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
1523000.00000000
PA
USD
1488603.20000000
0.260229023106
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
2012000.00000000
PA
USD
2004099.06000000
0.350345035260
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
1815156.17000000
0.317315129313
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AB9
590000.00000000
PA
USD
598846.90000000
0.104686960082
Long
DBT
CORP
US
N
2
2030-01-25
Fixed
5.90000000
N
N
N
N
N
N
Regatta XII Funding Ltd.
2549001ZYXDVCT6R4I31
Regatta XII Funding Ltd
75888HAL5
790000.00000000
PA
USD
791354.31000000
0.138339994850
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
6.69000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBQ8
585000.00000000
PA
USD
566641.12000000
0.099056931430
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H5ZQ3
1747979.17000000
PA
USD
1598055.70000000
0.279362877683
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Fixed
2.00000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
549300GGUAM1ZV2SKK63
Rockford Tower CLO 2019-1 Ltd
77342MAN6
1775000.00000000
PA
USD
1776232.93000000
0.310510793059
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.70600000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAS9
1209000.00000000
PA
USD
1246611.99000000
0.217925515913
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
397446.87000000
0.069479368791
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Floating
7.44400000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDY7
1413000.00000000
PA
USD
1377733.74000000
0.240847463757
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.12500000
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
233603483.78000000
OU
Notional Amount
USD
5274545.22000000
0.922065564504
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
233603483.78000000
USD
5274545.22000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZY3
1482000.00000000
PA
USD
1475196.42000000
0.257885327175
Long
DBT
CORP
CA
N
2
2025-04-25
Fixed
4.95000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CJ2
865000.00000000
PA
USD
899920.92000000
0.157318983248
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
6.19600000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
258099.46000000
PA
USD
228252.53000000
0.039901790419
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
42217KBF2
1067000.00000000
PA
USD
1050023.38000000
0.183559029307
Long
DBT
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
735000.00000000
PA
USD
709435.67000000
0.124019450825
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBA8
366000.00000000
PA
USD
361690.12000000
0.063228580050
Long
DBT
US
N
2
2028-01-11
Fixed
5.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
88339WAB2
297000.00000000
PA
USD
293047.13000000
0.051228808566
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.90000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2023-B
44933XAD9
1365000.00000000
PA
USD
1369526.89000000
0.239412789588
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.48000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFQ3
890000.00000000
PA
USD
905286.58000000
0.158256976973
Long
DBT
CORP
US
N
2
2030-04-18
Fixed
5.65600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JS7
25000000.00000000
PA
USD
24937961.75000000
4.359510596557
Long
STIV
UST
US
N
2
2024-07-18
None
0.00000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AK3
285000.00000000
PA
USD
286568.90000000
0.050096321773
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
6.00000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
210000.00000000
PA
USD
203238.20000000
0.035528929565
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
1740000.00000000
PA
USD
1631831.21000000
0.285267317477
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B96HYC3S3 CDS USD R V 03MEVENT 1 CCPCDX / Short: B96HYC3S3 CDS USD P F 1.00000 2 CCPCDX
000000000
6170000.00000000
OU
Notional Amount
USD
-126945.71000000
-0.02219191662
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S42
2I65BYEE1
Y
buy protection
2029-06-20
0.00000000
USD
-139552.15000000
USD
6170000.00000000
USD
12606.44000000
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
1480000.00000000
PA
USD
1491455.56000000
0.260727656225
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
593000.00000000
PA
USD
576668.77000000
0.100809907350
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
135000.00000000
PA
USD
129377.93000000
0.022617103292
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBY5
150000.00000000
PA
USD
138234.86000000
0.024165420695
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.87500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJQ4
699000.00000000
PA
USD
701012.94000000
0.122547037760
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.38400000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AU1
425000.00000000
PA
USD
420287.01000000
0.073472150292
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
1635889.42000000
PA
USD
1638689.41000000
0.286466228434
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
6.49300000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP24
000000000
-1117.00000000
NC
USD
-625284.37000000
-0.10930860606
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVU4 Comdty
2024-09-30
-118422481.26000000
USD
-625284.37000000
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BU7
632000.00000000
PA
USD
633849.22000000
0.110805863723
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
5.75000000
N
N
N
N
N
N
Allegro CLO Ltd
254900E0ZQX4DLP7HF87
Allegro CLO XII Ltd
01750TAC0
1430583.38000000
PA
USD
1432649.84000000
0.250447579527
Long
ABS-CBDO
CORP
KY
N
2
2032-01-21
Floating
6.83600000
N
N
N
N
N
N
Galaxy CLO Ltd
549300S1CAKZT00VQL17
Galaxy XX CLO Ltd
36320MAL2
329729.13000000
PA
USD
330005.88000000
0.057689724012
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.58600000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCG3
349000.00000000
PA
USD
347921.98000000
0.060821713249
Long
DBT
US
N
2
2029-02-15
Fixed
5.20000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2024-WCL1 MORTGAGE TRUST
20047DAA2
740000.00000000
PA
USD
739385.80000000
0.129255159758
Long
ABS-MBS
CORP
US
N
2
2041-06-15
Floating
7.14100000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183DE1
828422.95000000
PA
USD
828495.02000000
0.144832719493
Long
ABS-O
CORP
US
N
2
2036-05-15
Fixed
5.52000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2023-C19
05553RAZ3
2000000.00000000
PA
USD
1997995.00000000
0.349277958707
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
5.75300000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2024-C
83206EAA5
190280.17000000
PA
USD
192057.94000000
0.033574461015
Long
ABS-O
CORP
US
N
2
2052-06-17
Fixed
5.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DP0
890000.00000000
PA
USD
785526.82000000
0.137321266669
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
1.12500000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAX7
1851000.00000000
PA
USD
1851943.27000000
0.323746037896
Long
DBT
CORP
US
N
2
2027-04-18
Fixed
5.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLV9
1267000.00000000
PA
USD
1280929.80000000
0.223924757465
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.93300000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2024-VLT4
05612TAA3
710000.00000000
PA
USD
710260.71000000
0.124163679558
Long
ABS-MBS
CORP
US
N
2
2029-07-15
Floating
6.81100000
N
N
N
N
N
N
OCP CLO Ltd
N/A
OCP CLO 2019-16 Ltd
67570QAK7
498546.52000000
PA
USD
498937.78000000
0.087221424137
Long
ABS-CBDO
CORP
KY
N
2
2033-04-10
Floating
6.55900000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBY5
790000.00000000
PA
USD
795059.00000000
0.138987627382
Long
DBT
US
N
2
2028-03-15
Fixed
5.50000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AJ6
440000.00000000
PA
USD
442489.68000000
0.077353492966
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.90000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VKNG
12433YAA5
666519.68000000
PA
USD
663074.44000000
0.115914848072
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.37300000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEX9
3407000.00000000
PA
USD
3430442.82000000
0.599690222264
Long
DBT
CORP
US
N
2
2026-10-16
Fixed
6.13800000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300164ZV2301BC703
SMB Private Education Loan Trust 2020-PTB
78449DAC0
437526.69000000
PA
USD
436743.87000000
0.076349043612
Long
ABS-O
CORP
US
N
2
2054-09-15
Floating
6.31000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2024-1 LLC
29375PAB6
581000.00000000
PA
USD
579562.37000000
0.101315749807
Long
ABS-O
CORP
US
N
2
2030-03-20
Fixed
5.23000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BR8
569000.00000000
PA
USD
568067.30000000
0.099306247989
Long
DBT
CORP
US
N
2
2027-04-04
Fixed
5.33800000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAQ3
2091000.00000000
PA
USD
2140693.10000000
0.374223617270
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
698972.62000000
0.122190360789
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
510233.52000000
0.089196080235
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
1129719.95000000
0.197491123875
Long
DBT
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDX1
145000.00000000
PA
USD
149856.78000000
0.026197097698
Long
DBT
CORP
US
N
2
2029-10-23
Fixed
6.08700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KQ9
30000000.00000000
PA
USD
29903841.60000000
5.227617061886
Long
STIV
UST
US
N
2
2024-07-23
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP24
000000000
-65.00000000
NC
USD
-9513.63000000
-0.00166311790
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYU4 Comdty
2024-09-19
-7370017.62000000
USD
-9513.63000000
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAF2
295000.00000000
PA
USD
307149.64000000
0.053694128001
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
51000.00000000
PA
USD
50128.36000000
0.008763150685
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-XL4
05611VAA9
195021.49000000
PA
USD
194649.51000000
0.034027504331
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
6.77100000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GH1
740000.00000000
PA
USD
712980.90000000
0.124639207480
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
15000.00000000
PA
USD
15190.86000000
0.002655578503
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
74338.25000000
0.012995383979
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.64000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAS9
1130000.00000000
PA
USD
1136249.92000000
0.198632655556
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.45000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
203000.00000000
PA
USD
201265.54000000
0.035184080525
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEE2
865000.00000000
PA
USD
872190.30000000
0.152471276248
Long
DBT
CORP
US
N
2
2028-04-22
Fixed
5.57100000
N
N
N
N
N
N
MUFG Bank Ltd/New York NY
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd/New York NY
62479LHG3
3000000.00000000
PA
USD
2978322.12000000
0.520653089946
Long
STIV
CORP
JP
N
2
2024-08-16
None
0.00000000
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
558431.36000000
0.097621748552
Long
ABS-MBS
CORP
US
N
2
2038-09-06
Variable
2.94900000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CE2
95000.00000000
PA
USD
94597.56000000
0.016536999669
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.95000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2024-B
18978JAD0
918000.00000000
PA
USD
921661.90000000
0.161119615940
Long
ABS-O
CORP
US
N
2
2029-09-17
Fixed
5.19000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAK1
495000.00000000
PA
USD
484357.17000000
0.084672526018
Long
DBT
CORP
JP
N
2
2027-07-27
Fixed
4.37200000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DP2
501000.00000000
PA
USD
501017.52000000
0.087584992285
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-IV Ltd
12562RAA3
500000.00000000
PA
USD
501056.60000000
0.087591824026
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
6.91000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
3550000.00000000
PA
USD
3386240.84000000
0.591963087138
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBS8
667000.00000000
PA
USD
668680.35000000
0.116894840915
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
1934000.00000000
PA
USD
1841119.46000000
0.321853881879
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
1372000.00000000
PA
USD
1267230.28000000
0.221529886416
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
726000.00000000
PA
USD
715589.53000000
0.125095233126
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AS8
425000.00000000
PA
USD
422158.00000000
0.073799225970
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.05000000
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
1418561.34000000
0.247984709239
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
1050000.00000000
PA
USD
1031798.91000000
0.180373132606
Long
DBT
CORP
SG
N
2
2028-05-19
Fixed
4.45000000
N
N
N
N
N
N
OZLM Ltd
5493002SZMQH8ZTTHX49
OZLM XVIII Ltd
67112GAA6
341582.60000000
PA
USD
342029.50000000
0.059791623891
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.61000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECF0
1735000.00000000
PA
USD
1738380.14000000
0.303893586699
Long
DBT
CORP
GB
N
2
2027-05-09
Fixed
5.82900000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
494553AD2
755000.00000000
PA
USD
746783.33000000
0.130548353273
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.00000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2024-A
55318CAC8
202027.00000000
PA
USD
200948.96000000
0.035128737836
Long
ABS-O
CORP
US
N
2
2031-07-14
Fixed
4.95000000
N
N
N
N
N
N
Navistar Financial Dealer Note Master Trust
N/A
Navistar Financial Dealer Note Master Owner Trust
63938PBW8
554000.00000000
PA
USD
555682.28000000
0.097141170247
Long
ABS-O
CORP
US
N
2
2029-04-25
Fixed
5.59000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAA6
500000.00000000
PA
USD
494180.60000000
0.086389801376
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.39300000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
724500RKKW4NOJ9YQF60
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAV0
18000.00000000
PA
USD
17279.11000000
0.003020634320
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
230937.51000000
PA
USD
231256.30000000
0.040426892160
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
6.59900000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C35
1820000.00000000
PA
USD
1897297.82000000
0.331674658660
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.35000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBM6
445000.00000000
PA
USD
421840.62000000
0.073743743429
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2024-V5 Mortgage Trust
08163XAY9
420000.00000000
PA
USD
427119.50000000
0.074666566775
Long
ABS-MBS
CORP
US
N
2
2057-01-10
Fixed
5.80500000
N
N
N
N
N
N
American Express Credit Account Master Trust
N/A
American Express Credit Account Master Trust 2023-1
02582JJZ4
2590000.00000000
PA
USD
2579964.27000000
0.451014468887
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.87000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
768000.00000000
PA
USD
766592.23000000
0.134011230886
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: BYD3BFRP5 TRS USD R E REC EQTY / Short: BYD3BFRP5 TRS USD P V 00MSOFR 1D SOFR +71 BPS
000000000
75661216.00000000
OU
Notional Amount
USD
22912.00000000
0.004005343651
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell Midcap Total Return Index
RUMCINTR INDEX
Y
Russell Midcap Total Return Index
2024-09-03
0.00000000
USD
0.00000000
USD
75661216.00000000
USD
22912.00000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KD8
28580000.00000000
PA
USD
28334092.82000000
4.953202636643
Long
STIV
UST
US
N
2
2024-08-29
None
0.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BJ1
266000.00000000
PA
USD
270094.12000000
0.047216295782
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.65000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CE8
654000.00000000
PA
USD
651819.80000000
0.113947376839
Long
DBT
CORP
US
N
2
2028-02-10
Fixed
4.87500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
150000.00000000
PA
USD
148942.03000000
0.026037186381
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HQ9
249000.00000000
PA
USD
245606.57000000
0.042935523569
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDB8
1160000.00000000
PA
USD
1199130.42000000
0.209625061785
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
769742.21000000
PA
USD
768608.53000000
0.134363708819
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
958149.64000000
0.167498192135
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
3662000.00000000
PA
USD
3690280.89000000
0.645113614557
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AAV0
1177715.78000000
PA
USD
1128342.20000000
0.197250273569
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
3.50000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAN6
208000.00000000
PA
USD
186572.34000000
0.032615500072
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
1.90000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
695000.00000000
PA
USD
662520.70000000
0.115818046440
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACZ6
1196000.00000000
PA
USD
1188357.61000000
0.207741821293
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.95000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXII Ltd
09629PAA4
209130.74000000
PA
USD
209325.97000000
0.036593158394
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.67000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAH0
978000.00000000
PA
USD
971089.50000000
0.169760263805
Long
DBT
CORP
GB
N
2
2027-03-26
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D26
975000.00000000
PA
USD
994120.83000000
0.173786468039
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
2235000.00000000
PA
USD
2141107.27000000
0.374296020079
Long
DBT
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBL3
590000.00000000
PA
USD
588144.47000000
0.102816023016
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVT23
264188.54000000
PA
USD
250653.57000000
0.043817810991
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
3.00000000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2024-A
00218KAB9
406000.00000000
PA
USD
404681.47000000
0.070744079824
Long
ABS-O
CORP
US
N
2
2032-11-15
Fixed
5.30000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
2936000.00000000
PA
USD
2931305.04000000
0.512433835280
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7085.51000000
0.001238647979
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4400000.00000000
EUR
4736841.56000000
USD
2024-09-18
7085.51000000
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAD8
995223.68000000
PA
USD
993682.68000000
0.173709873184
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.39300000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280EF2
780000.00000000
PA
USD
783251.50000000
0.136923508354
Long
DBT
CORP
GB
N
2
2028-05-17
Fixed
5.59700000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BS6
465000.00000000
PA
USD
462991.78000000
0.080937551804
Long
DBT
CORP
US
N
2
2029-04-04
Fixed
5.37100000
N
N
N
N
N
N
Sixth Street CLO LTD.
N/A
Sixth Street CLO XVII Ltd
83012FAA6
500000.00000000
PA
USD
500665.59000000
0.087523469913
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
6.82600000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
295000.00000000
PA
USD
282364.19000000
0.049361278629
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
1418278.70000000
0.247935299745
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
616410.79000000
0.107757377999
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.58700000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300AS2O1RYPD2ED41
Dryden 30 Senior Loan Fund
26249BAQ4
429504.05000000
PA
USD
430089.59000000
0.075185780773
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
6.40400000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBX2
645000.00000000
PA
USD
664628.73000000
0.116186560082
Long
DBT
CORP
CA
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
000000000
678000.00000000
PA
672072.01000000
0.117487751349
Long
DBT
CORP
US
N
2
2029-03-28
Fixed
1.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AT5
1000000.00000000
PA
USD
933120.00000000
0.163122654876
Long
DBT
CORP
CH
N
2
2027-02-02
Fixed
1.30500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
7418000.00000000
PA
USD
7327215.03000000
1.280901458056
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
1754000.00000000
PA
USD
1819895.68000000
0.318143663107
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
376000.00000000
PA
USD
369979.42000000
0.064677667652
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.62500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEU6
615000.00000000
PA
USD
615172.72000000
0.107540945745
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.55000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076DC3
155000.00000000
PA
USD
154136.29000000
0.026945216946
Long
DBT
CORP
US
N
2
2029-06-25
Fixed
4.75000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740BS7
220000.00000000
PA
USD
206037.47000000
0.036018281796
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
2.00000000
N
N
N
N
N
N
ING US Funding LLC
254900QX5Y2ZDZ6XBT08
ING US Funding LLC
45685QJA8
3000000.00000000
PA
USD
2966780.16000000
0.518635391089
Long
STIV
CORP
US
N
2
2024-09-10
None
0.00000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAP5
265000.00000000
PA
USD
251537.06000000
0.043972257616
Long
DBT
US
N
2
2027-07-15
Fixed
3.55000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBK1
1737000.00000000
PA
USD
1644932.00000000
0.287557522002
Long
DBT
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BG8
67000.00000000
PA
USD
64633.02000000
0.011298771663
Long
DBT
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-PT-A
78449VAB2
1104142.42000000
PA
USD
1007154.88000000
0.176065005462
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAY1
445000.00000000
PA
USD
437205.62000000
0.076429764083
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAY0
129000.00000000
PA
USD
124567.90000000
0.021776241598
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
1662000.00000000
PA
USD
1503052.49000000
0.262754964620
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
3457397.15000000
0.604402222725
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
430796.53000000
0.075309363945
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016HZV5
131000.00000000
PA
USD
130430.73000000
0.022801147714
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
4.95000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JKD1
3243000.00000000
PA
USD
3255976.54000000
0.569191033756
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
208038.82000000
0.036368146257
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
ING US Funding LLC
254900QX5Y2ZDZ6XBT08
ING US Funding LLC
45685QLT4
3000000.00000000
PA
USD
2932423.32000000
0.512629326537
Long
STIV
CORP
US
N
2
2024-11-27
None
0.00000000
N
N
N
N
N
N
Babson CLO Ltd
549300QR3VQZ1T0JUI29
Barings CLO Ltd 2015-I
056162AN0
709293.93000000
PA
USD
709825.74000000
0.124087640612
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.57600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VC2
20508.29000000
PA
USD
19519.82000000
0.003412342315
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
1180000.00000000
PA
1303746.58000000
0.227913455306
Long
DBT
CORP
US
N
2
2029-03-02
Fixed
4.65600000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BE3
463000.00000000
PA
USD
459393.46000000
0.080308514261
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.05000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109DE8
841000.00000000
PA
USD
830803.41000000
0.145236258915
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U8A1
935000.00000000
PA
USD
928165.20000000
0.162256485326
Long
DBT
CORP
US
N
2
2028-01-14
Fixed
4.95200000
N
N
N
N
N
N
2024-07-19
PACIFIC SELECT FUND
Trevor Smith
Trevor Smith
Assistant Vice President